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Statistics & Probability Letters
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2000, Volume 47, Issue 2
- 177-188 On goodness-of-fit for the linear transformation and frailty models
by Bagdonavicius, Vilijandas & Nikulin, Mikhail - 189-198 A computable confidence upper limit from discrete data with good coverage properties
by Kabaila, Paul & Lloyd, Chris J. - 199-207 A class of tests for exponentiality against HNBUE alternatives
by Klar, Bernhard
2000, Volume 47, Issue 1
- 1-10 Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors
by Shin, Dong Wan & Song, Seuck Heun - 11-14 A result regarding convergence of random logistic maps
by Dai, Jack Jie - 15-23 Alternative ranked set sampling protocols for the sign test
by Öztürk, Ömer & Wolfe, Douglas A. - 25-31 Multifractal spectra of certain random Gibbs measures
by Fan, Ai Hua & Shieh, Narn-Rueih - 33-43 Slow hit-and-run sampling
by Bélisle, Claude - 45-52 Sequential estimation of a linear combination of means
by Uno, Chikara & Isogai, Eiichi - 53-60 [var epsilon]-contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
by Gómez-Villegas, Miguel A. & Sanz, Luis - 61-68 A triangular central limit theorem under a new weak dependence condition
by Coulon-Prieur, Clémentine & Doukhan, Paul - 69-73 An extension of the Darmois-Skitovitch theorem to a class of dependent random variables
by Kagan, Abram & Wesolowski, Jacek - 75-84 Marginal density estimation from incomplete bivariate data
by Hazelton, Martin L. - 85-90 The adaptive rate of convergence in a problem of pointwise density estimation
by Butucea, Cristina - 91-98 Subsampling the Gibbs sampler: variance reduction
by MacEachern, Steven N. & Peruggia, Mario - 99-103 Conditional expectations in network traffic estimation
by Dinwoodie, I. H.
2000, Volume 46, Issue 4
- 317-328 Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
by Cordeiro, Gauss M. & Ferrari, Silvia L. P. & Uribe-Opazo, Miguel A. & Vasconcellos, Klaus L. P. - 329-335 Orthogonal parallel-flats designs for hierarchical models
by Liao, C. T. - 337-345 Nonparametric estimation of individual food availability along with bootstrap confidence intervals in household budget surveys
by Vasdekis, V. G. S. & Trichopoulou, A. - 347-357 Deviation probability bound for martingales with applications to statistical estimation
by Liptser, R. & Spokoiny, V. - 359-364 A new family of positive quadrant dependent bivariate distributions
by Lai, C. D. & Xie, M. - 365-369 On convergences of probability measures in different Prohorov-type metrics
by Arcudi, Ornella - 371-379 Link between grade measures of dependence and of separability in pairs of conditional distributions
by Kowalczyk, Teresa - 381-383 Student-Newman-Kuels controls the false discovery rate
by Oehlert, Gary W. - 385-389 Redistribution algorithms for censored data
by Betensky, Rebecca A. - 391-399 Rates of convergence for the sup-norm risk in image models under sequential designs
by Kim, Jae-Chun & Korostelev, Alexander - 401-410 Stochastic comparisons for general probabilistic cellular automata
by López, F. Javier & Sanz, Gerardo - 411-419 New approximations for the distribution of the r-scan statistic
by Su, Xiaoping & Wallenstein, Sylvan
2000, Volume 46, Issue 3
- 211-216 Small ball probabilities for integrals of weighted Brownian motion
by Dunker, T. & Li, W. V. & Linde, W. - 217-227 An adaptive optimal estimate of the tail index for MA(l) time series
by Geluk, J. L. & Peng, Liang - 229-237 Some results about the NBUC class of life distributions
by Li, Xiaohu & Li, Zehui & Jing, Bing-Yi - 239-249 Useful inequalities for the longest run distribution
by Muselli, Marco - 251-256 Prediction rules for exchangeable sequences related to species sampling
by Hansen, Ben & Pitman, Jim - 257-261 On dispersive ordering between order statistics in one-sample and two-sample problems
by Khaledi, Baha-Eldin & Kochar, Subhash - 263-270 Radix expansions and the uniform distribution
by Gupta, Rameshwar D. & Richards, Donald St. P. - 271-276 Permutations, signs and the Brownian bridge
by Levental, Shlomo - 277-282 Some properties of multi-way block designs
by Siatkowski, Idzi - 283-286 Minimax estimation of a lower-bounded scale parameter of an F distribution
by van Eeden, Constance - 287-299 Jackknifing, weighting, diagnostics and variance estimation in generalized M-estimation
by Du, Zhiyi & Wiens, Douglas P. - 301-305 On the crossings of reliability measures
by Gupta, Ramesh C. & Gupta, Pushpa L. - 307-316 On a nonparametric test for linear relationships
by Dette, Holger
2000, Volume 46, Issue 2
- 105-112 Marcinkiewicz strong laws for linear statistics
by Bai, Z. D. & Cheng, Philip E. - 113-120 On uniform design of experiments with restricted mixtures and generation of uniform distribution on some domains
by Fang, Kai-Tai & Yang, Zhen-Hai - 121-131 On probabilistic properties of nonlinear ARMA(p,q) models
by Lee, Oesook - 133-147 Logspline density estimation for binned data
by Koo, Ja-Yong & Kooperberg, Charles - 149-159 Interval-valued quantification of the inequality associated with a random set
by López-García, Hortensia & López-Díaz, Miguel & Gil, María Angeles - 161-168 Limit theorems for regression models of time series of counts
by Blais, Michel & MacGibbon, Brenda & Roy, Roch - 169-175 A general downcrossing inequality for g-martingales
by Chen, Zengjing & Peng, Shige - 177-185 On the weak law for randomly indexed partial sums for arrays of random elements in martingale type p Banach spaces
by Hong, Dug Hun & Cabrera, Manuel Ordóñez & Sung, Soo Hak & Volodin, Andrei I. - 187-193 On constrained simulation and optimization by Metropolis chains
by Yao, J. - 195-201 Intrinsic priors for testing exponential means
by Kim, Seong W. - 203-209 An "FKG equality" with applications to random environments
by Yang, Wei-Shih & Klein, David
2000, Volume 46, Issue 1
- 1-12 Moment and probability inequalities for the bivariate product-limit estimator
by Wang, Qi-Hua - 13-20 Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
by Burke, Murray D. - 21-32 Comparison of non-parametric regression functions through their cumulatives
by Scheike, Thomas H. - 33-42 On uniqueness of two principal points for univariate location mixtures
by Yamamoto, Wataru & Shinozaki, Nobuo - 43-51 On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift
by Stummer, Wolfgang - 53-58 Uniform stability of posteriors
by Basu, Sanjib - 59-68 Influence diagnostics in nonlinear reproductive dispersion models
by Tang, Nian-Sheng & Wei, Bo-Cheng & Wang, Xue-Ren - 69-73 A note on principal component analysis for multi-dimensional data
by Sun, Jianguo - 75-84 On conditional independence and the relationship between sufficiency and invariance under the Bayesian point of view
by Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma - 85-93 Monte Carlo error estimation for multivariate Markov chains
by Kosorok, Michael R. - 95-100 On the sensitivity of the overdispersion test in a Weibull model
by Orme, Chris D. - 101-103 A note on Poisson approximation of rescaled set-indexed empirical processes
by Borisov, I. S.
1999, Volume 45, Issue 4
- 285-293 On the estimation of [beta]-ARCH models
by Hili, Ouagnina - 295-303 Saddlepoint approximation near the endpoints of the support
by Jin, Rungao & Robinson, John - 305-315 L1-estimation in linear models with heterogeneous white noise
by Bantli, Faouzi El & Hallin, Marc - 317-324 A new algorithm for 5-band Toeplitz matrix inversion with application to GCV smoothing spline computation
by Shiau, Jyh-Jen Horng - 325-333 The use of approximating models in Monte Carlo maximum likelihood estimation
by Kuk, Anthony Y. C. - 335-340 Monte Carlo EM estimation for multivariate stable distributions
by Ravishanker, Nalini & Qiou, Zuqiang - 341-349 Model selection in orthogonal regression
by McQuarrie, Allan & Tsai, Chih-Ling - 351-358 Variance of the bivariate density estimator for left truncated right censored data
by Prewitt, Kathryn & Gürler, Ulkü - 359-369 Inference about the ratio of scale parameters in a two-sample setting with current status data
by Koul, Hira L. & Schick, Anton - 371-378 Robust sandwich covariance estimation for regression calibration estimator in Cox regression with measurement error
by Wang, C. Y. - 379-382 Shift invariance of the occupation time of the Brownian bridge process
by Howard, Peter & Zumbrun, Kevin
1999, Volume 45, Issue 3
- 191-194 L-superadditive function and its integral transform that preserves Schur property
by Gopal, G. & Rajalakshmi, S. - 195-204 Parameter estimation in infinite-dimensional stochastic differential equations
by Kim, Yoon Tae - 205-214 On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process
by Basu, A. K. & Mukhopadhyay, Indranil - 215-224 A note on Bayesian estimation of process capability indices
by Shiau, Jyh-Jen Horng & Hung, Hui-Nien & Chiang, Chun-Ta - 225-235 A multivariate mixture of Weibull distributions in reliability modeling
by Patra, Kaushik & Dey, Dipak K. - 237-246 Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
by Chang, Yuan-chin Ivan - 247-251 Majorization and Gaussian correlation
by Vitale, Richard A. - 253-259 An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
by Wan, Alan T. K. & Kurumai, Hiroko - 261-268 Limit theorems for short distances in
by Eastwood, Vera R. & Horváth, Lajos - 269-276 A note on the robustness of multivariate medians
by Chakraborty, Biman & Chaudhuri, Probal - 277-282 Two-stage approach to Bayes sequential estimation in the exponential distribution
by Hwang, Leng-Cheng
1999, Volume 45, Issue 2
- 97-101 On estimation with balanced loss functions
by Dey, Dipak K. & Ghosh, Malay & Strawderman, William E. - 103-110 On a characterization of right spread order by the increasing convex order
by Belzunce, F. - 111-119 A level crossing quantile estimation method
by Huang, Mei Ling & Brill, Percy - 121-130 Variability orders and mean differences
by Bassan, Bruno & Denuit, Michel & Scarsini, Marco - 131-139 An urn model in the simulation of interval censored failure time data
by Lee, Chinsan - 141-147 Confidence intervals from simulations based on 4-independent random variables
by Kabaila, Paul - 149-158 Limiting behavior of random permanents
by Rempala, Grzegorz & Wesolowski, Jacek - 159-165 On approximation of Gaussian integrals
by Nikouline, A. M. - 167-173 Sufficient conditions for negative association of random variables
by Hu, Taizhong & Hu, Jinjin - 175-186 Non-linear regression with multidimensional indices
by Bansal, Naveen K. & Hamedani, G. G. & Zhang, Hao - 187-190 On fractal percolation in
by White, Damien G.
1999, Volume 45, Issue 1
- 1-10 Likelihood ratio tests for and against decreasing in transposition in KxKxK contingency tables
by Barmi, Hammou El & Zimmerman, Dale - 11-22 Functional linear model
by Cardot, Hervé & Ferraty, Frédéric & Sarda, Pascal - 23-30 Almost sure limit theorems for the St. Petersburg game
by Berkes, István & Csáki, Endre & Csörgo, Sándor - 31-39 Three-level supersaturated designs
by Yamada, Shu & Lin, Dennis K. J. - 41-47 Isotonic estimation for grouped data
by Woodroofe, Michael & Zhang, Rong - 49-53 A characterization of the negative binomial distribution via [alpha]-monotonicity
by Sapatinas, Theofanis - 55-63 Bootstrapping convex hulls
by Zarepour, M. - 65-69 Renewal theory and level passage by subordinators
by Bertoin, J. & van Harn, K. & Steutel, F. W. - 71-77 On the uniqueness of maximizers of Markov-Gaussian processes
by Ferger, Dietmar - 79-84 Best equivariant nonparametric estimator of a quantile
by Zielinski, Ryszard - 85-95 Complete convergence for weighted sums of NA sequences
by Liang, Han-Ying & Su, Chun
1999, Volume 44, Issue 4
- 319-326 Some bounds for the error of an estimator of the hazard function with censored data
by Wang, Qi-Hua - 327-335 Concentration order on a metric space, with some statistical applications
by Cheng, Cheng & Tong, Y. L. - 337-341 Total time on test function principal components
by Kaigh, W. D. - 343-350 Robustness properties of dispersion estimators
by Genton, Marc G. & Ma, Yanyuan - 351-357 Asymptotic optimality of full cross-validation for selecting linear regression models
by Droge, Bernd - 359-363 A goodness-of-fit test for normality based on the sample entropy of order statistics
by Park, Sangun - 365-373 Corrected score tests for exponential censored data
by Cordeiro, Gauss M. & Colosimo, Enrico A. - 375-382 On Wald's equation for U-statistical sums
by Borovskikh, Yuri V. & Weber, Neville C. - 383-386 Spurious correlation between ratios with a common divisor
by Kim, Ji-Hyun - 387-397 New tests for unit roots in autoregressive processes with possibly infinite variance errors
by Shin, Dong Wan & So, Beong Soo - 399-404 On fixed-length confidence intervals for a bounded normal mean
by Drees, Holger - 405-408 E-optimal designs for the Michaelis-Menten model
by Dette, Holger & Wong, Weng Kee - 409-416 Functional approach to the asymptotic normality of the non-linear least squares estimator
by Malyutov, Mikhail B. & Protassov, Rostislav S.
1999, Volume 44, Issue 3
- 211-219 A note on LDP for supremum of Gaussian processes over infinite horizon
by Debicki, Krzysztof - 221-228 Kernel estimators of the ROC curve are better than empirical
by Lloyd, Chris J. & Yong, Zhou - 229-240 Correcting bias due to misclassification in the estimation of logistic regression models
by Cheng, K. F. & Hsueh, H. M. - 241-249 Monotone empirical Bayes tests for a discrete normal distribution
by Liang, TaChen - 251-258 Extremes of Gaussian processes, on results of Piterbarg and Seleznjev
by Hüsler, J. - 259-265 Goodness of fit for the Poisson distribution
by Best, D. J. & Rayner, J. C. W. - 267-280 On the variance of quadrature over scrambled nets and sequences
by Yue, Rong-Xian & Mao, Shi-Song - 281-290 A converse Gaussian Poincaré-type inequality for convex functions
by Bobkov, S. G. & Houdré, C. - 291-298 Optimal choice of observation window for Poisson observations
by Kutoyants, Yury A. & Spokoiny, Vladimir - 299-308 On the Hilbert kernel density estimate
by Devroye, Luc & Krzyzak, Adam - 309-318 On improving standard estimators via linear empirical Bayes methods
by Samaniego, Francisco J. & Vestrup, Eric
1999, Volume 44, Issue 2
- 109-122 Wavelet methods to estimate an integrated quadratic functional: Adaptivity and asymptotic law
by Gayraud, Ghislaine & Tribouley, Karine - 123-130 On the variance of the number of extreme points of a random convex hull
by Massé, Bruno - 131-136 Exact D-optimal designs for polynomial regression without intercept
by Chang, Fu-Chuen - 137-146 Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models
by Chen, Shijie & Mukherjee, Kanchan - 147-154 On smoothness measurement for weakly stationary processes
by Navarro, H. - 155-160 Consecutive k out of n: F systems with Cycle k
by Boland, Philip J. & Papastavridis, Stavros - 161-166 Stochastic orderings between distributions and their sample spacings - II
by Khaledi, Baha-Eldin & Kochar, Subhash - 167-176 Approximations for discrete scan statistics on the circle
by Chen, Jie & Glaz, Joseph - 177-180 Inference from a sequential design: proof of a conjecture by Ford and Silvey
by Rosenberger, William F. & Hughes-Oliver, Jacqueline M. - 181-187 A note on the complex roots of complex random polynomials
by Ramponi, A. - 189-194 Comparisons with the best in response surface methodology
by Moore, Linda J. & Sa, Ping - 195-200 Maximal inequalities for averages of i.i.d. and 2-exchangeable random variables
by Etemadi, N. - 201-207 An optimal property of the exact multinomial test and the extended Fisher's exact test
by Kang, Seung-ho - 209-209 The bootstrap of the mean for strong mixing sequences under minimal conditions : [Statist. Probab. Lett. 28 (1996) 65-72]
by Radulovic, Dragan - 210-210 The Hájek-Rényi inequality for the NA random variables and its application : [Statist. Probab. Lett. 43 (1999) 99-105]
by Liu, Jingjun & Gan, Shixin & Chen, Pingyan
1999, Volume 44, Issue 1
- 1-6 The comparison theorem of FBSDE
by Wu, Zhen - 7-17 Approximating the powers of order-restricted log rank tests at local alternatives
by Singh, Bahadur & Wright, F. T. - 19-22 On the strong convergence of a weighted sum
by Wu, Wei Biao - 23-27 A Poisson approximation with applications to the number of maxima in a discrete sample
by Olofsson, Peter - 29-45 On nonparametric estimation in nonlinear AR(1)-models
by Hoffmann, Marc - 47-54 On some maximal inequalities for fractional Brownian motions
by Novikov, Alexander & Valkeila, Esko - 55-62 An inequality for uniform deviations of sample averages from their means
by Bartlett, Peter & Lugosi, Gábor - 63-72 Global robustness of location and dispersion estimates
by Berrendero, José R. & Zamar, Ruben H. - 73-78 Goodness-of-fit statistics, discrepancies and robust designs
by Hickernell, Fred J. - 79-86 A small-sample correction for the Schwarz SIC model selection criterion
by McQuarrie, Allan D. - 87-95 The gambler's ruin problem with n players and asymmetric play
by Rocha, Amy L. & Stern, Frederick - 97-106 On the asymptotic variance of the continuous-time kernel density estimator
by Sköld, Martin & Hössjer, Ola - 107-108 Fractional Brownian motion via fractional Laplacian
by Bojdecki, Tomasz & Gorostiza, Luis G.
1999, Volume 43, Issue 4
- 325-333 On min-max majority and deepest points
by Nolan, D. - 335-341 Maximum likelihood estimation for the Erlang integer parameter
by Miller, Gregory K. - 343-347 Characterization of spatial Poisson along optional increasing paths: A problem of dimension's reduction
by Aletti, G. & Capasso, V. - 349-359 Some robust estimates of principal components
by Marden, John I. - 361-367 Limit theorems and random spacings related to cutting of DNAs by radiation
by Saisho, Yasumasa - 369-375 On minimax rates of convergence in image models under sequential design
by Korostelev, Alexander - 377-384 Reference priors for the general location-scale modelm
by Fernández, Carmen & Steel, Mark F. J. - 385-392 On estimation of the spectral measure of certain nonnormal operator stable laws
by Scheffler, Hans-Peter - 393-397 Reducing non-stationary stochastic processes to stationarity by a time deformation
by Perrin, Olivier & Senoussi, Rachid - 399-409 Estimation of the coefficient of tail dependence in bivariate extremes
by Peng, L. - 411-414 The joint covariance structure of ordered symmetrically dependent observations and their concomitants of order statistics
by Lee, Hak-Myung & Viana, Marlos - 415-420 A note on the wavelet oracle
by Hall, Peter & Kerkyacharian, Gérard & Picard, Dominique - 421-426 Convolution of geometrics and a reliability problem
by Sen, Ananda & Balakrishnan, N. - 427-431 Bounds for rth order joint cumulant under rth order strong mixing
by Rao, B. L. S. Prakasa
1999, Volume 43, Issue 3
- 217-223 On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes
by Kim, Tae Yoon - 225-236 Age-smooth properties of mixture models
by Mi, Jie - 237-242 Reliabilities for (n,f,k) systems
by Chang, Gerard J. & Cui, Lirong & Hwang, Frank K. - 243-250 Asymptotic normality of nonparametric estimators under [alpha]-mixing condition
by Liebscher, Eckhard - 251-264 The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters
by Nagahara, Yuichi - 265-274 Law equivalence of stochastic linear systems
by Goldys, Beniamin & Peszat, Szymon - 275-287 Rank regression for current-status data: asymptotic normality
by Abrevaya, Jason - 289-297 Projection indices and multimodality for mixtures of normal distributions
by Eslava, G. & Marriott, F. H. C. - 299-308 A functional large deviations principle for quadratic forms of Gaussian stationary processes
by Gamboa, F. & Rouault, A. & Zani, M. - 309-316 Rates of convergence for the pre-asymptotic substitution bandwidth selector
by Fan, Jianqing & Huang, Li-Shan - 317-319 Tail hypotheses in the signal plus noise model
by Kagan, Abram & Shepp, Lawrence A. - 321-324 Dispersive ordering of convolutions of exponential random variables
by Kochar, Subhash & Ma, Chunsheng
1999, Volume 43, Issue 2
- 107-111 Ignatov's theorem and correlated record values
by Peköz, Erol A. - 113-121 Long- and short-range dependent sequences under exponential subordination
by aw Gajek, Lesl & Mielniczuk, Jan - 123-130 Applications of a formula for the variance function of a stochastic process
by Fan, Ruzong & Lange, Kenneth & Peña, Edsel - 131-135 A note on S2 in a linear regression model based on two-stage sampling data
by Song, Seuck Heun - 137-143 A central limit theorem for self-normalized products of random variables
by Quine, M. P. - 145-152 A new estimate of the mode based on the quantile density
by Futschik, A. - 153-158 A note on the number of records near the maximum
by Li, Yun - 159-168 Density estimation by truncated wavelet expansion
by Kato, Takeshi - 169-178 Remarks on extremal problems in nonparametric curve estimation
by Leonov, Sergei L. - 179-188 Multiple stochastic integral expansions of arbitrary Poisson jump times functionals
by Privault, Nicolas - 189-196 Availability of a system with gamma life and exponential repair time under a perfect repair policy
by Sarkar, Jyotirmoy & Chaudhuri, Gopal - 197-206 Characterizations and model selections through reliability measures in the discrete case
by Roy, Dilip & Gupta, R. P. - 207-215 Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
by Bishwal, J. P. N.
1999, Volume 43, Issue 1
- 1-3 Parametric models as thin subsets of the space of distributions
by Gneri, Mario Antonio