Statistics & Probability Letters

1982 - 2025

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

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Volume 8, issue 5, 1989

Functional calculus and asymptotic theory for statistical analysis pp. 397-405

Jun Shao

A note on the asymptotic covariance matrix of the Yule--Walker estimator pp. 407-410

Keith Knight

Imputation of missing values using density estimation pp. 411-418

D. M. Titterington and J. Sedransk

A universal lower bound for the kernel estimate pp. 419-423

Luc Devroye

On the non-consistency of the L2-cross-validated kernel density estimate pp. 425-433

Luc Devroye

On the bivariate normal distribution and association models for ordinal categorical data pp. 435-440

Mark P. Becker

A note on Banach's match box problem pp. 441-443

Lars Holst

Mean squared errors of estimators of the intensity function of a nonhomogeneous Poisson process pp. 445-449

Steven E. Rigdon and Asit P. Basu

Limit distribution of spacings statistics when the sample size is random pp. 451-456

Girish Aras, S. Rao Jammalamadaka and X. Zhou

Applications of a necessary and sufficient condition for OLS to be BLUE pp. 457-461

Badi Baltagi

Characterizations of infinite dimensional Gaussian shift experiments pp. 463-468

Harald Luschgy

A transformation useful for bounding a forecast pp. 469-475

Patrick A. Thompson

Stable limit distributions for strongly mixing sequences pp. 477-483

Manfred Denker and Adam Jakubowski

Note on a characterization of gamma distributions pp. 485-487

Wen-Jang Huang and Li-Sue Chen

A caution on mixing conditions for random fields pp. 489-491

Richard C. Bradley

On a loss of memory property of the maximum pp. 493-496

Tailen Hsing

Volume 8, issue 4, 1989

Sharp inequalities between skewness and kurtosis pp. 297-299

Vijay K. Rohatgi and Gábor J. Székely

On best possible approximations of local time pp. 301-306

Miklós Csörgo and Lajos Horvath

Stein's method in a two-dimensional coverage problem pp. 307-314

David J. Aldous

On the non-parametric estimation of the bivariate extreme-value distributions pp. 315-323

Paul Deheuvels and José Tiago de Oliveira

On point processes in the plane pp. 325-328

C. Arenas

On pricing of market-indexed certificates of deposit pp. 329-334

Joseph C. Gardiner and Shlomo Levental

Characterization of discrete models by distribution based on their partial sums pp. 335-337

N. Unnikrishnan Nair and N. Hitha

On the behaviour of the sample autocovariances and autocorrelations of a seasonal arima model pp. 339-345

Alain Latour and Roch Roy

Bandwidth selection for kernel estimate with correlated noise pp. 347-354

Shean-Tsong Chiu

Nonparametric regression M-quantiles pp. 355-362

J. Antoch and P. Janssen

Markov processes with infinitely divisible limit distributions: some examples pp. 363-369

Douglas Kelly and Gordon Simons

Markov processes and exponential families on a finite set pp. 371-376

Bernard Ycart

A characterization of the pareto process among stationary stochastic processes of the form Xn = c min(Xn-1, Yn) pp. 377-380

Barry C. Arnold and J. Terry Hallett

Tailweight and life distributions pp. 381-387

J. Averous and M. Meste

A probability distribution associated with events with multiple occurrences pp. 389-395

John Panaretos and Evdokia Xekalaki

Volume 8, issue 3, 1989

A note on the accuracy of bootstrap percentile method confidence intervals for a quantile pp. 197-200

Peter Hall and Michael A. Martin

Bootstrap inversion of edgeworth expansions for nonparametric confidence intervals pp. 201-206

Robert K. Rayner

A characterization of gumbel's family of extreme value distributions pp. 207-211

Christian Genest and Louis-Paul Rivest

Intrinsic estimation of the dependence structure for bivariate extremes pp. 213-218

J. Tiago de Oliveira

Embedding in extremal processes and the asymptotic behavior of sums of minima pp. 219-223

Raúl Gouet

A martingale approach to strong convergence in a generalized Pólya-Eggenberger urn model pp. 225-228

Raúl Gouet

On diffusions that cannot escape from a convex set pp. 229-234

Andrzej Korzeniowski

Some asymptotic properties of an estimate of the survival function under dependence conditions pp. 235-243

George G. Roussas

Rate of convergence of the spline estimates for Markov chains pp. 245-253

Prabir Burman

Positive definite norm dependent functions on l[infinity] pp. 255-260

Jolanta K. Misiewicz

Bounds on expectations of order statistics for dependent samples pp. 261-265

Donald R. Hoover

Optimum biased spring balance weighing designs pp. 267-271

Krystyna Katulska

Two stage conditionally unbiased estimators of the selected mean pp. 273-278

Arthur Cohen and Harold B. Sackrowitz

Infinite dimensional parameter identification for stochastic parabolic systems pp. 279-287

ShinIchi Aihara and Arunabha Bagchi

Method of Kim-Zam: an algorithm for computing the maximum likelihood estimator pp. 289-296

James C. Fu

Volume 8, issue 2, 1989

Rank-based inference for linear models: asymmetric errors pp. 97-107

James C. Aubuchon and Thomas P. Hettmansperger

A local cross-validation algorithm pp. 109-117

Peter Hall and William R. Schucany

A simple characterization of non-randomized admissible procedures in group testing pp. 119-122

Y. C. Yao

Poisson limits for generalized random allocation problems pp. 123-127

Bernard Harris

One-sided confidence intervals on nonnegative sums of variance components pp. 129-135

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

Some distributions connected with sums of rectangular random variables pp. 137-142

Wolfgang Stadje

Variances of sample medians pp. 143-146

G. D. Lin and J. S. Huang

Half-sample estimation of sampling distributions pp. 147-155

Jun Shao

On some information measures of degree [beta] = 2: estimation in simple-stage cluster sampling pp. 157-162

María Angeles Gil and Pedro Gil

Effect of a missing observation on Hotelling's generalized T02 pp. 163-166

Anant M. Kshirsagar

Bias in nonlinear regression model with heteroscedastic or Ar(1) error structure pp. 167-170

Chih-Ling Tsai

Influence of incomplete observations in multiple linear regression pp. 171-174

Weichung Joseph Shih

Pearson chi-square estimator and test for log-linear models with expected frequencies subject to linear constraints pp. 175-177

Douglas G. Bonett

Nonparametric Bayesian analysis of the accelerated failure time model pp. 179-184

Wesley Johnson and Ronald Christensen

Ordering probability distributions by tail behavior pp. 185-188

A. A. Alzaid and M. Al-Osh

A proof of the Markov chain tree theorem pp. 189-192

V. Anantharam and P. Tsoucas

Volume 8, issue 1, 1989

Characterization of the special discrete distributions through infinite, noninfinite and finite divisibility pp. 1-7

Edward J. Danial

Moment inequalities pp. 9-16

Tai-shing Lau

Some inequalities of Bonferroni--Galambos type pp. 17-20

Xiaodong Tan and Yuan Xu

A note on the bivariate binomial distribution pp. 21-24

S. Kocherlakota

Evaluation of the expected value of a determinant pp. 25-26

T. W. Anderson

A note on the ace algorithm pp. 27-28

Stena Kettl

First and second order derivatives having applications to estimation of response surface optima pp. 29-34

John J. Peterson

Population variance prediction under normal dynamic superpopulation models pp. 35-39

Heleno Bolfarine

Consistent regression estimation with fixed design points under dependence conditions pp. 41-50

George G. Roussas

Spherical matrix distributions and cauchy quotients pp. 51-53

Peter Phillips

On proximity between exponential and DMRL distributions pp. 55-57

Kan Cheng and Zongfu He

Linear empirical Bayes estimation of quantiles pp. 59-65

J. S. Maritz

Finiteness of moments of randomly stopped sums of i.i.d. random variables pp. 67-68

Saeed Ghahramani and Ronald W. Wolff

Improved estimation of a covariance matrix under quadratic loss pp. 69-71

Tatsuya Kubokawa

Strong uniform consistency of kernel probability density estimators based on sample moments pp. 73-79

B. Abdous

Asymptotic estimate of probability of misclassification for discriminant rules based on density estimates pp. 81-88

Kamal C. Chanda and F. H. Ruymgaart

Some new equireplicate balanced block designs pp. 89-89

Kishore Sinha

Weak association with a stress-strength model application pp. 91-95

A. N. Ahmed and A. A. Alzaid