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Statistics & Probability Letters

1982 - 2021

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

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Volume 8, issue 5, 1989

Functional calculus and asymptotic theory for statistical analysis pp. 397-405 Downloads
Jun Shao
A note on the asymptotic covariance matrix of the Yule--Walker estimator pp. 407-410 Downloads
Keith Knight
Imputation of missing values using density estimation pp. 411-418 Downloads
D. M. Titterington and J. Sedransk
A universal lower bound for the kernel estimate pp. 419-423 Downloads
Luc Devroye
On the non-consistency of the L2-cross-validated kernel density estimate pp. 425-433 Downloads
Luc Devroye
On the bivariate normal distribution and association models for ordinal categorical data pp. 435-440 Downloads
Mark P. Becker
A note on Banach's match box problem pp. 441-443 Downloads
Lars Holst
Mean squared errors of estimators of the intensity function of a nonhomogeneous Poisson process pp. 445-449 Downloads
Steven E. Rigdon and Asit P. Basu
Limit distribution of spacings statistics when the sample size is random pp. 451-456 Downloads
Girish Aras, S. Rao Jammalamadaka and X. Zhou
Applications of a necessary and sufficient condition for OLS to be BLUE pp. 457-461 Downloads
Badi Baltagi
Characterizations of infinite dimensional Gaussian shift experiments pp. 463-468 Downloads
Harald Luschgy
A transformation useful for bounding a forecast pp. 469-475 Downloads
Patrick A. Thompson
Stable limit distributions for strongly mixing sequences pp. 477-483 Downloads
Manfred Denker and Adam Jakubowski
Note on a characterization of gamma distributions pp. 485-487 Downloads
Wen-Jang Huang and Li-Sue Chen
A caution on mixing conditions for random fields pp. 489-491 Downloads
Richard C. Bradley
On a loss of memory property of the maximum pp. 493-496 Downloads
Tailen Hsing

Volume 8, issue 4, 1989

Sharp inequalities between skewness and kurtosis pp. 297-299 Downloads
Vijay K. Rohatgi and Gábor J. Székely
On best possible approximations of local time pp. 301-306 Downloads
Miklós Csörgo and Lajos Horvath
Stein's method in a two-dimensional coverage problem pp. 307-314 Downloads
David J. Aldous
On the non-parametric estimation of the bivariate extreme-value distributions pp. 315-323 Downloads
Paul Deheuvels and José Tiago de Oliveira
On point processes in the plane pp. 325-328 Downloads
C. Arenas
On pricing of market-indexed certificates of deposit pp. 329-334 Downloads
Joseph C. Gardiner and Shlomo Levental
Characterization of discrete models by distribution based on their partial sums pp. 335-337 Downloads
N. Unnikrishnan Nair and N. Hitha
On the behaviour of the sample autocovariances and autocorrelations of a seasonal arima model pp. 339-345 Downloads
Alain Latour and Roch Roy
Bandwidth selection for kernel estimate with correlated noise pp. 347-354 Downloads
Shean-Tsong Chiu
Nonparametric regression M-quantiles pp. 355-362 Downloads
J. Antoch and P. Janssen
Markov processes with infinitely divisible limit distributions: some examples pp. 363-369 Downloads
Douglas Kelly and Gordon Simons
Markov processes and exponential families on a finite set pp. 371-376 Downloads
Bernard Ycart
A characterization of the pareto process among stationary stochastic processes of the form Xn = c min(Xn-1, Yn) pp. 377-380 Downloads
Barry C. Arnold and J. Terry Hallett
Tailweight and life distributions pp. 381-387 Downloads
J. Averous and M. Meste
A probability distribution associated with events with multiple occurrences pp. 389-395 Downloads
John Panaretos and Evdokia Xekalaki

Volume 8, issue 3, 1989

A note on the accuracy of bootstrap percentile method confidence intervals for a quantile pp. 197-200 Downloads
Peter Hall and Michael A. Martin
Bootstrap inversion of edgeworth expansions for nonparametric confidence intervals pp. 201-206 Downloads
Robert K. Rayner
A characterization of gumbel's family of extreme value distributions pp. 207-211 Downloads
Christian Genest and Louis-Paul Rivest
Intrinsic estimation of the dependence structure for bivariate extremes pp. 213-218 Downloads
J. Tiago de Oliveira
Embedding in extremal processes and the asymptotic behavior of sums of minima pp. 219-223 Downloads
Raúl Gouet
A martingale approach to strong convergence in a generalized Pólya-Eggenberger urn model pp. 225-228 Downloads
Raúl Gouet
On diffusions that cannot escape from a convex set pp. 229-234 Downloads
Andrzej Korzeniowski
Some asymptotic properties of an estimate of the survival function under dependence conditions pp. 235-243 Downloads
George G. Roussas
Rate of convergence of the spline estimates for Markov chains pp. 245-253 Downloads
Prabir Burman
Positive definite norm dependent functions on l[infinity] pp. 255-260 Downloads
Jolanta K. Misiewicz
Bounds on expectations of order statistics for dependent samples pp. 261-265 Downloads
Donald R. Hoover
Optimum biased spring balance weighing designs pp. 267-271 Downloads
Krystyna Katulska
Two stage conditionally unbiased estimators of the selected mean pp. 273-278 Downloads
Arthur Cohen and Harold B. Sackrowitz
Infinite dimensional parameter identification for stochastic parabolic systems pp. 279-287 Downloads
ShinIchi Aihara and Arunabha Bagchi
Method of Kim-Zam: an algorithm for computing the maximum likelihood estimator pp. 289-296 Downloads
James C. Fu

Volume 8, issue 2, 1989

Rank-based inference for linear models: asymmetric errors pp. 97-107 Downloads
James C. Aubuchon and Thomas P. Hettmansperger
A local cross-validation algorithm pp. 109-117 Downloads
Peter Hall and William R. Schucany
A simple characterization of non-randomized admissible procedures in group testing pp. 119-122 Downloads
Y. C. Yao
Poisson limits for generalized random allocation problems pp. 123-127 Downloads
Bernard Harris
One-sided confidence intervals on nonnegative sums of variance components pp. 129-135 Downloads
Naitee Ting, Richard K. Burdick, Franklin A. Graybill and Rongde Gui
Some distributions connected with sums of rectangular random variables pp. 137-142 Downloads
Wolfgang Stadje
Variances of sample medians pp. 143-146 Downloads
G. D. Lin and J. S. Huang
Half-sample estimation of sampling distributions pp. 147-155 Downloads
Jun Shao
On some information measures of degree [beta] = 2: estimation in simple-stage cluster sampling pp. 157-162 Downloads
María Angeles Gil and Pedro Gil
Effect of a missing observation on Hotelling's generalized T02 pp. 163-166 Downloads
Anant M. Kshirsagar
Bias in nonlinear regression model with heteroscedastic or Ar(1) error structure pp. 167-170 Downloads
Chih-Ling Tsai
Influence of incomplete observations in multiple linear regression pp. 171-174 Downloads
Weichung Joseph Shih
Pearson chi-square estimator and test for log-linear models with expected frequencies subject to linear constraints pp. 175-177 Downloads
Douglas G. Bonett
Nonparametric Bayesian analysis of the accelerated failure time model pp. 179-184 Downloads
Wesley Johnson and Ronald Christensen
Ordering probability distributions by tail behavior pp. 185-188 Downloads
A. A. Alzaid and M. Al-Osh
A proof of the Markov chain tree theorem pp. 189-192 Downloads
V. Anantharam and P. Tsoucas

Volume 8, issue 1, 1989

Characterization of the special discrete distributions through infinite, noninfinite and finite divisibility pp. 1-7 Downloads
Edward J. Danial
Moment inequalities pp. 9-16 Downloads
Tai-shing Lau
Some inequalities of Bonferroni--Galambos type pp. 17-20 Downloads
Xiaodong Tan and Yuan Xu
A note on the bivariate binomial distribution pp. 21-24 Downloads
S. Kocherlakota
Evaluation of the expected value of a determinant pp. 25-26 Downloads
T. W. Anderson
A note on the ace algorithm pp. 27-28 Downloads
Stena Kettl
First and second order derivatives having applications to estimation of response surface optima pp. 29-34 Downloads
John J. Peterson
Population variance prediction under normal dynamic superpopulation models pp. 35-39 Downloads
Heleno Bolfarine
Consistent regression estimation with fixed design points under dependence conditions pp. 41-50 Downloads
George G. Roussas
Spherical matrix distributions and cauchy quotients pp. 51-53 Downloads
Peter Phillips
On proximity between exponential and DMRL distributions pp. 55-57 Downloads
Kan Cheng and Zongfu He
Linear empirical Bayes estimation of quantiles pp. 59-65 Downloads
J. S. Maritz
Finiteness of moments of randomly stopped sums of i.i.d. random variables pp. 67-68 Downloads
Saeed Ghahramani and Ronald W. Wolff
Improved estimation of a covariance matrix under quadratic loss pp. 69-71 Downloads
Tatsuya Kubokawa
Strong uniform consistency of kernel probability density estimators based on sample moments pp. 73-79 Downloads
B. Abdous
Asymptotic estimate of probability of misclassification for discriminant rules based on density estimates pp. 81-88 Downloads
Kamal C. Chanda and F. H. Ruymgaart
Some new equireplicate balanced block designs pp. 89-89 Downloads
Kishore Sinha
Weak association with a stress-strength model application pp. 91-95 Downloads
A. N. Ahmed and A. A. Alzaid
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