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Statistics & Probability Letters

1982 - 2021

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

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Volume 27, issue 4, 1996

Crossing properties of F distributions pp. 289-294 Downloads
Jie Mi
Nonparametric multiple change-point estimators pp. 295-304 Downloads
Chung-Bow Lee
Statistical solutions for a stochastic Burger's equation pp. 305-311 Downloads
Anna Karczewska
On weak lumpability of a finite Markov chain pp. 313-318 Downloads
Nan-Fu Peng
The rates of convergence of Bayes estimators in change-point analysis pp. 319-329 Downloads
Andrew L. Rukhin
A note on tightness pp. 331-339 Downloads
Christian Genest, Kilani Ghoudi and Bruno Remillard
On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root pp. 341-346 Downloads
Chul Gyu Park and Dong Wan Shin
Random polynomials with complex coefficients pp. 347-355 Downloads
K. Farahmand
Quantile estimation under possibly misspecified generalised linear model pp. 357-365 Downloads
M. Séménou
Tests of hypotheses in discrete models based on the penalized Hellinger distance pp. 367-373 Downloads
Ayanendranath Basu, Ian R. Harris and Srabashi Basu
Some properties of the Lynden-Bell estimator with truncated data pp. 375-384 Downloads
Ao Yuan
Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models pp. 385-391 Downloads
Efstathios Paparoditis

Volume 27, issue 3, 1996

An algorithm for tree-ordered isotonic median regression pp. 195-199 Downloads
Shixian Qian
Large deviations for subsampling from individual sequences pp. 201-205 Downloads
Amir Dembo and Ofer Zeitouni
Asymptotic normality of a class of bivariate-multivariate discrete power series distributions pp. 207-216 Downloads
A. G. Kyriakoussis and M. G. Vamvakari
On pairs of sums of random variables with pairwise equal distributions pp. 217-219 Downloads
U. Krengel
Nesting Plackett-Burman designs pp. 221-223 Downloads
Peter W. M. John
A curious property of the derivatives of the Cauchy density pp. 225-229 Downloads
Peter Hall, J. Steven Marron and D. M. Titterington
Optimized scorings for ordinal data for the general linear model pp. 231-239 Downloads
Shiva Gautam, George Kimeldorf and Allan R. Sampson
A note on the inverse estimation of band-limited signals pp. 241-246 Downloads
Frits H. Ruymgaart
Laws of the iterated logarithm for weighted sums of independent random variables pp. 247-254 Downloads
Deli Li and R. J. Tomkins
A note on density estimation for Poisson mixtures pp. 255-258 Downloads
Ian McKay
Correlation between successive values of Anderson's classification statistic in the hold-out method pp. 259-265 Downloads
Pil S. Park and Anant M. Kshirsagar
On c-optimal random variables pp. 267-270 Downloads
Ludger Rüschendorf
Dispersive ordering of order statistics pp. 271-274 Downloads
Subhash C. Kochar
Use of asymmetrical factorials for generating designs for quadratic mixture model pp. 275-279 Downloads
M. L. Aggarwal and V. Sarin
Weighted least squares estimates in partly linear regression models pp. 281-287 Downloads
Anton Schick

Volume 27, issue 2, 1996

Recurrence formula for expectations of products of quadratic forms pp. 101-109 Downloads
G. A. Ghazal
Iterated Brownian motion and stable() subordinator pp. 111-114 Downloads
Jean Bertoin
The impact of unsuspected serial correlations on model selection in linear regression pp. 115-126 Downloads
Clifford Hurvich and Chih-Ling Tsai
On distribution functions with completely monotone derivative pp. 127-129 Downloads
E. Sandhya and S. Satheesh
The sample mid-range and interquartiles pp. 131-136 Downloads
N. H. Bingham
Tests for semiparametric model based on non-homogeneous Markov process pp. 137-143 Downloads
Leszek Marzec and Pawel Marzec
Characterization of general ridge estimators pp. 145-148 Downloads
Augustyn Markiewicz
Some new non-proper variance-balanced designs with unequal replications pp. 149-153 Downloads
Kanhaiyaa Sinha, B. Jones and Sanpei Kageyama
Test for generalized variance in signal processing pp. 155-162 Downloads
Madhusudan Bhandary
Local sensitivity of density bounded priors pp. 163-169 Downloads
Q. Meng and S. Sivaganesan
On the asymptotic behavior of Akaike's BIC pp. 171-175 Downloads
Erhard Reschenhofer
On the coefficient of variation of the - and -classes pp. 177-180 Downloads
Arnab Bhattacharjee and Debasis Sengupta
Empirical Bayes rules for selecting the most and least probable multivariate hypergeometric event pp. 181-188 Downloads
N. Balakrishnan and Yimin Ma
Explicit and asymptotic formulae for the expected values of the order statistics of the Cantor distribution pp. 189-194 Downloads
Arnold Knopfmacher and Helmut Prodinger

Volume 27, issue 1, 1996

A strong law of large numbers for triangular mixingale arrays pp. 1-9 Downloads
Robert de Jong
Regression and edge estimation pp. 11-15 Downloads
P. Jacob and Ch. Suquet
On the identifiability of measurement error in the bifurcating autoregressive model pp. 17-23 Downloads
Richard Huggins
The variogram of the uniform transform of a random field pp. 25-29 Downloads
L. De Cesare and D. Posa
Some results on discrete [alpha]-unimodality pp. 31-36 Downloads
A. F. Mashhour
A direct approach to a Bayesian sequential test for a normal mean pp. 37-41 Downloads
Fanghuan Wan and Xizhi Wu
Non-dependence of the predictive distribution on the population size pp. 43-47 Downloads
Sudip Bose and Benjamin Kedem
On the unconditional strong law of large numbers for the bootstrap mean pp. 49-60 Downloads
Eusebio Arenal-Gutiérrez, Carlos Matrán and Juan A. Cuesta-Albertos
A note on the change-point problem for angular data pp. 61-65 Downloads
Miklós Csörgo and Lajos Horvath
Refinement of a zero-one law for maxima pp. 67-69 Downloads
R. J. Tomkins
Wavelet linear density estimator for a discrete-time stochastic process: Lp-losses pp. 71-84 Downloads
Frédérique Leblanc
Testing for the equality of several correlation matrices pp. 85-89 Downloads
James R. Schott
Illustration of some moment identities for order statistics pp. 91-98 Downloads
Kenneth Lange
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