Statistics & Probability Letters

1982 - 2025

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

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Volume 56, issue 4, 2002

A random power record model pp. 345-353

Glenn Hofmann and H. N. Nagaraja

Variations of Fréchet measures of p-stable motions pp. 355-360

R. C. Blei and Nasser Towghi

Estimating monotone functions pp. 361-367

Mark G. Low and Yung-Gyung Kang

On the average run lengths of quality control schemes using a Markov chain approach pp. 369-380

James C. Fu, Fred A. Spiring and Hansheng Xie

Estimation of the maximum and minimum in a model for bounded, dependent data pp. 381-393

Adam T. Martinsek

Unimodality of the distribution of record statistics pp. 395-398

Prasanta Basak and Indrani Basak

A local limit theorem for random walk maxima with heavy tails pp. 399-404

Søren Asmussen, Vladimir Kalashnikov, Dimitrios Konstantinides, Claudia Klüppelberg and Gurami Tsitsiashvili

On explicit occupation time distributions for Brownian processes pp. 405-417

Gerard Hooghiemstra

Characterization of the monotone case for a best choice problem with a random number of objects pp. 419-423

Zdzislaw Porosinski

The BLUPs are not "best" when it comes to bootstrapping pp. 425-430

Jeffrey S. Morris

Nonparametric tests for random effects in the balanced incomplete block design pp. 431-437

Sigit Nugroho and Z. Govindarajulu

On global consistency of a bivariate survival estimator under univariate censoring pp. 439-446

Michael R. Kosorok

Volume 56, issue 3, 2002

Estimation of equifrequency histograms pp. 227-238

Prabir Burman

A unified treatment of direct and indirect estimation of a probability density and its derivatives pp. 239-250

Belkacem Abdous, Stéphane Germain and Nadia Ghazzali

Strong laws for Euclidean graphs with general edge weights pp. 251-259

Raul Jimenez and J. E. Yukich

Density deconvolution based on wavelets with bounded supports pp. 261-269

Marianna Pensky

An insight into linear calibration: univariate case pp. 271-281

Jason J. Z. Liao

A note on a simple Markov bilinear stochastic process pp. 283-288

Daren B. H. Cline and Huay-min H. Pu

Robust model selection in regression via weighted likelihood methodology pp. 289-300

Claudio Agostinelli

Hausdorff dimension of Weierstrass-Mandelbrot process pp. 301-307

Jerzy Szulga

Symmetric and isomorphic properties of qualitative probability structures on a finite set pp. 309-319

Petros Hadjicostas

On best choice problems having similar solutions pp. 321-327

Zdzislaw Porosinski

Estimation of regression functions with a discontinuity in a derivative with local polynomial fits pp. 329-343

J. Huh and K. C. Carrière

Volume 56, issue 2, 2002

A uniform limit theorem for predictive distributions pp. 113-120

Patrizia Berti and Pietro Rigo

Estimation of a parameter vector restricted to a cone pp. 121-129

Idir Ouassou and William E. Strawderman

Six multivariate Zipf distributions and their related properties pp. 131-141

Hsiaw-Chan Yeh

Hoeffding's inequality for uniformly ergodic Markov chains pp. 143-146

Peter W. Glynn and Dirk Ormoneit

Profile quasi-likelihood pp. 147-154

Lu Lin and Runchu Zhang

On the use of generalized linear models following a sequential design pp. 155-161

William F. Rosenberger and Mingxiu Hu

A dependent bivariate t distribution with marginals on different degrees of freedom pp. 163-170

M. C. Jones

On a Bayesian aspect for soft wavelet shrinkage estimation under an asymmetric Linex loss pp. 171-175

Su-Yun Huang

A note on estimating the change-point of a gradually changing stochastic process pp. 177-191

Alexander Aue and Josef Steinebach

Random walks on trees and the law of iterated logarithm pp. 193-197

Mokhtar H. Konsowa

A note on various holding probabilities for random lazy random walks on finite groups pp. 199-206

Martin Hildebrand

Testing against ordered alternatives for multivariate censored survival data pp. 207-216

Suzanne R. Dubnicka

A more powerful step-up procedure for controlling the false discovery rate under independence pp. 217-225

Koon-Shing Kwong and Ee-Hwee Wong

Volume 56, issue 1, 2002

Sample size determination for constructing a constant width confidence interval for a binomial success probability pp. 1-5

W. Liu and B. J. R. Bailey

Rates of weak convergence for images of measures by families of mappings pp. 7-12

André Mas

Statistical implications of selectively reported inferential results pp. 13-22

Nicola Loperfido

On the Bickel-Rosenblatt test for first-order autoregressive models pp. 23-35

Sangyeol Lee and Seongryong Na

On the confidence region for the bivariate co-ordinate-wise quantiles of the continuous bivariate distribution functions pp. 37-43

H. M. Barakat

Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom pp. 45-50

Viktor Witkovsky

Mean squared error properties of the kernel-based multi-stage median predictor for time series pp. 51-56

Jan G. Gooijer, Ali Gannoun and Dawit Zerom

Asymptotic distributions for goodness-of-fit statistics in a sequence of multinomial models pp. 57-67

L. Györfi and I. Vajda

A new class of nearly self-financing strategies pp. 69-75

D. M. Salopek

On the invariant estimation of an exponential scale using doubly censored data pp. 77-82

Mohamed T. Madi

The symmetry in the martingale inequality pp. 83-91

Sungchul Lee and Zhonggen Su

Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient pp. 93-100

Jicheng Liu and Jiagang Ren

Law of iterated logarithm and consistent model selection criterion in logistic regression pp. 101-112

Guoqi Qian and Chris Field

Volume 55, issue 4, 2001

A note on the variance of a lightly trimmed mean when multiple outliers are present in the sample pp. 339-343

N. Balakrishnan and H. A. David

Moderate deviations for the maximum likelihood estimator pp. 345-352

Fuqing Gao

Estimation of conditional L1-median from dependent observations pp. 353-358

Alain Berlinet, Benoît Cadre and Ali Gannoun

Sets of random variables with a given uncorrelation structure pp. 359-366

Sofiya Ostrovska

The best constant in the Rosenthal inequality for nonnegative random variables pp. 367-376

R. Ibragimov and Sh. Sharakhmetov

Tail behavior of the least-squares estimator pp. 377-384

Jana Jurecková, Roger Koenker and Stephen Portnoy

The Glivenko-Cantelli theorem based on data with randomly imputed missing values pp. 385-396

Majid Mojirsheibani

Integrated squared error estimation of Cauchy parameters pp. 397-401

Panagiotis Besbeas and Byron J. T. Morgan

Validity of the Aalen-Johansen estimators of stage occupation probabilities and Nelson-Aalen estimators of integrated transition hazards for non-Markov models pp. 403-411

Somnath Datta and Glen A. Satten

Robust inference for generalized linear models with application to logistic regression pp. 413-419

Gianfranco Adimari and Laura Ventura

Martingale transforms and Girsanov theorem for long-memory Gaussian processes pp. 421-430

Yuliya Mishura and Esko Valkeila

The law of large numbers with exceptional sets pp. 431-438

István Berkes

A note on kernel assisted estimators in missing covariate regression pp. 439-449

Suojin Wang and C. Y. Wang

Volume 55, issue 3, 2001

Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique pp. 227-238

S. J. M. Clémençon

On the distribution of the domination number for random class cover catch digraphs pp. 239-246

Carey E. Priebe, Jason G. DeVinney and David J. Marchette

Extended covariance identities and inequalities pp. 247-255

Nicolas Privault

Behaviour of Dickey-Fuller F-tests under the trend-break stationary alternative pp. 257-268

Amit Sen

Second-order biases of maximum likelihood estimates in overdispersed generalized linear models pp. 269-280

Gauss M. Cordeiro and Denise A. Botter

Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes pp. 281-291

Serge Guillas

Asymptotic properties of location estimators based on projection depth pp. 293-299

Jeankyung Kim and Jinsoo Hwang

On conditional compactly uniform pth-order integrability of random elements in Banach spaces pp. 301-309

Manuel Ordóñez Cabrera and Andrei I. Volodin

Consistency of nonparametric maximum likelihood estimation of a distribution function based on doubly interval-censored failure time data pp. 311-318

Hong-Bin Fang and Jianguo Sun

Generalised bootstrap in non-regular M-estimation problems pp. 319-328

Arup Bose and Snigdhansu Chatterjee

On the distribution of surplus immediately before ruin under interest force pp. 329-338

Hailiang Yang and Lihong Zhang

Volume 55, issue 2, 2001

On the number of points near the multivariate maxima pp. 113-124

Enkelejd Hashorva and Jürg Hüsler

Efficiency comparison of methods for estimation in longitudinal regression models pp. 125-135

Roger P. Qu, Jun Shao and Mari Palta

Generalized edge frequency polygon for density estimation pp. 137-145

Jianping Dong and Chuang Zheng

L2-tests for sparse multinomials pp. 147-158

Hannelore Liero

Concentration of capital--the product form of the Law of Large Numbers in L1 pp. 159-162

Krzysztof Oleszkiewicz

Two comparison theorems for nonlinear first passage times and their linear counterparts pp. 163-171

Gerold Alsmeyer

Kernel density estimation: the general case pp. 173-180

V. S. M. Campos and C. C. Y. Dorea

An extension of the Erdös-Neveu-Rényi theorem with applications to order statistics pp. 181-186

M. Kaluszka and A. Okolewski

A note on the distribution of integrals of geometric Brownian motion pp. 187-192

Rabi Bhattacharya, Enrique Thomann and Edward Waymire

Maximum likelihood estimation of a nonparametric signal in white noise by optimal control pp. 193-203

G. N. Milstein and M. Nussbaum

Improved Steffensen type bounds on expectations of record statistics pp. 205-212

L. Gajek and A. Okolewski

The mean radius of curvature of an exponential family pp. 213-220

Hassairi Abdelhamid and Masmoudi Afif

Species accumulation functions and pure birth processes pp. 221-226

L. G. Gorostiza and E. Díaz-Francés

Volume 55, issue 1, 2001

Likelihood estimation after nonparametric transformation pp. 1-7

Ying-Kuen Cheung and Jason P. Fine

Asymptotic local test for linearity in adaptive control pp. 9-17

Jean-Michel Poggi and Bruno Portier

Ordered sample from two-parameter GEM distribution pp. 19-27

Hajime Yamato, Masaaki Sibuya and Toshifumi Nomachi

Perpetuities and asymptotic change-point analysis pp. 29-38

Michael Baron and Andrew L. Rukhin

A note on multivariate M-quantiles pp. 39-44

Jens Breckling, Philip Kokic and Oliver Lübke

Convergence and symmetry of infinite products of independent random variables pp. 45-52

Italo Simonelli

On the efficiency of extended generalized estimating equation approaches pp. 53-61

Brajendra C. Sutradhar and Pranesh Kumar

Strong ergodicity of monotone transition functions pp. 63-69

Hanjun Zhang, Anyue Chen, Xiang Lin and Zhenting Hou

Multivariate negative aging in an exchangeable model of heterogeneity pp. 71-82

F. Spizzichino and G. L. Torrisi

Statistical analysis of the inhomogeneous telegrapher's process pp. 83-88

Stefano Iacus

Some estimates of geometric sums pp. 89-97

Jean-Louis Bon and Vladimir Kalashnikov

How many moments can be estimated from a large sample? pp. 99-105

Abram Kagan and Sergei Nagaev

Stochastic comparisons of random minima and maxima from life distributions pp. 107-112

Jaroslaw Bartoszewicz