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Statistics & Probability Letters

1982 - 2021

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

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Volume 29, issue 4, 1996

The asymptotic maximin property of chi-squared type tests based on the empirical process pp. 285-292 Downloads
Sangyeol Lee
A note on the characterisation of the most probable number pp. 293-295 Downloads
A. C. Trajstman
Comparing two populations based on low stochastic structure assumptions pp. 297-305 Downloads
F. P. A. Coolen
On moments and tail behavior of v-stable random variables pp. 307-315 Downloads
Tomasz J. Kozubowski and Anna K. Panorska
Asymptotic normality of regression estimators with long memory errors pp. 317-335 Downloads
Liudas Giraitis, Hira L. Koul and Donatas Surgailis
Consistency of an estimator of the number of changes in binomial observations pp. 337-344 Downloads
Monika Serbinowska
On robust estimation of the common scale parameter of several Pareto distributions pp. 345-352 Downloads
Abdulaziz Elfessi and Chun Jin
Fourier transform and Bayes estimator of a location parameter pp. 353-359 Downloads
Jean-François Angers
On the pointwise central limit theorem and mixtures of stable distributions pp. 361-368 Downloads
I. Berkes and E. Csáki
Estimation of the parameters in two linear models with only some of the parameter vectors identical pp. 369-375 Downloads
Aiyi Liu

Volume 29, issue 3, 1996

Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model pp. 191-199 Downloads
Kazuhiro Ohtani
Power of the Lagrange multiplier test for certain subdiagonal bilinear models pp. 201-212 Downloads
Dominique Guegan and Joseph Ngatchou Wandji
Efficient likelihood ratio tests under P-ancillarity and P-sufficiency pp. 213-221 Downloads
Yiliang Zhu and Nancy Reid
Causality and Markovian representations pp. 223-227 Downloads
Ljiljana Petrovic
Normality via conditional normality of linear forms pp. 229-232 Downloads
Abram Kagan and Jacek Wesolowski
Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach pp. 233-244 Downloads
Ömer Öztürk and Thomas P. Hettmansperger
A note on recurrence relations for the product moments of order statistics pp. 245-249 Downloads
P. Yageen Thomas and Philip Samuel
Minimum distance estimators for random coefficient autoregressive models pp. 251-262 Downloads
Lianfen Qian
Deletion, augmentation and principal predictors pp. 263-270 Downloads
D. R. Jensen
A parametric regression model of tumor recurrence: An application to the analysis of clinical data on breast cancer pp. 271-278 Downloads
B. Asselain, A. Fourquet, T. Hoang, A. D. Tsodikov and A. Yu. Yakovlev
The location of the maximum of asymmetric two-sided Brownian motion with triangular drift pp. 279-284 Downloads
Henrik Stryhn

Volume 29, issue 2, 1996

Correlations between functions of records can be negative pp. 95-100 Downloads
H. N. Nagaraja and V. B. Nevzorov
An asymptotic relation arising in the decomposition of the likelihood of order statistics pp. 101-106 Downloads
Sangun Park
Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression pp. 107-115 Downloads
Zehua Chen
Restricted product multinomial and product Poisson maximum likelihood estimation based upon Fenchel duality pp. 117-123 Downloads
Hammou El Barmi and Richard L. Dykstra
Some new orthogonal designs in linear regression models pp. 125-129 Downloads
Christos Koukouvinos
A note on balanced generalized two-way elimination of heterogeneity designs pp. 131-141 Downloads
Feng-Shun Chai
Linear least squares regression: a different view pp. 143-148 Downloads
Yannis G. Yatracos
A Bartlett-type correction for the subject-years method in comparing survival data to a standard population pp. 149-157 Downloads
Dongsheng Tu and Alan J. Gross
On sample spacings from IMRL distributions pp. 159-166 Downloads
S. N. U. A. Kirmani
Some results on ordering of survival functions through uncertainty pp. 167-176 Downloads
Nader Ebrahimi and S. N. U. A. Kirmani
Analysis of incomplete blocks for rankings pp. 177-184 Downloads
M. Alvo and P. Cabilio
Similarity solutions of first-passage problems for two-dimensional Wiener processes pp. 185-189 Downloads
Mario Lefebvre

Volume 29, issue 1, 1996

Empirical Bayes prediction for a mixed linear model with autoregressive errors pp. 1-7 Downloads
S. G. Sajjan and I. V. Basawa
Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions pp. 9-14 Downloads
J. Szroeter
A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator pp. 15-22 Downloads
Khelifa Tobbal
Prophet compared to gambler: additive inequalities for transforms of sequences of random variables pp. 23-32 Downloads
Frans A. Boshuizen
Improved estimators for simultaneous estimation of variance components pp. 33-43 Downloads
Witold Klonecki and Stefan Zontek
Strongly-consistent, distribution-free confidence intervals for quantiles pp. 45-53 Downloads
David Gilat and T. P. Hill
On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences pp. 55-59 Downloads
Mateusz Wisniewski
Covariance structure models for clustered proportions pp. 61-70 Downloads
Tzy-Jyun Yao and Gregory C. Reinsel
Comparing Bayesian and frequentist estimators in the exchangeable case pp. 71-78 Downloads
Julián De la Horra
A note on deconvolution density estimation pp. 79-84 Downloads
Prakash Patil
Product moments of order statistics and the variance of a lightly trimmed mean pp. 85-87 Downloads
H. A. David and N. Balakrishnan
On statistical properties of Chebyshev's norm pp. 89-93 Downloads
E. Stoimenova

Volume 28, issue 4, 1996

The N-th moment of matrix quadratic form pp. 291-297 Downloads
Chul Kang and Byung-Chun Kim
Average-case analysis of multiple Quickselect: An algorithm for finding order statistics pp. 299-310 Downloads
Janice Lent and Hosam M. Mahmoud
Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests pp. 311-319 Downloads
Ian W. McKeague and Yanqing Sun
Dispersive orderings and characterization of ageing classes pp. 321-327 Downloads
F. Belzunce, J. Candel and J. M. Ruiz
Axiomatic information measures depending only on a probability measure pp. 329-335 Downloads
T. Brezmes and G. Naval
A characterization of k-parameter quasimartingales pp. 337-343 Downloads
Allanus H. Tsoi
Stopped Lévy processes with applications to first passage times pp. 345-352 Downloads
Allan Gut
Root-n consistent estimation in partly linear regression models pp. 353-358 Downloads
Anton Schick
Existence of bounded invariant probability densities for Markov chains pp. 359-366 Downloads
Onésimo Hernández-Lerma and Jean B. Lasserre
Tailweight with respect to the mode for unimodal distributions pp. 367-373 Downloads
J. Averous, A. -L. Fougères and M. Meste
A generalized Erlang distribution showing overdispersion pp. 375-386 Downloads
Alberto Luceño

Volume 28, issue 3, 1996

Testing for monotonicity in the intensity of a nonhomogeneous Poisson process pp. 195-202 Downloads
James M. Guffey and F. T. Wright
A measurement of multi-factor orthogonality pp. 203-209 Downloads
Lih-Yuan Deng, Dennis K. J. Lin and Jiannong Wang
Construction of some asymmetrical orthogonal arrays pp. 211-217 Downloads
Aloke Dey and Chand K. Midha
Global tilting method pp. 219-226 Downloads
Bing-Yi Jing
Nonparametric estimation for some nonlinear models pp. 227-233 Downloads
A. Thavaneswaran and Shelton Peiris
On the distribution of the maxima of partial sums pp. 235-238 Downloads
M. S. Sgibnev
On the derivation of a suboptimal filter for signal estimation pp. 239-243 Downloads
Juan Carlos Ruiz-Molina and Mariano J. Valderrama
Strong law of large numbers for 2-exchangeable random variables pp. 245-250 Downloads
N. Etemadi and M. Kaminski
Estimation on random coefficient model with unbalanced data pp. 251-257 Downloads
Hironori Fujisawa
Bartlett-type formulas for complex multivariate time series of mixed spectra pp. 259-268 Downloads
Ta-Hsin Li
Characteristic functions taking constant values on intervals of the real line pp. 269-270 Downloads
B. Ramachandran
Infinite divisibility of random variables and their integer parts pp. 271-278 Downloads
Lennart Bondesson, Gundorph K. Kristiansen and Fred W. Steutel
A note on domains of attraction of p-max stable laws pp. 279-284 Downloads
Gerd Christoph and Michael Falk
Maximum variation of total risk pp. 285-289 Downloads
Robin Pemantle

Volume 28, issue 2, 1996

An algorithm for estimating parameters of state-space models pp. 99-106 Downloads
Lilian Shiao-Yen Wu, Jeffrey S. Pai and J.R.M. Hosking
The law of the iterated logarithm for Lp-norms of empirical processes pp. 107-110 Downloads
L. Gajek, M. Kaluszka and A. Lenic
Stopping times and tightness for multiparameter martingales pp. 111-114 Downloads
B. Gail Ivanoff
Existence of a normal scale mixture with a given variance and a percentile pp. 115-120 Downloads
Sanjib Basu
Mixed difference matrices and the construction of orthogonal arrays pp. 121-126 Downloads
J.C. Wang
On the weak law of large numbers for randomly indexed partial sums for arrays pp. 127-130 Downloads
Dug Hun Hong
A conditional product measure theorem pp. 131-135 Downloads
J.M. Swart
On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights pp. 137-141 Downloads
Mervyn J. Silvapulle
Asymptotic equivalence of nonparametric regression and white noise model has its limits pp. 143-145 Downloads
Sam Efromovich and Alex Samarov
An extension of the method of polynomials and a new reduction formula for Bonferroni-type inequalities pp. 147-151 Downloads
Janos Galambos and Italo Simonelli
Exact distribution of the Kaplan-Meier estimator under the proportional hazards model pp. 153-157 Downloads
Myron N. Chang
A class of exchangeable sequences pp. 159-164 Downloads
Alexander V. Gnedin
On the Chambers-Mallows-Stuck method for simulating skewed stable random variables pp. 165-171 Downloads
Rafał Weron
Gauss-Newton estimation of parameters for a spatial autoregression model pp. 173-179 Downloads
B.B. Bhattacharyya, T.M. Khalil and G.D. Richardson
On the grouped LSE under an errors-in-variables model pp. 181-189 Downloads
Michael G. Akritas
A generalization of variance bounds pp. 191-194 Downloads
N. Papadatos and V. Papathanasiou

Volume 28, issue 1, 1996

A note on corrected-score estimation pp. 1-8 Downloads
J. S. Buzas and L. A. Stefanski
Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families pp. 9-21 Downloads
Weiwen Miao and Marjorie G. Hahn
Nonparametric estimation in heteroskedastic regression pp. 23-31 Downloads
Michael G. Akritas
On multivariate Le Cam theorem and compound Poisson measures pp. 33-39 Downloads
V. Cekanavicius
Some remarks on the uniform weak convergence of stochastic processes pp. 41-49 Downloads
Miguel A. Arcones
An extension of a theorem on gambling systems to arbitrary binary random variables pp. 51-58 Downloads
Liu Wen and Wang Zhongzhi
Orthogonal 2k and 3k factorial designs constructed using sequences with zero autocorrelation pp. 59-63 Downloads
Christos Koukouvinos
The bootstrap of the mean for strong mixing sequences under minimal conditions pp. 65-72 Downloads
Dragan Radulovic
Assessing a Bartlett plot pp. 73-79 Downloads
Richard H. Glendinning
Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options pp. 81-90 Downloads
Chin-Shan Chuang
Inequalities of correlation type for symmetric stable random vectors pp. 91-97 Downloads
A. L. Koldobsky and S. J. Montgomery-Smith
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