Statistics & Probability Letters

1982 - 2025

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

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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