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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
May 1992, Volume 14, Issue 2
- 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
- 1-4 On the S-shaped theorem
by Egeland, Thore
- 5-13 Estimation of the subsurvival function for time-to-tumor in survival/sacrifice experiments
by Gómez, Guadalupe & Van Ryzin, John
- 15-24 Density estimation in Besov spaces
by Kerkyacharian, G. & Picard, D.
- 25-27 Variance bound of function of order statistics
by Chunsheng, Ma
- 29-37 The central limit theorem for Tukey's 3R smoother
by Bryc, Wlodzimierz & Peligrad, Magda
- 39-44 Affine minimax confidence intervals for a bounded normal mean
by Stark, Philip B.
- 45-55 Existence and nonexistence theorems of finite diameter sequential confidence regions for errors-in-variables models
by Hwang, Jiunn T. & Liu, Hung-kung
- 57-60 On the power-divergence statistic in sparse multinomial models requiring parameter estimation
by Tiwari, Ram C. & Wells, Martin T.
- 61-66 General saddlepoint approximations in the bootstrap
by Wang, Suojin
- 67-72 On estimating the mean of symmetrical populations
by Singh, R. Karan & Zaidi, S. M. H.
- 73-81 Bounds for non-central chi-square distributions having unobservable random non-centrality parameters
by Szroeter, Jerzy
December 1991, Volume 12, Issue 6
- 443-443 Preface
by Rao Jammalamadaka, S. & SenGupta, Ashis
- 445-463 Testing dimensionality in the multivariate analysis of variance
by Anderson, T. W. & Amemiya, Yasuo
- 465-486 Lattice-ordered conditional independence models for missing data
by Andersson, Steen A. & Perlman, Michael D.
- 487-504 Concentration inequalities for multivariate distributions: I. multivariate normal distributions
by Eaton, Morris L. & Perlman, Michael D.
- 505-509 Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests
by Ghosh, J. K.
- 511-515 A numerical procedure for finding the positive definite matrix closest to a patterned matrix
by Hu, H. & Olkin, I.
- 517-525 Inferences about correlation structure based on proof loading experiments
by Johnson, Richard A. & Wu, K. T.
- 527-535 A review of optimality of multivariate tests
by SenGupta, Ashis
- 537-544 On locally optimal tests for the mean direction of the Langevin distribution
by SenGupta, A. & Rao Jammalamadaka, S.
- 545-559 Statistical tests for structural relationship
by Shen, Wei-Hsiung & Sinha, Bimal K.
November 1991, Volume 12, Issue 5
- 363-370 Integration by parts for the single jump process
by Elliott, Robert J. & Tsoi, Allanus H.
- 371-372 The estimated frequency of zero for a mixed Poisson distribution
by Harris, Ian R.
- 373-378 A family of distributions related to the McCullagh family
by Seshadri, V.
- 379-384 Conjugate priors for exponential-type processes
by Magiera, Ryszard & Wilczynski, Maciej
- 385-391 Estimation of the survival function for stationary associated processes
by Bagai, Isha & Prakasa Rao, B. L. S.
- 393-403 Kernel estimates under association: strong uniform consistency
by Roussas, George G.
- 405-413 The large sample distribution of the Shapiro--Wilk statistic and its variants under Type I or Type II censoring
by Johnson, Richard A. & Verrill, Steve
- 415-420 Results on inquiry and truth possession
by Goldman, Alvin I. & Shaked, Moshe
- 421-427 The bootstrapped maximum likelihood estimator with an application
by Burke, Murray D. & Gombay, Edit
- 429-439 On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions
by Deheuvels, Paul
- 441-441 Singular value decomposition of design matrices in ANOVA with balanced data
by Wansbeek, Tom
October 1991, Volume 12, Issue 4
- 273-279 On a test for generalized upper truncated Weibull distributions
by Martínez, Servet & Quintana, Fernando
- 281-283 Median unbiasedness in an invariant prediction problem
by Takada, Y.
- 285-287 Complete answer to an interval splitting problem
by Alsmeyer, Gerold
- 289-290 A moment inequality for Lq estimation
by Johnstone, Iain M.
- 291-296 On reliabilities of certain large linearly connected engineering systems
by Fu, James C. & Lou, W. Y.
- 297-303 Gaussian reciprocal processes revisited
by Recoules, Raymond
- 305-309 Estimating the covariance matrix of bivariate medians
by Maritz, J. S.
- 311-313 Large sample tests of [lambda]3 in the bivariate exponential distribution
by Hanagal, David D. & Kale, B. K.
- 315-316 A note of the convolution of a generalised F-distribution
by Exton, Harold
- 317-321 About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression
by Darwich, A. R. & Le Breton, A.
- 323-327 Can one decide the type of the mean from the empirical measure?
by Kulkarni, Sanjeev R. & Zeitouni, Ofer
- 329-333 Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma prior
by Meczarski, Marek & Zielinski, Ryszard
- 335-336 An optimality property of polynomial regression
by Schwarz, Gideon
- 337-340 A simple motivation for James-Stein estimators
by Gupta, Arjun K. & Peña, Edsel A.
- 341-344 A note on the exponential approximations of IFR distributions
by Cheng, Kan & He, Zongfu
- 345-349 Windings of spherically symmetric random walks via Brownian embedding
by Bélisle, Claude
- 351-355 Constructing unbiased tests for homogeneity and goodness of fit
by Cohen, Arthur & Sackrowitz, H. B.
- 357-362 On a basis for 'Peaks over Threshold' modeling
by Leadbetter, M. R.
September 1991, Volume 12, Issue 3
- 185-187 A characterization of the Dirichlet process
by Lo, Albert Y.
- 189-194 Law of iterated logarithm for random subsequences
by Vasudeva, R. & Divanji, G.
- 195-200 The time until two renewal processes come together
by Stadje, W.
- 201-207 Strong approximation of vector-valued stochastic integrals
by Gerencsér, László
- 209-212 On the species and related problems
by Yatracos, Yannis G.
- 213-216 Prophet inequalities for bounded negatively dependent random variables
by Samuel-Cahn, Ester
- 217-221 Designs for approximately linear regression: two optimality properties of uniform designs
by Wiens, Douglas P.
- 223-227 Confidence intervals for the mean in the bounded case
by Fishman, George S.
- 229-231 A note on renewal (partial sums) distributions for discrete variables
by Kotz, Samuel & Johnson, Norman L.
- 233-237 Testing the dispersive equivalence of two populations
by Marzec, Leszek & Marzec, Pawel
- 239-247 Testing the equality of two regression curves using linear smoothers
by King, Eileen & Hart, Jeffrey D. & Wehrly, Thomas E.
- 249-255 An invariance property of marginal density and tail probability approximations for smooth functions
by DiCiccio, Thomas J. & Martin, Michael A. & Alastair Young, G.
- 257-261 Probability inequalities with exponential bounds for U-statistics
by Christofides, Tasos C.
- 263-265 Distribution of random functional of a Dirichlet process on the unit disk
by Jiang, Tom J.
- 267-271 On measuring asymmetry and the reliability of the skewness measure
by Xiaojun, Li & Morris, Joel M.
August 1991, Volume 12, Issue 2
- 91-96 Some limit theorems for the homogeneous Poisson process
by Auer, P. & Hornik, K. & Révész, P.
- 97-107 Odd central moments of unimodal distributions
by Bélisle, Claude
- 109-117 On the empirical measure of the Fourier coefficients with infinite variance data
by Knight, Keith
- 119-124 A locally most powerful unbiased test for the proportion of mixture
by Salomé, M. & Cabral, E.
- 125-129 The Inverse Proportional Hazards Model
by O'Neill, Terence J.
- 131-134 Rank of a quadratic form in an elliptically contoured matrix random variable
by Gupta, A. K. & Varga, T.
- 135-139 A study of the behaviour of certain known estimators on the non-extinction path of a branching process
by Gadag, V. G. & Gupta, R. P.
- 141-143 Identities for order statistics and a theorem of Rényi
by Balasubramanian, K. & Bapat, R. B.
- 145-150 Weak convergence of infinite order U-processes
by Kohatsu-Hia, Arturo
- 151-155 On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration
by Sriram, T. N.
- 157-159 Mean squared error and selection in multivariate calibration
by Brown, P. J. & Spiegelman, C. H.
- 161-166 Generalized transformations of random variables
by Weber, James
- 167-174 Improving estimates in B.I.B. designs
by Kanjo, A. I.
- 175-181 Improving estimates in P.B.I.B. designs
by Kanjo, A. I.
- 183-183 On the asymptotic behavior of sums of pairwise independent random variables
by Cuesta, Juan Antonio & Matrán, Carlos
July 1991, Volume 12, Issue 1
- 1-7 Edgeworth expansions for statistics which are functions of lattice and non-lattice variables
by Babu, Gutti Jogesh
- 9-17 Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
by Simonoff, Jeffrey S. & Tsai, Chih-Ling
- 19-27 Some relations between harmonic renewal measures and certain first passage times
by Alsmeyer, Gerold
- 29-35 Existence and uniqueness of the solution of the likelihood equations for binary Markov chains
by Bisgaard, Søren & Travis, Laurel E.
- 37-50 Inference procedures for bivariate exponential model of Gumbel
by Lu, Jye-Chyi & Bhattacharyya, Gouri K.
- 51-56 The roles of ISE and MISE in density estimation
by Jones, M. C.
- 57-63 Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
by Glaz, Joseph & Ravishanker, Nalini
- 65-72 Estimation of integrated squared spectral density derivatives
by Park, Byeong U. & Cho, Sinsup
- 73-81 Testing independence in high dimensions
by Heer, Georg R.
- 83-90 Characterization of nonhomogeneous Poisson processes via moment conditions
by Fang, Zhaoben
June 1991, Volume 11, Issue 6
- 463-468 Large sample distribution of the sample total in a generalized rejective sampling scheme
by Rao Jammalamadaka, S. & Michaletzky, G. & Todorovic, P.
- 469-472 A note on efficient regression estimators with positive breakdown point
by Morgenthaler, S.
- 473-478 Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results
by Bhimasankaram, P. & Sengupta, D.
- 479-483 Limits of Bayes estimators in convex, truncated parameter spaces
by Charras, Alec & van Eeden, Constance
- 485-490 Lorenz ordering of exponential order statistics
by Arnold, Barry C. & Nagaraja, H. N.
- 491-493 Neyman's C([alpha]) test and Rao's efficient score test for composite hypotheses
by Kocherlakota, S. & Kocherlakota, K.
- 495-501 Testing for the redundancy of variables in principal components analysis
by Schott, James R.
- 503-509 On Ling's binomial and negative binomial distributions of order k
by Hirano, K. & Aki, S. & Kashiwagi, N. & Kuboki, H.
- 511-514 Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
by Jones, M. C. & Sheather, S. J.
- 515-521 Parameter estimation for some time series models without contiguity
by Davis, Richard A. & Rosenblatt, Murray
- 523-528 Confidence intervals on ratios of positive linear combinations of variance components
by Ting, Naitee & Burdick, Richard K. & Graybill, Franklin A.
- 529-536 Functional limit theorems for inverse bootstrap processes of sample quantiles
by Falk, Michael
- 537-545 Bayesian predictive intervals for a mixture of exponential failure-time distributions with censored samples
by Sloan, J. A. & Sinha, S. K.
- 547-550 Shannon entropy type measure of departure from uniform association in cross-classifications having ordered categories
by Tomizawa, Sadao
- 551-552 Correcting remarks on "characterization of normality within the class of elliptical contoured distributions"
by Cacoullos, T. & Khatri, C. G.
May 1991, Volume 11, Issue 5
- 373-377 Bayes minimax estimators of a multivariate normal mean
by Li, Tze Fen & Bhoj, Dinesh S.
- 379-386 Distribution theory of runs via exchangeable random variables
by Schuster, Eugene F.
- 387-394 On the breakdown point of multivariate location estimators based on trimming procedures
by Gordaliza, A.
- 395-397 A note on non-negative minimum bias MINQE in variance components model
by Chaubey, Yogendra P.
- 399-402 Optimal block designs with minimal number of observations
by Bapat, R. B. & Dey, A.
- 403-410 Strong limiting bounds for a sequence of moving maxima
by Rothmann, Mark. D. & Russo, Ralph P.
- 411-417 Theory and counterexamples for confidence limits on system reliability
by Harris, Bernard & Soms, Andrew P.
- 419-427 Convergence to a Gaussian limit as the normalization exponent tends to
by Terrin, Norma & Taqqu, Murad S.
- 429-434 Smoothing parameter selection in hazard estimation
by Sarda, P. & Vieu, P.
- 435-447 Recursive estimation of the transition distribution function of a Markov process: A symptotic normality
by Roussas, George G.
- 449-452 On a likelihood ratio test for independence
by Allaire, Jérôme & Lepage, Yves
- 453-457 Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model
by Chi, Eric M. & Reinsel, Gregory C.
- 459-461 Linear characterizations of the Poisson distribution
by McKenzie, Ed.
April 1991, Volume 11, Issue 4
- 281-286 On the oscillation of the expected number of extreme points of a random set
by Devroye, Luc
- 287-289 Regular variation in k and vector-normed domains of attraction
by Meerschaert, Mark M.
- 291-298 Estimating the variance of the sample median, discrete case
by Huang, J. S.
- 299-308 Changepoint problems and contiguous alternatives
by Szyszkowicz, Barbara
- 309-317 Approximation of certain multivariate integrals
by Olson, Jane M. & Weissfeld, Lisa A.
- 319-320 An improved upper bound in a proper non-binary variance-balanced design
by Kageyama, Sanpei
- 321-325 The detection of observations possibly influential for model selection
by Franses, Philip Hans
- 327-330 On the reduction of associate classes for the PBB designs
by Brzeskwiniewicz, Henryk
- 331-334 A note on the comparison of stationary laws of Markov processes
by Pflug, Georg Ch.
- 335-341 Second order optimality of stationary bootstrap
by Lahiri, Soumendra Nath
- 343-347 Rating systems based on paired comparison models
by Joe, Harry
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