Statistics & Probability Letters
1994, Volume 20, Issue 1
- 69-73 Minimum disparity estimation in the errors-in-variables model
by Basu, Ayanendranath & Sarkar, Sahadeb
- 75-80 Infinite order V-statistics
by Shieh, Grace S.
- 81-84 The limit distribution of the concave majorant of an empirical distribution function
by Wang, Yazhen
1994, Volume 19, Issue 5
- 357-360 Breakdown versus efficiency -- Your perspective matters
by He, Xuming
- 361-370 Desirable properties, breakdown and efficiency in the linear regression model
by Davies, Laurie
- 371-379 Efficient high-breakdown M-estimators of scale
by Croux, Christophe
- 381-385 Small sample efficiency and exact fit for Cauchy regression models
by Morgenthaler, Stephan
- 387-398 The asymptotics of the least trimmed absolute deviations (LTAD) estimator
by Tableman, Mara
- 399-408 Effect of leverage on the finite sample efficiencies of high breakdown estimators
by Coakley, Clint W. & Mili, Lamine & Cheniae, Michael G.
- 409-415 Efficiency of MM- and [tau]-estimates for finite sample size
by Adrover, Jorge G. & Bianco, Ana M. & Yohai, Víctor J.
- 417-431 Unconventional features of positive-breakdown estimators
by Rousseeuw, Peter J.
1994, Volume 19, Issue 4
- 259-266 Rapid evaluation of the inverse of the normal distribution function
by Masaglia, George & Zaman, Arif & Marsaglia, John C. W.
- 267-269 Truncating sample weights reduces variance
by Yu, Kai Fun
- 271-279 On max domains of attraction of univariate p-max stable laws
by Subramanya, U. R.
- 281-284 Multivariate kurtosis in L1-sense
by Averous, Jean & Meste, Michel
- 285-290 A new proof on the distribution of the local time of a Wiener process
by Csörgo, Miklós & Shao, Qi-Man
- 291-297 On the product and the sum of random variables with arithmetic and non-arithmetic distributions
by Abt, Markus
- 299-305 Asymptotic representations for qualites of pooled samples
by Liu, Z. J. & Yin, Y. Q.
- 307-312 On disparity based goodness-of-fit tests for multinomial models
by Basu, Ayenendranath & Sarkar, Sahadeb
- 313-315 A conditional characterization of the multivariate normal distribution
by Arnold, Barry C. & Castillo, Enrique & Sarabia, Jose María
- 317-319 A feasible minimum risk estimator interpretation to Stein-rule estimators in linear regression model
by Srivastava, V. K. & Srivastava, A. K.
- 321-326 On multidimensional domains of attraction for stationary sequences
by Jakubowski, Adam
- 327-328 Moments do not determine tail
by Chao, Min-Te & Liang, Wen-Qi
- 329-337 The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
by Tableman, Mara
- 339-347 On predicting the finite population distribution function
by Bolfarine, Heleno & Sandoval, Mônica C.
- 349-354 An odd property of the sample median
by Cabrera, J. & Maguluri, G. & Singh, K.
1994, Volume 19, Issue 3
- 169-176 Bias correction in ARMA models
by Cordeiro, Gauss M. & Klein, Ruben
- 177-179 A convergence theorem for sums of dependent Hilbert space valued triangular arrays
by Zezhi, Li & Buchen, Zhang
- 181-187 A multiplicative bias reduction method for nonparametric regression
by Linton, Oliver & Nielsen, Jens Perch
- 189-194 Unit root tests for ARIMA(0, 1, q) models with irregularly observed samples
by Shin, Dong Wan & Sarkar, Sahadeb
- 195-198 The best lower bound of sample correlation coefficient with ordered restriction
by Hwang, Tea-Yuan & Hu, Chin-Yuan
- 199-204 A note on the generalization of Mathisen's median test
by Shetty, I. D. & Bhat, Sharada V.
- 205-216 Necessary and sufficient conditions for the multivariate bootstrap of the mean
by Sepanski, Steven J.
- 217-219 A note on the conditional distribution of X when X - y is given
by Bai, Z. D. & Shepp, Lawrence A.
- 221-231 A simple form of Bartlett's formula for autoregressive processes
by Cavazos-Cadena, Rolando
- 233-237 Possible sample paths of self-similar [alpha]-stable processes
by Samorodnitsky, Gennady
- 239-243 On a probabilistic generalization of Taylor's theorem
by Lin, Gwo Dong
- 245-248 Testing for Poissonity-normality vs. other infinite divisibility
by Gupta, A. K. & Móri, T. F. & Székely, G. J.
- 249-257 Estimation of the mean when data contain non-ignorable missing values from a random effects model
by Shih, Weichung J. & Quan, Hui & Chang, Myron N.
1994, Volume 19, Issue 2
- 85-89 On long runs of heads and tails
by Móri, Tamás F.
- 91-95 Quadratic location discriminant functions for mixed categorical and continuous data
by Krzanowski, W. J.
- 97-99 On a majorization inequality for sums of independent random vectors
by Pinelis, Iosif
- 101-109 Estimation of restricted regression model when disturbances are not necessarily normal
by Singh, R. Karan
- 111-114 Some results on covariance of function of order statistics
by Qi, Yong-cheng
- 115-117 A compact expression for the variance of sample second-order moments in multivariate linear relations -- an alternative proof of Satorra's result
by Neudecker, Heinz
- 119-127 Asymptotically best bandwidth selectors in kernel density estimation
by Kim, W. C. & Park, B. U. & Marron, J. S.
- 129-130 A counterexample to a conjecture on order statistics
by Li, Luning
- 131-136 The Pitman comparison of unbiased linear estimators
by Fountain, Robert L. & Keating, Jerome P.
- 137-142 A simple and competitive estimator of location
by Chan, Y. M. & He, Xuming
- 143-145 Singularity of two diffusion on [infinity]
by Zhang, Sixiang
- 147-151 On the calculation of standard error for quotation in confidence statements
by Chen, Song Xi & Hall, Peter
- 153-159 The Chibisov--O'Reilly theorem for empirical processes under contiguous measures
by Szyszkowicz, Barbara
- 161-165 Moments of order statistics of the Cantor distribution
by Hosking, J. R. M.
1994, Volume 19, Issue 1
- 1-4 Sufficient conditions for unimodality of the positive binomial likelihood function
by DeRiggi, Dennis
- 5-18 Improved maximum likelihood estimation for component reliabilities with Miyakawa--Usher--Hodgson--Guess' estimators under censored search for the cause of failure
by Gastaldi, Tommaso
- 19-26 Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
by Takahashi, Rinya
- 27-31 On the rate of almost sure convergence of Dümbgen's change-point estimators
by Ferger, Dietmar
- 33-38 Unbiased equivariant estimation of a common normal mean vector with one observation from each population
by Krishnamoorthy, K. & Pal, Nabendu
- 39-44 Criteria for the regularity of the sample functions of weakly harmonizable processes
by Moché, Raymond
- 45-49 A note on dichotomy theorems for integrals of stable processes
by Horváth, Lajos & Shao, Qi-Man
- 51-56 Specialised class L property and stationary autoregressive process
by Pillai, R. N. & Jayakumar, K.
- 57-63 On adaptive estimation of nonlinear functionals
by Efromovich, Sam
- 65-76 Testing goodness of fit of polynomial models via spline smoothing techniques
by Chen, Juei-Chao
- 77-84 On estimating the mean function of a Gaussian process
by Anilkumar, P.
1993, Volume 18, Issue 5
- 337-343 Admissibility of the Empirical Distribution Function in discrete nonparametric invariant problems
by Yu, Qiqing
- 345-348 On the absolute bias ratio of ratio estimators
by Meng, Xiao-Li
- 349-351 A triptych of discrete distributions related to the stable law
by Devroye, Luc
- 353-362 An extension of the Horvitz--Thompson theorem to point sampling from a continuous universe
by Cordy, Clifford B.
- 363-371 Selecting a double k-class estimator for regression coefficients
by Carter, R. A. L. & Srivastava, V. K. & Chaturvedi, A.
- 373-379 Subsampling quantile estimator majorization inequalities
by Kaigh, W. D. & Sorto, Maria Alejandra
- 381-382 On a problem of Andersson and Perlman
by Steel, M. A. & Wood, G. R.
- 383-388 Optimal robust credible sets for contaminated priors
by Sivaganesan, Siva & Berliner, L. Mark & Berger, James
- 389-395 On the distribution of functionals of stationary Gaussian processes
by Hornik, Kurt
- 397-403 Confidence interval estimation under some restrictions on the parameters with non-linear boundaries
by Gene Hwang, J. T. & Peddada, Shyamal D.
- 405-413 On the moving block bootstrap under long range dependence
by Lahiri, S. N.
- 415-420 A note on constructive procedure for unbiased controlled rounding
by Tiwari, Neeraj & Nigam, A. K.
1993, Volume 18, Issue 4
- 253-256 A remark on the connection between the large deviation principle and the central limit theorem
by Bryc, Wlodzimierz
- 257-263 Records generated by Markov sequences
by Adke, S. R.
- 265-270 Limit theorems for Markov random walks
by Tang, Loon Ching
- 271-278 Freeman--Tukey chi-squared goodness-of-fit statistics
by Read, Campbell B.
- 279-287 On the incubation distributions of the HIV epidemic
by Tan, W. Y.
- 289-296 Empirical Bayes analysis of the commercial loan evaluation process
by Leonard, Kevin J.
- 297-300 Two examples in the theory of large deviations
by Ioffe, Dmitry
- 301-305 A simple application of binomial--negative binomial relationship in the derivation of sharp bounds for moments of order statistics based on greatest convex minorants
by Balakrishnan, N.
- 307-312 The total time on test statistic and age-dependent censoring
by Cooke, Roger M.
- 313-314 Uniform distribution and sum modulo m of independent random variables
by Scozzafava, Paola
- 315-321 Hellinger distance and Kullback--Leibler loss for the kernel density estimator
by Kanazawa, Yuichiro
- 323-326 On the generalized Euler distribution
by Benkherouf, Lakdere & Alzaid, Abdulhamid A.
- 327-336 Density estimation by kernel and wavelets methods: Optimality of Besov spaces
by Kerkyacharian, Gérard & Picard, Dominique
1993, Volume 18, Issue 3
- 169-177 Appropriate penalties in the final prediction error criterion: a decision theoretic approach
by Zhang, Ping & Krieger, Abba M.
- 179-182 The asymptotic mean squared error of L-smoothing splines
by Abramovich, Felix P.
- 183-190 Testing for a unit root in autoregressive processes with systematic but incomplete sampling
by Shin, Dongwan & Pantula, Sastry G.
- 191-194 A lower bound for expectation of a convex functional
by Guo, Mei-Hui & Wei, Ching-Zong
- 195-203 A note on testing for a unit root in an ARIMA(p,1,0) signal observed with MA(q) noise
by Shin, Dongwan & Sarkar, Sahadeb
- 205-208 Sufficient conditions for treatment responders to have longer survival than non-responders
by Liu, P. Y. & Voelkel, Joseph O. & Crowley, John & Wolf, Michael
- 209-211 Efficiency and concentration inequalities on k
by Jensen, D. R.
- 213-218 Estimating error correlation in nonparametric regression
by Altman, Naomi Simone
- 219-225 On the distribution of supremum of diffusion local time
by Salminen, Paavo
- 227-232 On the uniform convergence of normalized Poisson mixtures to their mixing distribution
by Adell, JoséA. & de la Cal, Jesús
- 233-239 Regular variation and generalized domains of attraction in k
by Meerschaert, Mark M.
- 241-244 A note on robust estimation of location
by Chaudhuri, Probal & SenGupta, Debapriya
- 245-251 Maximum likelihood estimation in branching process with continuous state space
by Kale, Mohan M. & Deshmukh, S. R.
1993, Volume 18, Issue 2
- 85-89 Pitman closeness for Stein-rule estimators of regression coefficients
by Srivastava, A. K. & Srivastava, V. K.
- 91-103 Intervention analysis with nonlinear dependent noise variation
by Sarkar, A. & Kartikeyan, B.
- 105-112 On a counting variable in the theory of discrete-parameter Markov chains
by Csenki, Attila
- 113-120 Estimating coefficients of two-phase linear regression model with autocorrelated errors
by Lee, Tze-San
- 121-123 Convergence of random power series with pairwise independent Banach-space-valued coefficients
by Roters, Markus
- 125-128 A resampling design for computing high-breakdown regression
by Rousseeuw, Peter J.
- 129-135 On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals
by Pérez, Josefa Linares
- 137-146 A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression
by Forbes, Andrew B. & Santner, Thomas J.
- 147-151 When will the sample paths be step function for two-parameter stochastic processes
by Zhou, Xiao-Wen & Zhou, Jian-Wei
- 153-161 Sooner and later waiting time problems for Markovian Bernoulli trials
by Balasubramanian, K. & Viveros, R. & Balakrishnan, N.
- 163-168 Bayesian interim analysis of censored exponential observations
by Geisser, Seymour
1993, Volume 18, Issue 1
- 1-7 Derivations of the compound Poisson distribution and process
by Wang, Y. H. & Ji, Shuixin
- 9-12 A note on the asymptotic distribution of the F-statistic for random variables with infinite variance
by Runde, Ralf
- 13-17 Asymptotic theory of least squares estimator of a particular nonlinear regression model
by Kundu, Debasis
- 19-25 A note on the asymptotic variance of survival function in the semi-Markov model
by Malani, Hina M. & Redfearn, William J. & Nielsen, Jens Perch
- 27-32 An extension of the information inequality and related characterizations
by Papathanasiou, V.
- 33-40 Some confidence intervals arising from weak lp spaces
by Heinkel, Bernard
- 41-48 Constructions of nested group divisible designs
by Duan, Xiaoping & Kageyama, Sanpei
- 49-55 A random field approach to weak convergence of processes
by Gorostiza, Luis G. & Rebolledo, Rolando
- 57-64 The size of the averages of strongly mixing random variables
by Rieders, Eric
- 65-72 On the moments of certain stochastic integrals
by Goldstein, Larry & McCabe, Brendan
- 73-84 Second order asymptotic efficiency in a partial linear model
by Hua, Liang & Ping, Cheng
1993, Volume 17, Issue 5
- 337-341 A note on moments of variables summing to normal order statistics
by Song, Ruiguang & Deddens, James A.
- 343-350 Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
by Balakrishnan, N.
- 351-354 On estimating the total rate of the unobserved processes
by Nayak, Tapan K.
- 355-360 Examples of inconsistent Bayes procedures based on observations on dynamical systems
by Berliner, L. Mark & MacEachern, Steven N.
- 361-368 Multivariate distributions with generalized Pareto conditionals
by Arnold, Barry C. & Castillo, Enrique & Sarabia, Jose María
- 369-375 Note on the Schrödinger equation and I-projections
by Rüschendorf, L. & Thomsen, W.
- 377-385 A simple proof for the Kalman-Bucy smoothed estimate formula
by Rutkowski, Marek
- 387-394 A note on nonlinear stochastic equations in Hilbert spaces
by Gatarek, Dariusz
- 395-398 On mutual independence
by Wise, Gary L. & Hall, Eric B.
- 399-404 A simple condition for asymptotic optimality of linear predictions of random fields
by Stein, Michael L.
- 405-409 Minimal number of support points for mini-max optimal designs
by Wong, Weng Kee
- 411-414 Asymptotically design-unbiased predictors for two-stage sampling
by Rodrigues, Josemar
- 415-419 Kendall's [tau] is equal to the correlation coefficient for the BVE distribution
by deB. Edwardes, Michael D.
1993, Volume 17, Issue 4
- 253-257 On distributions of random closed sets and expected convex hulls
by Molchanov, Ilya S.
- 259-263 A note on the multivariate Box--Cox transformation to normality
by Velilla, Santiago
- 265-271 Exact fit points under simple regression with replication
by Coakley, Clint W. & Mili, Lamine
- 273-279 The characteristic functions of spherical matrix distributions
by Li, Run-Ze
- 281-285 On the large deviation principle for a quadratic functional of the autoregressive process
by Bryc, Wlodzimierz & Smolenski, Wlodzimierz
- 287-291 An EDG/3 scheme having 5 associate classes
by Gupta, Sudhir & Sinha, Kishore
- 293-298 Hellinger distance and Akaike's information criterion for the histogram
by Kanazawa, Yuichiro
- 299-302 Comments on some papers involving the integrated Cauchy functional equation
by Fosam, E. B. & Rao, C. R. & Shanbhag, D. N.
- 303-305 A note on sufficiency and conditional inference
by Severini, Thomas A.
- 307-313 On Chiang's explicit solutions for the Kolmogorov differential equations
by Shen, Larry Zaiqian
- 315-319 On characterizations of exponential and gamma distributions
by Alamatsaz, M. H.
- 321-328 Alternative estimators for the variance of several normal populations
by Madi, Mohamed T.
- 329-335 Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums
by Hürlimann, Werner
1993, Volume 17, Issue 3
- 169-172 A note on uniform laws of averages for dependent processes
by Nobel, Andrew & Dembo, Amir
- 173-178 Cramer-Rao bounds for posterior variances
by Ghosh, Malay
- 179-187 Some remarks on compound nonhomogeneous Poisson processes
by Chen, C. S. & Savits, T. H.
- 189-198 On the preservation of some pure-tail orderings by reliability operations
by Rojo, Javier
- 199-204 Testing the equality of nonparametric regression curves
by Delgado, Miguel A.
- 205-209 Ratio prophet inequalities for convex functions of partial sums
by Klass, Michael J.
- 211-220 A transient solution method for semi-Markov systems
by Limnios, N.
- 221-224 A note on the simple random walk in the plane
by Fotopoulos, S. B. & Downham, D. Y.
- 225-230 Characterizations of identically distributed independent random variables using order statistics
by Bapat, R. B. & Kochar, Subhash C.
- 231-236 A slowly mixing Markov chain with implications for Gibbs sampling
by Matthews, Peter
- 237-244 Limiting distribution of roots with differential rates of convergence
by Remadi, Sellem & Amemiya, Yasuo
- 245-251 Pitman's measure of closeness for symmetric stable distributions
by Bose, Sudip & Datta, Gauri Sankar & Ghosh, Malay
1993, Volume 17, Issue 2
- 85-89 On the characterization of a class of binary operations on distribution functions
by Alsina, Claudi & Nelsen, Roger B. & Schweizer, Berthold
- 91-95 A central limit theorem with random indices for stationary linear processes
by Fakhre-Zakeri, Issa & Farshidi, Jamshid
- 97-104 Comparison of the mean per unit and ratio estimators under a simple applications-motivated model
by Page, Connie & Kreling, David & Matsumura, Ella Mae
- 105-111 On the central limit theorem in D[0, 1]
by Bloznelis, M. & Paulauskas, V.
- 113-121 Estimators of slopes in linear errors-invariables regression models when the predictors have known reliability matrix
by Gleser, Leon Jay
- 123-125 A combinatorial theorem for a class of residual treatment effects designs
by Mashouri, Gh. & Vartak, M. N. & Aggarwal, M. L.
- 127-137 Analysis of structural equation models with interval and polytomous data
by Poon, Wai-Yin & Leung, Yin-Ping
- 139-148 Weak and strong quantile representations for randomly truncated data with applications
by Gürler, Ülkü & Stute, Winfried & Wang, Jane-Ling
- 149-156 Limitations of the rank transform procedure: A study of repeated measures designs, Part II
by Akritas, Michael G.
- 157-161 Limit theorems for symmetric statistics of exchangeable random variables
by Mandrekar, V. & Patterson, R. F.
- 163-168 Sensitivity of finite Markov chains under perturbation
by Seneta, E.
1993, Volume 17, Issue 1
- 1-12 Quadratic variation of the local time of a random walk
by Földes, Antónia & Révész, Pál
- 13-17 Limit laws for Brownian motion conditioned to reach a high level
by Klass, Michael & Pitman, Jim
- 19-25 Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate
by Chukova, Stefanka & Dimitrov, Boyan & Garrido, José
- 27-34 A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion
by El-Nouty, Charles
- 35-38 Estimation of reliability in a shock model for a two component system
by Kunchur, S. H. & Munoli, Surekha B.
- 39-41 UMPU test for state dependence of a parameter in a linear birth process
by Muddapur, M. V.
- 43-48 Bootstrapping the mean of a symmetric population
by Cao, Ricardo & Prada-Sánchez, JoséManuel
- 49-52 A new look at the relationship between Edgeworth expansion and saddlepoint approximation
by Monti, Anna Clara
- 53-60 An EM algorithm for a mixture model of count data
by Fong, Daniel Y. T. & Yip, Paul
- 61-66 A note on inference for the mean parameter of the gamma distribution
by Wong, Augustine C. M.
- 67-71 Invariant tests for uniformity on the vertices of a regular polygon
by Watson, Geoffrey S.
- 73-83 Multiple integrals with respect to L-mixing processes
by Gerencsér, László
1993, Volume 16, Issue 5
- 337-342 Imprecise conjugate prior densities for the one-parameter exponential family of distributions
by Coolen, F. P. A.
- 343-345 On the conservatism of the Tukey-Kramer multiple comparison procedure
by Somerville, Paul N.
- 347-354 How long does it take to see a flat Brownian path on the average?
by Lewis, Thomas M. & Li, Wenbo V.
- 355-359 On relations between prediction error covariance of univariate and multivariate processes
by Pourahmadi, Mohsen
- 361-368 Optimal stopping in urn models with payoff depending on maximal observed element
by Samuel-Cahn, Ester
- 369-377 On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes
by Krishnaiah, Y. S. Rama
- 379-390 Asymptotic law in sequential estimation of a change point
by de Cambry, O.
- 391-395 Worthy martingales and integrators
by Merzbach, Ely & Zakai, Moshe
- 397-405 Data-dependent bandwidth choice for a grade density kernel estimate
by Cwik, Jan & Mielniczuk, Jan
- 407-410 A note on monotonicity in optimal multiple stopping problems
by Preater, J.
- 411-420 Regression transformation diagnostics in transform-both-sides model
by Shih, Jian-Qing
1993, Volume 16, Issue 4
- 253-258 A model selection procedure for time series with seasonality
by Franses, Philip Hans
- 259-268 Handling spuriosity in the Kalman filter
by Lin, Dennis K. J. & Guttman, Irwin
- 269-278 Some results on the representation of measures of location and spread as L-functionals
by Giovagnoli, Alessandra & Regoli, Giuliana
- 279-287 Complete convergence for [alpha]-mixing sequences
by Shao, Qi-Man