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Statistics & Probability Letters

1982 - 2021

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

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Volume 15, issue 5, 1992

A counterexample to a martingale characterization of a Wiener process pp. 337-338 Downloads
Gary L. Wise
Existence, uniqueness and Fréchet differentiability of [psi]-estimates of parameters in stationary observation pp. 339-343 Downloads
Bing Cheng
Sharp truncation error bound in the sampling reconstruction of homogeneous random fields pp. 345-348 Downloads
Tibor Pogány
Markovian chi-square and gamma processes pp. 349-356 Downloads
S. R. Adke and N. Balakrishna
On the non-existence of ancillary statistics pp. 357-360 Downloads
Edsel A. Peña, Vijay K. Rohatgi and Gábor J. Székely
Some survey techniques for sampling rare subjects pp. 361-368 Downloads
Samaradasa Weerahandi and Robert G. White
Factorial designs and the theory of trade-off pp. 369-372 Downloads
John Stufken and Kui-Jang Wang
On the arg max of a Gaussian process pp. 373-374 Downloads
Miguel A. Arcones
Existence and uniqueness of the maximum likelihood estimator for the two-parameter negative binomial distribution pp. 375-379 Downloads
Jorge Aragón, David Eberly and Shelly Eberly
Intrinsic relations in the structure of linear congruential generators modulo 2[beta] pp. 381-383 Downloads
Ora E. Percus and J. K. Percus
On topological support of Dirichlet prior pp. 385-388 Downloads
Suman Majumdar
Confidence intervals for the correlation coefficient pp. 389-393 Downloads
S. Jeyaratnam
Bayesian robust experimental designs for the one-way analysis of variance pp. 395-400 Downloads
Blaza Toman
Invariant distribution of Chow statistics pp. 401-402 Downloads
Thivvianesan Chelliah
On the asymptotic behaviour of functionals of some semimartingales pp. 403-405 Downloads
Y. Ouknine
Modeling seasonality in bimonthly time series pp. 407-415 Downloads
Philip Hans Franses
Convergence rates of monotone conditional quantile estimators pp. 417-420 Downloads
Hari Mukerjee

Volume 15, issue 4, 1992

Nonparametric estimation of a process mean from censored data pp. 253-257 Downloads
John I. Crowell
On the construction of multivariate distributions with given nonoverlapping multivariate marginals pp. 259-265 Downloads
J. M. Marco and C. Ruiz-Rivas
Conditions for approximation of the bias and mean squared error of a sample mean under nonresponse pp. 267-276 Downloads
John L. Eltinge
Linear discriminant function for complex normal time series pp. 277-279 Downloads
G. Chaudhuri
A model selection test for an AR (1) versus an MA (1) model pp. 281-284 Downloads
Philip Hans Franses
On the bias of order statistics in non-i.i.d. samples pp. 285-291 Downloads
Andrew T. A. Wood
Estimation for a linear growth model pp. 293-297 Downloads
M. P. Quine and J. Robinson
Ergodic behavior and estimation for periodically correlated processes pp. 299-304 Downloads
Jacek Leskow and Aleksander Weron
A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform pp. 305-311 Downloads
Jan Beirlant and Ann Vanmarcke
A spectral form of the dispersion model in designs with arbitrarily unequal block sizes pp. 313-319 Downloads
Zhiyi Zhang
Limited expected value comparison tests pp. 321-327 Downloads
Jacques Carriere
Asymptotic comparison factors for smoothing parameter choices in regression problems pp. 329-335 Downloads
Jim Kay

Volume 15, issue 3, 1992

Essential correlatedness and almost independence pp. 169-172 Downloads
T. F. Móri
Estimation of extinction probability in Markov branching process pp. 173-175 Downloads
Mohan M. Kale and S. R. Deshmukh
An inconsistent Bayes estimator in bivariate survival curve analysis pp. 177-180 Downloads
Ronald C. Pruitt
Some approximations for the moments of a process used in diffusion of new products pp. 181-189 Downloads
S. R. Dalal and S. Weerahandi
On asymptotic minimaxity of rank tests pp. 191-196 Downloads
M. S. Ermakov
Recovery tests in BIBDs with very small degrees of freedom for interblock errors pp. 197-202 Downloads
Zhiyi Zhang
Moments of variables summing to normal order statistics pp. 203-208 Downloads
Ruiguang Song, Steven G. Buchberger and James A. Deddens
A note on the almost sure convergence of sums of negatively dependent random variables pp. 209-213 Downloads
Przemyslaw Matula
Approximations to a conservative inverse chi-square procedure for combining p-values in integrative research pp. 215-222 Downloads
Hilary Saner
Relations for single and product moments of record values from Gumbel distribution pp. 223-227 Downloads
N. Balakrishnan, M. Ahsanullah and P. S. Chan
Moments under conjugate distributions in bioassay pp. 229-233 Downloads
Robert K. Tsutakawa
A goodness-of-fit test for exponential families pp. 235-239 Downloads
Edit Gombay and Lajos Horvath
Coexistence in a competition model pp. 241-243 Downloads
Xiaolong Luo and Haiyan Cai
A nonparametric measure of independence under a hypothesis of independent components pp. 245-252 Downloads
Murray Rosenblatt and Bruce E. Wahlen

Volume 15, issue 2, 1992

Integrated square error of nonparametric estimators of regression function: the fixed design case pp. 85-94 Downloads
Dimitrios A. Ioannides
Bootstrap variance estimators with truncation pp. 95-101 Downloads
Jun Shao
Symbolic Cholesky decomposition of the variance--covariance matrix of the negative multinomial distribution pp. 103-108 Downloads
Masahiko Sagae and Kunio Tanabe
A local limit theorem for perturbed random walks pp. 109-116 Downloads
Mei Wang
Factions in Morris' natural exponential quadratic variance family and a lack of consensus in sample size determination pp. 117-120 Downloads
Ramalingam Shanmugam
Neyman's C([alpha]) test as a GLRT pp. 121-124 Downloads
Lionel Weiss
Adjusting of estimates in general linear model with respect to linear restrictions pp. 125-130 Downloads
Pordzik, Pawe[does not divide] R.
A note on the estimation of Lp-norms pp. 131-133 Downloads
Michael Weba
Point processes with correlated gamma interarrival times pp. 135-141 Downloads
C. H. Sim
Bounds on expectations of order statistics via extremal dependences pp. 143-148 Downloads
O. Gascuel and G. Caraux
On the multivariate Kolmogorov-Smirnov distribution pp. 149-155 Downloads
S. Paramasamy
Estimation of parameters of a two-dimensional spatial autoregressive model with regression pp. 157-162 Downloads
P. M. Kulkarni
On the Bahadur--Ghosh--Kiefer representation of sample quantiles pp. 163-168 Downloads
S. N. Lahiri

Volume 15, issue 1, 1992

Score tests in a generalized linear model with surrogate covariates pp. 1-10 Downloads
J. H. Sepanski
Asymptotic distributions of tests for dispersive ordering pp. 11-20 Downloads
Jaroslaw Bartoszewicz
Robust statistics for test-of-independence and related structural models pp. 21-26 Downloads
Yutaka Kano
On the completeness of a family of conditional distributions pp. 27-30 Downloads
B. R. Bhat and Somnath Datta
Minimum lower sets algorithms for isotonic regression pp. 31-35 Downloads
Shixian Qian
On the distribution of the weighted combination of independent probabilities pp. 37-40 Downloads
Dinesh S. Bhoj
On the stability problem for conditional expectation pp. 41-46 Downloads
Wlodzimierz Bryc and Wlodzimierz Smolenski
Uniform strong estimation under [alpha]-mixing, with rates pp. 47-55 Downloads
Zongwu Cai and George G. Roussas
Moments of functions of order statistics pp. 57-62 Downloads
Ma Chunsheng
The variance matrix of sample second-order moments in multivariate linear relations pp. 63-69 Downloads
Albert Satorra
Moderate deviations for some weakly dependent random processes pp. 71-76 Downloads
Tiefeng Jiang, Xiangchen Wang and M. Bhaskara Rao
Qualms about BCa bootstrap confidence intervals pp. 77-83 Downloads
Shyamal Das Peddada and Girish Patwardhan
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