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Statistics & Probability Letters

1982 - 2021

Current editor(s): Somnath Datta and Hira L. Koul

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Volume 48, issue 4, 2000

Complete convergence for weighted sums of negatively associated random variables pp. 317-325 Downloads
Han-Ying Liang
Nonparametric model check based on local polynomial fitting pp. 327-334 Downloads
Zhenjun Liu, Thanasis Stengos and Qi Li
Kernel-based functional principal components pp. 335-345 Downloads
Graciela Boente and Ricardo Fraiman
Invariance principles for the first passage times of perturbed random walks pp. 347-351 Downloads
Lars Larsson-Cohn
Normal model for distribution-free multivariate analysis pp. 353-360 Downloads
V. I. Serdobolskii
The exact distribution of the continuity of care measure NOP pp. 361-368 Downloads
W. Y. Wendy Lou
An application of the Ryll-Nardzewski-Woyczynski theorem to a uniform weak law for tail series of weighted sums of random elements in Banach spaces pp. 369-374 Downloads
Tien-Chung Hu, Eunwoo Nam, Andrew Rosalsky and Andrei I. Volodin
Decomposition of Kendall's [tau]: implications for clustering pp. 375-383 Downloads
T. Kowalczyk and M. Niewiadomska-Bugaj
Bounds on p-values for a class of stopping rules pp. 385-392 Downloads
Jim Bishop
Bayesian inference from type II doubly censored Rayleigh data pp. 393-399 Downloads
Arturo J. Fernández
Structural breaks, unit roots and methods for removing the autocorrelation pattern pp. 401-409 Downloads
Antonio Montañés and Marcelo Reyes
A kernel-based combined classification rule pp. 411-419 Downloads
Majid Mojirsheibani

Volume 48, issue 3, 2000

Testing current status data for dependent censoring pp. 213-216 Downloads
Daniel Rabinowitz
A semiparametric model for truncated and censored data pp. 217-227 Downloads
Liuquan Sun and Lixing Zhu
On geometric ergodicity of the MTAR process pp. 229-237 Downloads
Oesook Lee and Dong Wan Shin
Scaling laws for fractional diffusion-wave equations with singular data pp. 239-252 Downloads
V. V. Anh and N. N. Leonenko
Robust simulation-based estimation pp. 253-259 Downloads
Marc G. Genton and Xavier de Luna
On bootstrapping regressions with unit root processes pp. 261-267 Downloads
Hongyi Li and Zhijie Xiao
A note on the multivariate local time intensity of exchangeable interval partitions pp. 269-273 Downloads
Hussain Elalaoui-Talibi and Kameswarrao S. Casukhela
On distinguishability of two nonparametric sets of hypothesis pp. 275-282 Downloads
M. S. Ermakov
Breakdown point of Schuster-Narvarte's location estimator pp. 283-286 Downloads
Zhiqiang Chen
Estimation of the support of a discrete distribution pp. 287-292 Downloads
Nabendu Pal, Wei-Hsiung Shen and Bimal K. Sinha
Asymptotic normality in multivariate nonlinear regression and multivariate generalized linear regression models under repeated measurements with missing data pp. 293-302 Downloads
Steven T. Garren and Shyamal D. Peddada
A bandit process with delayed responses pp. 303-307 Downloads
Xikui Wang
Approximating de Finetti's measures for partially exchangeable sequences pp. 309-315 Downloads
Alessandra Guglielmi and Eugenio Melilli

Volume 48, issue 2, 2000

Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions pp. 105-119 Downloads
Isha Dewan and B. L. S. Prakasa Rao
On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields pp. 121-130 Downloads
Nikolai N. Leonenko, Michail M. Sharapov and Ahmed H. El-Bassiouny
Ridge analysis of mixture response surfaces pp. 131-140 Downloads
Norman R. Draper and Friedrich Pukelsheim
Excursions of a normal random walk above a boundary pp. 141-151 Downloads
Evan Fisher, Matthew Berman, Natalie Vowels and Christine Wilson
A Bayesian analysis for estimating the number of species in a population using nonhomogeneous Poisson process pp. 153-161 Downloads
José G. Leite, Josemar Rodrigues and Luis A. Milan
Bayes factors for a test about the drift of the Brownian motion under noninformative priors pp. 163-171 Downloads
S. Sivaganesan and Rama T. Lingham
Component importance in a random environment pp. 173-179 Downloads
Vanderlei da Costa Bueno
Scaled Sibuya distribution and discrete self-decomposability pp. 181-187 Downloads
Gerd Christoph and Karina Schreiber
On new renewal better than used classes of life distributions pp. 189-194 Downloads
A. M. Abouammoh, R. Ahmad and A. Khalique
Estimating the covariance of bivariate order statistics with applications pp. 195-203 Downloads
Alan D. Hutson
Double-ranked set sampling pp. 205-212 Downloads
M. Fraiwan Al-Saleh and M. Ali Al-Kadiri

Volume 48, issue 1, 2000

Recurrence formula for expectations of products of bilinear forms and expectations of bilinear forms and random matrices pp. 1-9 Downloads
G. A. Ghazal
Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos pp. 11-22 Downloads
Jorge A. León and Constantin Tudor
Reducing non-stationary random fields to stationarity and isotropy using a space deformation pp. 23-32 Downloads
Olivier Perrin and Rachid Senoussi
A contrast of EB, modal and EM-algorithm estimates arising in the one-way analysis of variance situation pp. 33-58 Downloads
Irwin Guttman
Approximations for weighted bootstrap processes with an application pp. 59-70 Downloads
Lajos Horvath, Piotr Kokoszka and Josef Steinebach
Regression spline smoothing using the minimum description length principle pp. 71-82 Downloads
Thomas C. M. Lee
A normal approximation theorem in comparing two binomial distributions pp. 83-89 Downloads
Haiyan Cai
A projection type distribution function and quantile estimates in the presence of auxiliary information pp. 91-100 Downloads
Cui Hengjian
About monotone regression quantiles pp. 101-104 Downloads
Sandrine Casanova and Christine Thomas-Agnan

Volume 47, issue 4, 2000

Asymptotic-power problems in the analysis of supersaturated designs pp. 317-324 Downloads
, Harrison W. Kelly and Joseph O. Voelkel
An alternative criterion useful for finding exact E-optimal designs pp. 325-328 Downloads
W. L. Martinez and E. J. Wegman
A pairwise likelihood approach to analyzing correlated binary data pp. 329-335 Downloads
Anthony Y. C. Kuk and David J. Nott
Computing empirical likelihood from the bootstrap pp. 337-345 Downloads
Yudi Pawitan
Some constructions for balanced n-ary residual treatment effects designs pp. 347-350 Downloads
M. L. Aggarwal and Mithilesh Kumar Jha
A note on linear combination of predictors pp. 351-356 Downloads
Edilberto Ruiz and Fabio H. Nieto
Parametric Bayesian analysis of case-control data with imprecise exposure measurements pp. 357-363 Downloads
Paul Gustafson, Nhu D. Le and Marc Vallée
Sharp asymptotics of large deviations for general state-space Markov-additive chains in pp. 365-380 Downloads
Michael Iltis
Corrections to test statistics in principal Hessian directions pp. 381-389 Downloads
Peter M. Bentler and Jun Xie
Specifying bivariate distributions by polynomial regressions pp. 391-394 Downloads
Wlodzimierz Bryc
Distributions of selfsimilar and semi-selfsimilar processes with independent increments pp. 395-401 Downloads
Makoto Maejima, Ken-iti Sato and Toshiro Watanabe
A simulation-based goodness-of-fit test for survival data pp. 403-410 Downloads
Gang Li and Yanqing Sun
On large deviation theorem for data-driven Neyman's statistic pp. 411-419 Downloads
Tadeusz Inglot

Volume 47, issue 3, 2000

Variance stabilizing transformation and studentization for estimator of correlation coefficient pp. 213-217 Downloads
Hironori Fujisawa
Rank-based partial autocorrelations are not asymptotically distribution-free pp. 219-227 Downloads
Bernard Garel and Marc Hallin
Bayesian reliability modeling for masked system lifetime data pp. 229-241 Downloads
Lynn Kuo and Tae Young Yang
Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator pp. 243-248 Downloads
Tong Li
The cumulative distribution function of process capability index Cpm pp. 249-251 Downloads
Peter A. Wright
Chung's law for additive functionals of positive recurrent Markov chains pp. 253-264 Downloads
Xia Chen
Central Limit Theorems revisited pp. 265-275 Downloads
Subrata Kundu, Suman Majumdar and Kanchan Mukherjee
Kernel estimation of discontinuous regression functions pp. 277-285 Downloads
Kee-Hoon Kang, Ja-Yong Koo and Cheol-Woo Park
On the theory of high convexity stochastic orders pp. 287-293 Downloads
Michel Denuit, Claude Lefèvre and Moshe Shaked
A note on the sequence of expected extremes pp. 295-300 Downloads
Slawomir Kolodynski
A note on circular Markov chains pp. 301-306 Downloads
José Luis Palacios
Identification of space deformation using linear and superficial quadratic variations pp. 307-316 Downloads
Xavier Guyon and Olivier Perrin

Volume 47, issue 2, 2000

Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems pp. 105-114 Downloads
Mustapha Rachdi and Rachid Sabre
A more general central limit theorem for m-dependent random variables with unbounded m pp. 115-124 Downloads
Joseph P. Romano and Michael Wolf
Estimating the asymptotic constants of the total length of Euclidean minimal spanning trees with power-weighted edges pp. 125-128 Downloads
Mario Cortina-Borja and Tony Robinson
A test for spatial correlation for binary data pp. 129-134 Downloads
Songyong Sim
A test for a conjunction pp. 135-140 Downloads
K. J. Worsley and K. J. Friston
Is variance larger if and only if tails are larger? pp. 141-147 Downloads
Michael D. deB. Edwardes
Improving bias-robustness of regression estimates through projections pp. 149-158 Downloads
Ricardo A. Maronna, Matías Salibian Barrera and Víctor J. Yohai
A note on sequential estimation of the size of a population under a general loss function pp. 159-164 Downloads
Z. D. Bai and Mosuk Chow
A simple expression for the multivariate Hermite polynomials pp. 165-169 Downloads
C. S. Withers
A note on the application of the DF test to seasonal data pp. 171-175 Downloads
Paulo Rodrigues
On goodness-of-fit for the linear transformation and frailty models pp. 177-188 Downloads
Vilijandas Bagdonavicius and Mikhail Nikulin
A computable confidence upper limit from discrete data with good coverage properties pp. 189-198 Downloads
Paul Kabaila and Chris J. Lloyd
A class of tests for exponentiality against HNBUE alternatives pp. 199-207 Downloads
Bernhard Klar

Volume 47, issue 1, 2000

Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors pp. 1-10 Downloads
Dong Wan Shin and Seuck Heun Song
A result regarding convergence of random logistic maps pp. 11-14 Downloads
Jack Jie Dai
Alternative ranked set sampling protocols for the sign test pp. 15-23 Downloads
Ömer Öztürk and Douglas A. Wolfe
Multifractal spectra of certain random Gibbs measures pp. 25-31 Downloads
Ai Hua Fan and Narn-Rueih Shieh
Slow hit-and-run sampling pp. 33-43 Downloads
Claude Bélisle
Sequential estimation of a linear combination of means pp. 45-52 Downloads
Chikara Uno and Eiichi Isogai
[var epsilon]-contaminated priors in testing point null hypothesis: a procedure to determine the prior probability pp. 53-60 Downloads
Miguel A. Gómez-Villegas and Luis Sanz
A triangular central limit theorem under a new weak dependence condition pp. 61-68 Downloads
Clémentine Coulon-Prieur and Paul Doukhan
An extension of the Darmois-Skitovitch theorem to a class of dependent random variables pp. 69-73 Downloads
Abram Kagan and Jacek Wesolowski
Marginal density estimation from incomplete bivariate data pp. 75-84 Downloads
Martin L. Hazelton
The adaptive rate of convergence in a problem of pointwise density estimation pp. 85-90 Downloads
Cristina Butucea
Subsampling the Gibbs sampler: variance reduction pp. 91-98 Downloads
Steven N. MacEachern and Mario Peruggia
Conditional expectations in network traffic estimation pp. 99-103 Downloads
I. H. Dinwoodie
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