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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 1994, Volume 20, Issue 4
- 253-257 Two principal points of symmetric, strongly unimodal distributions
by Tarpey, Thaddeus
- 259-268 Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes
by Zhang, Guoqiang
- 269-271 The rank of the current lifetime
by Grübel, Rudolf
- 273-285 Linking the estimation and ranking and selection problems through sequential procedures: The normal case
by Chaturvedi, Ajit & Gupta, Rahul
- 287-294 Robust Bayesian analysis using divergence measures
by Dey, Dipak K. & Birmiwal, Lea R.
- 295-306 Robust measures of association in the correlation model
by Witt, Lee D. & McKean, Joseph W. & Naranjo, Joshua D.
- 307-312 Closure of multivariate t and related distributions
by Jensen, D. R.
- 313-319 Moments of the ratio of two dependent quadratic forms
by Ghazal, G. A.
- 321-326 Morphological Markov random fields
by Carstensen, Jens Michael
- 327-335 Multidimensional Lévy inequalities and their applications
by Li, Gang
June 1994, Volume 20, Issue 3
- 169-172 On polynomial filtration of some continuous semimartingales
by Ouknine, Y.
- 173-182 On ordinary least-squares methods for sample surveys
by Wang, Song-Gui & Chow, Shein-Chung & Tse, Siu-Keung
- 183-188 On the non-consistency of an estimate of Chiu
by Devroye, Luc
- 189-195 On the limiting distribution of and critical values for an origin-invariant bivariate Cramer--von Mises-type statistic
by Zimmerman, Dale L.
- 197-202 A perturbation scheme for nonlinear models
by Wu, Xizhi & Wan, Fanghuan
- 203-207 Arbitrarily reliable systems with two dual modes of failure
by Veselý, Petr
- 209-217 On the number of maxima in a discrete sample
by Brands, J. J. A. M. & Steutel, F. W. & Wilms, R. J. G.
- 219-223 Convergence of the Kaplan-Meier estimator in weighted sup-norms
by Stute, Winfried
- 225-234 Two measures of sample entropy
by Ebrahimi, Nader & Pflughoeft, Kurt & Soofi, Ehsan S.
- 235-238 Multivariate normality via conditional normality
by Ahsanullah, M. & Wesolowski, Jacek
- 239-240 Stationary probabilities for a simple immigration-birth-death process under the influence of total catastrophes
by Kyriakidis, E. G.
- 241-245 Improving the James-Stein estimator using the Stein variance estimator
by Berry, J. Calvin
May 1994, Volume 20, Issue 2
- 85-90 The study of a function relating to stable distributions
by Buckle, D. J.
- 91-99 Parameter estimation for ARMA processes with errors in models
by Chen, Han-Fu & Deniau, Claude
- 101-112 Correspondence analysis of an artificial cylinder data
by Okamoto, Masashi
- 113-116 Monotonicity of regression functions in structural measurement error models
by Hwang, Gene T. & Stefanski, Leonard A.
- 117-123 On minimum L1-norm estimate of the parameter of the Ornstein--Uhlenbeck process
by Kutoyants, Y. & Pilibossian, P.
- 125-130 On the central limit theorem for point process martingales
by Johansson, Björn
- 131-138 Adaptive and unbiased predictors in a change point regression model
by Cohen, Arthur & Kushary, Debashis
- 139-142 Mixture or logistic regression estimation for discrimination
by O'Neill, Terence J.
- 143-148 Outlier detection in the state space model
by Chib, Siddhartha & Tiwari, Ram C.
- 149-153 Expectiles and M-quantiles are quantiles
by Jones, M. C.
- 155-162 A duality theorem for solving multiple-player multivariate hypergeometric problems
by Sobel, Milton & Frankowski, Krzysztof
- 163-167 Hypothesis testing of common roots
by Klein, André
May 1994, Volume 20, Issue 1
- 1-7 Nonconsistent estimation by diffusion type observations
by Kutoyants, Yu. A.
- 9-21 Extreme quantile estimation in [delta]-neighborhoods of generalized Pareto distributions
by Falk, Michael
- 23-26 Convergence criteria for maxima with regularly varying normalizing constants
by Gan, Gaoxiong & Neill, James W.
- 27-35 Lifelength in a random environment
by Baxter, Laurence A. & Li, Linxiong
- 37-47 A generalization of the Eulerian numbers with a probabilistic application
by Harris, Bernard & Park, C. J.
- 49-55 Testing for change-points with rank and sign statistics
by Gombay, Edit
- 57-62 The central limit theorem for U-processes indexed by Hölder's functions
by Arcones, Miguel A.
- 63-67 Monotonicity properties of the ordered ranks in the two-sample problem
by Kochar, Subhash C.
- 69-73 Minimum disparity estimation in the errors-in-variables model
by Basu, Ayanendranath & Sarkar, Sahadeb
- 75-80 Infinite order V-statistics
by Shieh, Grace S.
- 81-84 The limit distribution of the concave majorant of an empirical distribution function
by Wang, Yazhen
April 1994, Volume 19, Issue 5
- 357-360 Breakdown versus efficiency -- Your perspective matters
by He, Xuming
- 361-370 Desirable properties, breakdown and efficiency in the linear regression model
by Davies, Laurie
- 371-379 Efficient high-breakdown M-estimators of scale
by Croux, Christophe
- 381-385 Small sample efficiency and exact fit for Cauchy regression models
by Morgenthaler, Stephan
- 387-398 The asymptotics of the least trimmed absolute deviations (LTAD) estimator
by Tableman, Mara
- 399-408 Effect of leverage on the finite sample efficiencies of high breakdown estimators
by Coakley, Clint W. & Mili, Lamine & Cheniae, Michael G.
- 409-415 Efficiency of MM- and [tau]-estimates for finite sample size
by Adrover, Jorge G. & Bianco, Ana M. & Yohai, Víctor J.
- 417-431 Unconventional features of positive-breakdown estimators
by Rousseeuw, Peter J.
March 1994, Volume 19, Issue 4
- 259-266 Rapid evaluation of the inverse of the normal distribution function
by Masaglia, George & Zaman, Arif & Marsaglia, John C. W.
- 267-269 Truncating sample weights reduces variance
by Yu, Kai Fun
- 271-279 On max domains of attraction of univariate p-max stable laws
by Subramanya, U. R.
- 281-284 Multivariate kurtosis in L1-sense
by Averous, Jean & Meste, Michel
- 285-290 A new proof on the distribution of the local time of a Wiener process
by Csörgo, Miklós & Shao, Qi-Man
- 291-297 On the product and the sum of random variables with arithmetic and non-arithmetic distributions
by Abt, Markus
- 299-305 Asymptotic representations for qualites of pooled samples
by Liu, Z. J. & Yin, Y. Q.
- 307-312 On disparity based goodness-of-fit tests for multinomial models
by Basu, Ayenendranath & Sarkar, Sahadeb
- 313-315 A conditional characterization of the multivariate normal distribution
by Arnold, Barry C. & Castillo, Enrique & Sarabia, Jose María
- 317-319 A feasible minimum risk estimator interpretation to Stein-rule estimators in linear regression model
by Srivastava, V. K. & Srivastava, A. K.
- 321-326 On multidimensional domains of attraction for stationary sequences
by Jakubowski, Adam
- 327-328 Moments do not determine tail
by Chao, Min-Te & Liang, Wen-Qi
- 329-337 The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
by Tableman, Mara
- 339-347 On predicting the finite population distribution function
by Bolfarine, Heleno & Sandoval, Mônica C.
- 349-354 An odd property of the sample median
by Cabrera, J. & Maguluri, G. & Singh, K.
February 1994, Volume 19, Issue 3
- 169-176 Bias correction in ARMA models
by Cordeiro, Gauss M. & Klein, Ruben
- 177-179 A convergence theorem for sums of dependent Hilbert space valued triangular arrays
by Zezhi, Li & Buchen, Zhang
- 181-187 A multiplicative bias reduction method for nonparametric regression
by Linton, Oliver & Nielsen, Jens Perch
- 189-194 Unit root tests for ARIMA(0, 1, q) models with irregularly observed samples
by Shin, Dong Wan & Sarkar, Sahadeb
- 195-198 The best lower bound of sample correlation coefficient with ordered restriction
by Hwang, Tea-Yuan & Hu, Chin-Yuan
- 199-204 A note on the generalization of Mathisen's median test
by Shetty, I. D. & Bhat, Sharada V.
- 205-216 Necessary and sufficient conditions for the multivariate bootstrap of the mean
by Sepanski, Steven J.
- 217-219 A note on the conditional distribution of X when X - y is given
by Bai, Z. D. & Shepp, Lawrence A.
- 221-231 A simple form of Bartlett's formula for autoregressive processes
by Cavazos-Cadena, Rolando
- 233-237 Possible sample paths of self-similar [alpha]-stable processes
by Samorodnitsky, Gennady
- 239-243 On a probabilistic generalization of Taylor's theorem
by Lin, Gwo Dong
- 245-248 Testing for Poissonity-normality vs. other infinite divisibility
by Gupta, A. K. & Móri, T. F. & Székely, G. J.
- 249-257 Estimation of the mean when data contain non-ignorable missing values from a random effects model
by Shih, Weichung J. & Quan, Hui & Chang, Myron N.
January 1994, Volume 19, Issue 2
- 85-89 On long runs of heads and tails
by Móri, Tamás F.
- 91-95 Quadratic location discriminant functions for mixed categorical and continuous data
by Krzanowski, W. J.
- 97-99 On a majorization inequality for sums of independent random vectors
by Pinelis, Iosif
- 101-109 Estimation of restricted regression model when disturbances are not necessarily normal
by Singh, R. Karan
- 111-114 Some results on covariance of function of order statistics
by Qi, Yong-cheng
- 115-117 A compact expression for the variance of sample second-order moments in multivariate linear relations -- an alternative proof of Satorra's result
by Neudecker, Heinz
- 119-127 Asymptotically best bandwidth selectors in kernel density estimation
by Kim, W. C. & Park, B. U. & Marron, J. S.
- 129-130 A counterexample to a conjecture on order statistics
by Li, Luning
- 131-136 The Pitman comparison of unbiased linear estimators
by Fountain, Robert L. & Keating, Jerome P.
- 137-142 A simple and competitive estimator of location
by Chan, Y. M. & He, Xuming
- 143-145 Singularity of two diffusion on [infinity]
by Zhang, Sixiang
- 147-151 On the calculation of standard error for quotation in confidence statements
by Chen, Song Xi & Hall, Peter
- 153-159 The Chibisov--O'Reilly theorem for empirical processes under contiguous measures
by Szyszkowicz, Barbara
- 161-165 Moments of order statistics of the Cantor distribution
by Hosking, J. R. M.
January 1994, Volume 19, Issue 1
- 1-4 Sufficient conditions for unimodality of the positive binomial likelihood function
by DeRiggi, Dennis
- 5-18 Improved maximum likelihood estimation for component reliabilities with Miyakawa--Usher--Hodgson--Guess' estimators under censored search for the cause of failure
by Gastaldi, Tommaso
- 19-26 Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
by Takahashi, Rinya
- 27-31 On the rate of almost sure convergence of Dümbgen's change-point estimators
by Ferger, Dietmar
- 33-38 Unbiased equivariant estimation of a common normal mean vector with one observation from each population
by Krishnamoorthy, K. & Pal, Nabendu
- 39-44 Criteria for the regularity of the sample functions of weakly harmonizable processes
by Moché, Raymond
- 45-49 A note on dichotomy theorems for integrals of stable processes
by Horváth, Lajos & Shao, Qi-Man
- 51-56 Specialised class L property and stationary autoregressive process
by Pillai, R. N. & Jayakumar, K.
- 57-63 On adaptive estimation of nonlinear functionals
by Efromovich, Sam
- 65-76 Testing goodness of fit of polynomial models via spline smoothing techniques
by Chen, Juei-Chao
- 77-84 On estimating the mean function of a Gaussian process
by Anilkumar, P.
December 1993, Volume 18, Issue 5
- 337-343 Admissibility of the Empirical Distribution Function in discrete nonparametric invariant problems
by Yu, Qiqing
- 345-348 On the absolute bias ratio of ratio estimators
by Meng, Xiao-Li
- 349-351 A triptych of discrete distributions related to the stable law
by Devroye, Luc
- 353-362 An extension of the Horvitz--Thompson theorem to point sampling from a continuous universe
by Cordy, Clifford B.
- 363-371 Selecting a double k-class estimator for regression coefficients
by Carter, R. A. L. & Srivastava, V. K. & Chaturvedi, A.
- 373-379 Subsampling quantile estimator majorization inequalities
by Kaigh, W. D. & Sorto, Maria Alejandra
- 381-382 On a problem of Andersson and Perlman
by Steel, M. A. & Wood, G. R.
- 383-388 Optimal robust credible sets for contaminated priors
by Sivaganesan, Siva & Berliner, L. Mark & Berger, James
- 389-395 On the distribution of functionals of stationary Gaussian processes
by Hornik, Kurt
- 397-403 Confidence interval estimation under some restrictions on the parameters with non-linear boundaries
by Gene Hwang, J. T. & Peddada, Shyamal D.
- 405-413 On the moving block bootstrap under long range dependence
by Lahiri, S. N.
- 415-420 A note on constructive procedure for unbiased controlled rounding
by Tiwari, Neeraj & Nigam, A. K.
November 1993, Volume 18, Issue 4
- 253-256 A remark on the connection between the large deviation principle and the central limit theorem
by Bryc, Wlodzimierz
- 257-263 Records generated by Markov sequences
by Adke, S. R.
- 265-270 Limit theorems for Markov random walks
by Tang, Loon Ching
- 271-278 Freeman--Tukey chi-squared goodness-of-fit statistics
by Read, Campbell B.
- 279-287 On the incubation distributions of the HIV epidemic
by Tan, W. Y.
- 289-296 Empirical Bayes analysis of the commercial loan evaluation process
by Leonard, Kevin J.
- 297-300 Two examples in the theory of large deviations
by Ioffe, Dmitry
- 301-305 A simple application of binomial--negative binomial relationship in the derivation of sharp bounds for moments of order statistics based on greatest convex minorants
by Balakrishnan, N.
- 307-312 The total time on test statistic and age-dependent censoring
by Cooke, Roger M.
- 313-314 Uniform distribution and sum modulo m of independent random variables
by Scozzafava, Paola
- 315-321 Hellinger distance and Kullback--Leibler loss for the kernel density estimator
by Kanazawa, Yuichiro
- 323-326 On the generalized Euler distribution
by Benkherouf, Lakdere & Alzaid, Abdulhamid A.
- 327-336 Density estimation by kernel and wavelets methods: Optimality of Besov spaces
by Kerkyacharian, Gérard & Picard, Dominique
October 1993, Volume 18, Issue 3
- 169-177 Appropriate penalties in the final prediction error criterion: a decision theoretic approach
by Zhang, Ping & Krieger, Abba M.
- 179-182 The asymptotic mean squared error of L-smoothing splines
by Abramovich, Felix P.
- 183-190 Testing for a unit root in autoregressive processes with systematic but incomplete sampling
by Shin, Dongwan & Pantula, Sastry G.
- 191-194 A lower bound for expectation of a convex functional
by Guo, Mei-Hui & Wei, Ching-Zong
- 195-203 A note on testing for a unit root in an ARIMA(p,1,0) signal observed with MA(q) noise
by Shin, Dongwan & Sarkar, Sahadeb
- 205-208 Sufficient conditions for treatment responders to have longer survival than non-responders
by Liu, P. Y. & Voelkel, Joseph O. & Crowley, John & Wolf, Michael
- 209-211 Efficiency and concentration inequalities on k
by Jensen, D. R.
- 213-218 Estimating error correlation in nonparametric regression
by Altman, Naomi Simone
- 219-225 On the distribution of supremum of diffusion local time
by Salminen, Paavo
- 227-232 On the uniform convergence of normalized Poisson mixtures to their mixing distribution
by Adell, JoséA. & de la Cal, Jesús
- 233-239 Regular variation and generalized domains of attraction in k
by Meerschaert, Mark M.
- 241-244 A note on robust estimation of location
by Chaudhuri, Probal & SenGupta, Debapriya
- 245-251 Maximum likelihood estimation in branching process with continuous state space
by Kale, Mohan M. & Deshmukh, S. R.
September 1993, Volume 18, Issue 2
- 85-89 Pitman closeness for Stein-rule estimators of regression coefficients
by Srivastava, A. K. & Srivastava, V. K.
- 91-103 Intervention analysis with nonlinear dependent noise variation
by Sarkar, A. & Kartikeyan, B.
- 105-112 On a counting variable in the theory of discrete-parameter Markov chains
by Csenki, Attila
- 113-120 Estimating coefficients of two-phase linear regression model with autocorrelated errors
by Lee, Tze-San
- 121-123 Convergence of random power series with pairwise independent Banach-space-valued coefficients
by Roters, Markus
- 125-128 A resampling design for computing high-breakdown regression
by Rousseeuw, Peter J.
- 129-135 On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals
by Pérez, Josefa Linares
- 137-146 A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression
by Forbes, Andrew B. & Santner, Thomas J.
- 147-151 When will the sample paths be step function for two-parameter stochastic processes
by Zhou, Xiao-Wen & Zhou, Jian-Wei
- 153-161 Sooner and later waiting time problems for Markovian Bernoulli trials
by Balasubramanian, K. & Viveros, R. & Balakrishnan, N.
- 163-168 Bayesian interim analysis of censored exponential observations
by Geisser, Seymour
August 1993, Volume 18, Issue 1
- 1-7 Derivations of the compound Poisson distribution and process
by Wang, Y. H. & Ji, Shuixin
- 9-12 A note on the asymptotic distribution of the F-statistic for random variables with infinite variance
by Runde, Ralf
- 13-17 Asymptotic theory of least squares estimator of a particular nonlinear regression model
by Kundu, Debasis
- 19-25 A note on the asymptotic variance of survival function in the semi-Markov model
by Malani, Hina M. & Redfearn, William J. & Nielsen, Jens Perch
- 27-32 An extension of the information inequality and related characterizations
by Papathanasiou, V.
- 33-40 Some confidence intervals arising from weak lp spaces
by Heinkel, Bernard
- 41-48 Constructions of nested group divisible designs
by Duan, Xiaoping & Kageyama, Sanpei
- 49-55 A random field approach to weak convergence of processes
by Gorostiza, Luis G. & Rebolledo, Rolando
- 57-64 The size of the averages of strongly mixing random variables
by Rieders, Eric
- 65-72 On the moments of certain stochastic integrals
by Goldstein, Larry & McCabe, Brendan
- 73-84 Second order asymptotic efficiency in a partial linear model
by Hua, Liang & Ping, Cheng
August 1993, Volume 17, Issue 5
- 337-341 A note on moments of variables summing to normal order statistics
by Song, Ruiguang & Deddens, James A.
- 343-350 Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
by Balakrishnan, N.
- 351-354 On estimating the total rate of the unobserved processes
by Nayak, Tapan K.
- 355-360 Examples of inconsistent Bayes procedures based on observations on dynamical systems
by Berliner, L. Mark & MacEachern, Steven N.
- 361-368 Multivariate distributions with generalized Pareto conditionals
by Arnold, Barry C. & Castillo, Enrique & Sarabia, Jose María
- 369-375 Note on the Schrödinger equation and I-projections
by Rüschendorf, L. & Thomsen, W.
- 377-385 A simple proof for the Kalman-Bucy smoothed estimate formula
by Rutkowski, Marek
- 387-394 A note on nonlinear stochastic equations in Hilbert spaces
by Gatarek, Dariusz
- 395-398 On mutual independence
by Wise, Gary L. & Hall, Eric B.
- 399-404 A simple condition for asymptotic optimality of linear predictions of random fields
by Stein, Michael L.
- 405-409 Minimal number of support points for mini-max optimal designs
by Wong, Weng Kee
- 411-414 Asymptotically design-unbiased predictors for two-stage sampling
by Rodrigues, Josemar
- 415-419 Kendall's [tau] is equal to the correlation coefficient for the BVE distribution
by deB. Edwardes, Michael D.
July 1993, Volume 17, Issue 4
- 253-257 On distributions of random closed sets and expected convex hulls
by Molchanov, Ilya S.
- 259-263 A note on the multivariate Box--Cox transformation to normality
by Velilla, Santiago
- 265-271 Exact fit points under simple regression with replication
by Coakley, Clint W. & Mili, Lamine
- 273-279 The characteristic functions of spherical matrix distributions
by Li, Run-Ze
- 281-285 On the large deviation principle for a quadratic functional of the autoregressive process
by Bryc, Wlodzimierz & Smolenski, Wlodzimierz
- 287-291 An EDG/3 scheme having 5 associate classes
by Gupta, Sudhir & Sinha, Kishore
- 293-298 Hellinger distance and Akaike's information criterion for the histogram
by Kanazawa, Yuichiro
- 299-302 Comments on some papers involving the integrated Cauchy functional equation
by Fosam, E. B. & Rao, C. R. & Shanbhag, D. N.
- 303-305 A note on sufficiency and conditional inference
by Severini, Thomas A.
- 307-313 On Chiang's explicit solutions for the Kolmogorov differential equations
by Shen, Larry Zaiqian
- 315-319 On characterizations of exponential and gamma distributions
by Alamatsaz, M. H.
- 321-328 Alternative estimators for the variance of several normal populations
by Madi, Mohamed T.
- 329-335 Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums
by Hürlimann, Werner
June 1993, Volume 17, Issue 3
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