Statistics & Probability Letters

1982 - 2025

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

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Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models pp. 337-341: Masamori Ihara and Yutaka Kano
The association in time of a binary semi-Markov process pp. 343-348: A. D. Dharmadhikari and M. M. Kuber
A note on the trace of a normal dispersion matrix pp. 349-353: Guo, Ying (Ingrid) Yueh and Nabendu Pal
Laws of large numbers under dependence assumptions pp. 355-362: Thomas Birkel
An inference procedure for host--vector and venereal disease models pp. 363-371: Paul Yip
Distributions minimizing Fisher information for scale in [var epsilon]-contamination neighbourhoods pp. 373-383: Eden K. H. Wu
General exponential models on the unit simplex and related multivariate inverse Gaussian distributions pp. 385-391: V. Seshadri
Optimal reconstruction of a generally censored sample pp. 393-399: Tommaso Gastaldi
A generalization of the sooner and later waiting time problems for Bernoulli trials: Frequency quota pp. 401-405: K. D. Ling
Inconsistent M-estimators: nonlinear regression with multiplicative error pp. 407-411: B. B. Bhattacharyya, T. M. Khoshgoftaar and G. D. Richardson
On the optimality of S-estimators pp. 413-419: Ola Hössjer

On power functions of the likelihood ratio tests for the simple loop order in normal means: Unequal sample sizes pp. 253-267: Bahadur Singh and Michael J. Schell
On measures of association as measures of positive dependence pp. 269-274: Roger B. Nelsen
A note on second moment of a randomly stopped sum of independent variables pp. 275-281: Victor H. de la Peña and Z. Govindarajulu
A note on generalized cross-validation with replicates pp. 283-287: Chong Gu, Nancy Heckman and Grace Wahba
On the total time on test transform of an IFRA distribution pp. 289-291: Andrew A. Neath and Francisco J. Samaniego
A remainder estimate for the normal approximation of perturbed sample quantiles pp. 293-298: Stefan S. Ralescu
Estimation of the Fourier coefficient functions and their spectral densities for \gf-mixing almost periodically correlated processes pp. 299-306: Harry L. Hurd and Jacek Leskow
The order of a univariate elliptical distribution pp. 307-310: Ma Chunsheng
On the 'triples test' for symmetry pp. 311-312: Subhash C. Kochar
Strong consistency under the Koziol--Green model pp. 313-320: Winfried Stute
Refinements of Kolmogorov's law of the iterated logarithm pp. 321-325: R. J. Tomkins
A reformulation of Pearson's Chi-square statistic and some extentions pp. 327-331: Gunter Lorenzen
A multivariate Linnik distribution pp. 333-336: Dale N. Anderson

Posterior probability and conditional coverage pp. 169-173: T. Swartz and C. Villegas
Bahadur--Kiefer representation properties of intermediate order statistics pp. 175-178: Kamal C. Chanda
Optimal, robust R-estimators and test statistics in the linear model pp. 179-188: Yu Wang and Douglas Wiens
A unified criterion for the local uniform convergence of the density of the maximum pp. 189-194: N. R. Mohan
Bayesian nonparametric methods for data from a unimodal density pp. 195-199: Lawrence J. Brunner
D-optimality of the dual of BIB designs pp. 201-203: Gerhardt M. Pohl
The bias of Fisher's linear discriminant function when the variancies are not equal pp. 205-210: Terence J. O'Neill
On renewal failure rate classes of life distributions pp. 211-217: A. M. Abouammoh and A. N. Ahmed
A variation of a theorem of Sparre--Andersen pp. 219-222: Bennett Eisenberg
Equivalence of likelihood ratio tests and obliquity pp. 223-228: J. A. Menéndez and B. Salvador
A note on randomness pp. 229-233: Karl Grill
On the binary expansion of a random integer pp. 235-241: A. D. Barbour and L. H. Y. Chen
Comparing inclusion probabilities and drawing probabilities for rejective sampling and successive sampling pp. 243-246: Hartmut Milbrodt
Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure pp. 247-252: Chih-Ling Tsai and Xizhi Wu

A threshold theorem for the general stochastic epidemic via a discrete approach pp. 85-90: Gesine Reinert
Stability theorems for large order statistics with varying ranks pp. 91-95: R. J. Tomkins and Hong Wang
Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression pp. 97-102: Hyune-Ju Kim
Bounds on distribution functions of order statistics for dependent variates pp. 103-105: G. Caraux and O. Gascuel
A new representation of Cox's score statistic and its variance pp. 107-110: David Oakes and Amita K. Manatunga
Complete convergence of moving average processes pp. 111-114: Deli Li, M. Bhaskara Rao and Xiangchen Wang
Sets of typical subsamples pp. 115-117: Joel E. Atkins and Gary J. Sherman
Limit theorems for the simplicial depth pp. 119-128: Lutz Dümbgen
Note on interpolated order statistics pp. 129-131: Jukka Nyblom
Residuals density estimation in nonparametric regression pp. 133-139: Ibrahim A. Ahmad
Bump hunting in regression analysis pp. 141-152: Nancy E. Heckman
M-estimators in linear models with long range dependent errors pp. 153-164: Hira L. Koul
Strong consistency of a sieve estimator for the variance in nonlinear regression pp. 165-168: B. B. Bhattacharyya and G. D. Richardson

On the law of large numbers for the bootstrap mean pp. 1-7: Sándor Csörgo
A bound for the covering time of random walks on graphs pp. 9-11: JoséLuis Palacios
Edgeworth expansions for studentized and prepivoted sample quantiles pp. 13-24: Michael Falk and Daniel Janas
Maximum likelihood and generalized least squares analyses of two-level structural equation models pp. 25-30: Wai-Yin Poon and Sik-Yum Lee
Hodges-Lehmann optimality of tests pp. 31-38: Wilbert C. M. Kallenberg and Stavros Kourouklis
Poisson approximation of empirical processes pp. 39-48: Michael Falk and Rolf-Dieter Reiss
The weak law of large numbers for arrays pp. 49-52: Allan Gut
Limiting distribution of the maximal spacing when the density function admits a positive minimum pp. 53-60: Philippe Barbe
A new modelisation of noise in image remote sensing pp. 61-65: V. Granville and J. P. Rasson
Indicator method for a recurrence relation for order statistics pp. 67-69: K. Balasubramanian and N. Balakrishnan
Integer valued Markov processes and exponential families pp. 71-78: Bernard Ycart
On the consistency of M-estimate in a linear model obtained through an estimating equation pp. 79-84: C. Radhakrishna Rao and Lc. Zhao