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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
April 2001, Volume 52, Issue 3
- 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
July 2000, Volume 48, Issue 4
- 317-325 Complete convergence for weighted sums of negatively associated random variables
by Liang, Han-Ying
- 327-334 Nonparametric model check based on local polynomial fitting
by Liu, Zhenjun & Stengos, Thanasis & Li, Qi
- 335-345 Kernel-based functional principal components
by Boente, Graciela & Fraiman, Ricardo
- 347-351 Invariance principles for the first passage times of perturbed random walks
by Larsson-Cohn, Lars
- 353-360 Normal model for distribution-free multivariate analysis
by Serdobolskii, V. I.
- 361-368 The exact distribution of the continuity of care measure NOP
by Lou, W. Y. Wendy
- 369-374 An application of the Ryll-Nardzewski-Woyczynski theorem to a uniform weak law for tail series of weighted sums of random elements in Banach spaces
by Hu, Tien-Chung & Nam, Eunwoo & Rosalsky, Andrew & Volodin, Andrei I.
- 375-383 Decomposition of Kendall's [tau]: implications for clustering
by Kowalczyk, T. & Niewiadomska-Bugaj, M.
- 385-392 Bounds on p-values for a class of stopping rules
by Bishop, Jim
- 393-399 Bayesian inference from type II doubly censored Rayleigh data
by Fernández, Arturo J.
- 401-409 Structural breaks, unit roots and methods for removing the autocorrelation pattern
by Montañés, Antonio & Reyes, Marcelo
- 411-419 A kernel-based combined classification rule
by Mojirsheibani, Majid
July 2000, Volume 48, Issue 3
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