Statistics & Probability Letters

1982 - 2025

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

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Volume 10, issue 5, 1990

Asymptotic minimax properties of M-estimators of scale pp. 363-368

Douglas P. Wiens and K. H. Eden Wu

Estimating a mixing distribution in a multiple observation setting pp. 369-376

Y. P. Mack and Norman S. Matloff

A class of infinitely divisible variance functions with an application to the polynomial case pp. 377-379

Shaul K. Bar-Lev and Daoud Bshouty

Some peculiar boundary phenomena for extremes of rth nearest neighbor links pp. 381-390

H. Dette and N. Henze

A note on convergence in Banach spaces of cotype p pp. 391-396

Xiang Chen Wang and M. Bhaskara Rao

Non-parametric estimation of the density of a point process pp. 397-405

Galaye Dia

Dispersive ordering by the spread function pp. 407-410

J. Muñoz-Perez

Influence diagnostics for the proportional hazards model pp. 411-417

L. A. Weissfeld

Efficient robust estimation of parameter in the random censorship model pp. 419-426

Song Yang

The 'birth-and-assassination' process pp. 427-430

David Aldous and William B. Krebs

On the efficiency of a testimator for the mean of an inverse Gaussian distribution pp. 431-437

Nimai Kumar Chandra

On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences pp. 439-447

Y. S. Rama Krishnaiah

Volume 10, issue 4, 1990

Weak convergence and the exponential rate of concentration for posterior density functions pp. 273-278

John L. Maryak and James C. Spall

Rectangular lattice designs pp. 279-281

Kasra Afsarinejad

Mean squared error properties of kernel estimates or regression quantiles pp. 283-289

M. C. Jones and Peter Hall

Robustness of the one-sided Mann--Whitney--Wilcoxon test to dependency between samples pp. 291-295

Ryszard Zielinski

A note on Das's approximation to Mills's ratio pp. 297-299

Michael J. Wichura

Weak convergence of the maximum error of the bootstrap quantile estimate pp. 301-305

Michael Falk

Remarks on univariate elliptical distributions pp. 307-315

B. L. S. Prakasa Rao

Diffusions on some submanifolds of euclidean spaces pp. 317-319

Henryk Gzyl

On an interval splitting problem pp. 321-324

F. Thomas Bruss, S. Rao Jammalamadaka and Xian Zhou

The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version pp. 325-328

A. Niinimaa, H. Oja and Mara Tableman

Unbiased nonparametric estimation of the derivative of the mean pp. 329-333

Tomasz Rychlik

Variate generation for accelerated life and proportional hazards models with time dependent covariates pp. 335-339

Lawrence M. Leemis, Li-Hsing Shih and Kurt Reynertson

Asymptotic expansions of the probabilities of misclassification for k-NN discriminant rules pp. 341-349

Kamal C. Chanda

Minimal sufficient statistics for the unbalanced two-fold nested model pp. 351-353

AndréI. Khuri and Malay Ghosh

On a test for dispersive ordering pp. 355-362

Jaroslaw Bartoszewicz and Tadeusz Bednarski

Volume 10, issue 3, 1990

On the concavity of the infinitesimal renewal function pp. 181-184

R. Szekli

Convergence of the sum of reciprocal renewal times pp. 185-187

Charles M. Newman

Probabilistic proofs of relations with Stirling numbers of the first kind by Dirichlet process pp. 189-192

Hajime Yamato

Kernel density estimation under dependence pp. 193-201

Lanh Tat Tran

Nonparametric multiple function fitting pp. 203-211

Alexander A. Georgiev

A martingale characterization of the Wiener process pp. 213-215

Jacek Wesolowski

On a connection between the non-central [chi]2 distribution and Bessel diffusions pp. 217-219

Ravi Chari

Two examples of nonlinear processes with a mixed exponential marginal distribution pp. 221-224

Vesna Jevremovic

Stochastic differential equations with singular drift pp. 225-229

Marek Rutkowski

Testing and estimation of equal variances for correlated variables pp. 231-234

Alexander Shapiro and Ayala Cohen

A characterization of the distribution function: the dispersion function pp. 235-239

J. Muñoz-Perez and A. Sanchez-Gomez

Uniformly minimum variance unbiased estimator of efficiency ratio in estimation of normal population mean pp. 241-245

V. K. Srivastava and R. S. Singh

Degenerate and poisson convergence criteria for success runs pp. 247-255

Anant P. Godbole

A comparison of estimators of functionals of the distribution of a maximum pp. 257-261

Jonathan P. Cohen

On a martingale characterization of two-parameter Wiener process pp. 263-270

Enrique M. Cabaña

Volume 10, issue 2, 1990

Sharp mean-variance bounds for Jensen-type inequalities pp. 91-94

A. O. Pittenger

On the construction of classes of variance stabilizing transformations pp. 95-100

Shaul K. Bar-Lev and Peter Enis

On some accurate bounds for the quantiles of a non-central chi squared distribution pp. 101-106

Christian Robert

Estimators with nondecreasing risk: application of a chi-squared identity pp. 107-109

George Casella

Fourth-order rotatable designs: A-optimal measures pp. 111-117

Rahul Mukerjee and S. Huda

Specific formulae for some success run distributions pp. 119-124

Anant P. Godbole

On the asymptotic permutational normality of certain weighted measures of correlation pp. 125-133

Ibrahim A. Salama and Dana Quade

On the ratio of hazard functions in the presence of a nuisance covariate pp. 135-140

P. Y. Liu, J. Voelkel and J. Crowley

Implementing semiparametric density estimation pp. 141-143

Julian Faraway

Uniform consistency of a class of regression function estimators for Banach-space valued random variable pp. 145-149

Jean-Pierre Lecoutre

Inadmissibility of an estimator for the ratio of variance components pp. 151-157

K. Das, Q. Meneghini and N. C. Giri

A uniform law of large numbers and empirical central limit theorem for limits of finite populations pp. 159-166

Joseph Horowitz

Existence of joint moments of stable random variables pp. 167-172

Gennady Samorodnitsky and Murad S. Taqqu

The negative correlations between data-determined bandwidths and the optimal bandwidth pp. 173-180

Shean-Tsong Chiu and J. S. Marron

Volume 10, issue 1, 1990

Robust estimation of a normal mixture pp. 1-7

Richard D. De Veaux and Abba M. Krieger

A generalized law of the iterated logarithm pp. 9-15

R. J. Tomkins

A note on adaptive generalized ridge regression estimator pp. 17-21

Song-Gui Wang and Shein-Chung Chow

On Kolmogorov-Smirnov type aligned test in k-sample linear regression pp. 23-27

M. Vasudaven

Multivariate distributions of order k, part II pp. 29-35

Andreas N. Philippou, Demetris L. Antzoulakos and Gregory A. Tripsiannis

A note on the stability of the estimation of the exponential distribution pp. 37-41

Laurence A. Baxter and Svetlozar T. Rachev

Estimating the transition probabilities from censored Markov renewal processes pp. 43-47

Michael J. Phelan

Parameter estimation for hidden Gibbs chains pp. 49-58

W. Qian and D. M. Titterington

On tests for qualitative interactions pp. 59-63

Daniel Zelterman

On the reliability of stochastic systems: a comment pp. 65-67

G. A. Whitmore

A diagnostic for heteroscedasticity based on the spearman rank correlation pp. 69-76

Y. Yin and R. J. Carroll

Asymptotic theory in heteroscedastic nonlinear models pp. 77-85

Jun Shao

An application to probability laws of the noncontinuity of the inverse Radon transform pp. 87-90

Eddy Mayer-Wolf