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Editor: Somnath Datta
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Editor: Hira L. Koul
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
August 1984, Volume 2, Issue 4
May 1984, Volume 2, Issue 3
- 119-125 Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an application
by Kotz, Samuel & Pearn, W. L. & Wichern, Dean W.
- 127-132 Some improvements on the Birnbaum-McCarty bound for P(Y
by Yang, Mark C. K. & Mo, Tse Chin
- 133-138 Robustness of the ordering procedures based on binary-type questions and on pairwise comparisons
by Pesotchinsky, Leon
- 139-142 On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
by Prakasa Rao, B. L. S.
- 143-146 A note on estimation of percentiles and reliability in the extreme-value distribution
by Keating, Jerome P.
- 147-157 Dynamics of Bayes estimates for the rate of poisson processes with gamma priors and convex loss
by Anderson, Robert F.
- 159-163 On the limiting set of nonnegative matrix products
by Seneta, E.
- 165-168 On the distribution of the product of independent beta random variables
by Tang, Jen & Gupta, A. K.
- 169-173 Optimal weights for general L2 distance estimators
by Lariccia, Vincent N.
- 175-180 A comparison of normal and discrete bootstraps for standard errors in equation systems
by Theil, Henri & Rosalsky, Mercedes C. & Finke, Renate
- 181-185 Strong approximation of certain stopped sums
by Horváth, Lajos
March 1984, Volume 2, Issue 2
- 59-62 On the rate of convergence in the central limit theorem and the type of the Banach space
by Rhee, WanSoo
- 63-65 A proof of the ineffectiveness of likelihood inference on singular measures
by Piccioni, Mauro
- 67-76 An approximate lower tolerance bound for the three-parameter Weibull applied to lumber property characterization
by Johnson, Richard A. & Haskell, James H.
- 77-81 A multivariate correlation ratio
by Sampson, Allan R.
- 83-89 Locally optimal rank tests for independence
by Rudnicki, Jerzy
- 91-94 On a sequential selection procedure of Bechhofer, Kiefer, and Sobel
by Levin, Bruce
- 95-103 Two-stage stochastic model for carcinogenesis with time-dependent parameters
by Serio, Gabriella
- 105-109 On the marginal distribution of a first order autoregressive process
by Hart, Jeffrey D.
- 111-115 The distribution of length of N random unit vectors for a von Mises population
by Papakonstantinou, Vasilios
- 117-117 Acknowledgement of priority to "A remark on the fluctuation behavior of i.i.d. poisson random variables"
by Rosalsky, Andrew
January 1984, Volume 2, Issue 1
- 1-4 Efficient estimation under privacy restrictions in the disclosure problem
by Albers, Willem
- 5-8 Asymptotic independence of 'pure head' stopping times
by Móri, Tamás F. & Székely, Gábor J.
- 9-14 The hat matrix for smoothing splines
by Eubank, R. L.
- 15-18 Remarks on the role of conditional probability in data exploration
by Barigelli, Bruno & Scozzafava, Romana
- 19-21 A note on optimum grouping and the relative discriminating power of qualitative to continuous normal variates
by Hung, Yung-tai & Kshirsagar, Anant M.
- 23-30 Some characterizations of discrete unimodality
by Bertin, Emile M. J. & Theodorescu, Radu
- 31-34 Use of covariates in randomized response settings
by Matloff, Norman S.
- 35-38 Inheriting independence and chi-squaredness under certain matrix orderings
by Baksalary, Jerzy K. & Hauke, Jan
- 39-44 A simple proof for the Chernoff-Savage theorem
by Akritas, Michael G.
- 45-50 Kernel estimates of functions and their derivatives with applications
by Georgiev, Alexander A.
- 51-57 Density estimation based on line transect samples
by Rao, P. V.
October 1983, Volume 1, Issue 6
- 279-284 On tests of independence in a trivariate exponential distribution
by Samanta, M.
- 285-289 The Spearman footrule and a Markov chain property
by Sen, Pranab Kumar & Salama, Ibrahim A.
- 291-293 On the invariance principle for differentiable statistical functionals
by Parr, William C.
- 295-300 Asymptotic normality of some kernel-type estimators of probability density
by Bradley, Richard C.
- 301-305 A simple Marquardt algorithm for the nonlinear least-squares problem
by Okamoto, Masashi & Ihara, Masamori
- 307-311 Estimation of the radius of a circle when the coordinates of a number of points on its circumference are observed: An example of bootstrapping
by Linssen, H. N. & Banens, P. J. A.
- 313-316 A simple diagonals-parameter symmetry and quasi-symmetry model
by Agresti, Alan
- 317-321 Admissible estimators of the population total using trimming and Winsorization
by Vardeman, Stephen & Meeden, Glen
- 323-326 On Kersting's proof of the central limit theorem
by Pflug, G. Ch.
- 327-332 Descriptive statistics for multivariate distributions
by Oja, Hannu
August 1983, Volume 1, Issue 5
- 217-221 A class of minimax estimators of a normal quantile
by Rukhin, Andrew L.
- 223-227 An algorithm to obtain the critical values of the t, [chi]2 and F distributions
by Cheng, Smiley W. & Fu, James C.
- 229-232 Simultaneous equation estimation from undersized samples
by Fiebig, Denzil G. & Kidwai, Sartaj A. & Theil, Henri
- 233-238 Random sequences of binary digits in which missing values can almost certainly be restored
by Howard, J. V.
- 239-242 A lower bound for the pitman efficiency of Friedman type tests
by Rothe, Günter
- 243-250 Asymptotic distribution of the discriminant function
by Krzysko, Miroslaw
- 251-257 On comparing survival probabilities from discrete observations under unequal censoring
by Berger, Agnes
- 259-263 On the correlation of a group of rankings with an external ordering relative to the internal concordance
by Palachek, Albert D. & Schucany, William R.
- 265-267 On the reliability of stochastic systems
by Basu, A. P. & Ebrahimi, Nader
- 269-272 Characterizations of mixtures of discrete distributions by a regression point
by Cacoullos, T.
- 273-277 Estimators of scale parameters in linear regression
by Koul, H. L. & Susarla, V.
June 1983, Volume 1, Issue 4
- 161-166 Nearest neighbours to nearest neighbours
by Cox, Trevor F.
- 167-170 Asymptotic exponentiality of exit times
by Marchetti, Federico
- 171-175 A generalized geometric distribution and some of its properties
by Philippou, Andreas N. & Georghiou, Costas & Philippou, George N.
- 177-179 A note on Hájek projections and the influence curve
by Parr, William C.
- 181-182 A remark on the fluctuation behavior of I.I.D. Poisson random variables
by Rosalsky, Andrew
- 183-188 A statistical test of unidimensionality of a parameter underlying Bernoulli trails with applications
by Stout, William
- 189-195 Nonstationary Yule-Walker equations
by Hallin, Marc & Ingenbleek, Jean-François
- 197-202 Convergence rates of large deviations probabilities for point estimators
by Rubin, Herman & Rukhin, Andrew L.
- 203-206 A discrete analogue and elementary derivation of 'Lévy's equivalence' for Brownian motion
by Simons, Gordon
- 207-211 Multicollinear effects of weighted least squares regression
by Dorsett, Dovalee & Gunst, Richard F. & Gartland, Eugene C.
- 213-215 A note on spectral decomposition and maximum likelihood estimation in models with balanced data
by Wansbeek, Tom & Kapteyn, Arie
March 1983, Volume 1, Issue 3
- 107-113 On an upper bound of Sanov's inequality for the probability of a large deviation
by Fu, James C.
- 115-119 Independent scale-free spacings for the exponential and uniform distributions
by Sweeting, Trevor J.
- 121-124 Unbiased estimation of finite population variance using auxiliary information
by Gupta, R. P.
- 125-128 A family of minimax estimators of a multivariate normal mean
by Li, Tze Fen
- 129-135 One- and two-sample match statistics
by Rao, J. S. & Tiwari, Ram C.
- 137-139 A note on the 'underadjustment phenomenon'
by Robbins, Herbert & Levin, Bruce
- 141-145 Representations for eigenfunctions of expected value operators in the Wishart distribution
by Richards, Donald
- 147-150 Strong law for the bootstrap
by Athreya, K. B.
- 151-154 Simple estimators for the mean life in destructive attribute life tests
by Azor, Meir & Kubat, Peter
- 155-160 On the convergence of sequences of stationary jump Markov processes
by Costantini, C. & Gerardi, A. & Nappo, G.
November 1982, Volume 1, Issue 2
- 53-55 A note on a theorem of Berkes and Philipp for dependent sequences
by Dabrowski, AndréRobert
- 57-59 Determining classes and independence
by O'Brien, G. L.
- 61-67 Hierarchical classification of mathematical structures
by Perruchet, Christophe
- 69-73 A quantile domain perspective on the relationships between optimal grouping, spacing and stratification problems
by Eubank, R. L.
- 75-78 On the fallacy of the likelihood principle
by Akaike, Hirotugu
- 79-83 Simplicity and credibility: A counterstrategy
by Bross, Irwin D. J.
- 85-88 Extremes in autoregressive processes with uniform marginal distributions
by Chernick, Michael R. & Davis, Richard A.
- 89-96 Estimation of a mean in the presence of an extreme observation
by Feuerverger, A. & Guttman, I. & Sinha, S. K.
- 97-101 The use of prediction analysis to develop groupings of survey questions
by Lusk, E. & Cassileth, B.
- 103-106 The conditioning of the maximum entropy covariance matrix and its inverse
by Conway, Delores & Theil, Henri
July 1982, Volume 1, Issue 1
- 1-1 Preface
by Johnson, Richard A.
- 2-6 Non-Gaussian series and series with non-zero means: Practical implications for time series analysis
by Lusk, Eward J. & Wright, Haviland
- 7-11 Maximum entropy interpretation of autoregressive spectral densities
by Parzen, Emanuel
- 12-16 Backward and forward recurrence times, and their interrelationships in Bellman-Harris branching processes
by Taylor, James R.
- 17-22 Some recent and new results on the maximum entropy distribution
by Theil, Henri
- 23-25 A note on contiguity and L1-norm
by Akritas, Michael G.
- 26-30 A multiple divergence criterion for testing between separate hypotheses
by Sawyer, K. R.
- 31-32 A characteristic property of the exponential distribution
by Kaminsky, Kenneth S.
- 33-35 Poisson on the poisson distribution
by Stigler, Stephen M.
- 36-40 Holdings of financial assets: A Markov chain analysis
by Anderson, John S. & Clements, Kenneth W.
- 41-45 Expected cost bounds for the selection and ordering procedures based on binary-type questions
by Pesotchinsky, Leon
- 46-50 Tests for simultaneously determining numbers of clusters and their shape with multivariate data
by Sen Gupta, Ashis
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