Statistics & Probability Letters

1982 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 12, issue 6, 1991

Preface pp. 443-443

S. Rao Jammalamadaka and Ashis SenGupta

Testing dimensionality in the multivariate analysis of variance pp. 445-463

T. W. Anderson and Yasuo Amemiya

Lattice-ordered conditional independence models for missing data pp. 465-486

Steen A. Andersson and Michael D. Perlman

Concentration inequalities for multivariate distributions: I. multivariate normal distributions pp. 487-504

Morris L. Eaton and Michael D. Perlman

Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests pp. 505-509

J. K. Ghosh

A numerical procedure for finding the positive definite matrix closest to a patterned matrix pp. 511-515

H. Hu and I. Olkin

Inferences about correlation structure based on proof loading experiments pp. 517-525

Richard A. Johnson and K. T. Wu

A review of optimality of multivariate tests pp. 527-535

Ashis SenGupta

On locally optimal tests for the mean direction of the Langevin distribution pp. 537-544

A. SenGupta and S. Rao Jammalamadaka

Statistical tests for structural relationship pp. 545-559

Wei-Hsiung Shen and Bimal K. Sinha

Volume 12, issue 5, 1991

Integration by parts for the single jump process pp. 363-370

Robert J. Elliott and Allanus H. Tsoi

The estimated frequency of zero for a mixed Poisson distribution pp. 371-372

Ian R. Harris

A family of distributions related to the McCullagh family pp. 373-378

V. Seshadri

Conjugate priors for exponential-type processes pp. 379-384

Ryszard Magiera and Maciej Wilczynski

Estimation of the survival function for stationary associated processes pp. 385-391

Isha Bagai and B. L. S. Prakasa Rao

Kernel estimates under association: strong uniform consistency pp. 393-403

George G. Roussas

The large sample distribution of the Shapiro--Wilk statistic and its variants under Type I or Type II censoring pp. 405-413

Richard A. Johnson and Steve Verrill

Results on inquiry and truth possession pp. 415-420

Alvin I. Goldman and Moshe Shaked

The bootstrapped maximum likelihood estimator with an application pp. 421-427

Murray D. Burke and Edit Gombay

On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions pp. 429-439

Paul Deheuvels

Singular value decomposition of design matrices in ANOVA with balanced data pp. 441-441

Tom Wansbeek

Volume 12, issue 4, 1991

On a test for generalized upper truncated Weibull distributions pp. 273-279

Servet Martínez and Fernando Quintana

Median unbiasedness in an invariant prediction problem pp. 281-283

Y. Takada

Complete answer to an interval splitting problem pp. 285-287

Gerold Alsmeyer

A moment inequality for Lq estimation pp. 289-290

Iain M. Johnstone

On reliabilities of certain large linearly connected engineering systems pp. 291-296

James C. Fu and W. Y. Lou

Gaussian reciprocal processes revisited pp. 297-303

Raymond Recoules

Estimating the covariance matrix of bivariate medians pp. 305-309

J. S. Maritz

Large sample tests of [lambda]3 in the bivariate exponential distribution pp. 311-313

David D. Hanagal and B. K. Kale

A note of the convolution of a generalised F-distribution pp. 315-316

Harold Exton

About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression pp. 317-321

A. R. Darwich and A. Le Breton

Can one decide the type of the mean from the empirical measure? pp. 323-327

Sanjeev R. Kulkarni and Ofer Zeitouni

Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma prior pp. 329-333

Marek Meczarski and Ryszard Zielinski

An optimality property of polynomial regression pp. 335-336

Gideon Schwarz

A simple motivation for James-Stein estimators pp. 337-340

Arjun K. Gupta and Edsel A. Peña

A note on the exponential approximations of IFR distributions pp. 341-344

Kan Cheng and Zongfu He

Windings of spherically symmetric random walks via Brownian embedding pp. 345-349

Claude Bélisle

Constructing unbiased tests for homogeneity and goodness of fit pp. 351-355

Arthur Cohen and H. B. Sackrowitz

On a basis for 'Peaks over Threshold' modeling pp. 357-362

M. R. Leadbetter

Volume 12, issue 3, 1991

A characterization of the Dirichlet process pp. 185-187

Albert Y. Lo

Law of iterated logarithm for random subsequences pp. 189-194

R. Vasudeva and G. Divanji

The time until two renewal processes come together pp. 195-200

W. Stadje

Strong approximation of vector-valued stochastic integrals pp. 201-207

László Gerencsér

On the species and related problems pp. 209-212

Yannis G. Yatracos

Prophet inequalities for bounded negatively dependent random variables pp. 213-216

Ester Samuel-Cahn

Designs for approximately linear regression: two optimality properties of uniform designs pp. 217-221

Douglas P. Wiens

Confidence intervals for the mean in the bounded case pp. 223-227

George S. Fishman

A note on renewal (partial sums) distributions for discrete variables pp. 229-231

Samuel Kotz and Norman L. Johnson

Testing the dispersive equivalence of two populations pp. 233-237

Leszek Marzec and Pawel Marzec

Testing the equality of two regression curves using linear smoothers pp. 239-247

Eileen King, Jeffrey D. Hart and Thomas E. Wehrly

An invariance property of marginal density and tail probability approximations for smooth functions pp. 249-255

Thomas J. DiCiccio, Michael A. Martin and G. Alastair Young

Probability inequalities with exponential bounds for U-statistics pp. 257-261

Tasos C. Christofides

Distribution of random functional of a Dirichlet process on the unit disk pp. 263-265

Tom J. Jiang

On measuring asymmetry and the reliability of the skewness measure pp. 267-271

Li Xiaojun and Joel M. Morris

Volume 12, issue 2, 1991

Some limit theorems for the homogeneous Poisson process pp. 91-96

P. Auer, K. Hornik and P. Révész

Odd central moments of unimodal distributions pp. 97-107

Claude Bélisle

On the empirical measure of the Fourier coefficients with infinite variance data pp. 109-117

Keith Knight

A locally most powerful unbiased test for the proportion of mixture pp. 119-124

M. Salomé and E. Cabral

The Inverse Proportional Hazards Model pp. 125-129

Terence J. O'Neill

Rank of a quadratic form in an elliptically contoured matrix random variable pp. 131-134

A. K. Gupta and T. Varga

A study of the behaviour of certain known estimators on the non-extinction path of a branching process pp. 135-139

V. G. Gadag and R. P. Gupta

Identities for order statistics and a theorem of Rényi pp. 141-143

K. Balasubramanian and R. B. Bapat

Weak convergence of infinite order U-processes pp. 145-150

Arturo Kohatsu-Hia

On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration pp. 151-155

T. N. Sriram

Mean squared error and selection in multivariate calibration pp. 157-159

P. J. Brown and C. H. Spiegelman

Generalized transformations of random variables pp. 161-166

James Weber

Improving estimates in B.I.B. designs pp. 167-174

A. I. Kanjo

Improving estimates in P.B.I.B. designs pp. 175-181

A. I. Kanjo

On the asymptotic behavior of sums of pairwise independent random variables pp. 183-183

Juan Antonio Cuesta and Carlos Matrán

Volume 12, issue 1, 1991

Edgeworth expansions for statistics which are functions of lattice and non-lattice variables pp. 1-7

Gutti Jogesh Babu

Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression pp. 9-17

Jeffrey S. Simonoff and Chih-Ling Tsai

Some relations between harmonic renewal measures and certain first passage times pp. 19-27

Gerold Alsmeyer

Existence and uniqueness of the solution of the likelihood equations for binary Markov chains pp. 29-35

Søren Bisgaard and Laurel E. Travis

Inference procedures for bivariate exponential model of Gumbel pp. 37-50

Jye-Chyi Lu and Gouri K. Bhattacharyya

The roles of ISE and MISE in density estimation pp. 51-56

M. C. Jones

Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities pp. 57-63

Joseph Glaz and Nalini Ravishanker

Estimation of integrated squared spectral density derivatives pp. 65-72

Byeong U. Park and Sinsup Cho

Testing independence in high dimensions pp. 73-81

Georg R. Heer

Characterization of nonhomogeneous Poisson processes via moment conditions pp. 83-90

Zhaoben Fang