Statistics & Probability Letters

1982 - 2025

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

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Mean residual life and increasing convex comparison of shock models pp. 337-345: E. Fagiuoli and F. Pellerey
A bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative pp. 347-352: Yazhen Wang
Multivariate normality via conditional specification pp. 353-354: Barry C. Arnold, Enrique Castillo and José María Sarabia
On local odds and hazard rate models in survival analysis pp. 355-365: Arnold Janssen
Persistent convergence on randomly deleted sets pp. 367-373: Mark D. Rothmann and Ralph P. Russo
The hazard rate of the power-quadratic exponential family of distributions pp. 375-382: T. Pham-Gia
Stochastic equivalence of ordered random variables with applications in reliability theory pp. 383-393: Haijun Li and Haolong Zhu
Tests of ordered hypotheses in linkage in heredity pp. 395-400: Gilberto A. Paula and Pranab K. Sen
Trimmed mean or sample median? pp. 401-409: J. Oosterhoff
The bias of k-step M-estimators pp. 411-420: Peter Rousseeuw and Christophe Croux

Two principal points of symmetric, strongly unimodal distributions pp. 253-257: Thaddeus Tarpey
Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes pp. 259-268: Guoqiang Zhang
The rank of the current lifetime pp. 269-271: Rudolf Grübel
Linking the estimation and ranking and selection problems through sequential procedures: The normal case pp. 273-285: Ajit Chaturvedi and Rahul Gupta
Robust Bayesian analysis using divergence measures pp. 287-294: Dipak K. Dey and Lea R. Birmiwal
Robust measures of association in the correlation model pp. 295-306: Lee D. Witt, Joseph W. McKean and Joshua D. Naranjo
Closure of multivariate t and related distributions pp. 307-312: D. R. Jensen
Moments of the ratio of two dependent quadratic forms pp. 313-319: G. A. Ghazal
Morphological Markov random fields pp. 321-326: Jens Michael Carstensen
Multidimensional Lévy inequalities and their applications pp. 327-335: Gang Li

On polynomial filtration of some continuous semimartingales pp. 169-172: Y. Ouknine
On ordinary least-squares methods for sample surveys pp. 173-182: Song-Gui Wang, Shein-Chung Chow and Siu-Keung Tse
On the non-consistency of an estimate of Chiu pp. 183-188: Luc Devroye
On the limiting distribution of and critical values for an origin-invariant bivariate Cramer--von Mises-type statistic pp. 189-195: Dale L. Zimmerman
A perturbation scheme for nonlinear models pp. 197-202: Xizhi Wu and Fanghuan Wan
Arbitrarily reliable systems with two dual modes of failure pp. 203-207: Petr Veselý
On the number of maxima in a discrete sample pp. 209-217: J. J. A. M. Brands, F. W. Steutel and R. J. G. Wilms
Convergence of the Kaplan-Meier estimator in weighted sup-norms pp. 219-223: Winfried Stute
Two measures of sample entropy pp. 225-234: Nader Ebrahimi, Kurt Pflughoeft and Ehsan S. Soofi
Multivariate normality via conditional normality pp. 235-238: M. Ahsanullah and Jacek Wesolowski
Stationary probabilities for a simple immigration-birth-death process under the influence of total catastrophes pp. 239-240: E. G. Kyriakidis
Improving the James-Stein estimator using the Stein variance estimator pp. 241-245: J. Calvin Berry

The study of a function relating to stable distributions pp. 85-90: D. J. Buckle
Parameter estimation for ARMA processes with errors in models pp. 91-99: Han-Fu Chen and Claude Deniau
Correspondence analysis of an artificial cylinder data pp. 101-112: Masashi Okamoto
Monotonicity of regression functions in structural measurement error models pp. 113-116: Gene T. Hwang and Leonard A. Stefanski
On minimum L1-norm estimate of the parameter of the Ornstein--Uhlenbeck process pp. 117-123: Y. Kutoyants and P. Pilibossian
On the central limit theorem for point process martingales pp. 125-130: Björn Johansson
Adaptive and unbiased predictors in a change point regression model pp. 131-138: Arthur Cohen and Debashis Kushary
Mixture or logistic regression estimation for discrimination pp. 139-142: Terence J. O'Neill
Outlier detection in the state space model pp. 143-148: Siddhartha Chib and Ram C. Tiwari
Expectiles and M-quantiles are quantiles pp. 149-153: M. C. Jones
A duality theorem for solving multiple-player multivariate hypergeometric problems pp. 155-162: Milton Sobel and Krzysztof Frankowski
Hypothesis testing of common roots pp. 163-167: André Klein

Nonconsistent estimation by diffusion type observations pp. 1-7: Yu. A. Kutoyants
Extreme quantile estimation in [delta]-neighborhoods of generalized Pareto distributions pp. 9-21: Michael Falk
Convergence criteria for maxima with regularly varying normalizing constants pp. 23-26: Gaoxiong Gan and James W. Neill
Lifelength in a random environment pp. 27-35: Laurence A. Baxter and Linxiong Li
A generalization of the Eulerian numbers with a probabilistic application pp. 37-47: Bernard Harris and C. J. Park
Testing for change-points with rank and sign statistics pp. 49-55: Edit Gombay
The central limit theorem for U-processes indexed by Hölder's functions pp. 57-62: Miguel A. Arcones
Monotonicity properties of the ordered ranks in the two-sample problem pp. 63-67: Subhash C. Kochar
Minimum disparity estimation in the errors-in-variables model pp. 69-73: Ayanendranath Basu and Sahadeb Sarkar
Infinite order V-statistics pp. 75-80: Grace S. Shieh
The limit distribution of the concave majorant of an empirical distribution function pp. 81-84: Yazhen Wang