Contact information of Elsevier
Serial Information
Order information: Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web:
https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01
To be notified about new items in this series: Free volume/issue alert on ScienceDirect (see also
NEP)
Download restrictions: Full text for ScienceDirect subscribers only
Editor: Somnath Datta
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
Editor: Somnath Datta
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
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
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
September 1991, Volume 12, Issue 3
- 223-227 Confidence intervals for the mean in the bounded case
by Fishman, George S.
- 229-231 A note on renewal (partial sums) distributions for discrete variables
by Kotz, Samuel & Johnson, Norman L.
- 233-237 Testing the dispersive equivalence of two populations
by Marzec, Leszek & Marzec, Pawel
- 239-247 Testing the equality of two regression curves using linear smoothers
by King, Eileen & Hart, Jeffrey D. & Wehrly, Thomas E.
- 249-255 An invariance property of marginal density and tail probability approximations for smooth functions
by DiCiccio, Thomas J. & Martin, Michael A. & Alastair Young, G.
- 257-261 Probability inequalities with exponential bounds for U-statistics
by Christofides, Tasos C.
- 263-265 Distribution of random functional of a Dirichlet process on the unit disk
by Jiang, Tom J.
- 267-271 On measuring asymmetry and the reliability of the skewness measure
by Xiaojun, Li & Morris, Joel M.
August 1991, Volume 12, Issue 2
- 91-96 Some limit theorems for the homogeneous Poisson process
by Auer, P. & Hornik, K. & Révész, P.
- 97-107 Odd central moments of unimodal distributions
by Bélisle, Claude
- 109-117 On the empirical measure of the Fourier coefficients with infinite variance data
by Knight, Keith
- 119-124 A locally most powerful unbiased test for the proportion of mixture
by Salomé, M. & Cabral, E.
- 125-129 The Inverse Proportional Hazards Model
by O'Neill, Terence J.
- 131-134 Rank of a quadratic form in an elliptically contoured matrix random variable
by Gupta, A. K. & Varga, T.
- 135-139 A study of the behaviour of certain known estimators on the non-extinction path of a branching process
by Gadag, V. G. & Gupta, R. P.
- 141-143 Identities for order statistics and a theorem of Rényi
by Balasubramanian, K. & Bapat, R. B.
- 145-150 Weak convergence of infinite order U-processes
by Kohatsu-Hia, Arturo
- 151-155 On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration
by Sriram, T. N.
- 157-159 Mean squared error and selection in multivariate calibration
by Brown, P. J. & Spiegelman, C. H.
- 161-166 Generalized transformations of random variables
by Weber, James
- 167-174 Improving estimates in B.I.B. designs
by Kanjo, A. I.
- 175-181 Improving estimates in P.B.I.B. designs
by Kanjo, A. I.
- 183-183 On the asymptotic behavior of sums of pairwise independent random variables
by Cuesta, Juan Antonio & Matrán, Carlos
July 1991, Volume 12, Issue 1
- 1-7 Edgeworth expansions for statistics which are functions of lattice and non-lattice variables
by Babu, Gutti Jogesh
- 9-17 Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
by Simonoff, Jeffrey S. & Tsai, Chih-Ling
- 19-27 Some relations between harmonic renewal measures and certain first passage times
by Alsmeyer, Gerold
- 29-35 Existence and uniqueness of the solution of the likelihood equations for binary Markov chains
by Bisgaard, Søren & Travis, Laurel E.
- 37-50 Inference procedures for bivariate exponential model of Gumbel
by Lu, Jye-Chyi & Bhattacharyya, Gouri K.
- 51-56 The roles of ISE and MISE in density estimation
by Jones, M. C.
- 57-63 Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
by Glaz, Joseph & Ravishanker, Nalini
- 65-72 Estimation of integrated squared spectral density derivatives
by Park, Byeong U. & Cho, Sinsup
- 73-81 Testing independence in high dimensions
by Heer, Georg R.
- 83-90 Characterization of nonhomogeneous Poisson processes via moment conditions
by Fang, Zhaoben
June 1991, Volume 11, Issue 6
- 463-468 Large sample distribution of the sample total in a generalized rejective sampling scheme
by Rao Jammalamadaka, S. & Michaletzky, G. & Todorovic, P.
- 469-472 A note on efficient regression estimators with positive breakdown point
by Morgenthaler, S.
- 473-478 Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results
by Bhimasankaram, P. & Sengupta, D.
- 479-483 Limits of Bayes estimators in convex, truncated parameter spaces
by Charras, Alec & van Eeden, Constance
- 485-490 Lorenz ordering of exponential order statistics
by Arnold, Barry C. & Nagaraja, H. N.
- 491-493 Neyman's C([alpha]) test and Rao's efficient score test for composite hypotheses
by Kocherlakota, S. & Kocherlakota, K.
- 495-501 Testing for the redundancy of variables in principal components analysis
by Schott, James R.
- 503-509 On Ling's binomial and negative binomial distributions of order k
by Hirano, K. & Aki, S. & Kashiwagi, N. & Kuboki, H.
- 511-514 Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
by Jones, M. C. & Sheather, S. J.
- 515-521 Parameter estimation for some time series models without contiguity
by Davis, Richard A. & Rosenblatt, Murray
- 523-528 Confidence intervals on ratios of positive linear combinations of variance components
by Ting, Naitee & Burdick, Richard K. & Graybill, Franklin A.
- 529-536 Functional limit theorems for inverse bootstrap processes of sample quantiles
by Falk, Michael
- 537-545 Bayesian predictive intervals for a mixture of exponential failure-time distributions with censored samples
by Sloan, J. A. & Sinha, S. K.
- 547-550 Shannon entropy type measure of departure from uniform association in cross-classifications having ordered categories
by Tomizawa, Sadao
- 551-552 Correcting remarks on "characterization of normality within the class of elliptical contoured distributions"
by Cacoullos, T. & Khatri, C. G.
May 1991, Volume 11, Issue 5
- 373-377 Bayes minimax estimators of a multivariate normal mean
by Li, Tze Fen & Bhoj, Dinesh S.
- 379-386 Distribution theory of runs via exchangeable random variables
by Schuster, Eugene F.
- 387-394 On the breakdown point of multivariate location estimators based on trimming procedures
by Gordaliza, A.
- 395-397 A note on non-negative minimum bias MINQE in variance components model
by Chaubey, Yogendra P.
- 399-402 Optimal block designs with minimal number of observations
by Bapat, R. B. & Dey, A.
- 403-410 Strong limiting bounds for a sequence of moving maxima
by Rothmann, Mark. D. & Russo, Ralph P.
- 411-417 Theory and counterexamples for confidence limits on system reliability
by Harris, Bernard & Soms, Andrew P.
- 419-427 Convergence to a Gaussian limit as the normalization exponent tends to
by Terrin, Norma & Taqqu, Murad S.
- 429-434 Smoothing parameter selection in hazard estimation
by Sarda, P. & Vieu, P.
- 435-447 Recursive estimation of the transition distribution function of a Markov process: A symptotic normality
by Roussas, George G.
- 449-452 On a likelihood ratio test for independence
by Allaire, Jérôme & Lepage, Yves
- 453-457 Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model
by Chi, Eric M. & Reinsel, Gregory C.
- 459-461 Linear characterizations of the Poisson distribution
by McKenzie, Ed.
April 1991, Volume 11, Issue 4
- 281-286 On the oscillation of the expected number of extreme points of a random set
by Devroye, Luc
- 287-289 Regular variation in k and vector-normed domains of attraction
by Meerschaert, Mark M.
- 291-298 Estimating the variance of the sample median, discrete case
by Huang, J. S.
- 299-308 Changepoint problems and contiguous alternatives
by Szyszkowicz, Barbara
- 309-317 Approximation of certain multivariate integrals
by Olson, Jane M. & Weissfeld, Lisa A.
- 319-320 An improved upper bound in a proper non-binary variance-balanced design
by Kageyama, Sanpei
- 321-325 The detection of observations possibly influential for model selection
by Franses, Philip Hans
- 327-330 On the reduction of associate classes for the PBB designs
by Brzeskwiniewicz, Henryk
- 331-334 A note on the comparison of stationary laws of Markov processes
by Pflug, Georg Ch.
- 335-341 Second order optimality of stationary bootstrap
by Lahiri, Soumendra Nath
- 343-347 Rating systems based on paired comparison models
by Joe, Harry
- 349-351 Stopped hyperfinite filtrations
by Mendieta, G. R.
- 353-358 A note on high-breakdown estimators
by Stefanski, Leonard A.
- 359-363 A table for solving the Behrens--Fisher problem
by Linssen, H. N.
- 365-372 New properties and characterizations of the dispersive ordering
by Rojo, Javier & He, Guo Zhong
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.
Printed from https://ideas.repec.org/s/eee/stapro44.html
