Statistics & Probability Letters

1982 - 2025

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

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Volume 16, issue 5, 1993

Imprecise conjugate prior densities for the one-parameter exponential family of distributions pp. 337-342

F. P. A. Coolen

On the conservatism of the Tukey-Kramer multiple comparison procedure pp. 343-345

Paul N. Somerville

How long does it take to see a flat Brownian path on the average? pp. 347-354

Thomas M. Lewis and Wenbo V. Li

On relations between prediction error covariance of univariate and multivariate processes pp. 355-359

Mohsen Pourahmadi

Optimal stopping in urn models with payoff depending on maximal observed element pp. 361-368

Ester Samuel-Cahn

On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes pp. 369-377

Y. S. Rama Krishnaiah

Asymptotic law in sequential estimation of a change point pp. 379-390

O. de Cambry

Worthy martingales and integrators pp. 391-395

Ely Merzbach and Moshe Zakai

Data-dependent bandwidth choice for a grade density kernel estimate pp. 397-405

Jan Cwik and Jan Mielniczuk

A note on monotonicity in optimal multiple stopping problems pp. 407-410

J. Preater

Regression transformation diagnostics in transform-both-sides model pp. 411-420

Jian-Qing Shih

Volume 16, issue 4, 1993

A model selection procedure for time series with seasonality pp. 253-258

Philip Hans Franses

Handling spuriosity in the Kalman filter pp. 259-268

Dennis K. J. Lin and Irwin Guttman

Some results on the representation of measures of location and spread as L-functionals pp. 269-278

Alessandra Giovagnoli and Giuliana Regoli

Complete convergence for [alpha]-mixing sequences pp. 279-287

Qi-Man Shao

Residual sum of squares and multiple potential, diagnostics by a second order local approach pp. 289-296

Xizhi Wu and Zhen Luo

Predicting the value of an integer-valued random variable pp. 297-300

Daniel R. Jeske

An L1-convergence theorem for heterogeneous mixingale arrays with trending moments pp. 301-304

James Davidson

Strong uniform convergence of density estimators on compact Euclidean manifolds pp. 305-311

H. Hendriks, J. H. M. Janssen and F. H. Ruymgaart

A property of projection residuals with applications to concave regression pp. 313-319

Dietrich W. Kuhlmann and F. T. Wright

On the local behaviour of the Yang regression estimate pp. 321-329

J. Santos Domínguez-Menchero

Optimal scaling of two-level factorial experiments pp. 331-336

Blaza Toman

Volume 16, issue 3, 1993

Robust linear regression in replicated measurement error models pp. 169-175

R. J. Carroll, J. L. Eltinge and D. Ruppert

Some inference results in an absolutely continuous multivariate exponential model of Block pp. 177-180

David D. Hanagal

Tests of uniformity for sets of lotto numbers pp. 181-188

Harry Joe

Almost sure uniform convergence rates for M-smoothers with non-monotone score functions pp. 189-196

P. K. Bhattacharya and Peng-liang Zhao

A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix pp. 197-203

Chun Jin

A note on maximum likelihood estimation in the first-order Gaussian moving average model pp. 205-211

T. W. Anderson and R. P. Metz

Exact iterative computation of the robust multivariate minimum volume ellipsoid estimator pp. 213-218

R. D. Cook, D. M. Hawkins and S. Weisberg

Extremes of totally skewed stable motion pp. 219-224

J. M. P. Albin

Generalized bootstrat for studentized U-statistics: A rank statistic approach pp. 225-233

Marie Husková and Paul Jansen

On the correlation between X and S2 pp. 235-237

Henning Knautz and Götz Trenkler

Some specific contiguous alternatives to the normal error assumption in linear models pp. 239-247

Gemai Chen

A log-concavity property of probability of occurrence of exactly r arbitrary events pp. 249-251

K. Balasubramanian and N. Balakrishnan

Volume 16, issue 2, 1993

Some tests for unit roots in seasonal time series with deterministic trends pp. 85-95

Sung K. Ahn and Sinsup Cho

Chung--Smirnov property for perturbed empirical distribution functions pp. 97-101

H. J. A. Degenhardt

Noninformative nonparametric Bayesian estimation of quantiles pp. 103-109

Glen Meeden

The mixture properties of the 2SHI estimators in linear regression models pp. 111-115

Tran Van Hoa

A note on the breakdown point of the least median of squares and least trimmed squares estimators pp. 117-119

D. Vandev

Stochastic analysis of a controlled bulk queueing system with continuously operating server: continuous time parameter queueing process pp. 121-128

Lev M. Abolnikov, Jewgeni H. Dshalalow and Alexander M. Dukhovny

Estimating population size from a removal experiment pp. 129-135

Paul Yip and Daniel Y. T. Fong

Quantile-based estimation for the Box-Cox transformation in random samples pp. 137-145

Santiago Velilla

A characterization for the solution of the Monge--Kantorovich mass transference problem pp. 147-152

J. A. Cuesta-Albertos and A. Tuero-Díaz

Least squares and least absolute deviation procedures in approximately linear models pp. 153-158

Thomas Mathew and Kenneth Nordström

On convergence rates of averages of weakly dependent random variables pp. 159-162

Gwo Dong Lin

A note on moment bounds for strong mixing sequences pp. 163-168

Tae Yoon Kim

Volume 16, issue 1, 1993

Dispersion orderings with applications to nonparametric tests pp. 1-9

H. U. Burger

General matrix formulae for computing Bartlett corrections pp. 11-18

Gauss M. Cordeiro

The effect of grouping on the power of the Mantel--Haenszel test for the comparison of survival rates pp. 19-25

Agnes Berger and Sylvan Wallenstein

A proof of the continuity theorem for characteristic functions pp. 27-28

S. M. Sadooghi-Alvandi

Towards a theory of confidence intervals for system reliability pp. 29-38

Laurence A. Baxter

Equivalence of Hartley--David--Gumbel and Papathanasiou bounds and some further remarks pp. 39-41

N. Balakrishnan and K. Balasubramanian

On the extendibility of partially exchangeable random vectors pp. 43-46

Marco Scarsini and Lorenzo Verdicchio

On a ranking problem for symmetric and unimodal location parameter families pp. 47-49

M. Roters

A probabilistic generalization of Taylor's theorem pp. 51-54

William A. Massey and Ward Whitt

Power comparisons of some step-up multiple test procedures pp. 55-58

Charles W. Dunnett and Ajit C. Tamhane

The exact distribution of a least squares regression coefficient estimator after a preliminary t-test pp. 59-64

David Giles and Virendra K. Srivastava

On the almost certain limiting behavior of normed sums of identically distributed positive random variables pp. 65-70

Andrew Rosalsky

Third moment of matrix quadratic form pp. 71-76

Derrick S. Tracy and Shagufta A. Sultan

Bayesian estimation of hidden Markov chains: a stochastic implementation pp. 77-83

Christian P. Robert, Gilles Celeux and Jean Diebolt