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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
October 1998, Volume 40, Issue 3
- 237-245 Last passage time for the empirical mean of some mixing processes
by Barbe, P. & Doisy, M. & Garel, B.
- 247-257 Predictive inference for directional data
by Rao Jammalamadaka, S. & SenGupta, Ashis
- 259-266 Characterizations of the -class of life distributions
by Gwo Dong, Lin
- 267-278 Parametric nonstationary correlation models
by Hughes-Oliver, Jacqueline M. & Gonzalez-Farias, Graciela & Lu, Jye-Chyi & Chen, Di
- 279-287 Weak nondifferential measurement error models
by Bolfarine, Heleno & Arellano-Valle, Reinaldo B.
- 289-292 MLE are stochastically increasing if likelihoods are unimodal
by Gan, Gaoxiong
- 293-303 U-statistics on a lattice of I.I.D. random variables
by Christofides, Tasos C. & Serfling, Robert
September 1998, Volume 40, Issue 2
- 103-111 Large deviations for stable Itô equations
by Tudor, C.
- 113-119 Comparing two tests used for diagnostic or screening purposes
by Geisser, Seymour
- 121-126 An integral characterization problem in an age-dependent cancer model
by Lee, Chinsan
- 127-131 Equivalence of two conditions on singular components
by Sgibnev, M. S.
- 133-137 A note on the existence of maximum likelihood estimates for Gaussian-inverted Wishart models
by Le, N. & Sun, L. & Zidek, J. V.
- 139-148 Verifying irreducibility and continuity of a nonlinear time series
by Cline, Daren B. H. & Pu, Huay-min H.
- 149-153 Some properties of inferences in misspecified linear models
by Severini, Thomas A.
- 155-164 Characterizations of some subclasses of spherical distributions
by Liang, Jia-Juan & Bentler, Peter M.
- 165-170 Conditional coverage probability of confidence intervals in errors-in-variables and related models
by Tsao, Chen-Hai Andy
- 171-177 Asymptotics of a class of pth-order nonlinear autoregressive processes
by Lee, Chanho
- 179-183 On the symmetric bilateral AR processes
by Choi, ByoungSeon
- 185-188 Some projective properties of fractional factorial designs
by Chen, Hegang
- 189-201 Estimation and test of linearity for a class of additive nonlinear models
by Chèze-Payaud, Nathalie & Poggi, Jean-Michel & Portier, Bruno
September 1998, Volume 40, Issue 1
- 1-8 Convergence of conditional expectations given the random variables of a Skorohod representation
by Arcudi, Ornella
- 9-13 Markov death process modelling and analysis of binary data
by Faddy, M. J.
- 15-22 A Bayesian analysis of generalized threshold autoregressive models
by Chen, Cathy W. S.
- 23-29 Characterizations of the dispersive order of distributions by the Laplace transform
by Bartoszewicz, Jaroslaw
- 31-41 Sequential confidence bands for densities under truncated and censored data
by Sun, Liuquan & Zhou, Yong
- 43-55 Estimation of linear functionals of Poisson processes
by Kutoyants, Yu. A. & Liese, F.
- 57-66 B-spline estimation of regression functions with errors in variable
by Koo, Ja-Yong & Lee, Kee-Won
- 67-73 The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model
by Dunmur, A. P. & Titterington, D. M.
- 75-81 The law of the large numbers for U-statistics for 2m-wise independent random variables
by Arcones, Miguel A.
- 83-91 A note on Rosenblatt distributions
by Albin, J. M. P.
- 93-102 Stochastic comparisons and couplings for interacting particle systems
by Javier López, F. & Sanz, Gerardo
August 1998, Volume 39, Issue 4
- 289-304 Trajectories of exchangeable sequences: Large and moderate deviations results
by Daras, Tryfon
- 305-315 Distributional convergence under proportional censorship when covariables are present
by de Uña-Álvarez, Jacobo & González-Manteiga, Wenceslao
- 317-326 Optimality of a class of efficiency-balanced designs
by Das, Ashish
- 327-331 Representation of multivariate discrete distributions by probability generating functions
by Krummenauer, Frank
- 333-336 A poisson limit law for a generalized birthday problem
by Henze, Norbert
- 337-345 Identifying the multifractional function of a Gaussian process
by Benassi, Albert & Cohen, Serge & Istas, Jacques
- 347-354 Approximation of the Hill estimator process
by Kaufmann, E. & Reiss, R. -D.
- 355-361 Symmetrization and decoupling of combinatorial random elements
by Duembgen, Lutz
- 363-370 Weak convergence in Lp(0,1) of the uniform empirical process under dependence
by Oliveira, P. E. & Suquet, Ch.
- 371-377 Geometric convergence of the Metropolis-Hastings simulation algorithm
by Holden, Lars
- 379-384 Statistical estimation by a linear combination of two given statistics
by Gro[beta], Jürgen
August 1998, Volume 39, Issue 3
- 185-193 The maximal dominated subsets of a statistical experiment
by Macci, Claudio
- 195-203 Ordering properties of the TTT-plot of lifetimes with Schur joint densities
by Nappo, G. & Spizzichino, F.
- 205-212 Generalized poisson models arising from Markov processes
by Bosch, Ronald J. & Ryan, Louise M.
- 213-227 On the class of g-monotone dependence functions
by Krajka, A.
- 229-236 Bootstrapping statistical functionals
by Jiménez Gamero, M. D. & Muñoz García, J. & Muñoz Reyes, A.
- 237-244 Asymptotic efficiency of a proportional hazards model with cure
by Tsodikov, Alexander
- 245-254 On mode testing and empirical approximations to distributions
by Cheng, Ming-Yen & Hall, Peter
- 255-262 A Berry-Esséen-type theorem of quantile density estimators
by Cheng, Cheng
- 263-270 Strong law of large numbers for U-statistics of varying order
by Rempala, Grzegorz
- 271-281 A logical foundation for the minimal sufficient cause model
by Aickin, Mikel
- 283-288 An optional stopping theorem for nonadapted martingales
by Ethier, S. N.
August 1998, Volume 39, Issue 2
- 81-87 Comparisons of spatially correlated binary data
by Sim, Songyong & Johnson, Richard A.
- 89-95 A Baum-Katz theorem for random variables under exponential moment conditions
by Lanzinger, Hartmut
- 97-100 Simple proofs of two results on convolutions of unimodal distributions
by Purkayastha, Sumitra
- 101-107 Poisson approximations for sequences of random variables
by Cekanavicius, V.
- 109-117 Further results based on Chernoff-type inequalities
by Mohtashami Borzadaran, G. R. & Shanbhag, D. N.
- 119-122 Simple tests for the validity of correlation function models on the circle
by Gneiting, Tilmann
- 123-131 Preservation of some partial orderings under the formation of coherent systems
by Nanda, Asok K. & Jain, Kanchan & Singh, Harshinder
- 133-141 On the joint distribution of runs in a sequence of multi-state trials
by Doi, Masayuki & Yamamoto, Eiji
- 143-149 On nonparametric estimation of mean functionals
by Galindo, Christian D.
- 151-160 Simple kernel estimators for certain nonparametric deconvolution problems
by van Es, A. J. & Kok, A. R.
- 161-165 On a property of the expected value of a determinant
by Pronzato, L.
- 167-172 On the class of t-designs
by Srivastav, Sudesh K.
- 173-177 A note on generalization of distinct representatives
by Chai, Feng-Shun
- 179-184 Convergence in the Hausdorff metric of estimators of irregular densities, using Fourier-Cesàro approximation
by van Rooij, Arnoud C. M. & Ruymgaart, Frits H.
July 1998, Volume 39, Issue 1
- 1-10 The weighted average information criterion for order selection in time series and regression models
by Wu, Tiee-Jian & Sepulveda, Alfred
- 11-15 Records from a multivariate normal sample
by Gnedin, Alexander V.
- 17-24 A weighted Kendall's tau statistic
by Shieh, Grace S.
- 25-34 A central limit theorem for certain nonlinear statistics in repeated sampling of a finite population
by Hawkins, D. L. & Han, Chien-Pai
- 35-42 A lifetime distribution with decreasing failure rate
by Adamidis, K. & Loukas, S.
- 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
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