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Statistics & Probability Letters

1982 - 2021

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

From Elsevier
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Volume 23, issue 4, 1995

On the Fisher information in type-I censored and quantal response data pp. 297-306 Downloads
I. Gertsbakh
A characterization of a bivariate geometric distribution pp. 307-311 Downloads
Kai Sun and Asit P. Basu
On the minimum of independent geometrically distributed random variables pp. 313-326 Downloads
Gianfranco Ciardo, Lawrence M. Leemis and David Nicol
On Stein-Chen factors for Poisson approximation pp. 327-332 Downloads
Timothy C. Brown and Aihua Xia
On confidence regions induced by the Wilcoxon rank sum test pp. 333-338 Downloads
Vibeke Horstmann
Maximum stability and a generalization pp. 339-342 Downloads
M. Sreehari
Identifiability of full, marginal, and conditional factor analysis models pp. 343-350 Downloads
Masamori Ihara and Yutaka Kano
Bounds for order statistics based on dependent variables with given nonidentical distributions pp. 351-358 Downloads
Tomasz Rychlik
A Stochastic process arising in sequential experimentation pp. 359-365 Downloads
W. Stadje
A condition for the nonexistence of ancillary statistics pp. 367-369 Downloads
Arjun K. Gupta and Yining Wang
Designs through recoding of varietal and level codes pp. 371-380 Downloads
M. N. Das, N. Giri and M. Ahmed

Volume 23, issue 3, 1995

A necessary and sufficient condition for the existence of the limiting probability of a tie for first place pp. 203-209 Downloads
Yuliy Baryshnikov, Bennett Eisenberg and Gilbert Stengle
Bahadur and Hodges-Lehmann approximate efficiencies of tests based on spacings pp. 211-220 Downloads
Jaroslaw Bartoszewicz
On the rate of convergence in the martingale CLT pp. 221-226 Downloads
Alfredas Rackauskas
A note on the maximum of a random walk pp. 227-231 Downloads
W. Stadje
A bound on the 1-error of a nonparametric density estimator with censored data pp. 233-238 Downloads
K. B. Kulasekera
On a class of multivariate distributions closed under concomitance of order statistics pp. 239-242 Downloads
K. Balasubramanian and N. Balakrishnan
A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means pp. 243-245 Downloads
Danny W. Turner, Dean M. Young and John W. Seaman
Some results on strong limit theorems for (LB)-space-valued random variables pp. 247-251 Downloads
Xaingchen Wang, M. Bhaskara Rao and Deli Li
A V-optimal design for Scheffé's polynomial model pp. 253-258 Downloads
Shuangzhe Liu and Heinz Neudecker
Lower limits of iterated Wiener processes pp. 259-270 Downloads
Z. Shi
Discrete Mittag-Leffler distributions pp. 271-274 Downloads
R. N. Pillai and K. Jayakumar
Exact behavior of Gaussian seminorms pp. 275-280 Downloads
Amir Dembo, Eddy Mayer-Wolf and Ofer Zeitouni
The sample mid-range and symmetrized extremal laws pp. 281-288 Downloads
N. H. Bingham
Law of the iterated logarithm and local variations at zero of the sticky Brownian motion pp. 289-295 Downloads
Madjid Amir and Frank B. Knight

Volume 23, issue 2, 1995

Finite exchangeability and linear regression pp. 105-110 Downloads
Bruno Bassan and Marco Scarsini
A game with four players pp. 111-115 Downloads
Derek K. Chang
On combining independent tests in linear models pp. 117-122 Downloads
Scott M. Jordan and K. Krishnamoorthy
A note on the bias of L-estimators and a bias reduction procedure pp. 123-127 Downloads
Xiaojing Xiang
The equivalence of two conditions for weight functions for martingales pp. 129-133 Downloads
Xiang Qian Chang and Charles N. Moore
Convergence of increments for cumulative hazard function in a mixed censorship-truncation model with application to hazard estimators pp. 135-139 Downloads
Minggao Gu
A note on sequential estimation of the mean pp. 141-149 Downloads
Chikara Uno
The strong law of U-statistics with [phi]*-mixing samples pp. 151-155 Downloads
Qiying Wang
Contorted uniform and Pareto distributions pp. 157-164 Downloads
Boyan Dimitrov and Elart von Collani
Inconsistent maximum likelihood estimators for the Rasch model pp. 165-170 Downloads
Malay Ghosh
A generalized class of estimators in linear regression models with multivariate-t distributed error pp. 171-178 Downloads
R. Karan Singh, Sheela Misra and S. K. Pandey
On the limit distributions of sums of mixing Bernoulli random variables pp. 179-182 Downloads
Wieslaw Dziubdziela
ANOVA and rank tests when the number of treatments is large pp. 183-191 Downloads
Dennis D. Boos and Cavell Brownie
The approximate distribution of nonparametric regression estimates pp. 193-201 Downloads
P. M. Robinson

Volume 23, issue 1, 1995

Hazard rate ordering of k-out-of-n systems pp. 1-8 Downloads
Moshe Shaked and Jevaveerasingam Shanthikumar
Stationarity of independent sequences pp. 9-11 Downloads
B. Lacaze
Dependency measure for sets of random events or random variables pp. 13-20 Downloads
Jordan Stoyanov
The smallest uniform upper bound on the distance between the mean and the median of the binomial and Poisson distributions pp. 21-25 Downloads
Kais Hamza
Asymptotic normality of pseudo-LS estimator for partly linear autoregression models pp. 27-34 Downloads
Jiti Gao and Hua Liang
Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases pp. 35-44 Downloads
Dominique Fourdrinier and Christian P. Robert
Estimating statistical hypotheses pp. 45-52 Downloads
Colin R. Blyth and Robert G. Staudte
An example in which the Lugannani-Rice saddlepoint formula fails pp. 53-61 Downloads
James G. Booth and Andrew T. A. Wood
Another proof of a slow convergence result of Birgé pp. 63-67 Downloads
Luc Devroye
Detecting a change in the intercept in multiple regression pp. 69-72 Downloads
G. S. Watson
Estimation of quantile density function based on regression quantiles pp. 73-78 Downloads
Yadolah Dodge and Jana Jurecková
Robust recursive estimation for correlated observations pp. 79-92 Downloads
Irwin Guttman and Dennis K. J. Lin
On a class of bivariate compounded Poisson distributions pp. 93-104 Downloads
H. Papageorgiou and Katerina M. David
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