Statistics & Probability Letters
November 2002, Volume 60, Issue 1
- 69-74 Conditional score tests in the exponential family
by Nicolaou, Anna
- 75-79 Correcting size distortion of the Dickey-Fuller test via recursive mean adjustment
by Cook, Steven
- 81-89 Nonparametric comparison of regression curves by local linear fitting
by Gørgens, Tue
- 91-100 A Poisson model for gapped local alignments
by Metzler, Dirk & Grossmann, Steffen & Wakolbinger, Anton
- 101-109 Remarks on domination of maxima
by Hashorva, Enkelejd
- 111-120 Limiting spectral distribution of a special circulant
by Bose, Arup & Mitra, Joydip
- 121-127 A law of iterated logarithm for the wavelet transforms of i.i.d. random variables
by Cai, Haiyan
October 2002, Volume 59, Issue 4
- 329-340 Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise
by Davydov, Youri & Zitikis, Ricardas
- 341-351 A characterization of the rate of convergence in bivariate extreme value models
by Falk, Michael & Reiss, Rolf Dieter
- 353-360 Limit theorems for boundary function estimators
by Hwang, J. H. & Park, B. U. & Ryu, W.
- 361-365 Stability of option prices under uniform ellipticity
by Gagnon, Gregory
- 367-378 Approximations for moments of deficit at ruin with exponential and subexponential claims
by Cheng, Yebin & Tang, Qihe & Yang, Hailiang
- 379-384 An extension of Seshadri's identities for Brownian motion
by Ghomrasni, Raouf & Graversen, Svend Erik
- 385-396 Optimal orthogonal designs in two blocks for Becker's mixture models in three and four components
by Aggarwal, M. L. & Sarin, V. & Singh, Poonam
- 397-404 On the existence of moments of generalized order statistics
by Cramer, Erhard & Kamps, Udo & Rychlik, Tomasz
- 405-414 The IFR property for consecutive-k-out-of-n:F systems
by Cui, Lirong
- 415-424 Set-indexed processes with independent increments
by Balan, R. M.
- 425-435 A SLLN for a one-dimensional class cover problem
by DeVinney, Jason & Wierman, John C.
October 2002, Volume 59, Issue 3
- 219-225 Empirical simulation extrapolation for measurement error models with replicate measurements
by Devanarayan, Viswanath & Stefanski, Leonard A.
- 227-233 A note on the multivariate local limit theorem
by Bloznelis, M.
- 235-244 Estimation for mixtures of Markov processes
by Park, Jeong-gun & Basawa, I. V.
- 245-255 The rate of occurrence of failures for semi-Markov processes and estimation
by Ouhbi, Brahim & Limnios, Nikolaos
- 257-270 Consistency of error density and distribution function estimators in nonparametric regression
by Cheng, Fuxia
- 271-279 Second-order asymptotic expansion for the risk in classification of curved exponential populations
by Ducinskas, Kestutis & Saltyte, Jurate
- 281-292 Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling
by Yatracos, Yannis
- 293-305 Random function prediction and Stein's identity
by Nicoleris, Theodoros & Sagris, Anthony
- 307-315 Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances
by Wang, Hsiuying
- 317-328 Interior singularity problem of some nonlinear elliptic equations
by Ren, Yan-Xia & Suo, Xiu-Yun & Yu, Xiang-Dong
September 2002, Volume 59, Issue 2
- 113-123 On cross-validation in kernel and partitioning regression estimation
by Walk, Harro
- 125-133 A unified approach in addition or deletion of two level factorial designs
by Evangelaras, H. & Koukouvinos, C. & Mantas, P.
- 135-144 Data analysis in supersaturated designs
by Li, Runze & Lin, Dennis K. J.
- 145-157 On spectral and random measures associated to discrete and continuous-time processes
by Boudou, Alain & Romain, Yves
- 159-167 Fisher information matrix for the Feller-Pareto distribution
by Brazauskas, Vytaras
- 169-181 The scaled [alpha]-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions
by Tableman, Mara & Gitelman, Alix I.
- 183-194 Almost-sure uniform error bounds of general smooth estimators of quantile density functions
by Cheng, Cheng
- 195-207 Multiple square tray distributions
by Kotz, Samuel & Fang, Hong-Bin & Wei, Gang
- 209-217 Invariance principles with logarithmic averaging for continuous local martingales
by Chaabane, Faouzi
August 2002, Volume 59, Issue 1
- 1-7 Extended generalized Hypergeometric probability distributions
by Kumar, C. Satheesh
- 9-16 Bent-cable asymptotics when the bend is missing
by Chiu, Grace & Lockhart, Richard & Routledge, Richard
- 17-22 Satisfactory orthogonal array and its checking method
by Shanqi, Pang & Sanyang, Liu & Yingshan, Zhang
- 23-28 Large deviations for kernel-type empirical distributions
by Shikimi, Takuhisa
- 29-35 Solution to Dalal and Mallows conjecture on monotone property of the joint distribution of order statistics
by Bai, Z. D. & Kwong, K. S.
- 37-52 Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes
by Castro, Glaysar & Girardin, Valerie
- 53-59 On certain self-decomposable self-similar processes with independent increments
by Akita, Koji & Maejima, Makoto
- 61-66 A new proof of strong consistency of kernel estimation of density function and mode under random censorship
by Gannoun, Ali & Saracco, Jérôme
- 67-74 The distribution of increasing 2-sequences in random permutations of arbitrary multi-sets
by Johnson, Brad C.
- 75-81 Empirical central limit theorems for exchangeable random variables
by Jiang, Xinxin & Hahn, Marjorie G.
- 83-91 On efficient estimation of linear functionals of a bivariate distribution with known marginals
by Peng, Hanxiang & Schick, Anton
- 93-98 A method of construction of a class of universally optimal structurally incomplete row-column designs
by Uddin, Nizam
- 99-111 Estimation of a convex ROC curve
by Lloyd, Chris J.
July 2002, Volume 58, Issue 4
- 327-333 On the minimax estimator of a bounded normal mean
by Marchand, Éric & Perron, François
- 335-342 Frailty models that yield proportional hazards
by Aalen, Odd O. & Hjort, Nils Lid
- 343-353 Distribution-free consistency of kernel non-parametric M-estimators
by Kozek, Andrzej S. & Pawlak, Miroslaw
- 355-362 Prediction and confidence intervals for nonlinear measurement error models without identifiability information
by Huwang, Longcheen & Gene Hwang, J. T.
- 363-368 Gaussian tail for empirical distributions of MST on random graphs
by Lee, Sungchul & Su, Zhonggen
- 369-379 Model-robust designs in multiresponse situations
by Yue, Rong-Xian
- 381-388 Variability ordering of heavy-tailed distributions with applications to order statistics
by Kleiber, Christian
- 389-397 A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle
by Dette, Holger & Melas, Viatcheslav B. & Biedermann, Stefanie
- 399-411 A note on the properties of some time varying bilinear models
by Bibi, Abdelouahab & Oyet, Alwell J.
- 413-426 Almost sure versions of distributional limit theorems for certain order statistics
by Stadtmüller, U.
- 427-433 A simple adjustment for measurement errors in some limited dependent variable models
by Wang, Liqun
July 2002, Volume 58, Issue 3
- 221-232 Survival estimation and testing via multiple imputation
by Taylor, Jeremy M. G. & Murray, Susan & Hsu, Chiu-Hsieh
- 233-243 Asymptotic distributions for testing dimensionality in q-based pHd
by Cook, R. Dennis & Yin, Xiangrong
- 245-251 A spatial filtering specification for the auto-Poisson model
by Griffith, Daniel A.
- 253-264 Perturbation of functional tensors with applications to covariance operators
by Romain, Yves
- 265-282 Estimation of frequencies in presence of heavy tail errors
by Nandi, Swagata & Iyer, Srikanth K. & Kundu, Debasis
- 283-286 A note on the Borel-Cantelli lemma
by Petrov, Valentin V.
- 287-296 Approximations for a conditional two-dimensional scan statistic
by Chen, Jie & Glaz, Joseph
- 297-307 Rates of uniform convergence of empirical means with mixing processes
by Karandikar, Rajeeva L. & Vidyasagar, M.
- 309-317 Regression analysis for a semiparametric model with panel data
by Sun, Liuquan & Zhou, Xian
- 319-325 Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes
by Bravo, Francesco
June 2002, Volume 58, Issue 2
- 111-121 Definition and probabilistic properties of skew-distributions
by Arellano-Valle, R. B. & del Pino, G. & San Martín, E.
- 123-130 Tests of homogeneity for spatial populations
by Cerioli, Andrea
- 131-145 Some conditional crossing results of Brownian motion over a piecewise-linear boundary
by Abundo, Mario
- 147-155 Maximum quasilikelihood estimation for a simplified NEAR(1) model
by Perera, Subashan
- 157-165 Chebyshev systems and estimation theory for discrete distributions
by Braverman, Mark & Lumelskii, Yan
- 167-174 Asymptotic expansions of densities of sums of random vectors without third moment
by Peng, Liang
- 175-184 Best upper quantile evaluations for NWU distributions
by Rychlik, Tomasz
- 185-194 On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes
by Ahmed, S. Ejaz & Antonini, Rita Giuliano & Volodin, Andrei
- 195-203 Almost sure limit theorems for the maximum of stationary Gaussian sequences
by Csáki, Endre & Gonchigdanzan, Khurelbaatar
- 205-219 Multivariate probability density estimation for associated processes: strong consistency and rates
by Masry, Elias
May 2002, Volume 58, Issue 1
- 1-11 An algorithm for the estimation of minimal cut and path sets from field failure data
by Dharmadhikari, Avinash & Kulathinal, S. B. & Mandrekar, Vidyadhar
- 13-22 Thin and thick points for branching measure on a Galton-Watson tree
by Mörters, Peter & Shieh, Narn-Rueih
- 23-30 Bayesian nonparametric point estimation under a conjugate prior
by Li, Xuefeng & Zhao, Linda H.
- 31-39 The modified bootstrap error process for Kaplan-Meier quantiles
by Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël
- 41-51 Self-normalized lag increments of partial sums
by Wang, Wensheng
- 53-59 On characterization of two-sample U-statistics
by Schechtman, E. & Schechtman, G.
- 61-69 Likelihood-based quadratic analyses for diallel cross and other experiments involving data collected on ordered pairs of sampling units
by Li, Heng
- 71-81 A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives
by Gatto, Riccardo & Jammalamadaka, S. Rao
- 83-91 On the convergence of Markov binomial to Poisson distribution
by Cekanavicius, V.
- 93-96 On fractional uniform order statistics
by Jones, M. C.
- 97-109 Analytical results for a Bayesian bivariate cokriging model
by Mira, José & Sánchez, María Jesús
May 2002, Volume 57, Issue 4
- 301-306 Model selection under order restriction
by Zhao, Lincheng & Peng, Limin
- 307-313 On stable convergence in the central limit theorem
by Cheng, Tsung-Lin & Chow, Yuan-Shih
- 315-326 Large and moderate deviations of empirical processes with nonstandard rates
by Arcones, Miguel A.
- 327-335 On tests of independence for spherical data-invariance and centering
by Johnson, Richard A. & Shieh, Grace S.
- 337-341 M-Estimation for dependent random variables
by Furrer, Reinhard
- 343-351 D-optimal designs for polynomial regression models through origin
by Fang, Zhide
- 353-361 Corrected modified profile likelihood heteroskedasticity tests
by Ferrari, Silvia L. P. & Cribari-Neto, Francisco
- 363-373 Sums of dependent Bernoulli random variables and disease clustering
by Yu, Chang & Zelterman, Daniel
- 375-385 Supermodular dependence ordering on a class of multivariate copulas
by Wei, Gang & Hu, Taizhong
- 387-391 The TP2 ordering of Kimeldorf and Sampson has the normal-agreeing property
by Genest, Christian & Verret, François
- 393-401 On bandwidth selection in partial linear regression models under dependence
by Aneiros-Pérez, Germán
- 403-408 Quasi-medians are robust and relatively efficient estimators of a common mean given multivariate normality
by Hutson, Alan D.
April 2002, Volume 57, Issue 3
- 215-220 On moment inequalities of the supremum of empirical processes with applications to kernel estimation
by Ahmad, Ibrahim A.
- 221-224 A note on the characteristic function of the t-distribution
by Dreier, I. & Kotz, S.
- 225-229 Transfer theorems in exponential families
by Kagan, Abram
- 231-241 On convergence rates for quadratic errors in kernel hazard estimation
by Estévez-Pérez, Graciela
- 243-248 Uniqueness of uniform random colorings of regular trees
by Jonasson, Johan
- 249-257 Simulating Bessel random variables
by Devroye, Luc
- 259-268 A note on variable selection in nonparametric regression with dependent data
by González-Manteiga, Wenceslao & Quintela-del-Río, Alejandro & Vieu, Philippe
- 269-280 Estimation of the location parameter of the l1-norm symmetric matrix variate distributions
by Fang, B. Q.
- 281-290 Multivariate non-parametric tests of trend when the data are incomplete
by Alvo, Mayer & Park, Jincheol
- 291-299 On the efficiency of some supplemented ([alpha]1,[alpha]2,...,[alpha]R)-resolvable block designs
by Kachlicka, Danuta & Mejza, Iwona
April 2002, Volume 57, Issue 2
- 113-119 The uniform autoregressive process of the second order (UAR(2))
by Ristic, Miroslav M. & Popovic, Biljana C.
- 121-131 Stepwise procedures for the identification of minimum effective dose with unknown variances
by Tao, Jian & Shi, Ning-Zhong & Guo, Jianhua & Gao, Wei
- 133-137 Application of Whittle's inequality for banach space valued martingales
by Prakasa Rao, B. L. S.
- 139-143 Hájek-Rényi-type inequality for associated sequences
by Prakasa Rao, B. L. S.
- 145-150 Optimality of orthogonally blocked diallels with specific combining abilities
by Chung Choi, Kuey & Chatterjee, Kashinath & Das, Ashish & Gupta, Sudhir
- 151-155 A note on some new renewal ageing notions
by Bon, Jean-Louis & Illayk, Abbas
- 157-170 Decoupling and domination inequalities with application to Wald's identity for martingales
by de la Peña, Victor H. & Zamfirescu, Ingrid-Mona
- 171-177 A moment inequality for decreasing (increasing) mean residual life distributions with hypothesis testing application
by Abu-Youssef, S. E.
- 179-182 A link between the multivariate cumulative distribution function and the hitting function for random closed sets
by Grunert da Fonseca, V. & Fonseca, C. M.
- 183-191 Some maximal inequalities and complete convergences of negatively associated random sequences
by Huang, Wen-Tao & Xu, Bing
- 193-204 The use of spacings in the estimation of a scale parameter
by Balakrishnan, N. & Papadatos, N.
- 205-214 A new class of score generating functions for regression models
by Choi, Young Hun & Öztürk, Ömer
March 2002, Volume 57, Issue 1
- 1-8 Remarks on compound Poisson approximation of Gaussian random sequences
by Hashorva, Enkelejd & Hüsler, Jürg
- 9-15 Central limit theorem for U-statistics of associated random variables
by Dewan, Isha & Prakasa Rao, B. L. S.
- 17-22 Donkey walk and Dirichlet distributions
by Letac, Gérard
- 23-31 Mixtures of exponential distributions and stochastic orders
by Bartoszewicz, Jaroslaw
- 33-41 Upper stop-loss bounds for sums of possibly dependent risks with given means and variances
by Genest, Christian & Marceau, Étienne & Mesfioui, Mhamed
- 43-52 An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
by Karlis, Dimitris
- 53-63 Some connections between Bayesian and non-Bayesian methods for regression model selection
by Liang, Faming
- 65-77 Coefficient constancy test in AR-ARCH models
by Ha, Jeongcheol & Lee, Sangyeol
- 79-89 Breakdown points of Cauchy regression-scale estimators
by Mizera, Ivan & Müller, Christine H.
- 91-100 Minimax variance estimation of a correlation coefficient for [var epsilon]-contaminated bivariate normal distributions
by Shevlyakov, Georgy L. & Vilchevski, Nikita O.
- 101-109 On the asymptotic behaviour of unit-root tests in the presence of a Markov trend
by Psaradakis, Zacharias
February 2002, Volume 56, Issue 4
- 345-353 A random power record model
by Hofmann, Glenn & Nagaraja, H. N.
- 355-360 Variations of Fréchet measures of p-stable motions
by Blei, R. C. & Towghi, Nasser
- 361-367 Estimating monotone functions
by Low, Mark G. & Kang, Yung-Gyung
- 369-380 On the average run lengths of quality control schemes using a Markov chain approach
by Fu, James C. & Spiring, Fred A. & Xie, Hansheng
- 381-393 Estimation of the maximum and minimum in a model for bounded, dependent data
by Martinsek, Adam T.
- 395-398 Unimodality of the distribution of record statistics
by Basak, Prasanta & Basak, Indrani
- 399-404 A local limit theorem for random walk maxima with heavy tails
by Asmussen, Søren & Kalashnikov, Vladimir & Konstantinides, Dimitrios & Klüppelberg, Claudia & Tsitsiashvili, Gurami
- 405-417 On explicit occupation time distributions for Brownian processes
by Hooghiemstra, Gerard
- 419-423 Characterization of the monotone case for a best choice problem with a random number of objects
by Porosinski, Zdzislaw
- 425-430 The BLUPs are not "best" when it comes to bootstrapping
by Morris, Jeffrey S.
- 431-437 Nonparametric tests for random effects in the balanced incomplete block design
by Nugroho, Sigit & Govindarajulu, Z.
- 439-446 On global consistency of a bivariate survival estimator under univariate censoring
by Kosorok, Michael R.
February 2002, Volume 56, Issue 3
- 227-238 Estimation of equifrequency histograms
by Burman, Prabir
- 239-250 A unified treatment of direct and indirect estimation of a probability density and its derivatives
by Abdous, Belkacem & Germain, Stéphane & Ghazzali, Nadia
- 251-259 Strong laws for Euclidean graphs with general edge weights
by Jiménez, Raúl & Yukich, J. E.
- 261-269 Density deconvolution based on wavelets with bounded supports
by Pensky, Marianna
- 271-281 An insight into linear calibration: univariate case
by Liao, Jason J. Z.
- 283-288 A note on a simple Markov bilinear stochastic process
by Cline, Daren B. H. & Pu, Huay-min H.
- 289-300 Robust model selection in regression via weighted likelihood methodology
by Agostinelli, Claudio
- 301-307 Hausdorff dimension of Weierstrass-Mandelbrot process
by Szulga, Jerzy
- 309-319 Symmetric and isomorphic properties of qualitative probability structures on a finite set
by Hadjicostas, Petros
- 321-327 On best choice problems having similar solutions
by Porosinski, Zdzislaw
- 329-343 Estimation of regression functions with a discontinuity in a derivative with local polynomial fits
by Huh, J. & Carrière, K. C.
January 2002, Volume 56, Issue 2
- 113-120 A uniform limit theorem for predictive distributions
by Berti, Patrizia & Rigo, Pietro
- 121-129 Estimation of a parameter vector restricted to a cone
by Ouassou, Idir & Strawderman, William E.
- 131-141 Six multivariate Zipf distributions and their related properties
by Yeh, Hsiaw-Chan
- 143-146 Hoeffding's inequality for uniformly ergodic Markov chains
by Glynn, Peter W. & Ormoneit, Dirk
- 147-154 Profile quasi-likelihood
by Lin, Lu & Zhang, Runchu
- 155-161 On the use of generalized linear models following a sequential design
by Rosenberger, William F. & Hu, Mingxiu
- 163-170 A dependent bivariate t distribution with marginals on different degrees of freedom
by Jones, M. C.
- 171-175 On a Bayesian aspect for soft wavelet shrinkage estimation under an asymmetric Linex loss
by Huang, Su-Yun
- 177-191 A note on estimating the change-point of a gradually changing stochastic process
by Aue, Alexander & Steinebach, Josef
- 193-197 Random walks on trees and the law of iterated logarithm
by Konsowa, Mokhtar H.
- 199-206 A note on various holding probabilities for random lazy random walks on finite groups
by Hildebrand, Martin
- 207-216 Testing against ordered alternatives for multivariate censored survival data
by Dubnicka, Suzanne R.
- 217-225 A more powerful step-up procedure for controlling the false discovery rate under independence
by Kwong, Koon-Shing & Wong, Ee-Hwee
January 2002, Volume 56, Issue 1
- 1-5 Sample size determination for constructing a constant width confidence interval for a binomial success probability
by Liu, W. & Bailey, B. J. R.
- 7-12 Rates of weak convergence for images of measures by families of mappings
by Mas, André
- 13-22 Statistical implications of selectively reported inferential results
by Loperfido, Nicola
- 23-35 On the Bickel-Rosenblatt test for first-order autoregressive models
by Lee, Sangyeol & Na, Seongryong
- 37-43 On the confidence region for the bivariate co-ordinate-wise quantiles of the continuous bivariate distribution functions
by Barakat, H. M.
- 45-50 Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom
by Witkovský, Viktor
- 51-56 Mean squared error properties of the kernel-based multi-stage median predictor for time series
by De Gooijer, Jan G. & Gannoun, Ali & Zerom, Dawit
- 57-67 Asymptotic distributions for goodness-of-fit statistics in a sequence of multinomial models
by Györfi, L. & Vajda, I.
- 69-75 A new class of nearly self-financing strategies
by Salopek, D. M.
- 77-82 On the invariant estimation of an exponential scale using doubly censored data
by T. Madi, Mohamed
- 83-91 The symmetry in the martingale inequality
by Lee, Sungchul & Su, Zhonggen
- 93-100 Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient
by Liu, Jicheng & Ren, Jiagang
- 101-112 Law of iterated logarithm and consistent model selection criterion in logistic regression
by Qian, Guoqi & Field, Chris
December 2001, Volume 55, Issue 4
- 339-343 A note on the variance of a lightly trimmed mean when multiple outliers are present in the sample
by Balakrishnan, N. & David, H. A.
- 345-352 Moderate deviations for the maximum likelihood estimator
by Gao, Fuqing
- 353-358 Estimation of conditional L1-median from dependent observations
by Berlinet, Alain & Cadre, Benoît & Gannoun, Ali
- 359-366 Sets of random variables with a given uncorrelation structure
by Ostrovska, Sofiya
- 367-376 The best constant in the Rosenthal inequality for nonnegative random variables
by Ibragimov, R. & Sharakhmetov, Sh.
- 377-384 Tail behavior of the least-squares estimator
by Jurecková, Jana & Koenker, Roger & Portnoy, Stephen
- 385-396 The Glivenko-Cantelli theorem based on data with randomly imputed missing values
by Mojirsheibani, Majid
- 397-401 Integrated squared error estimation of Cauchy parameters
by Besbeas, Panagiotis & Morgan, Byron J. T.
- 403-411 Validity of the Aalen-Johansen estimators of stage occupation probabilities and Nelson-Aalen estimators of integrated transition hazards for non-Markov models
by Datta, Somnath & Satten, Glen A.
- 413-419 Robust inference for generalized linear models with application to logistic regression
by Adimari, Gianfranco & Ventura, Laura
- 421-430 Martingale transforms and Girsanov theorem for long-memory Gaussian processes
by Mishura, Yuliya & Valkeila, Esko
- 431-438 The law of large numbers with exceptional sets
by Berkes, István
- 439-449 A note on kernel assisted estimators in missing covariate regression
by Wang, Suojin & Wang, C. Y.