Statistics & Probability Letters

Volume 32.

(as bibtex)

51 references.

Articles

• 1-10. Control charts based on order-restricted tests
  Arteaga, Carmen, Ledolter, Johannes
• 107-114. Computing the observed information in the hidden Markov model using the EM algorithm
  Hughes, James P.
• 11-24. Minimax estimation of the diffusion coefficient through irregular samplings
  Hoffmann, Marc
• 115-123. Rate-of-convergence in the multivariate max-stable limit theorem
  Maejima, Makoto, Rachev, Svetlozar T.
• 125-131. A local limit theorem for hidden Markov chains
  Maxwell, Michael, Woodroofe, Michael
• 133-139. Small ball problem via wavelets for Gaussian processes
  Wang, Yazhen
• 141-146. Wavelet based empirical Bayes estimation for the uniform distribution
  Huang, Su-Yun
• 147-159. A note on the weak invariance principle for local times
  Kang, Ju-Sung, Wee, In-Suk
• 161-166. A new property of the inverse Gaussian distribution with applications
  Kourouklis, Stavros
• 167-174. A mean convergence theorem and weak law for arrays of random elements in martingale type $p$ Banach spaces
  Adler, Andre, Adler, André, Rosalsky, Andrew, Volodin, Andrej I.
• 175-179. Statistical meaning of Carlen's superadditivity of the Fisher information
  Kagan, Abram, Landsman, Zinoviy
• 181-188. Positivity of the best unbiased $L$-estimator of the scale parameter with complete or selected order statistics from location-scale distribution
  Bai, Zhidong, Sarkar, Sanat K., Wang, Wenjin
• 189-199. Algorithms for the likelihood-based estimation of the random coefficient model
  Shin, Chungyeol, Amemiya, Yasuo
• 201-205. The asymptotic normality of a rank correlation statistic based on rises
  Salama, Ibrahim A., Quade, Dana
• 207-214. Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution
  MacGibbon, Brenda, Shorrock, Glenn
• 215-221. Limit theorems for some doubly stochastic processes
  Lee, Oesook
• 223-230. Assessing risk with doubly censored data: An application to the analysis of radiation-induced thyropathy
  Kruglikov, Ilya L., Pilipenko, Nikolaj I., Tsodikov, Alexander D., Yakovlev, Andrej Yu.
• 231-234. A new property of Stein procedure in measurement error model
  Srivastava, Anil K., Shalabh
• 235-243. The laws of the iterated logarithm for two kinds of PP statistics
  Hengjian, Cui
• 245-248. The Hájek-Rényi inequality for Banach space valued martingales and the $p$ smoothness of Banach spaces
  Shixin, Gan
• 249-259. Model checks under random censorship
  Nikabadze, A., Stute, W.
• 25-33. Asymptotic properties for Dirichlet processes indexed by a class of functions
  Zhang, Dixin
• 261-268. Asymmetric quasimedians: Remarks on an anomaly
  Mudholkar, Govind S., Hutson, Alan D.
• 269-272. The need for a revised lower limit for the 4253H, twice nonparametric smoother
  Janosky, J. E., Pellitieri, T. R., Al-Shboul, Q. M.
• 273-277. Can the finiteness of a mean be tested?
  Hawkins, D. L.
• 279-290. On identity reproducing nonparametric regression estimators
  Park, B. U., Kim, W. C., Jones, M. C.
• 291-299. Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions
  Zhao, Yi, Konishi, Sadanori
• 301-309. Admissibility of the usual estimators under error-in-variables superpopulation model
  Zou, Guohua, Liang, Hua
• 311-320. Some problems of nonparametric estimation by observations of ergodic diffusion process
  Kutoyants, Yu. A.
• 321-324. A derivation of BLUP -- Best linear unbiased predictor
  Jiang, Jiming
• 325-328. Exact confidence regions and tests in some linear functional relationships
  Kasala, Subramanyam, Mathew, Thomas
• 329-337. On some distributional and limit properties of factorizable distributions
  Wesolowski, Jacek
• 343-349. A kind of strong deviation theorem for the sequences of nonnegative integer-valued random variables
  Wen, Liu
• 35-43. Nonparametric regression with errors in variables and applications
  Ioannides, D. A., Alevizos, P. D.
• 351-356. Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral
  Riedel, Kurt S.
• 357-366. The limit behavior of maxima modulo one and the number of maxima
  Qi, Yongcheng, Wilms, R. J. G.
• 367-376. Projections on cones, chi-bar squared distributions, and Weyl's formula
  Lin, Yong, Lindsay, Bruce G.
• 377-383. Submultiplicative moments of the supremum of a random walk with negative drift
  Sgibnev, M. S.
• 385-391. A Glivenko-Cantelli theorem for exchangeable random variables
  Berti, Patrizia, Rigo, Pietro
• 393-404. Non-parametric randomness tests based on success runs of fixed length
  Koutras, M. V., Alexandrou, V. A.
• 405-411. A note on the residual empirical process in autoregressive models
  Lee, Sangyeol
• 413-416. Linear restrictions and two step multivariate least squares with applications
  Gupta, A. K., Kabe, D. G.
• 417-424. Frequentist properties of a Bayesian analog to Fabian's bound
  Sa, Ping, Edwards, Don
• 425-430. Backward stochastic differential equations with continuous coefficient
  Lepeltier, J. P., Martin, J. San
• 45-55. Limit theorems for rank statistics
  Huskova, M., Hušková, M.
• 57-65. A remark on non-smoothness of the self-intersection local time of planar Brownian motion
  Albeverio, Sergio, Hu, Yaozhong, Zhou, Xian Yin
• 67-74. Some refinements of the quasi-quantiles
  Mudholkar, Govind S., Hutson, Alan D.
• 75-79. Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model
  Moffatt, Peter G.
• 81-86. Poisson convergence for set-indexed empirical processes
  Ivanoff, B. Gail, Merzbach, Ely
• 87-97. Empirical likelihood confidence intervals for $M$-functionals in the presence of auxiliary information
  Zhang, Biao
• 99-105. A note on admissibility of the maximum likelihood estimator for a bounded normal mean
  Iwasa, Manabu, Moritani, Yoshiya