Statistics & Probability Letters
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1988, Volume 7, Issue 3
- 187-189 Circular balanced uniform repeated measurements designs
by Afsarinejad, Kasra
- 191-194 A note on estimating the number of errors in a system by recapture sampling
by Nayak, Tapan K.
- 195-199 Canonical kernels for density estimation
by Marron, J. S. & Nolan, D.
- 201-205 Singh's theorem in the lattice case
by Woodroofe, Michael & Jhun, Myoungshic
- 207-216 Multivariate distributions of order ?
by Philippou, Andreas N. & Antzoulakos, Demetris L. & Tripsiannis, Gregory A.
- 217-220 A remark on the poisson-pascal and some other contagious distributions
by Willmot, Gordon E.
- 221-224 On the asymptotic bias of estimators under parameter drift
by Shapiro, A. & Browne, M. W.
- 225-228 Testing the homogeneity of small error rates: application to the sensitivity of different Elisa tests for aids antibodies
by Gastwirth, Joseph L. & Johnson, Wesley O.
- 229-239 Convolution type estimators for nonparametric regression
by Mack, Y. P. & Müller, Hans-Georg
- 241-245 On two methods of identifying influential sets of observations
by Ghosh, Subir
- 247-251 The limit distribution of the number of nodes in low strata of a random mapping
by Mutafchiev, Ljuben R.
- 253-257 A logistic process constructed using geometric minimization
by Arnold, Barry C.
- 259-263 Asymptotic behaviour of reliability functions
by Main, P.
1988, Volume 7, Issue 2
- 89-91 Universal optimality of main effect deletion designs
by Mukerjee, Rahul & Gupta, Sudhir
- 93-96 On a characterization of the exponential distribution by properties of order statistics
by Gather, Ursula
- 97-103 Dominance of the positive-part version of the James-Stein estimator
by Nickerson, David M.
- 105-112 A differential version of the Efron-Stein inequality: bounding the variance of a function of an infinitely divisible variable
by Vitale, Richard A.
- 113-121 A smooth nonparametric quantile estimator from right-censored data
by Padget, W. J. & Thombs, L. A.
- 123-126 A simple method for choosing between the lognormal and weibull models
by Kappenman, Russell F.
- 127-129 A note on the noncentral chi-square distribution
by Bock, M. E. & Govindarajulu, Z.
- 131-133 "Almost arbitrary" minimax estimators of location for independent component variance mixtures of normal variates
by Miceli, Robert & Strawderman, William E.
- 135-137 The existence theorem in general ridge regression
by Chawla, J. S.
- 139-143 A note on stirling's expansion for factorial n
by Kemp, Adrienne W.
- 145-150 A filtering model for Bayesian analysis of failure data contaminated by maintenance
by Clarotti, C. A. & Koch, G. & Spizzichino, F.
- 151-160 Bootstrap confidence intervals
by Babu, G. J. & Bose, A.
- 161-165 A recurrence formula for the distribution of the wilcoxon rank sum statistic
by Brus, Tomek
- 167-170 The inverse and determinant of a 2 x 2 uniformly distributed random matrix
by Williamson, R. C. & Downs, T.
- 171-173 A note on maximum likelihood estimation for the complex-valued first-order autoregressive process
by Le Breton, A.
1988, Volume 7, Issue 1
- 1-2 On attainable Cramer - Rao type lower bounds for weighted loss functions
by Mikulski, Piotr W & Monsour, Michael
- 3-7 Splitting intervals
by Herz, Carl
- 9-15 Universal asymptotic normality for conditionally trimmed sums
by Hahn, M.G. & Kuelbs, J.
- 17-20 A note on the strong law of large numbers for positively dependent random variables
by Birkel, Thomas
- 21-22 An early occurrence of the Poisson distribution
by Dale, A.I.
- 23-26 Strassen-type invariance principles for exchangeable sequences
by Dabrowski, AndréRobert
- 27-28 Existence of variance-balanced binary designs with fewer experimental units
by Kageyama, Sanpei
- 29-33 Variance bounds by a generalization of the Cauchy-Schwarz inequality
by Papathanasiou, V.
- 35-40 Asymptotic properties of the multivariate Nadaraya-Watson regression function estimate: The fixed design case
by Georgiev, Alexander A
- 41-46 Some cross-product difference statistics and a test for trends in ordered contingency tables
by Mei-Ling Ting Lee
- 47-49 A U-statistic and estimation for the inverse Gaussian distribution
by Seshadri, V
- 51-59 On the importance of components for multistate monotone systems
by Costa Bueno, Vanderlei
- 61-63 A game with three players
by Sandell, Dennis
- 65-71 Uniform consistency of r-means
by Cuesta, Juan A & Matrán, Carlos
- 73-80 Asymptotic properties for the sequential cusum procedure
by Huse, Vera R.
- 81-85 The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences
by Dehling, Herold & Taqqu, Murad S.
1988, Volume 6, Issue 6
- 371-377 On the last exit time and the number of exits of partial sums over a moving boundary
by Russo, Ralph P.
- 379-382 Generalization to the sufficient conditions for a discrete random variable to be infinitely divisible
by Danial, Edward J.
- 383-388 The local asymptotic minimax adaptive property of a recursive estimate
by Fabian, Václav
- 389-394 Bounds for crude survival probabilities within competing risks framework and their statistical application
by Yakovlev, A. Yu. & Rachev, S. T.
- 395-397 Some remarks on measures of association of 2 x 2 tables
by Böker, Fred
- 399-406 Exact tables of Spearman's Footrule for N = 11(1)18 with estimate of convergence and errors for the normal approximation
by Franklin, LeRoy A.
- 407-412 A test for bivariate normality
by Best, D. J. & Rayner, J. C. W.
- 413-417 The exponential space of an L2-stochastic process with independent increments
by Pérez-Abreu, Victor
- 419-426 Density estimation in the simple proportional hazards model
by Csörgö, Sándor & Mielniczuk, Jan
- 427-432 Asymptotically efficient estimation of the sparsity function at a point
by Welsh, A. H.
- 433-439 Large deviations and estimation in infinite-dimensional models
by Hall, W. J. & Huang, Wei-Min
- 441-446 Strong consistency of the MLE for sequential design problems
by McCormick, William P. & Mallik, Ashim K. & Reeves, Jack H.
1988, Volume 6, Issue 5
- 287-293 On goodness-of-fit and the bootstrap
by Burke, Murray D. & Gombay, Edit
- 295-298 Narrow and vague convergence of set functions
by Vervaat, Wim
- 299-303 On the choice of step size in the Robbins-Monro procedure
by Goldstein, Larry
- 305-309 A finite mixture model for the clustering of mixed-mode data
by Everitt, B. S.
- 311-314 On the minimization of absolute distance in kernel density estimation
by Hall, Peter & Wand, Matthew P.
- 315-319 Rank tests for regression and k-sample rank tests under random censorship
by Albers, Willem
- 321-326 Variance bounds using a theorem of Polya
by Arnold, Barry C. & Brockett, Patrick L.
- 327-329 A short proof of a martingale representation result
by Elliott, Robert J. & Kohlmann, Michael
- 331-334 Block diagonal smoothing splines
by Yandell, Brian S.
- 335-339 Graphical analysis of residuals in stratified four-fold tables
by Tsujitani, Masaaki
- 341-347 A note on the delete-d jackknife variance estimators
by Shi, Xiquan
- 349-355 A new procedure for the estimation of variance components
by Chow, Shein-Chung & Shao, Jun
- 357-361 On the average of a random walk
by Grill, Karl
- 363-367 An asymptotic derivation of Neyman's C([alpha]) test
by Akritas, Michael G.
1988, Volume 6, Issue 4
- 205-211 On the criteria of the mean remaining life
by Abouammoh, A. M.
- 213-224 Transforming grouped bivariate data to near normality
by M. Guerrero, Victor & A. Johnson, Richard
- 225-227 A short proof of the central limit theorem for markov chains
by Johnson, Dudley Paul
- 229-230 Further equireplicate balanced block designs with unequal block sizes
by Sinha, K. & Jones, B.
- 231-236 A note on preservation of self-decomposability under geometric compounding
by Szekli, R.
- 237-241 A bound for estimation in nonlinear time series models by independence testing methods
by Feuerverger, Andrey
- 243-245 Semi knut vik designs
by Afsarinejad, Kasra
- 247-250 On binomial distributions of order k
by Ling, K. D.
- 251-256 A class of distribution-free tests for testing homogeneity against ordered alternatives
by Chakraborti, S. & Desu, M. M.
- 257-261 Constructing a usable overlapping cells X2 goodness of fit test
by Rayner, J. C. W.
- 263-267 On the optimality of strong approximation rates for compound renewal processes
by Steinebach, Josef
- 269-273 An extension and implications of the inspection paradox
by Kremers, Walter
- 275-279 Likelihood ratio tests for central mixtures
by Zelterman, D.
- 281-286 Cook statistic and diagnostic for transformations
by del Río, Manuel
1988, Volume 6, Issue 3
- 137-139 Relations between two sets of variates: The bits of information provided by each variate in each set
by Theil, Henri & Chung, Ching-Fan
- 141-142 Rectangular Hadamard matrices
by Sinha, Kishore
- 143-145 The validity of the "Pool-Adjacent-Violator" algorithm
by Martin Diaz, M. & Salvador González, B.
- 147-150 Some properties of Kendall's partial rank correlation coefficient
by Nelson, Paul I. & Yang, Shie-Shien
- 151-154 A note on conjugate [Pi]-variation and a weak limit theorem for the number of renewals
by Anderson, Kevin K. & Athreya, Krishna B.
- 155-158 Radial and directional parts of a random vector
by Jennrich, Robert I. & Port, Sidney C.
- 159-162 When are intermediate processes of the same stochastic order?
by Cooil, Bruce
- 163-164 A continuity property of the convolution
by Plachky, D.
- 165-169 Haight's distributions as a natural exponential family
by Letac, Gérard & Seshadri, V.
- 171-174 On a property of strongly reproductive exponential families on
by Ramachandran, B. & Seshadri, V.
- 175-180 Optimal scaling for association models when category scores have a natural ordering
by Tsujitani, Masaaki
- 181-189 Estimating the number of change-points via Schwarz' criterion
by Yao, Yi-Ching
- 191-199 Moderate and Cramer-type large deviation theorems for M-estimators
by Jurecková, J. & Kallenberg, W. C. M. & Veraverbeke, N.
- 201-203 Note on a characterization of exponential distributions
by Kotz, S. & Steutel, F. W.
1987, Volume 6, Issue 2
- 61-66 Note on the renewal process for truncated exponential variables
by Stadje, Wolfgang
- 67-69 Properties of the extended distributions of order ?
by Hirano, K. & Aki, S.
- 71-76 On improving convergence rates for nonnegative kernel failure-rate function estimators
by McCune, E. D. & McCune, S. K.
- 77-81 The cycle time distribution of exponential cyclic queues with multiple servers
by Li, Tze Fen
- 83-85 Estimation of proportional covariances
by Jensen, Søren Tolver & Johansen, Søren
- 87-96 The almost sure behavior of the oscillation modulus of the multivariate empirical process
by Einmahl, J. H. J. & Ruymgaart, F. H.
- 97-102 Two-sample inference based on one-sample Wilcoxon signed rank statistics
by Tableman, Mara & Hettmansperger, Thomas P.
- 103-105 A note on seemingly unrelated regression equations with residual vectors as explanatory variables
by Oksanen, E. H.
- 107-108 How many bits of information does an independent variable yield in a multiple regression?
by Theil, Henri
- 109-115 Estimation of integrated squared density derivatives
by Hall, Peter & Marron, J. S.
- 117-123 Boundary crossing random variables related to quantile convergence
by Russo, Ralph P. & Chao, Chern-Ching
- 125-128 Improved estimation of a multinormal precision matrix
by Dey, Dipak K.
- 129-136 On moments of ratios of quadratic forms in normal variables
by Jones, M. C.
1987, Volume 6, Issue 1
- 1-5 Second order processes with restrictions in the index set and applications
by del Pino, Guido E.
- 7-9 Estimating normal means with symmetric gain functions
by Weiss, Lionel
- 11-12 A regressional characterization of the normal law
by Wesol & owski, Jacek
- 13-16 A note on dispersive ordering defined by hazard functions
by Bartoszewicz, J.
- 17-19 Characterization of vector valued, gaussian, stationary, markov processes
by Gzyl, Henryk
- 21-30 On the estimation of a restricted normal mean
by Gatsonis, Constantine & MacGibbon, Brenda & Strawderman, William
- 31-36 A comparison of testing and confidence interval methods for the median
by Sheather, Simon J. & McKean, Joseph W.
- 37-42 Inverse factorial moments
by Jones, M. C.
- 43-45 Minimax second-order designs for difference between estimated responses in extrapolation region
by Huda, S. & Mukerjee, Rahul
- 47-54 Estimation of a regression function on a poisson process
by Dia, Galaye
- 55-60 Continuity of filtrations of sigma algebras
by Morrison, John M. & Wise, Gary L.
1987, Volume 5, Issue 6
- 381-387 Optimal martingale estimating equations in a stochastic process
by Lloyd, Christopher J.
- 389-395 On the SPRT for the mean of an exponential distribution
by Stadje, Wolfgan
- 397-399 Separating kernel of cylindrical measure
by Okazaki, Y. & Takahashi, Y.
- 401-407 Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution
by Maryak, John L. & Spall, James C.
- 409-413 On confidence bands and set estimators for the simple linear model
by Piegorsch, Walter W.
- 415-419 A stochastic approximation counterpart of the feasible direction method
by Koronacki, Jacek
- 421-424 Robustness of row-column designs
by Singh, Gulab & Gupta, Sudhir & Singh, Murari
- 425-428 A note on Durbin's formula for the first-passage density
by Rychlik, Igor
1987, Volume 5, Issue 5
- 315-316 A short note on the generalized logarithmic series distribution
by Famoye, Felix
- 317-322 Schur convexity of the maximum likelihood function for the multivariate hypergeometric and multinomial distributions
by Boland, Philip J. & Proschan, Frank
- 323-324 On mutually orthogonal Knut Vik designs
by Afsarinejad, Kasra
- 325-327 Modified Bessel function asymptotics via probability
by Athreya, Krishna B.
- 329-331 Algebraic bounds on standardized sample moments
by Dalén, Jörgen
- 333-337 A remark concerning strong uniform consistency of the conditional Kaplan-Meier estimator
by Mielniczuk, Jan
- 339-341 A relation between BIB designs and chemical balance weighing designs
by Ceranka, B. & Katulska, K.
- 343-346 A note on extended least squares methods for cluster sampling
by Hung, Hsien-Ming
- 347-351 Some shrunken predictors in finite populations with a multinormal superpopulation model
by Rodrigues, Josemar
- 353-360 An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study
by Finster, Mark P.
- 361-365 An improved chi-squared test for a principal component
by Schott, James R.
- 367-370 A note on products of random matrices
by Högnäs, Göran
- 371-374 Rates of convergence in the strong law of large numbers for degenerate U-statistics
by Kokic, P. N.
- 375-378 On the identifiability of mixtures of infinitely divisible power series distributions
by Lüxmann-Ellinghaus, U.
1987, Volume 5, Issue 4
- 239-239 Resolution of godambe's paradox
by Godambe, V. P.
- 241-241 A note on resolution of Godambe's paradox
by Joshi, V. M.
- 243-246 Godambe's paradox and the ancillarity principle
by Bhave, S. V.
- 247-248 An expansion of the index of large deviations for linear rank statistics
by Ledwina, Teresa
- 249-254 Almost sure convergence of recursive density estimators for stationary mixing processes
by Masry, Elias
- 255-262 Local bahadur optimality of some rank tests of independence
by Bajorski, Piotr
- 263-266 Bivariate distributions with pareto conditionals
by Arnold, Barry C.
- 267-272 On the integrability of sup Sn/n1/r for 1
by Choi, Bong Dae & Sung, Soo Hak
- 273-277 Existence of moments and an asymptotic result based on a mixture of exponential distributions
by Bar-Lev, Shaul K. & Enis, Peter
- 279-285 Note on the uniform convergence of density estimates for mixing random variables
by Ioannides, D. & Roussas, G. G.
- 287-292 Unbiased estimation of von Mises functionals
by Rüschendorf, Ludger
- 293-294 Characterization of a family of discrete distributions via a chernoff type inequality
by Deo Kumar, Srivastava & Sreehari, M.
- 295-298 Spectral representations for random densities
by Lenk, Peter J.
- 299-303 A kalman filter model for single and two-stage repeated surveys
by Rodrigues, Josemar & Bolfarine, Heleno
- 305-311 An exact test for the nesting effects variance component in an unbalanced random two-fold nested model
by Khuri, A. I.
1987, Volume 5, Issue 3
- 163-167 A screening method for a nonparametric model
by Kowalczyk, Teresa & Mielniczuk, Jan
- 169-173 An approximation of F distribution by binomial probabilities
by George, E. Olusegun & Singh, Karan P.
- 175-180 A kernel-type estimator for generalized quantiles
by Veraverbeke, Noël
- 181-185 A general form of the law of the iterated logarithm for the weighted multivariate empirical process
by Einmahl, John H. J.
- 187-190 Characterization of normality within the class of elliptical contoured distributions
by Khatri, C. G. & Mukerjee, Rahul
- 191-192 On a statistical optimality of magic squares
by Hedayat, A.
- 193-195 On the type hypothesis for the strong law of large numbers
by Hernández, Victor & Romo, Juan J.
- 197-200 Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution
by Takahashi, Rinya
- 201-207 Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
by Berkane, Maria & Bentler, P. M.
- 209-211 The exponential integral distribution
by Meijer, J. W. & Baken, N. H. G.
- 213-215 On improving distribution function estimators which are not monotonic functions
by Gajek, Les[left ceiling]aw
- 217-218 A note on a Kolmogorov inequality
by Young, Dean M. & Seaman, John W. & Marco, Virgil R.
- 219-224 Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in L2
by Rafaj[left ceiling]owicz, Ewaryst
- 225-230 On unbiased multinomial estimation
by Kim, Seong-in & Bai, D. S.
- 231-234 Some remarks on a linear stochastic differential equation
by Nualart, David
- 235-237 On Klass' series criterion for the minimal growth rate of partial maxima
by Godbole, Anant P.
1987, Volume 5, Issue 2
- 83-85 Another characterization of the type I extreme value distribution
by Ballerini, Rocco
- 87-93 A decomposition of the Brownian path
by Karatzas, Ioannis & Shreve, Steven E.
- 95-98 What do the arithmetic, geometric and harmonic means tell us in length-biased sampling?
by Sen, Pranab Kumar
- 99-103 An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means
by Holmquist, Björn
- 105-111 Occupation probability of a correlated random walk and a correlated ruin problem
by Mukherjea, Arunava & Steele, David A.
- 113-118 A new definition of the predictive likelihood
by Chib, Siddhartha & Jammalamadaka, S. Rao & Tiwari, Ram C.
- 119-124 Nonparametric estimation of a bivariate survivorship function with doubly censored data
by Korwar, Ramesh M.
- 125-128 Asymptotic confidence bands for densities based on nearest neighbor estimators under censoring
by Mielniczuk, Jan
- 129-134 Partial collapsibility in multidimensional contingency tables
by Davis, Linda June
- 135-142 Bayesian analysis in random coefficient m-group regression
by Fortney, William G. & Miller, Robert B.
- 143-147 The central limit theorem for summability methods of some weakly dependent sequences
by Yoshihara, Ken-ichi & Takahata, Hiroshi
- 149-151 A note on estimation and information topologies
by Whitney, Paul
- 153-159 Mise of kernel estimates of a density and its derivatives
by Singh, Radhey S.
1987, Volume 5, Issue 1
- 1-3 Admissibility of goodness of fit tests for discrete exponential families
by Cohen, Arthur & Sackrowitz, Harold B.
- 5-14 Some convergence results for kernel-type quantile estimators under censoring
by Lio, Y. L. & Padgett, W. J.
- 15-18 On assessing multivariate normality based on shapiro-wilk W statistic
by Srivastava, M. S. & Hui, T. K.
- 19-22 On exact and asymptotic tests of non-nested models
by Bera, Anil K. & McAleer, Michael
- 23-27 On the strong consistency of a solution to the likelihood equation
by Kourouklis, Stavros
- 29-34 On unbiased multinomial estimation
by Kim, Seong-in & Bai, D. S.
- 35-37 The structure of improper solutions in maximum likelihood factor analysis
by Ihara, Masamori
- 39-42 Characterizations of generalized multivariate discrete distributions by a regression point
by Cacoullos, T.
- 43-48 Easily determining which urns are 'favorable'
by Simons, Gordon
- 49-54 Coefficients of determination for least absolute deviation analysis
by McKean, Joseph W. & Sievers, Gerald L.
- 55-63 Probability estimation via smoothing in sparse contingency tables with ordered categories
by Simonoff, Jeffrey S.
- 65-69 Methodologies for the estimation of missing observations in time series
by Ferreiro, Osvaldo