Statistics & Probability Letters

Volume 16.

(as bibtex)

60 references.

Articles

• 1-9. Dispersion orderings with applications to nonparametric tests
  Burger, H. U.
• 103-109. Noninformative nonparametric Bayesian estimation of quantiles
  Meeden, Glen
• 11-18. General matrix formulae for computing Bartlett corrections
  Cordeiro, Gauss M.
• 111-115. The mixture properties of the 2SHI estimators in linear regression models
  Van Hoa, Tran
• 117-119. A note on the breakdown point of the least median of squares and least trimmed squares estimators
  Vandev, D.
• 121-128. Stochastic analysis of a controlled bulk queueing system with continuously operating server: Continuous time parameter queueing process
  Abolnikov, Lev M., Dshalalow, Jewgeni H., Dukhovny, Alexander M.
• 129-135. Estimating population size from a removal experiment
  Yip, Paul, Fong, Daniel Y. T.
• 137-145. Quantile-based estimation for the Box-Cox transformation in random samples
  Velilla, Santiago
• 147-152. A characterization for the solution of the Monge-Kantorovich mass transference problem
  Tuero-Diaz, A., Cuesta-Albertos, J. A., Tuero-Díaz, A.
• 153-158. Least squares and least absolute deviation procedures in approximately linear models
  Nordstroem, Kenneth, Nordstrom, Kenneth, Mathew, Thomas, Nordström, Kenneth
• 159-162. On convergence rates of averages of weakly dependent random variables
  Lin, Gwo Dong
• 163-168. A note on moment bounds for strong mixing sequences
  Kim, Tae Yoon
• 169-175. Robust linear regression in replicated measurement error models
  Carroll, R. J., Eltinge, J. L., Ruppert, D.
• 177-180. Some inference results in an absolutely continuous multivariate exponential model of Block
  Hanagal, David D.
• 181-188. Tests of uniformity for sets of lotto numbers
  Joe, Harry
• 189-196. Almost sure uniform convergence rates for $M$-smoothers with non-monotone score functions
  Bhattacharya, P. K., Zhao, Peng-liang
• 19-25. The effect of grouping on the power of the Mantel-Haenszel test for the comparison of survival rates
  Berger, Agnes, Wallenstein, Sylvan
• 197-203. A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
  Jin, Chun
• 205-211. A note on maximum likelihood estimation in the first-order Gaussian moving average model
  Anderson, T. W., Mentz, R. P.
• 213-218. Exact iterative computation of the robust multivariate minimum volume ellipsoid estimator
  Cook, R. D., Hawkins, D. M., Weisberg, S.
• 219-224. Extremes of totally skewed stable motion
  Albin, J. M. P.
• 225-233. Generalized bootstrap for studentized $U$-statistics: A rank statistic approach
  Huskova, Marie, Janssen, Paul, Hušková, Marie
• 235-237. On the correlation between $\bar X$ and $S^2$
  Trenkler, Gotz, Trenkler, Goetz, Knautz, Henning, Trenkler, Götz
• 239-247. Some specific contiguous alternatives to the normal error assumption in linear models
  Chen, Gemai
• 249-251. A log-concavity property of probability of occurrence of exactly $r$ arbitrary events
  Balasubramanian, K., Balakrishnan, N.
• 253-258. A model selection procedure for time series with seasonality
  Franses, Philip Hans
• 259-268. Handling spuriosity in the Kalman filter
  Lin, Dennis K. J., Guttman, Irwin
• 269-278. Some results on the representation of measures of location and spread as $L$-functionals
  Giovagnoli, Alessandra, Regoli, Giuliana
• 27-28. A proof of the continuity theorem for characteristic functions
  Sadooghi-Alvandi, S. M.
• 279-287. Complete convergence for $\alpha$-mixing sequences
  Shao, Qi-Man
• 289-296. Residual sum of squares and multiple potential, diagnostics by a second order local approach
  Wu, Xizhi, Luo, Zhen
• 29-38. Towards a theory of confidence intervals for system reliability
  Baxter, Laurence A.
• 297-300. Predicting the value of an integer-valued random variable
  Jeske, Daniel R.
• 301-304. An $L_1$-convergence theorem for heterogeneous mixingale arrays with trending moments
  Davidson, James
• 305-311. Strong uniform convergence of density estimators on compact Euclidean manifolds
  Hendriks, H., Janssen, J. H. M., Ruymgaart, F. H.
• 313-319. A property of projection residuals with applications to concave regression
  Kuhlmann, Dietrich W., Wright, F. T.
• 321-329. On the local behaviour of the Yang regression estimate
  Dominguez-Menchero, J. Santos, Domínguez-Menchero, J. Santos
• 331-336. Optimal scaling of two-level factorial experiments
  Toman, Blaza
• 337-342. Imprecise conjugate prior densities for the one-parameter exponential family of distributions
  Coolen, F. P. A.
• 343-345. On the conservatism of the Tukey-Kramer multiple comparison procedure
  Somerville, Paul N.
• 347-354. How long does it take to see a flat Brownian path on the average?
  Lewis, Thomas M., Li, Wenbo V.
• 355-359. On relations between prediction error covariance of univariate and multivariate processes
  Pourahmadi, Mohsen
• 361-368. Optimal stopping in urn models with payoff depending on maximal observed element
  Samuel-Cahn, Ester
• 369-377. On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes
  Krishnaiah, Y. S. Rama
• 379-390. Asymptotic law in sequential estimation of a change point
  de Cambry, O.
• 39-41. Equivalence of Hartley-David-Gumbel and Papathanasiou bounds and some further remarks
  Balakrishnan, N., Balasubramanian, K.
• 391-395. Worthy martingales and integrators
  Merzbach, Ely, Zakai, Moshe
• 397-405. Data-dependent bandwidth choice for a grade density kernel estimate
  Cwik, Jan, Ćwik, Jan, Mielniczuk, Jan
• 407-410. A note on monotonicity in optimal multiple stopping problems
  Preater, J.
• 411-420. Regression transformation diagnostics in transform-both-sides model
  Shih, Jian-Qing
• 43-46. On the extendibility of partially exchangeable random vectors
  Scarsini, Marco, Verdicchio, Lorenzo
• 47-49. On a ranking problem for symmetric and unimodal location parameter families
  Roters, M.
• 51-54. A probabilistic generalization of Taylor's theorem
  Massey, William A., Whitt, Ward
• 55-58. Power comparisons of some step-up multiple test procedures
  Dunnett, Charles W., Tamhane, Ajit C.
• 59-64. The exact distribution of a least squares regression coefficient estimator after a preliminary $t$-test
  Giles, David E. A., Srivastava, Virendra K.
• 65-70. On the almost certain limiting behavior of normed sums of identically distributed positive random variables
  Rosalsky, Andrew
• 71-76. Third moment of matrix quadratic form
  Tracy, Derrick S., Sultan, Shagufta A.
• 77-83. Bayesian estimation of hidden Markov chains: A stochastic implementation
  Robert, Christian P., Celeux, Gilles, Diebolt, Jean
• 85-95. Some tests for unit roots in seasonal time series with deterministic trends
  Ahn, Sung K., Cho, Sinsup
• 97-101. Chung-Smirnov property for perturbed empirical distribution functions
  Degenhardt, H. J. A.