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Statistics & Probability Letters

1982 - 2021

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

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Volume 38, issue 4, 1998

The comparison between polynomial regression and orthogonal polynomial regression pp. 289-294 Downloads
Guo-Liang Tian
On the determination of the number of components in a mixture pp. 295-298 Downloads
A. Polymenis and D. M. Titterington
A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process pp. 299-303 Downloads
Alessandra Guglielmi
Bias annihilating bandwidths for kernel density estimation at a point pp. 305-309 Downloads
Martin L. Hazelton
A remark on approximate M-estimators pp. 311-321 Downloads
Miguel A. Arcones
Hastings-Metropolis algorithms and reference measures pp. 323-328 Downloads
Pei-de Chen
Why the variance? pp. 329-333 Downloads
Abram Kagan and Lawrence A. Shepp
Characterization of error distributions in time-series regression models pp. 335-345 Downloads
Marc Hallin, J. Jurecková and X. Milhaud
Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators pp. 347-354 Downloads
Augustyn Markiewicz
On exponential rates of estimators of the parameter in the first-order autoregressive process pp. 355-362 Downloads
Yoshihide Kakizawa
A note on bias robustness of the median pp. 363-368 Downloads
Zhiqiang Chen
The power function of the maximum studentized range test in a two-way design pp. 369-376 Downloads
Siu Hung Cheung and Yaohua Wu

Volume 38, issue 3, 1998

Large deviations in partial sums of U-processes in stronger topologies pp. 207-214 Downloads
Peter Eichelsbacher
Optimal Bayesian-feasible dose escalation for cancer phase I trials pp. 215-220 Downloads
S. Zacks, A. Rogatko and J. Babb
Testing equality of two normal means using a variance pre-test pp. 221-227 Downloads
Willem Albers, Pieta C. Boon and Wilbert C. M. Kallenberg
Mixed Poisson distributions tail equivalent to their mixing distributions pp. 229-233 Downloads
Richard Perline
Invariance principle for martingale-difference random fields pp. 235-245 Downloads
S. Poghosyan and S. Roelly
A formula on multivariate Dirichlet distributions pp. 247-253 Downloads
Gérard Letac and Hélène Massam
Asymptotic variance of M-estimators for dependent Gaussian random variables pp. 255-261 Downloads
Marc G. Genton
Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion pp. 263-274 Downloads
Alain Le Breton
An ordered relation between the ANOVA estimator of the intraclass correlation and a kappa-type statistic in binary data pp. 275-280 Downloads
Song-Show Cheng and Yu-Chun Cheng
Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data pp. 281-288 Downloads
Steven T. Garren

Volume 38, issue 2, 1998

Weak law of large numbers for arrays pp. 101-105 Downloads
Soo Hak Sung
Asymptotically unbiased estimators for the extreme-value index pp. 107-115 Downloads
L. Peng
Sequence of expectations of maximum-order statistics pp. 117-123 Downloads
J. S. Huang
A note on the uniqueness of the quasi-likelihood estimator pp. 125-130 Downloads
George Tzavelas
The density of the inverse and pseudo-inverse of a random matrix pp. 131-135 Downloads
Ingram Olkin
Conditional large deviations for density case pp. 137-144 Downloads
Gie-Whan Kim and Donald R. Truax
On the bias of the OLS estimator in a nonstationary dynamic panel data model pp. 145-150 Downloads
Jean-Yves Pitarakis
Hypothesis testing for some time-series models: a power comparison pp. 151-156 Downloads
A. Thavaneswaran and Shelton Peiris
Mixture representation of Linnik distribution revisited pp. 157-160 Downloads
Tomasz J. Kozubowski
Sample size calculations for smoothing splines based on Bayesian confidence intervals pp. 161-166 Downloads
Yuedong Wang
Generalized k-matches pp. 167-175 Downloads
Jonathan Herzog, Christopher McLaren and Anant P. Godbole
On the almost sure boundedness of norms of some empirical operators pp. 177-182 Downloads
Rafal Latala
A representation result for finite Markov chains pp. 183-186 Downloads
Peter Spreij
Parameterizations and modes of stable distributions pp. 187-195 Downloads
John P. Nolan
Using M-type smoothing splines to estimate the spectral density of a stationary time series pp. 197-205 Downloads
Eva Ferreira

Volume 38, issue 1, 1998

Applications of a general composition theorem to the star order of distributions pp. 1-9 Downloads
Jaroslaw Bartoszewicz
A new criterion for variable selection pp. 11-19 Downloads
R. Philips and I. Guttman
A uniform strong law of large numbers for partial sum processes of Banach space-valued random sets pp. 21-25 Downloads
Lee-Chae Jang and Joong-Sung Kwon
A note on complete convergence for arrays pp. 27-31 Downloads
T. -C. Hu, D. Szynal and A. I. Volodin
On the posterior distribution of the covariance matrix of the growth curve model pp. 33-39 Downloads
Jian-Xin Pan, Kai-Tai Fang and Dietrich von Rosen
Generalized graphical models for discrete data pp. 41-47 Downloads
Jozef L. Teugels and Johan Van Horebeek
On consistency of the monotone MLE of survival for left truncated and interval-censored data pp. 49-57 Downloads
Wei Pan, Rick Chappell and Michael R. Kosorok
A note on universal admissibility of scale parameter estimators pp. 59-67 Downloads
Debashis Kushary
Moments of ratios of quadratic forms pp. 69-71 Downloads
A. K. Gupta and D. G. Kabe
A note on moments of the maximum of Cesàro summation pp. 73-81 Downloads
Deli Li and Mei Ling Huang
Marcinkiewicz--Zygmund law for sequences of blockwise m-dependent random variables pp. 83-88 Downloads
Zhang Bo
Optimal cooperative stopping rules for maximization of the product of the expected stopped values pp. 89-99 Downloads
David Assaf and Ester Samuel-Cahn

Volume 37, issue 4, 1998

Generalized method of Pao-Zhuan Yin-Yu pp. 321-329 Downloads
James C. Fu and Lung-An Li
Limit behavior of the empirical influence function of the median pp. 331-340 Downloads
Christophe Croux
A one-step robust estimator for regression based on the weighted likelihood reweighting scheme pp. 341-350 Downloads
Claudio Agostinelli and Marianthi Markatou
A characterisation of Hjort's discrete time beta process pp. 351-355 Downloads
Stephen Walker
The exact u chart can be obtained using simple adjustments pp. 357-365 Downloads
Gemai Chen and Smiley W. Cheng
D-optimal fractional factorial designs pp. 367-373 Downloads
Wan-Yi Chiu and Peter W. M. John
p-Adic behaviour of Bernoulli probabilities pp. 375-379 Downloads
Andrew Khrennikov
Asymptotic properties of Kaplan-Meier estimator for censored dependent data pp. 381-389 Downloads
Zongwu Cai
On Benford's law to variable base pp. 391-397 Downloads
P. Schatte
Analysis of fixed effects linear models under heteroscedastic errors pp. 399-408 Downloads
Todd Smith and Shyamal D. Peddada
Addition or deletion? pp. 409-414 Downloads
Aloke Dey and Chand K. Midha
Buffon got it straight pp. 415-421 Downloads
G. R. Wood and J. M. Robertson
Confidence intervals for the number of unseen types pp. 423-430 Downloads
Mark Finkelstein, Howard G. Tucker and Jerry Alan Veeh

Volume 37, issue 3, 1998

Mixture representations for symmetric generalized Linnik laws pp. 213-221 Downloads
Anthony G. Pakes
Asymptotic properties of the GMLE with case 2 interval-censored data pp. 223-228 Downloads
Qiqing Yu, Anton Schick, Linxiong Li and George Y. C. Wong
On almost sure max-limit theorems pp. 229-236 Downloads
I. Fahrner and U. Stadtmüller
Equivalent conditions on the central limit theorem for a sequence of probability measures on R pp. 237-242 Downloads
Toshio Mikami
Discrete stable random variables pp. 243-247 Downloads
Gerd Christoph and Karina Schreiber
On the Devroye-Györfi methods of correcting density estimators pp. 249-257 Downloads
M. Kaluszka
Bootstrapping sample quantiles in non-regular cases pp. 259-267 Downloads
Keith Knight
A note on the behaviour of residual plots in regression pp. 269-278 Downloads
Santiago Velilla
Small deviations for the Poisson process pp. 279-285 Downloads
Sergio Alvarez-Andrade
Bandwidth selection for power optimality in a test of equality of regression curves pp. 287-293 Downloads
K. B. Kulasekera and J. Wang
Bootstrapping weighted empirical processes that do not converge weakly pp. 295-302 Downloads
Soumendra Nath Lahiri
Testing based on sampled data for proportional hazards model pp. 303-313 Downloads
Leszek Marzec and Pawel Marzec

Volume 37, issue 2, 1998

A note on sufficiency and information loss pp. 111-114 Downloads
Paul Kabaila
Uniform strong consistency of sample quantiles pp. 115-119 Downloads
Ryszard Zielinski
Testing for unimodal dependence in an ordered contingency table with restricted marginal probabilities pp. 121-129 Downloads
Chul Gyu Park
Finite sample performance of deconvolving density estimators pp. 131-139 Downloads
M. P. Wand
On limiting distributions in explosive autoregressive processes pp. 141-147 Downloads
Michael J. Monsour and Piotr W. Mikulski
Uniform association in contingency tables associated to Csiszar divergence pp. 149-154 Downloads
J. Conde and M. Salicrú
On one-sided strong laws for large increments of sums pp. 155-165 Downloads
Andrei N. Frolov
An arrangement increasing property of the Marshall-Olkin bivariate exponential pp. 167-170 Downloads
Philip J. Boland
Weak convergence of convex stochastic processes pp. 171-182 Downloads
Miguel A. Arcones
A Kolmogorov-type test for second-order stochastic dominance pp. 183-193 Downloads
Friedrich Schmid and Mark Trede
Small deviations for the Poisson process pp. 195-201 Downloads
Sergio Alvarez-Andrade
Continuity of some anticipating integral processes pp. 203-211 Downloads
Yaozhong Hu and David Nualart

Volume 37, issue 1, 1998

Comparison of order statistics between dependent and independent random variables pp. 1-6 Downloads
Taizhong Hu and Jinjin Hu
On forecasting SETAR processes pp. 7-14 Downloads
Jan G. Gooijer and Paul T. De Bruin
Some results concerning the rates of convergence of random walks on finite group pp. 15-17 Downloads
Jack J. Dai
Using a stopping rule to determine the size of the training sample in a classification problem pp. 19-27 Downloads
Subrata Kundu and Adam T. Martinsek
Random walks on edge transitive graphs pp. 29-34 Downloads
JoséLuis Palacios and JoséMiguel Renom
An ergodic Markov chain is not determined by its two-dimensional marginal laws pp. 35-40 Downloads
M. Courbage and D. Hamdan
The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations pp. 41-47 Downloads
Göran Kauermann, Marlene Müller and Raymond J. Carroll
Interval estimation of location and scale parameters based on record values pp. 49-58 Downloads
Ping Shing Chan
Tail probability approximations for U-statistics pp. 59-65 Downloads
Robert W. Keener, John Robinson and Neville C. Weber
Almost sure central limit theorems under minimal conditions pp. 67-76 Downloads
István Berkes, Endre Csáki and Lajos Horvath
Some linear models are necessarily parametric pp. 77-80 Downloads
Abram Kagan and Lawrence A. Shepp
On the rate of convergence of the ECME algorithm pp. 81-87 Downloads
Abdallah Mkhadri
Modified expression for a recurrence relation on the product moments of order statistics pp. 89-95 Downloads
P. Samuel and P. Y. Thomas
Least squares estimation of two functions under order restriction in isotonicity pp. 97-100 Downloads
Chul Gyu Park
A note on unconditional properties of a parametrically guided Nadaraya-Watson estimator pp. 101-108 Downloads
Ingrid K. Glad
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