Statistics & Probability Letters

1982 - 2025

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

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Volume 38, issue 4, 1998

The comparison between polynomial regression and orthogonal polynomial regression pp. 289-294

Guo-Liang Tian

On the determination of the number of components in a mixture pp. 295-298

Athanase Polymenis and D. M. Titterington

A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process pp. 299-303

Alessandra Guglielmi

Bias annihilating bandwidths for kernel density estimation at a point pp. 305-309

Martin L. Hazelton

A remark on approximate M-estimators pp. 311-321

Miguel A. Arcones

Hastings-Metropolis algorithms and reference measures pp. 323-328

Pei-de Chen

Why the variance? pp. 329-333

Abram Kagan and Lawrence A. Shepp

Characterization of error distributions in time-series regression models pp. 335-345

Marc Hallin, J. Jurecková and X. Milhaud

Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators pp. 347-354

Augustyn Markiewicz

On exponential rates of estimators of the parameter in the first-order autoregressive process pp. 355-362

Yoshihide Kakizawa

A note on bias robustness of the median pp. 363-368

Zhiqiang Chen

The power function of the maximum studentized range test in a two-way design pp. 369-376

Siu Hung Cheung and Yaohua Wu

Volume 38, issue 3, 1998

Large deviations in partial sums of U-processes in stronger topologies pp. 207-214

Peter Eichelsbacher

Optimal Bayesian-feasible dose escalation for cancer phase I trials pp. 215-220

S. Zacks, A. Rogatko and J. Babb

Testing equality of two normal means using a variance pre-test pp. 221-227

Willem Albers, Pieta C. Boon and Wilbert C. M. Kallenberg

Mixed Poisson distributions tail equivalent to their mixing distributions pp. 229-233

Richard Perline

Invariance principle for martingale-difference random fields pp. 235-245

S. Poghosyan and S. Roelly

A formula on multivariate Dirichlet distributions pp. 247-253

Gérard Letac and Hélène Massam

Asymptotic variance of M-estimators for dependent Gaussian random variables pp. 255-261

Marc G. Genton

Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion pp. 263-274

Alain Le Breton

An ordered relation between the ANOVA estimator of the intraclass correlation and a kappa-type statistic in binary data pp. 275-280

Song-Show Cheng and Yu-Chun Cheng

Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data pp. 281-288

Steven T. Garren

Volume 38, issue 2, 1998

Weak law of large numbers for arrays pp. 101-105

Soo Hak Sung

Asymptotically unbiased estimators for the extreme-value index pp. 107-115

L. Peng

Sequence of expectations of maximum-order statistics pp. 117-123

J. S. Huang

A note on the uniqueness of the quasi-likelihood estimator pp. 125-130

George Tzavelas

The density of the inverse and pseudo-inverse of a random matrix pp. 131-135

Ingram Olkin

Conditional large deviations for density case pp. 137-144

Gie-Whan Kim and Donald R. Truax

On the bias of the OLS estimator in a nonstationary dynamic panel data model pp. 145-150

Jean-Yves Pitarakis

Hypothesis testing for some time-series models: a power comparison pp. 151-156

A. Thavaneswaran and Shelton Peiris

Mixture representation of Linnik distribution revisited pp. 157-160

Tomasz J. Kozubowski

Sample size calculations for smoothing splines based on Bayesian confidence intervals pp. 161-166

Yuedong Wang

Generalized k-matches pp. 167-175

Jonathan Herzog, Christopher McLaren and Anant P. Godbole

On the almost sure boundedness of norms of some empirical operators pp. 177-182

Rafal Latala

A representation result for finite Markov chains pp. 183-186

Peter Spreij

Parameterizations and modes of stable distributions pp. 187-195

John P. Nolan

Using M-type smoothing splines to estimate the spectral density of a stationary time series pp. 197-205

Eva Ferreira

Volume 38, issue 1, 1998

Applications of a general composition theorem to the star order of distributions pp. 1-9

Jaroslaw Bartoszewicz

A new criterion for variable selection pp. 11-19

R. Philips and I. Guttman

A uniform strong law of large numbers for partial sum processes of Banach space-valued random sets pp. 21-25

Lee-Chae Jang and Joong-Sung Kwon

A note on complete convergence for arrays pp. 27-31

T. -C. Hu, D. Szynal and A. I. Volodin

On the posterior distribution of the covariance matrix of the growth curve model pp. 33-39

Jian-Xin Pan, Kai-Tai Fang and Dietrich von Rosen

Generalized graphical models for discrete data pp. 41-47

Jozef L. Teugels and Johan Van Horebeek

On consistency of the monotone MLE of survival for left truncated and interval-censored data pp. 49-57

Wei Pan, Rick Chappell and Michael R. Kosorok

A note on universal admissibility of scale parameter estimators pp. 59-67

Debashis Kushary

Moments of ratios of quadratic forms pp. 69-71

A. K. Gupta and D. G. Kabe

A note on moments of the maximum of Cesàro summation pp. 73-81

Deli Li and Mei Ling Huang

Marcinkiewicz--Zygmund law for sequences of blockwise m-dependent random variables pp. 83-88

Zhang Bo

Optimal cooperative stopping rules for maximization of the product of the expected stopped values pp. 89-99

David Assaf and Ester Samuel-Cahn

Volume 37, issue 4, 1998

Generalized method of Pao-Zhuan Yin-Yu pp. 321-329

James C. Fu and Lung-An Li

Limit behavior of the empirical influence function of the median pp. 331-340

Christophe Croux

A one-step robust estimator for regression based on the weighted likelihood reweighting scheme pp. 341-350

Claudio Agostinelli and Marianthi Markatou

A characterisation of Hjort's discrete time beta process pp. 351-355

Stephen Walker

The exact u chart can be obtained using simple adjustments pp. 357-365

Gemai Chen and Smiley W. Cheng

D-optimal fractional factorial designs pp. 367-373

Wan-Yi Chiu and Peter W. M. John

p-Adic behaviour of Bernoulli probabilities pp. 375-379

Andrew Khrennikov

Asymptotic properties of Kaplan-Meier estimator for censored dependent data pp. 381-389

Zongwu Cai

On Benford's law to variable base pp. 391-397

P. Schatte

Analysis of fixed effects linear models under heteroscedastic errors pp. 399-408

Todd Smith and Shyamal D. Peddada

Addition or deletion? pp. 409-414

Aloke Dey and Chand K. Midha

Buffon got it straight pp. 415-421

G. R. Wood and J. M. Robertson

Confidence intervals for the number of unseen types pp. 423-430

Mark Finkelstein, Howard G. Tucker and Jerry Alan Veeh

Volume 37, issue 3, 1998

Mixture representations for symmetric generalized Linnik laws pp. 213-221

Anthony G. Pakes

Asymptotic properties of the GMLE with case 2 interval-censored data pp. 223-228

Qiqing Yu, Anton Schick, Linxiong Li and George Y. C. Wong

On almost sure max-limit theorems pp. 229-236

I. Fahrner and U. Stadtmüller

Equivalent conditions on the central limit theorem for a sequence of probability measures on R pp. 237-242

Toshio Mikami

Discrete stable random variables pp. 243-247

Gerd Christoph and Karina Schreiber

On the Devroye-Györfi methods of correcting density estimators pp. 249-257

M. Kaluszka

Bootstrapping sample quantiles in non-regular cases pp. 259-267

Keith Knight

A note on the behaviour of residual plots in regression pp. 269-278

Santiago Velilla

Small deviations for the Poisson process pp. 279-285

Sergio Alvarez-Andrade

Bandwidth selection for power optimality in a test of equality of regression curves pp. 287-293

K. B. Kulasekera and J. Wang

Bootstrapping weighted empirical processes that do not converge weakly pp. 295-302

Soumendra Nath Lahiri

Testing based on sampled data for proportional hazards model pp. 303-313

Leszek Marzec and Pawel Marzec

Volume 37, issue 2, 1998

A note on sufficiency and information loss pp. 111-114

Paul Kabaila

Uniform strong consistency of sample quantiles pp. 115-119

Ryszard Zielinski

Testing for unimodal dependence in an ordered contingency table with restricted marginal probabilities pp. 121-129

Chul Gyu Park

Finite sample performance of deconvolving density estimators pp. 131-139

M. P. Wand

On limiting distributions in explosive autoregressive processes pp. 141-147

Michael J. Monsour and Piotr W. Mikulski

Uniform association in contingency tables associated to Csiszar divergence pp. 149-154

J. Conde and M. Salicrú

On one-sided strong laws for large increments of sums pp. 155-165

Andrei N. Frolov

An arrangement increasing property of the Marshall-Olkin bivariate exponential pp. 167-170

Philip J. Boland

Weak convergence of convex stochastic processes pp. 171-182

Miguel A. Arcones

A Kolmogorov-type test for second-order stochastic dominance pp. 183-193

Friedrich Schmid and Mark Trede

Small deviations for the Poisson process pp. 195-201

Sergio Alvarez-Andrade

Continuity of some anticipating integral processes pp. 203-211

Yaozhong Hu and David Nualart

Volume 37, issue 1, 1998

Comparison of order statistics between dependent and independent random variables pp. 1-6

Taizhong Hu and Jinjin Hu

On forecasting SETAR processes pp. 7-14

Jan G. Gooijer and Paul T. De Bruin

Some results concerning the rates of convergence of random walks on finite group pp. 15-17

Jack J. Dai

Using a stopping rule to determine the size of the training sample in a classification problem pp. 19-27

Subrata Kundu and Adam T. Martinsek

Random walks on edge transitive graphs pp. 29-34

JoséLuis Palacios and JoséMiguel Renom

An ergodic Markov chain is not determined by its two-dimensional marginal laws pp. 35-40

M. Courbage and D. Hamdan

The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations pp. 41-47

Göran Kauermann, Marlene Müller and Raymond J. Carroll

Interval estimation of location and scale parameters based on record values pp. 49-58

Ping Shing Chan

Tail probability approximations for U-statistics pp. 59-65

Robert W. Keener, John Robinson and Neville C. Weber

Almost sure central limit theorems under minimal conditions pp. 67-76

István Berkes, Endre Csáki and Lajos Horvath

Some linear models are necessarily parametric pp. 77-80

Abram Kagan and Lawrence A. Shepp

On the rate of convergence of the ECME algorithm pp. 81-87

Abdallah Mkhadri

Modified expression for a recurrence relation on the product moments of order statistics pp. 89-95

P. Samuel and P. Y. Thomas

Least squares estimation of two functions under order restriction in isotonicity pp. 97-100

Chul Gyu Park

A note on unconditional properties of a parametrically guided Nadaraya-Watson estimator pp. 101-108

Ingrid K. Glad