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Statistics & Probability Letters

1982 - 2021

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

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Volume 31, issue 4, 1997

On the efficiency of a continuous version of the simulated annealing algorithm pp. 247-253 Downloads
Chang C. Y. Dorea
Confidence interval estimation of population means subject to order restrictions using resampling procedures pp. 255-265 Downloads
Shyamal Das Peddada
Bayes p-values pp. 267-274 Downloads
Peter Thompson
Simulating theta random variates pp. 275-279 Downloads
Luc Devroye
On the logical independence of the identities defining the stochastic independence of random events pp. 281-284 Downloads
Vladimír Balek and Ivan Mizera
The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence pp. 285-293 Downloads
S. Sethuraman and I. V. Basawa
An exponential characterization based on a type II censored sample pp. 295-298 Downloads
Jian-Lun Xu and Grace L. Yang
Limit of the quadratic risk in density estimation using linear methods pp. 299-312 Downloads
Kerkyacharian Gérard and Picard Dominique
A class of quasi-Polya distributions pp. 313-322 Downloads
Kanwar Sen and Ritu Jain
Characterization of lifetime distributions in the Ls-sense by a generalized spread pp. 323-331 Downloads
J. M. Fernandez-Ponce and J. Muñoz-Perez
Bayesian test of homogeneity for Markov chains pp. 333-338 Downloads
Jérôme A. Dupuis
Estimating the integral of a squared regression function with Latin hypercube sampling pp. 339-349 Downloads
Wei-Liem Loh
Assessing influence on the goodness-of-link in generalized linear models pp. 351-358 Downloads
Andy H. Lee and Yuejen Zhao
Improved bivariate Bonferroni-type inequalities pp. 359-364 Downloads
Min-Young Lee

Volume 31, issue 3, 1997

On the orthogonal representation of generalized random fields pp. 145-153 Downloads
J. M. Angulo and M. D. Ruiz-Medina
An application of the method of finite Markov chain imbedding to runs tests pp. 155-161 Downloads
W. Y. Wendy Lou
A characterisation of Polya tree distributions pp. 163-168 Downloads
Stephen Walker and Pietro Muliere
A new approach to the Lindley recursion pp. 169-175 Downloads
Wolfgang Stadje
On the strong universal consistency of a recursive regression estimate by Pál Révész pp. 177-183 Downloads
László Györfi and Harro Walk
Kernel regression estimators for signal recovery pp. 185-198 Downloads
M. Pawlak and U. Stadtmüller
Locating the maximum of an empirical process pp. 199-211 Downloads
Z. Shi
The geometric ergodicity and existence of moments for a class of non-linear time series model pp. 213-224 Downloads
Hongzhi An, Min Chen and Fuchun Huang
Rate of convergence in the strong law of large numbers for a class of U-statistics and von Mises statistics pp. 225-231 Downloads
Tasos C. Christofides
On exponential moments of two Brownian functionals pp. 233-237 Downloads
Wolfgang Stummer
Control of directional errors with step-up multiple tests pp. 239-242 Downloads
Wei Liu

Volume 31, issue 2, 1996

On bayesian estimation of the multiple decrement function in the competing risks problem pp. 75-83 Downloads
Andrew A. Neath and Francisco J. Samaniego
On the maximal inequality pp. 85-89 Downloads
Qiying Wang
On the domain of attraction of exp(-exp(-x)) pp. 91-95 Downloads
J. L. Geluk
On estimation for censored autoregressive data pp. 97-105 Downloads
M. Vasudaven, M. G. Nair and M. M. Sithole
A modified runs test for symmetry pp. 107-112 Downloads
Reza Modarres and Joseph L. Gastwirth
A model for a multivariate binary response with covariates based on compatible conditionally specified logistic regressions pp. 113-120 Downloads
Harry Joe and Ying Liu
Simple expressions for success run distributions in bernoulli trials pp. 121-128 Downloads
Marco Muselli
Modelling and analysis of count data using a renewal process pp. 129-132 Downloads
M. J. Faddy
A note about stationary process random sampling pp. 133-137 Downloads
Pr. B. Lacaze
Cook's distance in spline smoothing pp. 139-144 Downloads
Choongrak Kim

Volume 31, issue 1, 1996

A note on maxima of bivariate random vectors pp. 1-6 Downloads
G. Hooghiemstra and J. Hüsler
On the estimation of the unknown sample size from the number of records pp. 7-12 Downloads
J. L. Moreno Rebollo, I. Barranco Chamorro, F. López Blázquez and T. Gómez Gómez
A note on martingale inequalities for fluid models pp. 13-21 Downloads
Zbigniew Palmowski and Tomasz Rolski
The location linear discriminant for classifying observations with unequal variances pp. 23-29 Downloads
Chi-Ying Leung
Conditional inference procedures for the Laplace distribution based on Type-II right censored samples pp. 31-39 Downloads
Aaron Childs and N. Balakrishnan
Some remarks on (p;m,n) distributions pp. 41-43 Downloads
Martin Bilodeau
Robust bounded influence tests against one-sided hypotheses in general parametric models pp. 45-50 Downloads
Mervyn J. Silvapulle
A simple estimator for correlation in incomplete data pp. 51-57 Downloads
W. Albers and M. F. Teulings
Two-dimensional discrete scan statistics pp. 59-68 Downloads
Jie Chen and Joseph Glaz
On the distinguished role of the multivariate exponential distribution in Bayesian estimation in competing risks problems pp. 69-74 Downloads
Andrew A. Neath and Francisco J. Samaniego

Volume 30, issue 4, 1996

A covariance inequality under a two-part dependence assumption pp. 287-293 Downloads
Richard C. Bradley
On the shape of the domain occupied by a supercritical branching random walk pp. 295-303 Downloads
P. Révész
A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model pp. 305-311 Downloads
Zudi Lu
Lorenz ordering of power-function order statistics pp. 313-319 Downloads
Bernd Wilfling
Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families pp. 321-331 Downloads
Chen Guijing
On approximation of the level probabilities for testing ordered parallel regression lines pp. 333-338 Downloads
Gilberto A. Paula
Second- and third-order bias reduction for one-parameter family models pp. 339-345 Downloads
Silvia L. P. Ferrari, Denise A. Botter, Gauss M. Cordeiro and Francisco Cribari-Neto
A characterization of multivariate normal distribution and its application pp. 347-352 Downloads
Zhen-Hai Yang, Kai-Tai Fang and Jia-Juan Liang
Multinomial estimation procedures for two stochastically ordered distributions pp. 353-361 Downloads
R. L. Dykstra, Chu-In Charles Lee and Xiaosong Yan
Covariance identities for normal variables via convex polytopes pp. 363-368 Downloads
Richard A. Vitale
Between local and global logarithmic averages pp. 369-378 Downloads
István Berkes and Lajos Horvath

Volume 30, issue 3, 1996

Unit root tests for time series with outliers pp. 189-197 Downloads
Dong Wan Shin, Sahadeb Sarkar and Jong Hyup Lee
A note on the bounds of efficiency factor and ER optimality of block designs pp. 199-203 Downloads
Maria Kozlowska
On the A-, D-, E- and L-efficiency of block designs pp. 205-209 Downloads
Henryk Brzeskwiniewicz
Structural efficiency of incomplete block designs pp. 211-214 Downloads
M. R. Srinivasan and G. Gopal
Further orthogonal designs in linear models and sequences with zero autocorrelation pp. 215-219 Downloads
Christos Koukouvinos
Some results for almost D-optimal experimental designs pp. 221-226 Downloads
Christos Koukouvinos
On asymptotic minimaxity of Kolmogorov and omega-square tests pp. 227-233 Downloads
Ermakov Mikhail Sergeevich
Temporal aggregation in a periodically integrated autoregressive process pp. 235-240 Downloads
Philip Hans Franses and H. Peter Boswijk
Approximating the Bayes factor pp. 241-245 Downloads
Erhard Reschenhofer
Comparing first-passage times for semi-Markov skip-free processes pp. 247-256 Downloads
Antonio Di Crescenzo and Luigi M. Ricciardi
Fixed width confidence bands for densities under censoring pp. 257-264 Downloads
Adam T. Martinsek and Yi Xu
Maximizing the probability of pest extinction on a stochastic pest-predator model pp. 265-270 Downloads
Wenyaw Chan
Asymptotics of generalized M-estimation of regression and scale with fixed carriers, in an approximately linear model pp. 271-285 Downloads
Douglas P. Wiens

Volume 30, issue 2, 1996

The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix pp. 99-103 Downloads
Heinz Neudecker and Albert Satorra
Linear sufficiency and admissibility in restricted linear models pp. 105-111 Downloads
Berthold Heiligers and Augustyn Markiewicz
Rates of clustering in FLIL for weighted partial sum processes pp. 113-118 Downloads
Charles El-Nouty
A note on expected hitting times for birth and death chains pp. 119-125 Downloads
JoséLuis Palacios and Prasad Tetali
Geodesic submanifolds of a family of statistical models pp. 127-132 Downloads
Angela De Sanctis
Mean square error matrix comparison of some estimators in linear regressions with multicollinearity pp. 133-138 Downloads
Nityananda Sarkar
The volume of the smallest parallelepiped including m random points pp. 139-145 Downloads
JoséM. González-Barrios
Critical phenomenon of a two component nonlinear stochastic system pp. 147-155 Downloads
Xiong Chen and Shui Feng
On the lower bound of the number of real roots of a random algebraic equation pp. 157-163 Downloads
Takashi Uno
Complete convergence of moving average processes under dependence assumptions pp. 165-170 Downloads
Li-Xin Zhang
Smooth extensions of Pearsons's product moment correlation and Spearman's rho pp. 171-177 Downloads
J. C. W. Rayner and D. J. Best
Asymptotics for multivariate t-statistic for random vectors in the generalized domain of attraction of the multivariate normal law pp. 179-188 Downloads
Steven J. Sepanski

Volume 30, issue 1, 1996

A note on strong approximation for quantile processes of strong mixing sequences pp. 1-7 Downloads
Hao Yu
Asymptotically optimal stopping rules in the presence of unknown parameters pp. 9-16 Downloads
A. Irle
Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model pp. 17-24 Downloads
Song Yang
Extreme value theory for a thermal energy storage model pp. 25-31 Downloads
João Gomes
Commutative infinitesimal triangular systems on Euclidean motion groups pp. 33-36 Downloads
Daniel Neuenschwander
Optimal spectral kernel for long-range dependent time series pp. 37-43 Downloads
Miguel Delgado and Peter M. Robinson
Root-n-consistent and efficient estimation in semiparametric additive regression models pp. 45-51 Downloads
Anton Schick
Distribution of MLE of the multiple correlation coefficient for data with missing values in a dependent variable pp. 53-59 Downloads
L. Sakalauskas and D. Sukauskaite
Improved score tests for one-parameter exponential family models pp. 61-71 Downloads
Silvia L. P. Ferrari, Gauss M. Cordeiro, Miguel A. Uribe-Opazo and Francisco Cribari-Neto
The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions pp. 73-77 Downloads
Tony Wirjanto
Bayesian hypotheses testing using posterior density ratios pp. 79-86 Downloads
Sanjib Basu
Bootstrapping general first order autoregression pp. 87-98 Downloads
Günter Heimann and Jens-Peter Kreiss
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