Statistics & Probability Letters

1982 - 2025

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

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Volume 62, issue 4, 2003

Determination of the modes of a Multinomial distribution pp. 325-333

Françoise Le Gall

Non-exponential stability of scalar stochastic Volterra equations pp. 335-343

John A. D. Appleby and David W. Reynolds

Extremal properties of sums of Bernoulli random variables pp. 345-354

Carlos A. León and François Perron

Information matrices of maximal parameter subsystems in linear models pp. 355-360

Thomas Klein

On a minimum correlation problem pp. 361-370

Lennart Bondesson

A model for spatial survival pp. 371-378

M. S. Finkelstein

Nonparametric estimation equations for time series data pp. 379-390

Zongwu Cai

Distributions on spheres and random variables distributed on the interval (-1,1) pp. 391-396

James R. Schott

A note on the asymptotic normality of the ET method for extreme quantile estimation pp. 397-405

Jean Diebolt and Stéphane Girard

A bivariate beta distribution pp. 407-412

Ingram Olkin and Ruixue Liu

Optimal crossover designs under a general model pp. 413-418

Mausumi Bose and Bhramar Mukherjee

On maximizing a design estimation efficiency using hidden projection properties pp. 419-427

H. Evangelaras and C. Koukouvinos

Volume 62, issue 3, 2003

On the length of the longest run in a multi-state Markov chain pp. 211-221

Eutichia Vaggelatou

Probability matching priors for predicting unobservable random effects with application to ANOVA models pp. 223-228

In Hong Chang, Byung Hwee Kim and Rahul Mukerjee

Inferences about the scale parameter of the gamma distribution based on data mixed from censoring and grouping pp. 229-243

Jie Mi and Arlene Naranjo

A note on optimal foldover design pp. 245-250

Kai-Tai Fang, Dennis K. J. Lin and Hong Qin

Limit theorems for the empirical distribution function in the spatial case pp. 251-262

István Fazekas

A sieve bootstrap test for stationarity pp. 263-274

Zacharias Psaradakis

A note on vertex-reinforced random walks pp. 275-280

Jack Jie Dai

Some boundary-crossing results for linear diffusion processes pp. 281-291

Changsun Choi and Dougu Nam

Consistency of logistic regression coefficient estimates calculated from a training sample pp. 293-303

Petros Hadjicostas

Exact statistical solutions using the inverse Bayes formulae pp. 305-315

Guo-Liang Tian and Ming Tan

A martingale inequality and large deviations pp. 317-321

Yulin Li

Volume 62, issue 2, 2003

Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples pp. 101-110

Shanchao Yang

Remark on semigroup techniques and the maximum likelihood estimation pp. 111-115

Loukianova Daria

A probabilistic interpretation of the [theta]-method pp. 117-122

Per Hörfelt

Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise pp. 123-135

Gregory C. Reinsel and Wai-Kwong Cheang

A bound on the expected maximal deviation of averages from their means pp. 137-144

Michael Hamers and Michael Kohler

Indistinguishability of absolutely continuous and singular distributions pp. 145-154

Steven P. Lalley and Andrew Nobel

Exact and possible viability for controlled diffusions pp. 155-161

Laurent Mazliak and Catherine Rainer

A bootstrap approximation to a unit root test statistic for heavy-tailed observations pp. 163-173

Lajos Horvath and Piotr Kokoszka

Racetrack betting and consensus of subjective probabilities pp. 175-187

Lawrence D. Brown and Yi Lin

On hidden Markov chains and finite stochastic systems pp. 189-201

Peter Spreij

Estimation of the population mean using random selection in ranked set samples pp. 203-209

I. Rahimov and H. A. Muttlak

Volume 62, issue 1, 2003

Testing relative risk under random censoring pp. 1-7

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

Sign test of independence between two random vectors pp. 9-21

Sara Taskinen, Annaliisa Kankainen and Hannu Oja

A clustering procedure based on the comparison between the k nearest neighbors graph and the minimal spanning tree pp. 23-34

José María González-Barrios and Adolfo J. Quiroz

On the accuracy of multivariate compound Poisson approximation pp. 35-43

S. Y. Novak

Lipschitz continuous processes for given marginals pp. 45-48

Daniel Dubischar

Dimensions of random trees pp. 49-60

Mokhtar H. Konsowa and Tamer F. Oraby

Optimal dichotomization for repeated screening tests pp. 61-70

Ming-Dauh Wang and Seymour Geisser

Functional local law of the iterated logarithm for geometrically weighted random series pp. 71-77

George Stoica

A limit theorem for partial sums of random variables and its applications pp. 79-86

Wen Liu, Jia-an Yan and Weiguo Yang

On the maximum total sample size of a group sequential test about binomial proportions pp. 87-92

James L. Kepner and Myron N. Chang

Limit distributions for products of sums pp. 93-100

Yongcheng Qi

Volume 61, issue 4, 2003

Deconvolution kernel estimator for mean transformation with ordinary smooth error pp. 337-346

Huai-Zhen Qin and Shi-Yong Feng

On strong versions of the central limit theorem pp. 347-357

Zdzislaw Rychlik and Konrad S. Szuster

A law of the iterated logarithm for global values of waiting time in multiphase queues pp. 359-371

Saulius Minkevicius and Stasys Steisunas

Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM pp. 373-382

Christophe Biernacki and Stéphane Chrétien

A quadratic bootstrap method and improved estimation in logistic regression pp. 383-394

Gerda Claeskens, Marc Aerts and Geert Molenberghs

A Bayesian interpretation of the multivariate skew-normal distribution pp. 395-401

Brunero Liseo and Nicola Loperfido

On point measures of [var epsilon]-upcrossings for stationary diffusions pp. 403-410

Bronius Grigelionis

Nonstationary covariance functions that model space-time interactions pp. 411-419

Chunsheng Ma

Inverting a saddlepoint approximation pp. 421-428

Jorge M. Arevalillo

Asymptotic properties of stable densities and the asymmetric large deviation problems pp. 429-438

A. V. Nagaev

A two sample quantile test with applications to randomized block designs pp. 439-445

Songyong Sim, Seongbum Kim, Gilju Park and Jaesoon Park

Volume 61, issue 3, 2003

Optimality of neighbor balanced designs under mixed effects model pp. 225-234

K. Filipiak and A. Markiewicz

Asymptotics of M-estimators in non-linear regression with long memory designs pp. 237-252

Hira L. Koul and Richard T. Baillie

Interpretation via Brownian motion of some independence properties between GIG and gamma variables pp. 253-259

Hiroyuki Matsumoto and Marc Yor

Log-periodogram estimation of the memory parameter of a long-memory process under trend pp. 261-268

Philipp Sibbertsen

On class, class, and compound distributions in reliability pp. 269-276

N. R. Mohan and S. Ravi

A note on functional CLT for truncated sums pp. 277-286

Vladimir Pozdnyakov

A semiparametric method of boundary correction for kernel density estimation pp. 287-298

T. Alberts and R. J. Karunamuni

Order restricted estimators: some bias results pp. 299-308

Allan R. Sampson, Harshinder Singh and Lyn R. Whitaker

The proportional hazards regression with a censored covariate pp. 309-319

Sungim Lee, S. H. Park and Jinho Park

Necessary and sufficient conditions for weak convergence of smoothed empirical processes pp. 321-336

Dragan Radulovic and Marten Wegkamp

Volume 61, issue 2, 2003

Dispersion measures and dispersive orderings pp. 123-131

Héctor M. Ramos and Miguel A. Sordo

The rate of consistency of the quasi-maximum likelihood estimator pp. 133-143

István Berkes and Lajos Horvath

A non-linear explicit filter pp. 145-154

Valentine Genon-Catalot

Strong invariance under a Bayesian point of view pp. 155-162

Jesús Montanero, Agustín G. Nogales, José A. Oyola and Paloma Pérez

Evaluation of reliability bounds by set covering models pp. 163-175

M. V. Koutras, S. Tsitmidelis and V. Zissimopoulos

Long memory and stochastic trend pp. 177-190

Remigijus Leipus and Marie-Claude Viano

Hutchinson-Lai's conjecture for bivariate extreme value copulas pp. 191-198

Werner Hürlimann

Serial rank statistics for detection of changes pp. 199-213

M. Husková

A note on construction of nearly uniform designs with large number of runs pp. 215-224

Kai-Tai Fang and Hong Qin

Volume 61, issue 1, 2003

Local time for processes indexed by a partially ordered set pp. 1-15

B. Gail Ivanoff and P. Sawyer

On Bayesian estimators in misspecified change-point problems for Poisson process pp. 17-30

Ali S. Dabye, Christian Farinetto and Yury A. Kutoyants

A note on the almost sure central limit theorem for some dependent random variables pp. 31-40

Marcin Dudzinski

Some limit properties of the multivariate function sequences of discrete random variables pp. 41-50

Wen Liu

The exact distribution of the k-tuple statistic for sequence homology pp. 51-59

W. Y. Wendy Lou

Bootstrapping parameter estimated degenerate U and V statistics pp. 61-70

M. D. Jiménez-Gamero, J. Muñoz-García and R. Pino-Mejías

The sequential estimation in stochastic regression model with random coefficients pp. 71-81

Sangyeol Lee

Poisson approximation by constrained exponential tilting pp. 83-89

Steven J. Kathman and George R. Terrell

An order-preserving property of the maximum likelihood estimates for the Rasch model pp. 91-96

Lucio Bertoli-Barsotti

Testing variances in wavelet regression models pp. 97-109

Alwell J. Oyet and Brajendra Sutradhar

On exact minimax wavelet designs obtained by simulated annealing pp. 111-121

Alwell J. Oyet and Douglas P. Wiens