Statistics & Probability Letters

1982 - 2025

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

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Volume 36, issue 4, 1998

Completeness of Bhattacharya metric on the space of probabilities pp. 321-326

Santanu Chakraborty and B. V. Rao

On bounded entropy of solutions of multi-dimensional stochastic differential equations pp. 327-336

Wolfgang Stummer

A threshold estimation problem for processes with hysteresis pp. 337-347

Mark Freidlin and Ruth Pfeiffer

Low structure imprecise predictive inference for Bayes' problem pp. 349-357

F. P. A. Coolen

Penalized likelihood estimation: Convergence under incorrect model pp. 359-364

Chong Gu

Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval pp. 365-372

Hsiuying Wang

On equivariant estimation of the location of elliptical distributions under Pitman closeness criterion pp. 373-378

Tapan K. Nayak

The asymptotics of maximum-likelihood estimates of parameters based on a data type where the failure and the censoring time are dependent pp. 379-391

Di Chen and Jye-Chyi Lu

Weak convergence of smoothed empirical process in Hölder spaces pp. 393-400

D. Hamadouche

Trimmed best k-nets: A robustified version of an L[infinity]-based clustering method pp. 401-413

J. A. Cuesta-Albertos, A. Gordaliza and C. Matrán

An alternative representation of Altham's multiplicative-binomial distribution pp. 415-420

G. Lovison

On asymptotic distribution of optimal design for polynomial-type regression pp. 421-425

Fu-Chuen Chang

Optimal designs for diallel cross experiments pp. 427-436

Ashish Das, Aloke Dey and Angela M. Dean

Volume 36, issue 3, 1997

The law of iterated logarithm for one winding functional pp. 213-218

Eugene A. Dorofeev

Preferred point [alpha]-manifold and Amari's [alpha]-connections pp. 219-229

Hong-Tu Zhu and Bo-Cheng Wei

Some results on normalized total time on test and spacings pp. 231-243

Nader Ebrahimi and Fabio Spizzichino

A note on the autocorrelations related to a bilinear model with non-independent shocks pp. 245-250

C. M. Martins

Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples pp. 251-259

Abdulaziz Elfessi

On estimation of the common mean of k ([greater-or-equal, slanted] 2) normal populations with order restricted variances pp. 261-267

Neeraj Misra and Edward C. van der Meulen

A new positive estimator of loss function pp. 269-274

Yuzo Maruyama

Smooth estimate of quantiles under association pp. 275-287

Zongwu Cai and George G. Roussas

Extremes for non-anticipating moving averages of totally skewed [alpha]-stable motion pp. 289-297

J. M. P. Albin

A note on expansion for functionals of spatial marked point processes pp. 299-306

Bartlomiej Blaszczyszyn, Ely Merzbach and Volker Schmidt

A note on Silvey's (1959) Theorem pp. 307-317

Beat E. Neuenschwander and Bernard D. Flury

Volume 36, issue 2, 1997

Bandwidth choice for hazard rate estimators from left truncated and right censored data pp. 101-114

Liuquan Sun

Kernel density estimation for random fields (density estimation for random fields) pp. 115-125

Michel Carbon, Lanh Tat Tran and Berlin Wu

Posterior mean identifies the prior distribution in nb and related models pp. 127-134

H. Papageorgiou and Jacek Wesolowski

Constructive definitions of fuzzy random variables pp. 135-143

Miguel López-Diaz and Maria Angeles Gil

Stability of maxima over randomly deleted sets pp. 145-152

Mark D. Rothmann

A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times pp. 153-159

Isao Shoji

Density adjusted kernel smoothers for random design nonparametric regression pp. 161-172

H. -G. Müller

Stability of Bayesian inference in exponential families pp. 173-178

Agata Boratynska

A note on two-stage and sequential fixed-width intervals for the parameter in the uniform density pp. 179-188

Z. Govindarajulu

On the invariant measure of non-reversible simulated annealing pp. 189-193

Matthias Löwe

Where variance is largest for Mann and Whitney's U under a sum of powers marginal distribution pp. 195-198

Michael D. deB. Edwardes

Augmented order statistics and the biasing effect of outliers pp. 199-204

H. A. David

A simple diagnostic tool for local prior sensitivity pp. 205-212

Daniel Peña and Ruben Zamar

Volume 36, issue 1, 1997

Moments in the duration of play pp. 1-7

Eric Bach

Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem pp. 9-21

Arnold Janssen

On order restricted inference in some mixed linear models pp. 23-27

Mervyn J. Silvapulle

On the number of predecessors in constrained random mappings pp. 29-34

Bernhard Gittenberger

Bounds based on greatest convex minorants for moments of record values pp. 35-41

Mohammad Z. Raqab

A consistent combined classification rule pp. 43-47

M. Mojirsheibani

Bounds on system reliability of used components under MIFR/t assumption pp. 49-57

H. Arizono and V. C. Bueno

A simple algorithm for tighter exact upper confidence bounds with rare attributes in finite universes pp. 59-67

Tommy Wright

A note on the Dirichlet process prior in Bayesian nonparametric inference with partial exchangeability pp. 69-83

Sonia Petrone and Adrian E. Raftery

Statistical inference about the shape parameter of the Weibull distribution pp. 85-90

Zhenmin Chen

Large and moderate deviations for the empirical measures of an exchangeable sequence pp. 91-100

Tryfon Daras

Volume 35, issue 4, 1997

Nonparametric estimation of the time-varying frequency and amplitude pp. 307-315

Vladimir Katkovnik

Stopped two-dimensional perturbed random walks and Lévy processes pp. 317-325

Allan Gut

Connections among various variability orderings pp. 327-333

Subhash C. Kochar and K. C. Carrière

A note on equality of MINQUE and simple estimator in the general Gauss-Markov model pp. 335-339

Gro[beta], Jürgen

A counterexample in experimental design showing that the G-criterion function is not necessarily strictly decreasing pp. 341-344

Lorens Imhof

On Bayesian estimation of the multiple decrement function in the competing risks problem, II: The discrete case pp. 345-354

Andrew A. Neath and Francisco J. Samaniego

On the estimation of monotone uniform approximations pp. 355-362

J. S. Domínguez-Menchero and M. J. López-Palomo

On tail behavior in Bayesian location inference pp. 363-370

P. Maín and H. Navarro

Random random walks on the integers mod n pp. 371-379

Jack J. Dai and Martin V. Hildebrand

Equivalences in strong limit theorems for renewal counting processes pp. 381-394

Allan Gut, Oleg Klesov and Josef Steinebach

Sharp upper and lower bounds for asymptotic levels of some statistical tests pp. 395-400

Jiming Jiang

Estimation of regression models with nested error structure and unequal error variances under two and three stage cluster sampling pp. 401-407

D. M. Stukel and J. N. K. Rao

On random walks with jumps scaled by cumulative sums of random variables pp. 409-416

Konstantin Borovkov

A random functional central limit theorem for stationary linear processes generated by martingales pp. 417-422

Issa Fakhre-Zakeri and Sangyeol Lee

Modeling Poisson variables with positive spatial dependence pp. 423-432

Mark S. Kaiser and Noel Cressie

Volume 35, issue 3, 1997

Extreme smoothing and testing for multivariate normality pp. 203-213

Norbert Henze

An extension to modeling cylindrical variables pp. 215-223

C. M. Anderson-Cook

Random design wavelet curve smoothing pp. 225-232

A. Antoniadis, G. Grégoire and P. Vial

Variance in randomized play-the-winner clinical trials pp. 233-240

Peter Matthews and William F. Rosenberger

A note on the integrated squared error of a kernel density estimator in non-smooth cases pp. 241-250

Bert van Es

A multivariate Kolmogorov-Smirnov test of goodness of fit pp. 251-259

Ana Justel, Daniel Peña and Rubén Zamar

Goodness-of-fit statistics based on weighted Lp-functionals pp. 261-268

Ibrahim A. Ahmad

Accelerated life testing when a process of production is unstable pp. 269-275

Vilijandas Bagdonavicius and Mikhail Nikulin

Peakedness of linear forms in ensembles and mixtures pp. 277-282

D. R. Jensen

Bandit bounds from stochastic variability extrema pp. 283-288

Stephen J. Herschkorn

On superior limits for the increments of Gaussian processes pp. 289-296

Kyo Shin Huang, Yong Kab Choi and Jong Soo Jung

Superposition of renewal processes in a random environment pp. 297-305

Linxiong Li

Volume 35, issue 2, 1997

On a property of the finite Fourier partial sums process pp. 101-107

R. J. Kulperger

Maximin efficient designs another view at D-optimality pp. 109-114

Rainer Schwabe

Asymptotic Bayes risks for a general class of losses pp. 115-121

Judith Rousseau

Moderate deviations for m-dependent random variables with Banach space values pp. 123-134

Xia Chen

A bound for higher moments of expected sample size in sequential testing pp. 135-140

A. Irle

Efficient rounding of sampling allocations pp. 141-143

Friedrich Pukelsheim

The random connection model in high dimensions pp. 145-153

Ronald Meester, Mathew D. Penrose and Anish Sarkar

Bias correction for a class of multivariate nonlinear regression models pp. 155-164

Gauss M. Cordeiro and Klaus L. P. Vasconcellos

Maximum-likelihood estimation under bound restriction and order and uniform bound restrictions pp. 165-171

Xiaomi Hu

Regression and asymptotical location of a multivariate sample pp. 173-179

P. Jacob and Ch. Suquet

On the non-existence of a Bartlett correction for unit root tests pp. 181-187

J. L. Jensen and Andrew T. A. Wood

Random central limit theorem for the linear process generated by a strong mixing process pp. 189-196

Sangyeol Lee

The iterated jackknife estimate of variance pp. 197-201

Christian Houdré

Volume 35, issue 1, 1997

Minimal sufficient statistics for a general class of mixed models pp. 1-7

AndréI. Khuri

The wavelet detection of hidden periodicities in time series pp. 9-23

Yuan Li and Zhongjie Xie

Limit laws for a sequence between the maximum and the sum of independent exponentials pp. 25-32

João Gomes and Orlando Oliveira

Connectivity of the mutual k-nearest-neighbor graph in clustering and outlier detection pp. 33-42

M. R. Brito, E. L. Chávez, A. J. Quiroz and J. E. Yukich

Significance levels for multiple tests pp. 43-48

Sergiu Hart and Benjamin Weiss

Asymptotic behaviour of a number of repeated records pp. 49-58

E. Khmaladze, M. Nadareishvili and A. Nikabadze

A note on supremum of a Kiefer process pp. 59-63

Stanislav Keprta

On the "Demon" problem of Youden pp. 65-72

Alexei Dmitrienko and Z. Govindarajulu

Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes pp. 73-78

Toshio Mikami

On a local limit theorem in strong sense pp. 79-83

N. G. Gamkrelidze

On the moment problems pp. 85-90

Gwo Dong Lin

Preservation of certain dependent structures under bivariate homogeneous Poisson shock models pp. 91-100

Mini N. Balu and S. V. Sabnis