Statistics & Probability Letters
1982 - 2025
Current editor(s): Somnath Datta and Hira L. Koul
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Volume 32, issue 4, 1997
- On some distributional and limit properties of factorizable distributions pp. 329-337

- Jacek Wesolowski
- A note on the growth of random trees pp. 339-342

- J. D. Biggins and D. R. Grey
- A kind of strong deviation theorem for the sequences of nonnegative integer-valued random variables pp. 343-349

- Liu Wen
- Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral pp. 351-356

- Kurt S. Riedel
- The limit behavior of maxima modulo one and the number of maxima pp. 357-366

- Yongcheng Qi and R. J. G. Wilms
- Projections on cones, chi-bar squared distributions, and Weyl's formula pp. 367-376

- Yong Lin and Bruce G. Lindsay
- Submultiplicative moments of the supremum of a random walk with negative drift pp. 377-383

- M. S. Sgibnev
- A Glivenko-Cantelli theorem for exchangeable random variables pp. 385-391

- Patrizia Berti and Pietro Rigo
- Non-parametric randomness tests based on success runs of fixed length pp. 393-404

- M. V. Koutras and V. A. Alexandrou
- A note on the residual empirical process in autoregressive models pp. 405-411

- Sangyeol Lee
- Linear restrictions and two step multivariate least squares with applications pp. 413-416

- A. K. Gupta and D. G. Kabe
- Frequentist properties of a Bayesian analog to Fabian's bound pp. 417-424

- Ping Sa and Don Edwards
- Backward stochastic differential equations with continuous coefficient pp. 425-430

- J. P. Lepeltier and J. San Martin
Volume 32, issue 3, 1997
- Assessing risk with doubly censored data: an application to the analysis of radiation-induced thyropathy pp. 223-230

- Ilya L. Kruglikov, Nikolaj I. Pilipenko, Alexander D. Tsodikov and Andrej Yu. Yakovlev
- A new property of Stein procedure in measurement error model pp. 231-234

- Anil K. Srivastava and Shalabh
- The laws of the iterated logarithm for two kinds of PP statistics pp. 235-243

- Cui Hengjian
- The Hájek-Rényi inequality for Banach space valued martingales and the p smoothness of Banach spaces pp. 245-248

- Gan Shixin
- Model checks under random censorship pp. 249-259

- A. Nikabadze and W. Stute
- Asymmetric quasimedians: Remarks on an anomaly pp. 261-268

- Govind S. Mudholkar and Alan D. Hutson
- The need for a revised lower limit for the 4253H, Twice nonparametric smoother pp. 269-272

- J. E. Janosky, T. R. Pellitieri and Q. M. Al-Shboul
- Can the finiteness of a mean be tested? pp. 273-277

- D. L. Hawkins
- On identity reproducing nonparametric regression estimators pp. 279-290

- B. U. Park, W. C. Kim and M. C. Jones
- Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions pp. 291-299

- Yi Zhao and Sadanori Konishi
- Admissibility of the usual estimators under error-in-variables superpopulation model pp. 301-309

- Guohua Zou and Hua Liang
- Some problems of nonparametric estimation by observations of ergodic diffusion process pp. 311-320

- Yu. A. Kutoyants
- A derivation of BLUP--Best linear unbiased predictor pp. 321-324

- Jiming Jiang
- Exact confidence regions and tests in some linear functional relationships pp. 325-328

- Subramanyam Kasala and Thomas Mathew
Volume 32, issue 2, 1997
- Rate-of-convergence in the multivariate max-stable limit theorem pp. 115-123

- Makoto Maejima and Svetlozar T. Rachev
- A local limit theorem for hidden Markov chains pp. 125-131

- Michael Maxwell and Michael Woodroofe
- Small ball problem via wavelets for Gaussian processes pp. 133-139

- Yazhen Wang
- Wavelet based empirical Bayes estimation for the uniform distribution pp. 141-146

- Su-Yun Huang
- A note on the weak invariance principle for local times pp. 147-159

- Ju-Sung Kang and In-Suk Wee
- A new property of the inverse Gaussian distribution with applications pp. 161-166

- Stavros Kourouklis
- A mean convergence theorem and weak law for arrays of random elements in martingale type p Banach spaces pp. 167-174

- André Adler, Andrew Rosalsky and Andrej I. Volodin
- Statistical meaning of Carlen's superadditivity of the Fisher information pp. 175-179

- Abram Kagan and Zinoviy Landsman
- Positivity of the best unbiased L-estimator of the scale parameter with complete or selected order statistics from location-scale distribution pp. 181-188

- Zhidong Bai, Sanat K. Sarkar and Wenjin Wang
- Algorithms for the likelihood-based estimation of the random coefficient model pp. 189-199

- Chungyeol Shin and Yasuo Amemiya
- The asymptotic normality of a rank correlation statistic based on rises pp. 201-205

- Ibrahim A. Salama and Dana Quade
- Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution pp. 207-214

- Brenda MacGibbon and Glenn Shorrock
- Limit theorems for some doubly stochastic processes pp. 215-221

- Oesook Lee
Volume 32, issue 1, 1997
- Control charts based on order-restricted tests pp. 1-10

- Carmen Arteaga and Johannes Ledolter
- Minimax estimation of the diffusion coefficient through irregular samplings pp. 11-24

- Marc Hoffmann
- Asymptotic properties for Dirichlet processes indexed by a class of functions pp. 25-33

- Dixin Zhang
- Nonparametric regression with errors in variables and applications pp. 35-43

- D. A. Ioannides and P. D. Alevizos
- Limit theorems for rank statistics pp. 45-55

- M. Husková
- A remark on non-smoothness of the self-intersection local time of planar Brownian motion pp. 57-65

- Sergio Albeverio, Yaozhong Hu and Xian Yin Zhou
- Some refinements of the quasi-quantiles pp. 67-74

- Govind S. Mudholkar and Alan D. Hutson
- Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model pp. 75-79

- Peter Moffatt
- Poisson convergence for set-indexed empirical processes pp. 81-86

- B. Gail Ivanoff and Ely Merzbach
- Empirical likelihood confidence intervals for M-functionals in the presence of auxiliary information pp. 87-97

- Biao Zhang
- A note on admissibility of the maximum likelihood estimator for a bounded normal mean pp. 99-105

- Manabu Iwasa and Yoshiya Moritani
- Computing the observed information in the hidden Markov model using the EM algorithm pp. 107-114

- James P. Hughes