Statistics & Probability Letters

1982 - 2025

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

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Volume 48, issue 4, 2000

Complete convergence for weighted sums of negatively associated random variables pp. 317-325

Han-Ying Liang

Nonparametric model check based on local polynomial fitting pp. 327-334

Zhenjun Liu, Thanasis Stengos and Qi Li

Kernel-based functional principal components pp. 335-345

Graciela Boente and Ricardo Fraiman

Invariance principles for the first passage times of perturbed random walks pp. 347-351

Lars Larsson-Cohn

Normal model for distribution-free multivariate analysis pp. 353-360

V. I. Serdobolskii

The exact distribution of the continuity of care measure NOP pp. 361-368

W. Y. Wendy Lou

An application of the Ryll-Nardzewski-Woyczynski theorem to a uniform weak law for tail series of weighted sums of random elements in Banach spaces pp. 369-374

Tien-Chung Hu, Eunwoo Nam, Andrew Rosalsky and Andrei I. Volodin

Decomposition of Kendall's [tau]: implications for clustering pp. 375-383

T. Kowalczyk and M. Niewiadomska-Bugaj

Bounds on p-values for a class of stopping rules pp. 385-392

Jim Bishop

Bayesian inference from type II doubly censored Rayleigh data pp. 393-399

Arturo J. Fernández

Structural breaks, unit roots and methods for removing the autocorrelation pattern pp. 401-409

Antonio Montañés and Marcelo Reyes

A kernel-based combined classification rule pp. 411-419

Majid Mojirsheibani

Volume 48, issue 3, 2000

Testing current status data for dependent censoring pp. 213-216

Daniel Rabinowitz

A semiparametric model for truncated and censored data pp. 217-227

Liuquan Sun and Lixing Zhu

On geometric ergodicity of the MTAR process pp. 229-237

Oesook Lee and Dong Wan Shin

Scaling laws for fractional diffusion-wave equations with singular data pp. 239-252

V. V. Anh and N. N. Leonenko

Robust simulation-based estimation pp. 253-259

Marc G. Genton and Xavier de Luna

On bootstrapping regressions with unit root processes pp. 261-267

Hongyi Li and Zhijie Xiao

A note on the multivariate local time intensity of exchangeable interval partitions pp. 269-273

Hussain Elalaoui-Talibi and Kameswarrao S. Casukhela

On distinguishability of two nonparametric sets of hypothesis pp. 275-282

M. S. Ermakov

Breakdown point of Schuster-Narvarte's location estimator pp. 283-286

Zhiqiang Chen

Estimation of the support of a discrete distribution pp. 287-292

Nabendu Pal, Wei-Hsiung Shen and Bimal K. Sinha

Asymptotic normality in multivariate nonlinear regression and multivariate generalized linear regression models under repeated measurements with missing data pp. 293-302

Steven T. Garren and Shyamal D. Peddada

A bandit process with delayed responses pp. 303-307

Xikui Wang

Approximating de Finetti's measures for partially exchangeable sequences pp. 309-315

Alessandra Guglielmi and Eugenio Melilli

Volume 48, issue 2, 2000

Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions pp. 105-119

Isha Dewan and B. L. S. Prakasa Rao

On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields pp. 121-130

Nikolai N. Leonenko, Michail M. Sharapov and Ahmed H. El-Bassiouny

Ridge analysis of mixture response surfaces pp. 131-140

Norman R. Draper and Friedrich Pukelsheim

Excursions of a normal random walk above a boundary pp. 141-151

Evan Fisher, Matthew Berman, Natalie Vowels and Christine Wilson

A Bayesian analysis for estimating the number of species in a population using nonhomogeneous Poisson process pp. 153-161

José G. Leite, Josemar Rodrigues and Luis A. Milan

Bayes factors for a test about the drift of the Brownian motion under noninformative priors pp. 163-171

S. Sivaganesan and Rama T. Lingham

Component importance in a random environment pp. 173-179

Vanderlei da Costa Bueno

Scaled Sibuya distribution and discrete self-decomposability pp. 181-187

Gerd Christoph and Karina Schreiber

On new renewal better than used classes of life distributions pp. 189-194

A. M. Abouammoh, R. Ahmad and A. Khalique

Estimating the covariance of bivariate order statistics with applications pp. 195-203

Alan D. Hutson

Double-ranked set sampling pp. 205-212

M. Fraiwan Al-Saleh and M. Ali Al-Kadiri

Volume 48, issue 1, 2000

Recurrence formula for expectations of products of bilinear forms and expectations of bilinear forms and random matrices pp. 1-9

G. A. Ghazal

Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos pp. 11-22

Jorge A. León and Constantin Tudor

Reducing non-stationary random fields to stationarity and isotropy using a space deformation pp. 23-32

Olivier Perrin and Rachid Senoussi

A contrast of EB, modal and EM-algorithm estimates arising in the one-way analysis of variance situation pp. 33-58

Irwin Guttman

Approximations for weighted bootstrap processes with an application pp. 59-70

Lajos Horvath, Piotr Kokoszka and Josef Steinebach

Regression spline smoothing using the minimum description length principle pp. 71-82

Thomas C. M. Lee

A normal approximation theorem in comparing two binomial distributions pp. 83-89

Haiyan Cai

A projection type distribution function and quantile estimates in the presence of auxiliary information pp. 91-100

Cui Hengjian

About monotone regression quantiles pp. 101-104

Sandrine Casanova and Christine Thomas-Agnan

Volume 47, issue 4, 2000

Asymptotic-power problems in the analysis of supersaturated designs pp. 317-324

, Harrison W. Kelly and Joseph O. Voelkel

An alternative criterion useful for finding exact E-optimal designs pp. 325-328

W. L. Martinez and E. J. Wegman

A pairwise likelihood approach to analyzing correlated binary data pp. 329-335

Anthony Y. C. Kuk and David J. Nott

Computing empirical likelihood from the bootstrap pp. 337-345

Yudi Pawitan

Some constructions for balanced n-ary residual treatment effects designs pp. 347-350

M. L. Aggarwal and Mithilesh Kumar Jha

A note on linear combination of predictors pp. 351-356

Edilberto Ruiz and Fabio H. Nieto

Parametric Bayesian analysis of case-control data with imprecise exposure measurements pp. 357-363

Paul Gustafson, Nhu D. Le and Marc Vallée

Sharp asymptotics of large deviations for general state-space Markov-additive chains in pp. 365-380

Michael Iltis

Corrections to test statistics in principal Hessian directions pp. 381-389

Peter M. Bentler and Jun Xie

Specifying bivariate distributions by polynomial regressions pp. 391-394

Wlodzimierz Bryc

Distributions of selfsimilar and semi-selfsimilar processes with independent increments pp. 395-401

Makoto Maejima, Ken-iti Sato and Toshiro Watanabe

A simulation-based goodness-of-fit test for survival data pp. 403-410

Gang Li and Yanqing Sun

On large deviation theorem for data-driven Neyman's statistic pp. 411-419

Tadeusz Inglot

Volume 47, issue 3, 2000

Variance stabilizing transformation and studentization for estimator of correlation coefficient pp. 213-217

Hironori Fujisawa

Rank-based partial autocorrelations are not asymptotically distribution-free pp. 219-227

Bernard Garel and Marc Hallin

Bayesian reliability modeling for masked system lifetime data pp. 229-241

Lynn Kuo and Tae Young Yang

Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator pp. 243-248

Tong Li

The cumulative distribution function of process capability index Cpm pp. 249-251

Peter A. Wright

Chung's law for additive functionals of positive recurrent Markov chains pp. 253-264

Xia Chen

Central Limit Theorems revisited pp. 265-275

Subrata Kundu, Suman Majumdar and Kanchan Mukherjee

Kernel estimation of discontinuous regression functions pp. 277-285

Kee-Hoon Kang, Ja-Yong Koo and Cheol-Woo Park

On the theory of high convexity stochastic orders pp. 287-293

Michel Denuit, Claude Lefèvre and Moshe Shaked

A note on the sequence of expected extremes pp. 295-300

Slawomir Kolodynski

A note on circular Markov chains pp. 301-306

José Luis Palacios

Identification of space deformation using linear and superficial quadratic variations pp. 307-316

Xavier Guyon and Olivier Perrin

Volume 47, issue 2, 2000

Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems pp. 105-114

Mustapha Rachdi and Rachid Sabre

A more general central limit theorem for m-dependent random variables with unbounded m pp. 115-124

Joseph P. Romano and Michael Wolf

Estimating the asymptotic constants of the total length of Euclidean minimal spanning trees with power-weighted edges pp. 125-128

Mario Cortina-Borja and Tony Robinson

A test for spatial correlation for binary data pp. 129-134

Songyong Sim

A test for a conjunction pp. 135-140

K. J. Worsley and K. J. Friston

Is variance larger if and only if tails are larger? pp. 141-147

Michael D. deB. Edwardes

Improving bias-robustness of regression estimates through projections pp. 149-158

Ricardo A. Maronna, Matías Salibian Barrera and Víctor J. Yohai

A note on sequential estimation of the size of a population under a general loss function pp. 159-164

Z. D. Bai and Mosuk Chow

A simple expression for the multivariate Hermite polynomials pp. 165-169

C. S. Withers

A note on the application of the DF test to seasonal data pp. 171-175

Paulo Rodrigues

On goodness-of-fit for the linear transformation and frailty models pp. 177-188

Vilijandas Bagdonavicius and Mikhail Nikulin

A computable confidence upper limit from discrete data with good coverage properties pp. 189-198

Paul Kabaila and Chris J. Lloyd

A class of tests for exponentiality against HNBUE alternatives pp. 199-207

Bernhard Klar

Volume 47, issue 1, 2000

Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors pp. 1-10

Dong Wan Shin and Seuck Heun Song

A result regarding convergence of random logistic maps pp. 11-14

Jack Jie Dai

Alternative ranked set sampling protocols for the sign test pp. 15-23

Ömer Öztürk and Douglas A. Wolfe

Multifractal spectra of certain random Gibbs measures pp. 25-31

Ai Hua Fan and Narn-Rueih Shieh

Slow hit-and-run sampling pp. 33-43

Claude Bélisle

Sequential estimation of a linear combination of means pp. 45-52

Chikara Uno and Eiichi Isogai

[var epsilon]-contaminated priors in testing point null hypothesis: a procedure to determine the prior probability pp. 53-60

Miguel A. Gómez-Villegas and Luis Sanz

A triangular central limit theorem under a new weak dependence condition pp. 61-68

Clémentine Coulon-Prieur and Paul Doukhan

An extension of the Darmois-Skitovitch theorem to a class of dependent random variables pp. 69-73

Abram Kagan and Jacek Wesolowski

Marginal density estimation from incomplete bivariate data pp. 75-84

Martin L. Hazelton

The adaptive rate of convergence in a problem of pointwise density estimation pp. 85-90

Cristina Butucea

Subsampling the Gibbs sampler: variance reduction pp. 91-98

Steven N. MacEachern and Mario Peruggia

Conditional expectations in network traffic estimation pp. 99-103

I. H. Dinwoodie