# Elsevier

# Statistics & Probability Letters

**Contact information of Elsevier:**

Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description

**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:** **Editor:**
**For corrections or technical questions regarding this series, please contact
(Zhang, Lei)** **Series handle:** repec:eee:stapro
**Citations RSS feed:** at CitEc
**Impact factors**:
Simple
(last 10 years),
Recursive
(10),
Discounted
(10),
Recursive discounted
(10),
H-Index
(10),
Aggregate
(10)
**Access and download statistics****Top item:** By citations. By downloads (last 12 months).

More pages of listings: 0| 1| 2| 3| 4| 5| 6| 7| 8| 9| 10| 11| 12| 13| 14| 15| 16| 17| 18| 19| **20**| 21| 22| 23| 24| 25| 26| 27| 28| 29| 30| 31| 32| 33

### 2000, Volume 47, Issue 1

**15-23 Alternative ranked set sampling protocols for the sign test***by*Öztürk, Ömer & Wolfe, Douglas A.**25-31 Multifractal spectra of certain random Gibbs measures***by*Fan, Ai Hua & Shieh, Narn-Rueih**33-43 Slow hit-and-run sampling***by*Bélisle, Claude**45-52 Sequential estimation of a linear combination of means***by*Uno, Chikara & Isogai, Eiichi**53-60 [var epsilon]-contaminated priors in testing point null hypothesis: a procedure to determine the prior probability***by*Gómez-Villegas, Miguel A. & Sanz, Luis**61-68 A triangular central limit theorem under a new weak dependence condition***by*Coulon-Prieur, Clémentine & Doukhan, Paul**69-73 An extension of the Darmois-Skitovitch theorem to a class of dependent random variables***by*Kagan, Abram & Wesolowski, Jacek**75-84 Marginal density estimation from incomplete bivariate data***by*Hazelton, Martin L.**85-90 The adaptive rate of convergence in a problem of pointwise density estimation***by*Butucea, Cristina**91-98 Subsampling the Gibbs sampler: variance reduction***by*MacEachern, Steven N. & Peruggia, Mario**99-103 Conditional expectations in network traffic estimation***by*Dinwoodie, I. H.

### 2000, Volume 46, Issue 4

**317-328 Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models***by*Cordeiro, Gauss M. & Ferrari, Silvia L. P. & Uribe-Opazo, Miguel A. & Vasconcellos, Klaus L. P.**329-335 Orthogonal parallel-flats designs for hierarchical models***by*Liao, C. T.**337-345 Nonparametric estimation of individual food availability along with bootstrap confidence intervals in household budget surveys***by*Vasdekis, V. G. S. & Trichopoulou, A.**347-357 Deviation probability bound for martingales with applications to statistical estimation***by*Liptser, R. & Spokoiny, V.**359-364 A new family of positive quadrant dependent bivariate distributions***by*Lai, C. D. & Xie, M.**365-369 On convergences of probability measures in different Prohorov-type metrics***by*Arcudi, Ornella**371-379 Link between grade measures of dependence and of separability in pairs of conditional distributions***by*Kowalczyk, Teresa**381-383 Student-Newman-Kuels controls the false discovery rate***by*Oehlert, Gary W.**385-389 Redistribution algorithms for censored data***by*Betensky, Rebecca A.**391-399 Rates of convergence for the sup-norm risk in image models under sequential designs***by*Kim, Jae-Chun & Korostelev, Alexander**401-410 Stochastic comparisons for general probabilistic cellular automata***by*López, F. Javier & Sanz, Gerardo**411-419 New approximations for the distribution of the r-scan statistic***by*Su, Xiaoping & Wallenstein, Sylvan

### 2000, Volume 46, Issue 3

**211-216 Small ball probabilities for integrals of weighted Brownian motion***by*Dunker, T. & Li, W. V. & Linde, W.**217-227 An adaptive optimal estimate of the tail index for MA(l) time series***by*Geluk, J. L. & Peng, Liang**229-237 Some results about the NBUC class of life distributions***by*Li, Xiaohu & Li, Zehui & Jing, Bing-Yi**239-249 Useful inequalities for the longest run distribution***by*Muselli, Marco**251-256 Prediction rules for exchangeable sequences related to species sampling***by*Hansen, Ben & Pitman, Jim**257-261 On dispersive ordering between order statistics in one-sample and two-sample problems***by*Khaledi, Baha-Eldin & Kochar, Subhash**263-270 Radix expansions and the uniform distribution***by*Gupta, Rameshwar D. & Richards, Donald St. P.**271-276 Permutations, signs and the Brownian bridge***by*Levental, Shlomo**277-282 Some properties of multi-way block designs***by*Siatkowski, Idzi**283-286 Minimax estimation of a lower-bounded scale parameter of an F distribution***by*van Eeden, Constance**287-299 Jackknifing, weighting, diagnostics and variance estimation in generalized M-estimation***by*Du, Zhiyi & Wiens, Douglas P.**301-305 On the crossings of reliability measures***by*Gupta, Ramesh C. & Gupta, Pushpa L.**307-316 On a nonparametric test for linear relationships***by*Dette, Holger

### 2000, Volume 46, Issue 2

**105-112 Marcinkiewicz strong laws for linear statistics***by*Bai, Z. D. & Cheng, Philip E.**113-120 On uniform design of experiments with restricted mixtures and generation of uniform distribution on some domains***by*Fang, Kai-Tai & Yang, Zhen-Hai**121-131 On probabilistic properties of nonlinear ARMA(p,q) models***by*Lee, Oesook**133-147 Logspline density estimation for binned data***by*Koo, Ja-Yong & Kooperberg, Charles**149-159 Interval-valued quantification of the inequality associated with a random set***by*López-García, Hortensia & López-Díaz, Miguel & Gil, María Angeles**161-168 Limit theorems for regression models of time series of counts***by*Blais, Michel & MacGibbon, Brenda & Roy, Roch**169-175 A general downcrossing inequality for g-martingales***by*Chen, Zengjing & Peng, Shige**177-185 On the weak law for randomly indexed partial sums for arrays of random elements in martingale type p Banach spaces***by*Hong, Dug Hun & Cabrera, Manuel Ordóñez & Sung, Soo Hak & Volodin, Andrei I.**187-193 On constrained simulation and optimization by Metropolis chains***by*Yao, J.**195-201 Intrinsic priors for testing exponential means***by*Kim, Seong W.**203-209 An "FKG equality" with applications to random environments***by*Yang, Wei-Shih & Klein, David

### 2000, Volume 46, Issue 1

**1-12 Moment and probability inequalities for the bivariate product-limit estimator***by*Wang, Qi-Hua**13-20 Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap***by*Burke, Murray D.**21-32 Comparison of non-parametric regression functions through their cumulatives***by*Scheike, Thomas H.**33-42 On uniqueness of two principal points for univariate location mixtures***by*Yamamoto, Wataru & Shinozaki, Nobuo**43-51 On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift***by*Stummer, Wolfgang**53-58 Uniform stability of posteriors***by*Basu, Sanjib**59-68 Influence diagnostics in nonlinear reproductive dispersion models***by*Tang, Nian-Sheng & Wei, Bo-Cheng & Wang, Xue-Ren**69-73 A note on principal component analysis for multi-dimensional data***by*Sun, Jianguo**75-84 On conditional independence and the relationship between sufficiency and invariance under the Bayesian point of view***by*Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma**85-93 Monte Carlo error estimation for multivariate Markov chains***by*Kosorok, Michael R.**95-100 On the sensitivity of the overdispersion test in a Weibull model***by*Orme, Chris D.**101-103 A note on Poisson approximation of rescaled set-indexed empirical processes***by*Borisov, I. S.

### 1999, Volume 45, Issue 4

**285-293 On the estimation of [beta]-ARCH models***by*Hili, Ouagnina**295-303 Saddlepoint approximation near the endpoints of the support***by*Jin, Rungao & Robinson, John**305-315 L1-estimation in linear models with heterogeneous white noise***by*Bantli, Faouzi El & Hallin, Marc**317-324 A new algorithm for 5-band Toeplitz matrix inversion with application to GCV smoothing spline computation***by*Shiau, Jyh-Jen Horng**325-333 The use of approximating models in Monte Carlo maximum likelihood estimation***by*Kuk, Anthony Y. C.**335-340 Monte Carlo EM estimation for multivariate stable distributions***by*Ravishanker, Nalini & Qiou, Zuqiang**341-349 Model selection in orthogonal regression***by*McQuarrie, Allan & Tsai, Chih-Ling**351-358 Variance of the bivariate density estimator for left truncated right censored data***by*Prewitt, Kathryn & Gürler, Ulkü**359-369 Inference about the ratio of scale parameters in a two-sample setting with current status data***by*Koul, Hira L. & Schick, Anton**371-378 Robust sandwich covariance estimation for regression calibration estimator in Cox regression with measurement error***by*Wang, C. Y.**379-382 Shift invariance of the occupation time of the Brownian bridge process***by*Howard, Peter & Zumbrun, Kevin

### 1999, Volume 45, Issue 3

**191-194 L-superadditive function and its integral transform that preserves Schur property***by*Gopal, G. & Rajalakshmi, S.**195-204 Parameter estimation in infinite-dimensional stochastic differential equations***by*Kim, Yoon Tae**205-214 On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process***by*Basu, A. K. & Mukhopadhyay, Indranil**215-224 A note on Bayesian estimation of process capability indices***by*Shiau, Jyh-Jen Horng & Hung, Hui-Nien & Chiang, Chun-Ta**225-235 A multivariate mixture of Weibull distributions in reliability modeling***by*Patra, Kaushik & Dey, Dipak K.**237-246 Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time***by*Chang, Yuan-chin Ivan**247-251 Majorization and Gaussian correlation***by*Vitale, Richard A.**253-259 An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss***by*Wan, Alan T. K. & Kurumai, Hiroko**261-268 Limit theorems for short distances in***by*Eastwood, Vera R. & Horváth, Lajos**269-276 A note on the robustness of multivariate medians***by*Chakraborty, Biman & Chaudhuri, Probal**277-282 Two-stage approach to Bayes sequential estimation in the exponential distribution***by*Hwang, Leng-Cheng

### 1999, Volume 45, Issue 2

**97-101 On estimation with balanced loss functions***by*Dey, Dipak K. & Ghosh, Malay & Strawderman, William E.**103-110 On a characterization of right spread order by the increasing convex order***by*Belzunce, F.**111-119 A level crossing quantile estimation method***by*Huang, Mei Ling & Brill, Percy**121-130 Variability orders and mean differences***by*Bassan, Bruno & Denuit, Michel & Scarsini, Marco**131-139 An urn model in the simulation of interval censored failure time data***by*Lee, Chinsan**141-147 Confidence intervals from simulations based on 4-independent random variables***by*Kabaila, Paul**149-158 Limiting behavior of random permanents***by*Rempala, Grzegorz & Wesolowski, Jacek**159-165 On approximation of Gaussian integrals***by*Nikouline, A. M.**167-173 Sufficient conditions for negative association of random variables***by*Hu, Taizhong & Hu, Jinjin**175-186 Non-linear regression with multidimensional indices***by*Bansal, Naveen K. & Hamedani, G. G. & Zhang, Hao**187-190 On fractal percolation in***by*White, Damien G.

### 1999, Volume 45, Issue 1

**1-10 Likelihood ratio tests for and against decreasing in transposition in KxKxK contingency tables***by*Barmi, Hammou El & Zimmerman, Dale**11-22 Functional linear model***by*Cardot, Hervé & Ferraty, Frédéric & Sarda, Pascal**23-30 Almost sure limit theorems for the St. Petersburg game***by*Berkes, István & Csáki, Endre & Csörgo, Sándor**31-39 Three-level supersaturated designs***by*Yamada, Shu & Lin, Dennis K. J.**41-47 Isotonic estimation for grouped data***by*Woodroofe, Michael & Zhang, Rong**49-53 A characterization of the negative binomial distribution via [alpha]-monotonicity***by*Sapatinas, Theofanis**55-63 Bootstrapping convex hulls***by*Zarepour, M.**65-69 Renewal theory and level passage by subordinators***by*Bertoin, J. & van Harn, K. & Steutel, F. W.**71-77 On the uniqueness of maximizers of Markov-Gaussian processes***by*Ferger, Dietmar**79-84 Best equivariant nonparametric estimator of a quantile***by*Zielinski, Ryszard**85-95 Complete convergence for weighted sums of NA sequences***by*Liang, Han-Ying & Su, Chun

### 1999, Volume 44, Issue 4

**319-326 Some bounds for the error of an estimator of the hazard function with censored data***by*Wang, Qi-Hua**327-335 Concentration order on a metric space, with some statistical applications***by*Cheng, Cheng & Tong, Y. L.**337-341 Total time on test function principal components***by*Kaigh, W. D.**343-350 Robustness properties of dispersion estimators***by*Genton, Marc G. & Ma, Yanyuan**351-357 Asymptotic optimality of full cross-validation for selecting linear regression models***by*Droge, Bernd**359-363 A goodness-of-fit test for normality based on the sample entropy of order statistics***by*Park, Sangun**365-373 Corrected score tests for exponential censored data***by*Cordeiro, Gauss M. & Colosimo, Enrico A.**375-382 On Wald's equation for U-statistical sums***by*Borovskikh, Yuri V. & Weber, Neville C.**383-386 Spurious correlation between ratios with a common divisor***by*Kim, Ji-Hyun**387-397 New tests for unit roots in autoregressive processes with possibly infinite variance errors***by*Shin, Dong Wan & So, Beong Soo**399-404 On fixed-length confidence intervals for a bounded normal mean***by*Drees, Holger**405-408 E-optimal designs for the Michaelis-Menten model***by*Dette, Holger & Wong, Weng Kee**409-416 Functional approach to the asymptotic normality of the non-linear least squares estimator***by*Malyutov, Mikhail B. & Protassov, Rostislav S.

### 1999, Volume 44, Issue 3

**211-219 A note on LDP for supremum of Gaussian processes over infinite horizon***by*Debicki, Krzysztof**221-228 Kernel estimators of the ROC curve are better than empirical***by*Lloyd, Chris J. & Yong, Zhou**229-240 Correcting bias due to misclassification in the estimation of logistic regression models***by*Cheng, K. F. & Hsueh, H. M.**241-249 Monotone empirical Bayes tests for a discrete normal distribution***by*Liang, TaChen**251-258 Extremes of Gaussian processes, on results of Piterbarg and Seleznjev***by*Hüsler, J.**259-265 Goodness of fit for the Poisson distribution***by*Best, D. J. & Rayner, J. C. W.**267-280 On the variance of quadrature over scrambled nets and sequences***by*Yue, Rong-Xian & Mao, Shi-Song**281-290 A converse Gaussian Poincaré-type inequality for convex functions***by*Bobkov, S. G. & Houdré, C.**291-298 Optimal choice of observation window for Poisson observations***by*Kutoyants, Yury A. & Spokoiny, Vladimir**299-308 On the Hilbert kernel density estimate***by*Devroye, Luc & Krzyzak, Adam**309-318 On improving standard estimators via linear empirical Bayes methods***by*Samaniego, Francisco J. & Vestrup, Eric

### 1999, Volume 44, Issue 2

**109-122 Wavelet methods to estimate an integrated quadratic functional: Adaptivity and asymptotic law***by*Gayraud, Ghislaine & Tribouley, Karine**123-130 On the variance of the number of extreme points of a random convex hull***by*Massé, Bruno**131-136 Exact D-optimal designs for polynomial regression without intercept***by*Chang, Fu-Chuen**137-146 Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models***by*Chen, Shijie & Mukherjee, Kanchan**147-154 On smoothness measurement for weakly stationary processes***by*Navarro, H.**155-160 Consecutive k out of n: F systems with Cycle k***by*Boland, Philip J. & Papastavridis, Stavros**161-166 Stochastic orderings between distributions and their sample spacings - II***by*Khaledi, Baha-Eldin & Kochar, Subhash**167-176 Approximations for discrete scan statistics on the circle***by*Chen, Jie & Glaz, Joseph**177-180 Inference from a sequential design: proof of a conjecture by Ford and Silvey***by*Rosenberger, William F. & Hughes-Oliver, Jacqueline M.**181-187 A note on the complex roots of complex random polynomials***by*Ramponi, A.**189-194 Comparisons with the best in response surface methodology***by*Moore, Linda J. & Sa, Ping**195-200 Maximal inequalities for averages of i.i.d. and 2-exchangeable random variables***by*Etemadi, N.**201-207 An optimal property of the exact multinomial test and the extended Fisher's exact test***by*Kang, Seung-ho**209-209 The bootstrap of the mean for strong mixing sequences under minimal conditions : [Statist. Probab. Lett. 28 (1996) 65-72]***by*Radulovic, Dragan**210-210 The Hájek-Rényi inequality for the NA random variables and its application : [Statist. Probab. Lett. 43 (1999) 99-105]***by*Liu, Jingjun & Gan, Shixin & Chen, Pingyan

### 1999, Volume 44, Issue 1

**1-6 The comparison theorem of FBSDE***by*Wu, Zhen**7-17 Approximating the powers of order-restricted log rank tests at local alternatives***by*Singh, Bahadur & Wright, F. T.**19-22 On the strong convergence of a weighted sum***by*Wu, Wei Biao**23-27 A Poisson approximation with applications to the number of maxima in a discrete sample***by*Olofsson, Peter**29-45 On nonparametric estimation in nonlinear AR(1)-models***by*Hoffmann, Marc**47-54 On some maximal inequalities for fractional Brownian motions***by*Novikov, Alexander & Valkeila, Esko**55-62 An inequality for uniform deviations of sample averages from their means***by*Bartlett, Peter & Lugosi, Gábor**63-72 Global robustness of location and dispersion estimates***by*Berrendero, José R. & Zamar, Ruben H.**73-78 Goodness-of-fit statistics, discrepancies and robust designs***by*Hickernell, Fred J.**79-86 A small-sample correction for the Schwarz SIC model selection criterion***by*McQuarrie, Allan D.**87-95 The gambler's ruin problem with n players and asymmetric play***by*Rocha, Amy L. & Stern, Frederick**97-106 On the asymptotic variance of the continuous-time kernel density estimator***by*Sköld, Martin & Hössjer, Ola**107-108 Fractional Brownian motion via fractional Laplacian***by*Bojdecki, Tomasz & Gorostiza, Luis G.

### 1999, Volume 43, Issue 4

**325-333 On min-max majority and deepest points***by*Nolan, D.**335-341 Maximum likelihood estimation for the Erlang integer parameter***by*Miller, Gregory K.**343-347 Characterization of spatial Poisson along optional increasing paths: A problem of dimension's reduction***by*Aletti, G. & Capasso, V.**349-359 Some robust estimates of principal components***by*Marden, John I.**361-367 Limit theorems and random spacings related to cutting of DNAs by radiation***by*Saisho, Yasumasa**369-375 On minimax rates of convergence in image models under sequential design***by*Korostelev, Alexander**377-384 Reference priors for the general location-scale modelm***by*Fernández, Carmen & Steel, Mark F. J.**385-392 On estimation of the spectral measure of certain nonnormal operator stable laws***by*Scheffler, Hans-Peter**393-397 Reducing non-stationary stochastic processes to stationarity by a time deformation***by*Perrin, Olivier & Senoussi, Rachid**399-409 Estimation of the coefficient of tail dependence in bivariate extremes***by*Peng, L.**411-414 The joint covariance structure of ordered symmetrically dependent observations and their concomitants of order statistics***by*Lee, Hak-Myung & Viana, Marlos**415-420 A note on the wavelet oracle***by*Hall, Peter & Kerkyacharian, Gérard & Picard, Dominique**421-426 Convolution of geometrics and a reliability problem***by*Sen, Ananda & Balakrishnan, N.**427-431 Bounds for rth order joint cumulant under rth order strong mixing***by*Rao, B. L. S. Prakasa

### 1999, Volume 43, Issue 3

**217-223 On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes***by*Kim, Tae Yoon**225-236 Age-smooth properties of mixture models***by*Mi, Jie**237-242 Reliabilities for (n,f,k) systems***by*Chang, Gerard J. & Cui, Lirong & Hwang, Frank K.**243-250 Asymptotic normality of nonparametric estimators under [alpha]-mixing condition***by*Liebscher, Eckhard**251-264 The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters***by*Nagahara, Yuichi**265-274 Law equivalence of stochastic linear systems***by*Goldys, Beniamin & Peszat, Szymon**275-287 Rank regression for current-status data: asymptotic normality***by*Abrevaya, Jason**289-297 Projection indices and multimodality for mixtures of normal distributions***by*Eslava, G. & Marriott, F. H. C.**299-308 A functional large deviations principle for quadratic forms of Gaussian stationary processes***by*Gamboa, F. & Rouault, A. & Zani, M.**309-316 Rates of convergence for the pre-asymptotic substitution bandwidth selector***by*Fan, Jianqing & Huang, Li-Shan**317-319 Tail hypotheses in the signal plus noise model***by*Kagan, Abram & Shepp, Lawrence A.**321-324 Dispersive ordering of convolutions of exponential random variables***by*Kochar, Subhash & Ma, Chunsheng

### 1999, Volume 43, Issue 2

**107-111 Ignatov's theorem and correlated record values***by*Peköz, Erol A.**113-121 Long- and short-range dependent sequences under exponential subordination***by*aw Gajek, Lesl & Mielniczuk, Jan**123-130 Applications of a formula for the variance function of a stochastic process***by*Fan, Ruzong & Lange, Kenneth & Peña, Edsel**131-135 A note on S2 in a linear regression model based on two-stage sampling data***by*Song, Seuck Heun**137-143 A central limit theorem for self-normalized products of random variables***by*Quine, M. P.**145-152 A new estimate of the mode based on the quantile density***by*Futschik, A.**153-158 A note on the number of records near the maximum***by*Li, Yun**159-168 Density estimation by truncated wavelet expansion***by*Kato, Takeshi**169-178 Remarks on extremal problems in nonparametric curve estimation***by*Leonov, Sergei L.**179-188 Multiple stochastic integral expansions of arbitrary Poisson jump times functionals***by*Privault, Nicolas**189-196 Availability of a system with gamma life and exponential repair time under a perfect repair policy***by*Sarkar, Jyotirmoy & Chaudhuri, Gopal**197-206 Characterizations and model selections through reliability measures in the discrete case***by*Roy, Dilip & Gupta, R. P.**207-215 Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations***by*Bishwal, J. P. N.

### 1999, Volume 43, Issue 1

**1-3 Parametric models as thin subsets of the space of distributions***by*Gneri, Mario Antonio**5-12 A likelihood based robust Bayesian summary***by*Sivaganesan, Siva**13-23 Least-square estimation for regression on random designs for absolutely regular observations***by*Viennet, Gabrielle**25-32 Random walks on edge-transitive graphs (II)***by*Palacios, José Luis & Renom, José Miguel & Berrizbeitia, Pedro**33-39 Expected hitting times for random walks on weak products of graphs***by*González-Arévalo, Bárbara & Palacios, José Luis**41-48 Remarks on suprema of Lévy processes with light tailes***by*Braverman, Michael

**20**| 21| 22| 23| 24| 25| 26| 27| 28| 29| 30| 31| 32| 33