Statistics & Probability Letters

1982 - 2025

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

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Volume 27, issue 4, 1996

Crossing properties of F distributions pp. 289-294

Jie Mi

Nonparametric multiple change-point estimators pp. 295-304

Chung-Bow Lee

Statistical solutions for a stochastic Burger's equation pp. 305-311

Anna Karczewska

On weak lumpability of a finite Markov chain pp. 313-318

Nan-Fu Peng

The rates of convergence of Bayes estimators in change-point analysis pp. 319-329

Andrew L. Rukhin

A note on tightness pp. 331-339

Christian Genest, Kilani Ghoudi and Bruno Remillard

On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root pp. 341-346

Chul Gyu Park and Dong Wan Shin

Random polynomials with complex coefficients pp. 347-355

K. Farahmand

Quantile estimation under possibly misspecified generalised linear model pp. 357-365

M. Séménou

Tests of hypotheses in discrete models based on the penalized Hellinger distance pp. 367-373

Ayanendranath Basu, Ian R. Harris and Srabashi Basu

Some properties of the Lynden-Bell estimator with truncated data pp. 375-384

Ao Yuan

Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models pp. 385-391

Efstathios Paparoditis

Volume 27, issue 3, 1996

An algorithm for tree-ordered isotonic median regression pp. 195-199

Shixian Qian

Large deviations for subsampling from individual sequences pp. 201-205

Amir Dembo and Ofer Zeitouni

Asymptotic normality of a class of bivariate-multivariate discrete power series distributions pp. 207-216

A. G. Kyriakoussis and M. G. Vamvakari

On pairs of sums of random variables with pairwise equal distributions pp. 217-219

U. Krengel

Nesting Plackett-Burman designs pp. 221-223

Peter W. M. John

A curious property of the derivatives of the Cauchy density pp. 225-229

Peter Hall, J. Steven Marron and D. M. Titterington

Optimized scorings for ordinal data for the general linear model pp. 231-239

Shiva Gautam, George Kimeldorf and Allan R. Sampson

A note on the inverse estimation of band-limited signals pp. 241-246

Frits H. Ruymgaart

Laws of the iterated logarithm for weighted sums of independent random variables pp. 247-254

Deli Li and R. J. Tomkins

A note on density estimation for Poisson mixtures pp. 255-258

Ian McKay

Correlation between successive values of Anderson's classification statistic in the hold-out method pp. 259-265

Pil S. Park and Anant M. Kshirsagar

On c-optimal random variables pp. 267-270

Ludger Rüschendorf

Dispersive ordering of order statistics pp. 271-274

Subhash C. Kochar

Use of asymmetrical factorials for generating designs for quadratic mixture model pp. 275-279

M. L. Aggarwal and V. Sarin

Weighted least squares estimates in partly linear regression models pp. 281-287

Anton Schick

Volume 27, issue 2, 1996

Recurrence formula for expectations of products of quadratic forms pp. 101-109

G. A. Ghazal

Iterated Brownian motion and stable() subordinator pp. 111-114

Jean Bertoin

The impact of unsuspected serial correlations on model selection in linear regression pp. 115-126

Clifford Hurvich and Chih-Ling Tsai

On distribution functions with completely monotone derivative pp. 127-129

E. Sandhya and S. Satheesh

The sample mid-range and interquartiles pp. 131-136

N. H. Bingham

Tests for semiparametric model based on non-homogeneous Markov process pp. 137-143

Leszek Marzec and Pawel Marzec

Characterization of general ridge estimators pp. 145-148

Augustyn Markiewicz

Some new non-proper variance-balanced designs with unequal replications pp. 149-153

Kanhaiyaa Sinha, B. Jones and Sanpei Kageyama

Test for generalized variance in signal processing pp. 155-162

Madhusudan Bhandary

Local sensitivity of density bounded priors pp. 163-169

Q. Meng and S. Sivaganesan

On the asymptotic behavior of Akaike's BIC pp. 171-175

Erhard Reschenhofer

On the coefficient of variation of the - and -classes pp. 177-180

Arnab Bhattacharjee and Debasis Sengupta

Empirical Bayes rules for selecting the most and least probable multivariate hypergeometric event pp. 181-188

N. Balakrishnan and Yimin Ma

Explicit and asymptotic formulae for the expected values of the order statistics of the Cantor distribution pp. 189-194

Arnold Knopfmacher and Helmut Prodinger

Volume 27, issue 1, 1996

A strong law of large numbers for triangular mixingale arrays pp. 1-9

Robert de Jong

Regression and edge estimation pp. 11-15

P. Jacob and Ch. Suquet

On the identifiability of measurement error in the bifurcating autoregressive model pp. 17-23

Richard Huggins

The variogram of the uniform transform of a random field pp. 25-29

L. De Cesare and D. Posa

Some results on discrete [alpha]-unimodality pp. 31-36

A. F. Mashhour

A direct approach to a Bayesian sequential test for a normal mean pp. 37-41

Fanghuan Wan and Xizhi Wu

Non-dependence of the predictive distribution on the population size pp. 43-47

Sudip Bose and Benjamin Kedem

On the unconditional strong law of large numbers for the bootstrap mean pp. 49-60

Eusebio Arenal-Gutiérrez, Carlos Matrán and Juan A. Cuesta-Albertos

A note on the change-point problem for angular data pp. 61-65

Miklós Csörgo and Lajos Horvath

Refinement of a zero-one law for maxima pp. 67-69

R. J. Tomkins

Wavelet linear density estimator for a discrete-time stochastic process: Lp-losses pp. 71-84

Frédérique Leblanc

Testing for the equality of several correlation matrices pp. 85-89

James R. Schott

Illustration of some moment identities for order statistics pp. 91-98

Kenneth Lange