Statistics & Probability Letters

1982 - 2025

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

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Volume 64, issue 4, 2003

Center-similar distributions with applications in multivariate analysis pp. 335-345

Zhenhai Yang and Samuel Kotz

A nonparametric Cramer-Rao inequality for estimators of statistical functionals pp. 347-358

Arnold Janssen

Rates in the complete convergence of bootstrap means pp. 359-368

Sándor Csörgo

Factorization of posteriors and partial imputation algorithm for graphical models with missing data pp. 369-379

Zhi Geng and Kaican Li

Association of multivariate phase-type distributions, with applications to shock models pp. 381-392

Haijun Li

P-Norm bounds for moments of progressive type II censored order statistics pp. 393-402

Mohammad Z. Raqab

Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints pp. 403-406

Alexander Shapiro

Existence and uniqueness of the MLEs for normal distribution based on general progressively Type-II censored samples pp. 407-414

N. Balakrishnan and Jie Mi

Nonparametric estimation of normal ranges given one-way ANOVA random effects assumptions pp. 415-424

Alan D. Hutson

Tail bound for the minimal spanning tree of a complete graph pp. 425-430

Jeong Han Kim and Sungchul Lee

The asymptotic covariance matrix of the Oja median pp. 431-442

M. Nadar, T. P. Hettmansperger and H. Oja

Volume 64, issue 3, 2003

Shape and crossing properties of mean residual life functions pp. 225-234

Leonid Bekker and Jie Mi

A Bayesian design criterion for locating the optimum point on a response surface pp. 235-242

Steven G. Gilmour and Roger Mead

The finiteness of moments of a stochastic exponential pp. 243-248

Bronius Grigelionis and Vigirdas Mackevicius

Collision probability between sets of random variables pp. 249-254

Michael C. Wendl

Some generalizations of the Anderson-Darling statistic pp. 255-261

O. Thas and J. P. Ottoy

Projections on spherical cones, maximum of Gaussian fields and Rice's method pp. 263-270

Céline Delmas

A note on Bayesian spatial prediction using the elliptical distribution pp. 271-276

Hyoung-Moon Kim and Bani K. Mallick

On the self-normalized bounded laws of iterated logarithm in Banach space pp. 277-286

Dianliang Deng

A test of goodness of fit testing for stochastic intensities associated to counting processes pp. 287-292

Raúl Fierro

Maximized log-likelihood updating and model selection pp. 293-303

Beong Soo So

Expected number of level-crossings for a strictly stationary ellipsoidal process pp. 305-310

Kunio Shimizu and Minoru Tanaka

On the asymptotic normality of multistage integrated density derivatives kernel estimators pp. 311-322

Carlos Tenreiro

On a CLT for Gibbs fields and its functional version pp. 323-333

Alberto L. Maltz and Jorge D. Samur

Volume 64, issue 2, 2003

New order preserving properties of geometric compounds pp. 113-120

Manish C. Bhattacharjee, S. Ravi, R. Vasudeva and N. R. Mohan

A class of strong limit theorems for the sequences of arbitrary random variables pp. 121-131

Wen Liu and Weiguo Yang

Precise asymptotics in laws of the iterated logarithm for Wiener local time pp. 133-145

Ji-Wei Wen and Li-Xin Zhang

Can continuous-time stationary stable processes have discrete linear representations? pp. 147-157

Vladas Pipiras, Murad S. Taqqu and Patrice Abry

Uniform strong consistency of robust estimators pp. 159-168

José R. Berrendero

Local linear regression estimation of the variogram pp. 169-179

Pilar H. García-Soidán, Wenceslao González-Manteiga and Manuel Febrero-Bande

Improved methods for bandwidth selection when estimating ROC curves pp. 181-189

Peter G. Hall and Rob Hyndman

Nonanticipative risk sensitive control: the martingale method pp. 191-199

J. P. Lepeltier

An approximation method for Navier-Stokes equations based on probabilistic approach pp. 201-211

Ya. Belopolskaya and G. N. Milstein

Generalized Lévy stochastic areas and selfdecomposability pp. 213-222

Zbigniew J. Jurek

Volume 64, issue 1, 2003

A bivariate Dirichlet process pp. 1-7

Stephen Walker and Pietro Muliere

A general equation and optimal design for a 2-factor restricted region pp. 9-16

Alyaa Zahran and C. M. Anderson-Cook

Testing lumpability in Markov chains pp. 17-23

Robert W. Jernigan and Robert H. Baran

Some more results on increments of the partially observed empirical process pp. 25-37

Zacharie Dindar

A comment on 'Unimodality of the distribution of record statistics' pp. 39-40

Fazil Alioglu Aliev

Distribution functions of multivariate copulas pp. 41-50

José A. Rodríguez-Lallena and Manuel Úbeda-Flores

On large deviation for extremes pp. 51-62

Holger Drees, Laurens de Haan and Deyuan Li

Testing multivariate one-sided hypotheses pp. 63-68

Gang Li, Xiong Gao and Minqiang Huang

Exact distribution and Fisher information of weak record values pp. 69-81

A. V. Stepanov, N. Balakrishnan and Glenn Hofmann

Modified unit root tests and momentum threshold autoregressive processes pp. 83-88

Steven Cook

Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design pp. 89-95

Daniela Jarusková

Resistant estimators for stationary ergodic stochastic processes pp. 97-103

Mario Antonio Gneri

Effects confounded with blocks in factorial designs: a projective geometric approach with two blocks pp. 105-111

H. Evangelaras and C. Koukouvinos

Volume 63, issue 4, 2003

Extremes of associated variables pp. 333-338

H. Ferreira

Construction methods for three-level supersaturated designs based on weighing matrices pp. 339-352

S. Georgiou, C. Koukouvinos and P. Mantas

Confidence characteristics of distributions pp. 353-360

Georgi N. Boshnakov

Benford's law for exponential random variables pp. 361-365

Hans-Andreas Engel and Christoph Leuenberger

Geometric decay of infection probabilities for the anisotropic contact process pp. 367-374

Irene Hueter

PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted pp. 375-385

Akio Namba

Multivariate extensions of the Anderson-Darling process pp. 387-399

Jean-Renaud Pycke

Canonical reduction of second-order fitted models subject to linear restrictions pp. 401-410

Norman R. Draper and Friedrich Pukelsheim

A note on orthogonal arrays obtained by orthogonal decomposition of projection matrices pp. 411-416

Shanqi Pang, Sanyang Liu and Yingshan Zhang

Moments of random vectors with skew t distribution and their quadratic forms pp. 417-423

Hyoung-Moon Kim and Bani K. Mallick

A Kolmogorov-type test for monotonicity of regression pp. 425-433

Cécile Durot

A characterization by linearity of the regression function based on order statistics pp. 435-440

N. Balakrishnan and I. S. Akhundov

Volume 63, issue 3, 2003

Removing non-optimal support points in D-optimum design algorithms pp. 223-228

Luc Pronzato

Limit theorems for the number and sum of near-maxima for medium tails pp. 229-237

Zhishui Hu and Chun Su

On the limit in the equivalence between heteroscedastic regression and filtering model pp. 239-242

Sam Efromovich

Berry-Esséen inequality for linear processes in Hilbert spaces pp. 243-247

Denis Bosq

Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market pp. 249-257

Donald Lien and N. Balakrishnan

Robust regression with high coverage pp. 259-266

David J. Olive and Douglas M. Hawkins

On the tail probability of the longest well-matching run pp. 267-274

C. J. Chang, C. S. J. Fann, W. C. Chou and I. B. Lian

Elliptical copulas: applicability and limitations pp. 275-286

Gabriel Frahm, Markus Junker and Alexander Szimayer

Large sample results under biased sampling when covariables are present pp. 287-293

Jacobo de Uña-Álvarez

A stochastic order for random vectors and random sets based on the Aumann expectation pp. 295-305

Ignacio Cascos Fernández and Ilya Molchanov

Time-frequency clustering and discriminant analysis pp. 307-314

Robert H. Shumway

A cone order monotone test for the one-sided multivariate testing problem pp. 315-323

Brent R. Logan

On the optimal allocation of an active redundancy in a two-component series system pp. 325-332

José E. Valdés and Rómulo I. Zequeira

Volume 63, issue 2, 2003

The Markov approximation of the random fields on Cayley trees and a class of small deviation theorems pp. 113-121

Wen Liu and Liying Wang

On a new sample rank of an order statistics and its concomitant pp. 123-131

S. EryIlmaz and I. G. Bairamov

A law of the iterated logarithm for geometrically weighted series of negatively associated random variables pp. 133-143

Wei Huang

-deficiency of the Kaplan-Meier estimator pp. 145-155

Mohamed Lemdani and Elias Ould-Saïd

Improved rank-based dependence measures for categorical data pp. 157-163

François Vandenhende and Philippe Lambert

Empirical Bayes estimation and its superiority for two-way classification model pp. 165-175

Laisheng Wei and Jiahua Chen

Hellinger distance estimation of nonlinear dynamical systems pp. 177-184

Ouagnina Hili

On a criterion of Riemannian distance for singularity and absolute continuity of probability measures pp. 185-195

Yoon Tae Kim and Kee Won Lee

Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics pp. 197-203

Ruma Basu, J. K. Ghosh and Rahul Mukerjee

D-optimal designs for weighted polynomial regression pp. 205-213

Zhide Fang

A note on natural exponential families with cuts pp. 215-221

Shaul K. Bar-Lev and Denys Pommeret

Volume 63, issue 1, 2003

Estimation for unequally spaced time series of counts with serially correlated random effects pp. 1-12

Yasuhiro Omori

On asymptotics of the maximal gain without losses pp. 13-23

Andrei N. Frolov

Estimation of a bivariate symmetric distribution function pp. 25-34

Reza Modarres

Pseudo-minimax linear and mixed regression estimation of regression coefficients when prior estimates are available pp. 35-39

H. Shalabh and H. Toutenburg

Estimation in change-point hazard function models pp. 41-48

C. Q. Wu, L. C. Zhao and Y. H. Wu

Robust estimation of nonlinear regression with autoregressive errors pp. 49-59

Sanjoy K. Sinha, Christopher A. Field and Bruce Smith

Local asymptotic normality for the scale parameter of stable processes pp. 61-65

Jeannette H. C. Woerner

Central limit theorem for dependent multidimensionally indexed random variables pp. 67-78

Tasos C. Christofides and Petroula M. Mavrikiou

A criterion for right continuity of filtrations generated by group-valued additive processes pp. 79-87

August M. Zapala

Comments on a recent limit theorem of Quine pp. 89-95

J. Galambos and I. Simonelli

Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations pp. 97-105

A. Hall and M. G. Scotto

Covariance identity for multinomial trials pp. 107-112

Andrew. L. Rukhin