Statistics & Probability Letters

1982 - 2025

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

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Volume 41, issue 4, 1999

A data-driven test for dispersive ordering pp. 331-336

Yanqin Fan

A parabolic stochastic differential equation with fractional Brownian motion input pp. 337-346

W. Grecksch and V. V. Anh

A note on Rüger's test for discrete data pp. 347-351

Frank Krummenauer

Block updating in constrained Markov chain Monte Carlo sampling pp. 353-361

Merrilee A. Hum, Håvard Rue and Nuala A. Sheehan

Diffusion approximations for random walks on nilpotent Lie groups pp. 363-377

Lucia Caramellino, Adriana Climescu-Haulica and Barbara Pacchiarotti

Analysis of goodness-of-fit for Cox regression model pp. 379-382

Sin-Ho Jung and Sam Wieand

Large deviation principle in nonparametric estimation of marked point processes pp. 383-388

Danielle Florens and Huyên Pham

Linear rank score statistics when ties are present pp. 389-395

Ullrich Munzel

On the conditional expectation E(X X + W) in the case of independent random variables X, W pp. 397-400

Ehrhard Behrends

A note on unbiased testing for the equivalence problem -- another christmas tree pp. 401-406

Axel Munk

Conservativeness of global tests for bivariate binomial and Poisson data pp. 407-412

Frank Krummenauer

Estimating the index of a stable law via the pot-method pp. 413-423

Frank Marohn

Empirical likelihood for partial linear models with fixed designs pp. 425-433

Qi-Hua Wang and Bing-Yi Jing

A one-sided confidence set hidden under a two-sided sequential test of a normal mean pp. 435-438

Wei Liu

Volume 41, issue 3, 1999

Bounds for robust maximum likelihood and posterior consistency in compound mixture state experiments pp. 215-227

Suman Majumdar, Dennis Gilliland and James Hannan

Regression analysis with censored data: Extensions of Koul-Susarla-Van Ryzin approach pp. 229-236

Mai Zhou

Density estimation in the presence of noise pp. 237-246

Gilbert G. Walter

Nonparametric Bayesian predictive distributions for future order statistics pp. 247-254

Richard A. Johnson, James W. Evans and David W. Green

Bayesian analysis of censored data pp. 255-265

J. K. Ghosh, R. V. Ramamoorthi and K. R. Srikanth

Power calculations for detecting interaction in stratified 2x2 tables pp. 267-275

Joseph Gardiner, Dorothy Pathak and Alka Indurkhya

Exact moments of the product limit estimator pp. 277-286

Eswar G. Phadia and Peter Yi-Shi Shao

Efficient estimation of a shift in nonparametric regression pp. 287-301

Anton Schick

The asymptotic distribution of the suprema of the standardized empirical processes under the Koziol-Green model pp. 303-313

J. K. Ghorai and J. Schmitter

Estimation of the index parameter for autoregressive data using the estimated innovations pp. 315-324

Michael R. Allen and Somnath Datta

Estimation of variance components in dynamic linear models pp. 325-330

Shelemyahu Zacks and Xiaodong Wang

Volume 41, issue 2, 1999

Too much sampling kills the UMP test pp. 101-105

Yongdai Kim and Joseph S. Verducci

A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain pp. 107-115

Paolo Baldi and Mauro Piccioni

On the best approximation for bootstrapped empirical processes pp. 117-122

Lajos Horvath and Josef Steinebach

On Berry-Esséen rates for m-dependent U-statistics pp. 123-130

Qiying Wang

The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution pp. 131-137

Marc G. Genton

A theorem of stochastic representation related to Monge-Kantorovich problem pp. 139-143

Nacereddine Belili

Regular stability of large order statistics pp. 145-151

R. J. Tomkins

On the length of the longest increasing run in d pp. 153-161

Andrei N. Frolov and Alexander I. Martikainen

On kernel estimation of a multivariate distribution function pp. 163-168

Zhezhen Jin and Yongzhao Shao

On the large increments of fractional Brownian motion pp. 169-178

Charles El-Nouty

On compound Poisson approximation for sums of random variables pp. 179-189

P. Vellaisamy and B. Chaudhuri

On identifiability in models for incomplete binary data pp. 191-197

G. F. V. Glonek

A note on packing random intervals with varying density pp. 199-208

WanSoo T. Rhee

Volume 41, issue 1, 1999

A parametric independence test for clustered binary data pp. 1-7

Dale Bowman

Statistical inference for finite Markov chains based on divergences pp. 9-17

M. L. Menéndez, D. Morales, L. Pardo and K. Zografos

On unbiasedness of the empirical BLUE and BLUP pp. 19-24

Jiming Jiang

Expected local influence in the normal linear regression model pp. 25-30

N. G. Cadigan and P. J. Farrell

On using index cases in the study of late-onset diseases pp. 31-37

Agnes Berger

Estimating the index of a stable distribution pp. 39-55

Laurens de Haan and T. Themido Pereira

A modified logrank test for censored survival data under order restrictions pp. 57-63

P. Y. Liu and Wei Yann Tsai

MSE performance of a heterogeneous pre-test estimator pp. 65-71

Kazuhiro Ohtani

The efficiency of ordinary least squares in designed experiments subject to spatial or temporal variation pp. 73-81

Neil A. Butler

Exponential tightness can fail in the strong topology pp. 83-86

Peter Eichelsbacher and Malte Grunwald

Testing for trends in correlated data pp. 87-95

Hongguang Sun and Sastry G. Pantula

Equivalent mixing conditions for Markov chains pp. 97-99

Richard C. Bradley