Statistics & Probability Letters

1982 - 2025

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

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Volume 34, issue 4, 1997

Minimum distance estimation for random coefficient autoregressive models pp. 313-322

V. Swaminathan and U. V. Naik-Nimbalkar

Two-stage change-point estimators in smooth regression models pp. 323-335

Hans-Georg Müller and Kai-Sheng Song

A note on the empirical distribution of dependent random variables pp. 337-340

D. L. Hanson and Gang Li

Asymptotic independence of median and MAD pp. 341-345

Michael Falk

Reflected solutions of backward stochastic differential equations with continuous coefficient pp. 347-354

Anis Matoussi

A weakly dependence structure of multivariate processes pp. 355-363

Jong-Il Baek

A note on the ergodicity of non-linear autoregressive model pp. 365-372

H. Z. An and S. G. Chen

The effects of kernel choices in density estimation with biased data pp. 373-383

Colin O. Wu

Large deviations and Strassen's limit points of Brownian local time processes pp. 385-395

Bin Chen

The length of an excursion above a linear boundary by a random walk pp. 397-402

Travis Lee, Max Minzner and Evan Fisher

Unimodal spectral windows pp. 403-411

Marek Kanter

Kernel regression estimates of growth curves using nonstationary correlated errors pp. 413-423

Eva Ferreira, Vicente Núñez-Antón and Juan Rodríguez-Póo

Volume 34, issue 3, 1997

Representations for continuous additive functionals of super-Brownian and super-stable processes pp. 211-223

Stephen M. Krone

Comparing two means in count models having random effects - a UMPU test pp. 225-235

Yasuhiro Omori

Estimation of unobserved counts from partially observed multinomial distributions pp. 237-243

S. G. Sajjan and I. V. Basawa

Bahadur slope of the t-statistic for a contaminated normal pp. 245-250

N. Rao Chaganty and Jayaram Sethuraman

Comparing sums of independent bounded random variables and sums of Bernoulli random variables pp. 251-258

Erich Berger

Invariant probabilities for Markov chains on a metric space pp. 259-265

Jean B. Lasserre

Empirical likelihood ratio test for equality of k medians in censored data pp. 267-273

U. V. Naik-Nimbalkar and M. B. Rajarshi

On U-statistics with random kernels pp. 275-283

Anton Schick

The model selection criterion AICu pp. 285-292

Allan McQuarrie, Robert Shumway and Chih-Ling Tsai

Edgeworth approximations to the distribution of the sample mean under simple random sampling pp. 293-299

R. A. Sugden and T. M. F. Smith

Some extensions of the asymptotics of a kernel estimator of a distribution function pp. 301-308

Yongzhao Shao and Xiaojing Xiang

First hitting place distributions for the Ornstein-Uhlenbeck process pp. 309-312

Mario Lefebvre

Volume 34, issue 2, 1997

Extension of a stochastic integral with respect to cylindrical martingales pp. 103-111

Leszek Gawarecki

On the rate of strong consistency of Lorenz curves pp. 113-121

Miklós Csörgö and Ricardas Zitikis

Distinguishing certain random sceneries on ##Z## via random walks pp. 123-132

C. Douglas Howard

On unbiased density estimation for ergodic diffusion pp. 133-140

Yu. A. Kutoyants

Accurate test limits under prescribed consumer risk pp. 141-149

Willem Albers, Gerda R. J. Arts and Wilbert C. M. Kallenberg

Note on classification and proportion estimation pp. 151-158

Abdallah Mkhadri and Abdelaziz Nasroallah

Exponential convergence for sequences of random variables pp. 159-164

Jiaming Sun

The local asymptotic normality of a class of generalized random coefficient autoregressive processes pp. 165-170

S. Y. Hwang and I. V. Basawa

New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme pp. 171-178

Chufang Wu

On the minimax decision rules in ranking problems pp. 179-186

Naveen K. Bansal, Neeraj Misra and Edward C. van der Meulen

Reinforced block designs with standards pp. 187-192

Henryk Brzeskwiniewicz, Bronislaw Ceranka and Jolanta Krzyszkowska

On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models pp. 193-199

Z. D. Bai and Y. Wu

Testing independence by nonparametric kernel method pp. 201-210

Ibrahim A. Ahmad and Qi Li

Volume 34, issue 1, 1997

An inequality for order statistics pp. 1-4

Anda Gadidov

On choosing a non-integer resolution level when using wavelet methods pp. 5-11

Peter Hall and Guy P. Nason

Limit points of sequences of moving maxima pp. 13-18

H. V. Hebbar and N. Vadiraja

A new plan for life-testing two-component parallel systems pp. 19-32

Jye-Chyi Lu

Characteristic functions with some powers real -- III pp. 33-36

B. Ramachandran

Converse Poincaré-type inequalities for convex functions pp. 37-42

S. G. Bobkov and C. Houdré

Reliability bounds for multistage structures with independent components pp. 43-51

Wojciech Kordecki

On the asymptotic mean integrated squared error of a kernel density estimator for dependent data pp. 53-58

Jan Mielniczuk

Connection between asymptotics and stability of the positive measure pp. 59-65

Eugene Kozarovitsky

Consistent estimation for the non-normal ultrastructural model pp. 67-73

Anil K. Srivastava and Shalabh

The limit behavior of maxima modulo one and the number of maxima pp. 75-84

Y. Qi and R. J. G. Wilms

Maximum entropy principle and statistical inference on condensed ordered data pp. 85-93

M. Menéndez, D. Morales and L. Pardo

A note on the convergence rate of the spectral distributions of large random matrices pp. 95-101

Z. D. Bai, Baiqi Miao and Jhishen Tsay