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Statistics & Probability Letters

1982 - 2021

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

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Volume 34, issue 4, 1997

Minimum distance estimation for random coefficient autoregressive models pp. 313-322 Downloads
V. Swaminathan and U. V. Naik-Nimbalkar
Two-stage change-point estimators in smooth regression models pp. 323-335 Downloads
Hans-Georg Müller and Kai-Sheng Song
A note on the empirical distribution of dependent random variables pp. 337-340 Downloads
D. L. Hanson and Gang Li
Asymptotic independence of median and MAD pp. 341-345 Downloads
Michael Falk
Reflected solutions of backward stochastic differential equations with continuous coefficient pp. 347-354 Downloads
Anis Matoussi
A weakly dependence structure of multivariate processes pp. 355-363 Downloads
Jong-Il Baek
A note on the ergodicity of non-linear autoregressive model pp. 365-372 Downloads
H. Z. An and S. G. Chen
The effects of kernel choices in density estimation with biased data pp. 373-383 Downloads
Colin O. Wu
Large deviations and Strassen's limit points of Brownian local time processes pp. 385-395 Downloads
Bin Chen
The length of an excursion above a linear boundary by a random walk pp. 397-402 Downloads
Travis Lee, Max Minzner and Evan Fisher
Unimodal spectral windows pp. 403-411 Downloads
Marek Kanter
Kernel regression estimates of growth curves using nonstationary correlated errors pp. 413-423 Downloads
Eva Ferreira, Vicente Núñez-Antón and Juan Rodríguez-Póo

Volume 34, issue 3, 1997

Representations for continuous additive functionals of super-Brownian and super-stable processes pp. 211-223 Downloads
Stephen M. Krone
Comparing two means in count models having random effects - a UMPU test pp. 225-235 Downloads
Yasuhiro Omori
Estimation of unobserved counts from partially observed multinomial distributions pp. 237-243 Downloads
S. G. Sajjan and I. V. Basawa
Bahadur slope of the t-statistic for a contaminated normal pp. 245-250 Downloads
N. Rao Chaganty and Jayaram Sethuraman
Comparing sums of independent bounded random variables and sums of Bernoulli random variables pp. 251-258 Downloads
Erich Berger
Invariant probabilities for Markov chains on a metric space pp. 259-265 Downloads
Jean B. Lasserre
Empirical likelihood ratio test for equality of k medians in censored data pp. 267-273 Downloads
U. V. Naik-Nimbalkar and M. B. Rajarshi
On U-statistics with random kernels pp. 275-283 Downloads
Anton Schick
The model selection criterion AICu pp. 285-292 Downloads
Allan McQuarrie, Robert Shumway and Chih-Ling Tsai
Edgeworth approximations to the distribution of the sample mean under simple random sampling pp. 293-299 Downloads
R. A. Sugden and T. M. F. Smith
Some extensions of the asymptotics of a kernel estimator of a distribution function pp. 301-308 Downloads
Yongzhao Shao and Xiaojing Xiang
First hitting place distributions for the Ornstein-Uhlenbeck process pp. 309-312 Downloads
Mario Lefebvre

Volume 34, issue 2, 1997

Extension of a stochastic integral with respect to cylindrical martingales pp. 103-111 Downloads
Leszek Gawarecki
On the rate of strong consistency of Lorenz curves pp. 113-121 Downloads
Miklós Csörgö and Ricardas Zitikis
Distinguishing certain random sceneries on ##Z## via random walks pp. 123-132 Downloads
C. Douglas Howard
On unbiased density estimation for ergodic diffusion pp. 133-140 Downloads
Yu. A. Kutoyants
Accurate test limits under prescribed consumer risk pp. 141-149 Downloads
Willem Albers, Gerda R. J. Arts and Wilbert C. M. Kallenberg
Note on classification and proportion estimation pp. 151-158 Downloads
Abdallah Mkhadri and Abdelaziz Nasroallah
Exponential convergence for sequences of random variables pp. 159-164 Downloads
Jiaming Sun
The local asymptotic normality of a class of generalized random coefficient autoregressive processes pp. 165-170 Downloads
S. Y. Hwang and I. V. Basawa
New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme pp. 171-178 Downloads
Chufang Wu
On the minimax decision rules in ranking problems pp. 179-186 Downloads
Naveen K. Bansal, Neeraj Misra and Edward C. van der Meulen
Reinforced block designs with standards pp. 187-192 Downloads
Henryk Brzeskwiniewicz, Bronislaw Ceranka and Jolanta Krzyszkowska
On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models pp. 193-199 Downloads
Z. D. Bai and Y. Wu
Testing independence by nonparametric kernel method pp. 201-210 Downloads
Ibrahim A. Ahmad and Qi Li

Volume 34, issue 1, 1997

An inequality for order statistics pp. 1-4 Downloads
Anda Gadidov
On choosing a non-integer resolution level when using wavelet methods pp. 5-11 Downloads
Peter Hall and Guy P. Nason
Limit points of sequences of moving maxima pp. 13-18 Downloads
H. V. Hebbar and N. Vadiraja
A new plan for life-testing two-component parallel systems pp. 19-32 Downloads
Jye-Chyi Lu
Characteristic functions with some powers real -- III pp. 33-36 Downloads
B. Ramachandran
Converse Poincaré-type inequalities for convex functions pp. 37-42 Downloads
S. G. Bobkov and C. Houdré
Reliability bounds for multistage structures with independent components pp. 43-51 Downloads
Wojciech Kordecki
On the asymptotic mean integrated squared error of a kernel density estimator for dependent data pp. 53-58 Downloads
Jan Mielniczuk
Connection between asymptotics and stability of the positive measure pp. 59-65 Downloads
Eugene Kozarovitsky
Consistent estimation for the non-normal ultrastructural model pp. 67-73 Downloads
Anil K. Srivastava and Shalabh
The limit behavior of maxima modulo one and the number of maxima pp. 75-84 Downloads
Y. Qi and R. J. G. Wilms
Maximum entropy principle and statistical inference on condensed ordered data pp. 85-93 Downloads
M. Menéndez, D. Morales and L. Pardo
A note on the convergence rate of the spectral distributions of large random matrices pp. 95-101 Downloads
Z. D. Bai, Baiqi Miao and Jhishen Tsay
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