Statistics & Probability Letters

1982 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 40, issue 4, 1998

Another look at the jackknife: further examples of generalized bootstrap pp. 307-319

Snigdhansu Chatterjee

"Drawings since hit tables in lotteries" and a new multivariate geometric distribution pp. 321-327

Norbert Henze

On an explicit formula for the distribution of the supremum pp. 329-331

M. S. Sgibnev

On visual distances in density estimation: the Hausdorff choice pp. 333-341

Antonio Cuevas and Ricardo Fraiman

On the convergence of generalized moments in almost sure central limit theorem pp. 343-351

Ildar Ibragimov and Mikhail Lifshits

Problems arising from jackknifing the estimate of a Kaplan-Meier integral pp. 353-361

Pao-Sheng Shen

First inverse moment of a generalized quadratic form pp. 363-370

B. Lindoff

Law of the iterated logarithm for Lévy's area process composed with Brownian motion pp. 371-377

Daniel Neuenschwander

A note on the stationarity of a threshold first-order bilinear process pp. 379-384

Nunzio Cappuccio, Marco Ferrante and Giovanni Fonseca

Change-point in the mean of dependent observations pp. 385-393

Piotr Kokoszka and Remigijus Leipus

Limit laws for the number of near maxima via the Poisson approximation pp. 395-401

Anthony G. Pakes and Yun Li

On the limiting behavior of randomly weighted partial sums pp. 403-410

Andrew Rosalsky and M. Sreehari

Volume 40, issue 3, 1998

Formulae and recursions for the joint distributions of success runs of several lengths in a two-state Markov chain pp. 203-214

Qing Han and Sigeo Aki

A test for singularity pp. 215-226

Attila Frigyesi and Ola Hössjer

Relative-error prediction pp. 227-236

Heungsun Park and L. A. Stefanski

Last passage time for the empirical mean of some mixing processes pp. 237-245

P. Barbe, M. Doisy and B. Garel

Predictive inference for directional data pp. 247-257

S. Rao Jammalamadaka and Ashis SenGupta

Characterizations of the -class of life distributions pp. 259-266

Lin Gwo Dong

Parametric nonstationary correlation models pp. 267-278

Jacqueline M. Hughes-Oliver, Graciela Gonzalez-Farias, Jye-Chyi Lu and Di Chen

Weak nondifferential measurement error models pp. 279-287

Heleno Bolfarine and Reinaldo B. Arellano-Valle

MLE are stochastically increasing if likelihoods are unimodal pp. 289-292

Gaoxiong Gan

U-statistics on a lattice of I.I.D. random variables pp. 293-303

Tasos C. Christofides and Robert Serfling

Volume 40, issue 2, 1998

Large deviations for stable Itô equations pp. 103-111

C. Tudor

Comparing two tests used for diagnostic or screening purposes pp. 113-119

Seymour Geisser

An integral characterization problem in an age-dependent cancer model pp. 121-126

Chinsan Lee

Equivalence of two conditions on singular components pp. 127-131

M. S. Sgibnev

A note on the existence of maximum likelihood estimates for Gaussian-inverted Wishart models pp. 133-137

N. Le, L. Sun and J. V. Zidek

Verifying irreducibility and continuity of a nonlinear time series pp. 139-148

Daren B. H. Cline and Huay-min H. Pu

Some properties of inferences in misspecified linear models pp. 149-153

Thomas A. Severini

Characterizations of some subclasses of spherical distributions pp. 155-164

Jia-Juan Liang and Peter M. Bentler

Conditional coverage probability of confidence intervals in errors-in-variables and related models pp. 165-170

Chen-Hai Andy Tsao

Asymptotics of a class of pth-order nonlinear autoregressive processes pp. 171-177

Chanho Lee

On the symmetric bilateral AR processes pp. 179-183

ByoungSeon Choi

Some projective properties of fractional factorial designs pp. 185-188

Hegang Chen

Estimation and test of linearity for a class of additive nonlinear models pp. 189-201

Nathalie Chèze-Payaud, Jean-Michel Poggi and Bruno Portier

Volume 40, issue 1, 1998

Convergence of conditional expectations given the random variables of a Skorohod representation pp. 1-8

Ornella Arcudi

Markov death process modelling and analysis of binary data pp. 9-13

M. J. Faddy

A Bayesian analysis of generalized threshold autoregressive models pp. 15-22

Cathy W. S. Chen

Characterizations of the dispersive order of distributions by the Laplace transform pp. 23-29

Jaroslaw Bartoszewicz

Sequential confidence bands for densities under truncated and censored data pp. 31-41

Liuquan Sun and Yong Zhou

Estimation of linear functionals of Poisson processes pp. 43-55

Yu. A. Kutoyants and F. Liese

B-spline estimation of regression functions with errors in variable pp. 57-66

Ja-Yong Koo and Kee-Won Lee

The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model pp. 67-73

A. P. Dunmur and D. M. Titterington

The law of the large numbers for U-statistics for 2m-wise independent random variables pp. 75-81

Miguel A. Arcones

A note on Rosenblatt distributions pp. 83-91

J. M. P. Albin

Stochastic comparisons and couplings for interacting particle systems pp. 93-102

F. Javier López and Gerardo Sanz

Volume 39, issue 4, 1998

Trajectories of exchangeable sequences: Large and moderate deviations results pp. 289-304

Tryfon Daras

Distributional convergence under proportional censorship when covariables are present pp. 305-315

Jacobo de Uña-Álvarez and Wenceslao González-Manteiga

Optimality of a class of efficiency-balanced designs pp. 317-326

Ashish Das

Representation of multivariate discrete distributions by probability generating functions pp. 327-331

Frank Krummenauer

A poisson limit law for a generalized birthday problem pp. 333-336

Norbert Henze

Identifying the multifractional function of a Gaussian process pp. 337-345

Albert Benassi, Serge Cohen and Jacques Istas

Approximation of the Hill estimator process pp. 347-354

E. Kaufmann and R. -D. Reiss

Symmetrization and decoupling of combinatorial random elements pp. 355-361

Lutz Duembgen

Weak convergence in Lp(0,1) of the uniform empirical process under dependence pp. 363-370

P. E. Oliveira and Ch. Suquet

Geometric convergence of the Metropolis-Hastings simulation algorithm pp. 371-377

Lars Holden

Statistical estimation by a linear combination of two given statistics pp. 379-384

Gro[beta], Jürgen

Volume 39, issue 3, 1998

The maximal dominated subsets of a statistical experiment pp. 185-193

Claudio Macci

Ordering properties of the TTT-plot of lifetimes with Schur joint densities pp. 195-203

G. Nappo and F. Spizzichino

Generalized poisson models arising from Markov processes pp. 205-212

Ronald J. Bosch and Louise M. Ryan

On the class of g-monotone dependence functions pp. 213-227

A. Krajka

Bootstrapping statistical functionals pp. 229-236

M. D. Jiménez Gamero, J. Muñoz García and A. Muñoz Reyes

Asymptotic efficiency of a proportional hazards model with cure pp. 237-244

Alexander Tsodikov

On mode testing and empirical approximations to distributions pp. 245-254

Ming-Yen Cheng and Peter Hall

A Berry-Esséen-type theorem of quantile density estimators pp. 255-262

Cheng Cheng

Strong law of large numbers for U-statistics of varying order pp. 263-270

Grzegorz Rempala

A logical foundation for the minimal sufficient cause model pp. 271-281

Mikel Aickin

An optional stopping theorem for nonadapted martingales pp. 283-288

S. N. Ethier

Volume 39, issue 2, 1998

Comparisons of spatially correlated binary data pp. 81-87

Songyong Sim and Richard A. Johnson

A Baum-Katz theorem for random variables under exponential moment conditions pp. 89-95

Hartmut Lanzinger

Simple proofs of two results on convolutions of unimodal distributions pp. 97-100

Sumitra Purkayastha

Poisson approximations for sequences of random variables pp. 101-107

V. Cekanavicius

Further results based on Chernoff-type inequalities pp. 109-117

G. R. Mohtashami Borzadaran and D. N. Shanbhag

Simple tests for the validity of correlation function models on the circle pp. 119-122

Tilmann Gneiting

Preservation of some partial orderings under the formation of coherent systems pp. 123-131

Asok K. Nanda, Kanchan Jain and Harshinder Singh

On the joint distribution of runs in a sequence of multi-state trials pp. 133-141

Masayuki Doi and Eiji Yamamoto

On nonparametric estimation of mean functionals pp. 143-149

Christian D. Galindo

Simple kernel estimators for certain nonparametric deconvolution problems pp. 151-160

A. J. van Es and A. R. Kok

On a property of the expected value of a determinant pp. 161-165

L. Pronzato

On the class of t-designs pp. 167-172

Sudesh K. Srivastav

A note on generalization of distinct representatives pp. 173-177

Feng-Shun Chai

Convergence in the Hausdorff metric of estimators of irregular densities, using Fourier-Cesàro approximation pp. 179-184

Arnoud C. M. van Rooij and Frits H. Ruymgaart

Volume 39, issue 1, 1998

The weighted average information criterion for order selection in time series and regression models pp. 1-10

Tiee-Jian Wu and Alfred Sepulveda

Records from a multivariate normal sample pp. 11-15

Alexander V. Gnedin

A weighted Kendall's tau statistic pp. 17-24

Grace S. Shieh

A central limit theorem for certain nonlinear statistics in repeated sampling of a finite population pp. 25-34

D. L. Hawkins and Chien-Pai Han

A lifetime distribution with decreasing failure rate pp. 35-42

K. Adamidis and S. Loukas

Simulations on the Theil-Sen regression estimator with right-censored data pp. 43-47

Rand R. Wilcox

A note on relationships between moments, central moments and cumulants from multivariate distributions pp. 49-54

N. Balakrishnan, Norman L. Johnson and Samuel Kotz

Cramer's condition and Sanov's theorem pp. 55-60

Alexander Schied

An L2 error test with order selection and thresholding pp. 61-72

GeungHee Lee and Jeffrey D. Hart

On the normal record values and associated inference pp. 73-80

N. Balakrishnan and P. S. Chan