Statistics & Probability Letters

1982 - 2025

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

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Volume 22, issue 4, 1995

On the logarithmic average of additive functionals pp. 261-268

E. Csáki and A. Földes

On information matrices in case-control studies pp. 269-274

C. Y. Wang and Suojin Wang

On the spectrum and Martin boundary of homogeneous spaces pp. 275-279

S. Northshield

Improvement of ANOVA estimators of variance components in block designs with random treatments pp. 281-285

Anna Molinska and Krzysztof Molinski

On the sequential point estimation of the mean of a gamma distribution pp. 287-293

Eiichi Isogai and Chikara Uno

A limit theorem for the entropy density of nonhomogeneous Markov information source pp. 295-301

Liu Wen and Yang Weiguo

Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated pp. 303-310

Fabio H. Nieto and Victor M. Guerrero

On geometric ergodicity of nonlinear autoregressive models pp. 311-315

Rabi Bhattacharya and Chanho Lee

Weighted bootstrapping for U-quantiles pp. 317-323

Marc Aerts and Paul Janssen

Multivariate dispersion orderings pp. 325-332

Alessandra Giovagnoli and H. P. Wynn

Rates of convergence for everywhere-positive Markov chains pp. 333-338

J. R. Baxter and Jeffrey S. Rosenthal

Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data pp. 339-347

Denis Bosq

Volume 22, issue 3, 1995

Left and right linear innovations for a multivariate S[alpha]S random variable pp. 175-184

Marek Rutkowski

Dependent versions of a central limit theorem for the squared length of a sample mean pp. 185-194

Pentti Saikkonen

Group truncated ordinal regression pp. 195-203

Terence J. O'Neill and Simon C. Barry

Consistent estimation of density-weighted average derivative by orthogonal series method pp. 205-212

B. L. S. Prakasa Rao

Analysis of repeated measures incomplete block designs using R-estimators pp. 213-221

M. Mushfiqur Rashid

A central limit theorem for non-linear functionals of stationary Gaussian vector processes pp. 223-230

M. V. Sánchez de Naranjo

Intermediate order statistics with applications to nonparametric estimation pp. 231-238

N. Papadatos

A Bernstein-type inequality for U-statistics and U-processes pp. 239-247

Miguel A. Arcones

Likelihood ratio and a class of strong laws for the sequence of integer-valued random variables pp. 249-256

Liu Wen and Liu Zikuan

Sharp inequalities between skewness and kurtosis for unimodal distributions pp. 257-260

F. Teuscher and V. Guiard

Volume 22, issue 2, 1995

A class of strong laws for functionals of countable nonhomogeneous Markov chains pp. 87-96

Wen Liu and Guoxin Liu

Lattices of random sets and progressivity pp. 97-102

B. Gail Ivanoff, Ely Merzbach and Ioana Schiopu-Kratina

Stochastic order relations and the total time on test transform pp. 103-110

Jaroslaw Bartoszewicz

A general composition theorem and its applications to certain partial orderings of distributions pp. 111-119

Kumar Joag-dev, Subhash Kochar and Frank Proschan

On multivariate kernel estimation for samples from weighted distributions pp. 121-129

Ibrahim A. Ahmad

A note on the almost sure central limit theorem for weakly dependent random variables pp. 131-136

Magda Peligrad and Qi-Man Shao

Reliability bounds for coherent structures with independent components pp. 137-148

J. C. Fu and M. V. Koutras

On the strong uniform consistency of density estimation for strongly dependent sequences pp. 149-156

Hwai-Chung Ho

A regression approach for estimating the center of symmetry pp. 157-160

Fushing Hsieh

Some stochastic models leading to the convolution of two binomial variables pp. 161-166

S. H. Ong

Likelihood ratio tests for bivariate symmetry against ordered alternatives in a square contingency table pp. 167-173

Hammou El Barmi and Subhash C. Kochar

Volume 22, issue 1, 1995

Symmetry groups in d-space pp. 1-6

Mark M. Meerschaert and Jeery Alan Veeh

On a likelihood-based approach in nonparametric smoothing and cross-validation pp. 7-15

Probal Chaudhuri and Anup Dewanji

A note on conditionally unbiased estimation after selection pp. 17-23

Jayant V. Deshpande and T. P. Muhammad Fareed

A local criterion for smoothness of densities and application to the supremum of the Brownian sheet pp. 25-31

Carme Florit and David Nualart

Near optimal weights in nonparametric regression under some common restrictions pp. 33-42

David B. Holiday

Nonconstant levels for T-year return periods for two-dimensional Poisson processes with periodic intensity pp. 43-47

Rocco Ballerini

On permissible correlations for locally correlated stationary processes pp. 49-53

Rafe M. J. Donahue, Peter J. Brockwell and Richard A. Davis

On the weak law of large numbers for arrays pp. 55-57

Dug Hun Hong and Kwang Sik Oh

Conditioned superprocesses and their weighted occupation times pp. 59-69

Stephen M. Krone

The number of visits to a subset of the state space by a discrete-parameter semi-Markov process pp. 71-77

Attila Csenki

On the variance of the trimmed mean pp. 79-85

Philippe Capéraà and Louis-Paul Rivest

Volume 21, issue 5, 1994

A central limit theorem for functionals of the Kaplan--Meier estimator pp. 337-345

Song Yang

Minimum distance estimation in linear models with long-range dependent errors pp. 347-355

Kanchan Mukherjee

A Kolmogorov inequality for U-statistics based on Bernoulli kernels pp. 357-362

Tasos C. Christofides

Cramer's estimate for Lévy processes pp. 363-365

J. Bertoin and R. A. Doney

A note on necessary and sufficient conditions for proving that a random symmetric matrix converges to a given limit pp. 367-370

Robert L. Strawderman

Estimation of the autocorrelation coefficient in the presence of a regression trend pp. 371-380

Anton Schick

A quasi-likelihood approach to the REML estimating equations pp. 381-384

C. C. Heyde

Maxima of bivariate random vectors: Between independence and complete dependence pp. 385-394

J. Hüsler

Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices pp. 395-403

Dean M. Young, John W. Seaman and Laurie M. Meaux

Equivalence of relations for order statistics for exchangeable and arbitrary cases pp. 405-407

K. Balasubramanian and N. Balakrishnan

Berry--Esséen bounds for finite-population t-statistics pp. 409-416

C. R. Rao and L. C. Zhao

Selecting variables for discrimination when covariance matrices are unequal pp. 417-419

S. A. Paranjpe and A. P. Gore

Volume 21, issue 4, 1994

Efficiencies of some small second-order designs pp. 255-261

D. R. Jensen

On the nonexistence of certain optimal confidence sets for the rectangular problem pp. 263-269

Shoutir Kishore Chatterjee and Gaurangadeb Chattopadhyay

Distributional convergence of M-estimators under unusual rates pp. 271-280

Miguel A. Arcones

Variance upper bounds and convolutions of [alpha]-unimodal distributions pp. 281-289

A. M. Abouammoh and A. F. Mashhour

A parametric bootstrap procedure to estimate the selected mean using censored data pp. 291-298

Alka Indurkhya

Asymptotic normality of the discrete Fourier transform of long memory time series pp. 299-309

Dinh Tuan Pham and Dominique Guégan

On uniform marginal representation of contingency tables pp. 311-316

Barry C. Arnold and D. V. Gokhale

On some limit laws for perturbed empirical distribution functions pp. 317-321

Manfred Denker and Madan L. Puri

Continuous-time fractional ARMA processes pp. 323-336

M. C. Viano, C. Deniau and G. Oppenheim

Volume 21, issue 3, 1994

On integration, substitution and the probability integral transform pp. 173-179

Thomas H. Savits

Probability density estimation from dependent observations using wavelets orthonormal bases pp. 181-194

Elias Masry

Combining independent tests of triangular distribution pp. 195-202

Walid A. Abu-Dayyeh and Abed El-Qader El-Masri

Smoothing dependent observations pp. 203-214

R. Fraiman and J. Meloche

Identifiability in interval censorship models pp. 215-221

Zhiming Wang, J. C. Gardiner and R. V. Ramamoorthi

An isotonic estimator of the baseline hazard function in Cox's regression model under order restriction pp. 223-228

Daehyun Chung and Myron N. Chang

Asymptotically distribution-free joint confidence intervals for generalized Lorenz curves based on complete data pp. 229-235

S. Chakraborti

Dispersive comparison of distributions: a multisample testing problem pp. 237-245

Leszek Marzec and Pawel Marzec

Siegel's formula via Stein's identities pp. 247-251

Jun S. Liu

Volume 21, issue 2, 1994

Probability inequalities for certain dependence structures pp. 85-94

Thomas W. Dobbins and Sanat K. Sarkar

Some bounds for balanced two-way elimination of heterogeneity designs pp. 95-99

Idzi Siatkowski

An extended Simes' test pp. 101-105

Yosef Hochberg and Uri Liberman

Tests based on L-statistics to test the equality in dispersion of two probability distributions pp. 107-113

Javier Rojo and Jinping Wang

Rank tests for testing the randomness of autoregressive coefficients pp. 115-120

R. V. Ramanathan and M. B. Rajarshi

Restricted multinomial maximum likelihood estimation based upon Fenchel duality pp. 121-130

Hammou El Barmi and Richard L. Dykstra

Covariance matrices of quadratic forms in elliptical distributions pp. 131-140

Yi Zhao

Nonexistence of consistent estimates in a density estimation problem pp. 141-145

X. R. Chen and Y. Wu

Asymptotic distributions of estimated f-dissimilarity between populations in stratified random sampling pp. 147-151

K. Zografos

Covariance between variables and their order statistics for multivariate normal variables pp. 153-155

Yosef Rinott and Ester Samuel-Cahn

A strong limit theorem under no assumption of independence, stationarity or various dependences pp. 157-161

Wen Liu

Completeness of time-ordered indicators in censored data models pp. 163-166

Martin Moser

Symmetrized kernel estimators of the regression slope pp. 167-172

Stephen Blyth

Volume 21, issue 1, 1994

A Poisson approximation for the number of k-matches pp. 1-8

Patrick D. Burghardt, Anant P. Godbole and Amy B. Prengaman

Partial autocorrelation function for spatial processes pp. 9-19

Tonya Etchison, Sastry G. Pantula and Cavell Brownie

A dependent F[alpha]-scheme pp. 21-25

Rocco Ballerini

A note on min--maxbias estimators in approximately linear models pp. 27-28

Gilbert Bassett

Kernel estimation of the density of a statistic pp. 29-36

Michael Sherman

Maximum likelihood estimation for weighted distributions pp. 37-47

Satish Iyengar and Peng-Liang Zhao

On the HIV incubation distribution under non-Markovian models pp. 49-57

W. Y. Tan

An occupation time approach for convergence of measure-valued processes, and the death process of a branching system pp. 59-67

L. G. Gorostiza and J. A. Lopez-Mimbela

On the estimation of the mean of a Np([mu],[Sigma]) population with [mu]'[Sigma]-1 [mu] known pp. 69-75

Eric Marchand

Some strong limit theorems relative to the geometric average of random transition probabilities of arbitrary finite nonhomogeneous Markov chains pp. 77-83

Liu Wen