Statistics & Probability Letters

1982 - 2025

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

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Volume 19, issue 5, 1994

Breakdown versus efficiency -- Your perspective matters pp. 357-360

Xuming He

Desirable properties, breakdown and efficiency in the linear regression model pp. 361-370

Laurie Davies

Efficient high-breakdown M-estimators of scale pp. 371-379

Christophe Croux

Small sample efficiency and exact fit for Cauchy regression models pp. 381-385

Stephan Morgenthaler

The asymptotics of the least trimmed absolute deviations (LTAD) estimator pp. 387-398

Mara Tableman

Effect of leverage on the finite sample efficiencies of high breakdown estimators pp. 399-408

Clint W. Coakley, Lamine Mili and Michael G. Cheniae

Efficiency of MM- and [tau]-estimates for finite sample size pp. 409-415

Jorge G. Adrover, Ana M. Bianco and Víctor J. Yohai

Unconventional features of positive-breakdown estimators pp. 417-431

Peter Rousseeuw

Volume 19, issue 4, 1994

Rapid evaluation of the inverse of the normal distribution function pp. 259-266

George Masaglia, Arif Zaman and John C. W. Marsaglia

Truncating sample weights reduces variance pp. 267-269

Kai Fun Yu

On max domains of attraction of univariate p-max stable laws pp. 271-279

U. R. Subramanya

Multivariate kurtosis in L1-sense pp. 281-284

Jean Averous and Michel Meste

A new proof on the distribution of the local time of a Wiener process pp. 285-290

Miklós Csörgo and Qi-Man Shao

On the product and the sum of random variables with arithmetic and non-arithmetic distributions pp. 291-297

Markus Abt

Asymptotic representations for qualites of pooled samples pp. 299-305

Z. J. Liu and Y. Q. Yin

On disparity based goodness-of-fit tests for multinomial models pp. 307-312

Ayenendranath Basu and Sahadeb Sarkar

A conditional characterization of the multivariate normal distribution pp. 313-315

Barry C. Arnold, Enrique Castillo and José María Sarabia

A feasible minimum risk estimator interpretation to Stein-rule estimators in linear regression model pp. 317-319

V. K. Srivastava and A. K. Srivastava

On multidimensional domains of attraction for stationary sequences pp. 321-326

Adam Jakubowski

Moments do not determine tail pp. 327-328

Min-Te Chao and Wen-Qi Liang

The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators pp. 329-337

Mara Tableman

On predicting the finite population distribution function pp. 339-347

Heleno Bolfarine and Mônica C. Sandoval

An odd property of the sample median pp. 349-354

J. Cabrera, G. Maguluri and Kamini Singh

Volume 19, issue 3, 1994

Bias correction in ARMA models pp. 169-176

Gauss M. Cordeiro and Ruben Klein

A convergence theorem for sums of dependent Hilbert space valued triangular arrays pp. 177-179

Li Zezhi and Zhang Buchen

A multiplicative bias reduction method for nonparametric regression pp. 181-187

Oliver Linton and Jens Perch Nielsen

Unit root tests for ARIMA(0, 1, q) models with irregularly observed samples pp. 189-194

Dong Wan Shin and Sahadeb Sarkar

The best lower bound of sample correlation coefficient with ordered restriction pp. 195-198

Tea-Yuan Hwang and Chin-Yuan Hu

A note on the generalization of Mathisen's median test pp. 199-204

I. D. Shetty and Sharada V. Bhat

Necessary and sufficient conditions for the multivariate bootstrap of the mean pp. 205-216

Steven J. Sepanski

A note on the conditional distribution of X when X - y is given pp. 217-219

Z. D. Bai and Lawrence A. Shepp

A simple form of Bartlett's formula for autoregressive processes pp. 221-231

Rolando Cavazos-Cadena

Possible sample paths of self-similar [alpha]-stable processes pp. 233-237

Gennady Samorodnitsky

On a probabilistic generalization of Taylor's theorem pp. 239-243

Gwo Dong Lin

Testing for Poissonity-normality vs. other infinite divisibility pp. 245-248

A. K. Gupta, T. F. Móri and G. J. Székely

Estimation of the mean when data contain non-ignorable missing values from a random effects model pp. 249-257

Weichung J. Shih, Hui Quan and Myron N. Chang

Volume 19, issue 2, 1994

On long runs of heads and tails pp. 85-89

Tamás F. Móri

Quadratic location discriminant functions for mixed categorical and continuous data pp. 91-95

W. J. Krzanowski

On a majorization inequality for sums of independent random vectors pp. 97-99

Iosif Pinelis

Estimation of restricted regression model when disturbances are not necessarily normal pp. 101-109

R. Karan Singh

Some results on covariance of function of order statistics pp. 111-114

Yong-cheng Qi

A compact expression for the variance of sample second-order moments in multivariate linear relations -- an alternative proof of Satorra's result pp. 115-117

Heinz Neudecker

Asymptotically best bandwidth selectors in kernel density estimation pp. 119-127

W. C. Kim, B. U. Park and J. S. Marron

A counterexample to a conjecture on order statistics pp. 129-130

Luning Li

The Pitman comparison of unbiased linear estimators pp. 131-136

Robert L. Fountain and Jerome P. Keating

A simple and competitive estimator of location pp. 137-142

Y. M. Chan and Xuming He

Singularity of two diffusion on [infinity] pp. 143-145

Sixiang Zhang

On the calculation of standard error for quotation in confidence statements pp. 147-151

Song Chen and Peter Hall

The Chibisov--O'Reilly theorem for empirical processes under contiguous measures pp. 153-159

Barbara Szyszkowicz

Moments of order statistics of the Cantor distribution pp. 161-165

J. R. M. Hosking

Volume 19, issue 1, 1994

Sufficient conditions for unimodality of the positive binomial likelihood function pp. 1-4

Dennis DeRiggi

Improved maximum likelihood estimation for component reliabilities with Miyakawa--Usher--Hodgson--Guess' estimators under censored search for the cause of failure pp. 5-18

Tommaso Gastaldi

Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics pp. 19-26

Rinya Takahashi

On the rate of almost sure convergence of Dümbgen's change-point estimators pp. 27-31

Dietmar Ferger

Unbiased equivariant estimation of a common normal mean vector with one observation from each population pp. 33-38

K. Krishnamoorthy and Nabendu Pal

Criteria for the regularity of the sample functions of weakly harmonizable processes pp. 39-44

Raymond Moché

A note on dichotomy theorems for integrals of stable processes pp. 45-49

Lajos Horvath and Qi-Man Shao

Specialised class L property and stationary autoregressive process pp. 51-56

R. N. Pillai and K. Jayakumar

On adaptive estimation of nonlinear functionals pp. 57-63

Sam Efromovich

Testing goodness of fit of polynomial models via spline smoothing techniques pp. 65-76

Juei-Chao Chen

On estimating the mean function of a Gaussian process pp. 77-84

P. Anilkumar