Statistics & Probability Letters

1982 - 2025

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

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Volume 11, issue 6, 1991

Large sample distribution of the sample total in a generalized rejective sampling scheme pp. 463-468

S. Rao Jammalamadaka, G. Michaletzky and P. Todorovic

A note on efficient regression estimators with positive breakdown point pp. 469-472

S. Morgenthaler

Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results pp. 473-478

P. Bhimasankaram and D. Sengupta

Limits of Bayes estimators in convex, truncated parameter spaces pp. 479-483

Alec Charras and Constance van Eeden

Lorenz ordering of exponential order statistics pp. 485-490

Barry C. Arnold and H. N. Nagaraja

Neyman's C([alpha]) test and Rao's efficient score test for composite hypotheses pp. 491-493

S. Kocherlakota and K. Kocherlakota

Testing for the redundancy of variables in principal components analysis pp. 495-501

James R. Schott

On Ling's binomial and negative binomial distributions of order k pp. 503-509

K. Hirano, S. Aki, N. Kashiwagi and H. Kuboki

Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives pp. 511-514

M. C. Jones and S. J. Sheather

Parameter estimation for some time series models without contiguity pp. 515-521

Richard A. Davis and Murray Rosenblatt

Confidence intervals on ratios of positive linear combinations of variance components pp. 523-528

Naitee Ting, Richard K. Burdick and Franklin A. Graybill

Functional limit theorems for inverse bootstrap processes of sample quantiles pp. 529-536

Michael Falk

Bayesian predictive intervals for a mixture of exponential failure-time distributions with censored samples pp. 537-545

J. A. Sloan and S. K. Sinha

Shannon entropy type measure of departure from uniform association in cross-classifications having ordered categories pp. 547-550

Sadao Tomizawa

Correcting remarks on "characterization of normality within the class of elliptical contoured distributions" pp. 551-552

T. Cacoullos and C. G. Khatri

Volume 11, issue 5, 1991

Bayes minimax estimators of a multivariate normal mean pp. 373-377

Tze Fen Li and Dinesh S. Bhoj

Distribution theory of runs via exchangeable random variables pp. 379-386

Eugene F. Schuster

On the breakdown point of multivariate location estimators based on trimming procedures pp. 387-394

A. Gordaliza

A note on non-negative minimum bias MINQE in variance components model pp. 395-397

Yogendra P. Chaubey

Optimal block designs with minimal number of observations pp. 399-402

R. B. Bapat and A. Dey

Strong limiting bounds for a sequence of moving maxima pp. 403-410

Mark. D. Rothmann and Ralph P. Russo

Theory and counterexamples for confidence limits on system reliability pp. 411-417

Bernard Harris and Andrew P. Soms

Convergence to a Gaussian limit as the normalization exponent tends to pp. 419-427

Norma Terrin and Murad S. Taqqu

Smoothing parameter selection in hazard estimation pp. 429-434

P. Sarda and P. Vieu

Recursive estimation of the transition distribution function of a Markov process: A symptotic normality pp. 435-447

George G. Roussas

On a likelihood ratio test for independence pp. 449-452

Jérôme Allaire and Yves Lepage

Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model pp. 453-457

Eric M. Chi and Gregory C. Reinsel

Linear characterizations of the Poisson distribution pp. 459-461

Ed. McKenzie

Volume 11, issue 4, 1991

On the oscillation of the expected number of extreme points of a random set pp. 281-286

Luc Devroye

Regular variation in k and vector-normed domains of attraction pp. 287-289

Mark M. Meerschaert

Estimating the variance of the sample median, discrete case pp. 291-298

J. S. Huang

Changepoint problems and contiguous alternatives pp. 299-308

Barbara Szyszkowicz

Approximation of certain multivariate integrals pp. 309-317

Jane M. Olson and Lisa A. Weissfeld

An improved upper bound in a proper non-binary variance-balanced design pp. 319-320

Sanpei Kageyama

The detection of observations possibly influential for model selection pp. 321-325

Philip Hans Franses

On the reduction of associate classes for the PBB designs pp. 327-330

Henryk Brzeskwiniewicz

A note on the comparison of stationary laws of Markov processes pp. 331-334

Georg Ch. Pflug

Second order optimality of stationary bootstrap pp. 335-341

Soumendra Nath Lahiri

Rating systems based on paired comparison models pp. 343-347

Harry Joe

Stopped hyperfinite filtrations pp. 349-351

G. R. Mendieta

A note on high-breakdown estimators pp. 353-358

Leonard A. Stefanski

A table for solving the Behrens--Fisher problem pp. 359-363

H. N. Linssen

New properties and characterizations of the dispersive ordering pp. 365-372

Javier Rojo and Guo Zhong He

Volume 11, issue 3, 1991

On estimation of discriminant coefficients pp. 189-193

Dipak K. Dey and C. Srinivasan

A generalization of asymptotically linear estimators pp. 195-199

W. Wefelmeyer

On the asymptotic behavior of sums of pairwise independent random variables pp. 201-210

Juan Antonio Cuesta and Carlos Matrán

A generalized quality control procedure pp. 211-218

Charles W. Champ, William H. Woodall and Hassan A. Mohsen

On Bayesian inference for the Inverse Gaussian distribution pp. 219-224

B. Betrò and R. Rotondi

On the 'problème des ménages' from a probabilistic viewpoint pp. 225-231

Lars Holst

To pool or not to pool: The discrete data pp. 233-237

S. E. Ahmed

On characterizations of beta and gamma distributions pp. 239-242

G. F. Yeo and R. K. Milne

A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator pp. 243-249

Y. L. Lio and W. J. Padgett

Asymptotically minimax tests of some nonstandard composite hypotheses pp. 251-254

Lionel Weiss

A simplified proof of a Bonferroni-type inequality by Tan and Xu and its extension pp. 255-257

Masaaki Sibuya

A note on mixed exponential distribution with negative weights pp. 259-265

Vesna Jevremovic

On nonparametric maximum likelihood estimation of a distribution uniformly stochastically smaller than a standard pp. 267-271

Javier Rojo and Francisco J. Samaniego

Some properties of the row and column designs with adjusted orthogonality pp. 273-276

Maria Kozlowska

A joint test for serial correlation and random individual effects pp. 277-280

Badi Baltagi and Qi Li

Volume 11, issue 2, 1991

Finite partial exchangeability pp. 99-102

Jan von Plato

The maximum difference between the binomial and Poisson distributions pp. 103-106

H. Vincent Poor

A largest characterization of spherical and related distributions pp. 107-110

Kai-Tai Fang and P. M. Bentler

An information criterion for normal regression estimation pp. 111-117

Ehsan S. Soofi and D. V. Gokhale

Convergence rates for trigonometric and polynomial-trigonometric regression estimators pp. 119-124

R. L. Eubank and Paul Speckman

On a modified binomial distribution of order k pp. 125-131

Wen-Tao Huang and Chiou-Shiang Tsai

Asymptotic expansions of the Fisher information in a sample mean pp. 133-137

Chris J. Lloyd

Min-max asymptotic variance of M-estimates of location when scale is unknown pp. 139-145

Bing Li and Ruben H. Zamar

A note on the distribution of the determinant of a random matrix pp. 147-148

Gary L. Wise and Eric B. Hall

Locally most powerful test for testing the equality of variances of two linear models with common regression parameters pp. 149-153

Manzoor Ahmad and Yogendra P. Chaubey

Multinomial estimation procedures for isotonic cones pp. 155-160

R. L. Dykstra and Chu-In Charles Lee

Poisson approximation for random sums of Bernoulli random variables pp. 161-165

Nikos Yannaros

A robust affine-equivariant median pp. 167-168

S. Jeyaratnam

A note on balanced cluster sampling pp. 169-172

G. M. Tallis

A note on the Hardy-Weinberg model in generalized ABO systems pp. 173-175

Julio M. Singer, Clovis A. Peres and Carlos E. Harle

Universal optimality of block designs with unequal block sizes pp. 177-180

V. K. Gupta, A. Das and A. Dey

Asymptotic and approximative distribution of a statistic by resampling with or without replacement pp. 181-183

M. Donegani

U-estimability under sequential binomial sampling pp. 185-188

Teresa Neeman

Volume 11, issue 1, 1991

On the Poisson approximation for some multinomial distributions pp. 1-6

Antoni Sintes Blanc

Binomial approximation to the Poisson binomial distribution pp. 7-16

Werner Ehm

Bayesian analysis for two-components systems and a conjugate family of bivariate densities pp. 17-25

F. Spizzichino

Jackknife variance estimators for generalized L-statistics pp. 27-32

Jun Shao

Singular value decomposition of design matrices in ANOVA with balanced data pp. 33-36

Tom Wansbeek

Generalized inverse normal distributions pp. 37-41

Christian Robert

On Mason's extension of the Erdös--Rényi law of large numbers pp. 43-47

Jean-Noël Bacro and Margarida Brito

The efficiency of jack-knifed and usual ridge type estimators: A comparison pp. 49-51

Marvin H. J. Gruber

Rank correlation inequalities with ties and missing data pp. 53-56

Sotiris Loukas and Takis Papaioannou

Linear structural relations: Gradient and Hessian of the fitting function pp. 57-61

Heinz Neudecker and Albert Satorra

Log-concavity of probability of occurrence of at least r independent events pp. 63-64

Y. S. Sathe and S. M. Bendre

A comment on Buehler optimal confidence bounds for series systems reliability pp. 65-67

Benjamin Reiser and Mordechai Jaegar

A normal scale mixture representation of the logistic distribution pp. 69-70

Leonard A. Stefanski

nr-Consistency of certain optimal estimators, 0 pp. 71-76

Gerardo Sanz