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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
July 1998, Volume 39, Issue 1
- 43-47 Simulations on the Theil-Sen regression estimator with right-censored data
by Wilcox, Rand R.
- 49-54 A note on relationships between moments, central moments and cumulants from multivariate distributions
by Balakrishnan, N. & Johnson, Norman L. & Kotz, Samuel
- 55-60 Cramer's condition and Sanov's theorem
by Schied, Alexander
- 61-72 An L2 error test with order selection and thresholding
by Lee, GeungHee & Hart, Jeffrey D.
- 73-80 On the normal record values and associated inference
by Balakrishnan, N. & Chan, P. S.
July 1998, Volume 38, Issue 4
- 289-294 The comparison between polynomial regression and orthogonal polynomial regression
by Tian, Guo-Liang
- 295-298 On the determination of the number of components in a mixture
by Polymenis, A. & Titterington, D. M.
- 299-303 A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process
by Guglielmi, Alessandra
- 305-309 Bias annihilating bandwidths for kernel density estimation at a point
by Hazelton, Martin L.
- 311-321 A remark on approximate M-estimators
by Arcones, Miguel A.
- 323-328 Hastings-Metropolis algorithms and reference measures
by Chen, Pei-de
- 329-333 Why the variance?
by Kagan, Abram & Shepp, Lawrence A.
- 335-345 Characterization of error distributions in time-series regression models
by Hallin, M. & Jurecková, J. & Milhaud, X.
- 347-354 Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators
by Markiewicz, Augustyn
- 355-362 On exponential rates of estimators of the parameter in the first-order autoregressive process
by Kakizawa, Yoshihide
- 363-368 A note on bias robustness of the median
by Chen, Zhiqiang
- 369-376 The power function of the maximum studentized range test in a two-way design
by Cheung, Siu Hung & Wu, Yaohua
June 1998, Volume 38, Issue 3
- 207-214 Large deviations in partial sums of U-processes in stronger topologies
by Eichelsbacher, Peter
- 215-220 Optimal Bayesian-feasible dose escalation for cancer phase I trials
by Zacks, S. & Rogatko, A. & Babb, J.
- 221-227 Testing equality of two normal means using a variance pre-test
by Albers, Willem & Boon, Pieta C. & Kallenberg, Wilbert C. M.
- 229-233 Mixed Poisson distributions tail equivalent to their mixing distributions
by Perline, Richard
- 235-245 Invariance principle for martingale-difference random fields
by Poghosyan, S. & Roelly, S.
- 247-253 A formula on multivariate Dirichlet distributions
by Letac, Gérard & Massam, Hélène
- 255-261 Asymptotic variance of M-estimators for dependent Gaussian random variables
by Genton, Marc G.
- 263-274 Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
by Le Breton, Alain
- 275-280 An ordered relation between the ANOVA estimator of the intraclass correlation and a kappa-type statistic in binary data
by Cheng, Song-Show & Cheng, Yu-Chun
- 281-288 Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data
by Garren, Steven T.
June 1998, Volume 38, Issue 2
- 101-105 Weak law of large numbers for arrays
by Sung, Soo Hak
- 107-115 Asymptotically unbiased estimators for the extreme-value index
by Peng, L.
- 117-123 Sequence of expectations of maximum-order statistics
by Huang, J. S.
- 125-130 A note on the uniqueness of the quasi-likelihood estimator
by Tzavelas, George
- 131-135 The density of the inverse and pseudo-inverse of a random matrix
by Olkin, Ingram
- 137-144 Conditional large deviations for density case
by Kim, Gie-Whan & Truax, Donald R.
- 145-150 On the bias of the OLS estimator in a nonstationary dynamic panel data model
by Pitarakis, Jean-Yves
- 151-156 Hypothesis testing for some time-series models: a power comparison
by Thavaneswaran, A. & Peiris, Shelton
- 157-160 Mixture representation of Linnik distribution revisited
by Kozubowski, Tomasz J.
- 161-166 Sample size calculations for smoothing splines based on Bayesian confidence intervals
by Wang, Yuedong
- 167-175 Generalized k-matches
by Herzog, Jonathan & McLaren, Christopher & Godbole, Anant P.
- 177-182 On the almost sure boundedness of norms of some empirical operators
by Latala, Rafal
- 183-186 A representation result for finite Markov chains
by Spreij, Peter
- 187-195 Parameterizations and modes of stable distributions
by Nolan, John P.
- 197-205 Using M-type smoothing splines to estimate the spectral density of a stationary time series
by Ferreira, Eva
May 1998, Volume 38, Issue 1
- 1-9 Applications of a general composition theorem to the star order of distributions
by Bartoszewicz, Jaroslaw
- 11-19 A new criterion for variable selection
by Philips, R. & Guttman, I.
- 21-25 A uniform strong law of large numbers for partial sum processes of Banach space-valued random sets
by Jang, Lee-Chae & Kwon, Joong-Sung
- 27-31 A note on complete convergence for arrays
by Hu, T. -C. & Szynal, D. & Volodin, A. I.
- 33-39 On the posterior distribution of the covariance matrix of the growth curve model
by Pan, Jian-Xin & Fang, Kai-Tai & von Rosen, Dietrich
- 41-47 Generalized graphical models for discrete data
by Teugels, Jozef L. & Van Horebeek, Johan
- 49-57 On consistency of the monotone MLE of survival for left truncated and interval-censored data
by Pan, Wei & Chappell, Rick & Kosorok, Michael R.
- 59-67 A note on universal admissibility of scale parameter estimators
by Kushary, Debashis
- 69-71 Moments of ratios of quadratic forms
by Gupta, A. K. & Kabe, D. G.
- 73-81 A note on moments of the maximum of Cesàro summation
by Li, Deli & Huang, Mei Ling
- 83-88 Marcinkiewicz--Zygmund law for sequences of blockwise m-dependent random variables
by Bo, Zhang
- 89-99 Optimal cooperative stopping rules for maximization of the product of the expected stopped values
by Assaf, David & Samuel-Cahn, Ester
March 1998, Volume 37, Issue 4
- 321-329 Generalized method of Pao-Zhuan Yin-Yu
by Fu, James C. & Li, Lung-An
- 331-340 Limit behavior of the empirical influence function of the median
by Croux, Christophe
- 341-350 A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
by Agostinelli, Claudio & Markatou, Marianthi
- 351-355 A characterisation of Hjort's discrete time beta process
by Walker, Stephen
- 357-365 The exact u chart can be obtained using simple adjustments
by Chen, Gemai & Cheng, Smiley W.
- 367-373 D-optimal fractional factorial designs
by Chiu, Wan-Yi & John, Peter W. M.
- 375-379 p-Adic behaviour of Bernoulli probabilities
by Khrennikov, Andrew
- 381-389 Asymptotic properties of Kaplan-Meier estimator for censored dependent data
by Cai, Zongwu
- 391-397 On Benford's law to variable base
by Schatte, P.
- 399-408 Analysis of fixed effects linear models under heteroscedastic errors
by Smith, Todd & Peddada, Shyamal D.
- 409-414 Addition or deletion?
by Dey, Aloke & Midha, Chand K.
- 415-421 Buffon got it straight
by Wood, G. R. & Robertson, J. M.
- 423-430 Confidence intervals for the number of unseen types
by Finkelstein, Mark & Tucker, Howard G. & Veeh, Jerry Alan
March 1998, Volume 37, Issue 3
- 213-221 Mixture representations for symmetric generalized Linnik laws
by Pakes, Anthony G.
- 223-228 Asymptotic properties of the GMLE with case 2 interval-censored data
by Yu, Qiqing & Schick, Anton & Li, Linxiong & Wong, George Y. C.
- 229-236 On almost sure max-limit theorems
by Fahrner, I. & Stadtmüller, U.
- 237-242 Equivalent conditions on the central limit theorem for a sequence of probability measures on R
by Mikami, Toshio
- 243-247 Discrete stable random variables
by Christoph, Gerd & Schreiber, Karina
- 249-257 On the Devroye-Györfi methods of correcting density estimators
by Kaluszka, M.
- 259-267 Bootstrapping sample quantiles in non-regular cases
by Knight, Keith
- 269-278 A note on the behaviour of residual plots in regression
by Velilla, Santiago
- 279-285 Small deviations for the Poisson process
by Alvarez-Andrade, Sergio
- 287-293 Bandwidth selection for power optimality in a test of equality of regression curves
by Kulasekera, K. B. & Wang, J.
- 295-302 Bootstrapping weighted empirical processes that do not converge weakly
by Lahiri, Soumendra Nath
- 303-313 Testing based on sampled data for proportional hazards model
by Marzec, Leszek & Marzec, Pawel
February 1998, Volume 37, Issue 2
- 111-114 A note on sufficiency and information loss
by Kabaila, Paul
- 115-119 Uniform strong consistency of sample quantiles
by Zielinski, Ryszard
- 121-129 Testing for unimodal dependence in an ordered contingency table with restricted marginal probabilities
by Park, Chul Gyu
- 131-139 Finite sample performance of deconvolving density estimators
by Wand, M. P.
- 141-147 On limiting distributions in explosive autoregressive processes
by Monsour, Michael J. & Mikulski, Piotr W.
- 149-154 Uniform association in contingency tables associated to Csiszar divergence
by Conde, J. & Salicrú, M.
- 155-165 On one-sided strong laws for large increments of sums
by Frolov, Andrei N.
- 167-170 An arrangement increasing property of the Marshall-Olkin bivariate exponential
by Boland, Philip J.
- 171-182 Weak convergence of convex stochastic processes
by Arcones, Miguel A.
- 183-193 A Kolmogorov-type test for second-order stochastic dominance
by Schmid, Friedrich & Trede, Mark
- 195-201 Small deviations for the Poisson process
by Alvarez-Andrade, Sergio
- 203-211 Continuity of some anticipating integral processes
by Hu, Yaozhong & Nualart, David
January 1998, Volume 37, Issue 1
- 1-6 Comparison of order statistics between dependent and independent random variables
by Hu, Taizhong & Hu, Jinjin
- 7-14 On forecasting SETAR processes
by De Gooijer, Jan G. & De Bruin, Paul T.
- 15-17 Some results concerning the rates of convergence of random walks on finite group
by Dai, Jack J.
- 19-27 Using a stopping rule to determine the size of the training sample in a classification problem
by Kundu, Subrata & Martinsek, Adam T.
- 29-34 Random walks on edge transitive graphs
by Palacios, JoséLuis & Renom, JoséMiguel
- 35-40 An ergodic Markov chain is not determined by its two-dimensional marginal laws
by Courbage, M. & Hamdan, D.
- 41-47 The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations
by Kauermann, Göran & Müller, Marlene & Carroll, Raymond J.
- 49-58 Interval estimation of location and scale parameters based on record values
by Chan, Ping Shing
- 59-65 Tail probability approximations for U-statistics
by Keener, Robert W. & Robinson, John & Weber, Neville C.
- 67-76 Almost sure central limit theorems under minimal conditions
by Berkes, István & Csáki, Endre & Horváth, Lajos
- 77-80 Some linear models are necessarily parametric
by Kagan, Abram & Shepp, Lawrence A.
- 81-87 On the rate of convergence of the ECME algorithm
by Mkhadri, Abdallah
- 89-95 Modified expression for a recurrence relation on the product moments of order statistics
by Samuel, P. & Thomas, P. Y.
- 97-100 Least squares estimation of two functions under order restriction in isotonicity
by Park, Chul Gyu
- 101-108 A note on unconditional properties of a parametrically guided Nadaraya-Watson estimator
by Glad, Ingrid K.
January 1998, Volume 36, Issue 4
- 321-326 Completeness of Bhattacharya metric on the space of probabilities
by Chakraborty, Santanu & Rao, B. V.
- 327-336 On bounded entropy of solutions of multi-dimensional stochastic differential equations
by Stummer, Wolfgang
- 337-347 A threshold estimation problem for processes with hysteresis
by Freidlin, Mark & Pfeiffer, Ruth
- 349-357 Low structure imprecise predictive inference for Bayes' problem
by Coolen, F. P. A.
- 359-364 Penalized likelihood estimation: Convergence under incorrect model
by Gu, Chong
- 365-372 Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval
by Wang, Hsiuying
- 373-378 On equivariant estimation of the location of elliptical distributions under Pitman closeness criterion
by Nayak, Tapan K.
- 379-391 The asymptotics of maximum-likelihood estimates of parameters based on a data type where the failure and the censoring time are dependent
by Chen, Di & Lu, Jye-Chyi
- 393-400 Weak convergence of smoothed empirical process in Hölder spaces
by Hamadouche, D.
- 401-413 Trimmed best k-nets: A robustified version of an L[infinity]-based clustering method
by Cuesta-Albertos, J. A. & Gordaliza, A. & Matrán, C.
- 415-420 An alternative representation of Altham's multiplicative-binomial distribution
by Lovison, G.
- 421-425 On asymptotic distribution of optimal design for polynomial-type regression
by Chang, Fu-Chuen
- 427-436 Optimal designs for diallel cross experiments
by Das, Ashish & Dey, Aloke & Dean, Angela M.
December 1997, Volume 36, Issue 3
- 213-218 The law of iterated logarithm for one winding functional
by Dorofeev, Eugene A.
- 219-229 Preferred point [alpha]-manifold and Amari's [alpha]-connections
by Zhu, Hong-Tu & Wei, Bo-Cheng
- 231-243 Some results on normalized total time on test and spacings
by Ebrahimi, Nader & Spizzichino, Fabio
- 245-250 A note on the autocorrelations related to a bilinear model with non-independent shocks
by Martins, C. M.
- 251-259 Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples
by Elfessi, Abdulaziz
- 261-267 On estimation of the common mean of k ([greater-or-equal, slanted] 2) normal populations with order restricted variances
by Misra, Neeraj & van der Meulen, Edward C.
- 269-274 A new positive estimator of loss function
by Maruyama, Yuzo
- 275-287 Smooth estimate of quantiles under association
by Cai, Zongwu & Roussas, George G.
- 289-297 Extremes for non-anticipating moving averages of totally skewed [alpha]-stable motion
by Albin, J. M. P.
- 299-306 A note on expansion for functionals of spatial marked point processes
by Blaszczyszyn, Bartlomiej & Merzbach, Ely & Schmidt, Volker
- 307-317 A note on Silvey's (1959) Theorem
by Neuenschwander, Beat E. & Flury, Bernard D.
December 1997, Volume 36, Issue 2
- 101-114 Bandwidth choice for hazard rate estimators from left truncated and right censored data
by Sun, Liuquan
- 115-125 Kernel density estimation for random fields (density estimation for random fields)
by Carbon, Michel & Tran, Lanh Tat & Wu, Berlin
- 127-134 Posterior mean identifies the prior distribution in nb and related models
by Papageorgiou, H. & Wesolowski, Jacek
- 135-143 Constructive definitions of fuzzy random variables
by López-Diaz, Miguel & Gil, Maria Angeles
- 145-152 Stability of maxima over randomly deleted sets
by Rothmann, Mark D.
- 153-159 A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times
by Shoji, Isao
- 161-172 Density adjusted kernel smoothers for random design nonparametric regression
by Müller, H. -G.
- 173-178 Stability of Bayesian inference in exponential families
by Boratynska, Agata
- 179-188 A note on two-stage and sequential fixed-width intervals for the parameter in the uniform density
by Govindarajulu, Z.
- 189-193 On the invariant measure of non-reversible simulated annealing
by Löwe, Matthias
- 195-198 Where variance is largest for Mann and Whitney's U under a sum of powers marginal distribution
by Edwardes, Michael D. deB.
- 199-204 Augmented order statistics and the biasing effect of outliers
by David, H. A.
- 205-212 A simple diagnostic tool for local prior sensitivity
by Peña, Daniel & Zamar, Ruben
November 1997, Volume 36, Issue 1
- 1-7 Moments in the duration of play
by Bach, Eric
- 9-21 Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem
by Janssen, Arnold
- 23-27 On order restricted inference in some mixed linear models
by Silvapulle, Mervyn J.
- 29-34 On the number of predecessors in constrained random mappings
by Gittenberger, Bernhard
- 35-41 Bounds based on greatest convex minorants for moments of record values
by Raqab, Mohammad Z.
- 43-47 A consistent combined classification rule
by Mojirsheibani, M.
- 49-57 Bounds on system reliability of used components under MIFR/t assumption
by Arizono, H. & Bueno, V. C.
- 59-67 A simple algorithm for tighter exact upper confidence bounds with rare attributes in finite universes
by Wright, Tommy
- 69-83 A note on the Dirichlet process prior in Bayesian nonparametric inference with partial exchangeability
by Petrone, Sonia & Raftery, Adrian E.
- 85-90 Statistical inference about the shape parameter of the Weibull distribution
by Chen, Zhenmin
- 91-100 Large and moderate deviations for the empirical measures of an exchangeable sequence
by Daras, Tryfon
November 1997, Volume 35, Issue 4
- 307-315 Nonparametric estimation of the time-varying frequency and amplitude
by Katkovnik, Vladimir
- 317-325 Stopped two-dimensional perturbed random walks and Lévy processes
by Gut, Allan
- 327-333 Connections among various variability orderings
by Kochar, Subhash C. & Carrière, K. C.
- 335-339 A note on equality of MINQUE and simple estimator in the general Gauss-Markov model
by Gro[beta], Jürgen
- 341-344 A counterexample in experimental design showing that the G-criterion function is not necessarily strictly decreasing
by Imhof, Lorens
- 345-354 On Bayesian estimation of the multiple decrement function in the competing risks problem, II: The discrete case
by Neath, Andrew A. & Samaniego, Francisco J.
- 355-362 On the estimation of monotone uniform approximations
by Domínguez-Menchero, J. S. & López-Palomo, M. J.
- 363-370 On tail behavior in Bayesian location inference
by Maín, P. & Navarro, H.
- 371-379 Random random walks on the integers mod n
by Dai, Jack J. & Hildebrand, Martin V.
- 381-394 Equivalences in strong limit theorems for renewal counting processes
by Gut, Allan & Klesov, Oleg & Steinebach, Josef
- 395-400 Sharp upper and lower bounds for asymptotic levels of some statistical tests
by Jiang, Jiming
- 401-407 Estimation of regression models with nested error structure and unequal error variances under two and three stage cluster sampling
by Stukel, D. M. & Rao, J. N. K.
- 409-416 On random walks with jumps scaled by cumulative sums of random variables
by Borovkov, Konstantin
- 417-422 A random functional central limit theorem for stationary linear processes generated by martingales
by Fakhre-Zakeri, Issa & Lee, Sangyeol
- 423-432 Modeling Poisson variables with positive spatial dependence
by Kaiser, Mark S. & Cressie, Noel
October 1997, Volume 35, Issue 3
- 203-213 Extreme smoothing and testing for multivariate normality
by Henze, Norbert
- 215-223 An extension to modeling cylindrical variables
by Anderson-Cook, C. M.
- 225-232 Random design wavelet curve smoothing
by Antoniadis, A. & Grégoire, G. & Vial, P.
- 233-240 Variance in randomized play-the-winner clinical trials
by Matthews, Peter C. & Rosenberger, William F.
- 241-250 A note on the integrated squared error of a kernel density estimator in non-smooth cases
by van Es, Bert
- 251-259 A multivariate Kolmogorov-Smirnov test of goodness of fit
by Justel, Ana & Peña, Daniel & Zamar, Rubén
- 261-268 Goodness-of-fit statistics based on weighted Lp-functionals
by Ahmad, Ibrahim A.
- 269-275 Accelerated life testing when a process of production is unstable
by Bagdonavicius, Vilijandas & Nikulin, Mikhail
- 277-282 Peakedness of linear forms in ensembles and mixtures
by Jensen, D. R.
- 283-288 Bandit bounds from stochastic variability extrema
by Herschkorn, Stephen J.
- 289-296 On superior limits for the increments of Gaussian processes
by Kyo Shin Huang & Choi, Yong Kab & Jong Soo Jung
- 297-305 Superposition of renewal processes in a random environment
by Li, Linxiong
September 1997, Volume 35, Issue 2
- 101-107 On a property of the finite Fourier partial sums process
by Kulperger, R. J.
- 109-114 Maximin efficient designs another view at D-optimality
by Schwabe, Rainer
- 115-121 Asymptotic Bayes risks for a general class of losses
by Rousseau, Judith
- 123-134 Moderate deviations for m-dependent random variables with Banach space values
by Chen, Xia
- 135-140 A bound for higher moments of expected sample size in sequential testing
by Irle, A.
- 141-143 Efficient rounding of sampling allocations
by Pukelsheim, Friedrich
- 145-153 The random connection model in high dimensions
by Meester, Ronald & Penrose, Mathew D. & Sarkar, Anish
- 155-164 Bias correction for a class of multivariate nonlinear regression models
by Cordeiro, Gauss M. & Vasconcellos, Klaus L. P.
- 165-171 Maximum-likelihood estimation under bound restriction and order and uniform bound restrictions
by Hu, Xiaomi
- 173-179 Regression and asymptotical location of a multivariate sample
by Jacob, P. & Suquet, Ch.
- 181-187 On the non-existence of a Bartlett correction for unit root tests
by Jensen, J. L. & Wood, Andrew T. A.
- 189-196 Random central limit theorem for the linear process generated by a strong mixing process
by Lee, Sangyeol
- 197-201 The iterated jackknife estimate of variance
by Houdré, Christian
August 1997, Volume 35, Issue 1
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