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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
August 1996, Volume 28, Issue 4
- 299-310 Average-case analysis of multiple Quickselect: An algorithm for finding order statistics
by Lent, Janice & Mahmoud, Hosam M.
- 311-319 Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests
by McKeague, Ian W. & Sun, Yanqing
- 321-327 Dispersive orderings and characterization of ageing classes
by Belzunce, F. & Candel, J. & Ruiz, J. M.
- 329-335 Axiomatic information measures depending only on a probability measure
by Brezmes, T. & Naval, G.
- 337-343 A characterization of k-parameter quasimartingales
by Tsoi, Allanus H.
- 345-352 Stopped Lévy processes with applications to first passage times
by Gut, Allan
- 353-358 Root-n consistent estimation in partly linear regression models
by Schick, Anton
- 359-366 Existence of bounded invariant probability densities for Markov chains
by Hernández-Lerma, Onésimo & Lasserre, Jean B.
- 367-373 Tailweight with respect to the mode for unimodal distributions
by Averous, J. & Fougères, A. -L. & Meste, M.
- 375-386 A generalized Erlang distribution showing overdispersion
by Luceño, Alberto
July 1996, Volume 28, Issue 3
- 195-202 Testing for monotonicity in the intensity of a nonhomogeneous Poisson process
by Guffey, James M. & Wright, F. T.
- 203-209 A measurement of multi-factor orthogonality
by Deng, Lih-Yuan & Lin, Dennis K. J. & Wang, Jiannong
- 211-217 Construction of some asymmetrical orthogonal arrays
by Dey, Aloke & Midha, Chand K.
- 219-226 Global tilting method
by Jing, Bing-Yi
- 227-233 Nonparametric estimation for some nonlinear models
by Thavaneswaran, A. & Peiris, Shelton
- 235-238 On the distribution of the maxima of partial sums
by Sgibnev, M. S.
- 239-243 On the derivation of a suboptimal filter for signal estimation
by Ruiz-Molina, Juan Carlos & Valderrama, Mariano J.
- 245-250 Strong law of large numbers for 2-exchangeable random variables
by Etemadi, N. & Kaminski, M.
- 251-257 Estimation on random coefficient model with unbalanced data
by Fujisawa, Hironori
- 259-268 Bartlett-type formulas for complex multivariate time series of mixed spectra
by Li, Ta-Hsin
- 269-270 Characteristic functions taking constant values on intervals of the real line
by Ramachandran, B.
- 271-278 Infinite divisibility of random variables and their integer parts
by Bondesson, Lennart & Kristiansen, Gundorph K. & Steutel, Fred W.
- 279-284 A note on domains of attraction of p-max stable laws
by Christoph, Gerd & Falk, Michael
- 285-289 Maximum variation of total risk
by Pemantle, Robin
June 1996, Volume 28, Issue 2
- 99-106 An algorithm for estimating parameters of state-space models
by Wu, Lilian Shiao-Yen & Pai, Jeffrey S. & Hosking, J.R.M.
- 107-110 The law of the iterated logarithm for Lp-norms of empirical processes
by Gajek, L. & Kaluszka, M. & Lenic, A.
- 111-114 Stopping times and tightness for multiparameter martingales
by Ivanoff, B. Gail
- 115-120 Existence of a normal scale mixture with a given variance and a percentile
by Basu, Sanjib
- 121-126 Mixed difference matrices and the construction of orthogonal arrays
by Wang, J.C.
- 127-130 On the weak law of large numbers for randomly indexed partial sums for arrays
by Hong, Dug Hun
- 131-135 A conditional product measure theorem
by Swart, J.M.
- 137-141 On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights
by Silvapulle, Mervyn J.
- 143-145 Asymptotic equivalence of nonparametric regression and white noise model has its limits
by Efromovich, Sam & Samarov, Alex
- 147-151 An extension of the method of polynomials and a new reduction formula for Bonferroni-type inequalities
by Galambos, Janos & Simonelli, Italo
- 153-157 Exact distribution of the Kaplan-Meier estimator under the proportional hazards model
by Chang, Myron N.
- 159-164 A class of exchangeable sequences
by Gnedin, Alexander V.
- 165-171 On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
by Weron, Rafal
- 173-179 Gauss-Newton estimation of parameters for a spatial autoregression model
by Bhattacharyya, B.B. & Khalil, T.M. & Richardson, G.D.
- 181-189 On the grouped LSE under an errors-in-variables model
by Akritas, Michael G.
- 191-194 A generalization of variance bounds
by Papadatos, N. & Papathanasiou, V.
June 1996, Volume 28, Issue 1
- 1-8 A note on corrected-score estimation
by Buzas, J. S. & Stefanski, L. A.
- 9-21 Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families
by Miao, Weiwen & Hahn, Marjorie G.
- 23-31 Nonparametric estimation in heteroskedastic regression
by Akritas, Michael G.
- 33-39 On multivariate Le Cam theorem and compound Poisson measures
by Cekanavicius, V.
- 41-49 Some remarks on the uniform weak convergence of stochastic processes
by Arcones, Miguel A.
- 51-58 An extension of a theorem on gambling systems to arbitrary binary random variables
by Wen, Liu & Zhongzhi, Wang
- 59-63 Orthogonal 2k and 3k factorial designs constructed using sequences with zero autocorrelation
by Koukouvinos, Christos
- 65-72 The bootstrap of the mean for strong mixing sequences under minimal conditions
by Radulovic, Dragan
- 73-79 Assessing a Bartlett plot
by Glendinning, Richard H.
- 81-90 Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options
by Chuang, Chin-Shan
- 91-97 Inequalities of correlation type for symmetric stable random vectors
by Koldobsky, A. L. & Montgomery-Smith, S. J.
May 1996, Volume 27, Issue 4
- 289-294 Crossing properties of F distributions
by Mi, Jie
- 295-304 Nonparametric multiple change-point estimators
by Lee, Chung-Bow
- 305-311 Statistical solutions for a stochastic Burger's equation
by Karczewska, Anna
- 313-318 On weak lumpability of a finite Markov chain
by Peng, Nan-Fu
- 319-329 The rates of convergence of Bayes estimators in change-point analysis
by Rukhin, Andrew L.
- 331-339 A note on tightness
by Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno
- 341-346 On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root
by Park, Chul Gyu & Shin, Dong Wan
- 347-355 Random polynomials with complex coefficients
by Farahmand, K.
- 357-365 Quantile estimation under possibly misspecified generalised linear model
by Séménou, M.
- 367-373 Tests of hypotheses in discrete models based on the penalized Hellinger distance
by Basu, Ayanendranath & Harris, Ian R. & Basu, Srabashi
- 375-384 Some properties of the Lynden-Bell estimator with truncated data
by Yuan, Ao
- 385-391 Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models
by Paparoditis, Efstathios
April 1996, Volume 27, Issue 3
- 195-199 An algorithm for tree-ordered isotonic median regression
by Qian, Shixian
- 201-205 Large deviations for subsampling from individual sequences
by Dembo, Amir & Zeitouni, Ofer
- 207-216 Asymptotic normality of a class of bivariate-multivariate discrete power series distributions
by Kyriakoussis, A. G. & Vamvakari, M. G.
- 217-219 On pairs of sums of random variables with pairwise equal distributions
by Krengel, U.
- 221-223 Nesting Plackett-Burman designs
by John, Peter W. M.
- 225-229 A curious property of the derivatives of the Cauchy density
by Hall, Peter & Marron, J. Steven & Titterington, D. M.
- 231-239 Optimized scorings for ordinal data for the general linear model
by Gautam, Shiva & Kimeldorf, George & Sampson, Allan R.
- 241-246 A note on the inverse estimation of band-limited signals
by Ruymgaart, Frits H.
- 247-254 Laws of the iterated logarithm for weighted sums of independent random variables
by Li, Deli & Tomkins, R. J.
- 255-258 A note on density estimation for Poisson mixtures
by McKay, Ian
- 259-265 Correlation between successive values of Anderson's classification statistic in the hold-out method
by Park, Pil S. & Kshirsagar, Anant M.
- 267-270 On c-optimal random variables
by Rüschendorf, Ludger
- 271-274 Dispersive ordering of order statistics
by Kochar, Subhash C.
- 275-279 Use of asymmetrical factorials for generating designs for quadratic mixture model
by Aggarwal, M. L. & Sarin, V.
- 281-287 Weighted least squares estimates in partly linear regression models
by Schick, Anton
April 1996, Volume 27, Issue 2
- 101-109 Recurrence formula for expectations of products of quadratic forms
by Ghazal, G. A.
- 111-114 Iterated Brownian motion and stable() subordinator
by Bertoin, Jean
- 115-126 The impact of unsuspected serial correlations on model selection in linear regression
by Hurvich, Clifford M. & Tsai, Chih-Ling
- 127-129 On distribution functions with completely monotone derivative
by Sandhya, E. & Satheesh, S.
- 131-136 The sample mid-range and interquartiles
by Bingham, N. H.
- 137-143 Tests for semiparametric model based on non-homogeneous Markov process
by Marzec, Leszek & Marzec, Pawel
- 145-148 Characterization of general ridge estimators
by Markiewicz, Augustyn
- 149-153 Some new non-proper variance-balanced designs with unequal replications
by Sinha, K. & Jones, B. & Kageyama, Sanpei
- 155-162 Test for generalized variance in signal processing
by Bhandary, Madhusudan
- 163-169 Local sensitivity of density bounded priors
by Meng, Q. & Sivaganesan, S.
- 171-175 On the asymptotic behavior of Akaike's BIC
by Reschenhofer, Erhard
- 177-180 On the coefficient of variation of the - and -classes
by Bhattacharjee, Arnab & Sengupta, Debasis
- 181-188 Empirical Bayes rules for selecting the most and least probable multivariate hypergeometric event
by Balakrishnan, N. & Ma, Yimin
- 189-194 Explicit and asymptotic formulae for the expected values of the order statistics of the Cantor distribution
by Knopfmacher, Arnold & Prodinger, Helmut
March 1996, Volume 27, Issue 1
- 1-9 A strong law of large numbers for triangular mixingale arrays
by de Jong, Robert M.
- 11-15 Regression and edge estimation
by Jacob, P. & Suquet, Ch.
- 17-23 On the identifiability of measurement error in the bifurcating autoregressive model
by Huggins, Richard
- 25-29 The variogram of the uniform transform of a random field
by De Cesare, L. & Posa, D.
- 31-36 Some results on discrete [alpha]-unimodality
by Mashhour, A. F.
- 37-41 A direct approach to a Bayesian sequential test for a normal mean
by Wan, Fanghuan & Wu, Xizhi
- 43-47 Non-dependence of the predictive distribution on the population size
by Bose, Sudip & Kedem, Benjamin
- 49-60 On the unconditional strong law of large numbers for the bootstrap mean
by Arenal-Gutiérrez, Eusebio & Matrán, Carlos & Cuesta-Albertos, Juan A.
- 61-65 A note on the change-point problem for angular data
by Csörgo, Miklós & Horváth, Lajos
- 67-69 Refinement of a zero-one law for maxima
by Tomkins, R. J.
- 71-84 Wavelet linear density estimator for a discrete-time stochastic process: Lp-losses
by Leblanc, Frédérique
- 85-89 Testing for the equality of several correlation matrices
by Schott, James R.
- 91-98 Illustration of some moment identities for order statistics
by Lange, Kenneth
March 1996, Volume 26, Issue 4
- 293-295 On the weak ergodicity of nonhomogeneous Markov chains
by Tan, Choon Peng
- 297-307 A note on density mode estimation
by Vieu, Philippe
- 309-314 Note on closed-form MLEs of failure rates in a fully parametric random censorship model with incomplete data
by Gastaldi, Tommaso
- 315-321 A note on random densities via wavelets
by Vidakovic, Brani
- 323-328 On Bayesian robustness with the [var epsilon]-contamination class of priors
by Boratynska, Agata
- 329-332 Linear models and D-optimal designs for n [triple bond; length as m-dash] 2 mod 4
by Koukouvinos, Christos
- 333-338 Orthogonal designs in linear models and sequences with zero autocorrelation
by Koukouvinos, Christos
- 339-346 On the distribution of linear functions of independent F and U variates
by Lee, Jack C. & Hu, Ling
- 347-355 On computing the expected Fisher information matrix for state-space model parameters
by Cavanaugh, Joseph E. & Shumway, Robert H.
- 357-363 On maximin designs for correlated observations
by Bischoff, Wolfgang
- 365-375 Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap
by Arenal-Gutiérrez, Eusebio & Matrán, Carlos & Cuesta-Albertos, Juan A.
- 377-380 On the strong law of large numbers
by Petrov, Valentin V.
- 381-387 A note on the TJW product-limit estimator for truncated and censored data
by Zhou, Yong
February 1996, Volume 26, Issue 3
- 199-203 On first-passage times in increasing Markov processes
by Pérez-Ocón, Rafael & Gámiz-Pérez, M. Luz
- 205-211 A problem of minimax estimation with directional information
by Ferguson, Thomas S.
- 213-218 The range of simple branching random walk
by Grill, Karl
- 219-223 Iterated large deviations
by Löwe, Matthias
- 225-232 One-step robust parametric estimation with application to random censoring model
by Yang, Song
- 233-242 A queueing theoretical proof of increasing property of Polya frequency functions
by Daduna, Hans & Szekli, Ryszard
- 243-248 Asymptotic analysis of the moments of the Cantor distribution
by Grabner, P. J. & Prodinger, H.
- 249-258 Optimal allocation of test positions and testing time in a factorial life testing experiment
by Gertsbakh, I.
- 259-262 A remark on stochastic monotonicity
by Braverman, Michael
- 263-269 Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency
by Pak, Ro Jin
- 271-278 Wavelet density estimation by approximation of log-densities
by Koo, Ja-Yong & Kim, Woo-Chul
- 279-283 Rate functions in the theory of large deviations
by Eichelsbacher, Peter
- 285-292 Bounds for coherent reliability structures
by Koutras, M. V. & Papastavridis, S. G. & Petakos, K. I.
February 1996, Volume 26, Issue 2
- 97-104 On characterizations of independent identically distributed random variables via order structures
by Malov, S.V.
- 105-111 Characterizing multivariate normal distributions by some of its conditionals
by Bischoff, Wolfgang
- 113-114 Estimation problems for the two-parameter negative binomial distribution
by Wang, Yining
- 115-118 A note on estimating quantiles of exponential populations
by Kumar, Somesh & Sharma, Divakar
- 119-124 Total positivity properties of the bivariate diagonal natural exponential families
by Lu, I-Li & Richards, Donald
- 125-133 Association in time of a finite semi-Markov process
by Kuber, Madhuri & Dharmadhikari, Avinash
- 135-140 Large deviations for a class of recursive algorithms
by Zajic, Tim
- 141-145 A note on estimation of variance for [rho]-mixing sequences
by Peligrad, Magda & Shao, Qi-Man
- 147-152 On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments
by Macci, Claudio
- 153-157 Specification of distributions by combinations of marginal and conditional distributions
by Arnold, Barry C. & Castillo, Enrique & Sarabia, José María
- 159-167 A Dirac-function method for densities of nonlinear statistics and for marginal densities in nonlinear regression
by Pázman, A. & Pronzato, L.
- 169-178 Asymptotic behavior of sample mean location for manifolds
by Hendriks, Harrie & Landsman, Zinoviy
- 179-185 Uniform strong consistency of kernel density estimators under dependence
by Kim, Tae Yoon & Cox, Dennis D.
- 187-197 Asymptotic expansions for randomly censored survival data
by Hardwick, Janis
January 1996, Volume 26, Issue 1
- 1-6 On exchangeable sampling distributions for uncontrolled data
by Leonard, Tom
- 7-12 Corrected score tests for exponential family nonlinear models
by Ferrari, Silvia L. P. & Cordeiro, Gauss M.
- 13-24 Estimation of a change in linear models
by Husková, Marie
- 25-34 On combining independent nonparametric regression estimators
by Gerard, Patrick D. & Schucany, William R.
- 35-41 A note on bootstrap model selection criterion
by Chung, Han-Yeong & Lee, Kee-Won & Koo, Ja-Yong
- 43-49 Likelihood ratio test for the spacing between two adjacent location parameters
by Yu, Philip L. H. & Lam, K.
- 51-60 On nonorthogonality and nonoptimality of Addelman's main-effect plans satisfying the condition of proportional frequencies
by Srivastava, J. N. & Ghosh, S.
- 61-64 A mixture representation of the Linnik distribution
by Kotz, Samuel & Ostrovskii, I. V.
- 65-73 A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games
by Csörgo, Sándor & Simons, Gordon
- 75-82 Nonnegativity of odd functional moments of positive random variables with decreasing density
by Alsmeyer, Gerold
- 83-90 Matching fixed rectangles in 2-dimension
by Sheng, Ke-Ning & Naus, Joseph I.
- 91-96 An L1-variant of the Cramer-von Mises test
by Schmid, Friedrich & Trede, Mark
December 1995, Volume 25, Issue 4
- 289-299 A stochastic model for drug resistance in AIDS chemotherapy and the HIV incubation distribution
by Tan, Wai Y.
- 301-307 A new family of goodness-of-fit statistics for discrete multivariate data
by Lorenzen, Gunter
- 309-316 Restricted tests for and against the increasing failure rate ordering on multinomial parameters
by Bhattacharya, Bhaskar
- 317-321 On the equivalence of D and G-optimal designs in heteroscedastic models
by Wong, Weng Kee
- 323-327 Uniqueness of principal points for univariate distributions
by Li, Luning & Flury, Bernard
- 329-339 On weak lumpability of denumerable Markov chains
by Ledoux, James
- 341-349 On selecting the best natural exponential families with quadratic variance function
by Abughalous, Mansour M. & Bansal, Naveen K.
- 351-355 On a class of exchangeable sequences
by Gnedin, Alexander V.
- 357-360 A note on variance reduction
by Berlinet, Alain
- 361-364 Unbiased ratio-type variance estimation
by Agrawal, M. C. & Sthapit, A. B.
- 365-371 Explicit and exponential bounds for a test on the coefficient of an AR(1) model
by Massé, Bruno & Viano, Marie-Claude
- 373-378 Approximate estimation of non-identifiable parameters in a convolution
by Kale, B. K. & Sebastian, G.
November 1995, Volume 25, Issue 3
- 193-199 A weighted least-squares procedure for estimating the parameters of Altham's multiplicative generalization of the binomial distribution
by From, Steven G.
- 201-212 Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system
by Bosq, D. & Guégan, D.
- 213-219 Testing the equality of several binomial proportions to a prespecified standard
by Kulkarni, Pandurang M. & Shah, Arvind K.
- 221-229 Estimations of the decomposition stability into identical components
by Ushakov, N. G. & Ushakova, A. P.
- 231-240 Correspondence analysis of an artificial binary cylinder data
by Endo, Hideki
- 241-248 Estimating the number of change points in a sequence of independent normal random variables
by Lee, Chung-Bow
- 249-252 Improved predictors in survey sampling under a super population model
by Srivastava, A. K.
- 253-263 The asymptotic tail behaviours of projection pursuit-type Kolmogorov statistics
by Zhu, Li-Xing & Cheng, Ping
- 265-270 Construction of bivariate distributions by a generalised trivariate reduction technique
by Lai, C. D.
- 271-279 Tactical aspects of search and rescue operations
by Meloche, J.
- 281-288 Preserving unimodality by mixing
by Bertin, Emile & Theodorescu, Radu
November 1995, Volume 25, Issue 2
- 95-104 On nonparametric likelihood ratio estimation of survival probabilities for censored data
by Li, Gang
- 105-111 Behavior near zero of the distribution of GCV smoothing parameter estimates
by Wahba, Grace & Wang, Yuedong
- 113-115 A simple proof and refinement of Wielandt's eigenvalue inequality
by Dümbgen, Lutz
- 117-120 On the nonexistence of a global nonnegative minimum bias invariant quadratic estimator of variance components
by Gao, Sujuan & Smith, T. M. F.
- 121-132 On Wieand's theorem
by Kallenberg, Wilbert C. M. & Koning, Alex J.
- 133-144 M-type estimators of regression function with applications
by Zhu, Li-Xing & Ng, Kai W.
- 145-151 On asymptotic expansions in the first uniform Kolmogorov theorem
by Cekanavicius, V.
- 153-162 The laws of the iterated logarithm of some estimates in partly linear models
by Gao, Jiti
- 163-170 A note on the asymptotic behavior of conditional extremes
by Gangopadhyay, Ashis K.
- 171-175 Concavity of Box-Cox log-likelihood function
by Kouider, Elies & Chen, Hanfeng
- 177-183 Ordered and unordered random partitions of an integer and the GEM distribution
by Sibuya, Masaaki & Yamato, Hajime
- 185-192 Robust scale estimation based on the the empirical characteristic function
by Markatou, Marianthi & Horowitz, Joel L. & Lenth, Russell V.
October 1995, Volume 25, Issue 1
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