Statistics & Probability Letters

1982 - 2025

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

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Volume 58, issue 4, 2002

On the minimax estimator of a bounded normal mean pp. 327-333

Éric Marchand and François Perron

Frailty models that yield proportional hazards pp. 335-342

Odd O. Aalen and Nils Lid Hjort

Distribution-free consistency of kernel non-parametric M-estimators pp. 343-353

Andrzej S. Kozek and Miroslaw Pawlak

Prediction and confidence intervals for nonlinear measurement error models without identifiability information pp. 355-362

Longcheen Huwang and J. T. Gene Hwang

Gaussian tail for empirical distributions of MST on random graphs pp. 363-368

Sungchul Lee and Zhonggen Su

Model-robust designs in multiresponse situations pp. 369-379

Rong-Xian Yue

Variability ordering of heavy-tailed distributions with applications to order statistics pp. 381-388

Christian Kleiber

A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle pp. 389-397

Holger Dette, Viatcheslav B. Melas and Stefanie Biedermann

A note on the properties of some time varying bilinear models pp. 399-411

Abdelouahab Bibi and Alwell J. Oyet

Almost sure versions of distributional limit theorems for certain order statistics pp. 413-426

U. Stadtmüller

A simple adjustment for measurement errors in some limited dependent variable models pp. 427-433

Liqun Wang

Volume 58, issue 3, 2002

Survival estimation and testing via multiple imputation pp. 221-232

Jeremy M. G. Taylor, Susan Murray and Chiu-Hsieh Hsu

Asymptotic distributions for testing dimensionality in q-based pHd pp. 233-243

R. Dennis Cook and Xiangrong Yin

A spatial filtering specification for the auto-Poisson model pp. 245-251

Daniel A. Griffith

Perturbation of functional tensors with applications to covariance operators pp. 253-264

Yves Romain

Estimation of frequencies in presence of heavy tail errors pp. 265-282

Swagata Nandi, Srikanth K. Iyer and Debasis Kundu

A note on the Borel-Cantelli lemma pp. 283-286

Valentin V. Petrov

Approximations for a conditional two-dimensional scan statistic pp. 287-296

Jie Chen and Joseph Glaz

Rates of uniform convergence of empirical means with mixing processes pp. 297-307

Rajeeva L. Karandikar and M. Vidyasagar

Regression analysis for a semiparametric model with panel data pp. 309-317

Liuquan Sun and Xian Zhou

Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes pp. 319-325

Francesco Bravo

Volume 58, issue 2, 2002

Definition and probabilistic properties of skew-distributions pp. 111-121

R. B. Arellano-Valle, G. del Pino and E. San Martín

Tests of homogeneity for spatial populations pp. 123-130

Andrea Cerioli

Some conditional crossing results of Brownian motion over a piecewise-linear boundary pp. 131-145

Mario Abundo

Maximum quasilikelihood estimation for a simplified NEAR(1) model pp. 147-155

Subashan Perera

Chebyshev systems and estimation theory for discrete distributions pp. 157-165

Mark Braverman and Yan Lumelskii

Asymptotic expansions of densities of sums of random vectors without third moment pp. 167-174

Liang Peng

Best upper quantile evaluations for NWU distributions pp. 175-184

Tomasz Rychlik

On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes pp. 185-194

S. Ejaz Ahmed, Rita Giuliano Antonini and Andrei Volodin

Almost sure limit theorems for the maximum of stationary Gaussian sequences pp. 195-203

Endre Csáki and Khurelbaatar Gonchigdanzan

Multivariate probability density estimation for associated processes: strong consistency and rates pp. 205-219

Elias Masry

Volume 58, issue 1, 2002

An algorithm for the estimation of minimal cut and path sets from field failure data pp. 1-11

Avinash Dharmadhikari, S. B. Kulathinal and Vidyadhar Mandrekar

Thin and thick points for branching measure on a Galton-Watson tree pp. 13-22

Peter Mörters and Narn-Rueih Shieh

Bayesian nonparametric point estimation under a conjugate prior pp. 23-30

Xuefeng Li and Linda H. Zhao

The modified bootstrap error process for Kaplan-Meier quantiles pp. 31-39

Paul Janssen, Jan Swanepoel and Noël Veraverbeke

Self-normalized lag increments of partial sums pp. 41-51

Wensheng Wang

On characterization of two-sample U-statistics pp. 53-59

E. Schechtman and G. Schechtman

Likelihood-based quadratic analyses for diallel cross and other experiments involving data collected on ordered pairs of sampling units pp. 61-69

Heng Li

A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives pp. 71-81

Riccardo Gatto and S. Rao Jammalamadaka

On the convergence of Markov binomial to Poisson distribution pp. 83-91

V. Cekanavicius

On fractional uniform order statistics pp. 93-96

M. C. Jones

Analytical results for a Bayesian bivariate cokriging model pp. 97-109

José Mira and María Jesús Sánchez

Volume 57, issue 4, 2002

Model selection under order restriction pp. 301-306

Lincheng Zhao and Limin Peng

On stable convergence in the central limit theorem pp. 307-313

Tsung-Lin Cheng and Yuan-Shih Chow

Large and moderate deviations of empirical processes with nonstandard rates pp. 315-326

Miguel A. Arcones

On tests of independence for spherical data-invariance and centering pp. 327-335

Richard A. Johnson and Grace S. Shieh

M-Estimation for dependent random variables pp. 337-341

Reinhard Furrer

D-optimal designs for polynomial regression models through origin pp. 343-351

Zhide Fang

Corrected modified profile likelihood heteroskedasticity tests pp. 353-361

Silvia L. P. Ferrari and Francisco Cribari-Neto

Sums of dependent Bernoulli random variables and disease clustering pp. 363-373

Chang Yu and Daniel Zelterman

Supermodular dependence ordering on a class of multivariate copulas pp. 375-385

Gang Wei and Taizhong Hu

The TP2 ordering of Kimeldorf and Sampson has the normal-agreeing property pp. 387-391

Christian Genest and François Verret

On bandwidth selection in partial linear regression models under dependence pp. 393-401

Germán Aneiros-Pérez

Quasi-medians are robust and relatively efficient estimators of a common mean given multivariate normality pp. 403-408

Alan D. Hutson

Volume 57, issue 3, 2002

On moment inequalities of the supremum of empirical processes with applications to kernel estimation pp. 215-220

Ibrahim A. Ahmad

A note on the characteristic function of the t-distribution pp. 221-224

I. Dreier and S. Kotz

Transfer theorems in exponential families pp. 225-229

Abram Kagan

On convergence rates for quadratic errors in kernel hazard estimation pp. 231-241

Graciela Estévez-Pérez

Uniqueness of uniform random colorings of regular trees pp. 243-248

Johan Jonasson

Simulating Bessel random variables pp. 249-257

Luc Devroye

A note on variable selection in nonparametric regression with dependent data pp. 259-268

Wenceslao González-Manteiga, Alejandro Quintela-del-Río and Philippe Vieu

Estimation of the location parameter of the l1-norm symmetric matrix variate distributions pp. 269-280

B. Q. Fang

Multivariate non-parametric tests of trend when the data are incomplete pp. 281-290

Mayer Alvo and Jincheol Park

On the efficiency of some supplemented ([alpha]1,[alpha]2,...,[alpha]R)-resolvable block designs pp. 291-299

Danuta Kachlicka and Iwona Mejza

Volume 57, issue 2, 2002

The uniform autoregressive process of the second order (UAR(2)) pp. 113-119

Miroslav M. Ristic and Biljana C. Popovic

Stepwise procedures for the identification of minimum effective dose with unknown variances pp. 121-131

Jian Tao, Ning-Zhong Shi, Jianhua Guo and Wei Gao

Application of Whittle's inequality for banach space valued martingales pp. 133-137

B. L. S. Prakasa Rao

Hájek-Rényi-type inequality for associated sequences pp. 139-143

B. L. S. Prakasa Rao

Optimality of orthogonally blocked diallels with specific combining abilities pp. 145-150

Kuey Chung Choi, Kashinath Chatterjee, Ashish Das and Sudhir Gupta

A note on some new renewal ageing notions pp. 151-155

Jean-Louis Bon and Abbas Illayk

Decoupling and domination inequalities with application to Wald's identity for martingales pp. 157-170

Victor H. de la Peña and Ingrid-Mona Zamfirescu

A moment inequality for decreasing (increasing) mean residual life distributions with hypothesis testing application pp. 171-177

S. E. Abu-Youssef

A link between the multivariate cumulative distribution function and the hitting function for random closed sets pp. 179-182

V. Grunert da Fonseca and C. M. Fonseca

Some maximal inequalities and complete convergences of negatively associated random sequences pp. 183-191

Wen-Tao Huang and Bing Xu

The use of spacings in the estimation of a scale parameter pp. 193-204

N. Balakrishnan and N. Papadatos

A new class of score generating functions for regression models pp. 205-214

Young Hun Choi and Ömer Öztürk

Volume 57, issue 1, 2002

Remarks on compound Poisson approximation of Gaussian random sequences pp. 1-8

Enkelejd Hashorva and Jürg Hüsler

Central limit theorem for U-statistics of associated random variables pp. 9-15

Isha Dewan and B. L. S. Prakasa Rao

Donkey walk and Dirichlet distributions pp. 17-22

Gérard Letac

Mixtures of exponential distributions and stochastic orders pp. 23-31

Jaroslaw Bartoszewicz

Upper stop-loss bounds for sums of possibly dependent risks with given means and variances pp. 33-41

Christian Genest, Étienne Marceau and Mhamed Mesfioui

An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution pp. 43-52

Dimitris Karlis

Some connections between Bayesian and non-Bayesian methods for regression model selection pp. 53-63

Faming Liang

Coefficient constancy test in AR-ARCH models pp. 65-77

Jeongcheol Ha and Sangyeol Lee

Breakdown points of Cauchy regression-scale estimators pp. 79-89

Ivan Mizera and Christine H. Müller

Minimax variance estimation of a correlation coefficient for [var epsilon]-contaminated bivariate normal distributions pp. 91-100

Georgy L. Shevlyakov and Nikita O. Vilchevski

On the asymptotic behaviour of unit-root tests in the presence of a Markov trend pp. 101-109

Zacharias Psaradakis