Statistics & Probability Letters
May 2001, Volume 53, Issue 1
May 2001, Volume 52, Issue 4
- 341-345 Examples of ergodic processes uniquely determined by their two-marginal laws
by Courbage, M. & Hamdan, D.
- 347-352 Properties of the QME under asymmetrically distributed disturbances
by Laitila, Thomas
- 353-358 A note on Woodruff confidence intervals for quantiles
by Sitter, Randy R. & Wu, Changbao
- 359-364 A new type of partial-sums distributions
by Wimmer, Gejza & Altmann, Gabriel
- 365-372 Detection of jumps by wavelets in a heteroscedastic autoregressive model
by Wong, Heung & Ip, Waicheung & Li, Yuan
- 373-380 An approximation result for nets in functional estimation
by Döhler, Sebastian & Rüschendorf, Ludger
- 381-390 Nonlinear time series contiguous to AR(1) processes and a related efficient test for linearity
by Hwang, Sun Y. & Basawa, I. V.
- 391-400 Classifier selection from a totally bounded class of functions
by Mojirsheibani, Majid
- 401-411 Some classes of orthogonal 2n1x3n2 mixed factorial designs of median-resolution
by Liao, C. T.
- 413-419 Strong laws for weighted sums of i.i.d. random variables
by Sung, Soo Hak
- 421-426 On the Fisher information in randomly censored data
by Zheng, Gang & Gastwirth, Joseph L.
- 427-439 Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings
by Bishwal, J. P. N.
- 441-450 On the expansion of the mean integrated squared error of a kernel density estimator
by van Es, Bert
April 2001, Volume 52, Issue 3
- 225-232 Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes
by Tanaka, Minoru & Shimizu, Kunio
- 233-242 Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models
by Falk, Michael & Reiss, Rolf-Dieter
- 243-248 An interval estimation procedure with deterministic stopping rule in Bayes sequential interval estimation
by Hwang, Leng-Cheng & Yang, Chia-Chen
- 249-253 A characterization of the factorization of hazard function by the Fisher information under Type II censoring with application to the Weibull family
by Zheng, Gang
- 255-264 Estimating the mean of a heavy tailed distribution
by Peng, Liang
- 265-270 On square-integrability of an AR process with Markov switching
by Yao, J.
- 271-277 On high-level exceedances of i.i.d. random fields
by Astrauskas, Arvydas
- 279-288 On the Markov property of a finite hidden Markov chain
by Spreij, Peter
- 289-299 Discrete Normal distribution and its relationship with Jacobi Theta functions
by Szablowski, Pawel J.
- 301-311 Exact asymptotic behaviour of the distribution of the supremum
by Sgibnev, M. S.
- 313-319 Monotonicity properties of certain expected extreme order statistics
by de la Cal, Jesús & Valle, Ana M.
- 321-327 Measuring conformability of probabilities
by Bravata, D. M. & Cottle, R. W. & Eaves, B. C. & Olkin, I.
- 329-340 On the properties for increments of a local time - a look through the set of limit points
by Wang, Wensheng
April 2001, Volume 52, Issue 2
- 115-124 General over-relaxation Markov chain Monte Carlo algorithms for Gaussian densities
by Barone, Piero & Sebastiani, Giovanni & Stander, Julian
- 125-133 Large sample distribution of the likelihood ratio test for normal mixtures
by Chen, Hanfeng & Chen, Jiahua
- 135-144 On the correspondence between population-averaged models and a class of cluster-specific models for correlated binary data
by Sashegyi, Andreas I. & Brown, K. Stephen & Farrell, Patrick J.
- 145-154 Better Buehler confidence limits
by Kabaila, Paul
- 155-168 Sharp constants in the Poisson approximation
by Roos, Bero
- 169-175 Data graduation based on statistical time series methods
by Guerrero, Víctor M. & Juárez, Rodrigo & Poncela, Pilar
- 177-181 On sampling the degree-of-freedom of Student's-t disturbances
by Watanabe, Toshiaki
- 183-188 On the equation [mu]t+s=[mu]s*Ts[mu]t
by Schmuland, Byron & Sun, Wei
- 189-197 Some results on asymptotics in adaptive cluster sampling
by Di Consiglio, L. & Scanu, M.
- 199-206 Assessing the covariance function in geostatistics
by Militino, Ana F. & Ugarte, M. Dolores
- 207-213 Sharp distribution-free bounds on the bias in estimating quantiles via order statistics
by Okolewski, Andrzej & Rychlik, Tomasz
- 215-224 Optimal designs for testing the functional form of a regression via nonparametric estimation techniques
by Biedermann, Stefanie & Dette, Holger
March 2001, Volume 52, Issue 1
- 1-8 About the absolute continuity and orthogonality for two probability measures
by Darwich, A. R.
- 9-19 Estimating quantiles of a selected exponential population
by Kumar, Somesh & Kar, Aditi
- 21-28 Space-time analysis using a general product-sum model
by Iaco, S. De & Myers, D. E. & Posa, D.
- 29-34 Optimal design of experiments subject to correlated errors
by Pázman, Andrej & G. Müller, Werner
- 35-45 A geometric approach to singularity for Hilbert space-valued SDEs
by Kim, Yoon Tae
- 47-57 Survival function and density estimation for truncated dependent data
by Sun, Liuquan & Zhou, Xian
- 59-67 A higher-order approximation to likelihood inference in the Poisson mixed model
by C. Sutradhar, Brajendra & Das, Kalyan
- 69-72 On estimating the slope of increasing boundaries
by U. Park, Byeong
- 73-78 Bounds for optimal stopping values of dependent random variables with given marginals
by Müller, Alfred
- 79-84 Multiscale percolation on k-symmetric mosaic
by Menshikov, M. V. & Popov, S. Yu. & Vachkovskaia, M.
- 85-89 A roughness-penalty view of kernel smoothing
by Huang, Li-Shan
- 91-100 Large deviations for heavy-tailed random sums in compound renewal model
by Tang, Qihe & Su, Chun & Jiang, Tao & Zhang, Jinsong
- 101-107 Tightness and weak convergence for jump processes
by Gut, Allan & Janson, Svante
- 109-113 Minimum Riemannian risk equivariant estimator for the univariate normal model
by García, Gloria & M. Oller, Josep
February 2001, Volume 51, Issue 4
- 319-325 Moments of skew-normal random vectors and their quadratic forms
by Genton, Marc G. & He, Li & Liu, Xiangwei
- 327-336 Variable selection by stepwise slicing in nonparametric regression
by Kulasekera, K. B.
- 337-343 Asymptotic theory for Box-Cox transformations in linear models
by Cho, Kwanho & Yeo, In-Kwon & Johnson, Richard A. & Loh, Wei-Yin
- 345-350 Prediction interval estimation in transformed linear models
by Cho, Kwanho & Yeo, In-Kwon & Johnson, Richard A. & Loh, Wei-Yin
- 351-359 A central limit theorem for nonuniform [phi]-mixing random fields with infinite variance
by Maltz, Alberto L.
- 361-368 Robust estimation of the conditional median function at elliptical models
by Croux, Christophe & Dehon, Catherine & Rousseeuw, Peter J. & Aelst, Stefan Van
- 369-375 Some quantitative relationships between two types of finite sample breakdown point
by Zuo, Yijun
- 377-388 Properties of selected subset diagnostics in regression
by Jensen, D. R.
- 389-396 Stochastic orders of the sums of two exponential random variables
by Chang, Kuo-Hwa
- 397-408 An Esséen-type inequality for probability density functions, with an application
by Roussas, George G.
- 409-414 On the propriety of a modified Jeffreys's prior for variance components in binary random effects models
by Natarajan, Ranjini
- 415-421 Multifold sumsets and fast decreasing of concentration functions
by Fainleib, A. S.
- 423-429 Maximum likelihood estimation of a change-point for exponentially distributed random variables
by Fotopoulos, Stergios & Jandhyala, Venkata
February 2001, Volume 51, Issue 3
- 207-213 The Euler scheme for Hilbert space valued stochastic differential equations
by Fierro, Raúl & Torres, Soledad
- 215-223 A functional modulus of continuity for a Wiener process
by Chen, Bin & Csörgo, Miklós
- 225-234 On the estimation of spread rate for a biological population
by Clark, Jim & Horváth, Lajos & Lewis, Mark
- 235-243 Large and moderate deviations upper bounds for the Gaussian autoregressive process
by Worms, Julien
- 245-251 Optimal bandwidths for kernel density estimators of functions of observations
by A. Ahmad, Ibrahim & Fan, Yanqin
- 253-261 A nonparametric least-squares test for checking a polynomial relationship
by Gijbels, Irène & Rousson, Valentin
- 263-267 On the large deviation principle for the almost sure CLT
by Lifshits, M. A. & Stankevich, E. S.
- 269-276 Limit behaviour of sums of independent random variables with respect to the uniform p-adic distribution
by Khrennikov, Andrei
- 277-284 Estimating one of two normal means when their difference is bounded
by van Eeden, Constance & V. Zidek, James
- 285-291 Fluctuations of a super-Brownian motion with randomly controlled immigration
by Hong, Wenming & Li, Zenghu
- 293-298 First passage times on zero and one and natural exponential families
by C. Kokonendji, Célestin
- 299-305 A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent process
by Kim, Tae-Sung & Baek, Jong-Il
- 307-318 Weighted Nadaraya-Watson regression estimation
by Cai, Zongwu
January 2001, Volume 51, Issue 2
- 101-109 Semi-parametric estimation of long-range dependence index in infinite variance time series
by Peng, Liang
- 111-119 Preservation of some likelihood ratio stochastic orders by order statistics
by Lillo, Rosa E. & Nanda, Asok K. & Shaked, Moshe
- 121-130 L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term
by Lu, Zudi & Jiang, Zhenyu
- 131-141 Asymptotics for linear random fields
by Marinucci, D. & Poghosyan, S.
- 143-153 An alternative definition of the influence function
by Schlittgen, Rainer & Schwabe, Rainer
- 155-164 Convergence of randomly weighted sums of Banach space valued random elements and uniform integrability concerning the random weights
by Hu, Tien-Chung & Cabrera, Manuel Ordóñez & Volodin, Andrei I.
- 165-172 GR-estimates for an autoregressive time series
by Terpstra, Jeffrey T. & McKean, Joseph W. & Naranjo, Joshua D.
- 173-179 Boundary singularity problem of some nonlinear elliptic equations
by Ren, Yanxia
- 181-187 Almost sure limit points of record values from two independent populations
by Nayak, S. S. & Zalki, Madhusudhan
- 189-196 An estimator of the number of change points based on a weak invariance principle
by Kühn, Christoph
- 197-206 Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
by Mémin, Jean & Mishura, Yulia & Valkeila, Esko
January 2001, Volume 51, Issue 1
- 1-8 Understanding average Brownian exit time
by Kinateder, Kimberly K. J.
- 9-14 Estimating and modeling space-time correlation structures
by Cesare, L. De & Myers, D. E. & Posa, D.
- 15-23 On asymptotic differentiability of averages
by Schick, Anton
- 25-34 A stratified sampling model in spherical feature inspection using coordinate measuring machines
by Fang, Kai-Tai & Wang, Song-Gui & Wei, Gang
- 35-39 The size of diagonal two-order Gaussian chaoses
by Heinrich, P.
- 41-46 On weighted design optimality criteria and response surface parameterizations
by Butler, Neil A.
- 47-51 A remark on quadrant normal probabilities in high dimensions
by Rinott, Yosef & Rotar, Vladimir
- 53-61 Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals
by Martinsek, Adam T.
- 63-69 A uniform strong law of large numbers for U-statistics with application to transforming to near symmetry
by Yeo, In-Kwon & Johnson, Richard A.
- 71-78 On a certain class of nonparametric density estimators with reduced bias
by Naito, Kanta
- 79-85 On efficient estimation of invariant density for ergodic diffusion processes
by Negri, Ilia
- 87-92 High breakdown analogs of the trimmed mean
by Olive, David J.
- 93-99 Characterizations of distributions via the stochastic ordering property of random linear forms
by Lin, Gwo Dong & Hu, Chin-Yuan
December 2000, Volume 50, Issue 4
- 313-321 Some results on the proportional reversed hazards model
by Crescenzo, Antonio Di
- 323-329 Local likelihood ratio tests in the normal mixture model
by Wu, Yanhong & Xu, Yongxia
- 331-342 Minimum Hellinger distance estimation for supercritical Galton-Watson processes
by Sriram, T. N. & Vidyashankar, A. N.
- 343-349 Saddlepoint approximation at the edges of a conditional sample space
by Kolassa, John E.
- 351-356 On the fluctuations of independent copies of moving maxima
by Nayak, S. S. & Zalki, Madhusudhan
- 357-363 Maximal inequalities for demimartingales and a strong law of large numbers
by Christofides, Tasos C.
- 365-374 Arch model with Box-Cox transformed dependent variable
by Sarkar, Nityananda
- 375-381 An iterative approximation procedure for the distribution of the maximum of a random walk
by Stadje, Wolfgang
- 383-388 On finding mixed orthogonal arrays of strength 2 with many 2-level factors
by DeCock, Dean & Stufken, John
- 389-395 Bootstrap tests for unit roots in seasonal autoregressive models
by Psaradakis, Zacharias
- 397-400 A note on random fields forming conditional bases
by Bansal, Naveen & Hamedani, G. G. & Zhang, Hao
- 401-407 Random dynamical systems arising from iterated function systems with place-dependent probabilities
by Kwiecinska, Anna A. & Slomczynski, Wojciech
- 409-416 Subadditive ergodic theorems for random sets in infinite dimensions
by Hansen, Jennie C. & Hulse, Paul
November 2000, Volume 50, Issue 3
- 207-218 Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE
by Shin, Dong Wan & Oh, Man-Suk
- 219-228 Some pathological regression asymptotics under stable conditions
by Koenker, Roger & Portnoy, Stephen
- 229-235 A multivariate central limit theorem for continuous local martingales
by van Zanten, Harry
- 237-243 The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions
by Forchini, G.
- 245-255 Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
by Bardina, Xavier & Jolis, Maria & Rovira, Carles
- 257-263 ANOCOVA models with measurement errors
by Bolfarine, Heleno & de Castro, Mário
- 265-271 Random vectors with HNBUE-type marginal distributions
by Pellerey, Franco
- 273-278 A note on almost sure exponential stability for stochastic partial functional differential equations
by Liu, Kai & Truman, Aubrey
- 279-284 Minimax lower bounds and moduli of continuity
by Jongbloed, Geurt
- 285-291 Random fractals generated by oscillations of the uniform empirical process
by Dindar, Zacharie
- 293-304 Random motions, classes of ergodic Markov chains and beta distributions
by Stoyanov, Jordan & Pirinsky, Christo
- 305-312 Strong laws for the maximal gain over increasing runs
by Frolov, Andrei & Martikainen, Alexander & Steinebach, Josef
November 2000, Volume 50, Issue 2
- 105-114 Availability of a system maintained through several imperfect repairs before a replacement or a perfect repair
by Biswas, Atanu & Sarkar, Jyotirmoy
- 115-120 When do best confidence limits exist?
by Kabaila, Paul & Lloyd, Chris J.
- 121-129 Stochastic orders based on the Laplace transform and infinitely divisible distributions
by Bartoszewicz, Jaroslaw
- 131-135 Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions
by Klaassen, Chris A. J. & Mokveld, Philip J. & van Es, Bert
- 137-147 On bootstrapping L2-type statistics in density testing
by Neumann, Michael H. & Paparoditis, Efstathios
- 149-154 Fortet-Mourier norms associated with some iterated function systems
by Zaharopol, Radu
- 155-163 Characterization of weak limits of randomly indexed sequences
by Krajka, A.
- 165-178 Minimum cost dead band adjustment schemes under tool-wear effects and delayed dynamics
by Luceño, Alberto
- 179-186 Exchangeable cluster binary data correlation coefficient estimation with generalized estimating equations
by Tsou, Tsung-Shan
- 187-191 Sequential selection with a better-than-average rule
by Preater, J.
- 193-201 Testing lattice conditional independence models based on monotone missing data
by Wu, Lang & Perlman, Michael D.
October 2000, Volume 50, Issue 1
- 1-12 Asymptotic normality of the kernel estimate of a probability density function under association
by Roussas, George G.
- 13-21 Invariant probability measures for a class of Feller Markov chains
by Costa, O. L. V. & Dufour, F.
- 23-32 Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
by Wan, Alan T. K. & Zou, Guohua & Lee, Andy H.
- 33-38 A note on decision theoretic estimation of ordered parameters
by Iliopoulos, George
- 39-47 Characterization of maximum probability points in the Multivariate Hypergeometric distribution
by Requena, F. & Ciudad, N. Martin
- 49-53 A note on breakdown theory for bootstrap methods
by Hu, Feifang & Hu, Jianhua
- 55-62 Asymptotic reliability of a linearly connected system with an infinite number of components
by Costa Bueno, Vanderlei da
- 63-73 Finite sample performance of density estimators from unequally spaced data
by Vilar, José A. & Vilar, Juan M.
- 75-81 Lower bounds for the variance in certain nonregular distributions
by Barranco-Chamorro, I. & López-Blázquez, F. & Moreno-Rebollo, J. L.
- 83-88 A Bayesian decision rule for remediation actions at toxic waste sites
by Chen, Ling & Shao, Jun
- 89-95 Estimating future stage entry and occupation probabilities in a multistage model based on randomly right-censored data
by Datta, Somnath & Satten, Glen A.
- 97-103 A pair of estimating equations for a mean vector
by Yanagimoto, Takemi
October 2000, Volume 49, Issue 4
- 313-322 Testing for sufficient follow-up in survival data
by Shen, Pao-sheng
- 323-329 Sharp linear and block shrinkage wavelet estimation
by Efromovich, Sam
- 331-336 A note on weak viability for controlled diffusion
by Mazliak, Laurent
- 337-344 The distribution of increasing l-sequences in random permutations: a Markov chain approach
by Johnson, Brad C. & Fu, James C.
- 345-354 Smoothed Langevin proposals in Metropolis-Hastings algorithms
by Skare, Øivind & Benth, Fred Espen & Frigessi, Arnoldo
- 355-363 Multiple modes in densities with normal conditionals
by Arnold, Barry C. & Castillo, Enrique & Sarabia, José María & González-Vega, Laureano
- 365-375 Exchangeable mixture models for lifetimes: the role of "occupation numbers"
by Gerardi, Anna & Spizzichino, Fabio & Torti, Barbara
- 377-385 Dynamic graphical models and nonhomogeneous hidden Markov models
by Lacruz, Beatriz & Lasala, Pilar & Lekuona, Alberto
- 387-392 A note on gamma random variables and Dirichlet series
by Jurek, Zbigniew J.
- 393-400 Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean
by Kim, Jeankyung
- 401-410 V-Subgeometric ergodicity for a Hastings-Metropolis algorithm
by Fort, Gersende & Moulines, Eric
- 411-416 Calculation of critical values for Dunnett and Tamhane's step-up multiple test procedure
by Kwong, K. S. & Liu, W.
September 2000, Volume 49, Issue 3
- 211-216 Estimation of the population total when the population size is unknown
by Ahmad, Manzoor & Alalouf, Serge & Chaubey, Yogendra P.
- 217-223 An Edgeworth expansion for the m out of n bootstrapped median
by Sakov, Anat & Bickel, Peter J.
- 225-233 Stability of the characterization of normal distribution in the Laha-Lukacs theorem
by Yanushkevichius, Romanas
- 235-244 On the strong convergence of the product-limit estimator and its integrals under censoring and random truncation
by He, Shuyuan & Yang, Grace L.
- 245-250 Strong law of large numbers for Markov chains field on a Bethe tree
by Yang, Weiguo & Liu, Wen
- 251-256 Can coverage of confidence intervals be used to judge the goodness of point estimators in finite population double sampling?
by Ding, A. Adam
- 257-261 The kurtosis coefficient and the linear discriminant function
by Peña, Daniel & Prieto, Francisco J.
- 263-269 Residual entropy and its characterizations in terms of hazard function and mean residual life function
by Asadi, Majid & Ebrahimi, Nader
- 271-276 Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal
by Young, Dean M. & Odell, Patrick L. & Hahn, William
- 277-283 Bayes inference for treatment effects with uncertain order constraints
by Madi, Mohamed T. & Leonard, Thomas & Tsui, Kam-Wah
- 285-290 The skew-Cauchy distribution
by Arnold, Barry C. & Beaver, Robert J.
- 291-297 On the number of equilibrium states in weakly coupled random networks
by Date, Akira & Hwang, Chii-Ruey & Sheu, Shuenn-Jyi
- 299-304 A limit property of random conditional probabilities
by Liu, Wen
- 305-311 Non-uniform bounds for geometric approximation
by Phillips, M. J. & Weinberg, Graham V.
August 2000, Volume 49, Issue 2
- 105-112 Large deviations inequalities for partial sums of random measures
by Bensaïd, Nadia & Jacob, Pierre
- 113-118 A note on logarithmic tail asymptotics and mixing
by Gantert, Nina
- 119-125 The intermediate arc-sine law
by Nikitin, Yakov & Orsingher, Enzo
- 127-134 On SDEs with marginal laws evolving in finite-dimensional exponential families
by Brigo, Damiano
- 135-138 Small variance of subgraph counts in a random tournament
by Andersson, Pontus
- 139-148 On local estimating equations in additive multiparameter models
by Claeskens, Gerda & Aerts, Marc
- 149-153 Some identities on semimartingales local times
by Coquet, F. & Ouknine, Y.
- 155-161 A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function
by Chen, Zhenmin
- 163-173 On generalized Pólya urn models
by Kotz, Samuel & Mahmoud, Hosam & Robert, Philippe
- 175-179 D-optimal design for Becker's minimum polynomial
by Hilgers, Ralf-Dieter
- 181-193 A large deviation theorem for U-processes
by Serfling, Robert & Wang, Wenyang
- 195-204 Sequential change-point detection with likelihood ratios
by Gombay, Edit
- 205-209 Properties of Bayes testing procedures in order restricted inference
by Cohen, Arthur & Sackrowitz, H. B.
August 2000, Volume 49, Issue 1
- 1-7 An invertible transformation two-sample trimmed t-statistic under heterogeneity and nonnormality
by Guo, Jiin-Huarng & Luh, Wei-Ming
- 9-18 Limit theorems for nonparametric sample entropy estimators
by Song, Kai-Sheng
- 19-24 Limit behaviour for a subcritical bisexual Galton-Watson branching process with immigration
by González, M. & Molina, M. & Mota, M.
- 25-37 Simultaneous confidence intervals based on one-sided max t test
by Hirotsu, Chihiro & Srivastava, Muni S.
- 39-44 A stability property for probability measures on Abelian groups
by Carnal, H. & Feldman, G. M.
- 45-52 On positive and negative moments of the integral of geometric Brownian motions
by Donati-Martin, Catherine & Matsumoto, Hiroyuki & Yor, Marc
- 53-61 Test of tails based on extreme regression quantiles
by Jurecková, Jana
- 63-68 A reverse martingale property that characterizes the natural exponential family with quadratic variance function
by López-Blázquez, Fernando & Salamanca-Miño, Begoña
- 69-79 A central limit theorem for a random quadratic form of strictly stationary processes
by Gao, Jiti & Anh, Vo
- 81-91 Multisample tests for scale based on kernel density estimation
by Mizushima, Takamasa
- 93-103 An extension of the almost sure max-limit theorem
by Fahrner, Ingo