Statistics & Probability Letters

1982 - 2025

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

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Volume 67, issue 4, 2004

Uniform priors on convex sets improve risk pp. 285-288

J. A. Hartigan

Almost sure convergence for -mixing random variable sequences pp. 289-298

Gan Shixin

First-order seasonal autoregressive processes with periodically varying parameters pp. 299-306

I. V. Basawa, Robert Lund and Qin Shao

A momentum-threshold autoregressive unit root test with increased power pp. 307-310

Steven Cook

Mixture formulae for shot noise weighted point processes pp. 311-320

P. Gregori, M. N. M. van Lieshout and J. Mateu

A note on the estimation of the initial number of susceptible individuals in the general epidemic model pp. 321-330

Richard M. Huggins, Paul S. F. Yip and Eric H. Y. Lau

On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: a short proof pp. 331-341

Yuu Hariya and Marc Yor

Volume 67, issue 3, 2004

Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model pp. 203-211

Yi-Hsuan Lai, Peter Thompson and Lin-An Chen

Random fields and the limit of their spectral densities: existence and bounds pp. 213-220

Jason T. Shaw

Delay time in sequential detection of change pp. 221-231

Alexander Aue and Lajos Horvath

A generalization of the Borel-Cantelli Lemma pp. 233-239

Valentin V. Petrov

Mean distance test of Poisson distribution pp. 241-247

Gábor J. Székely and Maria L. Rizzo

On existence of solutions of BSDEs with continuous coefficient pp. 249-256

Andrzej Rozkosz

Tempered distributions and their application in computing conditional moments for normal mixtures pp. 257-266

Stergios Fotopoulos

Maxisets for linear procedures pp. 267-275

Vincent Rivoirard

Limiting distribution for subcritical controlled branching processes with random control function pp. 277-284

M. González, M. Molina and I. del Puerto

Volume 67, issue 2, 2004

On influence assessment for LAD regression pp. 97-110

Rui-Bo Sun and Bo-Cheng Wei

Moment inequalities for B-valued random vectors with applications to the strong limit theorems pp. 111-119

Gan Shixin

Minimum G2-aberration properties of two-level foldover designs pp. 121-132

Neil A. Butler

Improved smoothing spline regression by combining estimates of different smoothness pp. 133-140

Thomas C. M. Lee

On the behavior of the conditional expectations in skorohod representation theorem pp. 141-148

Irene Crimaldi

Estimation of spectral density for seasonal time series models pp. 149-159

Dong Wan Shin

On the simulation size and the convergence of the Monte Carlo EM algorithm via likelihood-based distances pp. 161-171

Jens C. Eickhoff, Jun Zhu and Yasuo Amemiya

A measure of discrimination between past lifetime distributions pp. 173-182

Antonio Di Crescenzo and Maria Longobardi

Consistency for the least squares estimator in nonlinear regression model pp. 183-192

Hu Shuhe

Choosing columns from the 12-run Plackett-Burman design pp. 193-201

A. Miller and R. R. Sitter

Volume 67, issue 1, 2004

Bounding the first passage time on an average pp. 1-7

Victor H. De La Peña and Ming Yang

Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data pp. 9-17

Yu Cheng

A connection between successive comparisons and ranking procedures pp. 19-25

John T. Chen and Fred M. Hoppe

A computable version of the random signs problem and Kolmogorov complexity pp. 27-31

Jack Jie Dai

Discrete random probability measures: a general framework for nonparametric Bayesian inference pp. 33-45

Andrea Ongaro and Carla Cattaneo

Optimal diallel cross designs for the interval estimation of heredity pp. 47-55

Himadri Ghosh and Ashish Das

Closure of NBU(2) class under the formation of parallel systems pp. 57-63

Yulin Li

Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors pp. 65-71

In Hong Chang and Rahul Mukerjee

A central limit theorem for two-sample U-processes pp. 73-85

Natalie Neumeyer

Minimization of shortfall risk in a jump-diffusion model pp. 87-95

Yumiharu Nakano

Volume 66, issue 4, 2004

M-estimation for linear models with spatially-correlated errors pp. 383-393

Hengjian Cui, Xuming He and Kai W. Ng

A note on an equivalence between chi-square and generalized skew-normal distributions pp. 395-398

Jiuzhou Wang, Joseph Boyer and Marc G. Genton

On some conditions for complete convergence for arrays pp. 399-405

Anna Kuczmaszewska

On the covariance properties of certain multiscale spatial processes pp. 407-416

Mary M. Louie and Eric D. Kolaczyk

On De Finetti coherence and Kolmogorov probability pp. 417-421

V. S. Borkar, V. R. Konda and S. K. Mitter

Orthogonal block designs in two blocks for second degree K-model pp. 423-434

M. L. Aggarwal, Poonam Singh and Nidhi Gupta

Estimation of a regression function with a sharp change point using boundary wavelets pp. 435-448

Cheol-Woo Park and Woo-Chul Kim

Large deviations for the growth rate of the support of supercritical super-Brownian motion pp. 449-456

János Engländer

Volume 66, issue 3, 2004

On Pearson's residuals in generalized linear models pp. 213-219

Gauss M. Cordeiro

Adding interior points to an existing Brownian sheet lattice pp. 221-227

Daniell Toth

Convergence of posteriors for discretized log Gaussian Cox processes pp. 229-235

Rasmus Waagepetersen

On random splitting of the interval pp. 237-250

Javiera Barrera and Thierry Huillet

Efficient and robust estimation for the one-sided stable distribution of index pp. 251-257

Panagiotis Besbeas and Byron J.T. Morgan

Some results regarding vertex-reinforced random walks pp. 259-266

Jack Jie Dai

Condition numbers and D-efficiency pp. 267-274

D. R. Jensen

Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes pp. 275-288

Gilles Faÿ, Eric Moulines and Philippe Soulier

A power comparison between nonparametric regression tests pp. 289-301

Chunming Zhang and Holger Dette

The convexity method of proving moment-type inequalities pp. 303-313

Villo Csiszar and Tamás F. Móri

A new class of bivariate copulas pp. 315-325

José Antonio Rodríguez-Lallena and Manuel Úbeda-Flores

Testing the Koziol-Green model against monotone conditional odds for censoring pp. 327-334

Syed N. U. A. Kirmani and Jean-Yves Dauxois

Efficient estimators for functionals of Markov chains with parametric marginals pp. 335-345

Spiridon Penev, Hanxiang Peng, Anton Schick and Wolfgang Wefelmeyer

Maximal inequalities for associated random variables and demimartingales pp. 347-354

Jianfeng Wang

On the rate of convergence to asymptotic independence between order statistics pp. 355-362

Werner Hürlimann

An example and a conjecture concerning scaling limits of superdiffusions pp. 363-368

János Engländer

Further developments on sufficient conditions for negative dependence of random variables pp. 369-381

Taizhong Hu and Jianping Yang

Volume 66, issue 2, 2004

Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models pp. 91-103

Lajos Horvath and Ricardas Zitikis

On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models pp. 105-115

Wolfgang Bischoff, Enkelejd Hashorva, Jürg Hüsler and Frank Miller

Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors pp. 117-125

Stergios Fotopoulos and Venkata K. Jandhyala

On the generalization of negative binomial distribution pp. 127-133

Z. Shishebor and M. Towhidi

Canonical exponential models for analysis of association between two sets of variables pp. 135-144

Nobuoki Eshima

On integrals with respect to Lévy processes pp. 145-151

Uwe Küchler

Second-order covariance matrix of maximum likelihood estimates in generalized linear models pp. 153-160

Gauss M. Cordeiro

Modified Nel and Van der Merwe test for the multivariate Behrens-Fisher problem pp. 161-169

K. Krishnamoorthy and Jianqi Yu

Approximating the negative moments of the Poisson distribution pp. 171-181

C. Matthew Jones and Anatoly A. Zhigljavsky

The 64-bit universal RNG pp. 183-187

George Marsaglia and Wai Wan Tsang

On robustness of maximum likelihood estimates for Poisson-lognormal models pp. 189-196

K. S. Weems and P. J. Smith

Large deviations for the empirical process of a symmetric measure: a lower bound pp. 197-204

Tryfon Daras

A Quasi-residuals method in sliced inverse regression pp. 205-212

Maozai Tian and Guoying Li

Volume 66, issue 1, 2004

An optimal choice problem for uniform random variables seen simultaneously or sequentially with availability depending on the observation pp. 1-8

R. Lee

The expected hitting times for graphs with cutpoints pp. 9-17

Chen Haiyan and Zhang Fuji

On the characterizing property of the convex conditional mean function pp. 19-24

Rosa E. Lillo

A nonparametric test for the change of the density function in strong mixing processes pp. 25-34

Sangyeol Lee and Seongryong Na

A ratio inequality for Bessel processes pp. 35-44

Litan Yan and Bei Zhu

On Fatou-type lemma for monotone moments of weakly convergent random variables pp. 45-50

M. Kaluszka and A. Okolewski

Some results on generalized minimum aberration for symmetrical fractional factorial designs pp. 51-57

Hong Qin and Yin-Bao Chen

Asymptotic relationships between posterior probabilities and p-values using the hazard rate pp. 59-66

Miguel A. Gómez-Villegas, Paloma Maín, Luis Sanz and Hilario Navarro

Weighted empirical likelihood inference pp. 67-79

Changbao Wu

On the asymptotic normality of the L1-error for Haar series estimates of Poisson point processes boundaries pp. 81-90

Stéphane Girard