Statistics & Probability Letters

1982 - 2025

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

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Volume 33, issue 4, 1997

A multivariate approach for estimating the random effects variance component in one-way random effects model pp. 333-339

Brajendra C. Sutradhar

Prediction with incomplete past and interpolation of missing values pp. 341-346

R. Cheng and M. Pourahmadi

On the logarithmic average of iterated processes pp. 347-358

Endre Csáki and Antónia Földes

Properties of an inverse Gaussian mixture of bivariate exponential distribution and its generalization pp. 359-365

Dhaifalla K. Al-Mutairi

The structure of generalized domains of semistable attraction pp. 367-372

Mark M. Meerschaert and Hans-Peter Scheffler

A note on the number of maxima in a discrete sample pp. 373-377

Yongcheng Qi

Packing dimension of the image of fractional Brownian motion pp. 379-387

Yimin Xiao

Characterizations of the IFR and DFR aging notions by means of the dispersive order pp. 389-393

Franco Pellerey and Moshe Shaked

Some improvements on the Lundberg bound for the ruin probability pp. 395-403

Jun Cai and Yanhong Wu

Probability densities from distances and discrimination pp. 405-411

C. M. Cuadras, R. A. Atkinson and J. Fortiana

Kronecker product of mutually associable PBB designs pp. 413-418

Henryk Brzeskwiniewicz

The breakdown value of the L1 estimator in contingency tables pp. 419-425

Mia Hubert

Some notes on preferred point [alpha]-geometry and [alpha]-divergence function pp. 427-437

Hong-Tu Zhu and Bo-Cheng Wei

Volume 33, issue 3, 1997

Parameter estimation and hypothesis testing in stationary vector time series pp. 225-234

Yoshihide Kakizawa

Connectedness conditions for the convergence of the Gibbs sampler pp. 235-240

J. P. Hobert, C. P. Robert and C. Goutis

A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models pp. 241-251

ByoungSeon Choi

Nonparametric inference for thinned point process pp. 253-258

Nadia Bensaïd

Stochastic ordering of flows on manifolds pp. 259-261

Laurence A. Baxter

The dilation order, the dispersion order, and orderings of residual lives pp. 263-275

F. Belzunce, Franco Pellerey, J. M. Ruiz and Moshe Shaked

On certain characterization of normal distribution pp. 277-280

Krzysztof Oleszkiewicz

Sandwich theorem in comparison of multivariate normal experiments pp. 281-284

C. Stepniak

A note on using location shift in the Midzuno-Sen scheme of sampling with a transformed variable pp. 285-290

J. Sahoo

Sparse spatial autoregressions pp. 291-297

Kelley Pace and Ronald Barry

Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely pp. 299-307

Norbert Henze

Stochastic comparison for Markov processes on a product of partially ordered sets pp. 309-320

Florence Forbes and Olivier François

A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series pp. 321-331

Min Chen and Hong Zhi An

Volume 33, issue 2, 1997

Adaptive estimation of a function of a mean vector pp. 109-115

Martin Fox

Stability of the posterior mean in linear models An admissibility property of D-optimum and E-optimum designs pp. 117-123

Marek Meczarski and Ryszard Zielinski

On convergence of multivariate Laplace transforms pp. 125-128

S. T. Jensen and Bent Nielsen

On the ML-estimator of the positive and negative two-parameter binomial distribution pp. 129-134

Carlo Ferreri

Semi-parametric likelihood ratio confidence intervals for various differences of two populations pp. 135-143

Yong Song Qin

A note on universally optimal row-column designs with empty nodes pp. 145-149

Chao-Ping Ting, Bing-Ying L. Lin and Feng-Shun Chai

Criteria for the strong law of large numbers for sequences of arbitrary random vectors pp. 151-157

N. Etemadi

A normality criterion for random vectors based on independence pp. 159-165

M. J. Valderrama and A. M. Aguilera

Adaptive choice of trimming proportion in trimmed least-squares estimation pp. 167-176

Yadolah Dodge and Jana Jurecková

Semiparametric unit root tests based on symmetric estimators pp. 177-184

Dong Wan Shin and Beong-Soo So

Accurate rates of density estimators for continuous-time processes pp. 185-191

D. Blanke and D. Bosq

Minimax second-order designs over hypercubes for the difference between estimated responses at a point and at the centre pp. 193-199

S. Huda

Unifying the derivations for the Akaike and corrected Akaike information criteria pp. 201-208

Joseph E. Cavanaugh

Rank regression with estimated scores pp. 209-216

Joshua D. Naranjo and Joseph W. McKean

Iterated logarithm law for sample generalized partial autocorrelations pp. 217-223

B. Truong-Van

Volume 33, issue 1, 1997

Frequency polygons for weakly dependent processes pp. 1-13

Michel Carbon, Bernard Garel and Lanh Tat Tran

Likelihood ratio tests for genetic linkage pp. 15-22

Mohamed Lemdani and Odile Pons

Bayes and empirical Bayes estimation with errors in variables pp. 23-34

Shunpu Zhang and Rohana J. Karunamuni

Variance estimation with diffuse prior information pp. 35-39

Barry C. Arnold and Jose A. Villasenor

Sparse consistency and smoothing for multinomial data pp. 41-48

Marc Aerts, Ilse Augustyns and Paul Janssen

Indices of empirical robustness pp. 49-62

J. Cabrera, G. Maguluri and Kamini Singh

Testing linear and loglinear error components regressions against Box-Cox alternatives pp. 63-68

Badi Baltagi

On stable processes of bounded variation pp. 69-77

Victor Pérez-Abreu and Alfonso Rocha-Arteaga

On the interval recurrence property of (N, d)-Ornstein-Uhlenbeck processes pp. 79-84

H. Wang and X. Chen

A new proof of the multidimensional convergence of types theorem pp. 85-88

Daniel Neuenschwander

Nonparametric regression with long-memory errors pp. 89-94

Rohit Deo

Testing for constant variance in a linear model pp. 95-103

Angela Diblasi and Adrian Bowman

Sharp bounds for the expected value of order statistics pp. 105-107

J. S. Huang