Statistics & Probability Letters

1982 - 2025

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

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Volume 29, issue 4, 1996

The asymptotic maximin property of chi-squared type tests based on the empirical process pp. 285-292

Sangyeol Lee

A note on the characterisation of the most probable number pp. 293-295

A. C. Trajstman

Comparing two populations based on low stochastic structure assumptions pp. 297-305

F. P. A. Coolen

On moments and tail behavior of v-stable random variables pp. 307-315

Tomasz J. Kozubowski and Anna K. Panorska

Asymptotic normality of regression estimators with long memory errors pp. 317-335

Liudas Giraitis, Hira L. Koul and Donatas Surgailis

Consistency of an estimator of the number of changes in binomial observations pp. 337-344

Monika Serbinowska

On robust estimation of the common scale parameter of several Pareto distributions pp. 345-352

Abdulaziz Elfessi and Chun Jin

Fourier transform and Bayes estimator of a location parameter pp. 353-359

Jean-François Angers

On the pointwise central limit theorem and mixtures of stable distributions pp. 361-368

I. Berkes and E. Csáki

Estimation of the parameters in two linear models with only some of the parameter vectors identical pp. 369-375

Aiyi Liu

Volume 29, issue 3, 1996

Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model pp. 191-199

Kazuhiro Ohtani

Power of the Lagrange multiplier test for certain subdiagonal bilinear models pp. 201-212

Dominique Guegan and Joseph Ngatchou Wandji

Efficient likelihood ratio tests under P-ancillarity and P-sufficiency pp. 213-221

Yiliang Zhu and Nancy Reid

Causality and Markovian representations pp. 223-227

Ljiljana Petrovic

Normality via conditional normality of linear forms pp. 229-232

Abram Kagan and Jacek Wesolowski

Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach pp. 233-244

Ömer Öztürk and Thomas P. Hettmansperger

A note on recurrence relations for the product moments of order statistics pp. 245-249

P. Yageen Thomas and Philip Samuel

Minimum distance estimators for random coefficient autoregressive models pp. 251-262

Lianfen Qian

Deletion, augmentation and principal predictors pp. 263-270

D. R. Jensen

A parametric regression model of tumor recurrence: An application to the analysis of clinical data on breast cancer pp. 271-278

B. Asselain, A. Fourquet, T. Hoang, A. D. Tsodikov and A. Yu. Yakovlev

The location of the maximum of asymmetric two-sided Brownian motion with triangular drift pp. 279-284

Henrik Stryhn

Volume 29, issue 2, 1996

Correlations between functions of records can be negative pp. 95-100

H. N. Nagaraja and V. B. Nevzorov

An asymptotic relation arising in the decomposition of the likelihood of order statistics pp. 101-106

Sangun Park

Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression pp. 107-115

Zehua Chen

Restricted product multinomial and product Poisson maximum likelihood estimation based upon Fenchel duality pp. 117-123

Hammou El Barmi and Richard L. Dykstra

Some new orthogonal designs in linear regression models pp. 125-129

Christos Koukouvinos

A note on balanced generalized two-way elimination of heterogeneity designs pp. 131-141

Feng-Shun Chai

Linear least squares regression: a different view pp. 143-148

Yannis G. Yatracos

A Bartlett-type correction for the subject-years method in comparing survival data to a standard population pp. 149-157

Dongsheng Tu and Alan J. Gross

On sample spacings from IMRL distributions pp. 159-166

S. N. U. A. Kirmani

Some results on ordering of survival functions through uncertainty pp. 167-176

Nader Ebrahimi and S. N. U. A. Kirmani

Analysis of incomplete blocks for rankings pp. 177-184

M. Alvo and P. Cabilio

Similarity solutions of first-passage problems for two-dimensional Wiener processes pp. 185-189

Mario Lefebvre

Volume 29, issue 1, 1996

Empirical Bayes prediction for a mixed linear model with autoregressive errors pp. 1-7

S. G. Sajjan and I. V. Basawa

Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions pp. 9-14

J. Szroeter

A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator pp. 15-22

Khelifa Tobbal

Prophet compared to gambler: additive inequalities for transforms of sequences of random variables pp. 23-32

Frans A. Boshuizen

Improved estimators for simultaneous estimation of variance components pp. 33-43

Witold Klonecki and Stefan Zontek

Strongly-consistent, distribution-free confidence intervals for quantiles pp. 45-53

David Gilat and T. P. Hill

On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences pp. 55-59

Mateusz Wisniewski

Covariance structure models for clustered proportions pp. 61-70

Tzy-Jyun Yao and Gregory C. Reinsel

Comparing Bayesian and frequentist estimators in the exchangeable case pp. 71-78

Julián De la Horra

A note on deconvolution density estimation pp. 79-84

Prakash Patil

Product moments of order statistics and the variance of a lightly trimmed mean pp. 85-87

H. A. David and N. Balakrishnan

On statistical properties of Chebyshev's norm pp. 89-93

E. Stoimenova

Volume 28, issue 4, 1996

The N-th moment of matrix quadratic form pp. 291-297

Chul Kang and Byung-Chun Kim

Average-case analysis of multiple Quickselect: An algorithm for finding order statistics pp. 299-310

Janice Lent and Hosam M. Mahmoud

Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests pp. 311-319

Ian W. McKeague and Yanqing Sun

Dispersive orderings and characterization of ageing classes pp. 321-327

F. Belzunce, J. Candel and J. M. Ruiz

Axiomatic information measures depending only on a probability measure pp. 329-335

T. Brezmes and G. Naval

A characterization of k-parameter quasimartingales pp. 337-343

Allanus H. Tsoi

Stopped Lévy processes with applications to first passage times pp. 345-352

Allan Gut

Root-n consistent estimation in partly linear regression models pp. 353-358

Anton Schick

Existence of bounded invariant probability densities for Markov chains pp. 359-366

Onésimo Hernández-Lerma and Jean B. Lasserre

Tailweight with respect to the mode for unimodal distributions pp. 367-373

J. Averous, A. -L. Fougères and M. Meste

A generalized Erlang distribution showing overdispersion pp. 375-386

Alberto Luceño

Volume 28, issue 3, 1996

Testing for monotonicity in the intensity of a nonhomogeneous Poisson process pp. 195-202

James M. Guffey and F. T. Wright

A measurement of multi-factor orthogonality pp. 203-209

Lih-Yuan Deng, Dennis K. J. Lin and Jiannong Wang

Construction of some asymmetrical orthogonal arrays pp. 211-217

Aloke Dey and Chand K. Midha

Global tilting method pp. 219-226

Bing-Yi Jing

Nonparametric estimation for some nonlinear models pp. 227-233

A. Thavaneswaran and Shelton Peiris

On the distribution of the maxima of partial sums pp. 235-238

M. S. Sgibnev

On the derivation of a suboptimal filter for signal estimation pp. 239-243

Juan Carlos Ruiz-Molina and Mariano J. Valderrama

Strong law of large numbers for 2-exchangeable random variables pp. 245-250

N. Etemadi and M. Kaminski

Estimation on random coefficient model with unbalanced data pp. 251-257

Hironori Fujisawa

Bartlett-type formulas for complex multivariate time series of mixed spectra pp. 259-268

Ta-Hsin Li

Characteristic functions taking constant values on intervals of the real line pp. 269-270

B. Ramachandran

Infinite divisibility of random variables and their integer parts pp. 271-278

Lennart Bondesson, Gundorph K. Kristiansen and Fred W. Steutel

A note on domains of attraction of p-max stable laws pp. 279-284

Gerd Christoph and Michael Falk

Maximum variation of total risk pp. 285-289

Robin Pemantle

Volume 28, issue 2, 1996

An algorithm for estimating parameters of state-space models pp. 99-106

Lilian Shiao-Yen Wu, Jeffrey S. Pai and J.R.M. Hosking

The law of the iterated logarithm for Lp-norms of empirical processes pp. 107-110

L. Gajek, M. Kaluszka and A. Lenic

Stopping times and tightness for multiparameter martingales pp. 111-114

B. Gail Ivanoff

Existence of a normal scale mixture with a given variance and a percentile pp. 115-120

Sanjib Basu

Mixed difference matrices and the construction of orthogonal arrays pp. 121-126

J.C. Wang

On the weak law of large numbers for randomly indexed partial sums for arrays pp. 127-130

Dug Hun Hong

A conditional product measure theorem pp. 131-135

J.M. Swart

On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights pp. 137-141

Mervyn J. Silvapulle

Asymptotic equivalence of nonparametric regression and white noise model has its limits pp. 143-145

Sam Efromovich and Alex Samarov

An extension of the method of polynomials and a new reduction formula for Bonferroni-type inequalities pp. 147-151

Janos Galambos and Italo Simonelli

Exact distribution of the Kaplan-Meier estimator under the proportional hazards model pp. 153-157

Myron N. Chang

A class of exchangeable sequences pp. 159-164

Alexander V. Gnedin

On the Chambers-Mallows-Stuck method for simulating skewed stable random variables pp. 165-171

Rafał Weron

Gauss-Newton estimation of parameters for a spatial autoregression model pp. 173-179

B.B. Bhattacharyya, T.M. Khalil and G.D. Richardson

On the grouped LSE under an errors-in-variables model pp. 181-189

Michael G. Akritas

A generalization of variance bounds pp. 191-194

N. Papadatos and V. Papathanasiou

Volume 28, issue 1, 1996

A note on corrected-score estimation pp. 1-8

J. S. Buzas and L. A. Stefanski

Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families pp. 9-21

Weiwen Miao and Marjorie G. Hahn

Nonparametric estimation in heteroskedastic regression pp. 23-31

Michael G. Akritas

On multivariate Le Cam theorem and compound Poisson measures pp. 33-39

V. Cekanavicius

Some remarks on the uniform weak convergence of stochastic processes pp. 41-49

Miguel A. Arcones

An extension of a theorem on gambling systems to arbitrary binary random variables pp. 51-58

Liu Wen and Wang Zhongzhi

Orthogonal 2k and 3k factorial designs constructed using sequences with zero autocorrelation pp. 59-63

Christos Koukouvinos

The bootstrap of the mean for strong mixing sequences under minimal conditions pp. 65-72

Dragan Radulovic

Assessing a Bartlett plot pp. 73-79

Richard H. Glendinning

Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options pp. 81-90

Chin-Shan Chuang

Inequalities of correlation type for symmetric stable random vectors pp. 91-97

A. L. Koldobsky and S. J. Montgomery-Smith