Statistics & Probability Letters

1982 - 2025

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

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Volume 26, issue 4, 1996

On the weak ergodicity of nonhomogeneous Markov chains pp. 293-295

Choon Peng Tan

A note on density mode estimation pp. 297-307

Philippe Vieu

Note on closed-form MLEs of failure rates in a fully parametric random censorship model with incomplete data pp. 309-314

Tommaso Gastaldi

A note on random densities via wavelets pp. 315-321

Brani Vidakovic

On Bayesian robustness with the [var epsilon]-contamination class of priors pp. 323-328

Agata Boratynska

Linear models and D-optimal designs for n [triple bond; length as m-dash] 2 mod 4 pp. 329-332

Christos Koukouvinos

Orthogonal designs in linear models and sequences with zero autocorrelation pp. 333-338

Christos Koukouvinos

On the distribution of linear functions of independent F and U variates pp. 339-346

Jack C. Lee and Ling Hu

On computing the expected Fisher information matrix for state-space model parameters pp. 347-355

Joseph E. Cavanaugh and Robert H. Shumway

On maximin designs for correlated observations pp. 357-363

Wolfgang Bischoff

Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap pp. 365-375

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

On the strong law of large numbers pp. 377-380

Valentin V. Petrov

A note on the TJW product-limit estimator for truncated and censored data pp. 381-387

Yong Zhou

Volume 26, issue 3, 1996

On first-passage times in increasing Markov processes pp. 199-203

Rafael Pérez-Ocón and M. Luz Gámiz-Pérez

A problem of minimax estimation with directional information pp. 205-211

Thomas S. Ferguson

The range of simple branching random walk pp. 213-218

Karl Grill

Iterated large deviations pp. 219-223

Matthias Löwe

One-step robust parametric estimation with application to random censoring model pp. 225-232

Song Yang

A queueing theoretical proof of increasing property of Polya frequency functions pp. 233-242

Hans Daduna and Ryszard Szekli

Asymptotic analysis of the moments of the Cantor distribution pp. 243-248

P. J. Grabner and H. Prodinger

Optimal allocation of test positions and testing time in a factorial life testing experiment pp. 249-258

I. Gertsbakh

A remark on stochastic monotonicity pp. 259-262

Michael Braverman

Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency pp. 263-269

Ro Jin Pak

Wavelet density estimation by approximation of log-densities pp. 271-278

Ja-Yong Koo and Woo-Chul Kim

Rate functions in the theory of large deviations pp. 279-283

Peter Eichelsbacher

Bounds for coherent reliability structures pp. 285-292

M. V. Koutras, S. G. Papastavridis and K. I. Petakos

Volume 26, issue 2, 1996

On characterizations of independent identically distributed random variables via order structures pp. 97-104

S.V. Malov

Characterizing multivariate normal distributions by some of its conditionals pp. 105-111

Wolfgang Bischoff

Estimation problems for the two-parameter negative binomial distribution pp. 113-114

Yining Wang

A note on estimating quantiles of exponential populations pp. 115-118

Somesh Kumar and Divakar Sharma

Total positivity properties of the bivariate diagonal natural exponential families pp. 119-124

I-Li Lu and Donald Richards

Association in time of a finite semi-Markov process pp. 125-133

Madhuri Kuber and Avinash Dharmadhikari

Large deviations for a class of recursive algorithms pp. 135-140

Tim Zajic

A note on estimation of variance for [rho]-mixing sequences pp. 141-145

Magda Peligrad and Qi-Man Shao

On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments pp. 147-152

Claudio Macci

Specification of distributions by combinations of marginal and conditional distributions pp. 153-157

Barry C. Arnold, Enrique Castillo and José María Sarabia

A Dirac-function method for densities of nonlinear statistics and for marginal densities in nonlinear regression pp. 159-167

A. Pázman and L. Pronzato

Asymptotic behavior of sample mean location for manifolds pp. 169-178

Harrie Hendriks and Zinoviy Landsman

Uniform strong consistency of kernel density estimators under dependence pp. 179-185

Tae Yoon Kim and Dennis D. Cox

Asymptotic expansions for randomly censored survival data pp. 187-197

Janis Hardwick

Volume 26, issue 1, 1996

On exchangeable sampling distributions for uncontrolled data pp. 1-6

Tom Leonard

Corrected score tests for exponential family nonlinear models pp. 7-12

Silvia L. P. Ferrari and Gauss M. Cordeiro

Estimation of a change in linear models pp. 13-24

Marie Husková

On combining independent nonparametric regression estimators pp. 25-34

Patrick D. Gerard and William R. Schucany

A note on bootstrap model selection criterion pp. 35-41

Han-Yeong Chung, Kee-Won Lee and Ja-Yong Koo

Likelihood ratio test for the spacing between two adjacent location parameters pp. 43-49

Philip Yu and K. Lam

On nonorthogonality and nonoptimality of Addelman's main-effect plans satisfying the condition of proportional frequencies pp. 51-60

J. N. Srivastava and S. Ghosh

A mixture representation of the Linnik distribution pp. 61-64

Samuel Kotz and I. V. Ostrovskii

A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games pp. 65-73

Sándor Csörgo and Gordon Simons

Nonnegativity of odd functional moments of positive random variables with decreasing density pp. 75-82

Gerold Alsmeyer

Matching fixed rectangles in 2-dimension pp. 83-90

Ke-Ning Sheng and Joseph I. Naus

An L1-variant of the Cramer-von Mises test pp. 91-96

Friedrich Schmid and Mark Trede