Statistics & Probability Letters

1982 - 2025

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

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Volume 31, issue 4, 1997

On the efficiency of a continuous version of the simulated annealing algorithm pp. 247-253

Chang C. Y. Dorea

Confidence interval estimation of population means subject to order restrictions using resampling procedures pp. 255-265

Shyamal Das Peddada

Bayes p-values pp. 267-274

Peter Thompson

Simulating theta random variates pp. 275-279

Luc Devroye

On the logical independence of the identities defining the stochastic independence of random events pp. 281-284

Vladimír Balek and Ivan Mizera

The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence pp. 285-293

S. Sethuraman and I. V. Basawa

An exponential characterization based on a type II censored sample pp. 295-298

Jian-Lun Xu and Grace L. Yang

Limit of the quadratic risk in density estimation using linear methods pp. 299-312

Kerkyacharian Gérard and Picard Dominique

A class of quasi-Polya distributions pp. 313-322

Kanwar Sen and Ritu Jain

Characterization of lifetime distributions in the Ls-sense by a generalized spread pp. 323-331

J. M. Fernandez-Ponce and J. Muñoz-Perez

Bayesian test of homogeneity for Markov chains pp. 333-338

Jérôme A. Dupuis

Estimating the integral of a squared regression function with Latin hypercube sampling pp. 339-349

Wei-Liem Loh

Assessing influence on the goodness-of-link in generalized linear models pp. 351-358

Andy H. Lee and Yuejen Zhao

Improved bivariate Bonferroni-type inequalities pp. 359-364

Min-Young Lee

Volume 31, issue 3, 1997

On the orthogonal representation of generalized random fields pp. 145-153

J. M. Angulo and M. D. Ruiz-Medina

An application of the method of finite Markov chain imbedding to runs tests pp. 155-161

W. Y. Wendy Lou

A characterisation of Polya tree distributions pp. 163-168

Stephen Walker and Pietro Muliere

A new approach to the Lindley recursion pp. 169-175

Wolfgang Stadje

On the strong universal consistency of a recursive regression estimate by Pál Révész pp. 177-183

László Györfi and Harro Walk

Kernel regression estimators for signal recovery pp. 185-198

M. Pawlak and U. Stadtmüller

Locating the maximum of an empirical process pp. 199-211

Z. Shi

The geometric ergodicity and existence of moments for a class of non-linear time series model pp. 213-224

Hongzhi An, Min Chen and Fuchun Huang

Rate of convergence in the strong law of large numbers for a class of U-statistics and von Mises statistics pp. 225-231

Tasos C. Christofides

On exponential moments of two Brownian functionals pp. 233-237

Wolfgang Stummer

Control of directional errors with step-up multiple tests pp. 239-242

Wei Liu

Volume 31, issue 2, 1996

On bayesian estimation of the multiple decrement function in the competing risks problem pp. 75-83

Andrew A. Neath and Francisco J. Samaniego

On the maximal inequality pp. 85-89

Qiying Wang

On the domain of attraction of exp(-exp(-x)) pp. 91-95

J. L. Geluk

On estimation for censored autoregressive data pp. 97-105

M. Vasudaven, M. G. Nair and M. M. Sithole

A modified runs test for symmetry pp. 107-112

Reza Modarres and Joseph L. Gastwirth

A model for a multivariate binary response with covariates based on compatible conditionally specified logistic regressions pp. 113-120

Harry Joe and Ying Liu

Simple expressions for success run distributions in bernoulli trials pp. 121-128

Marco Muselli

Modelling and analysis of count data using a renewal process pp. 129-132

M. J. Faddy

A note about stationary process random sampling pp. 133-137

Pr. B. Lacaze

Cook's distance in spline smoothing pp. 139-144

Choongrak Kim

Volume 31, issue 1, 1996

A note on maxima of bivariate random vectors pp. 1-6

G. Hooghiemstra and J. Hüsler

On the estimation of the unknown sample size from the number of records pp. 7-12

J. L. Moreno Rebollo, I. Barranco Chamorro, F. López Blázquez and T. Gómez Gómez

A note on martingale inequalities for fluid models pp. 13-21

Zbigniew Palmowski and Tomasz Rolski

The location linear discriminant for classifying observations with unequal variances pp. 23-29

Chi-Ying Leung

Conditional inference procedures for the Laplace distribution based on Type-II right censored samples pp. 31-39

Aaron Childs and N. Balakrishnan

Some remarks on (p;m,n) distributions pp. 41-43

Martin Bilodeau

Robust bounded influence tests against one-sided hypotheses in general parametric models pp. 45-50

Mervyn J. Silvapulle

A simple estimator for correlation in incomplete data pp. 51-57

W. Albers and M. F. Teulings

Two-dimensional discrete scan statistics pp. 59-68

Jie Chen and Joseph Glaz

On the distinguished role of the multivariate exponential distribution in Bayesian estimation in competing risks problems pp. 69-74

Andrew A. Neath and Francisco J. Samaniego

Volume 30, issue 4, 1996

A covariance inequality under a two-part dependence assumption pp. 287-293

Richard C. Bradley

On the shape of the domain occupied by a supercritical branching random walk pp. 295-303

P. Révész

A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model pp. 305-311

Zudi Lu

Lorenz ordering of power-function order statistics pp. 313-319

Bernd Wilfling

Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families pp. 321-331

Chen Guijing

On approximation of the level probabilities for testing ordered parallel regression lines pp. 333-338

Gilberto A. Paula

Second- and third-order bias reduction for one-parameter family models pp. 339-345

Silvia L. P. Ferrari, Denise A. Botter, Gauss M. Cordeiro and Francisco Cribari-Neto

A characterization of multivariate normal distribution and its application pp. 347-352

Zhen-Hai Yang, Kai-Tai Fang and Jia-Juan Liang

Multinomial estimation procedures for two stochastically ordered distributions pp. 353-361

R. L. Dykstra, Chu-In Charles Lee and Xiaosong Yan

Covariance identities for normal variables via convex polytopes pp. 363-368

Richard A. Vitale

Between local and global logarithmic averages pp. 369-378

István Berkes and Lajos Horvath

Volume 30, issue 3, 1996

Unit root tests for time series with outliers pp. 189-197

Dong Wan Shin, Sahadeb Sarkar and Jong Hyup Lee

A note on the bounds of efficiency factor and ER optimality of block designs pp. 199-203

Maria Kozlowska

On the A-, D-, E- and L-efficiency of block designs pp. 205-209

Henryk Brzeskwiniewicz

Structural efficiency of incomplete block designs pp. 211-214

M. R. Srinivasan and G. Gopal

Further orthogonal designs in linear models and sequences with zero autocorrelation pp. 215-219

Christos Koukouvinos

Some results for almost D-optimal experimental designs pp. 221-226

Christos Koukouvinos

On asymptotic minimaxity of Kolmogorov and omega-square tests pp. 227-233

Ermakov Mikhail Sergeevich

Temporal aggregation in a periodically integrated autoregressive process pp. 235-240

Philip Hans Franses and H. Peter Boswijk

Approximating the Bayes factor pp. 241-245

Erhard Reschenhofer

Comparing first-passage times for semi-Markov skip-free processes pp. 247-256

Antonio Di Crescenzo and Luigi M. Ricciardi

Fixed width confidence bands for densities under censoring pp. 257-264

Adam T. Martinsek and Yi Xu

Maximizing the probability of pest extinction on a stochastic pest-predator model pp. 265-270

Wenyaw Chan

Asymptotics of generalized M-estimation of regression and scale with fixed carriers, in an approximately linear model pp. 271-285

Douglas P. Wiens

Volume 30, issue 2, 1996

The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix pp. 99-103

Heinz Neudecker and Albert Satorra

Linear sufficiency and admissibility in restricted linear models pp. 105-111

Berthold Heiligers and Augustyn Markiewicz

Rates of clustering in FLIL for weighted partial sum processes pp. 113-118

Charles El-Nouty

A note on expected hitting times for birth and death chains pp. 119-125

JoséLuis Palacios and Prasad Tetali

Geodesic submanifolds of a family of statistical models pp. 127-132

Angela De Sanctis

Mean square error matrix comparison of some estimators in linear regressions with multicollinearity pp. 133-138

Nityananda Sarkar

The volume of the smallest parallelepiped including m random points pp. 139-145

JoséM. González-Barrios

Critical phenomenon of a two component nonlinear stochastic system pp. 147-155

Xiong Chen and Shui Feng

On the lower bound of the number of real roots of a random algebraic equation pp. 157-163

Takashi Uno

Complete convergence of moving average processes under dependence assumptions pp. 165-170

Li-Xin Zhang

Smooth extensions of Pearsons's product moment correlation and Spearman's rho pp. 171-177

J. C. W. Rayner and D. J. Best

Asymptotics for multivariate t-statistic for random vectors in the generalized domain of attraction of the multivariate normal law pp. 179-188

Steven J. Sepanski

Volume 30, issue 1, 1996

A note on strong approximation for quantile processes of strong mixing sequences pp. 1-7

Hao Yu

Asymptotically optimal stopping rules in the presence of unknown parameters pp. 9-16

A. Irle

Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model pp. 17-24

Song Yang

Extreme value theory for a thermal energy storage model pp. 25-31

João Gomes

Commutative infinitesimal triangular systems on Euclidean motion groups pp. 33-36

Daniel Neuenschwander

Optimal spectral kernel for long-range dependent time series pp. 37-43

Miguel Delgado and Peter M. Robinson

Root-n-consistent and efficient estimation in semiparametric additive regression models pp. 45-51

Anton Schick

Distribution of MLE of the multiple correlation coefficient for data with missing values in a dependent variable pp. 53-59

L. Sakalauskas and D. Sukauskaite

Improved score tests for one-parameter exponential family models pp. 61-71

Silvia L. P. Ferrari, Gauss M. Cordeiro, Miguel A. Uribe-Opazo and Francisco Cribari-Neto

The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions pp. 73-77

Tony Wirjanto

Bayesian hypotheses testing using posterior density ratios pp. 79-86

Sanjib Basu

Bootstrapping general first order autoregression pp. 87-98

Günter Heimann and Jens-Peter Kreiss