Statistics & Probability Letters

1982 - 2025

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

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Volume 50, issue 4, 2000

Some results on the proportional reversed hazards model pp. 313-321

Antonio Di Crescenzo

Local likelihood ratio tests in the normal mixture model pp. 323-329

Yanhong Wu and Yongxia Xu

Minimum Hellinger distance estimation for supercritical Galton-Watson processes pp. 331-342

T. N. Sriram and A. N. Vidyashankar

Saddlepoint approximation at the edges of a conditional sample space pp. 343-349

John E. Kolassa

On the fluctuations of independent copies of moving maxima pp. 351-356

S. S. Nayak and Madhusudhan Zalki

Maximal inequalities for demimartingales and a strong law of large numbers pp. 357-363

Tasos C. Christofides

Arch model with Box-Cox transformed dependent variable pp. 365-374

Nityananda Sarkar

An iterative approximation procedure for the distribution of the maximum of a random walk pp. 375-381

Wolfgang Stadje

On finding mixed orthogonal arrays of strength 2 with many 2-level factors pp. 383-388

Dean DeCock and John Stufken

Bootstrap tests for unit roots in seasonal autoregressive models pp. 389-395

Zacharias Psaradakis

A note on random fields forming conditional bases pp. 397-400

Naveen Bansal, G. G. Hamedani and Hao Zhang

Random dynamical systems arising from iterated function systems with place-dependent probabilities pp. 401-407

Anna A. Kwiecinska and Wojciech Slomczynski

Subadditive ergodic theorems for random sets in infinite dimensions pp. 409-416

Jennie C. Hansen and Paul Hulse

Volume 50, issue 3, 2000

Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE pp. 207-218

Dong Wan Shin and Man-Suk Oh

Some pathological regression asymptotics under stable conditions pp. 219-228

Roger Koenker and Stephen Portnoy

A multivariate central limit theorem for continuous local martingales pp. 229-235

Harry van Zanten

The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions pp. 237-243

Giovanni Forchini

Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case pp. 245-255

Xavier Bardina, Maria Jolis and Carles Rovira

ANOCOVA models with measurement errors pp. 257-263

Heleno Bolfarine and Mário de Castro

Random vectors with HNBUE-type marginal distributions pp. 265-271

Franco Pellerey

A note on almost sure exponential stability for stochastic partial functional differential equations pp. 273-278

Kai Liu and Aubrey Truman

Minimax lower bounds and moduli of continuity pp. 279-284

Geurt Jongbloed

Random fractals generated by oscillations of the uniform empirical process pp. 285-291

Zacharie Dindar

Random motions, classes of ergodic Markov chains and beta distributions pp. 293-304

Jordan Stoyanov and Christo Pirinsky

Strong laws for the maximal gain over increasing runs pp. 305-312

Andrei Frolov, Alexander Martikainen and Josef Steinebach

Volume 50, issue 2, 2000

Availability of a system maintained through several imperfect repairs before a replacement or a perfect repair pp. 105-114

Atanu Biswas and Jyotirmoy Sarkar

When do best confidence limits exist? pp. 115-120

Paul Kabaila and Chris J. Lloyd

Stochastic orders based on the Laplace transform and infinitely divisible distributions pp. 121-129

Jaroslaw Bartoszewicz

Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions pp. 131-135

Chris A. J. Klaassen, Philip J. Mokveld and Bert van Es

On bootstrapping L2-type statistics in density testing pp. 137-147

Michael H. Neumann and Efstathios Paparoditis

Fortet-Mourier norms associated with some iterated function systems pp. 149-154

Radu Zaharopol

Characterization of weak limits of randomly indexed sequences pp. 155-163

A. Krajka

Minimum cost dead band adjustment schemes under tool-wear effects and delayed dynamics pp. 165-178

Alberto Luceño

Exchangeable cluster binary data correlation coefficient estimation with generalized estimating equations pp. 179-186

Tsung-Shan Tsou

Sequential selection with a better-than-average rule pp. 187-191

J. Preater

Testing lattice conditional independence models based on monotone missing data pp. 193-201

Lang Wu and Michael D. Perlman

Volume 50, issue 1, 2000

Asymptotic normality of the kernel estimate of a probability density function under association pp. 1-12

George G. Roussas

Invariant probability measures for a class of Feller Markov chains pp. 13-21

O. L. V. Costa and F. Dufour

Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted pp. 23-32

Alan Wan, Guohua Zou and Andy H. Lee

A note on decision theoretic estimation of ordered parameters pp. 33-38

George Iliopoulos

Characterization of maximum probability points in the Multivariate Hypergeometric distribution pp. 39-47

F. Requena and N. Martin Ciudad

A note on breakdown theory for bootstrap methods pp. 49-53

Feifang Hu and Jianhua Hu

Asymptotic reliability of a linearly connected system with an infinite number of components pp. 55-62

Vanderlei da Costa Bueno

Finite sample performance of density estimators from unequally spaced data pp. 63-73

José A. Vilar and Juan M. Vilar

Lower bounds for the variance in certain nonregular distributions pp. 75-81

I. Barranco-Chamorro, Fernando López-Blázquez and J. L. Moreno-Rebollo

A Bayesian decision rule for remediation actions at toxic waste sites pp. 83-88

Ling Chen and Jun Shao

Estimating future stage entry and occupation probabilities in a multistage model based on randomly right-censored data pp. 89-95

Somnath Datta and Glen A. Satten

A pair of estimating equations for a mean vector pp. 97-103

Takemi Yanagimoto

Volume 49, issue 4, 2000

Testing for sufficient follow-up in survival data pp. 313-322

Pao-sheng Shen

Sharp linear and block shrinkage wavelet estimation pp. 323-329

Sam Efromovich

A note on weak viability for controlled diffusion pp. 331-336

Laurent Mazliak

The distribution of increasing l-sequences in random permutations: a Markov chain approach pp. 337-344

Brad C. Johnson and James C. Fu

Smoothed Langevin proposals in Metropolis-Hastings algorithms pp. 345-354

Øivind Skare, Fred Espen Benth and Arnoldo Frigessi

Multiple modes in densities with normal conditionals pp. 355-363

Barry C. Arnold, Enrique Castillo, José María Sarabia and Laureano González-Vega

Exchangeable mixture models for lifetimes: the role of "occupation numbers" pp. 365-375

Anna Gerardi, Fabio Spizzichino and Barbara Torti

Dynamic graphical models and nonhomogeneous hidden Markov models pp. 377-385

Beatriz Lacruz, Pilar Lasala and Alberto Lekuona

A note on gamma random variables and Dirichlet series pp. 387-392

Zbigniew J. Jurek

Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean pp. 393-400

Jeankyung Kim

V-Subgeometric ergodicity for a Hastings-Metropolis algorithm pp. 401-410

Gersende Fort and Eric Moulines

Calculation of critical values for Dunnett and Tamhane's step-up multiple test procedure pp. 411-416

K. S. Kwong and W. Liu

Volume 49, issue 3, 2000

Estimation of the population total when the population size is unknown pp. 211-216

Manzoor Ahmad, Serge Alalouf and Yogendra P. Chaubey

An Edgeworth expansion for the m out of n bootstrapped median pp. 217-223

Anat Sakov and Peter J. Bickel

Stability of the characterization of normal distribution in the Laha-Lukacs theorem pp. 225-233

Romanas Yanushkevichius

On the strong convergence of the product-limit estimator and its integrals under censoring and random truncation pp. 235-244

Shuyuan He and Grace L. Yang

Strong law of large numbers for Markov chains field on a Bethe tree pp. 245-250

Weiguo Yang and Wen Liu

Can coverage of confidence intervals be used to judge the goodness of point estimators in finite population double sampling? pp. 251-256

A. Adam Ding

The kurtosis coefficient and the linear discriminant function pp. 257-261

Daniel Peña and Francisco J. Prieto

Residual entropy and its characterizations in terms of hazard function and mean residual life function pp. 263-269

Majid Asadi and Nader Ebrahimi

Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal pp. 271-276

Dean M. Young, Patrick L. Odell and William Hahn

Bayes inference for treatment effects with uncertain order constraints pp. 277-283

Mohamed T. Madi, Thomas Leonard and Kam-Wah Tsui

The skew-Cauchy distribution pp. 285-290

Barry C. Arnold and Robert J. Beaver

On the number of equilibrium states in weakly coupled random networks pp. 291-297

Akira Date, Chii-Ruey Hwang and Shuenn-Jyi Sheu

A limit property of random conditional probabilities pp. 299-304

Wen Liu

Non-uniform bounds for geometric approximation pp. 305-311

M. J. Phillips and Graham V. Weinberg

Volume 49, issue 2, 2000

Large deviations inequalities for partial sums of random measures pp. 105-112

Nadia Bensaïd and Pierre Jacob

A note on logarithmic tail asymptotics and mixing pp. 113-118

Nina Gantert

The intermediate arc-sine law pp. 119-125

Yakov Nikitin and Enzo Orsingher

On SDEs with marginal laws evolving in finite-dimensional exponential families pp. 127-134

Damiano Brigo

Small variance of subgraph counts in a random tournament pp. 135-138

Pontus Andersson

On local estimating equations in additive multiparameter models pp. 139-148

Gerda Claeskens and Marc Aerts

Some identities on semimartingales local times pp. 149-153

F. Coquet and Y. Ouknine

A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function pp. 155-161

Zhenmin Chen

On generalized Pólya urn models pp. 163-173

Samuel Kotz, Hosam Mahmoud and Philippe Robert

D-optimal design for Becker's minimum polynomial pp. 175-179

Ralf-Dieter Hilgers

A large deviation theorem for U-processes pp. 181-193

Robert Serfling and Wenyang Wang

Sequential change-point detection with likelihood ratios pp. 195-204

Edit Gombay

Properties of Bayes testing procedures in order restricted inference pp. 205-209

Arthur Cohen and H. B. Sackrowitz

Volume 49, issue 1, 2000

An invertible transformation two-sample trimmed t-statistic under heterogeneity and nonnormality pp. 1-7

Jiin-Huarng Guo and Wei-Ming Luh

Limit theorems for nonparametric sample entropy estimators pp. 9-18

Kai-Sheng Song

Limit behaviour for a subcritical bisexual Galton-Watson branching process with immigration pp. 19-24

M. González, M. Molina and M. Mota

Simultaneous confidence intervals based on one-sided max t test pp. 25-37

Chihiro Hirotsu and Muni S. Srivastava

A stability property for probability measures on Abelian groups pp. 39-44

H. Carnal and G. M. Feldman

On positive and negative moments of the integral of geometric Brownian motions pp. 45-52

Catherine Donati-Martin, Hiroyuki Matsumoto and Marc Yor

Test of tails based on extreme regression quantiles pp. 53-61

Jana Jurecková

A reverse martingale property that characterizes the natural exponential family with quadratic variance function pp. 63-68

Fernando López-Blázquez and Begoña Salamanca-Miño

A central limit theorem for a random quadratic form of strictly stationary processes pp. 69-79

Jiti Gao and Vo Anh

Multisample tests for scale based on kernel density estimation pp. 81-91

Takamasa Mizushima

An extension of the almost sure max-limit theorem pp. 93-103

Ingo Fahrner