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Statistics & Probability Letters

1982 - 2021

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

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Volume 19, issue 5, 1994

Breakdown versus efficiency -- Your perspective matters pp. 357-360 Downloads
Xuming He
Desirable properties, breakdown and efficiency in the linear regression model pp. 361-370 Downloads
Laurie Davies
Efficient high-breakdown M-estimators of scale pp. 371-379 Downloads
Christophe Croux
Small sample efficiency and exact fit for Cauchy regression models pp. 381-385 Downloads
Stephan Morgenthaler
The asymptotics of the least trimmed absolute deviations (LTAD) estimator pp. 387-398 Downloads
Mara Tableman
Effect of leverage on the finite sample efficiencies of high breakdown estimators pp. 399-408 Downloads
Clint W. Coakley, Lamine Mili and Michael G. Cheniae
Efficiency of MM- and [tau]-estimates for finite sample size pp. 409-415 Downloads
Jorge G. Adrover, Ana M. Bianco and Víctor J. Yohai
Unconventional features of positive-breakdown estimators pp. 417-431 Downloads
Peter Rousseeuw

Volume 19, issue 4, 1994

Rapid evaluation of the inverse of the normal distribution function pp. 259-266 Downloads
George Masaglia, Arif Zaman and John C. W. Marsaglia
Truncating sample weights reduces variance pp. 267-269 Downloads
Kai Fun Yu
On max domains of attraction of univariate p-max stable laws pp. 271-279 Downloads
U. R. Subramanya
Multivariate kurtosis in L1-sense pp. 281-284 Downloads
Jean Averous and Michel Meste
A new proof on the distribution of the local time of a Wiener process pp. 285-290 Downloads
Miklós Csörgo and Qi-Man Shao
On the product and the sum of random variables with arithmetic and non-arithmetic distributions pp. 291-297 Downloads
Markus Abt
Asymptotic representations for qualites of pooled samples pp. 299-305 Downloads
Z. J. Liu and Y. Q. Yin
On disparity based goodness-of-fit tests for multinomial models pp. 307-312 Downloads
Ayenendranath Basu and Sahadeb Sarkar
A conditional characterization of the multivariate normal distribution pp. 313-315 Downloads
Barry C. Arnold, Enrique Castillo and José María Sarabia
A feasible minimum risk estimator interpretation to Stein-rule estimators in linear regression model pp. 317-319 Downloads
V. K. Srivastava and A. K. Srivastava
On multidimensional domains of attraction for stationary sequences pp. 321-326 Downloads
Adam Jakubowski
Moments do not determine tail pp. 327-328 Downloads
Min-Te Chao and Wen-Qi Liang
The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators pp. 329-337 Downloads
Mara Tableman
On predicting the finite population distribution function pp. 339-347 Downloads
Heleno Bolfarine and Mônica C. Sandoval
An odd property of the sample median pp. 349-354 Downloads
J. Cabrera, G. Maguluri and K. Singh

Volume 19, issue 3, 1994

Bias correction in ARMA models pp. 169-176 Downloads
Gauss M. Cordeiro and Ruben Klein
A convergence theorem for sums of dependent Hilbert space valued triangular arrays pp. 177-179 Downloads
Li Zezhi and Zhang Buchen
A multiplicative bias reduction method for nonparametric regression pp. 181-187 Downloads
Oliver Linton and Jens Perch Nielsen
Unit root tests for ARIMA(0, 1, q) models with irregularly observed samples pp. 189-194 Downloads
Dong Wan Shin and Sahadeb Sarkar
The best lower bound of sample correlation coefficient with ordered restriction pp. 195-198 Downloads
Tea-Yuan Hwang and Chin-Yuan Hu
A note on the generalization of Mathisen's median test pp. 199-204 Downloads
I. D. Shetty and Sharada V. Bhat
Necessary and sufficient conditions for the multivariate bootstrap of the mean pp. 205-216 Downloads
Steven J. Sepanski
A note on the conditional distribution of X when X - y is given pp. 217-219 Downloads
Z. D. Bai and Lawrence A. Shepp
A simple form of Bartlett's formula for autoregressive processes pp. 221-231 Downloads
Rolando Cavazos-Cadena
Possible sample paths of self-similar [alpha]-stable processes pp. 233-237 Downloads
Gennady Samorodnitsky
On a probabilistic generalization of Taylor's theorem pp. 239-243 Downloads
Gwo Dong Lin
Testing for Poissonity-normality vs. other infinite divisibility pp. 245-248 Downloads
A. K. Gupta, T. F. Móri and G. J. Székely
Estimation of the mean when data contain non-ignorable missing values from a random effects model pp. 249-257 Downloads
Weichung J. Shih, Hui Quan and Myron N. Chang

Volume 19, issue 2, 1994

On long runs of heads and tails pp. 85-89 Downloads
Tamás F. Móri
Quadratic location discriminant functions for mixed categorical and continuous data pp. 91-95 Downloads
W. J. Krzanowski
On a majorization inequality for sums of independent random vectors pp. 97-99 Downloads
Iosif Pinelis
Estimation of restricted regression model when disturbances are not necessarily normal pp. 101-109 Downloads
R. Karan Singh
Some results on covariance of function of order statistics pp. 111-114 Downloads
Yong-cheng Qi
A compact expression for the variance of sample second-order moments in multivariate linear relations -- an alternative proof of Satorra's result pp. 115-117 Downloads
Heinz Neudecker
Asymptotically best bandwidth selectors in kernel density estimation pp. 119-127 Downloads
W. C. Kim, B. U. Park and J. S. Marron
A counterexample to a conjecture on order statistics pp. 129-130 Downloads
Luning Li
The Pitman comparison of unbiased linear estimators pp. 131-136 Downloads
Robert L. Fountain and Jerome P. Keating
A simple and competitive estimator of location pp. 137-142 Downloads
Y. M. Chan and Xuming He
Singularity of two diffusion on [infinity] pp. 143-145 Downloads
Sixiang Zhang
On the calculation of standard error for quotation in confidence statements pp. 147-151 Downloads
Song Chen and Peter Hall
The Chibisov--O'Reilly theorem for empirical processes under contiguous measures pp. 153-159 Downloads
Barbara Szyszkowicz
Moments of order statistics of the Cantor distribution pp. 161-165 Downloads
J. R. M. Hosking

Volume 19, issue 1, 1994

Sufficient conditions for unimodality of the positive binomial likelihood function pp. 1-4 Downloads
Dennis DeRiggi
Improved maximum likelihood estimation for component reliabilities with Miyakawa--Usher--Hodgson--Guess' estimators under censored search for the cause of failure pp. 5-18 Downloads
Tommaso Gastaldi
Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics pp. 19-26 Downloads
Rinya Takahashi
On the rate of almost sure convergence of Dümbgen's change-point estimators pp. 27-31 Downloads
Dietmar Ferger
Unbiased equivariant estimation of a common normal mean vector with one observation from each population pp. 33-38 Downloads
K. Krishnamoorthy and Nabendu Pal
Criteria for the regularity of the sample functions of weakly harmonizable processes pp. 39-44 Downloads
Raymond Moché
A note on dichotomy theorems for integrals of stable processes pp. 45-49 Downloads
Lajos Horvath and Qi-Man Shao
Specialised class L property and stationary autoregressive process pp. 51-56 Downloads
R. N. Pillai and K. Jayakumar
On adaptive estimation of nonlinear functionals pp. 57-63 Downloads
Sam Efromovich
Testing goodness of fit of polynomial models via spline smoothing techniques pp. 65-76 Downloads
Juei-Chao Chen
On estimating the mean function of a Gaussian process pp. 77-84 Downloads
P. Anilkumar
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