Statistics & Probability Letters

1982 - 2025

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

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Volume 15, issue 5, 1992

A counterexample to a martingale characterization of a Wiener process pp. 337-338

Gary L. Wise

Existence, uniqueness and Fréchet differentiability of [psi]-estimates of parameters in stationary observation pp. 339-343

Bing Cheng

Sharp truncation error bound in the sampling reconstruction of homogeneous random fields pp. 345-348

Tibor Pogány

Markovian chi-square and gamma processes pp. 349-356

S. R. Adke and N. Balakrishna

On the non-existence of ancillary statistics pp. 357-360

Edsel A. Peña, Vijay K. Rohatgi and Gábor J. Székely

Some survey techniques for sampling rare subjects pp. 361-368

Samaradasa Weerahandi and Robert G. White

Factorial designs and the theory of trade-off pp. 369-372

John Stufken and Kui-Jang Wang

On the arg max of a Gaussian process pp. 373-374

Miguel A. Arcones

Existence and uniqueness of the maximum likelihood estimator for the two-parameter negative binomial distribution pp. 375-379

Jorge Aragón, David Eberly and Shelly Eberly

Intrinsic relations in the structure of linear congruential generators modulo 2[beta] pp. 381-383

Ora E. Percus and J. K. Percus

On topological support of Dirichlet prior pp. 385-388

Suman Majumdar

Confidence intervals for the correlation coefficient pp. 389-393

S. Jeyaratnam

Bayesian robust experimental designs for the one-way analysis of variance pp. 395-400

Blaza Toman

Invariant distribution of Chow statistics pp. 401-402

Thivvianesan Chelliah

On the asymptotic behaviour of functionals of some semimartingales pp. 403-405

Y. Ouknine

Modeling seasonality in bimonthly time series pp. 407-415

Philip Hans Franses

Convergence rates of monotone conditional quantile estimators pp. 417-420

Hari Mukerjee

Volume 15, issue 4, 1992

Nonparametric estimation of a process mean from censored data pp. 253-257

John I. Crowell

On the construction of multivariate distributions with given nonoverlapping multivariate marginals pp. 259-265

J. M. Marco and C. Ruiz-Rivas

Conditions for approximation of the bias and mean squared error of a sample mean under nonresponse pp. 267-276

John L. Eltinge

Linear discriminant function for complex normal time series pp. 277-279

G. Chaudhuri

A model selection test for an AR (1) versus an MA (1) model pp. 281-284

Philip Hans Franses

On the bias of order statistics in non-i.i.d. samples pp. 285-291

Andrew T. A. Wood

Estimation for a linear growth model pp. 293-297

M. P. Quine and J. Robinson

Ergodic behavior and estimation for periodically correlated processes pp. 299-304

Jacek Leskow and Aleksander Weron

A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform pp. 305-311

Jan Beirlant and Ann Vanmarcke

A spectral form of the dispersion model in designs with arbitrarily unequal block sizes pp. 313-319

Zhiyi Zhang

Limited expected value comparison tests pp. 321-327

Jacques Carriere

Asymptotic comparison factors for smoothing parameter choices in regression problems pp. 329-335

Jim Kay

Volume 15, issue 3, 1992

Essential correlatedness and almost independence pp. 169-172

T. F. Móri

Estimation of extinction probability in Markov branching process pp. 173-175

Mohan M. Kale and S. R. Deshmukh

An inconsistent Bayes estimator in bivariate survival curve analysis pp. 177-180

Ronald C. Pruitt

Some approximations for the moments of a process used in diffusion of new products pp. 181-189

S. R. Dalal and S. Weerahandi

On asymptotic minimaxity of rank tests pp. 191-196

M. S. Ermakov

Recovery tests in BIBDs with very small degrees of freedom for interblock errors pp. 197-202

Zhiyi Zhang

Moments of variables summing to normal order statistics pp. 203-208

Ruiguang Song, Steven G. Buchberger and James A. Deddens

A note on the almost sure convergence of sums of negatively dependent random variables pp. 209-213

Przemyslaw Matula

Approximations to a conservative inverse chi-square procedure for combining p-values in integrative research pp. 215-222

Hilary Saner

Relations for single and product moments of record values from Gumbel distribution pp. 223-227

N. Balakrishnan, M. Ahsanullah and P. S. Chan

Moments under conjugate distributions in bioassay pp. 229-233

Robert K. Tsutakawa

A goodness-of-fit test for exponential families pp. 235-239

Edit Gombay and Lajos Horvath

Coexistence in a competition model pp. 241-243

Xiaolong Luo and Haiyan Cai

A nonparametric measure of independence under a hypothesis of independent components pp. 245-252

Murray Rosenblatt and Bruce E. Wahlen

Volume 15, issue 2, 1992

Integrated square error of nonparametric estimators of regression function: the fixed design case pp. 85-94

Dimitrios A. Ioannides

Bootstrap variance estimators with truncation pp. 95-101

Jun Shao

Symbolic Cholesky decomposition of the variance--covariance matrix of the negative multinomial distribution pp. 103-108

Masahiko Sagae and Kunio Tanabe

A local limit theorem for perturbed random walks pp. 109-116

Mei Wang

Factions in Morris' natural exponential quadratic variance family and a lack of consensus in sample size determination pp. 117-120

Ramalingam Shanmugam

Neyman's C([alpha]) test as a GLRT pp. 121-124

Lionel Weiss

Adjusting of estimates in general linear model with respect to linear restrictions pp. 125-130

Pordzik, Pawe[does not divide] R.

A note on the estimation of Lp-norms pp. 131-133

Michael Weba

Point processes with correlated gamma interarrival times pp. 135-141

C. H. Sim

Bounds on expectations of order statistics via extremal dependences pp. 143-148

O. Gascuel and G. Caraux

On the multivariate Kolmogorov-Smirnov distribution pp. 149-155

S. Paramasamy

Estimation of parameters of a two-dimensional spatial autoregressive model with regression pp. 157-162

P. M. Kulkarni

On the Bahadur--Ghosh--Kiefer representation of sample quantiles pp. 163-168

S. N. Lahiri

Volume 15, issue 1, 1992

Score tests in a generalized linear model with surrogate covariates pp. 1-10

J. H. Sepanski

Asymptotic distributions of tests for dispersive ordering pp. 11-20

Jaroslaw Bartoszewicz

Robust statistics for test-of-independence and related structural models pp. 21-26

Yutaka Kano

On the completeness of a family of conditional distributions pp. 27-30

B. R. Bhat and Somnath Datta

Minimum lower sets algorithms for isotonic regression pp. 31-35

Shixian Qian

On the distribution of the weighted combination of independent probabilities pp. 37-40

Dinesh S. Bhoj

On the stability problem for conditional expectation pp. 41-46

Wlodzimierz Bryc and Wlodzimierz Smolenski

Uniform strong estimation under [alpha]-mixing, with rates pp. 47-55

Zongwu Cai and George G. Roussas

Moments of functions of order statistics pp. 57-62

Ma Chunsheng

The variance matrix of sample second-order moments in multivariate linear relations pp. 63-69

Albert Satorra

Moderate deviations for some weakly dependent random processes pp. 71-76

Tiefeng Jiang, Xiangchen Wang and M. Bhaskara Rao

Qualms about BCa bootstrap confidence intervals pp. 77-83

Shyamal Das Peddada and Girish Patwardhan