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Statistics & Probability Letters

1982 - 2021

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

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Volume 32, issue 4, 1997

On some distributional and limit properties of factorizable distributions pp. 329-337 Downloads
Jacek Wesolowski
A note on the growth of random trees pp. 339-342 Downloads
J. D. Biggins and D. R. Grey
A kind of strong deviation theorem for the sequences of nonnegative integer-valued random variables pp. 343-349 Downloads
Liu Wen
Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral pp. 351-356 Downloads
Kurt S. Riedel
The limit behavior of maxima modulo one and the number of maxima pp. 357-366 Downloads
Yongcheng Qi and R. J. G. Wilms
Projections on cones, chi-bar squared distributions, and Weyl's formula pp. 367-376 Downloads
Yong Lin and Bruce G. Lindsay
Submultiplicative moments of the supremum of a random walk with negative drift pp. 377-383 Downloads
M. S. Sgibnev
A Glivenko-Cantelli theorem for exchangeable random variables pp. 385-391 Downloads
Patrizia Berti and Pietro Rigo
Non-parametric randomness tests based on success runs of fixed length pp. 393-404 Downloads
M. V. Koutras and V. A. Alexandrou
A note on the residual empirical process in autoregressive models pp. 405-411 Downloads
Sangyeol Lee
Linear restrictions and two step multivariate least squares with applications pp. 413-416 Downloads
A. K. Gupta and D. G. Kabe
Frequentist properties of a Bayesian analog to Fabian's bound pp. 417-424 Downloads
Ping Sa and Don Edwards
Backward stochastic differential equations with continuous coefficient pp. 425-430 Downloads
J. P. Lepeltier and J. San Martin

Volume 32, issue 3, 1997

Assessing risk with doubly censored data: an application to the analysis of radiation-induced thyropathy pp. 223-230 Downloads
Ilya L. Kruglikov, Nikolaj I. Pilipenko, Alexander D. Tsodikov and Andrej Yu. Yakovlev
A new property of Stein procedure in measurement error model pp. 231-234 Downloads
Anil K. Srivastava and Shalabh
The laws of the iterated logarithm for two kinds of PP statistics pp. 235-243 Downloads
Cui Hengjian
The Hájek-Rényi inequality for Banach space valued martingales and the p smoothness of Banach spaces pp. 245-248 Downloads
Gan Shixin
Model checks under random censorship pp. 249-259 Downloads
A. Nikabadze and W. Stute
Asymmetric quasimedians: Remarks on an anomaly pp. 261-268 Downloads
Govind S. Mudholkar and Alan D. Hutson
The need for a revised lower limit for the 4253H, Twice nonparametric smoother pp. 269-272 Downloads
J. E. Janosky, T. R. Pellitieri and Q. M. Al-Shboul
Can the finiteness of a mean be tested? pp. 273-277 Downloads
D. L. Hawkins
On identity reproducing nonparametric regression estimators pp. 279-290 Downloads
B. U. Park, W. C. Kim and M. C. Jones
Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions pp. 291-299 Downloads
Yi Zhao and Sadanori Konishi
Admissibility of the usual estimators under error-in-variables superpopulation model pp. 301-309 Downloads
Guohua Zou and Hua Liang
Some problems of nonparametric estimation by observations of ergodic diffusion process pp. 311-320 Downloads
Yu. A. Kutoyants
A derivation of BLUP--Best linear unbiased predictor pp. 321-324 Downloads
Jiming Jiang
Exact confidence regions and tests in some linear functional relationships pp. 325-328 Downloads
Subramanyam Kasala and Thomas Mathew

Volume 32, issue 2, 1997

Rate-of-convergence in the multivariate max-stable limit theorem pp. 115-123 Downloads
Makoto Maejima and Svetlozar T. Rachev
A local limit theorem for hidden Markov chains pp. 125-131 Downloads
Michael Maxwell and Michael Woodroofe
Small ball problem via wavelets for Gaussian processes pp. 133-139 Downloads
Yazhen Wang
Wavelet based empirical Bayes estimation for the uniform distribution pp. 141-146 Downloads
Su-Yun Huang
A note on the weak invariance principle for local times pp. 147-159 Downloads
Ju-Sung Kang and In-Suk Wee
A new property of the inverse Gaussian distribution with applications pp. 161-166 Downloads
Stavros Kourouklis
A mean convergence theorem and weak law for arrays of random elements in martingale type p Banach spaces pp. 167-174 Downloads
André Adler, Andrew Rosalsky and Andrej I. Volodin
Statistical meaning of Carlen's superadditivity of the Fisher information pp. 175-179 Downloads
Abram Kagan and Zinoviy Landsman
Positivity of the best unbiased L-estimator of the scale parameter with complete or selected order statistics from location-scale distribution pp. 181-188 Downloads
Zhidong Bai, Sanat K. Sarkar and Wenjin Wang
Algorithms for the likelihood-based estimation of the random coefficient model pp. 189-199 Downloads
Chungyeol Shin and Yasuo Amemiya
The asymptotic normality of a rank correlation statistic based on rises pp. 201-205 Downloads
Ibrahim A. Salama and Dana Quade
Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution pp. 207-214 Downloads
Brenda MacGibbon and Glenn Shorrock
Limit theorems for some doubly stochastic processes pp. 215-221 Downloads
Oesook Lee

Volume 32, issue 1, 1997

Control charts based on order-restricted tests pp. 1-10 Downloads
Carmen Arteaga and Johannes Ledolter
Minimax estimation of the diffusion coefficient through irregular samplings pp. 11-24 Downloads
Marc Hoffmann
Asymptotic properties for Dirichlet processes indexed by a class of functions pp. 25-33 Downloads
Dixin Zhang
Nonparametric regression with errors in variables and applications pp. 35-43 Downloads
D. A. Ioannides and P. D. Alevizos
Limit theorems for rank statistics pp. 45-55 Downloads
M. Husková
A remark on non-smoothness of the self-intersection local time of planar Brownian motion pp. 57-65 Downloads
Sergio Albeverio, Yaozhong Hu and Xian Yin Zhou
Some refinements of the quasi-quantiles pp. 67-74 Downloads
Govind S. Mudholkar and Alan D. Hutson
Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model pp. 75-79 Downloads
Peter Moffatt
Poisson convergence for set-indexed empirical processes pp. 81-86 Downloads
B. Gail Ivanoff and Ely Merzbach
Empirical likelihood confidence intervals for M-functionals in the presence of auxiliary information pp. 87-97 Downloads
Biao Zhang
A note on admissibility of the maximum likelihood estimator for a bounded normal mean pp. 99-105 Downloads
Manabu Iwasa and Yoshiya Moritani
Computing the observed information in the hidden Markov model using the EM algorithm pp. 107-114 Downloads
James P. Hughes
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