Statistics & Probability Letters

1982 - 2025

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

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Volume 60, issue 4, 2002

Normalizations for periodogram-based unit root tests pp. 343-350

Barry A. Evans and David Dickey

The connectivity of a graph on uniform points on [0,1]d pp. 351-357

Martin J. B. Appel and Ralph P. Russo

An efficient computational method for moments of order statistics under progressive censoring pp. 359-365

N. Balakrishnan, A. Childs and B. Chandrasekar

Limiting behavior of weighted sums with stable distributions pp. 367-375

Chen Pingyan

The breakdown behavior of the maximum likelihood estimator in the logistic regression model pp. 377-386

Christophe Croux, Cécile Flandre and Gentiane Haesbroeck

Asymptotic properties of a particular nonlinear regression quantile estimation pp. 387-394

Tae Soo Kim, Hae Kyung Kim and Sun Hur

Testing for elliptical symmetry in covariance-matrix-based analyses pp. 395-404

James R. Schott

Simultaneous confidence bands for ratios of survival functions via empirical likelihood pp. 405-415

Ian W. McKeague and Yichuan Zhao

The first exit time and ruin time for a risk process with reserve-dependent income pp. 417-424

Sung Nok Chiu and Chuan Cun Yin

The influence function of the Stahel-Donoho estimator of multivariate location and scatter pp. 425-435

Daniel Gervini

An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss pp. 437-444

Mohammad Jafari Jozani, Nader Nematollahi and Khalil Shafie

A characterization for mixtures of semi-Markov processes pp. 445-457

I. Epifani, S. Fortini and L. Ladelli

Estimation for a class of generalized state-space time series models pp. 459-473

T. Fukasawa and I. V. Basawa

On the asymptotic location of high values of a stationary sequence pp. 475-482

H. Ferreira and M. Scotto

Volume 60, issue 3, 2002

Geometric absolute regularity of Banach space-valued autoregressive processes pp. 241-252

Abdelazziz Allam and Tahar Mourid

A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes pp. 253-263

Zbigniew Szkutnik

Some comments on the estimation of a dependence index in bivariate extreme value statistics pp. 265-278

J. Beirlant and B. Vandewalle

On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control pp. 279-288

Rong Situ

Establishing geometric drift via the Laplace transform of symmetric measures pp. 289-295

Niels Richard Hansen and Ernst Hansen

Optimal asymptotic quadratic errors of density estimators on random fields pp. 297-307

Gérard Biau

A time-varying Markov chain model of term structure pp. 309-312

Rogemar S. Mamon

Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test pp. 313-320

J. M. Stern and S. Zacks

Khinchin and Marcinkiewicz-Zygmund-type inequalities for quadratic forms of independent random variables pp. 321-327

Alexander Krantsberg

Statistical inference on comparing two distribution functions with a possible crossing point pp. 329-341

Guijing Chen, Jiahua Chen and Yuming Chen

Volume 60, issue 2, 2002

Exact distribution of a pre-test estimator for regression error variance when there are omitted variables pp. 129-140

Kazuhiro Ohtani

On preservation of some shifted and proportional orders by systems pp. 141-154

Félix Belzunce, José M. Ruiz and M. Carmen Ruiz

A frequency domain approach to some results on fractional Brownian motion pp. 155-168

K. Dzhaparidze and J. A. Ferreira

Further results on inquiry and truth possession pp. 169-182

Don Fallis and Gerrard Liddell

Combining dependent P-values pp. 183-190

James T. Kost and Michael P. McDermott

Another Esséen-type inequality for multivariate probability density functions pp. 191-199

B. L. S. Prakasa Rao

Some remarks on coupling of dependent random variables pp. 201-209

Magda Peligrad

Asymptotic properties of bandit processes with geometric responses pp. 211-217

Xikui Wang

On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series pp. 219-230

Jeffrey T. Terpstra and M. Bhaskara Rao

A new bivariate binomial distribution pp. 231-240

Atanu Biswas and Jing-Shiang Hwang

Volume 60, issue 1, 2002

Unimprovable solution to systems of empirical linear algebraic equations pp. 1-6

A. V. Serdobolskii

Compound estimation of a monotone sequence pp. 7-15

Mostafa Mashayekhi

Jackknifing type weighted least squares estimators in partially linear regression models pp. 17-31

Jinhong You, Xiaoqian Sun, Wan-kai Pang and Ping-kei Leung

On the asymptotic behavior of one-step estimates in heteroscedastic regression models pp. 33-47

Ana Bianco and Graciela Boente

Influence diagnostics in semiparametric regression models pp. 49-58

Choongrak Kim, Byeong U. Park and Woochul Kim

Exact asymptotic -error of a kernel density estimator under censored data pp. 59-68

Mohamed Lemdani and Elias Ould-Saïd

Conditional score tests in the exponential family pp. 69-74

Anna Nicolaou

Correcting size distortion of the Dickey-Fuller test via recursive mean adjustment pp. 75-79

Steven Cook

Nonparametric comparison of regression curves by local linear fitting pp. 81-89

Tue Gørgens

A Poisson model for gapped local alignments pp. 91-100

Dirk Metzler, Steffen Grossmann and Anton Wakolbinger

Remarks on domination of maxima pp. 101-109

Enkelejd Hashorva

Limiting spectral distribution of a special circulant pp. 111-120

Arup Bose and Joydip Mitra

A law of iterated logarithm for the wavelet transforms of i.i.d. random variables pp. 121-127

Haiyan Cai

Volume 59, issue 4, 2002

Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise pp. 329-340

Youri Davydov and Ricardas Zitikis

A characterization of the rate of convergence in bivariate extreme value models pp. 341-351

Michael Falk and Rolf Dieter Reiss

Limit theorems for boundary function estimators pp. 353-360

J. H. Hwang, B. U. Park and W. Ryu

Stability of option prices under uniform ellipticity pp. 361-365

Gregory Gagnon

Approximations for moments of deficit at ruin with exponential and subexponential claims pp. 367-378

Yebin Cheng, Qihe Tang and Hailiang Yang

An extension of Seshadri's identities for Brownian motion pp. 379-384

Raouf Ghomrasni and Svend Erik Graversen

Optimal orthogonal designs in two blocks for Becker's mixture models in three and four components pp. 385-396

M. L. Aggarwal, V. Sarin and Poonam Singh

On the existence of moments of generalized order statistics pp. 397-404

Erhard Cramer, Udo Kamps and Tomasz Rychlik

The IFR property for consecutive-k-out-of-n:F systems pp. 405-414

Lirong Cui

Set-indexed processes with independent increments pp. 415-424

R. M. Balan

A SLLN for a one-dimensional class cover problem pp. 425-435

Jason DeVinney and John C. Wierman

Volume 59, issue 3, 2002

Empirical simulation extrapolation for measurement error models with replicate measurements pp. 219-225

Viswanath Devanarayan and Leonard A. Stefanski

A note on the multivariate local limit theorem pp. 227-233

M. Bloznelis

Estimation for mixtures of Markov processes pp. 235-244

Jeong-gun Park and I. V. Basawa

The rate of occurrence of failures for semi-Markov processes and estimation pp. 245-255

Brahim Ouhbi and Nikolaos Limnios

Consistency of error density and distribution function estimators in nonparametric regression pp. 257-270

Fuxia Cheng

Second-order asymptotic expansion for the risk in classification of curved exponential populations pp. 271-279

Kestutis Ducinskas and Jurate Saltyte

Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling pp. 281-292

Yannis Yatracos

Random function prediction and Stein's identity pp. 293-305

Theodoros Nicoleris and Anthony Sagris

Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances pp. 307-315

Hsiuying Wang

Interior singularity problem of some nonlinear elliptic equations pp. 317-328

Yan-Xia Ren, Xiu-Yun Suo and Xiang-Dong Yu

Volume 59, issue 2, 2002

On cross-validation in kernel and partitioning regression estimation pp. 113-123

Harro Walk

A unified approach in addition or deletion of two level factorial designs pp. 125-133

H. Evangelaras, C. Koukouvinos and P. Mantas

Data analysis in supersaturated designs pp. 135-144

Runze Li and Dennis K. J. Lin

On spectral and random measures associated to discrete and continuous-time processes pp. 145-157

Alain Boudou and Yves Romain

Fisher information matrix for the Feller-Pareto distribution pp. 159-167

Vytaras Brazauskas

The scaled [alpha]-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions pp. 169-181

Mara Tableman and Alix I. Gitelman

Almost-sure uniform error bounds of general smooth estimators of quantile density functions pp. 183-194

Cheng Cheng

Multiple square tray distributions pp. 195-207

Samuel Kotz, Hong-Bin Fang and Gang Wei

Invariance principles with logarithmic averaging for continuous local martingales pp. 209-217

Faouzi Chaabane

Volume 59, issue 1, 2002

Extended generalized Hypergeometric probability distributions pp. 1-7

C.satheesh Kumar

Bent-cable asymptotics when the bend is missing pp. 9-16

Grace Chiu, Richard Lockhart and Richard Routledge

Satisfactory orthogonal array and its checking method pp. 17-22

Pang Shanqi, Liu Sanyang and Zhang Yingshan

Large deviations for kernel-type empirical distributions pp. 23-28

Takuhisa Shikimi

Solution to Dalal and Mallows conjecture on monotone property of the joint distribution of order statistics pp. 29-35

Z. D. Bai and K. S. Kwong

Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes pp. 37-52

Glaysar Castro and Valerie Girardin

On certain self-decomposable self-similar processes with independent increments pp. 53-59

Koji Akita and Makoto Maejima

A new proof of strong consistency of kernel estimation of density function and mode under random censorship pp. 61-66

Ali Gannoun and Jérôme Saracco

The distribution of increasing 2-sequences in random permutations of arbitrary multi-sets pp. 67-74

Brad C. Johnson

Empirical central limit theorems for exchangeable random variables pp. 75-81

Xinxin Jiang and Marjorie G. Hahn

On efficient estimation of linear functionals of a bivariate distribution with known marginals pp. 83-91

Hanxiang Peng and Anton Schick

A method of construction of a class of universally optimal structurally incomplete row-column designs pp. 93-98

Nizam Uddin

Estimation of a convex ROC curve pp. 99-111

Chris J. Lloyd