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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
January 1991, Volume 11, Issue 1
October 1990, Volume 10, Issue 5
- 363-368 Asymptotic minimax properties of M-estimators of scale
by Wiens, Douglas P. & Wu, K. H. Eden
- 369-376 Estimating a mixing distribution in a multiple observation setting
by Mack, Y. P. & Matloff, Norman S.
- 377-379 A class of infinitely divisible variance functions with an application to the polynomial case
by Bar-Lev, Shaul K. & Bshouty, Daoud
- 381-390 Some peculiar boundary phenomena for extremes of rth nearest neighbor links
by Dette, H. & Henze, N.
- 391-396 A note on convergence in Banach spaces of cotype p
by Wang, Xiang Chen & Rao, M. Bhaskara
- 397-405 Non-parametric estimation of the density of a point process
by Dia, Galaye
- 407-410 Dispersive ordering by the spread function
by Muñoz-Perez, J.
- 411-417 Influence diagnostics for the proportional hazards model
by Weissfeld, L. A.
- 419-426 Efficient robust estimation of parameter in the random censorship model
by Yang, Song
- 427-430 The 'birth-and-assassination' process
by Aldous, David & Krebs, William B.
- 431-437 On the efficiency of a testimator for the mean of an inverse Gaussian distribution
by Chandra, Nimai Kumar
- 439-447 On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences
by Rama Krishnaiah, Y. S.
September 1990, Volume 10, Issue 4
- 273-278 Weak convergence and the exponential rate of concentration for posterior density functions
by Maryak, John L. & Spall, James C.
- 279-281 Rectangular lattice designs
by Afsarinejad, Kasra
- 283-289 Mean squared error properties of kernel estimates or regression quantiles
by Jones, M. C. & Hall, Peter
- 291-295 Robustness of the one-sided Mann--Whitney--Wilcoxon test to dependency between samples
by Zielinski, Ryszard
- 297-299 A note on Das's approximation to Mills's ratio
by Wichura, Michael J.
- 301-305 Weak convergence of the maximum error of the bootstrap quantile estimate
by Falk, Michael
- 307-315 Remarks on univariate elliptical distributions
by Prakasa Rao, B. L. S.
- 317-319 Diffusions on some submanifolds of euclidean spaces
by Gzyl, Henryk
- 321-324 On an interval splitting problem
by Bruss, F. Thomas & Jammalamadaka, S. Rao & Zhou, Xian
- 325-328 The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
by Niinimaa, A. & Oja, H. & Tableman, Mara
- 329-333 Unbiased nonparametric estimation of the derivative of the mean
by Rychlik, Tomasz
- 335-339 Variate generation for accelerated life and proportional hazards models with time dependent covariates
by Leemis, Lawrence M. & Shih, Li-Hsing & Reynertson, Kurt
- 341-349 Asymptotic expansions of the probabilities of misclassification for k-NN discriminant rules
by Chanda, Kamal C.
- 351-353 Minimal sufficient statistics for the unbalanced two-fold nested model
by Khuri, AndréI. & Ghosh, Malay
- 355-362 On a test for dispersive ordering
by Bartoszewicz, Jaroslaw & Bednarski, Tadeusz
August 1990, Volume 10, Issue 3
- 181-184 On the concavity of the infinitesimal renewal function
by Szekli, R.
- 185-187 Convergence of the sum of reciprocal renewal times
by Newman, Charles M.
- 189-192 Probabilistic proofs of relations with Stirling numbers of the first kind by Dirichlet process
by Yamato, Hajime
- 193-201 Kernel density estimation under dependence
by Tran, Lanh Tat
- 203-211 Nonparametric multiple function fitting
by Georgiev, Alexander A.
- 213-215 A martingale characterization of the Wiener process
by Wesolowski, Jacek
- 217-219 On a connection between the non-central [chi]2 distribution and Bessel diffusions
by Chari, Ravi
- 221-224 Two examples of nonlinear processes with a mixed exponential marginal distribution
by Jevremovic, Vesna
- 225-229 Stochastic differential equations with singular drift
by Rutkowski, Marek
- 231-234 Testing and estimation of equal variances for correlated variables
by Shapiro, Alexander & Cohen, Ayala
- 235-239 A characterization of the distribution function: the dispersion function
by Muñoz-Perez, J. & Sanchez-Gomez, A.
- 241-245 Uniformly minimum variance unbiased estimator of efficiency ratio in estimation of normal population mean
by Srivastava, V. K. & Singh, R. S.
- 247-255 Degenerate and poisson convergence criteria for success runs
by Godbole, Anant P.
- 257-261 A comparison of estimators of functionals of the distribution of a maximum
by Cohen, Jonathan P.
- 263-270 On a martingale characterization of two-parameter Wiener process
by Cabaña, Enrique M.
July 1990, Volume 10, Issue 2
- 91-94 Sharp mean-variance bounds for Jensen-type inequalities
by Pittenger, A. O.
- 95-100 On the construction of classes of variance stabilizing transformations
by Bar-Lev, Shaul K. & Enis, Peter
- 101-106 On some accurate bounds for the quantiles of a non-central chi squared distribution
by Robert, Christian
- 107-109 Estimators with nondecreasing risk: application of a chi-squared identity
by Casella, George
- 111-117 Fourth-order rotatable designs: A-optimal measures
by Mukerjee, Rahul & Huda, S.
- 119-124 Specific formulae for some success run distributions
by Godbole, Anant P.
- 125-133 On the asymptotic permutational normality of certain weighted measures of correlation
by Salama, Ibrahim A. & Quade, Dana
- 135-140 On the ratio of hazard functions in the presence of a nuisance covariate
by Liu, P. Y. & Voelkel, J. & Crowley, J.
- 141-143 Implementing semiparametric density estimation
by Faraway, Julian
- 145-149 Uniform consistency of a class of regression function estimators for Banach-space valued random variable
by Lecoutre, Jean-Pierre
- 151-157 Inadmissibility of an estimator for the ratio of variance components
by Das, K. & Meneghini, Q. & Giri, N. C.
- 159-166 A uniform law of large numbers and empirical central limit theorem for limits of finite populations
by Horowitz, Joseph
- 167-172 Existence of joint moments of stable random variables
by Samorodnitsky, Gennady & Taqqu, Murad S.
- 173-180 The negative correlations between data-determined bandwidths and the optimal bandwidth
by Chiu, Shean-Tsong & Marron, J. S.
June 1990, Volume 10, Issue 1
- 1-7 Robust estimation of a normal mixture
by De Veaux, Richard D. & Krieger, Abba M.
- 9-15 A generalized law of the iterated logarithm
by Tomkins, R. J.
- 17-21 A note on adaptive generalized ridge regression estimator
by Wang, Song-Gui & Chow, Shein-Chung
- 23-27 On Kolmogorov-Smirnov type aligned test in k-sample linear regression
by Vasudaven, M.
- 29-35 Multivariate distributions of order k, part II
by Philippou, Andreas N. & Antzoulakos, Demetris L. & Tripsiannis, Gregory A.
- 37-41 A note on the stability of the estimation of the exponential distribution
by Baxter, Laurence A. & Rachev, Svetlozar T.
- 43-47 Estimating the transition probabilities from censored Markov renewal processes
by Phelan, Michael J.
- 49-58 Parameter estimation for hidden Gibbs chains
by Qian, W. & Titterington, D. M.
- 59-63 On tests for qualitative interactions
by Zelterman, Daniel
- 65-67 On the reliability of stochastic systems: a comment
by Whitmore, G. A.
- 69-76 A diagnostic for heteroscedasticity based on the spearman rank correlation
by Yin, Y. & Carroll, R. J.
- 77-85 Asymptotic theory in heteroscedastic nonlinear models
by Shao, Jun
- 87-90 An application to probability laws of the noncontinuity of the inverse Radon transform
by Mayer-Wolf, Eddy
May 1990, Volume 9, Issue 5
- 381-384 On the inadmissibility of unbiased estimators
by Berger, James O.
- 385-389 Empirical bayes prediction for a compound poisson-multinomial process
by Dalal, Siddhartha R. & Lee, Jack C. & Sabavala, Darius J.
- 391-395 A relation between the Chernoff index and the Pitman efficacy
by Kourouklis, Stavros
- 397-401 Large deviations for some weakly dependent random processes
by Burton, Robert M. & Dehling, Herold
- 403-407 The circle homogeneously covered by random walk on 2
by Auer, Peter
- 409-422 Two sample rank tests under a random truncation model
by Johnson, Richard A. & Morrell, Christopher H.
- 423-429 Smooth goodness of fit tests for categorised composite null hypotheses
by Rayner, J. C. W. & McAlevey, L. G.
- 431-437 Dirichlet integrals and moments of gamma distribution order statistics
by Sobel, Milton & Wells, Martin
- 439-447 U-statistics on winsorized and trimmed samples
by Janssen, Paul & Veraverbeke, Noël & Serfling, Robert
- 449-451 On a multiple correlation ratio
by Kabe, D. G. & Gupta, A. K.
- 453-463 Multivariate distributions of order k on a generalized sequence
by Philippou, Andreas N. & Antzoulakos, Demetris L.
- 465-470 A note on the limiting distribution of certain characteristic roots
by Amemiya, Yasuo
April 1990, Volume 9, Issue 4
- 291-294 Improving the hartley-David-Gumbel bound for the mean of extreme order statistics
by Balakrishnan, N.
- 295-298 A circle covering problem and DNA breakage
by Holst, Lars
- 299-304 A test for uniformity with unknown limits based on d'agostino's D
by Baringhaus, L. & Henze, N.
- 305-306 A note on linnik's distribution
by Devroye, Luc
- 307-309 A counterexample to A.S. constructions
by Rachev, S. T. & Rüschendorf, L.
- 311-316 The generalized logarithmic series distribution
by Hansen, B. G. & Willekens, E.
- 317-321 A class of minimax estimators of the scale parameter of the uniform distribution
by Rukhin, Andrew L. & Kuo, Lynn & Dey, Dipak K.
- 323-325 A simple test for dispersive ordering
by Aly, Emad-Eldin A. A.
- 327-329 Best constant in the decoupling inequality for non-negative random variables
by Hitczenko, Pawel
- 331-336 Limit points of sample maxima
by Gut, Allan
- 337-341 Approximate power of portmanteau tests for time series
by Battaglia, Francesco
- 343-345 A note on ridge regression
by Chawla, J. S.
- 347-355 On the measures of multicollinearity in least squares regression
by Wang, Song-Gui & Tse, Siu-Keung & Chow, Shein-Chung
- 357-359 Existence and uniqueness of a Martingale problem in D+, I'
by Fierro, Raul
- 361-365 Lp nonuniform bounds for asymptotic normality of linear rank statistics
by Wu, Tiee-Jian
- 367-374 Robustness against unexpected dependence in the location model
by Zamar, Ruben H.
- 375-380 Robustified version of Stein's multivariate location estimation
by Jurecková, Jana & Ehsanes Saleh, A. K. Md.
March 1990, Volume 9, Issue 3
- 201-205 A note on the almost sure central limit theorem
by Lacey, Michael T. & Philipp, Walter
- 207-213 A local limit theorem for sums of dependent random variables
by Wang, Mei & Woodroofe, Michael
- 215-216 A covariance inequality for coherent structures
by Joag-Dev, Kumar & Proschan, Frank
- 217-222 Stochastic ordering for permutation symmetric distributions
by Scarsini, Marco & Shaked, Moshe
- 223-228 Measure of information and contiguity
by Puri, Madan Lal & Vincze, István
- 229-235 Rates of convergence of some estimators in a class of deconvolution problems
by Stefanski, Leonard A.
- 237-240 On the law of the logarithm for density estimators
by Hall, Peter
- 241-251 On the approximation of P--P and Q--Q plot processes by brownian bridges
by Beirlant, Jan & Deheuvels, Paul
- 253-258 An asymptotic sufficiency property of observations related to the first hitting times of a diffusion
by Genon-Catalot, V. & Larédo, C.
- 259-265 Model selection for least absolute deviations regression in small samples
by Hurvich, Clifford M. & Tsai, Chih-Ling
- 267-272 Rate of convergence in the strong law of large numbers for U-statistics based on a multidimensionally indexed array of random variables
by Christofides, Tasos C.
- 273-278 Inequalities for noncentral chi-square distributions
by Kallenberg, Wilbert C. M.
- 279-287 Isotonic estimation in stochastic approximation
by Hanson, D. L. & Mukerjee, Hari
- 289-290 Thomas Bayes: some clues to his education
by Dale, A. I.
February 1990, Volume 9, Issue 2
- 101-105 Testing regression function adequacy in nonlinear multiresponse models
by Neill, James W. & Yang, Shie-Shien
- 107-109 A class of tests for homogeneity of quantiles under unequal right-censorship
by Chakraborti, S.
- 111-117 Density estimation with Haar series
by Engel, Joachim
- 119-124 An extension of Anderson's multiple decision procedure
by McCabe, B. P. M.
- 125-127 On order statistics in waiting time for runs in Markov chains
by Banjevic, Dragan
- 129-132 The performance of kernel density functions in kernel distribution function estimation
by Jones, M. C.
- 133-140 Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives
by Karunamuni, R. J. & Mehra, K. L.
- 141-143 Circular balanced uniform repeated measurements designs, II
by Afsarinejad, Kasra
- 145-147 Some characterizations of distributions based on order statistics
by Papathanasiou, V.
- 149-154 A note on the asymptotic distribution of a statistic for testing stability of a correlation coefficient
by Hawkins, D. L.
- 155-161 Modified Bessel functions and their applications in probability and statistics
by Robert, Christian
- 163-171 On geometric distributions of order (k1,...,km)
by Ling, K. D.
- 173-177 On the asymptotic behavior of a class of nonparametric tests for a change-point problem
by Yao, Yi-Ching
- 179-185 Minimax sequential estimation plans for exponential-type processes
by Magiera, Ryszard
- 187-193 Some properties of adding a smoothing step to the EM algorithm
by Nychka, Douglas
- 195-200 Testing for and against an order restriction in mixed-effects models
by Singh, Bahadur & Wright, F. T.
January 1990, Volume 9, Issue 1
- 1-4 On a recurrence relation for order statistics
by Sathe, Y. S. & Dixit, U. J.
- 5-11 Sooner and later waiting time problems for Bernoulli trials: frequency and run quotas
by Ebneshahrashoob, M. & Sobel, Milton
- 13-22 Estimation in two sample type II censoring models
by Mehrotra, K. G. & Schick, A. & Susarla, V.
- 23-25 A short note on optimal bandwidth selection for kernel estimators
by Mammen, Enno
- 27-33 Remark concerning data-dependent bandwidth choice in density estimation
by Mielniczuk, Jan
- 35-39 Toward a universal random number generator
by Marsaglia, George & Zaman, Arif & Wan Tsang, Wai
- 41-46 On the characterization of Pitman measure of nearness
by Lee, Carl M. -S.
- 47-50 Weak convergence of the remainder term in the Bahadur representation of extreme quantiles
by Falk, Michael
- 51-57 Median polish and a modified procedure
by Chen, Shande & Farnsworth, David
- 59-65 On conditionally mixing processes
by Veijanen, Ari
- 67-73 Influence diagnostics for the Weibull model fit to censored data
by Weissfeld, Lisa A. & Schneider, Helmut
- 75-81 Families of min-stable multivariate exponential and multivariate extreme value distributions
by Joe, Harry
- 83-90 inadmissibility of the maximum likelihood estimator of the inverse gaussian mean
by Hsieh, H. K. & Korwar, R. M. & Rukhin, A. L.
- 91-97 Full maximum likelihood analysis of structural equation models with polytomous variables
by Lee, Sik-Yum & Poon, Wai-Yin & Bentler, P. M.
- 99-100 Complete characterization of optimum weighing designs for estimating the total weight
by Kageyama, Sanpei
October 1989, Volume 8, Issue 5
- 397-405 Functional calculus and asymptotic theory for statistical analysis
by Shao, Jun
- 407-410 A note on the asymptotic covariance matrix of the Yule--Walker estimator
by Knight, Keith
- 411-418 Imputation of missing values using density estimation
by Titterington, D. M. & Sedransk, J.
- 419-423 A universal lower bound for the kernel estimate
by Devroye, Luc
- 425-433 On the non-consistency of the L2-cross-validated kernel density estimate
by Devroye, Luc
- 435-440 On the bivariate normal distribution and association models for ordinal categorical data
by Becker, Mark P.
- 441-443 A note on Banach's match box problem
by Holst, Lars
- 445-449 Mean squared errors of estimators of the intensity function of a nonhomogeneous Poisson process
by Rigdon, Steven E. & Basu, Asit P.
- 451-456 Limit distribution of spacings statistics when the sample size is random
by Aras, Girish & Jammalamadaka, S. Rao & Zhou, X.
- 457-461 Applications of a necessary and sufficient condition for OLS to be BLUE
by Baltagi, Badi H.
- 463-468 Characterizations of infinite dimensional Gaussian shift experiments
by Luschgy, Harald
- 469-475 A transformation useful for bounding a forecast
by Thompson, Patrick A.
- 477-483 Stable limit distributions for strongly mixing sequences
by Denker, Manfred & Jakubowski, Adam
- 485-487 Note on a characterization of gamma distributions
by Huang, Wen-Jang & Chen, Li-Sue
- 489-491 A caution on mixing conditions for random fields
by Bradley, Richard C.
- 493-496 On a loss of memory property of the maximum
by Hsing, Tailen
September 1989, Volume 8, Issue 4
- 297-299 Sharp inequalities between skewness and kurtosis
by Rohatgi, Vijay K. & Székely, Gábor J.
- 301-306 On best possible approximations of local time
by Csörgo, Miklós & Horváth, Lajos
- 307-314 Stein's method in a two-dimensional coverage problem
by Aldous, David J.
- 315-323 On the non-parametric estimation of the bivariate extreme-value distributions
by Deheuvels, Paul & Tiago de Oliveira, José
- 325-328 On point processes in the plane
by Arenas, C.
- 329-334 On pricing of market-indexed certificates of deposit
by Gardiner, Joseph C. & Levental, Shlomo
- 335-337 Characterization of discrete models by distribution based on their partial sums
by Unnikrishnan Nair, N. & Hitha, N.
- 339-345 On the behaviour of the sample autocovariances and autocorrelations of a seasonal arima model
by Latour, Alain & Roy, Roch
- 347-354 Bandwidth selection for kernel estimate with correlated noise
by Chiu, Shean-Tsong
- 355-362 Nonparametric regression M-quantiles
by Antoch, J. & Janssen, P.
- 363-369 Markov processes with infinitely divisible limit distributions: some examples
by Kelly, Douglas & Simons, Gordon
- 371-376 Markov processes and exponential families on a finite set
by Ycart, Bernard
- 377-380 A characterization of the pareto process among stationary stochastic processes of the form Xn = c min(Xn-1, Yn)
by Arnold, Barry C. & Hallett, J. Terry
- 381-387 Tailweight and life distributions
by Averous, J. & Meste, M.
- 389-395 A probability distribution associated with events with multiple occurrences
by Panaretos, John & Xekalaki, Evdokia
August 1989, Volume 8, Issue 3
- 197-200 A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
by Hall, Peter & Martin, Michael A.
- 201-206 Bootstrap inversion of edgeworth expansions for nonparametric confidence intervals
by Rayner, Robert K.
- 207-211 A characterization of gumbel's family of extreme value distributions
by Genest, Christian & Rivest, Louis-Paul
- 213-218 Intrinsic estimation of the dependence structure for bivariate extremes
by de Oliveira, J. Tiago
- 219-223 Embedding in extremal processes and the asymptotic behavior of sums of minima
by Gouet, Raúl
- 225-228 A martingale approach to strong convergence in a generalized Pólya-Eggenberger urn model
by Gouet, Raúl
- 229-234 On diffusions that cannot escape from a convex set
by Korzeniowski, Andrzej
- 235-243 Some asymptotic properties of an estimate of the survival function under dependence conditions
by Roussas, George G.
- 245-253 Rate of convergence of the spline estimates for Markov chains
by Burman, Prabir
- 255-260 Positive definite norm dependent functions on l[infinity]
by Misiewicz, Jolanta K.
- 261-265 Bounds on expectations of order statistics for dependent samples
by Hoover, Donald R.
- 267-271 Optimum biased spring balance weighing designs
by Katulska, Krystyna
- 273-278 Two stage conditionally unbiased estimators of the selected mean
by Cohen, Arthur & Sackrowitz, Harold B.
- 279-287 Infinite dimensional parameter identification for stochastic parabolic systems
by Aihara, ShinIchi & Bagchi, Arunabha
- 289-296 Method of Kim-Zam: an algorithm for computing the maximum likelihood estimator
by Fu, James C.
June 1989, Volume 8, Issue 2
- 97-107 Rank-based inference for linear models: asymmetric errors
by Aubuchon, James C. & Hettmansperger, Thomas P.
- 109-117 A local cross-validation algorithm
by Hall, Peter & Schucany, William R.
- 119-122 A simple characterization of non-randomized admissible procedures in group testing
by Yao, Y. C.
- 123-127 Poisson limits for generalized random allocation problems
by Harris, Bernard
- 129-135 One-sided confidence intervals on nonnegative sums of variance components
by Ting, Naitee & Burdick, Richard K. & Graybill, Franklin A. & Gui, Rongde
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