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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
April 1991, Volume 11, Issue 4
March 1991, Volume 11, Issue 3
- 189-193 On estimation of discriminant coefficients
by Dey, Dipak K. & Srinivasan, C.
- 195-199 A generalization of asymptotically linear estimators
by Wefelmeyer, W.
- 201-210 On the asymptotic behavior of sums of pairwise independent random variables
by Cuesta, Juan Antonio & Matrán, Carlos
- 211-218 A generalized quality control procedure
by Champ, Charles W. & Woodall, William H. & Mohsen, Hassan A.
- 219-224 On Bayesian inference for the Inverse Gaussian distribution
by Betrò, B. & Rotondi, R.
- 225-231 On the 'problème des ménages' from a probabilistic viewpoint
by Holst, Lars
- 233-237 To pool or not to pool: The discrete data
by Ahmed, S. E.
- 239-242 On characterizations of beta and gamma distributions
by Yeo, G. F. & Milne, R. K.
- 243-249 A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator
by Lio, Y. L. & Padgett, W. J.
- 251-254 Asymptotically minimax tests of some nonstandard composite hypotheses
by Weiss, Lionel
- 255-257 A simplified proof of a Bonferroni-type inequality by Tan and Xu and its extension
by Sibuya, Masaaki
- 259-265 A note on mixed exponential distribution with negative weights
by Jevremovic, Vesna
- 267-271 On nonparametric maximum likelihood estimation of a distribution uniformly stochastically smaller than a standard
by Rojo, Javier & Samaniego, Francisco J.
- 273-276 Some properties of the row and column designs with adjusted orthogonality
by Kozlowska, Maria
- 277-280 A joint test for serial correlation and random individual effects
by Baltagi, Badi H. & Li, Qi
February 1991, Volume 11, Issue 2
- 99-102 Finite partial exchangeability
by von Plato, Jan
- 103-106 The maximum difference between the binomial and Poisson distributions
by Poor, H. Vincent
- 107-110 A largest characterization of spherical and related distributions
by Fang, Kai-Tai & Bentler, P. M.
- 111-117 An information criterion for normal regression estimation
by Soofi, Ehsan S. & Gokhale, D. V.
- 119-124 Convergence rates for trigonometric and polynomial-trigonometric regression estimators
by Eubank, R. L. & Speckman, Paul
- 125-131 On a modified binomial distribution of order k
by Huang, Wen-Tao & Tsai, Chiou-Shiang
- 133-137 Asymptotic expansions of the Fisher information in a sample mean
by Lloyd, Chris J.
- 139-145 Min-max asymptotic variance of M-estimates of location when scale is unknown
by Li, Bing & Zamar, Ruben H.
- 147-148 A note on the distribution of the determinant of a random matrix
by Wise, Gary L. & Hall, Eric B.
- 149-153 Locally most powerful test for testing the equality of variances of two linear models with common regression parameters
by Ahmad, Manzoor & Chaubey, Yogendra P.
- 155-160 Multinomial estimation procedures for isotonic cones
by Dykstra, R. L. & Lee, Chu-In Charles
- 161-165 Poisson approximation for random sums of Bernoulli random variables
by Yannaros, Nikos
- 167-168 A robust affine-equivariant median
by Jeyaratnam, S.
- 169-172 A note on balanced cluster sampling
by Tallis, G. M.
- 173-175 A note on the Hardy-Weinberg model in generalized ABO systems
by Singer, Julio M. & Peres, Clovis A. & Harle, Carlos E.
- 177-180 Universal optimality of block designs with unequal block sizes
by Gupta, V. K. & Das, A. & Dey, A.
- 181-183 Asymptotic and approximative distribution of a statistic by resampling with or without replacement
by Donegani, M.
- 185-188 U-estimability under sequential binomial sampling
by Neeman, Teresa
January 1991, Volume 11, Issue 1
- 1-6 On the Poisson approximation for some multinomial distributions
by Blanc, Antoni Sintes
- 7-16 Binomial approximation to the Poisson binomial distribution
by Ehm, Werner
- 17-25 Bayesian analysis for two-components systems and a conjugate family of bivariate densities
by Spizzichino, F.
- 27-32 Jackknife variance estimators for generalized L-statistics
by Shao, Jun
- 33-36 Singular value decomposition of design matrices in ANOVA with balanced data
by Wansbeek, Tom
- 37-41 Generalized inverse normal distributions
by Robert, Christian
- 43-47 On Mason's extension of the Erdös--Rényi law of large numbers
by Bacro, Jean-Noël & Brito, Margarida
- 49-51 The efficiency of jack-knifed and usual ridge type estimators: A comparison
by Gruber, Marvin H. J.
- 53-56 Rank correlation inequalities with ties and missing data
by Loukas, Sotiris & Papaioannou, Takis
- 57-61 Linear structural relations: Gradient and Hessian of the fitting function
by Neudecker, Heinz & Satorra, Albert
- 63-64 Log-concavity of probability of occurrence of at least r independent events
by Sathe, Y. S. & Bendre, S. M.
- 65-67 A comment on Buehler optimal confidence bounds for series systems reliability
by Reiser, Benjamin & Jaegar, Mordechai
- 69-70 A normal scale mixture representation of the logistic distribution
by Stefanski, Leonard A.
- 71-76 nr-Consistency of certain optimal estimators, 0
by Sanz, Gerardo
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
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