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Description: STATISTICS & PROBABILITY LETTERS adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. All areas of statistics and probability, including biostatistics ...
Series handle: RePEc:eee:stapro
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Content
October 2004, Volume 69, Issue 4
- 397-404 Some characterizations of uniform models
by Esteves, L.G. & Wechsler, S. & Iglesias, P.L.
- 405-419 Sub-fractional Brownian motion and its relation to occupation times
by Bojdecki, Tomasz & Gorostiza, Luis G. & Talarczyk, Anna
- 421-430 Maximum variance of Kth records
by Klimczak, Monika & Rychlik, Tomasz
- 431-437 Normal mixed difference matrix and the construction of orthogonal arrays
by Pang, Shanqi & Zhang, Yingshan & Liu, Sanyang
- 439-445 Large deviations of L1-error of empirical measures on partitions
by Esaulova, Veronika
- 447-450 On bounding the absolute mean value
by Arakelian, V. & Papathanasiou, V.
- 451-463 An efficient marginal integration estimator of a semiparametric additive modelling
by Moral, Ignacio & Rodriguez-Poo, Juan M.
- 465-475 Blowing number of a distribution for a statistics and loyal estimators
by Barbe, Ph. & Broniatowski, M.
September 2004, Volume 69, Issue 3
- 221-231 Properties of some bilinear models with periodic regime switching
by Bibi, Abdelouahab & Ringo Ho, Moon-ho
- 233-242 On the finite sample breakdown points of redescending M-estimates of location
by Chen, Zhiqiang & E. Tyler, David
- 243-252 Moments of Rand's C statistic in cluster analysis
by DuBien, Janice L. & Warde, William D. & Chae, Seong S.
- 253-259 Fitting multivariate responses using scalar trees
by Jesús Barcena, María & Tusell, Fernando
- 261-269 Almost sure limit theorems for U-statistics
by Holzmann, Hajo & Koch, Susanne & Min, Aleksey
- 271-285 Binomial approximation of Brownian motion and its maximum
by Carbone, Raffaella
- 287-297 Least-squares estimation and ANOVA for periodic autoregressive time series
by Shao, Q. & Ni, P.P.
- 299-303 On Gebelein's correlation coefficient
by Novak, S.Y.
- 305-314 Binned goodness-of-fit tests based on the empirical characteristic function
by Meintanis, S. & Ushakov, N. G.
- 315-332 Detection of structural changes in generalized linear models
by Antoch, Jaromír & Gregoire, Gérard & Jarusková, Daniela
- 333-342 Some properties of classes of life distributions with unknown age
by Ahmad, Ibrahim A.
- 343-356 U-type and factorial designs for nonparametric Bayesian regression
by Yue, Rong-Xian & Wu, Jing-Wen
- 357-368 Refined Baum-Katz laws for weighted sums of iid random variables
by Lanzinger, H. & Stadtmüller, U.
- 369-379 On semiparametric familial-longitudinal models
by Sneddon, Gary & Sutradhar, Brajendra C.
August 2004, Volume 69, Issue 2
- 117-128 Bivariate maximum insurance claim and related point processes
by Hashorva, Enkelejd
- 129-133 A note on nonparametric estimation for clustered data
by Huggins, Richard
- 135-142 Discordant outlier detection in the growth curve model with Rao's simple covariance structure
by Pan, Jianxin
- 143-149 Linear completeness in a continuous time Gauss-Markov model
by Ibarrola, P. & Pérez-Palomares, A.
- 151-160 sn-m Designs containing clear main effects or clear two-factor interactions
by Ai, Mingyao & Zhang, Runchu
- 161-170 Multistratum fractional factorial split-plot designs with minimum aberration and maximum estimation capacity
by Ai, Mingyao & Zhang, Runchu
- 171-174 Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian environments
by Takahashi, Hiroshi
- 175-187 Sharp bounds on expectations of kth record spacings from restricted families
by Danielak, Katarzyna & Raqab, Mohammad Z.
- 189-198 Improving the acceptance rate of reversible jump MCMC proposals
by Al-Awadhi, Fahimah & Hurn, Merrilee & Jennison, Christopher
- 199-211 Optimal multi-level supersaturated designs constructed from linear and quadratic functions
by Koukouvinos, C. & Stylianou, S.
- 213-219 New Stieltjes classes involving generalized gamma distributions
by Stoyanov, Jordan & Tolmatz, Leonid
August 2004, Volume 69, Issue 1
- 1-9 Solution to a functional equation and its application to stable and stable-type distributions
by Hamedani, G. G. & S. Key, Eric & Volkmer, Hans
- 11-20 Doubly penalized likelihood estimator in heteroscedastic regression
by Yuan, Ming & Wahba, Grace
- 21-27 On the robustness of the predictive distribution for sampling from finite populations
by Bose, Sudip
- 29-36 On simulating exchangeable sub-Gaussian random vectors
by Mohammadpour, Adel & Soltani, A. Reza
- 37-51 Adaptive simultaneous confidence intervals in non-parametric estimation
by Tribouley, Karine
- 53-61 Asymptotic inference for a nearly unstable sequence of stationary spatial AR models
by Baran, Sándor & Pap, Gyula & van Zuijlen, Martien C. A.
- 63-68 Asymptotics in the symmetrization inequality
by Geluk, Jaap
- 69-79 Maximal inequalities for the iterated fractional integrals
by Yan, Litan
- 81-89 A note on optimal designs for two or more treatment groups
by Han, Cong & Chaloner, Kathryn
- 91-103 Asymptotic expansions for the moments of the Gaussian random walk with two barriers
by Khaniyev, Tahir & Kucuk, Zafer
- 105-116 Some theory and the construction of mixed-level supersaturated designs
by Li, Peng-Fei & Liu, Min-Qian & Zhang, Run-Chu
July 2004, Volume 68, Issue 4
- 325-331 A minimax equivalence theorem for optimum bounded design measures
by Pronzato, Luc
- 333-345 On the optimization of the weighted Bickel-Rosenblatt test
by Chebana, Fateh
- 347-357 Local likelihood density estimation on random fields
by Lee, Y. K. & Choi, H. & Park, B. U. & Yu, K. S.
- 359-368 Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
by Herrmann, Eva & Ziegler, Klaus
- 369-382 Strong approximation for RCA(1) time series with applications
by Aue, Alexander
- 383-393 Path properties of a d-dimensional Gaussian process
by Lin, Zhengyan & Hwang, Kyo-Shin & Lee, Sungchul & Choi, Yong-Kab
- 395-405 Confidence intervals for quantiles in terms of record range
by Ahmadi, J. & Balakrishnan, N.
- 407-413 A note on asymptotic distribution of products of sums
by Lu, Xuewen & Qi, Yongcheng
- 415-419 A note on the paper of Khmaladze et al
by Balakrishnan, N. & Stepanov, A.
- 421-427 Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression
by Yin, Xiangrong & Dennis Cook, R.
- 429-434 On generalized projectivity of two-level screening designs
by Evangelaras, H. & Koukouvinos, C.
July 2004, Volume 68, Issue 3
- 209-220 Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes
by Hwang, S. Y. & Basawa, I. V.
- 221-234 The supremum of a Gaussian process over a random interval
by Debicki, Krzystof & Zwart, Bert & Borst, Sem
- 235-245 Fixed design regression quantiles for time series
by Ioannides, D. A.
- 247-258 The observed total time on test and the observed excess wealth
by Li, Xiaohu & Shaked, Moshe
- 259-265 Optimality of type I orthogonal arrays for general interference model with correlated observations
by Filipiak, K. & Markiewicz, A.
- 267-272 Formulation of the EM algorithm for a mixture of central and non-central [chi]2 distributions
by Hory, C.
- 273-286 Stability of a random diffusion with nonlinear drift
by Xi, Fubao
- 287-295 Maxima of sums and random sums for negatively associated random variables with heavy tails
by Wang, Dingcheng & Tang, Qihe
- 297-304 A remark about the norm of a Brownian bridge
by Yor, M. & Zambotti, L.
- 305-314 A new method of calibration for the empirical loglikelihood ratio
by Tsao, Min
- 315-323 Maximum likelihood estimation of dependence parameter using ranked set sampling
by Modarres, Reza & Zheng, Gang
June 2004, Volume 68, Issue 2
- 125-136 Spatial kernel regression estimation: weak consistency
by Lu, Zudi & Chen, Xing
- 137-147 Forecasting Markov-switching dynamic, conditionally heteroscedastic processes
by Davidson, James
- 149-160 On matricial measures of dependence in vector ARCH models with applications to diagnostic checking
by Duchesne, Pierre
- 161-168 An optimal strategy for sequential classification on partially ordered sets
by S. Ferguson, T.Thomas & Tatsuoka, Curtis
- 169-176 Bounds for the probability distribution function of the linear ACD process
by Fernandes, Marcelo
- 177-187 A test of goodness-of-fit based on Gini's index of spacings
by Jammalamadaka, S.R.S. Rao & Goria, M. N.
- 189-198 On optimal convergence rate of empirical Bayes tests
by Liang, T.C.Ta Chen
- 199-208 Products of double gamma, gamma and beta distributions
by Chamayou, J.-F.Jean-François
June 2004, Volume 68, Issue 1
- 1-7 A measure-theoretic approach to completeness of financial markets
by Irle, A.
- 9-15 Incomplete split-plot designs generated by some resolvable balanced designs
by Ozawa, Kazuhiro & Mejza, Stanislaw & Jimbo, Masakazu & Mejza, Iwona & Kuriki, Shinji
- 17-25 Further results on the orthogonal arrays obtained by generalized Hadamard product
by Pang, Shanqi & Zhang, Yingshan & Liu, Sanyang
- 27-37 A characterization of consistency of model weights given partial information in normal linear models
by Wong, Hubert & Clarke, Bertrand
- 39-49 Estimating the endpoint of a distribution in the presence of additive observation errors
by Goldenshluger, A. & Tsybakov, A.
- 51-60 Reflected Brownian bridge local time conditioned on its local time at the origin
by Gittenberger, Bernhard & Louchard, Guy
- 61-72 On a Pitman-Yor problem
by Iksanov, A.M.Aleksander M. & Kim, Che-Soong
- 73-82 A note on margin-based loss functions in classification
by Lin, Yi
- 83-90 Logconcavity and unimodality of progressively censored order statistics
by Cramer, Erhard
- 91-104 Wavelet estimation in varying-coefficient partially linear regression models
by Zhou, Xian & You, Jinhong
- 105-110 A GIC rule for assessing data transformation in regression
by Ip, Wai Cheung & Wong, Heung & Wang, Song-Gui & Jia, Z.-Z.Zhong-Zhen
- 111-123 Empirical quantile process under type-II progressive censoring
by Alvarez-Andrade, Sergio & Bordes, Laurent
May 2004, Volume 67, Issue 4
- 285-288 Uniform priors on convex sets improve risk
by Hartigan, J. A.
- 289-298 Almost sure convergence for -mixing random variable sequences
by Shixin, Gan
- 299-306 First-order seasonal autoregressive processes with periodically varying parameters
by Basawa, I. V. & Lund, Robert & Shao, Qin
- 307-310 A momentum-threshold autoregressive unit root test with increased power
by Cook, Steven
- 311-320 Mixture formulae for shot noise weighted point processes
by Gregori, P. & van Lieshout, M. N. M. & Mateu, J.
- 321-330 A note on the estimation of the initial number of susceptible individuals in the general epidemic model
by Huggins, Richard M. & Yip, Paul S. F. & Lau, Eric H. Y.
- 331-341 On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: a short proof
by Hariya, Yuu & Yor, Marc
April 2004, Volume 67, Issue 3
- 203-211 Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model
by Lai, Yi-Hsuan & Thompson, Peter & Chen, Lin-An
- 213-220 Random fields and the limit of their spectral densities: existence and bounds
by Shaw, Jason T.
- 221-231 Delay time in sequential detection of change
by Aue, Alexander & Horváth, Lajos
- 233-239 A generalization of the Borel-Cantelli Lemma
by Petrov, Valentin V.
- 241-247 Mean distance test of Poisson distribution
by Székely, Gábor J. & Rizzo, Maria L.
- 249-256 On existence of solutions of BSDEs with continuous coefficient
by Rozkosz, Andrzej
- 257-266 Tempered distributions and their application in computing conditional moments for normal mixtures
by Fotopoulos, Stergios B.
- 267-275 Maxisets for linear procedures
by Rivoirard, Vincent
- 277-284 Limiting distribution for subcritical controlled branching processes with random control function
by González, M. & Molina, M. & del Puerto, I.
April 2004, Volume 67, Issue 2
- 97-110 On influence assessment for LAD regression
by Sun, Rui-Bo & Wei, Bo-Cheng
- 111-119 Moment inequalities for B-valued random vectors with applications to the strong limit theorems
by Shixin, Gan
- 121-132 Minimum G2-aberration properties of two-level foldover designs
by Butler, Neil A.
- 133-140 Improved smoothing spline regression by combining estimates of different smoothness
by Lee, Thomas C. M.
- 141-148 On the behavior of the conditional expectations in skorohod representation theorem
by Crimaldi, Irene
- 149-159 Estimation of spectral density for seasonal time series models
by Shin, Dong Wan
- 161-171 On the simulation size and the convergence of the Monte Carlo EM algorithm via likelihood-based distances
by Eickhoff, Jens C. & Zhu, Jun & Amemiya, Yasuo
- 173-182 A measure of discrimination between past lifetime distributions
by Di Crescenzo, Antonio & Longobardi, Maria
- 183-192 Consistency for the least squares estimator in nonlinear regression model
by Shuhe, Hu
- 193-201 Choosing columns from the 12-run Plackett-Burman design
by Miller, A. & Sitter, R. R.
March 2004, Volume 67, Issue 1
- 1-7 Bounding the first passage time on an average
by De La Peña, Victor H. & Yang, Ming
- 9-17 Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data
by Cheng, Yu
- 19-25 A connection between successive comparisons and ranking procedures
by Chen, John T. & Hoppe, Fred M.
- 27-31 A computable version of the random signs problem and Kolmogorov complexity
by Dai, Jack Jie
- 33-45 Discrete random probability measures: a general framework for nonparametric Bayesian inference
by Ongaro, Andrea & Cattaneo, Carla
- 47-55 Optimal diallel cross designs for the interval estimation of heredity
by Ghosh, Himadri & Das, Ashish
- 57-63 Closure of NBU(2) class under the formation of parallel systems
by Li, Yulin
- 65-71 Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors
by Chang, In Hong & Mukerjee, Rahul
- 73-85 A central limit theorem for two-sample U-processes
by Neumeyer, Natalie
- 87-95 Minimization of shortfall risk in a jump-diffusion model
by Nakano, Yumiharu
March 2004, Volume 66, Issue 4
- 383-393 M-estimation for linear models with spatially-correlated errors
by Cui, Hengjian & He, Xuming & Ng, Kai W.
- 395-398 A note on an equivalence between chi-square and generalized skew-normal distributions
by Wang, Jiuzhou & Boyer, Joseph & Genton, Marc G.
- 399-405 On some conditions for complete convergence for arrays
by Kuczmaszewska, Anna
- 407-416 On the covariance properties of certain multiscale spatial processes
by Louie, Mary M. & Kolaczyk, Eric D.
- 417-421 On De Finetti coherence and Kolmogorov probability
by Borkar, V. S. & Konda, V. R. & Mitter, S. K.
- 423-434 Orthogonal block designs in two blocks for second degree K-model
by Aggarwal, M. L. & Singh, Poonam & Gupta, Nidhi
- 435-448 Estimation of a regression function with a sharp change point using boundary wavelets
by Park, Cheol-Woo & Kim, Woo-Chul
- 449-456 Large deviations for the growth rate of the support of supercritical super-Brownian motion
by Engländer, János
February 2004, Volume 66, Issue 3
- 213-219 On Pearson's residuals in generalized linear models
by Cordeiro, Gauss M.
- 221-227 Adding interior points to an existing Brownian sheet lattice
by Toth, Daniell
- 229-235 Convergence of posteriors for discretized log Gaussian Cox processes
by Waagepetersen, Rasmus
- 237-250 On random splitting of the interval
by Barrera, Javiera & Huillet, Thierry
- 251-257 Efficient and robust estimation for the one-sided stable distribution of index
by Besbeas, Panagiotis & J.T. Morgan, Byron
- 259-266 Some results regarding vertex-reinforced random walks
by Dai, Jack Jie
- 267-274 Condition numbers and D-efficiency
by Jensen, D. R.
- 275-288 Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes
by Faÿ, Gilles & Moulines, Eric & Soulier, Philippe
- 289-301 A power comparison between nonparametric regression tests
by Zhang, Chunming & Dette, Holger
- 303-313 The convexity method of proving moment-type inequalities
by Csiszar, Villo & Móri, Tamás F.
- 315-325 A new class of bivariate copulas
by Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel
- 327-334 Testing the Koziol-Green model against monotone conditional odds for censoring
by Kirmani, Syed N. U. A. & Dauxois, Jean-Yves
- 335-345 Efficient estimators for functionals of Markov chains with parametric marginals
by Penev, Spiridon & Peng, Hanxiang & Schick, Anton & Wefelmeyer, Wolfgang
- 347-354 Maximal inequalities for associated random variables and demimartingales
by Wang, Jianfeng
- 355-362 On the rate of convergence to asymptotic independence between order statistics
by Hürlimann, Werner
- 363-368 An example and a conjecture concerning scaling limits of superdiffusions
by Engländer, János
- 369-381 Further developments on sufficient conditions for negative dependence of random variables
by Hu, Taizhong & Yang, Jianping
January 2004, Volume 66, Issue 2
- 91-103 Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models
by Horváth, Lajos & Zitikis, Ricardas
- 105-115 On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models
by Bischoff, Wolfgang & Hashorva, Enkelejd & Hüsler, Jürg & Miller, Frank
- 117-125 Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors
by Fotopoulos, Stergios B. & Jandhyala, Venkata K.
- 127-133 On the generalization of negative binomial distribution
by Shishebor, Z. & Towhidi, M.
- 135-144 Canonical exponential models for analysis of association between two sets of variables
by Eshima, Nobuoki
- 145-151 On integrals with respect to Lévy processes
by Küchler, Uwe
- 153-160 Second-order covariance matrix of maximum likelihood estimates in generalized linear models
by Cordeiro, Gauss M.
- 161-169 Modified Nel and Van der Merwe test for the multivariate Behrens-Fisher problem
by Krishnamoorthy, K. & Yu, Jianqi
- 171-181 Approximating the negative moments of the Poisson distribution
by Jones, C. Matthew & Zhigljavsky, Anatoly A.
- 183-187 The 64-bit universal RNG
by Marsaglia, George & Tsang, Wai Wan
- 189-196 On robustness of maximum likelihood estimates for Poisson-lognormal models
by Weems, K. S. & Smith, P. J.
- 197-204 Large deviations for the empirical process of a symmetric measure: a lower bound
by Daras, Tryfon
- 205-212 A Quasi-residuals method in sliced inverse regression
by Tian, Maozai & Li, Guoying
January 2004, Volume 66, Issue 1
- 1-8 An optimal choice problem for uniform random variables seen simultaneously or sequentially with availability depending on the observation
by Lee, R.
- 9-17 The expected hitting times for graphs with cutpoints
by Haiyan, Chen & Fuji, Zhang
- 19-24 On the characterizing property of the convex conditional mean function
by Lillo, Rosa E.
- 25-34 A nonparametric test for the change of the density function in strong mixing processes
by Lee, Sangyeol & Na, Seongryong
- 35-44 A ratio inequality for Bessel processes
by Yan, Litan & Zhu, Bei
- 45-50 On Fatou-type lemma for monotone moments of weakly convergent random variables
by Kaluszka, M. & Okolewski, A.
- 51-57 Some results on generalized minimum aberration for symmetrical fractional factorial designs
by Qin, Hong & Chen, Yin-Bao
- 59-66 Asymptotic relationships between posterior probabilities and p-values using the hazard rate
by Gómez-Villegas, Miguel A. & Maín, Paloma & Sanz, Luis & Navarro, Hilario
- 67-79 Weighted empirical likelihood inference
by Wu, Changbao
- 81-90 On the asymptotic normality of the L1-error for Haar series estimates of Poisson point processes boundaries
by Girard, Stéphane
December 2003, Volume 65, Issue 4
- 279-290 Stochastic comparisons of Poisson and binomial random variables with their mixtures
by Misra, Neeraj & Singh, Harshinder & James Harner, E.
- 291-302 How the sojourn time distributions of Brownian motion are affected by different forms of conditioning
by Beghin, L. & Nikitin, Y. & Orsingher, E.
- 303-316 Sharp bounds for expectations of spacings from DDA and DFRA families
by Danielak, Katarzyna & Rychlik, Tomasz
- 317-329 Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes
by Bardina, Xavier & Jolis, Maria & Tudor, Ciprian A.
- 331-342 Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models
by Horváth, Lajos & Zitikis, Ricardas
- 343-351 A note on optimal designs for a two-part model
by Han, Cong
- 353-361 Counter-intuitive properties of the Kaplan-Meier estimator
by Nishikawa, Masako & Tango, Toshiro
- 363-368 A simple proof of the almost sure discreteness of a class of random measures
by James, Lancelot F.
- 369-377 Analyzing location and dispersion in unreplicated fractional factorials
by McGrath, Richard N. & Lin, Dennis K. J.
- 379-388 Extremes of geometric variables with applications to branching processes
by Mitov, Kosto V. & Pakes, Anthony G. & Yanev, George P.
- 389-399 Some results on constrained Bayes estimators
by Frey, Jesse & Cressie, Noel
- 401-410 Chover-type laws of the iterated logarithm for weighted sums
by Peng, Liang & Qi, Yongcheng
- 411-417 Total error in a plug-in estimator of level sets
by Baíllo, Amparo
- 419-432 On optimal choosing of one of the k best objects
by Porosinski, Zdzislaw
- 433-449 Local M-estimator for nonparametric time series
by Cai, Zongwu & Ould-Saïd, Elias
- 451-456 Extreme values of the tent map process
by Haiman, George
- 457-466 A unified Markov chain approach for computing the run length distribution in control charts with simple or compound rules
by C. Fu, James & Shmueli, Galit & Chang, Y. M.
November 2003, Volume 65, Issue 3
- 147-159 Censoring estimators of a positive tail index
by Gomes, M. Ivette & Oliveira, Orlando
- 161-163 Construction of mixed orthogonal arrays by juxtaposition
by Suen, Chung-Yi
- 165-175 Order relations of measures when avoiding decreasing sets
by Collet, Pierre & López, F. Javier & Martínez, Servet
- 177-185 Optimal rate of empirical Bayes tests for lower truncation parameters
by Li, Jianjun & S. Gupta, Shanti
- 187-193 On the E-optimality of certain class of block designs
by Srivastav, Sudesh K. & Shankar, Arti
- 195-198 On the probability of extinction of a Galton-Watson process
by Ghosh, Yashowanto N.
- 199-206 The best constant in the Topchii-Vatutin inequality for martingales
by Alsmeyer, Gerold & Rösler, Uwe
- 207-216 Asymptotics for polynomial spline regression under weak conditions
by Huang, Jianhua Z.
- 217-225 Data depth based on spatial rank
by Gao, Yonghong
- 227-232 The extended exponential power distribution and Bayesian robustness
by Choy, S. T. Boris & Walker, Stephen G.
- 233-239 Assessing practical significance of the proportional odds assumption
by Kim, Ji-Hyun
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