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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 ...
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Content
February 2002, Volume 56, Issue 3
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.
December 2001, Volume 55, Issue 3
- 227-238 Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique
by Clémençon, S. J. M.
- 239-246 On the distribution of the domination number for random class cover catch digraphs
by Priebe, Carey E. & DeVinney, Jason G. & Marchette, David J.
- 247-255 Extended covariance identities and inequalities
by Privault, Nicolas
- 257-268 Behaviour of Dickey-Fuller F-tests under the trend-break stationary alternative
by Sen, Amit
- 269-280 Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
by Cordeiro, Gauss M. & Botter, Denise A.
- 281-291 Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
by Guillas, Serge
- 293-299 Asymptotic properties of location estimators based on projection depth
by Kim, Jeankyung & Hwang, Jinsoo
- 301-309 On conditional compactly uniform pth-order integrability of random elements in Banach spaces
by Cabrera, Manuel Ordóñez & Volodin, Andrei I.
- 311-318 Consistency of nonparametric maximum likelihood estimation of a distribution function based on doubly interval-censored failure time data
by Fang, Hong-Bin & Sun, Jianguo
- 319-328 Generalised bootstrap in non-regular M-estimation problems
by Bose, Arup & Chatterjee, Snigdhansu
- 329-338 On the distribution of surplus immediately before ruin under interest force
by Yang, Hailiang & Zhang, Lihong
November 2001, Volume 55, Issue 2
- 113-124 On the number of points near the multivariate maxima
by Hashorva, Enkelejd & Hüsler, Jürg
- 125-135 Efficiency comparison of methods for estimation in longitudinal regression models
by Qu, Roger P. & Shao, Jun & Palta, Mari
- 137-145 Generalized edge frequency polygon for density estimation
by Dong, Jianping & Zheng, Chuang
- 147-158 L2-tests for sparse multinomials
by Liero, Hannelore
- 159-162 Concentration of capital--the product form of the Law of Large Numbers in L1
by Oleszkiewicz, Krzysztof
- 163-171 Two comparison theorems for nonlinear first passage times and their linear counterparts
by Alsmeyer, Gerold
- 173-180 Kernel density estimation: the general case
by Campos, V. S. M. & Dorea, C. C. Y.
- 181-186 An extension of the Erdös-Neveu-Rényi theorem with applications to order statistics
by Kaluszka, M. & Okolewski, A.
- 187-192 A note on the distribution of integrals of geometric Brownian motion
by Bhattacharya, Rabi & Thomann, Enrique & Waymire, Edward
- 193-203 Maximum likelihood estimation of a nonparametric signal in white noise by optimal control
by Milstein, G. N. & Nussbaum, M.
- 205-212 Improved Steffensen type bounds on expectations of record statistics
by Gajek, L. & Okolewski, A.
- 213-220 The mean radius of curvature of an exponential family
by Abdelhamid, Hassairi & Afif, Masmoudi
- 221-226 Species accumulation functions and pure birth processes
by Gorostiza, L. G. & Díaz-Francés, E.
November 2001, Volume 55, Issue 1
- 1-7 Likelihood estimation after nonparametric transformation
by Cheung, Ying-Kuen & Fine, Jason P.
- 9-17 Asymptotic local test for linearity in adaptive control
by Poggi, Jean-Michel & Portier, Bruno
- 19-27 Ordered sample from two-parameter GEM distribution
by Yamato, Hajime & Sibuya, Masaaki & Nomachi, Toshifumi
- 29-38 Perpetuities and asymptotic change-point analysis
by Baron, Michael & Rukhin, Andrew L.
- 39-44 A note on multivariate M-quantiles
by Breckling, Jens & Kokic, Philip & Lübke, Oliver
- 45-52 Convergence and symmetry of infinite products of independent random variables
by Simonelli, Italo
- 53-61 On the efficiency of extended generalized estimating equation approaches
by Sutradhar, Brajendra C. & Kumar, Pranesh
- 63-69 Strong ergodicity of monotone transition functions
by Zhang, Hanjun & Chen, Anyue & Lin, Xiang & Hou, Zhenting
- 71-82 Multivariate negative aging in an exchangeable model of heterogeneity
by Spizzichino, F. & Torrisi, G. L.
- 83-88 Statistical analysis of the inhomogeneous telegrapher's process
by Iacus, Stefano Maria
- 89-97 Some estimates of geometric sums
by Bon, Jean-Louis & Kalashnikov, Vladimir
- 99-105 How many moments can be estimated from a large sample?
by Kagan, Abram & Nagaev, Sergei
- 107-112 Stochastic comparisons of random minima and maxima from life distributions
by Bartoszewicz, Jaroslaw
October 2001, Volume 54, Issue 4
- 341-345 Selecting the best splits for classification trees with categorical variables
by Shih, Yu-Shan
- 347-356 Asymptotics for moving average processes with dependent innovations
by Wang, Qiying & Lin, Yan-Xia & Gulati, Chandra M.
- 357-362 On the exact asymptotic behaviour of the distribution of the supremum in the "critical" case
by Sgibnev, M. S.
- 363-371 Large deviations probabilities for a test of symmetry based on kernel density estimator
by Osmoukhina, Anna V.
- 373-379 Extremal limit laws for a class of bivariate Poisson vectors
by Coles, Stuart & Pauli, Francesco
- 381-387 Quadratic forms of skew-normal random vectors
by Loperfido, Nicola
- 389-395 Identifiability of cure models
by Li, Chin-Shang & Taylor, Jeremy M. G. & Sy, Judy P.
- 397-403 Estimating the marginal survival function in the presence of time dependent covariates
by Satten, Glen A. & Datta, Somnath & Robins, James
- 405-411 Efficiency of finite state space Monte Carlo Markov chains
by Mira, Antonietta
- 413-415 Maximum asymptotic variance of sums of finite Markov chains
by León, Carlos A.
- 417-425 Asymptotic results for FGM random sequences
by Hashorva, Enkelejd
- 427-435 Improved estimators for constrained Markov chain models
by Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang
- 437-447 Bayesian quantile regression
by Yu, Keming & Moyeed, Rana A.
October 2001, Volume 54, Issue 3
- 227-232 On some characterizations of spherical distributions
by Arellano-Valle, Reinaldo B.
- 233-241 Edgeworth expansions in Gaussian autoregression
by Marsh, Patrick
- 243-249 On the asymptotics of discrete order statistics
by Athreya, J. S. & Sethuraman, S.
- 251-259 Euler scheme for solutions of a countable system of stochastic differential equations
by San Martín, Jaime & Torres, Soledad
- 261-268 Modified bootstrap consistency rates for U-quantiles
by Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël
- 269-276 The distribution of the usual provider continuity index under Markov dependence
by Lou, W. Y. Wendy
- 277-282 Distribution functions of copulas: a class of bivariate probability integral transforms
by Nelsen, Roger B. & Quesada-Molina, José Juan & Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel
- 283-290 Wherefore similar tests?
by Cohen, Arthur & Sackrowitz, Harold B.
- 291-299 A new construction of random Colombeau distributions
by Çapar, Ulug & Aktuglu, Hüseyin
- 301-315 Bounds for means and variances of progressive type II censored order statistics
by Balakrishnan, N. & Cramer, E. & Kamps, U.
- 317-324 Subordination and self-decomposability
by Sato, Ken-iti
- 325-329 Convergence in probability of the Mallows and GCV wavelet and Fourier regularization methods
by Amato, Umberto & De Canditiis, Daniela
- 331-340 MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression
by Ohtani, Kazuhiro
September 2001, Volume 54, Issue 2
- 115-124 A note on estimating the diameter of a truncated moment class
by Tardella, Luca
- 125-135 A self-adaptive technique for the estimation of the multifractal spectrum
by Broniatowski, Michel & Mignot, Pascal
- 137-145 On the determination of robust settings in parameter design experiments
by Shirley Hou, X. & Wu, C. F. J.
- 147-152 A note on the difficulties associated with the analysis of capture-recapture experiments with heterogeneous capture probabilities
by Huggins, Richard
- 153-159 A note on kernel density estimators with optimal bandwidths
by Hjort, Nils Lid & Walker, Stephen G.
- 161-169 On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space
by Zhang, Xicheng
- 171-182 Some extremal type elliptical distributions
by Kotz, Samuel & Nadarajah, Saralees
- 183-187 A note on a theorem of Karlin
by Stenflo, Örjan
- 189-192 A characterization for orthogonal arrays of strength two via a regression model
by Chan, Ling-Yau & Fang, Kai-Tai & Mukerjee, Rahul
- 193-203 Moment bounds and central limit theorem for functions of Gaussian vectors
by Soulier, Philippe
- 205-214 Deconvolution with arbitrarily smooth kernels
by Cator, Eric A.
- 215-226 Normal approximation for quasi-associated random fields
by Bulinski, Alexander & Suquet, Charles
August 2001, Volume 54, Issue 1
- 1-3 The F-test of homoscedasticity for correlated normal variables
by Cacoullos, Theophilos
- 5-12 Rank estimating equations for random effects models
by Chen, Chu-chih
- 13-19 Exponential inequalities for two-parameter martingales
by Moret, Sílvia & Nualart, David
- 21-31 Distribution and expectation bounds on order statistics from possibly dependent variates
by Papadatos, Nickos
- 33-40 Cook's distance in local polynomial regression
by Kim, Choongrak & Lee, Yonjoo & Park, Byeong U.
- 41-45 A small sample calibration method for the empirical likelihood ratio
by Tsao, Min
- 47-60 Stochastic fractional-order differential models with fractal boundary conditions
by Ruiz-Medina, M. D. & Anh, V. V. & Angulo, J. M.
- 61-65 Uniqueness, consistency and optimality in spherical regression experiments
by Shin, Hwashin H. & Takahara, Glen K. & Murdoch, Duncan J.
- 67-73 On different topologies for set-indexing collections
by Aletti, Giacomo
- 75-78 Path continuity of the nonlinear filter
by Bhatt, Abhay G. & Karandikar, Rajeeva L.
- 79-92 A family of tests for right spread order
by Belzunce, F. & Pinar, J. F. & Ruiz, J. M.
- 93-99 The p-optimal martingale measure in continuous trading models
by Arai, Takuji
- 101-105 When Lorenz met Lyapunov
by Dall'Aglio, Marco & Scarsini, Marco
- 107-112 A uniform bound on the characteristic function of the exponentially tilted null-distribution of a simple linear rank statistic and its rate of convergence
by Froda, Sorana & van Eeden, Constance
July 2001, Volume 53, Issue 4
- 339-346 The distribution of sizes of ordered level sets
by Dykstra, Richard & Chen, Yeh-Fong
- 347-356 Functional methods for logistic regression on random-effect-coefficients for longitudinal measurements
by Wang, C. Y. & Huang, Yijian
- 357-362 Posterior variance for quadratic natural exponential families
by Pommeret, Denys
- 363-372 Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory
by Belzunce, Félix & Shaked, Moshe
- 373-379 Resampling non-homogeneous spatial data with smoothly varying mean values
by Sjöstedt-de Luna, Sara
- 381-390 A method for fitting stable autoregressive models using the autocovariation function
by Gallagher, Colin M.
- 391-399 On the multivariate probability integral transformation
by Genest, Christian & Rivest, Louis-Paul
- 401-407 A weak notion of equivalence in Bayesian statistical theory
by Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma
- 409-413 On the normal uniform local domain of attraction for intermediate order statistics
by Segers, Johan
- 415-419 On dependence structures preserving optimality
by Markiewicz, Augustyn
- 421-428 On a piece-wise deterministic Markov process model
by Borovkov, K. & Novikov, A.
- 429-434 On a locally Bahadur optimal test for no contamination in mixtures from the one-parameter exponential family
by Pal, Chandranath
- 435-447 Cramer-Rao bounds for fractional Brownian motions
by Coeurjolly, Jean-François & Istas, Jacques
June 2001, Volume 53, Issue 3
- 227-233 On the best constant in Marcinkiewicz-Zygmund inequality
by Ren, Yao-Feng & Liang, Han-Ying
- 235-239 On inverse moments of nonnegative random variables
by Garcia, Nancy Lopes & Palacios, José Luis
- 241-247 Characterization of distributions symmetric with respect to a group of transformations and testing of corresponding statistical hypothesis
by Klebanov, L. B. & Kozubowski, T. J. & Rachev, S. T. & Volkovich, V. E.
- 249-258 Improvements on the kernel estimation in line transect sampling without the shoulder condition
by Zhang, Shunpu
- 259-267 A weak convergence for negatively associated fields
by Zhang, Li-Xin & Wen, Jiwei
- 269-275 A method to derive strong laws of large numbers for random upper semicontinuous functions
by Colubi, Ana & Santos Domínguez-Menchero, J. & López-Díaz, Miguel & Körner, Ralf
- 277-282 Distribution of the size of random hash trees, pebbled hash trees and N-trees
by Christophi, Costas A. & Mahmoud, Hosam M.
- 283-292 On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth
by Tenreiro, Carlos
- 293-298 Rate of convergence of bootstrapped empirical measures
by Shao, Yongzhao
- 299-303 Random walks strictly confined to a subspace
by Padmanabhan, A. S.
- 305-314 Hellinger distance estimation of SSAR models
by Hili, Ouagnina
- 315-324 Multivariate stochastic comparisons of inspection and repair policies
by Hu, Taizhong & Wei, Ying
- 325-329 Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution
by Schlather, Martin
- 331-337 Empirical saddlepoint approximations of the Studentized mean under simple random sampling
by Dai, Wen & Robinson, John
June 2001, Volume 53, Issue 2
- 113-121 Assessing local influence in PLS regression by the second order approach
by Cheng, Bo & Wu, Xizhi
- 123-127 A note on geometric ergodicity and floating-point roundoff error
by Breyer, Laird & Roberts, Gareth O. & Rosenthal, Jeffrey S.
- 129-142 A comparison of random and quasirandom points for nonparametric response surface design
by Yue, Rong-Xian
- 143-152 Blockwise empirical Euclidean likelihood for weakly dependent processes
by Lin, Lu & Zhang, Runchu
- 153-165 On the stop-loss and total variation distances between random sums
by Denuit, Michel & Van Bellegem, Sébastien
- 167-180 The wavelet identification for jump points of derivative in regression model
by Luan, Yihui & Xie, Zhongjie
- 181-187 On availability of Bayesian imperfect repair model
by Cha, Ji Hwan & Kim, Jae Joo
- 189-199 The efficiency of ranked set sampling for parameter estimation
by Barabesi, Lucio & El-Sharaawi, Abdel
- 201-206 Mixed-effects models with random cluster sizes
by Jiang, Jiming
- 207-217 Availability of a periodically inspected system supported by a spare unit, under perfect repair or perfect upgrade
by Sarkar, Jyotirmoy & Sarkar, Sahadeb
- 219-226 A strong Markov property for set-indexed processes
by Balan, R. M.
May 2001, Volume 53, Issue 1
- 1-9 Truncated quasi-score function in the 1-dependent and stationary case
by Tzavelas, George & Paliatsos, Athanasios G.
- 11-20 Threshold ARCH(1) processes: asymptotic inference
by Hwang, S. Y. & Woo, Mi-Ja
- 21-26 The strong approximation for the Kesten-Spitzer random walk
by Zhang, Li-Xin
- 27-35 Convergence rates in nonparametric estimation of level sets
by Baíllo, Amparo & Cuesta-Albertos, Juan A. & Cuevas, Antonio
- 37-46 Permutation tests in change point analysis
by Antoch, Jaromír & Husková, Marie
- 47-57 Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains
by Costa, O. L. V. & Dufour, F.
- 59-65 A generalization of Markov's inequality
by Eisenberg, Bennett & Ghosh, B. K.
- 67-77 Bonferroni-type inequalities for conditional scan statistics
by Chen, Jie & Glaz, Joseph & Naus, Joseph & Wallenstein, Sylvan
- 79-89 Bayes factor for non-dominated statistical models
by Macci, Claudio & Polettini, Silvia
- 91-99 Stochastic comparisons of spacings from restricted families of distributions
by Hu, Taizhong & Wei, Ying
- 101-109 A nonstandard [chi]2-test with application to generalized linear model diagnostics
by Jiang, Jiming
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
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