Statistics & Probability Letters

1982 - 2025

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

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Volume 42, issue 4, 1999

Estimation of quadratic functionals of a density pp. 327-332

Harú V. Martinez and María M. Olivares

A large-sample model selection criterion based on Kullback's symmetric divergence pp. 333-343

Joseph E. Cavanaugh

On stochastic orderings between distributions and their sample spacings pp. 345-352

Subhash C. Kochar

Parameter estimation under generalized ranked set sampling pp. 353-360

YongHee Kim and Barry C. Arnold

Extremal points of infinite clusters in stationary percolation pp. 361-365

Ronald Meester

The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift pp. 367-373

Chuancun Yin

Threshold variable selection by wavelets in open-loop threshold autoregressive models pp. 375-392

Wai-Cheung Ip, Heung Wong, Yuan Li and Zhongjie Xie

Some characterizations of the normal distribution pp. 393-400

N. Bansal, G. G. Hamedani, Eric S. Key, Hans Volkmer, Hao Zhang and J. Behboodian

Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables pp. 401-408

Kamal C. Chanda

Characterizations of Radon spaces pp. 409-413

, D. Leão, M. D. Fragoso and P. R. C. Ruffino

Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control pp. 415-421

B. Bercu

Exponential inequality for associated random variables pp. 423-431

D. A. Ioannides and G. G. Roussas

Volume 42, issue 3, 1999

Sharp entropy bounds for discrete statistical simulation pp. 219-227

Dan Romik

Construction of systematic row-column designs with treatments unconfounded with the linear row x columns and quadratic row x columns interactions pp. 229-237

John P. Mandeli

A metric for convergence in distribution pp. 239-247

Suman Majumdar

The local linearization scheme for nonlinear diffusion models with discontinuous coefficients pp. 249-256

O. Stramer

Stochastic monotonicity properties of Bayes estimation of the population size for capture-recapture data pp. 257-266

O. Yoshida, J. G. Leite and H. Bolfarine

A comparison of nonparametric shape constrained bioassay estimators pp. 267-274

Mary C. Meyer

A note on uniform consistency of the product-limit estimator with staggered entry pp. 275-281

Kani Chen and Zhiliang Ying

Strong consistency under proportional censorship when covariables are present pp. 283-292

Jacobo de Uña-Álvarez and Wenceslao González-Manteiga

Weak law of large numbers for arrays of random variables pp. 293-298

Soo Hak Sung

Kaplan-Meier representation of competing risk estimates pp. 299-304

Glen A. Satten and Somnath Datta

Covariance identities for exponential and related distributions pp. 305-311

B. L. S. Prakasa Rao

Wavelet estimation for samples with random uniform design pp. 313-321

T. Tony Cai and Lawrence D. Brown

Kolmogrov and Erdös test for self-normalized sums pp. 323-326

Qiying Wang

Volume 42, issue 2, 1999

On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions pp. 107-113

Ke-Hai Yuan and Peter M. Bentler

On the exact distributions of Eulerian and Simon Newcomb numbers associated with random permutations pp. 115-125

James C. Fu, W. Y. Wendy Lou and Yueh-Jir Wang

Compatibility conditions for a set of conditional Gaussian distributions pp. 127-130

Chuanhai Liu

On some new properties of the beta distribution pp. 131-137

Wlodzimierz Krysicki

Rosenthal's inequality for LPQD sequences pp. 139-144

Sana Louhichi

The Laplace order and ordering of residual lives pp. 145-156

Félix Belzunce, Eva Ortega and José M. Ruiz

Square tray distributions pp. 157-165

Norman L. Johnson and Samuel Kotz

A paradox in least-squares estimation of linear regression models pp. 167-174

Z. D. Bai and Meihui Guo

Limiting behavior of the ICF test for normality under Gram-Charlier alternatives pp. 175-184

T. W. Epps

Third-order expansion of mean squared error of medians pp. 185-192

J. S. Huang

The maximum occupancy number in a simple urn model pp. 193-200

Wolfgang Stadje

An inverse of Sanov's theorem pp. 201-206

Ayalvadi Ganesh and Neil O'Connell

Characterizations of stochastic orders based on ratios of Laplace transforms pp. 207-212

Jaroslaw Bartoszewicz

Volume 42, issue 1, 1999

On equitable ratios of Dubins-Freedman type pp. 1-6

Richard Isaac

Relation between the covariance and Fisher information matrices pp. 7-13

Abram Kagan and Zinoviy Landsman

A polynomial model for bivariate extreme value distributions pp. 15-25

S. Nadarajah

A minimality property of the minimal martingale measure pp. 27-31

Martin Schweizer

On the posterior distribution of a location parameter from a strongly unimodal distribution pp. 33-37

Chunsheng Ma

Goodness-of-fit test for linear models based on local polynomials pp. 39-46

J. T. Alcalá, J. A. Cristóbal and W. González-Manteiga

Trimmed, Bayesian and admissible estimators pp. 47-51

Jana Jurecková and Lev B. Klebanov

Goodness-of-fit tests for nonlinear heteroscedastic regression models pp. 53-60

Jean Diebolt and Jacques Zuber

Complex-valued Wiener measure: An approach via random walk in the complex plane pp. 61-67

Guy Jumarie

A comparison of some of pattern identification methods for order determination of mixed ARMA models pp. 69-79

Wai-Sum Chan

The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis pp. 81-89

Antonio Montañés and Marcelo Reyes

Differentiation of the modified approximative Karhunen-Loeve expansion of a stochastic process pp. 91-98

Juan Carlos Ruiz-Molina, Jesús Navarro and J. Mariano Valderrama

Characterization of the Weibull distribution by properties of the Fisher information under type-I censoring pp. 99-105

Ilya Gertsbakh and Abram Kagan