Statistics & Probability Letters

1982 - 2025

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

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Volume 51, issue 4, 2001

Moments of skew-normal random vectors and their quadratic forms pp. 319-325

Marc G. Genton, Li He and Xiangwei Liu

Variable selection by stepwise slicing in nonparametric regression pp. 327-336

K. B. Kulasekera

Asymptotic theory for Box-Cox transformations in linear models pp. 337-343

Kwanho Cho, In-Kwon Yeo, Richard A. Johnson and Wei-Yin Loh

Prediction interval estimation in transformed linear models pp. 345-350

Kwanho Cho, In-Kwon Yeo, Richard A. Johnson and Wei-Yin Loh

A central limit theorem for nonuniform [phi]-mixing random fields with infinite variance pp. 351-359

Alberto L. Maltz

Robust estimation of the conditional median function at elliptical models pp. 361-368

Christophe Croux, Catherine Dehon, Peter Rousseeuw and Stefan Van Aelst

Some quantitative relationships between two types of finite sample breakdown point pp. 369-375

Yijun Zuo

Properties of selected subset diagnostics in regression pp. 377-388

D. R. Jensen

Stochastic orders of the sums of two exponential random variables pp. 389-396

Kuo-Hwa Chang

An Esséen-type inequality for probability density functions, with an application pp. 397-408

George G. Roussas

On the propriety of a modified Jeffreys's prior for variance components in binary random effects models pp. 409-414

Ranjini Natarajan

Multifold sumsets and fast decreasing of concentration functions pp. 415-421

A. S. Fainleib

Maximum likelihood estimation of a change-point for exponentially distributed random variables pp. 423-429

Stergios Fotopoulos and Venkata Jandhyala

Volume 51, issue 3, 2001

The Euler scheme for Hilbert space valued stochastic differential equations pp. 207-213

Raúl Fierro and Soledad Torres

A functional modulus of continuity for a Wiener process pp. 215-223

Bin Chen and Miklós Csörgo

On the estimation of spread rate for a biological population pp. 225-234

Jim Clark, Lajos Horvath and Mark Lewis

Large and moderate deviations upper bounds for the Gaussian autoregressive process pp. 235-243

Julien Worms

Optimal bandwidths for kernel density estimators of functions of observations pp. 245-251

Ibrahim A. Ahmad and Yanqin Fan

A nonparametric least-squares test for checking a polynomial relationship pp. 253-261

Irène Gijbels and Valentin Rousson

On the large deviation principle for the almost sure CLT pp. 263-267

M. A. Lifshits and E. S. Stankevich

Limit behaviour of sums of independent random variables with respect to the uniform p-adic distribution pp. 269-276

Andrei Khrennikov

Estimating one of two normal means when their difference is bounded pp. 277-284

Constance van Eeden and James V. Zidek

Fluctuations of a super-Brownian motion with randomly controlled immigration pp. 285-291

Wenming Hong and Zenghu Li

First passage times on zero and one and natural exponential families pp. 293-298

Célestin C. Kokonendji

A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent process pp. 299-305

Tae-Sung Kim and Jong-Il Baek

Weighted Nadaraya-Watson regression estimation pp. 307-318

Zongwu Cai

Volume 51, issue 2, 2001

Semi-parametric estimation of long-range dependence index in infinite variance time series pp. 101-109

Liang Peng

Preservation of some likelihood ratio stochastic orders by order statistics pp. 111-119

Rosa E. Lillo, Asok K. Nanda and Moshe Shaked

L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term pp. 121-130

Zudi Lu and Zhenyu Jiang

Asymptotics for linear random fields pp. 131-141

D. Marinucci and S. Poghosyan

An alternative definition of the influence function pp. 143-153

Rainer Schlittgen and Rainer Schwabe

Convergence of randomly weighted sums of Banach space valued random elements and uniform integrability concerning the random weights pp. 155-164

Tien-Chung Hu, Manuel Ordóñez Cabrera and Andrei I. Volodin

GR-estimates for an autoregressive time series pp. 165-172

Jeffrey T. Terpstra, Joseph W. McKean and Joshua D. Naranjo

Boundary singularity problem of some nonlinear elliptic equations pp. 173-179

Yanxia Ren

Almost sure limit points of record values from two independent populations pp. 181-187

S. S. Nayak and Madhusudhan Zalki

An estimator of the number of change points based on a weak invariance principle pp. 189-196

Christoph Kühn

Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion pp. 197-206

Jean Mémin, Yulia Mishura and Esko Valkeila

Volume 51, issue 1, 2001

Understanding average Brownian exit time pp. 1-8

Kimberly K. J. Kinateder

Estimating and modeling space-time correlation structures pp. 9-14

L. De Cesare, D. E. Myers and D. Posa

On asymptotic differentiability of averages pp. 15-23

Anton Schick

A stratified sampling model in spherical feature inspection using coordinate measuring machines pp. 25-34

Kai-Tai Fang, Song-Gui Wang and Gang Wei

The size of diagonal two-order Gaussian chaoses pp. 35-39

P. Heinrich

On weighted design optimality criteria and response surface parameterizations pp. 41-46

Neil A. Butler

A remark on quadrant normal probabilities in high dimensions pp. 47-51

Yosef Rinott and Vladimir Rotar

Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals pp. 53-61

Adam T. Martinsek

A uniform strong law of large numbers for U-statistics with application to transforming to near symmetry pp. 63-69

In-Kwon Yeo and Richard A. Johnson

On a certain class of nonparametric density estimators with reduced bias pp. 71-78

Kanta Naito

On efficient estimation of invariant density for ergodic diffusion processes pp. 79-85

Ilia Negri

High breakdown analogs of the trimmed mean pp. 87-92

David J. Olive

Characterizations of distributions via the stochastic ordering property of random linear forms pp. 93-99

Gwo Dong Lin and Chin-Yuan Hu