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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
November 1992, Volume 15, Issue 4
October 1992, Volume 15, Issue 3
- 169-172 Essential correlatedness and almost independence
by Móri, T. F.
- 173-175 Estimation of extinction probability in Markov branching process
by Kale, Mohan M. & Deshmukh, S. R.
- 177-180 An inconsistent Bayes estimator in bivariate survival curve analysis
by Pruitt, Ronald C.
- 181-189 Some approximations for the moments of a process used in diffusion of new products
by Dalal, S. R. & Weerahandi, S.
- 191-196 On asymptotic minimaxity of rank tests
by Ermakov, M. S.
- 197-202 Recovery tests in BIBDs with very small degrees of freedom for interblock errors
by Zhang, Zhiyi
- 203-208 Moments of variables summing to normal order statistics
by Song, Ruiguang & Buchberger, Steven G. & Deddens, James A.
- 209-213 A note on the almost sure convergence of sums of negatively dependent random variables
by Matula, Przemyslaw
- 215-222 Approximations to a conservative inverse chi-square procedure for combining p-values in integrative research
by Saner, Hilary
- 223-227 Relations for single and product moments of record values from Gumbel distribution
by Balakrishnan, N. & Ahsanullah, M. & Chan, P. S.
- 229-233 Moments under conjugate distributions in bioassay
by Tsutakawa, Robert K.
- 235-239 A goodness-of-fit test for exponential families
by Gombay, Edit & Horváth, Lajos
- 241-243 Coexistence in a competition model
by Luo, Xiaolong & Cai, Haiyan
- 245-252 A nonparametric measure of independence under a hypothesis of independent components
by Rosenblatt, Murray & Wahlen, Bruce E.
September 1992, Volume 15, Issue 2
- 85-94 Integrated square error of nonparametric estimators of regression function: the fixed design case
by Ioannides, Dimitrios A.
- 95-101 Bootstrap variance estimators with truncation
by Shao, Jun
- 103-108 Symbolic Cholesky decomposition of the variance--covariance matrix of the negative multinomial distribution
by Sagae, Masahiko & Tanabe, Kunio
- 109-116 A local limit theorem for perturbed random walks
by Wang, Mei
- 117-120 Factions in Morris' natural exponential quadratic variance family and a lack of consensus in sample size determination
by Shanmugam, Ramalingam
- 121-124 Neyman's C([alpha]) test as a GLRT
by Weiss, Lionel
- 125-130 Adjusting of estimates in general linear model with respect to linear restrictions
by Pordzik, Pawe[does not divide] R.
- 131-133 A note on the estimation of Lp-norms
by Weba, Michael
- 135-141 Point processes with correlated gamma interarrival times
by Sim, C. H.
- 143-148 Bounds on expectations of order statistics via extremal dependences
by Gascuel, O. & Caraux, G.
- 149-155 On the multivariate Kolmogorov-Smirnov distribution
by Paramasamy, S.
- 157-162 Estimation of parameters of a two-dimensional spatial autoregressive model with regression
by Kulkarni, P. M.
- 163-168 On the Bahadur--Ghosh--Kiefer representation of sample quantiles
by Lahiri, S. N.
September 1992, Volume 15, Issue 1
- 1-10 Score tests in a generalized linear model with surrogate covariates
by Sepanski, J. H.
- 11-20 Asymptotic distributions of tests for dispersive ordering
by Bartoszewicz, Jaroslaw
- 21-26 Robust statistics for test-of-independence and related structural models
by Kano, Yutaka
- 27-30 On the completeness of a family of conditional distributions
by Bhat, B. R. & Datta, Somnath
- 31-35 Minimum lower sets algorithms for isotonic regression
by Qian, Shixian
- 37-40 On the distribution of the weighted combination of independent probabilities
by Bhoj, Dinesh S.
- 41-46 On the stability problem for conditional expectation
by Bryc, Wlodzimierz & Smolenski, Wlodzimierz
- 47-55 Uniform strong estimation under [alpha]-mixing, with rates
by Cai, Zongwu & Roussas, George G.
- 57-62 Moments of functions of order statistics
by Chunsheng, Ma
- 63-69 The variance matrix of sample second-order moments in multivariate linear relations
by Satorra, Albert
- 71-76 Moderate deviations for some weakly dependent random processes
by Jiang, Tiefeng & Wang, Xiangchen & Rao, M. Bhaskara
- 77-83 Qualms about BCa bootstrap confidence intervals
by Peddada, Shyamal Das & Patwardhan, Girish
July 1992, Volume 14, Issue 5
- 337-341 Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
by Ihara, Masamori & Kano, Yutaka
- 343-348 The association in time of a binary semi-Markov process
by Dharmadhikari, A. D. & Kuber, M. M.
- 349-353 A note on the trace of a normal dispersion matrix
by Guo, Ying (Ingrid) Yueh & Pal, Nabendu
- 355-362 Laws of large numbers under dependence assumptions
by Birkel, Thomas
- 363-371 An inference procedure for host--vector and venereal disease models
by Yip, Paul
- 373-383 Distributions minimizing Fisher information for scale in [var epsilon]-contamination neighbourhoods
by Wu, Eden K. H.
- 385-391 General exponential models on the unit simplex and related multivariate inverse Gaussian distributions
by Seshadri, V.
- 393-399 Optimal reconstruction of a generally censored sample
by Gastaldi, Tommaso
- 401-405 A generalization of the sooner and later waiting time problems for Bernoulli trials: Frequency quota
by Ling, K. D.
- 407-411 Inconsistent M-estimators: nonlinear regression with multiplicative error
by Bhattacharyya, B. B. & Khoshgoftaar, T. M. & Richardson, G. D.
- 413-419 On the optimality of S-estimators
by Hössjer, Ola
July 1992, Volume 14, Issue 4
- 253-267 On power functions of the likelihood ratio tests for the simple loop order in normal means: Unequal sample sizes
by Singh, Bahadur & Schell, Michael J.
- 269-274 On measures of association as measures of positive dependence
by Nelsen, Roger B.
- 275-281 A note on second moment of a randomly stopped sum of independent variables
by de la Peña, Victor H. & Govindarajulu, Z.
- 283-287 A note on generalized cross-validation with replicates
by Gu, Chong & Heckman, Nancy & Wahba, Grace
- 289-291 On the total time on test transform of an IFRA distribution
by Neath, Andrew A. & Samaniego, Francisco J.
- 293-298 A remainder estimate for the normal approximation of perturbed sample quantiles
by Ralescu, Stefan S.
- 299-306 Estimation of the Fourier coefficient functions and their spectral densities for \gf-mixing almost periodically correlated processes
by Hurd, Harry L. & Leskow, Jacek
- 307-310 The order of a univariate elliptical distribution
by Chunsheng, Ma
- 311-312 On the 'triples test' for symmetry
by Kochar, Subhash C.
- 313-320 Strong consistency under the Koziol--Green model
by Stute, Winfried
- 321-325 Refinements of Kolmogorov's law of the iterated logarithm
by Tomkins, R. J.
- 327-331 A reformulation of Pearson's Chi-square statistic and some extentions
by Lorenzen, Gunter
- 333-336 A multivariate Linnik distribution
by Anderson, Dale N.
June 1992, Volume 14, Issue 3
- 169-173 Posterior probability and conditional coverage
by Swartz, T. & Villegas, C.
- 175-178 Bahadur--Kiefer representation properties of intermediate order statistics
by Chanda, Kamal C.
- 179-188 Optimal, robust R-estimators and test statistics in the linear model
by Wang, Yu & Wiens, Douglas
- 189-194 A unified criterion for the local uniform convergence of the density of the maximum
by Mohan, N. R.
- 195-199 Bayesian nonparametric methods for data from a unimodal density
by Brunner, Lawrence J.
- 201-203 D-optimality of the dual of BIB designs
by Pohl, Gerhardt M.
- 205-210 The bias of Fisher's linear discriminant function when the variancies are not equal
by O'Neill, Terence J.
- 211-217 On renewal failure rate classes of life distributions
by Abouammoh, A. M. & Ahmed, A. N.
- 219-222 A variation of a theorem of Sparre--Andersen
by Eisenberg, Bennett
- 223-228 Equivalence of likelihood ratio tests and obliquity
by Menéndez, J. A. & Salvador, B.
- 229-233 A note on randomness
by Grill, Karl
- 235-241 On the binary expansion of a random integer
by Barbour, A. D. & Chen, L. H. Y.
- 243-246 Comparing inclusion probabilities and drawing probabilities for rejective sampling and successive sampling
by Milbrodt, Hartmut
- 247-252 Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
by Tsai, Chih-Ling & Wu, Xizhi
May 1992, Volume 14, Issue 2
- 85-90 A threshold theorem for the general stochastic epidemic via a discrete approach
by Reinert, Gesine
- 91-95 Stability theorems for large order statistics with varying ranks
by Tomkins, R. J. & Wang, Hong
- 97-102 Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression
by Kim, Hyune-Ju
- 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
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