Statistics & Probability Letters

1982 - 2025

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

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Volume 65, issue 4, 2003

Stochastic comparisons of Poisson and binomial random variables with their mixtures pp. 279-290

Neeraj Misra, Harshinder Singh and E. James Harner

How the sojourn time distributions of Brownian motion are affected by different forms of conditioning pp. 291-302

L. Beghin, Yakov Nikitin and E. Orsingher

Sharp bounds for expectations of spacings from DDA and DFRA families pp. 303-316

Katarzyna Danielak and Tomasz Rychlik

Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes pp. 317-329

Xavier Bardina, Maria Jolis and Ciprian A. Tudor

Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models pp. 331-342

Lajos Horvath and Ricardas Zitikis

A note on optimal designs for a two-part model pp. 343-351

Cong Han

Counter-intuitive properties of the Kaplan-Meier estimator pp. 353-361

Masako Nishikawa and Toshiro Tango

A simple proof of the almost sure discreteness of a class of random measures pp. 363-368

Lancelot F. James

Analyzing location and dispersion in unreplicated fractional factorials pp. 369-377

Richard N. McGrath and Dennis K. J. Lin

Extremes of geometric variables with applications to branching processes pp. 379-388

Kosto V. Mitov, Anthony G. Pakes and George P. Yanev

Some results on constrained Bayes estimators pp. 389-399

Jesse Frey and Noel Cressie

Chover-type laws of the iterated logarithm for weighted sums pp. 401-410

Liang Peng and Yongcheng Qi

Total error in a plug-in estimator of level sets pp. 411-417

Amparo Baíllo

On optimal choosing of one of the k best objects pp. 419-432

Zdzislaw Porosinski

Local M-estimator for nonparametric time series pp. 433-449

Zongwu Cai and Elias Ould-Saïd

Extreme values of the tent map process pp. 451-456

George Haiman

A unified Markov chain approach for computing the run length distribution in control charts with simple or compound rules pp. 457-466

James C. Fu, Galit Shmueli and Y. M. Chang

Volume 65, issue 3, 2003

Censoring estimators of a positive tail index pp. 147-159

M. Ivette Gomes and Orlando Oliveira

Construction of mixed orthogonal arrays by juxtaposition pp. 161-163

Chung-Yi Suen

Order relations of measures when avoiding decreasing sets pp. 165-175

Pierre Collet, F. Javier López and Servet Martínez

Optimal rate of empirical Bayes tests for lower truncation parameters pp. 177-185

Jianjun Li and Shanti S. Gupta

On the E-optimality of certain class of block designs pp. 187-193

Sudesh K. Srivastav and Arti Shankar

On the probability of extinction of a Galton-Watson process pp. 195-198

Yashowanto N. Ghosh

The best constant in the Topchii-Vatutin inequality for martingales pp. 199-206

Gerold Alsmeyer and Uwe Rösler

Asymptotics for polynomial spline regression under weak conditions pp. 207-216

Jianhua Z. Huang

Data depth based on spatial rank pp. 217-225

Yonghong Gao

The extended exponential power distribution and Bayesian robustness pp. 227-232

S.T. Boris Choy and Stephen G. Walker

Assessing practical significance of the proportional odds assumption pp. 233-239

Ji-Hyun Kim

Some limit properties for Markov chains indexed by a homogeneous tree pp. 241-250

Weiguo Yang

A strong law of large numbers for random upper semicontinuous functions under exchangeability conditions pp. 251-258

Pedro Terán

Number of occurrences of subpattern until the first appearance of a pattern and geometric distribution pp. 259-262

Katuomi Hirano and Sigeo Aki

Kendall distribution functions pp. 263-268

Roger B. Nelsen, José Juan Quesada-Molina, José Antonio Rodríguez-Lallena and Manuel Úbeda-Flores

Skewed distributions generated by the normal kernel pp. 269-277

Saralees Nadarajah and Samuel Kotz

Volume 65, issue 2, 2003

Spatial autoregression model: strong consistency pp. 71-77

B. B. Bhattacharyya, J. -J. Ren, G. D. Richardson and J. Zhang

Strong representation of a conditional quantile function estimator with truncated and censored data pp. 79-91

M. C. Iglesias-Pérez

On the eigenstructure of generalized fractional processes pp. 93-101

Wilfredo Palma and Pascal Bondon

Limit points of independent copies of sample maxima pp. 103-109

George Mathew

The fractional mixed fractional Brownian motion pp. 111-120

Charles El-Nouty

Implementing the parametric bootstrap in capture-recapture models with continuous covariates pp. 121-125

E. N. Zwane and P. G. M. van der Heijden

A note on the asymptotic distribution of the maxima in disaggregated time-series models pp. 127-137

M. G. Scotto

Is Cp an empirical Bayes method for smoothing parameter choice? pp. 139-146

S. C. Kou

Volume 65, issue 1, 2003

On one class of bivariate distributions pp. 1-6

M. S. Finkelstein

On the analysis of paired observations pp. 7-12

Ulrike Graßhoff and Rainer Schwabe

On sieve bootstrap prediction intervals pp. 13-20

Andrés M. Alonso, Daniel Peña and Juan Romo

The efficiency of Buehler confidence limits pp. 21-28

Paul Kabaila and Chris J. Lloyd

Empirical likelihood-based confidence intervals for data with possible zero observations pp. 29-37

Song Chen and Jing Qin

Waiting time problem for an almost perfect match pp. 39-49

Qing Han and Katuomi Hirano

Generalized smoothed estimating functions for nonlinear time series pp. 51-56

A. Thavaneswaran and Shelton Peiris

Restricted ridge estimation pp. 57-64

Jürgen Groß

Concentration of measure and cluster analysis pp. 65-70

Daniel Z. Zanger