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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
June 1987, Volume 5, Issue 4
April 1987, Volume 5, Issue 3
- 163-167 A screening method for a nonparametric model
by Kowalczyk, Teresa & Mielniczuk, Jan
- 169-173 An approximation of F distribution by binomial probabilities
by George, E. Olusegun & Singh, Karan P.
- 175-180 A kernel-type estimator for generalized quantiles
by Veraverbeke, Noël
- 181-185 A general form of the law of the iterated logarithm for the weighted multivariate empirical process
by Einmahl, John H. J.
- 187-190 Characterization of normality within the class of elliptical contoured distributions
by Khatri, C. G. & Mukerjee, Rahul
- 191-192 On a statistical optimality of magic squares
by Hedayat, A.
- 193-195 On the type hypothesis for the strong law of large numbers
by Hernández, Victor & Romo, Juan J.
- 197-200 Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution
by Takahashi, Rinya
- 201-207 Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
by Berkane, Maria & Bentler, P. M.
- 209-211 The exponential integral distribution
by Meijer, J. W. & Baken, N. H. G.
- 213-215 On improving distribution function estimators which are not monotonic functions
by Gajek, Les[left ceiling]aw
- 217-218 A note on a Kolmogorov inequality
by Young, Dean M. & Seaman, John W. & Marco, Virgil R.
- 219-224 Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in L2
by Rafaj[left ceiling]owicz, Ewaryst
- 225-230 On unbiased multinomial estimation
by Kim, Seong-in & Bai, D. S.
- 231-234 Some remarks on a linear stochastic differential equation
by Nualart, David
- 235-237 On Klass' series criterion for the minimal growth rate of partial maxima
by Godbole, Anant P.
March 1987, Volume 5, Issue 2
- 83-85 Another characterization of the type I extreme value distribution
by Ballerini, Rocco
- 87-93 A decomposition of the Brownian path
by Karatzas, Ioannis & Shreve, Steven E.
- 95-98 What do the arithmetic, geometric and harmonic means tell us in length-biased sampling?
by Sen, Pranab Kumar
- 99-103 An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means
by Holmquist, Björn
- 105-111 Occupation probability of a correlated random walk and a correlated ruin problem
by Mukherjea, Arunava & Steele, David A.
- 113-118 A new definition of the predictive likelihood
by Chib, Siddhartha & Jammalamadaka, S. Rao & Tiwari, Ram C.
- 119-124 Nonparametric estimation of a bivariate survivorship function with doubly censored data
by Korwar, Ramesh M.
- 125-128 Asymptotic confidence bands for densities based on nearest neighbor estimators under censoring
by Mielniczuk, Jan
- 129-134 Partial collapsibility in multidimensional contingency tables
by Davis, Linda June
- 135-142 Bayesian analysis in random coefficient m-group regression
by Fortney, William G. & Miller, Robert B.
- 143-147 The central limit theorem for summability methods of some weakly dependent sequences
by Yoshihara, Ken-ichi & Takahata, Hiroshi
- 149-151 A note on estimation and information topologies
by Whitney, Paul
- 153-159 Mise of kernel estimates of a density and its derivatives
by Singh, Radhey S.
January 1987, Volume 5, Issue 1
- 1-3 Admissibility of goodness of fit tests for discrete exponential families
by Cohen, Arthur & Sackrowitz, Harold B.
- 5-14 Some convergence results for kernel-type quantile estimators under censoring
by Lio, Y. L. & Padgett, W. J.
- 15-18 On assessing multivariate normality based on shapiro-wilk W statistic
by Srivastava, M. S. & Hui, T. K.
- 19-22 On exact and asymptotic tests of non-nested models
by Bera, Anil K. & McAleer, Michael
- 23-27 On the strong consistency of a solution to the likelihood equation
by Kourouklis, Stavros
- 29-34 On unbiased multinomial estimation
by Kim, Seong-in & Bai, D. S.
- 35-37 The structure of improper solutions in maximum likelihood factor analysis
by Ihara, Masamori
- 39-42 Characterizations of generalized multivariate discrete distributions by a regression point
by Cacoullos, T.
- 43-48 Easily determining which urns are 'favorable'
by Simons, Gordon
- 49-54 Coefficients of determination for least absolute deviation analysis
by McKean, Joseph W. & Sievers, Gerald L.
- 55-63 Probability estimation via smoothing in sparse contingency tables with ordered categories
by Simonoff, Jeffrey S.
- 65-69 Methodologies for the estimation of missing observations in time series
by Ferreiro, Osvaldo
- 71-73 A strong law of large numbers for vector gaussian martingales and a statistical application in linear regression
by Le Breton, A. & Musiela, M.
- 75-80 Maximum likelihood estimation of a survival function under the koziol-green proportional hazards model
by Cheng, Philip E. & Lin, Gwo Dong
October 1986, Volume 4, Issue 6
- 273-274 A note on improved variance bounds for certain bounded unimodal distributions
by Seaman, John W. & Young, Dean M. & Marco, Virgil R.
- 275-280 Approximations of weighted empirical and quantile processes
by Csörgóo, Miklós & Horváth, Lajos
- 281-283 Bounds for the difference between median and mean of gamma and poisson distributions
by Chen, Jeesen & Rubin, Herman
- 285-288 Dispersive ordering and the total time on test transformation
by Bartoszewicz, Jaroslaw
- 289-289 Self orthogonal Knut Vik designs
by Afsarinejad, K.
- 291-294 Optimal design for an inverse Gaussian regression model
by Fries, Arthur & Bhattacharyya, Gouri K.
- 295-301 Multivariate new better than used in expectation distributions
by Basu, A. P. & Ebrahimi, Nader
- 303-308 On robust estimation of location for arbitrarily right-censored data
by Green, Stephanie J. & Crowley, John J.
- 309-311 Asymptotic properties of maximum likelihood estimators from dependent observations
by Ranakrishna Sarma, Y.
- 313-318 The stuttering generalized waring distribution
by Panaretos, John & Xekalaki, Evdokia
- 319-323 Bayesian estimation of the reliability function of the inverse gaussian distribution
by Sinha, S. K.
- 325-332 The log-linear model with a generalized gamma distribution for the error: A Bayesian approach
by Achcar, Jorge Alberto & Bolfarine, Heleno
- 333-335 Moments of elliptically distributed random variates
by Berkane, Maia & Bentler, P. M.
- 337-342 A finite sample estimate of the variance of the sample median
by Sheather, Simon J.
- 343-348 Some remarks on stochastic differential equations in the plane with local lipschitz coefficients
by Sanz-Solé, Marta
August 1986, Volume 4, Issue 5
- 219-222 Inconsistency of the misspecified proportional hazards model
by O'neill, Terence J.
- 223-225 Clusure of the NBUE and DMRL classes under formation of parallel systems
by Abouammoh, A. & El-Neweihi, E.
- 227-230 A note on some model selection criteria
by Peterson, John J.
- 231-232 A note on De Moivre's limit theorems: Easy proofs
by Jensen, Ernst Lykke & Rootzén, Holger
- 233-235 A new proof of the approximate sufficiency of sparse order statistics
by Reiss, Rolf-Dieter
- 237-243 Conditional expected durations of play given the ultimate outcome for a correlated random walk
by Mukherjea, A. & Steele, D.
- 245-251 Estimates for the score function under random censoring
by Liu, Regina Y.
- 253-258 On minimizing chi-square distances under the hypothesis of homogeneity or independence for a two-way contingency table
by Böhning, D. & Holling, H.
- 259-259 A quasi-random number generator with infinite period
by Zielinski, Ryszard
- 261-264 Improving multi-way block designs at the cost of nuisance parameters
by Pukelsheim, Friedrich & Titterington, D. Michael
- 265-272 Diagnostics for penalized least-squares estimators
by Eubank, R. L. & Gunst, R. F.
June 1986, Volume 4, Issue 4
- 157-159 Mixed estimation in covariance structure models
by Bonett, Douglas G.
- 161-166 How large must be the difference between local time and mesure du voisinage of Brownian motion?
by Csörgo, Miklós & Horváth, Lajos & Révész, Pál
- 167-171 On the renewal measure for Gaussian sequences
by Klebaner, Fima C.
- 173-178 On a fundamental optimality of the maximum likelihood estimator
by Cheng, Ping & Fu, James C.
- 179-182 The distribution of the 'finitely many times' in the strong law of large numbers
by Razanadrakoto, Dieudonné & Severo, Norman C.
- 183-186 The limit behavior of an interval splitting scheme
by Devroye, Luc & Letac, Gerard & Seshadri, Vanamamalai
- 187-190 A note on strong mixing of ARMA processes
by Athreya, Krishna B. & Pantula, Sastry G.
- 191-195 Central limit theorem and increment conditions
by Rhee, WanSoo T.
- 197-201 Dependence structures in which uncorrelatedness implies independence
by Chhetry, Devendra & Kimeldorf, George & Zahedi, Hassan
- 203-208 Convergence rates for partially splined models
by Rice, John
- 209-210 Another characterization of multivariate normal distribution
by Prakasa Rao, B. L. S. & Sreehari, M.
- 211-215 Successes, runs and longest runs
by Philippou, Andreas N. & Makri, Frosso S.
April 1986, Volume 4, Issue 3
March 1986, Volume 4, Issue 2
- 53-56 Another interpretation of the EM algorithm for mixture distributions
by Hathaway, Richard J.
- 57-59 An estimator for the mean of an exponential distribution with random right-censoring
by Stadje, Wolfgang
- 61-64 Another conjugate family for the normal distribution
by Athreya, K. B.
- 65-67 Implementing empirical characteristic function procedures
by Welsh, A. H.
- 69-73 On the estimation of the quantile density function
by Falk, Michael
- 75-79 Confidence intervals based on interpolated order statistics
by Hettmansperger, Thomas P. & Sheather, Simon J.
- 81-85 Estimation of influence functions
by Burke, Murray D. & Horváth, Lajos
- 87-93 The use of historical control information in modelling dose response relationships in carcinogenesis
by Smythe, Robert T. & Krewski, Daniel & Murdoch, Duncan
- 95-99 The log-likelihood ratio for sparse multinomial mixtures
by Zelterman, D.
- 101-105 Successes, runs and longest runs
by Philippou, Andreas N. & Makri, Frosso S.
January 1986, Volume 4, Issue 1
- 1-4 Modified Kent's statistics for testing goodness of fit for the Fisher distribution in small concentrated samples
by Rivest, Louis-Paul
- 5-6 Martingale inequalities and the Jackknife estimate of variance
by Rhee, WanSoo T. & Talagrand, Michel
- 7-8 A trivariate version of 'Lévy's equivalence'
by Simons, Gordon
- 9-15 A general solution for the epidemic with carriers
by Booth, J. & Gani, J. & Malice, M. -P. & Mansouri, H. & Maravankin, G.
- 17-19 On admissibility in various classes of quadratic estimators
by Stepniak, Czeslaw
- 21-23 Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds
by Cacoullos, T. & Papathanasiou, V.
- 25-28 A stochastic Gompertz birth-death process
by Tan, W. Y.
- 29-33 Proportionality of k covariance matrices
by Flury, Bernhard K.
- 35-37 A note on the missing value principle and the EM-Algorithm for estimation and prediction in sampling from finite populations with a multinormal superpopulation model
by Zacks, S. & Rodriguez, Josemar
- 39-41 A statistic for measuring the balance of a sample
by Andrews, Richard W.
- 43-45 Regular variation and domains of attraction in
by Meerschaert, Mark M.
- 47-49 Lorenz ordering of means and medians
by Arnold, Barry C. & Villaseñor, Jose A.
- 51-51 To: On the product of symmetric random variables
by Hamedani, G. G. & Walter, G. G.
October 1985, Volume 3, Issue 6
- 287-293 Experimental comparison of least-squares and maximum likelihood methods in factor analysis
by Ihara, Masamori & Okamoto, Masashi
- 295-297 Two suggestions of how to define a stochastic stress-strength system
by Ebrahimi, Nader
- 299-301 Selecting principal components in regression
by Mason, Robert L. & Gunst, Richard F.
- 303-306 The L2-optimal cell width for the histogram
by Lecoutre, Jean-Pierre
- 307-308 Minimum volume confidence regions
by Jeyaratnam, S.
- 309-313 Bayes empirical Bayes estimation of a poisson mean
by Tze Fen LI
- 315-316 Pointwise properties of convergence in probability
by Burton, Robert M.
- 317-324 Testing several nonnested regressions simultaneously. A nonparametric approach
by Aguirre-Torres, Victor
- 325-329 Positive definite symmetric functions on finite-dimensional spaces II
by Richards, Donald St. P.
- 331-336 On [chi]2-test of goodness-of-fit for a class of discrete multivariate models
by Svensson, Åke
- 337-342 Influence diagnostic for censored regression models
by Kao, Chihwa
September 1985, Volume 3, Issue 5
- 231-234 On the relationship between the proportional hazards and accelerated failure time models in survival analysis
by Gupta, Ramesh C. & Michalek, Joel E.
- 235-238 On a characterization of rectangular distributions
by Abdelhamid, Sami N.
- 239-243 Regression estimation with transformed auxiliary variates
by Hung, Hsien-Ming
- 245-249 The growth rate of partial maxima on subsequences
by Hüsler, Jürg
- 251-253 On the product of symmetric random variables
by Hamedani, G. G. & Walter, G. G.
- 255-260 Maximum variance unimodal distributions
by Seaman, John W. & Odell, Patrick S. & Young, Dean M.
- 261-268 Sampling distribution for a class of estimators for nonregular linear processes
by Chanda, Kamal C.
- 269-274 Testing for symmetry and independence in a bivariate exponential distribution
by O'Neill, Terence J.
- 275-279 Sufficiency and invariance
by Arnold, Steven F.
- 281-286 Rank tests for a class of semi-Markov models with censored matched pairs
by Tsai, Wei-Yann
July 1985, Volume 3, Issue 4
- 175-184 On upper bounds for the variance of functions of random variables
by Cacoullos, T. & Papathanasiou, V.
- 185-189 Asymptotic statistical inference for a stochastic heat flow problem
by Koski, Timo & Loges, Wilfried
- 191-194 A note on levene's tests for equality of variances
by Carroll, Raymond J. & Schneider, Helmut
- 195-199 A pairwise independent stationary stochastic process
by Robertson, James B. & Womack, James M.
- 201-203 On the joint characterization of the distributions of the true income and the proportion of the reported income to the true income through a model of under-reported incomes
by Korwar, R. M.
- 205-207 On the approximation of measurable linear functionals
by Smolenski, W.
- 209-212 A functional law of the iterated logarithm for associated sequences
by Dabrowski, AndréRobert
- 213-219 On sampling by index cases
by Berger, Agnes & Percus, Ora E.
- 221-225 Approximation for Abel sums of independent, identically distributed random variables
by Horváth, Lajos
- 227-230 A note on testing symmetry with estimated parameters
by Koziol, James A.
June 1985, Volume 3, Issue 3
- 111-115 On a Kolmogorov-Smirnov type aligned test in linear regression
by Koul, H. L. & Sen, P. K.
- 117-120 Maximum entropy histograms
by Rodriguez, Carlos C. & Van Ryzin, John
- 121-125 Iterating bonferroni bounds
by Hoppe, Fred M.
- 127-129 A linear negative multinomial model
by Bonett, Douglas G.
- 131-133 An application of rosenthal's moment inequality to the strong law of large numbers
by Wittmann, Rainer
- 135-141 A bayesian approach to inference for monotone failure rates
by Mazzuchi, Thomas A. & Singpurwalla, Nozer D.
- 143-145 On the range of recurrent Markov chains
by Athreya, K. B.
- 147-150 A regression model to combine results from 2 x 2 tables
by Wallenstein, Sylvan
- 151-159 Plane sampling
by Iachan, Ronaldo
- 161-166 Saddlepoint approximations for curved exponential families
by Hougaard, Philip
- 167-173 A bivariate histogram density estimator: Consistency and asymptotic normality
by Kim, B. K. & Van Ryzin, J.
April 1985, Volume 3, Issue 2
- 57-62 Lower bounds for the distribution function of a k-dimensionaln-extensible exchangeable process
by Scarsini, Marco
- 63-64 Sequential estimation of the minimum of a random variable
by Meczarski, Marek
- 65-69 Pointwise consistency of the hermite series density estimate
by Greblicki, Wlodzimierz & Pawlak, Miroslaw
- 71-73 On exponential scores statistics for testing against positive aging
by Kochar, Subhash C. & Deshpande, Jayant V.
- 75-79 When is the inverse regression estimator MSE-superior to the standard regression estimator in multivariate controlled calibration situations?
by Sundberg, Rolf
- 81-86 A concept of negative dependence using stochastic ordering
by Block, Henry W. & Savits, Thomas H. & Shaked, Moshe
- 87-88 A counterexample concerning monotone unimodality
by Wefelmeyer, Wolfgang
- 89-93 A model for line transect sampling clustered populations
by Rao, P. V. & Portier, K. M.
- 95-96 Eigenvalue-Eigenvector analysis for a class of patterned correlation matrices with an application: A comment
by Wansbeek, Tom
- 97-100 The bootstrap: Some large sample theory and connections with robustness
by Parr, William C.
- 101-105 On exponential rates of likelihood ratio estimators for location parameters
by Fu, James C.
- 107-109 An extremal property of rectangular distributions
by Székely, G. J. & Móri, T. F.
February 1985, Volume 3, Issue 1
- 1-8 Minimum distance estimation in linear regression with unknown error distributions
by Koul, Hira L.
- 9-13 On restricted linear estimation for regression in stochastic processes
by del Pino, Guido E.
- 15-18 Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
by Rao, B. L. S. Prakasa
- 19-20 Constructing balanced designs from triangular designs
by John, Peter W. M.
- 21-23 Robust model selection in regression
by Ronchetti, Elvezio
- 25-27 A structural classification of SR group divisible designs
by Kageyama, Sanpei
- 29-34 Closed form asymptotically efficient estimators based upon order statistics
by Kindermann, Ross P. & LaRiccia, Vincent N.
- 35-37 On a characterization question for symmetric random variables
by Feuerverger, Andrey & Steele, J. Michael
- 39-44 On the use of the directional derivative in obtaining multivariate extreme values
by Wiggins, Alvin D.
- 45-49 Testing for linearity
by Csörgo, Sándor
- 51-53 Estimators of covariances in time series models
by Chaubey, Yogendra P.
- 55-56 On the Poisson approximation of multinomial probabilities
by Ahmad, Ibrahim A.
December 1984, Volume 2, Issue 6
- 315-317 Connectedness of Kronecker sum and partial Kronecker row sum of designs
by Dandawate, P. N. & Patwardhan, G. A. & Vartak, M. N.
- 319-321 A class of estimators with estimated optimum values in sample surveys
by Singh, R. Karan & Singh, Gurdeep
- 323-325 A note on L-estimates for linear models
by Koenker, Roger
- 327-332 Incomplete split plot designs
by Mejza, Iwona & Mejza, Stanislaw
- 333-335 Characterizations and closure under convolution of two classes of multivariate life distributions
by El-Neweihi, Emad
- 337-343 Likelihood ratio testing on partial multinormal data
by Smith, W. B. & Riggs, M. W.
- 345-348 A note on scale estimates based on the empirical characteristic function and their application to test for normality
by Welsh, A. H.
- 349-351 Some remarks on the existence of optimal quantizers
by Abaya, Efren F. & Wise, Gary L.
- 353-355 On the limiting distribution of the number of 'near-matches'
by Rao Jammalamadaka, S. & Janson, Svante
- 357-361 On a test of equality of two-parameter exponential distributions
by Nagarsenker, B. N. & Nagarsenker, P. B.
- 363-369 On the modal resolution of kernel density estimators
by Hart, Jeffrey D.
October 1984, Volume 2, Issue 5
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