Statistics & Probability Letters

1982 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 53, issue 4, 2001

The distribution of sizes of ordered level sets pp. 339-346

Richard Dykstra and Yeh-Fong Chen

Functional methods for logistic regression on random-effect-coefficients for longitudinal measurements pp. 347-356

C. Y. Wang and Yijian Huang

Posterior variance for quadratic natural exponential families pp. 357-362

Denys Pommeret

Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory pp. 363-372

Félix Belzunce and Moshe Shaked

Resampling non-homogeneous spatial data with smoothly varying mean values pp. 373-379

Sara Sjöstedt-de Luna

A method for fitting stable autoregressive models using the autocovariation function pp. 381-390

Colin M. Gallagher

On the multivariate probability integral transformation pp. 391-399

Christian Genest and Louis-Paul Rivest

A weak notion of equivalence in Bayesian statistical theory pp. 401-407

Agustín G. Nogales, José A. Oyola and Paloma Pérez

On the normal uniform local domain of attraction for intermediate order statistics pp. 409-413

Johan Segers

On dependence structures preserving optimality pp. 415-419

Augustyn Markiewicz

On a piece-wise deterministic Markov process model pp. 421-428

K. Borovkov and A. Novikov

On a locally Bahadur optimal test for no contamination in mixtures from the one-parameter exponential family pp. 429-434

Chandranath Pal

Cramer-Rao bounds for fractional Brownian motions pp. 435-447

Jean-François Coeurjolly and Jacques Istas

Volume 53, issue 3, 2001

On the best constant in Marcinkiewicz-Zygmund inequality pp. 227-233

Yao-Feng Ren and Han-Ying Liang

On inverse moments of nonnegative random variables pp. 235-239

Nancy Lopes Garcia and José Luis Palacios

Characterization of distributions symmetric with respect to a group of transformations and testing of corresponding statistical hypothesis pp. 241-247

L. B. Klebanov, T. J. Kozubowski, S. T. Rachev and V. E. Volkovich

Improvements on the kernel estimation in line transect sampling without the shoulder condition pp. 249-258

Shunpu Zhang

A weak convergence for negatively associated fields pp. 259-267

Li-Xin Zhang and Jiwei Wen

A method to derive strong laws of large numbers for random upper semicontinuous functions pp. 269-275

Ana Colubi, J. Santos Domínguez-Menchero, Miguel López-Díaz and Ralf Körner

Distribution of the size of random hash trees, pebbled hash trees and N-trees pp. 277-282

Costas A. Christophi and Hosam M. Mahmoud

On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth pp. 283-292

Carlos Tenreiro

Rate of convergence of bootstrapped empirical measures pp. 293-298

Yongzhao Shao

Random walks strictly confined to a subspace pp. 299-303

A. S. Padmanabhan

Hellinger distance estimation of SSAR models pp. 305-314

Ouagnina Hili

Multivariate stochastic comparisons of inspection and repair policies pp. 315-324

Taizhong Hu and Ying Wei

Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution pp. 325-329

Martin Schlather

Empirical saddlepoint approximations of the Studentized mean under simple random sampling pp. 331-337

Wen Dai and John Robinson

Volume 53, issue 2, 2001

Assessing local influence in PLS regression by the second order approach pp. 113-121

Bo Cheng and Xizhi Wu

A note on geometric ergodicity and floating-point roundoff error pp. 123-127

Laird Breyer, Gareth O. Roberts and Jeffrey S. Rosenthal

A comparison of random and quasirandom points for nonparametric response surface design pp. 129-142

Rong-Xian Yue

Blockwise empirical Euclidean likelihood for weakly dependent processes pp. 143-152

Lu Lin and Runchu Zhang

On the stop-loss and total variation distances between random sums pp. 153-165

Michel Denuit and Sebastien Van Bellegem

The wavelet identification for jump points of derivative in regression model pp. 167-180

Yihui Luan and Zhongjie Xie

On availability of Bayesian imperfect repair model pp. 181-187

Ji Hwan Cha and Jae Joo Kim

The efficiency of ranked set sampling for parameter estimation pp. 189-199

Lucio Barabesi and Abdel El-Sharaawi

Mixed-effects models with random cluster sizes pp. 201-206

Jiming Jiang

Availability of a periodically inspected system supported by a spare unit, under perfect repair or perfect upgrade pp. 207-217

Jyotirmoy Sarkar and Sahadeb Sarkar

A strong Markov property for set-indexed processes pp. 219-226

R. M. Balan

Volume 53, issue 1, 2001

Truncated quasi-score function in the 1-dependent and stationary case pp. 1-9

George Tzavelas and Athanasios G. Paliatsos

Threshold ARCH(1) processes: asymptotic inference pp. 11-20

S. Y. Hwang and Mi-Ja Woo

The strong approximation for the Kesten-Spitzer random walk pp. 21-26

Li-Xin Zhang

Convergence rates in nonparametric estimation of level sets pp. 27-35

Amparo Baíllo, Juan A. Cuesta-Albertos and Antonio Cuevas

Permutation tests in change point analysis pp. 37-46

Jaromír Antoch and Marie Husková

Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains pp. 47-57

O. L. V. Costa and F. Dufour

A generalization of Markov's inequality pp. 59-65

Bennett Eisenberg and B. K. Ghosh

Bonferroni-type inequalities for conditional scan statistics pp. 67-77

Jie Chen, Joseph Glaz, Joseph Naus and Sylvan Wallenstein

Bayes factor for non-dominated statistical models pp. 79-89

Claudio Macci and Silvia Polettini

Stochastic comparisons of spacings from restricted families of distributions pp. 91-99

Taizhong Hu and Ying Wei

A nonstandard [chi]2-test with application to generalized linear model diagnostics pp. 101-109

Jiming Jiang

Volume 52, issue 4, 2001

Examples of ergodic processes uniquely determined by their two-marginal laws pp. 341-345

M. Courbage and D. Hamdan

Properties of the QME under asymmetrically distributed disturbances pp. 347-352

Thomas Laitila

A note on Woodruff confidence intervals for quantiles pp. 353-358

Randy R. Sitter and Changbao Wu

A new type of partial-sums distributions pp. 359-364

Gejza Wimmer and Gabriel Altmann

Detection of jumps by wavelets in a heteroscedastic autoregressive model pp. 365-372

Heung Wong, Waicheung Ip and Yuan Li

An approximation result for nets in functional estimation pp. 373-380

Sebastian Döhler and Ludger Rüschendorf

Nonlinear time series contiguous to AR(1) processes and a related efficient test for linearity pp. 381-390

Sun Y. Hwang and I. V. Basawa

Classifier selection from a totally bounded class of functions pp. 391-400

Majid Mojirsheibani

Some classes of orthogonal 2n1x3n2 mixed factorial designs of median-resolution pp. 401-411

C. T. Liao

Strong laws for weighted sums of i.i.d. random variables pp. 413-419

Soo Hak Sung

On the Fisher information in randomly censored data pp. 421-426

Gang Zheng and Joseph L. Gastwirth

Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings pp. 427-439

J. P. N. Bishwal

On the expansion of the mean integrated squared error of a kernel density estimator pp. 441-450

Bert van Es

Volume 52, issue 3, 2001

Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes pp. 225-232

Minoru Tanaka and Kunio Shimizu

Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models pp. 233-242

Michael Falk and Rolf-Dieter Reiss

An interval estimation procedure with deterministic stopping rule in Bayes sequential interval estimation pp. 243-248

Leng-Cheng Hwang and Chia-Chen Yang

A characterization of the factorization of hazard function by the Fisher information under Type II censoring with application to the Weibull family pp. 249-253

Gang Zheng

Estimating the mean of a heavy tailed distribution pp. 255-264

Liang Peng

On square-integrability of an AR process with Markov switching pp. 265-270

J. Yao

On high-level exceedances of i.i.d. random fields pp. 271-277

Arvydas Astrauskas

On the Markov property of a finite hidden Markov chain pp. 279-288

Peter Spreij

Discrete Normal distribution and its relationship with Jacobi Theta functions pp. 289-299

Pawel J. Szablowski

Exact asymptotic behaviour of the distribution of the supremum pp. 301-311

M. S. Sgibnev

Monotonicity properties of certain expected extreme order statistics pp. 313-319

Jesús de la Cal and Ana M. Valle

Measuring conformability of probabilities pp. 321-327

D. M. Bravata, R. W. Cottle, B. C. Eaves and I. Olkin

On the properties for increments of a local time - a look through the set of limit points pp. 329-340

Wensheng Wang

Volume 52, issue 2, 2001

General over-relaxation Markov chain Monte Carlo algorithms for Gaussian densities pp. 115-124

Piero Barone, Giovanni Sebastiani and Julian Stander

Large sample distribution of the likelihood ratio test for normal mixtures pp. 125-133

Hanfeng Chen and Jiahua Chen

On the correspondence between population-averaged models and a class of cluster-specific models for correlated binary data pp. 135-144

Andreas I. Sashegyi, K. Stephen Brown and Patrick J. Farrell

Better Buehler confidence limits pp. 145-154

Paul Kabaila

Sharp constants in the Poisson approximation pp. 155-168

Bero Roos

Data graduation based on statistical time series methods pp. 169-175

Víctor M. Guerrero, Rodrigo Juárez and Pilar Poncela

On sampling the degree-of-freedom of Student's-t disturbances pp. 177-181

Toshiaki Watanabe

On the equation [mu]t+s=[mu]s*Ts[mu]t pp. 183-188

Byron Schmuland and Wei Sun

Some results on asymptotics in adaptive cluster sampling pp. 189-197

L. Di Consiglio and M. Scanu

Assessing the covariance function in geostatistics pp. 199-206

Ana F. Militino and M. Dolores Ugarte

Sharp distribution-free bounds on the bias in estimating quantiles via order statistics pp. 207-213

Andrzej Okolewski and Tomasz Rychlik

Optimal designs for testing the functional form of a regression via nonparametric estimation techniques pp. 215-224

Stefanie Biedermann and Holger Dette

Volume 52, issue 1, 2001

About the absolute continuity and orthogonality for two probability measures pp. 1-8

A. R. Darwich

Estimating quantiles of a selected exponential population pp. 9-19

Somesh Kumar and Aditi Kar

Space-time analysis using a general product-sum model pp. 21-28

S. De Iaco, D. E. Myers and D. Posa

Optimal design of experiments subject to correlated errors pp. 29-34

Andrej Pázman and Werner Müller

A geometric approach to singularity for Hilbert space-valued SDEs pp. 35-45

Yoon Tae Kim

Survival function and density estimation for truncated dependent data pp. 47-57

Liuquan Sun and Xian Zhou

A higher-order approximation to likelihood inference in the Poisson mixed model pp. 59-67

Brajendra C. Sutradhar and Kalyan Das

On estimating the slope of increasing boundaries pp. 69-72

Byeong U. Park

Bounds for optimal stopping values of dependent random variables with given marginals pp. 73-78

Alfred Müller

Multiscale percolation on k-symmetric mosaic pp. 79-84

M. V. Menshikov, S. Yu. Popov and M. Vachkovskaia

A roughness-penalty view of kernel smoothing pp. 85-89

Li-Shan Huang

Large deviations for heavy-tailed random sums in compound renewal model pp. 91-100

Qihe Tang, Chun Su, Tao Jiang and Jinsong Zhang

Tightness and weak convergence for jump processes pp. 101-107

Allan Gut and Svante Janson

Minimum Riemannian risk equivariant estimator for the univariate normal model pp. 109-113

Gloria García and Josep M. Oller