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Statistics & Probability Letters

1982 - 2021

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

From Elsevier
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Volume 33, issue 4, 1997

A multivariate approach for estimating the random effects variance component in one-way random effects model pp. 333-339 Downloads
Brajendra C. Sutradhar
Prediction with incomplete past and interpolation of missing values pp. 341-346 Downloads
R. Cheng and M. Pourahmadi
On the logarithmic average of iterated processes pp. 347-358 Downloads
Endre Csáki and Antónia Földes
Properties of an inverse Gaussian mixture of bivariate exponential distribution and its generalization pp. 359-365 Downloads
Dhaifalla K. Al-Mutairi
The structure of generalized domains of semistable attraction pp. 367-372 Downloads
Mark M. Meerschaert and Hans-Peter Scheffler
A note on the number of maxima in a discrete sample pp. 373-377 Downloads
Yongcheng Qi
Packing dimension of the image of fractional Brownian motion pp. 379-387 Downloads
Yimin Xiao
Characterizations of the IFR and DFR aging notions by means of the dispersive order pp. 389-393 Downloads
Franco Pellerey and Moshe Shaked
Some improvements on the Lundberg bound for the ruin probability pp. 395-403 Downloads
Jun Cai and Yanhong Wu
Probability densities from distances and discrimination pp. 405-411 Downloads
C. M. Cuadras, R. A. Atkinson and J. Fortiana
Kronecker product of mutually associable PBB designs pp. 413-418 Downloads
Henryk Brzeskwiniewicz
The breakdown value of the L1 estimator in contingency tables pp. 419-425 Downloads
Mia Hubert
Some notes on preferred point [alpha]-geometry and [alpha]-divergence function pp. 427-437 Downloads
Hong-Tu Zhu and Bo-Cheng Wei

Volume 33, issue 3, 1997

Parameter estimation and hypothesis testing in stationary vector time series pp. 225-234 Downloads
Yoshihide Kakizawa
Connectedness conditions for the convergence of the Gibbs sampler pp. 235-240 Downloads
J. P. Hobert, C. P. Robert and C. Goutis
A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models pp. 241-251 Downloads
ByoungSeon Choi
Nonparametric inference for thinned point process pp. 253-258 Downloads
Nadia Bensaïd
Stochastic ordering of flows on manifolds pp. 259-261 Downloads
Laurence A. Baxter
The dilation order, the dispersion order, and orderings of residual lives pp. 263-275 Downloads
F. Belzunce, Franco Pellerey, J. M. Ruiz and Moshe Shaked
On certain characterization of normal distribution pp. 277-280 Downloads
Krzysztof Oleszkiewicz
Sandwich theorem in comparison of multivariate normal experiments pp. 281-284 Downloads
C. Stepniak
A note on using location shift in the Midzuno-Sen scheme of sampling with a transformed variable pp. 285-290 Downloads
J. Sahoo
Sparse spatial autoregressions pp. 291-297 Downloads
Kelley Pace and Ronald Barry
Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely pp. 299-307 Downloads
Norbert Henze
Stochastic comparison for Markov processes on a product of partially ordered sets pp. 309-320 Downloads
Florence Forbes and Olivier François
A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series pp. 321-331 Downloads
Min Chen and Hong Zhi An

Volume 33, issue 2, 1997

Adaptive estimation of a function of a mean vector pp. 109-115 Downloads
Martin Fox
Stability of the posterior mean in linear models An admissibility property of D-optimum and E-optimum designs pp. 117-123 Downloads
Marek Meczarski and Ryszard Zielinski
On convergence of multivariate Laplace transforms pp. 125-128 Downloads
S. T. Jensen and Bent Nielsen
On the ML-estimator of the positive and negative two-parameter binomial distribution pp. 129-134 Downloads
Carlo Ferreri
Semi-parametric likelihood ratio confidence intervals for various differences of two populations pp. 135-143 Downloads
Yong Song Qin
A note on universally optimal row-column designs with empty nodes pp. 145-149 Downloads
Chao-Ping Ting, Bing-Ying L. Lin and Feng-Shun Chai
Criteria for the strong law of large numbers for sequences of arbitrary random vectors pp. 151-157 Downloads
N. Etemadi
A normality criterion for random vectors based on independence pp. 159-165 Downloads
M. J. Valderrama and A. M. Aguilera
Adaptive choice of trimming proportion in trimmed least-squares estimation pp. 167-176 Downloads
Yadolah Dodge and Jana Jurecková
Semiparametric unit root tests based on symmetric estimators pp. 177-184 Downloads
Dong Wan Shin and Beong-Soo So
Accurate rates of density estimators for continuous-time processes pp. 185-191 Downloads
D. Blanke and D. Bosq
Minimax second-order designs over hypercubes for the difference between estimated responses at a point and at the centre pp. 193-199 Downloads
S. Huda
Unifying the derivations for the Akaike and corrected Akaike information criteria pp. 201-208 Downloads
Joseph E. Cavanaugh
Rank regression with estimated scores pp. 209-216 Downloads
Joshua D. Naranjo and Joseph W. McKean
Iterated logarithm law for sample generalized partial autocorrelations pp. 217-223 Downloads
B. Truong-Van

Volume 33, issue 1, 1997

Frequency polygons for weakly dependent processes pp. 1-13 Downloads
Michel Carbon, Bernard Garel and Lanh Tat Tran
Likelihood ratio tests for genetic linkage pp. 15-22 Downloads
Mohamed Lemdani and Odile Pons
Bayes and empirical Bayes estimation with errors in variables pp. 23-34 Downloads
Shunpu Zhang and Rohana J. Karunamuni
Variance estimation with diffuse prior information pp. 35-39 Downloads
Barry C. Arnold and Jose A. Villasenor
Sparse consistency and smoothing for multinomial data pp. 41-48 Downloads
Marc Aerts, Ilse Augustyns and Paul Janssen
Indices of empirical robustness pp. 49-62 Downloads
J. Cabrera, G. Maguluri and K. Singh
Testing linear and loglinear error components regressions against Box-Cox alternatives pp. 63-68 Downloads
Badi Baltagi
On stable processes of bounded variation pp. 69-77 Downloads
Victor Pérez-Abreu and Alfonso Rocha-Arteaga
On the interval recurrence property of (N, d)-Ornstein-Uhlenbeck processes pp. 79-84 Downloads
H. Wang and X. Chen
A new proof of the multidimensional convergence of types theorem pp. 85-88 Downloads
Daniel Neuenschwander
Nonparametric regression with long-memory errors pp. 89-94 Downloads
Rohit Deo
Testing for constant variance in a linear model pp. 95-103 Downloads
Angela Diblasi and Adrian Bowman
Sharp bounds for the expected value of order statistics pp. 105-107 Downloads
J. S. Huang
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