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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
ISSN: 0167-7152
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Content
December 1997, Volume 36, Issue 3
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
- 1-7 Minimal sufficient statistics for a general class of mixed models
by Khuri, AndréI.
- 9-23 The wavelet detection of hidden periodicities in time series
by Li, Yuan & Xie, Zhongjie
- 25-32 Limit laws for a sequence between the maximum and the sum of independent exponentials
by Gomes, João & Oliveira, Orlando
- 33-42 Connectivity of the mutual k-nearest-neighbor graph in clustering and outlier detection
by Brito, M. R. & Chávez, E. L. & Quiroz, A. J. & Yukich, J. E.
- 43-48 Significance levels for multiple tests
by Hart, Sergiu & Weiss, Benjamin
- 49-58 Asymptotic behaviour of a number of repeated records
by Khmaladze, E. & Nadareishvili, M. & Nikabadze, A.
- 59-63 A note on supremum of a Kiefer process
by Keprta, Stanislav
- 65-72 On the "Demon" problem of Youden
by Dmitrienko, Alexei & Govindarajulu, Z.
- 73-78 Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes
by Mikami, Toshio
- 79-83 On a local limit theorem in strong sense
by Gamkrelidze, N. G.
- 85-90 On the moment problems
by Gwo Dong Lin
- 91-100 Preservation of certain dependent structures under bivariate homogeneous Poisson shock models
by Balu, Mini N. & Sabnis, S. V.
June 1997, Volume 34, Issue 4
- 313-322 Minimum distance estimation for random coefficient autoregressive models
by Swaminathan, V. & Naik-Nimbalkar, U. V.
- 323-335 Two-stage change-point estimators in smooth regression models
by Müller, Hans-Georg & Song, Kai-Sheng
- 337-340 A note on the empirical distribution of dependent random variables
by Hanson, D. L. & Li, Gang
- 341-345 Asymptotic independence of median and MAD
by Falk, Michael
- 347-354 Reflected solutions of backward stochastic differential equations with continuous coefficient
by Matoussi, Anis
- 355-363 A weakly dependence structure of multivariate processes
by Baek, Jong-Il
- 365-372 A note on the ergodicity of non-linear autoregressive model
by An, H. Z. & Chen, S. G.
- 373-383 The effects of kernel choices in density estimation with biased data
by Wu, Colin O.
- 385-395 Large deviations and Strassen's limit points of Brownian local time processes
by Chen, Bin
- 397-402 The length of an excursion above a linear boundary by a random walk
by Lee, Travis & Minzner, Max & Fisher, Evan
- 403-411 Unimodal spectral windows
by Kanter, Marek
- 413-423 Kernel regression estimates of growth curves using nonstationary correlated errors
by Ferreira, Eva & Núñez-Antón, Vicente & Rodríguez-Póo, Juan
June 1997, Volume 34, Issue 3
- 211-223 Representations for continuous additive functionals of super-Brownian and super-stable processes
by Krone, Stephen M.
- 225-235 Comparing two means in count models having random effects - a UMPU test
by Omori, Yasuhiro
- 237-243 Estimation of unobserved counts from partially observed multinomial distributions
by Sajjan, S. G. & Basawa, I. V.
- 245-250 Bahadur slope of the t-statistic for a contaminated normal
by Rao Chaganty, N. & Sethuraman, Jayaram
- 251-258 Comparing sums of independent bounded random variables and sums of Bernoulli random variables
by Berger, Erich
- 259-265 Invariant probabilities for Markov chains on a metric space
by Lasserre, Jean B.
- 267-273 Empirical likelihood ratio test for equality of k medians in censored data
by Naik-Nimbalkar, U. V. & Rajarshi, M. B.
- 275-283 On U-statistics with random kernels
by Schick, Anton
- 285-292 The model selection criterion AICu
by McQuarrie, Allan & Shumway, Robert & Tsai, Chih-Ling
- 293-299 Edgeworth approximations to the distribution of the sample mean under simple random sampling
by Sugden, R. A. & Smith, T. M. F.
- 301-308 Some extensions of the asymptotics of a kernel estimator of a distribution function
by Shao, Yongzhao & Xiang, Xiaojing
- 309-312 First hitting place distributions for the Ornstein-Uhlenbeck process
by Lefebvre, Mario
June 1997, Volume 34, Issue 2
- 103-111 Extension of a stochastic integral with respect to cylindrical martingales
by Gawarecki, Leszek
- 113-121 On the rate of strong consistency of Lorenz curves
by Csörgö, Miklós & Zitikis, Ricardas
- 123-132 Distinguishing certain random sceneries on ##Z## via random walks
by Howard, C. Douglas
- 133-140 On unbiased density estimation for ergodic diffusion
by Kutoyants, Yu. A.
- 141-149 Accurate test limits under prescribed consumer risk
by Albers, Willem & Arts, Gerda R. J. & Kallenberg, Wilbert C. M.
- 151-158 Note on classification and proportion estimation
by Mkhadri, Abdallah & Nasroallah, Abdelaziz
- 159-164 Exponential convergence for sequences of random variables
by Sun, Jiaming
- 165-170 The local asymptotic normality of a class of generalized random coefficient autoregressive processes
by Hwang, S. Y. & Basawa, I. V.
- 171-178 New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme
by Wu, Chufang
- 179-186 On the minimax decision rules in ranking problems
by Bansal, Naveen K. & Misra, Neeraj & van der Meulen, Edward C.
- 187-192 Reinforced block designs with standards
by Brzeskwiniewicz, Henryk & Ceranka, Bronislaw & Krzyszkowska, Jolanta
- 193-199 On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models
by Bai, Z. D. & Wu, Y.
- 201-210 Testing independence by nonparametric kernel method
by Ahmad, Ibrahim A. & Li, Qi
May 1997, Volume 34, Issue 1
- 1-4 An inequality for order statistics
by Gadidov, Anda
- 5-11 On choosing a non-integer resolution level when using wavelet methods
by Hall, Peter & Nason, Guy P.
- 13-18 Limit points of sequences of moving maxima
by Hebbar, H. V. & Vadiraja, N.
- 19-32 A new plan for life-testing two-component parallel systems
by Lu, Jye-Chyi
- 33-36 Characteristic functions with some powers real -- III
by Ramachandran, B.
- 37-42 Converse Poincaré-type inequalities for convex functions
by Bobkov, S. G. & Houdré, C.
- 43-51 Reliability bounds for multistage structures with independent components
by Kordecki, Wojciech
- 53-58 On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
by Mielniczuk, Jan
- 59-65 Connection between asymptotics and stability of the positive measure
by Kozarovitsky, Eugene
- 67-73 Consistent estimation for the non-normal ultrastructural model
by Srivastava, Anil K. & Shalabh
- 75-84 The limit behavior of maxima modulo one and the number of maxima
by Qi, Y. & Wilms, R. J. G.
- 85-93 Maximum entropy principle and statistical inference on condensed ordered data
by Menéndez, M. & Morales, D. & Pardo, L.
- 95-101 A note on the convergence rate of the spectral distributions of large random matrices
by Bai, Z. D. & Miao, Baiqi & Tsay, Jhishen
May 1997, Volume 33, Issue 4
- 333-339 A multivariate approach for estimating the random effects variance component in one-way random effects model
by Sutradhar, Brajendra C.
- 341-346 Prediction with incomplete past and interpolation of missing values
by Cheng, R. & Pourahmadi, M.
- 347-358 On the logarithmic average of iterated processes
by Csáki, Endre & Földes, Antónia
- 359-365 Properties of an inverse Gaussian mixture of bivariate exponential distribution and its generalization
by Al-Mutairi, Dhaifalla K.
- 367-372 The structure of generalized domains of semistable attraction
by Meerschaert, Mark M. & Scheffler, Hans-Peter
- 373-377 A note on the number of maxima in a discrete sample
by Qi, Yongcheng
- 379-387 Packing dimension of the image of fractional Brownian motion
by Xiao, Yimin
- 389-393 Characterizations of the IFR and DFR aging notions by means of the dispersive order
by Pellerey, Franco & Shaked, Moshe
- 395-403 Some improvements on the Lundberg bound for the ruin probability
by Cai, Jun & Wu, Yanhong
- 405-411 Probability densities from distances and discrimination
by Cuadras, C. M. & Atkinson, R. A. & Fortiana, J.
- 413-418 Kronecker product of mutually associable PBB designs
by Brzeskwiniewicz, Henryk
- 419-425 The breakdown value of the L1 estimator in contingency tables
by Hubert, Mia
- 427-437 Some notes on preferred point [alpha]-geometry and [alpha]-divergence function
by Zhu, Hong-Tu & Wei, Bo-Cheng
May 1997, Volume 33, Issue 3
- 225-234 Parameter estimation and hypothesis testing in stationary vector time series
by Kakizawa, Yoshihide
- 235-240 Connectedness conditions for the convergence of the Gibbs sampler
by Hobert, J. P. & Robert, C. P. & Goutis, C.
- 241-251 A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models
by Choi, ByoungSeon
- 253-258 Nonparametric inference for thinned point process
by Bensaïd, Nadia
- 259-261 Stochastic ordering of flows on manifolds
by Baxter, Laurence A.
- 263-275 The dilation order, the dispersion order, and orderings of residual lives
by Belzunce, F. & Pellerey, Franco & Ruiz, J. M. & Shaked, Moshe
- 277-280 On certain characterization of normal distribution
by Oleszkiewicz, Krzysztof
- 281-284 Sandwich theorem in comparison of multivariate normal experiments
by Stepniak, C.
- 285-290 A note on using location shift in the Midzuno-Sen scheme of sampling with a transformed variable
by Sahoo, J.
- 291-297 Sparse spatial autoregressions
by Kelley Pace, R. & Barry, Ronald
- 299-307 Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely
by Henze, Norbert
- 309-320 Stochastic comparison for Markov processes on a product of partially ordered sets
by Forbes, Florence & François, Olivier
- 321-331 A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series
by Chen, Min & An, Hong Zhi
April 1997, Volume 33, Issue 2
- 109-115 Adaptive estimation of a function of a mean vector
by Fox, Martin
- 117-123 Stability of the posterior mean in linear models An admissibility property of D-optimum and E-optimum designs
by Meczarski, Marek & Zielinski, Ryszard
- 125-128 On convergence of multivariate Laplace transforms
by Jensen, S. T. & Nielsen, B.
- 129-134 On the ML-estimator of the positive and negative two-parameter binomial distribution
by Ferreri, Carlo
- 135-143 Semi-parametric likelihood ratio confidence intervals for various differences of two populations
by Qin, Yong Song
- 145-149 A note on universally optimal row-column designs with empty nodes
by Ting, Chao-Ping & Lin, Bing-Ying L. & Chai, Feng-Shun
- 151-157 Criteria for the strong law of large numbers for sequences of arbitrary random vectors
by Etemadi, N.
- 159-165 A normality criterion for random vectors based on independence
by Valderrama, M. J. & Aguilera, A. M.
- 167-176 Adaptive choice of trimming proportion in trimmed least-squares estimation
by Dodge, Yadolah & Jurecková, Jana
- 177-184 Semiparametric unit root tests based on symmetric estimators
by Shin, Dong Wan & So, Beong-Soo
- 185-191 Accurate rates of density estimators for continuous-time processes
by Blanke, D. & Bosq, D.
- 193-199 Minimax second-order designs over hypercubes for the difference between estimated responses at a point and at the centre
by Huda, S.
- 201-208 Unifying the derivations for the Akaike and corrected Akaike information criteria
by Cavanaugh, Joseph E.
- 209-216 Rank regression with estimated scores
by Naranjo, Joshua D. & McKean, Joseph W.
- 217-223 Iterated logarithm law for sample generalized partial autocorrelations
by Truong-Van, B.
April 1997, Volume 33, Issue 1
- 1-13 Frequency polygons for weakly dependent processes
by Carbon, Michel & Garel, Bernard & Tran, Lanh Tat
- 15-22 Likelihood ratio tests for genetic linkage
by Lemdani, Mohamed & Pons, Odile
- 23-34 Bayes and empirical Bayes estimation with errors in variables
by Zhang, Shunpu & Karunamuni, Rohana J.
- 35-39 Variance estimation with diffuse prior information
by Arnold, Barry C. & Villasenor, Jose A.
- 41-48 Sparse consistency and smoothing for multinomial data
by Aerts, Marc & Augustyns, Ilse & Janssen, Paul
- 49-62 Indices of empirical robustness
by Cabrera, J. & Maguluri, G. & Singh, K.
- 63-68 Testing linear and loglinear error components regressions against Box-Cox alternatives
by Baltagi, Badi H.
- 69-77 On stable processes of bounded variation
by Pérez-Abreu, Victor & Rocha-Arteaga, Alfonso
- 79-84 On the interval recurrence property of (N, d)-Ornstein-Uhlenbeck processes
by Wang, H. & Chen, X.
- 85-88 A new proof of the multidimensional convergence of types theorem
by Neuenschwander, Daniel
- 89-94 Nonparametric regression with long-memory errors
by Deo, R. S.
- 95-103 Testing for constant variance in a linear model
by Diblasi, Angela & Bowman, Adrian
- 105-107 Sharp bounds for the expected value of order statistics
by Huang, J. S.
April 1997, Volume 32, Issue 4
- 329-337 On some distributional and limit properties of factorizable distributions
by Wesolowski, Jacek
- 339-342 A note on the growth of random trees
by Biggins, J. D. & Grey, D. R.
- 343-349 A kind of strong deviation theorem for the sequences of nonnegative integer-valued random variables
by Wen, Liu
- 351-356 Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral
by Riedel, Kurt S.
- 357-366 The limit behavior of maxima modulo one and the number of maxima
by Qi, Yongcheng & Wilms, R. J. G.
- 367-376 Projections on cones, chi-bar squared distributions, and Weyl's formula
by Lin, Yong & Lindsay, Bruce G.
- 377-383 Submultiplicative moments of the supremum of a random walk with negative drift
by Sgibnev, M. S.
- 385-391 A Glivenko-Cantelli theorem for exchangeable random variables
by Berti, Patrizia & Rigo, Pietro
- 393-404 Non-parametric randomness tests based on success runs of fixed length
by Koutras, M. V. & Alexandrou, V. A.
- 405-411 A note on the residual empirical process in autoregressive models
by Lee, Sangyeol
- 413-416 Linear restrictions and two step multivariate least squares with applications
by Gupta, A. K. & Kabe, D. G.
- 417-424 Frequentist properties of a Bayesian analog to Fabian's bound
by Sa, Ping & Edwards, Don
- 425-430 Backward stochastic differential equations with continuous coefficient
by Lepeltier, J. P. & San Martin, J.
March 1997, Volume 32, Issue 3
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