Statistics & Probability Letters

1982 - 2025

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

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Volume 54, issue 4, 2001

Selecting the best splits for classification trees with categorical variables pp. 341-345

Yu-Shan Shih

Asymptotics for moving average processes with dependent innovations pp. 347-356

Qiying Wang, Yan-Xia Lin and Chandra M. Gulati

On the exact asymptotic behaviour of the distribution of the supremum in the "critical" case pp. 357-362

M. S. Sgibnev

Large deviations probabilities for a test of symmetry based on kernel density estimator pp. 363-371

Anna V. Osmoukhina

Extremal limit laws for a class of bivariate Poisson vectors pp. 373-379

Stuart Coles and Francesco Pauli

Quadratic forms of skew-normal random vectors pp. 381-387

Nicola Loperfido

Identifiability of cure models pp. 389-395

Chin-Shang Li, Jeremy M. G. Taylor and Judy P. Sy

Estimating the marginal survival function in the presence of time dependent covariates pp. 397-403

Glen A. Satten, Somnath Datta and James Robins

Efficiency of finite state space Monte Carlo Markov chains pp. 405-411

Antonietta Mira

Maximum asymptotic variance of sums of finite Markov chains pp. 413-415

Carlos A. León

Asymptotic results for FGM random sequences pp. 417-425

Enkelejd Hashorva

Improved estimators for constrained Markov chain models pp. 427-435

Ursula U. Müller, Anton Schick and Wolfgang Wefelmeyer

Bayesian quantile regression pp. 437-447

Keming Yu and Rana A. Moyeed

Volume 54, issue 3, 2001

On some characterizations of spherical distributions pp. 227-232

Reinaldo B. Arellano-Valle

Edgeworth expansions in Gaussian autoregression pp. 233-241

Patrick Marsh

On the asymptotics of discrete order statistics pp. 243-249

J. S. Athreya and S. Sethuraman

Euler scheme for solutions of a countable system of stochastic differential equations pp. 251-259

Jaime San Martín and Soledad Torres

Modified bootstrap consistency rates for U-quantiles pp. 261-268

Paul Janssen, Jan Swanepoel and Noël Veraverbeke

The distribution of the usual provider continuity index under Markov dependence pp. 269-276

W. Y. Wendy Lou

Distribution functions of copulas: a class of bivariate probability integral transforms pp. 277-282

Roger B. Nelsen, José Juan Quesada-Molina, José Antonio Rodríguez-Lallena and Manuel Úbeda-Flores

Wherefore similar tests? pp. 283-290

Arthur Cohen and Harold B. Sackrowitz

A new construction of random Colombeau distributions pp. 291-299

Ulug Çapar and Hüseyin Aktuglu

Bounds for means and variances of progressive type II censored order statistics pp. 301-315

N. Balakrishnan, E. Cramer and U. Kamps

Subordination and self-decomposability pp. 317-324

Ken-iti Sato

Convergence in probability of the Mallows and GCV wavelet and Fourier regularization methods pp. 325-329

Umberto Amato and Daniela De Canditiis

MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression pp. 331-340

Kazuhiro Ohtani

Volume 54, issue 2, 2001

A note on estimating the diameter of a truncated moment class pp. 115-124

Luca Tardella

A self-adaptive technique for the estimation of the multifractal spectrum pp. 125-135

Michel Broniatowski and Pascal Mignot

On the determination of robust settings in parameter design experiments pp. 137-145

X. Shirley Hou and C. F. J. Wu

A note on the difficulties associated with the analysis of capture-recapture experiments with heterogeneous capture probabilities pp. 147-152

Richard Huggins

A note on kernel density estimators with optimal bandwidths pp. 153-159

Nils Lid Hjort and Stephen G. Walker

On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space pp. 161-169

Xicheng Zhang

Some extremal type elliptical distributions pp. 171-182

Samuel Kotz and Saralees Nadarajah

A note on a theorem of Karlin pp. 183-187

Örjan Stenflo

A characterization for orthogonal arrays of strength two via a regression model pp. 189-192

Ling-Yau Chan, Kai-Tai Fang and Rahul Mukerjee

Moment bounds and central limit theorem for functions of Gaussian vectors pp. 193-203

Philippe Soulier

Deconvolution with arbitrarily smooth kernels pp. 205-214

Eric A. Cator

Normal approximation for quasi-associated random fields pp. 215-226

Alexander Bulinski and Charles Suquet

Volume 54, issue 1, 2001

The F-test of homoscedasticity for correlated normal variables pp. 1-3

Theophilos Cacoullos

Rank estimating equations for random effects models pp. 5-12

Chu-chih Chen

Exponential inequalities for two-parameter martingales pp. 13-19

Sílvia Moret and David Nualart

Distribution and expectation bounds on order statistics from possibly dependent variates pp. 21-31

Nickos Papadatos

Cook's distance in local polynomial regression pp. 33-40

Choongrak Kim, Yonjoo Lee and Byeong U. Park

A small sample calibration method for the empirical likelihood ratio pp. 41-45

Min Tsao

Stochastic fractional-order differential models with fractal boundary conditions pp. 47-60

M. D. Ruiz-Medina, V. V. Anh and J. M. Angulo

Uniqueness, consistency and optimality in spherical regression experiments pp. 61-65

Hwashin H. Shin, Glen K. Takahara and Duncan J. Murdoch

On different topologies for set-indexing collections pp. 67-73

Giacomo Aletti

Path continuity of the nonlinear filter pp. 75-78

Abhay G. Bhatt and Rajeeva L. Karandikar

A family of tests for right spread order pp. 79-92

F. Belzunce, J. F. Pinar and J. M. Ruiz

The p-optimal martingale measure in continuous trading models pp. 93-99

Takuji Arai

When Lorenz met Lyapunov pp. 101-105

Marco Dall'Aglio and Marco Scarsini

A uniform bound on the characteristic function of the exponentially tilted null-distribution of a simple linear rank statistic and its rate of convergence pp. 107-112

Sorana Froda and Constance van Eeden