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Statistics & Probability Letters

1982 - 2021

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

From Elsevier
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Volume 41, issue 4, 1999

A data-driven test for dispersive ordering pp. 331-336 Downloads
Yanqin Fan
A parabolic stochastic differential equation with fractional Brownian motion input pp. 337-346 Downloads
W. Grecksch and V. V. Anh
A note on Rüger's test for discrete data pp. 347-351 Downloads
Frank Krummenauer
Block updating in constrained Markov chain Monte Carlo sampling pp. 353-361 Downloads
Merrilee A. Hum, Håvard Rue and Nuala A. Sheehan
Diffusion approximations for random walks on nilpotent Lie groups pp. 363-377 Downloads
Lucia Caramellino, Adriana Climescu-Haulica and Barbara Pacchiarotti
Analysis of goodness-of-fit for Cox regression model pp. 379-382 Downloads
Sin-Ho Jung and Sam Wieand
Large deviation principle in nonparametric estimation of marked point processes pp. 383-388 Downloads
Danielle Florens and Huyên Pham
Linear rank score statistics when ties are present pp. 389-395 Downloads
Ullrich Munzel
On the conditional expectation E(X X + W) in the case of independent random variables X, W pp. 397-400 Downloads
Ehrhard Behrends
A note on unbiased testing for the equivalence problem -- another christmas tree pp. 401-406 Downloads
Axel Munk
Conservativeness of global tests for bivariate binomial and Poisson data pp. 407-412 Downloads
Frank Krummenauer
Estimating the index of a stable law via the pot-method pp. 413-423 Downloads
Frank Marohn
Empirical likelihood for partial linear models with fixed designs pp. 425-433 Downloads
Qi-Hua Wang and Bing-Yi Jing
A one-sided confidence set hidden under a two-sided sequential test of a normal mean pp. 435-438 Downloads
Wei Liu

Volume 41, issue 3, 1999

Bounds for robust maximum likelihood and posterior consistency in compound mixture state experiments pp. 215-227 Downloads
Suman Majumdar, Dennis Gilliland and James Hannan
Regression analysis with censored data: Extensions of Koul-Susarla-Van Ryzin approach pp. 229-236 Downloads
Mai Zhou
Density estimation in the presence of noise pp. 237-246 Downloads
Gilbert G. Walter
Nonparametric Bayesian predictive distributions for future order statistics pp. 247-254 Downloads
Richard A. Johnson, James W. Evans and David W. Green
Bayesian analysis of censored data pp. 255-265 Downloads
J. K. Ghosh, R. V. Ramamoorthi and K. R. Srikanth
Power calculations for detecting interaction in stratified 2x2 tables pp. 267-275 Downloads
Joseph Gardiner, Dorothy Pathak and Alka Indurkhya
Exact moments of the product limit estimator pp. 277-286 Downloads
Eswar G. Phadia and Peter Yi-Shi Shao
Efficient estimation of a shift in nonparametric regression pp. 287-301 Downloads
Anton Schick
The asymptotic distribution of the suprema of the standardized empirical processes under the Koziol-Green model pp. 303-313 Downloads
J. K. Ghorai and J. Schmitter
Estimation of the index parameter for autoregressive data using the estimated innovations pp. 315-324 Downloads
Michael R. Allen and Somnath Datta
Estimation of variance components in dynamic linear models pp. 325-330 Downloads
Shelemyahu Zacks and Xiaodong Wang

Volume 41, issue 2, 1999

Too much sampling kills the UMP test pp. 101-105 Downloads
Yongdai Kim and Joseph S. Verducci
A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain pp. 107-115 Downloads
Paolo Baldi and Mauro Piccioni
On the best approximation for bootstrapped empirical processes pp. 117-122 Downloads
Lajos Horvath and Josef Steinebach
On Berry-Esséen rates for m-dependent U-statistics pp. 123-130 Downloads
Qiying Wang
The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution pp. 131-137 Downloads
Marc G. Genton
A theorem of stochastic representation related to Monge-Kantorovich problem pp. 139-143 Downloads
Nacereddine Belili
Regular stability of large order statistics pp. 145-151 Downloads
R. J. Tomkins
On the length of the longest increasing run in d pp. 153-161 Downloads
Andrei N. Frolov and Alexander I. Martikainen
On kernel estimation of a multivariate distribution function pp. 163-168 Downloads
Zhezhen Jin and Yongzhao Shao
On the large increments of fractional Brownian motion pp. 169-178 Downloads
Charles El-Nouty
On compound Poisson approximation for sums of random variables pp. 179-189 Downloads
P. Vellaisamy and B. Chaudhuri
On identifiability in models for incomplete binary data pp. 191-197 Downloads
G. F. V. Glonek
A note on packing random intervals with varying density pp. 199-208 Downloads
WanSoo T. Rhee

Volume 41, issue 1, 1999

A parametric independence test for clustered binary data pp. 1-7 Downloads
Dale Bowman
Statistical inference for finite Markov chains based on divergences pp. 9-17 Downloads
M. L. Menéndez, D. Morales, L. Pardo and K. Zografos
On unbiasedness of the empirical BLUE and BLUP pp. 19-24 Downloads
Jiming Jiang
Expected local influence in the normal linear regression model pp. 25-30 Downloads
N. G. Cadigan and P. J. Farrell
On using index cases in the study of late-onset diseases pp. 31-37 Downloads
Agnes Berger
Estimating the index of a stable distribution pp. 39-55 Downloads
Laurens de Haan and T. Themido Pereira
A modified logrank test for censored survival data under order restrictions pp. 57-63 Downloads
P. Y. Liu and Wei Yann Tsai
MSE performance of a heterogeneous pre-test estimator pp. 65-71 Downloads
Kazuhiro Ohtani
The efficiency of ordinary least squares in designed experiments subject to spatial or temporal variation pp. 73-81 Downloads
Neil A. Butler
Exponential tightness can fail in the strong topology pp. 83-86 Downloads
Peter Eichelsbacher and Malte Grunwald
Testing for trends in correlated data pp. 87-95 Downloads
Hongguang Sun and Sastry G. Pantula
Equivalent mixing conditions for Markov chains pp. 97-99 Downloads
Richard C. Bradley
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