Statistics & Probability Letters

1982 - 2025

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

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Volume 46, issue 4, 2000

Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models pp. 317-328

Gauss M. Cordeiro, Silvia L. P. Ferrari, Miguel A. Uribe-Opazo and Klaus L. P. Vasconcellos

Orthogonal parallel-flats designs for hierarchical models pp. 329-335

C. T. Liao

Nonparametric estimation of individual food availability along with bootstrap confidence intervals in household budget surveys pp. 337-345

V. G. S. Vasdekis and A. Trichopoulou

Deviation probability bound for martingales with applications to statistical estimation pp. 347-357

R. Liptser and V. Spokoiny

A new family of positive quadrant dependent bivariate distributions pp. 359-364

C. D. Lai and M. Xie

On convergences of probability measures in different Prohorov-type metrics pp. 365-369

Ornella Arcudi

Link between grade measures of dependence and of separability in pairs of conditional distributions pp. 371-379

Teresa Kowalczyk

Student-Newman-Kuels controls the false discovery rate pp. 381-383

Gary W. Oehlert

Redistribution algorithms for censored data pp. 385-389

Rebecca A. Betensky

Rates of convergence for the sup-norm risk in image models under sequential designs pp. 391-399

Jae-Chun Kim and Alexander Korostelev

Stochastic comparisons for general probabilistic cellular automata pp. 401-410

F. Javier López and Gerardo Sanz

New approximations for the distribution of the r-scan statistic pp. 411-419

Xiaoping Su and Sylvan Wallenstein

Volume 46, issue 3, 2000

Small ball probabilities for integrals of weighted Brownian motion pp. 211-216

T. Dunker, W. V. Li and W. Linde

An adaptive optimal estimate of the tail index for MA(l) time series pp. 217-227

J. L. Geluk and Liang Peng

Some results about the NBUC class of life distributions pp. 229-237

Xiaohu Li, Zehui Li and Bing-Yi Jing

Useful inequalities for the longest run distribution pp. 239-249

Marco Muselli

Prediction rules for exchangeable sequences related to species sampling pp. 251-256

Ben Hansen and Jim Pitman

On dispersive ordering between order statistics in one-sample and two-sample problems pp. 257-261

Baha-Eldin Khaledi and Subhash Kochar

Radix expansions and the uniform distribution pp. 263-270

Rameshwar D. Gupta and Donald St. P. Richards

Permutations, signs and the Brownian bridge pp. 271-276

Shlomo Levental

Some properties of multi-way block designs pp. 277-282

Idzi Siatkowski

Minimax estimation of a lower-bounded scale parameter of an F distribution pp. 283-286

Constance van Eeden

Jackknifing, weighting, diagnostics and variance estimation in generalized M-estimation pp. 287-299

Zhiyi Du and Douglas P. Wiens

On the crossings of reliability measures pp. 301-305

Ramesh C. Gupta and Pushpa L. Gupta

On a nonparametric test for linear relationships pp. 307-316

Holger Dette

Volume 46, issue 2, 2000

Marcinkiewicz strong laws for linear statistics pp. 105-112

Z. D. Bai and Philip E. Cheng

On uniform design of experiments with restricted mixtures and generation of uniform distribution on some domains pp. 113-120

Kai-Tai Fang and Zhen-Hai Yang

On probabilistic properties of nonlinear ARMA(p,q) models pp. 121-131

Oesook Lee

Logspline density estimation for binned data pp. 133-147

Ja-Yong Koo and Charles Kooperberg

Interval-valued quantification of the inequality associated with a random set pp. 149-159

Hortensia López-García, Miguel López-Díaz and María Angeles Gil

Limit theorems for regression models of time series of counts pp. 161-168

Michel Blais, Brenda MacGibbon and Roch Roy

A general downcrossing inequality for g-martingales pp. 169-175

Zengjing Chen and Shige Peng

On the weak law for randomly indexed partial sums for arrays of random elements in martingale type p Banach spaces pp. 177-185

Dug Hun Hong, Manuel Ordóñez Cabrera, Soo Hak Sung and Andrei I. Volodin

On constrained simulation and optimization by Metropolis chains pp. 187-193

J. Yao

Intrinsic priors for testing exponential means pp. 195-201

Seong W. Kim

An "FKG equality" with applications to random environments pp. 203-209

Wei-Shih Yang and David Klein

Volume 46, issue 1, 2000

Moment and probability inequalities for the bivariate product-limit estimator pp. 1-12

Qi-Hua Wang

Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap pp. 13-20

Murray D. Burke

Comparison of non-parametric regression functions through their cumulatives pp. 21-32

Thomas H. Scheike

On uniqueness of two principal points for univariate location mixtures pp. 33-42

Wataru Yamamoto and Nobuo Shinozaki

On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift pp. 43-51

Wolfgang Stummer

Uniform stability of posteriors pp. 53-58

Sanjib Basu

Influence diagnostics in nonlinear reproductive dispersion models pp. 59-68

Nian-Sheng Tang, Bo-Cheng Wei and Xue-Ren Wang

A note on principal component analysis for multi-dimensional data pp. 69-73

Jianguo Sun

On conditional independence and the relationship between sufficiency and invariance under the Bayesian point of view pp. 75-84

Agustín G. Nogales, José A. Oyola and Paloma Pérez

Monte Carlo error estimation for multivariate Markov chains pp. 85-93

Michael R. Kosorok

On the sensitivity of the overdispersion test in a Weibull model pp. 95-100

Chris Orme

A note on Poisson approximation of rescaled set-indexed empirical processes pp. 101-103

I. S. Borisov

Volume 45, issue 4, 1999

On the estimation of [beta]-ARCH models pp. 285-293

Ouagnina Hili

Saddlepoint approximation near the endpoints of the support pp. 295-303

Rungao Jin and John Robinson

L1-estimation in linear models with heterogeneous white noise pp. 305-315

Faouzi El Bantli and Marc Hallin

A new algorithm for 5-band Toeplitz matrix inversion with application to GCV smoothing spline computation pp. 317-324

Jyh-Jen Horng Shiau

The use of approximating models in Monte Carlo maximum likelihood estimation pp. 325-333

Anthony Y. C. Kuk

Monte Carlo EM estimation for multivariate stable distributions pp. 335-340

Nalini Ravishanker and Zuqiang Qiou

Model selection in orthogonal regression pp. 341-349

Allan McQuarrie and Chih-Ling Tsai

Variance of the bivariate density estimator for left truncated right censored data pp. 351-358

Kathryn Prewitt and Ulkü Gürler

Inference about the ratio of scale parameters in a two-sample setting with current status data pp. 359-369

Hira L. Koul and Anton Schick

Robust sandwich covariance estimation for regression calibration estimator in Cox regression with measurement error pp. 371-378

C. Y. Wang

Shift invariance of the occupation time of the Brownian bridge process pp. 379-382

Peter Howard and Kevin Zumbrun

Volume 45, issue 3, 1999

L-superadditive function and its integral transform that preserves Schur property pp. 191-194

G. Gopal and S. Rajalakshmi

Parameter estimation in infinite-dimensional stochastic differential equations pp. 195-204

Yoon Tae Kim

On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process pp. 205-214

A. K. Basu and Indranil Mukhopadhyay

A note on Bayesian estimation of process capability indices pp. 215-224

Jyh-Jen Horng Shiau, Hui-Nien Hung and Chun-Ta Chiang

A multivariate mixture of Weibull distributions in reliability modeling pp. 225-235

Kaushik Patra and Dipak K. Dey

Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time pp. 237-246

Yuan-chin Ivan Chang

Majorization and Gaussian correlation pp. 247-251

Richard A. Vitale

An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss pp. 253-259

Alan Wan and Hiroko Kurumai

Limit theorems for short distances in pp. 261-268

Vera R. Eastwood and Lajos Horvath

A note on the robustness of multivariate medians pp. 269-276

Biman Chakraborty and Probal Chaudhuri

Two-stage approach to Bayes sequential estimation in the exponential distribution pp. 277-282

Leng-Cheng Hwang

Volume 45, issue 2, 1999

On estimation with balanced loss functions pp. 97-101

Dipak K. Dey, Malay Ghosh and William E. Strawderman

On a characterization of right spread order by the increasing convex order pp. 103-110

F. Belzunce

A level crossing quantile estimation method pp. 111-119

Mei Ling Huang and Percy Brill

Variability orders and mean differences pp. 121-130

Bruno Bassan, Michel Denuit and Marco Scarsini

An urn model in the simulation of interval censored failure time data pp. 131-139

Chinsan Lee

Confidence intervals from simulations based on 4-independent random variables pp. 141-147

Paul Kabaila

Limiting behavior of random permanents pp. 149-158

Grzegorz Rempala and Jacek Wesolowski

On approximation of Gaussian integrals pp. 159-165

A. M. Nikouline

Sufficient conditions for negative association of random variables pp. 167-173

Taizhong Hu and Jinjin Hu

Non-linear regression with multidimensional indices pp. 175-186

Naveen K. Bansal, G. G. Hamedani and Hao Zhang

On fractal percolation in pp. 187-190

Damien G. White

Volume 45, issue 1, 1999

Likelihood ratio tests for and against decreasing in transposition in KxKxK contingency tables pp. 1-10

Hammou El Barmi and Dale Zimmerman

Functional linear model pp. 11-22

Hervé Cardot, Frédéric Ferraty and Pascal Sarda

Almost sure limit theorems for the St. Petersburg game pp. 23-30

István Berkes, Endre Csáki and Sándor Csörgo

Three-level supersaturated designs pp. 31-39

Shu Yamada and Dennis K. J. Lin

Isotonic estimation for grouped data pp. 41-47

Michael Woodroofe and Rong Zhang

A characterization of the negative binomial distribution via [alpha]-monotonicity pp. 49-53

Theofanis Sapatinas

Bootstrapping convex hulls pp. 55-63

M. Zarepour

Renewal theory and level passage by subordinators pp. 65-69

J. Bertoin, K. van Harn and F. W. Steutel

On the uniqueness of maximizers of Markov-Gaussian processes pp. 71-77

Dietmar Ferger

Best equivariant nonparametric estimator of a quantile pp. 79-84

Ryszard Zielinski

Complete convergence for weighted sums of NA sequences pp. 85-95

Han-Ying Liang and Chun Su