Statistics & Probability Letters

1982 - 2025

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

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Volume 44, issue 4, 1999

Some bounds for the error of an estimator of the hazard function with censored data pp. 319-326

Qi-Hua Wang

Concentration order on a metric space, with some statistical applications pp. 327-335

Cheng Cheng and Y. L. Tong

Total time on test function principal components pp. 337-341

W. D. Kaigh

Robustness properties of dispersion estimators pp. 343-350

Marc G. Genton and Yanyuan Ma

Asymptotic optimality of full cross-validation for selecting linear regression models pp. 351-357

Bernd Droge

A goodness-of-fit test for normality based on the sample entropy of order statistics pp. 359-363

Sangun Park

Corrected score tests for exponential censored data pp. 365-373

Gauss M. Cordeiro and Enrico A. Colosimo

On Wald's equation for U-statistical sums pp. 375-382

Yuri V. Borovskikh and Neville C. Weber

Spurious correlation between ratios with a common divisor pp. 383-386

Ji-Hyun Kim

New tests for unit roots in autoregressive processes with possibly infinite variance errors pp. 387-397

Dong Wan Shin and Beong Soo So

On fixed-length confidence intervals for a bounded normal mean pp. 399-404

Holger Drees

E-optimal designs for the Michaelis-Menten model pp. 405-408

Holger Dette and Weng Kee Wong

Functional approach to the asymptotic normality of the non-linear least squares estimator pp. 409-416

Mikhail B. Malyutov and Rostislav S. Protassov

Volume 44, issue 3, 1999

A note on LDP for supremum of Gaussian processes over infinite horizon pp. 211-219

Krzysztof Debicki

Kernel estimators of the ROC curve are better than empirical pp. 221-228

Chris J. Lloyd and Zhou Yong

Correcting bias due to misclassification in the estimation of logistic regression models pp. 229-240

K. F. Cheng and H. M. Hsueh

Monotone empirical Bayes tests for a discrete normal distribution pp. 241-249

TaChen Liang

Extremes of Gaussian processes, on results of Piterbarg and Seleznjev pp. 251-258

J. Hüsler

Goodness of fit for the Poisson distribution pp. 259-265

D. J. Best and J. C. W. Rayner

On the variance of quadrature over scrambled nets and sequences pp. 267-280

Rong-Xian Yue and Shi-Song Mao

A converse Gaussian Poincaré-type inequality for convex functions pp. 281-290

S. G. Bobkov and C. Houdré

Optimal choice of observation window for Poisson observations pp. 291-298

Yury A. Kutoyants and Vladimir Spokoiny

On the Hilbert kernel density estimate pp. 299-308

Luc Devroye and Adam Krzyzak

On improving standard estimators via linear empirical Bayes methods pp. 309-318

Francisco J. Samaniego and Eric Vestrup

Volume 44, issue 2, 1999

Wavelet methods to estimate an integrated quadratic functional: Adaptivity and asymptotic law pp. 109-122

Ghislaine Gayraud and Karine Tribouley

On the variance of the number of extreme points of a random convex hull pp. 123-130

Bruno Massé

Exact D-optimal designs for polynomial regression without intercept pp. 131-136

Fu-Chuen Chang

Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models pp. 137-146

Shijie Chen and Kanchan Mukherjee

On smoothness measurement for weakly stationary processes pp. 147-154

H. Navarro

Consecutive k out of n: F systems with Cycle k pp. 155-160

Philip J. Boland and Stavros Papastavridis

Stochastic orderings between distributions and their sample spacings - II pp. 161-166

Baha-Eldin Khaledi and Subhash Kochar

Approximations for discrete scan statistics on the circle pp. 167-176

Jie Chen and Joseph Glaz

Inference from a sequential design: proof of a conjecture by Ford and Silvey pp. 177-180

William F. Rosenberger and Jacqueline M. Hughes-Oliver

A note on the complex roots of complex random polynomials pp. 181-187

Alessandro Ramponi

Comparisons with the best in response surface methodology pp. 189-194

Linda J. Moore and Ping Sa

Maximal inequalities for averages of i.i.d. and 2-exchangeable random variables pp. 195-200

N. Etemadi

An optimal property of the exact multinomial test and the extended Fisher's exact test pp. 201-207

Seung-ho Kang

The bootstrap of the mean for strong mixing sequences under minimal conditions: [Statist. Probab. Lett. 28 (1996) 65-72] pp. 209-209

Dragan Radulovic

The Hájek-Rényi inequality for the NA random variables and its application: [Statist. Probab. Lett. 43 (1999) 99-105] pp. 210-210

Jingjun Liu, Shixin Gan and Pingyan Chen

Volume 44, issue 1, 1999

The comparison theorem of FBSDE pp. 1-6

Zhen Wu

Approximating the powers of order-restricted log rank tests at local alternatives pp. 7-17

Bahadur Singh and F. T. Wright

On the strong convergence of a weighted sum pp. 19-22

Wei Biao Wu

A Poisson approximation with applications to the number of maxima in a discrete sample pp. 23-27

Peter Olofsson

On nonparametric estimation in nonlinear AR(1)-models pp. 29-45

Marc Hoffmann

On some maximal inequalities for fractional Brownian motions pp. 47-54

Alexander Novikov and Esko Valkeila

An inequality for uniform deviations of sample averages from their means pp. 55-62

Peter Bartlett and Gabor Lugosi

Global robustness of location and dispersion estimates pp. 63-72

José R. Berrendero and Ruben H. Zamar

Goodness-of-fit statistics, discrepancies and robust designs pp. 73-78

Fred J. Hickernell

A small-sample correction for the Schwarz SIC model selection criterion pp. 79-86

Allan D. McQuarrie

The gambler's ruin problem with n players and asymmetric play pp. 87-95

Amy L. Rocha and Frederick Stern

On the asymptotic variance of the continuous-time kernel density estimator pp. 97-106

Martin Sköld and Ola Hössjer

Fractional Brownian motion via fractional Laplacian pp. 107-108

Tomasz Bojdecki and Luis G. Gorostiza