Statistics & Probability Letters

1982 - 2025

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

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Volume 43, issue 4, 1999

On min-max majority and deepest points pp. 325-333

D. Nolan

Maximum likelihood estimation for the Erlang integer parameter pp. 335-341

Gregory K. Miller

Characterization of spatial Poisson along optional increasing paths: A problem of dimension's reduction pp. 343-347

G. Aletti and V. Capasso

Some robust estimates of principal components pp. 349-359

John I. Marden

Limit theorems and random spacings related to cutting of DNAs by radiation pp. 361-367

Yasumasa Saisho

On minimax rates of convergence in image models under sequential design pp. 369-375

Alexander Korostelev

Reference priors for the general location-scale modelm pp. 377-384

Carmen Fernández and Mark Steel

On estimation of the spectral measure of certain nonnormal operator stable laws pp. 385-392

Hans-Peter Scheffler

Reducing non-stationary stochastic processes to stationarity by a time deformation pp. 393-397

Olivier Perrin and Rachid Senoussi

Estimation of the coefficient of tail dependence in bivariate extremes pp. 399-409

L. Peng

The joint covariance structure of ordered symmetrically dependent observations and their concomitants of order statistics pp. 411-414

Hak-Myung Lee and Marlos Viana

A note on the wavelet oracle pp. 415-420

Peter Hall, Gérard Kerkyacharian and Dominique Picard

Convolution of geometrics and a reliability problem pp. 421-426

Ananda Sen and N. Balakrishnan

Bounds for rth order joint cumulant under rth order strong mixing pp. 427-431

B. L. S. Prakasa Rao

Volume 43, issue 3, 1999

On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes pp. 217-223

Tae Yoon Kim

Age-smooth properties of mixture models pp. 225-236

Jie Mi

Reliabilities for (n,f,k) systems pp. 237-242

Gerard J. Chang, Lirong Cui and Frank K. Hwang

Asymptotic normality of nonparametric estimators under [alpha]-mixing condition pp. 243-250

Eckhard Liebscher

The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters pp. 251-264

Yuichi Nagahara

Law equivalence of stochastic linear systems pp. 265-274

Beniamin Goldys and Szymon Peszat

Rank regression for current-status data: asymptotic normality pp. 275-287

Jason Abrevaya

Projection indices and multimodality for mixtures of normal distributions pp. 289-297

G. Eslava and F. H. C. Marriott

A functional large deviations principle for quadratic forms of Gaussian stationary processes pp. 299-308

F. Gamboa, A. Rouault and M. Zani

Rates of convergence for the pre-asymptotic substitution bandwidth selector pp. 309-316

Jianqing Fan and Li-Shan Huang

Tail hypotheses in the signal plus noise model pp. 317-319

Abram Kagan and Lawrence A. Shepp

Dispersive ordering of convolutions of exponential random variables pp. 321-324

Subhash Kochar and Chunsheng Ma

Volume 43, issue 2, 1999

Ignatov's theorem and correlated record values pp. 107-111

Erol A. Peköz

Long- and short-range dependent sequences under exponential subordination pp. 113-121

Lesl aw Gajek and Jan Mielniczuk

Applications of a formula for the variance function of a stochastic process pp. 123-130

Ruzong Fan, Kenneth Lange and Edsel Peña

A note on S2 in a linear regression model based on two-stage sampling data pp. 131-135

Seuck Heun Song

A central limit theorem for self-normalized products of random variables pp. 137-143

M. P. Quine

A new estimate of the mode based on the quantile density pp. 145-152

A. Futschik

A note on the number of records near the maximum pp. 153-158

Yun Li

Density estimation by truncated wavelet expansion pp. 159-168

Takeshi Kato

Remarks on extremal problems in nonparametric curve estimation pp. 169-178

Sergei L. Leonov

Multiple stochastic integral expansions of arbitrary Poisson jump times functionals pp. 179-188

Nicolas Privault

Availability of a system with gamma life and exponential repair time under a perfect repair policy pp. 189-196

Jyotirmoy Sarkar and Gopal Chaudhuri

Characterizations and model selections through reliability measures in the discrete case pp. 197-206

Dilip Roy and R. P. Gupta

Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations pp. 207-215

J. P. N. Bishwal

Volume 43, issue 1, 1999

Parametric models as thin subsets of the space of distributions pp. 1-3

Mario Antonio Gneri

A likelihood based robust Bayesian summary pp. 5-12

Siva Sivaganesan

Least-square estimation for regression on random designs for absolutely regular observations pp. 13-23

Gabrielle Viennet

Random walks on edge-transitive graphs (II) pp. 25-32

José Luis Palacios, José Miguel Renom and Pedro Berrizbeitia

Expected hitting times for random walks on weak products of graphs pp. 33-39

Bárbara González-Arévalo and José Luis Palacios

Remarks on suprema of Lévy processes with light tailes pp. 41-48

Michael Braverman

Nonparametric estimation of piecewise smooth regression functions pp. 49-55

Michael Kohler

On the impossibility of estimating densities in the extreme tail pp. 57-64

Jan Beirlant and Luc Devroye

Recursive mean adjustment in time-series inferences pp. 65-73

Beong Soo So and Dong Wan Shin

Inference for a binary lattice Markov process pp. 75-85

S. Y. Hwang and I. V. Basawa

Hidden projection properties of some optimal designs pp. 87-92

M. L. Aggarwal and Renu Kaul

Least-squares fitting from the variogram cloud pp. 93-98

Werner Müller

The Hájeck-Rényi inequality for the NA random variables and its application pp. 99-105

Jingjun Liu, Shixin Gan and Pingyan Chen