Statistics & Probability Letters

1982 - 2025

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

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Volume 25, issue 4, 1995

A stochastic model for drug resistance in AIDS chemotherapy and the HIV incubation distribution pp. 289-299

Wai Y. Tan

A new family of goodness-of-fit statistics for discrete multivariate data pp. 301-307

Gunter Lorenzen

Restricted tests for and against the increasing failure rate ordering on multinomial parameters pp. 309-316

Bhaskar Bhattacharya

On the equivalence of D and G-optimal designs in heteroscedastic models pp. 317-321

Weng Kee Wong

Uniqueness of principal points for univariate distributions pp. 323-327

Luning Li and Bernard Flury

On weak lumpability of denumerable Markov chains pp. 329-339

James Ledoux

On selecting the best natural exponential families with quadratic variance function pp. 341-349

Mansour M. Abughalous and Naveen K. Bansal

On a class of exchangeable sequences pp. 351-355

Alexander V. Gnedin

A note on variance reduction pp. 357-360

Alain Berlinet

Unbiased ratio-type variance estimation pp. 361-364

M. C. Agrawal and A. B. Sthapit

Explicit and exponential bounds for a test on the coefficient of an AR(1) model pp. 365-371

Bruno Massé and Marie-Claude Viano

Approximate estimation of non-identifiable parameters in a convolution pp. 373-378

B. K. Kale and G. Sebastian

Volume 25, issue 3, 1995

A weighted least-squares procedure for estimating the parameters of Altham's multiplicative generalization of the binomial distribution pp. 193-199

Steven G. From

Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system pp. 201-212

D. Bosq and D. Guégan

Testing the equality of several binomial proportions to a prespecified standard pp. 213-219

Pandurang M. Kulkarni and Arvind K. Shah

Estimations of the decomposition stability into identical components pp. 221-229

N. G. Ushakov and A. P. Ushakova

Correspondence analysis of an artificial binary cylinder data pp. 231-240

Hideki Endo

Estimating the number of change points in a sequence of independent normal random variables pp. 241-248

Chung-Bow Lee

Improved predictors in survey sampling under a super population model pp. 249-252

A. K. Srivastava

The asymptotic tail behaviours of projection pursuit-type Kolmogorov statistics pp. 253-263

Li-Xing Zhu and Ping Cheng

Construction of bivariate distributions by a generalised trivariate reduction technique pp. 265-270

C. D. Lai

Tactical aspects of search and rescue operations pp. 271-279

J. Meloche

Preserving unimodality by mixing pp. 281-288

Emile Bertin and Radu Theodorescu

Volume 25, issue 2, 1995

On nonparametric likelihood ratio estimation of survival probabilities for censored data pp. 95-104

Gang Li

Behavior near zero of the distribution of GCV smoothing parameter estimates pp. 105-111

Grace Wahba and Yuedong Wang

A simple proof and refinement of Wielandt's eigenvalue inequality pp. 113-115

Lutz Dümbgen

On the nonexistence of a global nonnegative minimum bias invariant quadratic estimator of variance components pp. 117-120

Sujuan Gao and T. M. F. Smith

On Wieand's theorem pp. 121-132

Wilbert C. M. Kallenberg and Alex J. Koning

M-type estimators of regression function with applications pp. 133-144

Li-Xing Zhu and Kai W. Ng

On asymptotic expansions in the first uniform Kolmogorov theorem pp. 145-151

V. Cekanavicius

The laws of the iterated logarithm of some estimates in partly linear models pp. 153-162

Jiti Gao

A note on the asymptotic behavior of conditional extremes pp. 163-170

Ashis K. Gangopadhyay

Concavity of Box-Cox log-likelihood function pp. 171-175

Elies Kouider and Hanfeng Chen

Ordered and unordered random partitions of an integer and the GEM distribution pp. 177-183

Masaaki Sibuya and Hajime Yamato

Robust scale estimation based on the the empirical characteristic function pp. 185-192

Marianthi Markatou, Joel L. Horowitz and Russell V. Lenth

Volume 25, issue 1, 1995

The Strassen law of the iterated logarithm in Banach function spaces pp. 1-8

R. Norvaisa

On the E-optimality of some two-way elimination of heterogeneity designs pp. 9-13

Henryk Brzeskwiniewicz

A note on the symmetry of normal mean hypotheses and its implications pp. 15-20

Xiaomi Hu

On the strong law of large numbers for sums of pairwise independent random variables pp. 21-26

Alexander Martikainen

Unit root tests for seasonal models with deterministic trends pp. 27-35

Sinsup Cho, Young J. Park and Sung K. Ahn

Optimal weighing designs and some new weighing matrices pp. 37-42

Christos Koukouvinos

Asymptotic normality of multivariate trimmed means pp. 43-53

Miguel A. Arcones

Consistency of the local kernel density estimator pp. 55-61

Geof H. Givens

Von Mises conditions, [delta]-neighborhoods and rates of convergence for maxima pp. 63-70

Edgar Kaufmann

Improved upper bounds for probabilities of uniform deviations pp. 71-77

Gabor Lugosi

On some characterizations of the t-distribution pp. 79-85

Reinaldo B. Arellano-Valle and Heleno Bolfarine

Some properties of a limiting distribution in Quicksort pp. 87-94

Kok Hooi Tan and Petros Hadjicostas

Volume 24, issue 4, 1995

Multivariate p-norm symmetric distributions pp. 281-288

Xinnian Yue and Chunsheng Ma

Estimation of scale matrix of elliptically contoured matrix distributions pp. 289-297

Run-Ze Li and Kai-Tai Fang

The Bahadur representation of sample quantiles for sequences of strongly mixing random variables pp. 299-304

Ken-ichi Yoshihara

A semigroup approach to poisson approximation with respect to the point metric pp. 305-314

Bero Roos

Two-sample empirical likelihood method pp. 315-319

Bing-Yi Jing

The Bernstein polynomial estimator of a smooth quantile function pp. 321-330

Cheng Cheng

Ballot theorems revisited pp. 331-338

Takis Konstantopoulos

Characterizations of probability distributions based on discrete p-monotonicity pp. 339-344

Theofanis Sapatinas

An invariance property of optimal spectral bandwidths pp. 345-346

P. M. Robinson

Iterative estimates for a smoothing parameter pp. 347-356

Jiayang Sun

A note on strong convergence rates in nonparametric regression pp. 357-364

Philip E. Cheng

A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart pp. 365-373

Steven E. Rigdon

Optimal block designs revisited: An approximate theory detour pp. 375-380

Friedrich Pukelsheim and Bikas Kumar Sinha

Volume 24, issue 3, 1995

Moments of measures attracted to operator semi-stable laws pp. 187-192

Hans-Peter Scheffler

Asymptotic information for parametric estimation from an equilibrium particle process pp. 193-198

Michael J. Phelan

Average error in the central limit theorem for the cumulative processes pp. 199-204

Allen Roginsky

Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function pp. 205-211

Nabendu Pal and Chiahua Ling

Some self-similar processes related to local times pp. 213-218

Narn-Rueih Shieh

Alarm rates for quality control charts pp. 219-224

Thomas M. Margavio, Michael D. Conerly, William H. Woodall and Laurel G. Drake

On LP stochastic representations pp. 225-227

S. J. Lin

On the almost sure behaviour of sums of random variables pp. 229-231

Valentin V. Petrov

Differential calculus relative to some point processes pp. 233-242

A. Dermoune

Skorohod's theorem and convergence of types pp. 243-244

K. Fazli and J. Behboodian

On the central limit theorem for U-statistics under absolute regularity pp. 245-249

Miguel A. Arcones

Rank regression for current status data pp. 251-256

Jorge Aragón and Adolfo J. Quiróz

On the biases of error estimators in prediction problems pp. 257-262

Peter Hall

A uniform approximation to the sampling distribution of the coefficient of variation pp. 263-268

Werner Hürlimann

On two recent papers of Y. Kanazawa pp. 269-271

M. C. Jones

Second-order asymptotic efficiency of PMLE in generalized linear models pp. 273-279

Hua Liang

Volume 24, issue 2, 1995

On a modified bootstrap for certain asymptotically nonnormal statistics pp. 91-98

Somnath Datta

A note on bivariate Dawson-Sankoff-type bounds pp. 99-104

Tuhao Chen and E. Seneta

Estimators of integrals of powers of density derivatives pp. 105-110

Peter Hall and Rodney C. L. Wolff

Use of moments in studies of limit distributions arising from iterated random subdivisions of an interval pp. 111-119

Norman L. Johnson and Samuel Kotz

Limit theorems for the logarithm of sample spacings pp. 121-132

Yongzhao Shao and Marjorie G. Hahn

On recurrence relations for order statistics pp. 133-138

H. A. David

Quantile estimation of treatment effect for the two-sample problem with right censored data pp. 139-145

Hyo-Il Park and Sang-Gue Park

A note on a unified test for multivariate linear relationships pp. 147-151

Yoshiko Isogawa

Inadmissibility of some tests for order-restricted alternatives pp. 153-156

Arthur Cohen and H. B. Sackrowitz

When is a truncated covariance function on the line a covariance function on the circle? pp. 157-164

Andrew T. A. Wood

A counterexample concerning uniform ergodic theorems for a class of functions pp. 165-168

Andrew Nobel

Edgeworth approximations for rank sum test statistics pp. 169-171

John E. Kolassa

A simple combinatorial proof of a result by Robertson and Pillers pp. 173-175

Hari Mukerjee

A note on the accuracy of an approximate interval for the binomial parameter pp. 177-180

Longcheen Huwang

A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem pp. 181-185

Fushing Hsieh and Bruce W. Turnbull

Volume 24, issue 1, 1995

A note on autocovariance estimation in the presence of discrete spectra pp. 1-8

Christian Houdré and Benjamin Kedem

On a theorem of K. Schmidt pp. 9-12

Richard C. Bradley

Nonparametric estimation of regression parameters from censored data with a discrete covariate pp. 13-20

Mohammad H. Rahbar and Joseph C. Gardiner

Small perturbations of Gaussian regressors pp. 21-31

Annie Millet and Wlodzmierz Smolenski

A linear-quadratic distributional identity pp. 33-37

Hammou El Barmi

A geometric approach of the generalized least-squares estimation in analysis of covariance structures pp. 39-47

S. J. Wang and Sik-Yum Lee

Estimation of nonlinear random coefficient models pp. 49-56

Rogelio Q. Ramos and Sastry G. Pantula

Asymptotics of k-mean clustering under non-i.i.d. sampling pp. 57-66

Regis J. Serinko and Gutti Jogesh Babu

A generalization of the Wishart distribution pp. 67-70

Ming-Tien Tsai

On the Doléans function of set-indexed submartingales pp. 71-75

Marcello De Giosa and Rosamaria Mininni

Asymptotic normality of a smooth estimate of a random field distribution function under association pp. 77-90

George G. Roussas