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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
January 1993, Volume 16, Issue 2
January 1993, Volume 16, Issue 1
- 1-9 Dispersion orderings with applications to nonparametric tests
by Burger, H. U.
- 11-18 General matrix formulae for computing Bartlett corrections
by Cordeiro, Gauss M.
- 19-25 The effect of grouping on the power of the Mantel--Haenszel test for the comparison of survival rates
by Berger, Agnes & Wallenstein, Sylvan
- 27-28 A proof of the continuity theorem for characteristic functions
by Sadooghi-Alvandi, S. M.
- 29-38 Towards a theory of confidence intervals for system reliability
by Baxter, Laurence A.
- 39-41 Equivalence of Hartley--David--Gumbel and Papathanasiou bounds and some further remarks
by Balakrishnan, N. & Balasubramanian, K.
- 43-46 On the extendibility of partially exchangeable random vectors
by Scarsini, Marco & Verdicchio, Lorenzo
- 47-49 On a ranking problem for symmetric and unimodal location parameter families
by Roters, M.
- 51-54 A probabilistic generalization of Taylor's theorem
by Massey, William A. & Whitt, Ward
- 55-58 Power comparisons of some step-up multiple test procedures
by Dunnett, Charles W. & Tamhane, Ajit C.
- 59-64 The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
by Giles, David E. A. & Srivastava, Virendra K.
- 65-70 On the almost certain limiting behavior of normed sums of identically distributed positive random variables
by Rosalsky, Andrew
- 71-76 Third moment of matrix quadratic form
by Tracy, Derrick S. & Sultan, Shagufta A.
- 77-83 Bayesian estimation of hidden Markov chains: a stochastic implementation
by Robert, Christian P. & Celeux, Gilles & Diebolt, Jean
December 1992, Volume 15, Issue 5
- 337-338 A counterexample to a martingale characterization of a Wiener process
by Wise, Gary L.
- 339-343 Existence, uniqueness and Fréchet differentiability of [psi]-estimates of parameters in stationary observation
by Cheng, Bing
- 345-348 Sharp truncation error bound in the sampling reconstruction of homogeneous random fields
by Pogány, Tibor
- 349-356 Markovian chi-square and gamma processes
by Adke, S. R. & Balakrishna, N.
- 357-360 On the non-existence of ancillary statistics
by Peña, Edsel A. & Rohatgi, Vijay K. & Székely, Gábor J.
- 361-368 Some survey techniques for sampling rare subjects
by Weerahandi, Samaradasa & White, Robert G.
- 369-372 Factorial designs and the theory of trade-off
by Stufken, John & Wang, Kui-Jang
- 373-374 On the arg max of a Gaussian process
by Arcones, Miguel A.
- 375-379 Existence and uniqueness of the maximum likelihood estimator for the two-parameter negative binomial distribution
by Aragón, Jorge & Eberly, David & Eberly, Shelly
- 381-383 Intrinsic relations in the structure of linear congruential generators modulo 2[beta]
by Percus, Ora E. & Percus, J. K.
- 385-388 On topological support of Dirichlet prior
by Majumdar, Suman
- 389-393 Confidence intervals for the correlation coefficient
by Jeyaratnam, S.
- 395-400 Bayesian robust experimental designs for the one-way analysis of variance
by Toman, Blaza
- 401-402 Invariant distribution of Chow statistics
by Chelliah, Thivvianesan
- 403-405 On the asymptotic behaviour of functionals of some semimartingales
by Ouknine, Y.
- 407-415 Modeling seasonality in bimonthly time series
by Franses, Philip Hans
- 417-420 Convergence rates of monotone conditional quantile estimators
by Mukerjee, Hari
November 1992, Volume 15, Issue 4
- 253-257 Nonparametric estimation of a process mean from censored data
by Crowell, John I.
- 259-265 On the construction of multivariate distributions with given nonoverlapping multivariate marginals
by Marco, J. M. & Ruiz-Rivas, C.
- 267-276 Conditions for approximation of the bias and mean squared error of a sample mean under nonresponse
by Eltinge, John L.
- 277-279 Linear discriminant function for complex normal time series
by Chaudhuri, G.
- 281-284 A model selection test for an AR (1) versus an MA (1) model
by Franses, Philip Hans
- 285-291 On the bias of order statistics in non-i.i.d. samples
by Wood, Andrew T. A.
- 293-297 Estimation for a linear growth model
by Quine, M. P. & Robinson, J.
- 299-304 Ergodic behavior and estimation for periodically correlated processes
by Leskow, Jacek & Weron, Aleksander
- 305-311 A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform
by Beirlant, Jan & Vanmarcke, Ann
- 313-319 A spectral form of the dispersion model in designs with arbitrarily unequal block sizes
by Zhang, Zhiyi
- 321-327 Limited expected value comparison tests
by Carriere, Jacques
- 329-335 Asymptotic comparison factors for smoothing parameter choices in regression problems
by Kay, Jim
October 1992, Volume 15, Issue 3
- 169-172 Essential correlatedness and almost independence
by Móri, T. F.
- 173-175 Estimation of extinction probability in Markov branching process
by Kale, Mohan M. & Deshmukh, S. R.
- 177-180 An inconsistent Bayes estimator in bivariate survival curve analysis
by Pruitt, Ronald C.
- 181-189 Some approximations for the moments of a process used in diffusion of new products
by Dalal, S. R. & Weerahandi, S.
- 191-196 On asymptotic minimaxity of rank tests
by Ermakov, M. S.
- 197-202 Recovery tests in BIBDs with very small degrees of freedom for interblock errors
by Zhang, Zhiyi
- 203-208 Moments of variables summing to normal order statistics
by Song, Ruiguang & Buchberger, Steven G. & Deddens, James A.
- 209-213 A note on the almost sure convergence of sums of negatively dependent random variables
by Matula, Przemyslaw
- 215-222 Approximations to a conservative inverse chi-square procedure for combining p-values in integrative research
by Saner, Hilary
- 223-227 Relations for single and product moments of record values from Gumbel distribution
by Balakrishnan, N. & Ahsanullah, M. & Chan, P. S.
- 229-233 Moments under conjugate distributions in bioassay
by Tsutakawa, Robert K.
- 235-239 A goodness-of-fit test for exponential families
by Gombay, Edit & Horváth, Lajos
- 241-243 Coexistence in a competition model
by Luo, Xiaolong & Cai, Haiyan
- 245-252 A nonparametric measure of independence under a hypothesis of independent components
by Rosenblatt, Murray & Wahlen, Bruce E.
September 1992, Volume 15, Issue 2
- 85-94 Integrated square error of nonparametric estimators of regression function: the fixed design case
by Ioannides, Dimitrios A.
- 95-101 Bootstrap variance estimators with truncation
by Shao, Jun
- 103-108 Symbolic Cholesky decomposition of the variance--covariance matrix of the negative multinomial distribution
by Sagae, Masahiko & Tanabe, Kunio
- 109-116 A local limit theorem for perturbed random walks
by Wang, Mei
- 117-120 Factions in Morris' natural exponential quadratic variance family and a lack of consensus in sample size determination
by Shanmugam, Ramalingam
- 121-124 Neyman's C([alpha]) test as a GLRT
by Weiss, Lionel
- 125-130 Adjusting of estimates in general linear model with respect to linear restrictions
by Pordzik, Pawe[does not divide] R.
- 131-133 A note on the estimation of Lp-norms
by Weba, Michael
- 135-141 Point processes with correlated gamma interarrival times
by Sim, C. H.
- 143-148 Bounds on expectations of order statistics via extremal dependences
by Gascuel, O. & Caraux, G.
- 149-155 On the multivariate Kolmogorov-Smirnov distribution
by Paramasamy, S.
- 157-162 Estimation of parameters of a two-dimensional spatial autoregressive model with regression
by Kulkarni, P. M.
- 163-168 On the Bahadur--Ghosh--Kiefer representation of sample quantiles
by Lahiri, S. N.
September 1992, Volume 15, Issue 1
- 1-10 Score tests in a generalized linear model with surrogate covariates
by Sepanski, J. H.
- 11-20 Asymptotic distributions of tests for dispersive ordering
by Bartoszewicz, Jaroslaw
- 21-26 Robust statistics for test-of-independence and related structural models
by Kano, Yutaka
- 27-30 On the completeness of a family of conditional distributions
by Bhat, B. R. & Datta, Somnath
- 31-35 Minimum lower sets algorithms for isotonic regression
by Qian, Shixian
- 37-40 On the distribution of the weighted combination of independent probabilities
by Bhoj, Dinesh S.
- 41-46 On the stability problem for conditional expectation
by Bryc, Wlodzimierz & Smolenski, Wlodzimierz
- 47-55 Uniform strong estimation under [alpha]-mixing, with rates
by Cai, Zongwu & Roussas, George G.
- 57-62 Moments of functions of order statistics
by Chunsheng, Ma
- 63-69 The variance matrix of sample second-order moments in multivariate linear relations
by Satorra, Albert
- 71-76 Moderate deviations for some weakly dependent random processes
by Jiang, Tiefeng & Wang, Xiangchen & Rao, M. Bhaskara
- 77-83 Qualms about BCa bootstrap confidence intervals
by Peddada, Shyamal Das & Patwardhan, Girish
July 1992, Volume 14, Issue 5
- 337-341 Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
by Ihara, Masamori & Kano, Yutaka
- 343-348 The association in time of a binary semi-Markov process
by Dharmadhikari, A. D. & Kuber, M. M.
- 349-353 A note on the trace of a normal dispersion matrix
by Guo, Ying (Ingrid) Yueh & Pal, Nabendu
- 355-362 Laws of large numbers under dependence assumptions
by Birkel, Thomas
- 363-371 An inference procedure for host--vector and venereal disease models
by Yip, Paul
- 373-383 Distributions minimizing Fisher information for scale in [var epsilon]-contamination neighbourhoods
by Wu, Eden K. H.
- 385-391 General exponential models on the unit simplex and related multivariate inverse Gaussian distributions
by Seshadri, V.
- 393-399 Optimal reconstruction of a generally censored sample
by Gastaldi, Tommaso
- 401-405 A generalization of the sooner and later waiting time problems for Bernoulli trials: Frequency quota
by Ling, K. D.
- 407-411 Inconsistent M-estimators: nonlinear regression with multiplicative error
by Bhattacharyya, B. B. & Khoshgoftaar, T. M. & Richardson, G. D.
- 413-419 On the optimality of S-estimators
by Hössjer, Ola
July 1992, Volume 14, Issue 4
- 253-267 On power functions of the likelihood ratio tests for the simple loop order in normal means: Unequal sample sizes
by Singh, Bahadur & Schell, Michael J.
- 269-274 On measures of association as measures of positive dependence
by Nelsen, Roger B.
- 275-281 A note on second moment of a randomly stopped sum of independent variables
by de la Peña, Victor H. & Govindarajulu, Z.
- 283-287 A note on generalized cross-validation with replicates
by Gu, Chong & Heckman, Nancy & Wahba, Grace
- 289-291 On the total time on test transform of an IFRA distribution
by Neath, Andrew A. & Samaniego, Francisco J.
- 293-298 A remainder estimate for the normal approximation of perturbed sample quantiles
by Ralescu, Stefan S.
- 299-306 Estimation of the Fourier coefficient functions and their spectral densities for \gf-mixing almost periodically correlated processes
by Hurd, Harry L. & Leskow, Jacek
- 307-310 The order of a univariate elliptical distribution
by Chunsheng, Ma
- 311-312 On the 'triples test' for symmetry
by Kochar, Subhash C.
- 313-320 Strong consistency under the Koziol--Green model
by Stute, Winfried
- 321-325 Refinements of Kolmogorov's law of the iterated logarithm
by Tomkins, R. J.
- 327-331 A reformulation of Pearson's Chi-square statistic and some extentions
by Lorenzen, Gunter
- 333-336 A multivariate Linnik distribution
by Anderson, Dale N.
June 1992, Volume 14, Issue 3
- 169-173 Posterior probability and conditional coverage
by Swartz, T. & Villegas, C.
- 175-178 Bahadur--Kiefer representation properties of intermediate order statistics
by Chanda, Kamal C.
- 179-188 Optimal, robust R-estimators and test statistics in the linear model
by Wang, Yu & Wiens, Douglas
- 189-194 A unified criterion for the local uniform convergence of the density of the maximum
by Mohan, N. R.
- 195-199 Bayesian nonparametric methods for data from a unimodal density
by Brunner, Lawrence J.
- 201-203 D-optimality of the dual of BIB designs
by Pohl, Gerhardt M.
- 205-210 The bias of Fisher's linear discriminant function when the variancies are not equal
by O'Neill, Terence J.
- 211-217 On renewal failure rate classes of life distributions
by Abouammoh, A. M. & Ahmed, A. N.
- 219-222 A variation of a theorem of Sparre--Andersen
by Eisenberg, Bennett
- 223-228 Equivalence of likelihood ratio tests and obliquity
by Menéndez, J. A. & Salvador, B.
- 229-233 A note on randomness
by Grill, Karl
- 235-241 On the binary expansion of a random integer
by Barbour, A. D. & Chen, L. H. Y.
- 243-246 Comparing inclusion probabilities and drawing probabilities for rejective sampling and successive sampling
by Milbrodt, Hartmut
- 247-252 Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
by Tsai, Chih-Ling & Wu, Xizhi
May 1992, Volume 14, Issue 2
- 85-90 A threshold theorem for the general stochastic epidemic via a discrete approach
by Reinert, Gesine
- 91-95 Stability theorems for large order statistics with varying ranks
by Tomkins, R. J. & Wang, Hong
- 97-102 Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression
by Kim, Hyune-Ju
- 103-105 Bounds on distribution functions of order statistics for dependent variates
by Caraux, G. & Gascuel, O.
- 107-110 A new representation of Cox's score statistic and its variance
by Oakes, David & Manatunga, Amita K.
- 111-114 Complete convergence of moving average processes
by Li, Deli & Bhaskara Rao, M. & Wang, Xiangchen
- 115-117 Sets of typical subsamples
by Atkins, Joel E. & Sherman, Gary J.
- 119-128 Limit theorems for the simplicial depth
by Dümbgen, Lutz
- 129-131 Note on interpolated order statistics
by Nyblom, Jukka
- 133-139 Residuals density estimation in nonparametric regression
by Ahmad, Ibrahim A.
- 141-152 Bump hunting in regression analysis
by Heckman, Nancy E.
- 153-164 M-estimators in linear models with long range dependent errors
by Koul, Hira L.
- 165-168 Strong consistency of a sieve estimator for the variance in nonlinear regression
by Bhattacharyya, B. B. & Richardson, G. D.
May 1992, Volume 14, Issue 1
- 1-7 On the law of large numbers for the bootstrap mean
by Csörgo, Sándor
- 9-11 A bound for the covering time of random walks on graphs
by Palacios, JoséLuis
- 13-24 Edgeworth expansions for studentized and prepivoted sample quantiles
by Falk, Michael & Janas, Daniel
- 25-30 Maximum likelihood and generalized least squares analyses of two-level structural equation models
by Poon, Wai-Yin & Lee, Sik-Yum
- 31-38 Hodges-Lehmann optimality of tests
by Kallenberg, Wilbert C. M. & Kourouklis, Stavros
- 39-48 Poisson approximation of empirical processes
by Falk, Michael & Reiss, Rolf-Dieter
- 49-52 The weak law of large numbers for arrays
by Gut, Allan
- 53-60 Limiting distribution of the maximal spacing when the density function admits a positive minimum
by Barbe, Philippe
- 61-65 A new modelisation of noise in image remote sensing
by Granville, V. & Rasson, J. P.
- 67-69 Indicator method for a recurrence relation for order statistics
by Balasubramanian, K. & Balakrishnan, N.
- 71-78 Integer valued Markov processes and exponential families
by Ycart, Bernard
- 79-84 On the consistency of M-estimate in a linear model obtained through an estimating equation
by Radhakrishna Rao, C. & Zhao, LC.
April 1992, Volume 13, Issue 5
- 337-341 Stochastically extremal distributions of order statistics for dependent samples
by Rychlik, Tomasz
- 343-349 A note on the distribution of the Wilcoxon rank sum statistic
by Chang, Derek K.
- 351-356 Potential for automatic bandwidth choice in variations on kernel density estimation
by Jones, M. C.
- 357-363 Exact Bahadur efficiency of max-type rank tests in the two-sample problem
by Bajorski, Piotr
- 365-372 Tests of fit using spacings statistics with estimated parameters
by Wells, Martin T. & Jammalamadaka, Sreenivasa R. & Tiwari, Ram C.
- 373-381 Using the mean deviation in the elicitation of the prior distribution
by Pham-Gia, T. & Turkkan, N. & Duong, Q. P.
- 383-390 Minimax estimation of a bounded squared mean
by Fan, Jianqing & Gijbels, Irène
- 391-396 A note on the Ljung--Box--Pierce portmanteau statistic with missing data
by Stoffer, David S. & Toloi, Clélia M. C.
- 397-400 Parametric orthogonality and a Bartlett-type modification for Rao's statistic in the presence of a nuisance parameter
by Mukerjee, Rahul
- 401-404 Transition probabilities for a modified general stochastic epidemic model
by Choi, Youn J. & Severo, Norman C.
- 405-410 PCA stability and choice of dimensionality
by Besse, Philippe
- 411-419 Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings
by Einmahl, John H. J. & van Zuijlen, Martien C. A.
March 1992, Volume 13, Issue 4
- 253-258 Exactly what is being modelled by the systematic component in a heteroscedastic linear regression
by Portnoy, Stephen & Welsh, A. H.
- 259-268 Minimum distance discrimination rules and success rates for elliptical normal mixtures
by Koutras, Markos
- 269-274 A goodness of fit test for the Poisson distribution based on the empirical generating function
by Baringhaus, L. & Henze, N.
- 275-278 Dispersivity and stochastic majorization
by Alzaid, Abdulhamid A. & Proschan, Frank
- 279-285 Some diagnostic measures in discriminant analysis
by Fung, Wing-Kam
- 287-293 Nonparametric estimation for Galton--Watson type process
by Prakasa Rao, B. L. S.
- 295-299 Modifying the Koul, Susarla and Van Ryzin estimator for linear regression models with right censoring
by Fygenson, Mendel & Zhou, Mai
- 301-306 A note on weak convergence to extremal processes
by Ravi, S.
- 307-310 The moments of the Cantor distribution
by Lad, F. R. & Taylor, W. F. C.
- 311-319 A note on the connection between fuzzy numbers and random intervals
by Gil, María Angeles
- 321-324 Scalable relative effectiveness models
by Murdoch, Duncan J.
- 325-332 Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space
by Feng, Ziding & McCulloch, Charles E.
- 333-336 Note on the spatial quantile of a random vector
by Abdous, B. & Theodorescu, R.
February 1992, Volume 13, Issue 3
- 169-177 Adaptive control in the scalar linear-quadratic model in continuous time
by Le Breton, Alain
- 179-188 On the limiting behavior of the Bahadur--Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist
by Deheuvels, Paul & Steinebach, Josef
- 189-192 A remark on Dubins--Savage inequality
by Khan, Rasul A.
- 193-197 Strassen's invariance principle for random subsequences
by Rychlik, Z. & Zygo, J.
- 199-202 A conditional limit law result on the location of the maximum of Brownian motion
by Mathew, George & McCormick, William P.
- 203-208 Rank order probabilities for the dispersion problem
by Kochar, Subhash C. & Woodworth, George
- 209-221 Rank transform statistics with censored data
by Akritas, Michael G.
- 223-227 Improved Kolmogorov inequalities for the binomial distribution
by Turner, Danny W. & Young, Dean M. & Seaman, John W.
- 229-233 The use of randomization in repeated measurements
by Jensen, D. R.
- 235-243 Bias correction and higher order kernel functions
by Fan, Jianqing & Hu, Tien-Chung
- 245-252 Normal approximations for lattice systems
by Qian, W. & Titterington, D. M.
January 1992, Volume 13, Issue 2
- 85-88 Moment inequalities for the reliability function
by Lindqvist, Bo Henry
- 89-98 Convergence properties of MLE's and asymptotic simultaneous confidence intervals in fitting cardinal B-splines for density estimation
by Atilgan, Taskin & Bozdogan, Hamparsum
- 99-108 Improved estimation of the ratio of variance components for a balanced one-way random effects model
by Das, Kalyan
- 109-115 Finite sample performance of density estimators under moving average dependence
by Wand, M. P.
- 117-120 A counterexample on the existence of the L1-median
by León, Carlos Antonio & Massé, Jean-Claude
- 121-127 Birth--death processes with piecewise constant rates
by Kopp-Schneider, Annette
- 129-137 A strong law of large numbers for ruled sums
by Skovoroda, Boris & Mikosch, Thomas
- 139-145 A new model for slowly-decaying correlations
by Martin, R. J. & Eccleston, J. A.
- 147-152 Natural exponential families and self-decomposability
by Bar-Lev, Shaul K. & Bshouty, Daoud & Letac, Gérard
- 153-158 The reliability of exchangeable binary systems
by Lau, Tai Shing
- 159-166 Risk behavior of variance estimators in multivariate normal distribution
by Rukhin, Andrew L. & Ananda, Malwane M. A.
January 1992, Volume 13, Issue 1
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