Statistics & Probability Letters

1982 - 2025

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

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Volume 69, issue 4, 2004

On characterizations of the gamma and generalized inverse Gaussian distributions pp. 381-388

Chao-Wei Chou and Wen-Jang Huang

Some stochastic orders of Kotz-type distributions pp. 389-396

Ying Ding and Xinsheng Zhang

Some characterizations of uniform models pp. 397-404

L.G. Esteves, S. Wechsler and P.L. Iglesias

Sub-fractional Brownian motion and its relation to occupation times pp. 405-419

Tomasz Bojdecki, Luis G. Gorostiza and Anna Talarczyk

Maximum variance of Kth records pp. 421-430

Monika Klimczak and Tomasz Rychlik

Normal mixed difference matrix and the construction of orthogonal arrays pp. 431-437

Shanqi Pang, Yingshan Zhang and Sanyang Liu

Large deviations of L1-error of empirical measures on partitions pp. 439-445

Veronika Esaulova

On bounding the absolute mean value pp. 447-450

Veni Arakelian and V. Papathanasiou

An efficient marginal integration estimator of a semiparametric additive modelling pp. 451-463

Ignacio Moral and Juan M. Rodriguez-Poo

Blowing number of a distribution for a statistics and loyal estimators pp. 465-475

Ph. Barbe and M. Broniatowski

Volume 69, issue 3, 2004

Properties of some bilinear models with periodic regime switching pp. 221-231

Abdelouahab Bibi and Moon-ho Ringo Ho

On the finite sample breakdown points of redescending M-estimates of location pp. 233-242

Zhiqiang Chen and David E. Tyler

Moments of Rand's C statistic in cluster analysis pp. 243-252

Janice L. DuBien, William D. Warde and Seong S. Chae

Fitting multivariate responses using scalar trees pp. 253-259

María Jesús Barcena and Fernando Tusell

Almost sure limit theorems for U-statistics pp. 261-269

Hajo Holzmann, Susanne Koch and Aleksey Min

Binomial approximation of Brownian motion and its maximum pp. 271-285

Raffaella Carbone

Least-squares estimation and ANOVA for periodic autoregressive time series pp. 287-297

Q. Shao and P.P. Ni

On Gebelein's correlation coefficient pp. 299-303

S.Y. Novak

Binned goodness-of-fit tests based on the empirical characteristic function pp. 305-314

S. Meintanis and N. G. Ushakov

Detection of structural changes in generalized linear models pp. 315-332

Jaromír Antoch, Gérard Gregoire and Daniela Jarusková

Some properties of classes of life distributions with unknown age pp. 333-342

Ibrahim A. Ahmad

U-type and factorial designs for nonparametric Bayesian regression pp. 343-356

Rong-Xian Yue and Jing-Wen Wu

Refined Baum-Katz laws for weighted sums of iid random variables pp. 357-368

H. Lanzinger and U. Stadtmüller

On semiparametric familial-longitudinal models pp. 369-379

Gary Sneddon and Brajendra C. Sutradhar

Volume 69, issue 2, 2004

Bivariate maximum insurance claim and related point processes pp. 117-128

Enkelejd Hashorva

A note on nonparametric estimation for clustered data pp. 129-133

Richard Huggins

Discordant outlier detection in the growth curve model with Rao's simple covariance structure pp. 135-142

Jianxin Pan

Linear completeness in a continuous time Gauss-Markov model pp. 143-149

P. Ibarrola and A. Pérez-Palomares

sn-m Designs containing clear main effects or clear two-factor interactions pp. 151-160

Mingyao Ai and Runchu Zhang

Multistratum fractional factorial split-plot designs with minimum aberration and maximum estimation capacity pp. 161-170

Mingyao Ai and Runchu Zhang

Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian environments pp. 171-174

Hiroshi Takahashi

Sharp bounds on expectations of kth record spacings from restricted families pp. 175-187

Katarzyna Danielak and Mohammad Z. Raqab

Improving the acceptance rate of reversible jump MCMC proposals pp. 189-198

Fahimah Al-Awadhi, Merrilee Hurn and Christopher Jennison

Optimal multi-level supersaturated designs constructed from linear and quadratic functions pp. 199-211

C. Koukouvinos and S. Stylianou

New Stieltjes classes involving generalized gamma distributions pp. 213-219

Jordan Stoyanov and Leonid Tolmatz

Volume 69, issue 1, 2004

Solution to a functional equation and its application to stable and stable-type distributions pp. 1-9

G. G. Hamedani, Eric S. Key and Hans Volkmer

Doubly penalized likelihood estimator in heteroscedastic regression pp. 11-20

Ming Yuan and Grace Wahba

On the robustness of the predictive distribution for sampling from finite populations pp. 21-27

Sudip Bose

On simulating exchangeable sub-Gaussian random vectors pp. 29-36

Adel Mohammadpour and A. Reza Soltani

Adaptive simultaneous confidence intervals in non-parametric estimation pp. 37-51

Karine Tribouley

Asymptotic inference for a nearly unstable sequence of stationary spatial AR models pp. 53-61

Sándor Baran, Gyula Pap and Martien C. A. van Zuijlen

Asymptotics in the symmetrization inequality pp. 63-68

Jaap Geluk

Maximal inequalities for the iterated fractional integrals pp. 69-79

Litan Yan

A note on optimal designs for two or more treatment groups pp. 81-89

Cong Han and Kathryn Chaloner

Asymptotic expansions for the moments of the Gaussian random walk with two barriers pp. 91-103

Tahir Khaniyev and Zafer Kucuk

Some theory and the construction of mixed-level supersaturated designs pp. 105-116

Peng-Fei Li, Min-Qian Liu and Run-Chu Zhang

Volume 68, issue 4, 2004

A minimax equivalence theorem for optimum bounded design measures pp. 325-331

Luc Pronzato

On the optimization of the weighted Bickel-Rosenblatt test pp. 333-345

Fateh Chebana

Local likelihood density estimation on random fields pp. 347-357

Y. K. Lee, H. Choi, B. U. Park and K. S. Yu

Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions pp. 359-368

Eva Herrmann and Klaus Ziegler

Strong approximation for RCA(1) time series with applications pp. 369-382

Alexander Aue

Path properties of a d-dimensional Gaussian process pp. 383-393

Zhengyan Lin, Kyo-Shin Hwang, Sungchul Lee and Yong-Kab Choi

Confidence intervals for quantiles in terms of record range pp. 395-405

J. Ahmadi and N. Balakrishnan

A note on asymptotic distribution of products of sums pp. 407-413

Xuewen Lu and Yongcheng Qi

A note on the paper of Khmaladze et al pp. 415-419

N. Balakrishnan and A. Stepanov

Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression pp. 421-427

Xiangrong Yin and R. Dennis Cook

On generalized projectivity of two-level screening designs pp. 429-434

H. Evangelaras and C. Koukouvinos

Volume 68, issue 3, 2004

Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes pp. 209-220

S. Y. Hwang and I. V. Basawa

The supremum of a Gaussian process over a random interval pp. 221-234

Krzystof Debicki, Bert Zwart and Sem Borst

Fixed design regression quantiles for time series pp. 235-245

D. A. Ioannides

The observed total time on test and the observed excess wealth pp. 247-258

Xiaohu Li and Moshe Shaked

Optimality of type I orthogonal arrays for general interference model with correlated observations pp. 259-265

K. Filipiak and A. Markiewicz

Formulation of the EM algorithm for a mixture of central and non-central [chi]2 distributions pp. 267-272

C. Hory

Stability of a random diffusion with nonlinear drift pp. 273-286

Fubao Xi

Maxima of sums and random sums for negatively associated random variables with heavy tails pp. 287-295

Dingcheng Wang and Qihe Tang

A remark about the norm of a Brownian bridge pp. 297-304

M. Yor and L. Zambotti

A new method of calibration for the empirical loglikelihood ratio pp. 305-314

Min Tsao

Maximum likelihood estimation of dependence parameter using ranked set sampling pp. 315-323

Reza Modarres and Gang Zheng

Volume 68, issue 2, 2004

Spatial kernel regression estimation: weak consistency pp. 125-136

Zudi Lu and Xing Chen

Forecasting Markov-switching dynamic, conditionally heteroscedastic processes pp. 137-147

James Davidson

On matricial measures of dependence in vector ARCH models with applications to diagnostic checking pp. 149-160

Pierre Duchesne

An optimal strategy for sequential classification on partially ordered sets pp. 161-168

T.Thomas S. Ferguson and Curtis Tatsuoka

Bounds for the probability distribution function of the linear ACD process pp. 169-176

Marcelo Fernandes

A test of goodness-of-fit based on Gini's index of spacings pp. 177-187

S.R.S. Rao Jammalamadaka and M. N. Goria

On optimal convergence rate of empirical Bayes tests pp. 189-198

T.C.Ta Chen Liang

Products of double gamma, gamma and beta distributions pp. 199-208

J.-F.Jean-François Chamayou

Volume 68, issue 1, 2004

A measure-theoretic approach to completeness of financial markets pp. 1-7

A. Irle

Incomplete split-plot designs generated by some resolvable balanced designs pp. 9-15

Kazuhiro Ozawa, Stanislaw Mejza, Masakazu Jimbo, Iwona Mejza and Shinji Kuriki

Further results on the orthogonal arrays obtained by generalized Hadamard product pp. 17-25

Shanqi Pang, Yingshan Zhang and Sanyang Liu

A characterization of consistency of model weights given partial information in normal linear models pp. 27-37

Hubert Wong and Bertrand Clarke

Estimating the endpoint of a distribution in the presence of additive observation errors pp. 39-49

A. Goldenshluger and Alexandre Tsybakov

Reflected Brownian bridge local time conditioned on its local time at the origin pp. 51-60

Bernhard Gittenberger and Guy Louchard

On a Pitman-Yor problem pp. 61-72

A.M.Aleksander M. Iksanov and Che-Soong Kim

A note on margin-based loss functions in classification pp. 73-82

Yi Lin

Logconcavity and unimodality of progressively censored order statistics pp. 83-90

Erhard Cramer

Wavelet estimation in varying-coefficient partially linear regression models pp. 91-104

Xian Zhou and Jinhong You

A GIC rule for assessing data transformation in regression pp. 105-110

Wai Cheung Ip, Heung Wong, Song-Gui Wang and Z.-Z.Zhong-Zhen Jia

Empirical quantile process under type-II progressive censoring pp. 111-123

Sergio Alvarez-Andrade and Laurent Bordes