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
(Wendy Shamier)
Series handle: repec:eee:stapro
Citations RSS feed: at CitEc
Impact factors:
Simple,
Recursive,
Discounted,
Recursive discounted,
H-Index,
Aggregate
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
1997, Volume 35, Issue 1
- 59-63 A note on supremum of a Kiefer process
by Keprta, Stanislav - 65-72 On the "Demon" problem of Youden
by Dmitrienko, Alexei & Govindarajulu, Z. - 73-78 Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes
by Mikami, Toshio - 79-83 On a local limit theorem in strong sense
by Gamkrelidze, N. G. - 85-90 On the moment problems
by Gwo Dong Lin - 91-100 Preservation of certain dependent structures under bivariate homogeneous Poisson shock models
by Balu, Mini N. & Sabnis, S. V.
1997, Volume 34, Issue 4
- 313-322 Minimum distance estimation for random coefficient autoregressive models
by Swaminathan, V. & Naik-Nimbalkar, U. V. - 323-335 Two-stage change-point estimators in smooth regression models
by Müller, Hans-Georg & Song, Kai-Sheng - 337-340 A note on the empirical distribution of dependent random variables
by Hanson, D. L. & Li, Gang - 341-345 Asymptotic independence of median and MAD
by Falk, Michael - 347-354 Reflected solutions of backward stochastic differential equations with continuous coefficient
by Matoussi, Anis - 355-363 A weakly dependence structure of multivariate processes
by Baek, Jong-Il - 365-372 A note on the ergodicity of non-linear autoregressive model
by An, H. Z. & Chen, S. G. - 373-383 The effects of kernel choices in density estimation with biased data
by Wu, Colin O. - 385-395 Large deviations and Strassen's limit points of Brownian local time processes
by Chen, Bin - 397-402 The length of an excursion above a linear boundary by a random walk
by Lee, Travis & Minzner, Max & Fisher, Evan - 403-411 Unimodal spectral windows
by Kanter, Marek - 413-423 Kernel regression estimates of growth curves using nonstationary correlated errors
by Ferreira, Eva & Núñez-Antón, Vicente & Rodríguez-Póo, Juan
1997, Volume 34, Issue 3
- 211-223 Representations for continuous additive functionals of super-Brownian and super-stable processes
by Krone, Stephen M. - 225-235 Comparing two means in count models having random effects - a UMPU test
by Omori, Yasuhiro - 237-243 Estimation of unobserved counts from partially observed multinomial distributions
by Sajjan, S. G. & Basawa, I. V. - 245-250 Bahadur slope of the t-statistic for a contaminated normal
by Rao Chaganty, N. & Sethuraman, Jayaram - 251-258 Comparing sums of independent bounded random variables and sums of Bernoulli random variables
by Berger, Erich - 259-265 Invariant probabilities for Markov chains on a metric space
by Lasserre, Jean B. - 267-273 Empirical likelihood ratio test for equality of k medians in censored data
by Naik-Nimbalkar, U. V. & Rajarshi, M. B. - 275-283 On U-statistics with random kernels
by Schick, Anton - 285-292 The model selection criterion AICu
by McQuarrie, Allan & Shumway, Robert & Tsai, Chih-Ling - 293-299 Edgeworth approximations to the distribution of the sample mean under simple random sampling
by Sugden, R. A. & Smith, T. M. F. - 301-308 Some extensions of the asymptotics of a kernel estimator of a distribution function
by Shao, Yongzhao & Xiang, Xiaojing - 309-312 First hitting place distributions for the Ornstein-Uhlenbeck process
by Lefebvre, Mario
1997, Volume 34, Issue 2
- 103-111 Extension of a stochastic integral with respect to cylindrical martingales
by Gawarecki, Leszek - 113-121 On the rate of strong consistency of Lorenz curves
by Csörgö, Miklós & Zitikis, Ricardas - 123-132 Distinguishing certain random sceneries on ##Z## via random walks
by Howard, C. Douglas - 133-140 On unbiased density estimation for ergodic diffusion
by Kutoyants, Yu. A. - 141-149 Accurate test limits under prescribed consumer risk
by Albers, Willem & Arts, Gerda R. J. & Kallenberg, Wilbert C. M. - 151-158 Note on classification and proportion estimation
by Mkhadri, Abdallah & Nasroallah, Abdelaziz - 159-164 Exponential convergence for sequences of random variables
by Sun, Jiaming - 165-170 The local asymptotic normality of a class of generalized random coefficient autoregressive processes
by Hwang, S. Y. & Basawa, I. V. - 171-178 New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme
by Wu, Chufang - 179-186 On the minimax decision rules in ranking problems
by Bansal, Naveen K. & Misra, Neeraj & van der Meulen, Edward C. - 187-192 Reinforced block designs with standards
by Brzeskwiniewicz, Henryk & Ceranka, Bronislaw & Krzyszkowska, Jolanta - 193-199 On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models
by Bai, Z. D. & Wu, Y. - 201-210 Testing independence by nonparametric kernel method
by Ahmad, Ibrahim A. & Li, Qi
1997, Volume 34, Issue 1
- 1-4 An inequality for order statistics
by Gadidov, Anda - 5-11 On choosing a non-integer resolution level when using wavelet methods
by Hall, Peter & Nason, Guy P. - 13-18 Limit points of sequences of moving maxima
by Hebbar, H. V. & Vadiraja, N. - 19-32 A new plan for life-testing two-component parallel systems
by Lu, Jye-Chyi - 33-36 Characteristic functions with some powers real -- III
by Ramachandran, B. - 37-42 Converse Poincaré-type inequalities for convex functions
by Bobkov, S. G. & Houdré, C. - 43-51 Reliability bounds for multistage structures with independent components
by Kordecki, Wojciech - 53-58 On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
by Mielniczuk, Jan - 59-65 Connection between asymptotics and stability of the positive measure
by Kozarovitsky, Eugene - 67-73 Consistent estimation for the non-normal ultrastructural model
by Srivastava, Anil K. & Shalabh - 75-84 The limit behavior of maxima modulo one and the number of maxima
by Qi, Y. & Wilms, R. J. G. - 85-93 Maximum entropy principle and statistical inference on condensed ordered data
by Menéndez, M. & Morales, D. & Pardo, L. - 95-101 A note on the convergence rate of the spectral distributions of large random matrices
by Bai, Z. D. & Miao, Baiqi & Tsay, Jhishen
1997, Volume 33, Issue 4
- 333-339 A multivariate approach for estimating the random effects variance component in one-way random effects model
by Sutradhar, Brajendra C. - 341-346 Prediction with incomplete past and interpolation of missing values
by Cheng, R. & Pourahmadi, M. - 347-358 On the logarithmic average of iterated processes
by Csáki, Endre & Földes, Antónia - 359-365 Properties of an inverse Gaussian mixture of bivariate exponential distribution and its generalization
by Al-Mutairi, Dhaifalla K. - 367-372 The structure of generalized domains of semistable attraction
by Meerschaert, Mark M. & Scheffler, Hans-Peter - 373-377 A note on the number of maxima in a discrete sample
by Qi, Yongcheng - 379-387 Packing dimension of the image of fractional Brownian motion
by Xiao, Yimin - 389-393 Characterizations of the IFR and DFR aging notions by means of the dispersive order
by Pellerey, Franco & Shaked, Moshe - 395-403 Some improvements on the Lundberg bound for the ruin probability
by Cai, Jun & Wu, Yanhong - 405-411 Probability densities from distances and discrimination
by Cuadras, C. M. & Atkinson, R. A. & Fortiana, J. - 413-418 Kronecker product of mutually associable PBB designs
by Brzeskwiniewicz, Henryk - 419-425 The breakdown value of the L1 estimator in contingency tables
by Hubert, Mia - 427-437 Some notes on preferred point [alpha]-geometry and [alpha]-divergence function
by Zhu, Hong-Tu & Wei, Bo-Cheng
1997, Volume 33, Issue 3
- 225-234 Parameter estimation and hypothesis testing in stationary vector time series
by Kakizawa, Yoshihide - 235-240 Connectedness conditions for the convergence of the Gibbs sampler
by Hobert, J. P. & Robert, C. P. & Goutis, C. - 241-251 A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models
by Choi, ByoungSeon - 253-258 Nonparametric inference for thinned point process
by Bensaïd, Nadia - 259-261 Stochastic ordering of flows on manifolds
by Baxter, Laurence A. - 263-275 The dilation order, the dispersion order, and orderings of residual lives
by Belzunce, F. & Pellerey, Franco & Ruiz, J. M. & Shaked, Moshe - 277-280 On certain characterization of normal distribution
by Oleszkiewicz, Krzysztof - 281-284 Sandwich theorem in comparison of multivariate normal experiments
by Stepniak, C. - 285-290 A note on using location shift in the Midzuno-Sen scheme of sampling with a transformed variable
by Sahoo, J. - 291-297 Sparse spatial autoregressions
by Kelley Pace, R. & Barry, Ronald - 299-307 Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely
by Henze, Norbert - 309-320 Stochastic comparison for Markov processes on a product of partially ordered sets
by Forbes, Florence & François, Olivier - 321-331 A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series
by Chen, Min & An, Hong Zhi
1997, Volume 33, Issue 2
- 109-115 Adaptive estimation of a function of a mean vector
by Fox, Martin - 117-123 Stability of the posterior mean in linear models An admissibility property of D-optimum and E-optimum designs
by Meczarski, Marek & Zielinski, Ryszard - 125-128 On convergence of multivariate Laplace transforms
by Jensen, S. T. & Nielsen, B. - 129-134 On the ML-estimator of the positive and negative two-parameter binomial distribution
by Ferreri, Carlo - 135-143 Semi-parametric likelihood ratio confidence intervals for various differences of two populations
by Qin, Yong Song - 145-149 A note on universally optimal row-column designs with empty nodes
by Ting, Chao-Ping & Lin, Bing-Ying L. & Chai, Feng-Shun - 151-157 Criteria for the strong law of large numbers for sequences of arbitrary random vectors
by Etemadi, N. - 159-165 A normality criterion for random vectors based on independence
by Valderrama, M. J. & Aguilera, A. M. - 167-176 Adaptive choice of trimming proportion in trimmed least-squares estimation
by Dodge, Yadolah & Jurecková, Jana - 177-184 Semiparametric unit root tests based on symmetric estimators
by Shin, Dong Wan & So, Beong-Soo - 185-191 Accurate rates of density estimators for continuous-time processes
by Blanke, D. & Bosq, D. - 193-199 Minimax second-order designs over hypercubes for the difference between estimated responses at a point and at the centre
by Huda, S. - 201-208 Unifying the derivations for the Akaike and corrected Akaike information criteria
by Cavanaugh, Joseph E. - 209-216 Rank regression with estimated scores
by Naranjo, Joshua D. & McKean, Joseph W. - 217-223 Iterated logarithm law for sample generalized partial autocorrelations
by Truong-Van, B.
1997, Volume 33, Issue 1
- 1-13 Frequency polygons for weakly dependent processes
by Carbon, Michel & Garel, Bernard & Tran, Lanh Tat - 15-22 Likelihood ratio tests for genetic linkage
by Lemdani, Mohamed & Pons, Odile - 23-34 Bayes and empirical Bayes estimation with errors in variables
by Zhang, Shunpu & Karunamuni, Rohana J. - 35-39 Variance estimation with diffuse prior information
by Arnold, Barry C. & Villasenor, Jose A. - 41-48 Sparse consistency and smoothing for multinomial data
by Aerts, Marc & Augustyns, Ilse & Janssen, Paul - 49-62 Indices of empirical robustness
by Cabrera, J. & Maguluri, G. & Singh, K. - 63-68 Testing linear and loglinear error components regressions against Box-Cox alternatives
by Baltagi, Badi H. - 69-77 On stable processes of bounded variation
by Pérez-Abreu, Victor & Rocha-Arteaga, Alfonso - 79-84 On the interval recurrence property of (N, d)-Ornstein-Uhlenbeck processes
by Wang, H. & Chen, X. - 85-88 A new proof of the multidimensional convergence of types theorem
by Neuenschwander, Daniel - 89-94 Nonparametric regression with long-memory errors
by Deo, R. S. - 95-103 Testing for constant variance in a linear model
by Diblasi, Angela & Bowman, Adrian - 105-107 Sharp bounds for the expected value of order statistics
by Huang, J. S.
1997, Volume 32, Issue 4
- 329-337 On some distributional and limit properties of factorizable distributions
by Wesolowski, Jacek - 339-342 A note on the growth of random trees
by Biggins, J. D. & Grey, D. R. - 343-349 A kind of strong deviation theorem for the sequences of nonnegative integer-valued random variables
by Wen, Liu - 351-356 Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral
by Riedel, Kurt S. - 357-366 The limit behavior of maxima modulo one and the number of maxima
by Qi, Yongcheng & Wilms, R. J. G. - 367-376 Projections on cones, chi-bar squared distributions, and Weyl's formula
by Lin, Yong & Lindsay, Bruce G. - 377-383 Submultiplicative moments of the supremum of a random walk with negative drift
by Sgibnev, M. S. - 385-391 A Glivenko-Cantelli theorem for exchangeable random variables
by Berti, Patrizia & Rigo, Pietro - 393-404 Non-parametric randomness tests based on success runs of fixed length
by Koutras, M. V. & Alexandrou, V. A. - 405-411 A note on the residual empirical process in autoregressive models
by Lee, Sangyeol - 413-416 Linear restrictions and two step multivariate least squares with applications
by Gupta, A. K. & Kabe, D. G. - 417-424 Frequentist properties of a Bayesian analog to Fabian's bound
by Sa, Ping & Edwards, Don - 425-430 Backward stochastic differential equations with continuous coefficient
by Lepeltier, J. P. & San Martin, J.
1997, Volume 32, Issue 3
- 223-230 Assessing risk with doubly censored data: an application to the analysis of radiation-induced thyropathy
by Kruglikov, Ilya L. & Pilipenko, Nikolaj I. & Tsodikov, Alexander D. & Yakovlev, Andrej Yu. - 231-234 A new property of Stein procedure in measurement error model
by Srivastava, Anil K. & Shalabh - 235-243 The laws of the iterated logarithm for two kinds of PP statistics
by Hengjian, Cui - 245-248 The Hájek-Rényi inequality for Banach space valued martingales and the p smoothness of Banach spaces
by Shixin, Gan - 249-259 Model checks under random censorship
by Nikabadze, A. & Stute, W. - 261-268 Asymmetric quasimedians: Remarks on an anomaly
by Mudholkar, Govind S. & Hutson, Alan D. - 269-272 The need for a revised lower limit for the 4253H, Twice nonparametric smoother
by Janosky, J. E. & Pellitieri, T. R. & Al-Shboul, Q. M. - 273-277 Can the finiteness of a mean be tested?
by Hawkins, D. L. - 279-290 On identity reproducing nonparametric regression estimators
by Park, B. U. & Kim, W. C. & Jones, M. C. - 291-299 Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions
by Zhao, Yi & Konishi, Sadanori - 301-309 Admissibility of the usual estimators under error-in-variables superpopulation model
by Zou, Guohua & Liang, Hua - 311-320 Some problems of nonparametric estimation by observations of ergodic diffusion process
by Kutoyants, Yu. A. - 321-324 A derivation of BLUP--Best linear unbiased predictor
by Jiang, Jiming - 325-328 Exact confidence regions and tests in some linear functional relationships
by Kasala, Subramanyam & Mathew, Thomas
1997, Volume 32, Issue 2
- 115-123 Rate-of-convergence in the multivariate max-stable limit theorem
by Maejima, Makoto & Rachev, Svetlozar T. - 125-131 A local limit theorem for hidden Markov chains
by Maxwell, Michael & Woodroofe, Michael - 133-139 Small ball problem via wavelets for Gaussian processes
by Wang, Yazhen - 141-146 Wavelet based empirical Bayes estimation for the uniform distribution
by Huang, Su-Yun - 147-159 A note on the weak invariance principle for local times
by Kang, Ju-Sung & Wee, In-Suk - 161-166 A new property of the inverse Gaussian distribution with applications
by Kourouklis, Stavros - 167-174 A mean convergence theorem and weak law for arrays of random elements in martingale type p Banach spaces
by Adler, André & Rosalsky, Andrew & Volodin, Andrej I. - 175-179 Statistical meaning of Carlen's superadditivity of the Fisher information
by 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
by Bai, Zhidong & Sarkar, Sanat K. & Wang, Wenjin - 189-199 Algorithms for the likelihood-based estimation of the random coefficient model
by Shin, Chungyeol & Amemiya, Yasuo - 201-205 The asymptotic normality of a rank correlation statistic based on rises
by Salama, Ibrahim A. & Quade, Dana - 207-214 Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution
by MacGibbon, Brenda & Shorrock, Glenn - 215-221 Limit theorems for some doubly stochastic processes
by Lee, Oesook
1997, Volume 32, Issue 1
- 1-10 Control charts based on order-restricted tests
by Arteaga, Carmen & Ledolter, Johannes - 11-24 Minimax estimation of the diffusion coefficient through irregular samplings
by Hoffmann, Marc - 25-33 Asymptotic properties for Dirichlet processes indexed by a class of functions
by Zhang, Dixin - 35-43 Nonparametric regression with errors in variables and applications
by Ioannides, D. A. & Alevizos, P. D. - 45-55 Limit theorems for rank statistics
by Husková, M. - 57-65 A remark on non-smoothness of the self-intersection local time of planar Brownian motion
by Albeverio, Sergio & Hu, Yaozhong & Zhou, Xian Yin - 67-74 Some refinements of the quasi-quantiles
by 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
by Moffatt, Peter G. - 81-86 Poisson convergence for set-indexed empirical processes
by Ivanoff, B. Gail & Merzbach, Ely - 87-97 Empirical likelihood confidence intervals for M-functionals in the presence of auxiliary information
by Zhang, Biao - 99-105 A note on admissibility of the maximum likelihood estimator for a bounded normal mean
by Iwasa, Manabu & Moritani, Yoshiya - 107-114 Computing the observed information in the hidden Markov model using the EM algorithm
by Hughes, James P.
1997, Volume 31, Issue 4
- 247-253 On the efficiency of a continuous version of the simulated annealing algorithm
by Dorea, Chang C. Y. - 255-265 Confidence interval estimation of population means subject to order restrictions using resampling procedures
by Peddada, Shyamal Das - 267-274 Bayes p-values
by Thompson, Peter - 275-279 Simulating theta random variates
by Devroye, Luc - 281-284 On the logical independence of the identities defining the stochastic independence of random events
by Balek, Vladimír & Mizera, Ivan - 285-293 The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence
by Sethuraman, S. & Basawa, I. V. - 295-298 An exponential characterization based on a type II censored sample
by Xu, Jian-Lun & Yang, Grace L. - 299-312 Limit of the quadratic risk in density estimation using linear methods
by Gérard, Kerkyacharian & Dominique, Picard - 313-322 A class of quasi-Polya distributions
by Sen, Kanwar & Jain, Ritu - 323-331 Characterization of lifetime distributions in the Ls-sense by a generalized spread
by Fernandez-Ponce, J. M. & Muñoz-Perez, J. - 333-338 Bayesian test of homogeneity for Markov chains
by Dupuis, Jérôme A. - 339-349 Estimating the integral of a squared regression function with Latin hypercube sampling
by Loh, Wei-Liem - 351-358 Assessing influence on the goodness-of-link in generalized linear models
by Lee, Andy H. & Zhao, Yuejen - 359-364 Improved bivariate Bonferroni-type inequalities
by Lee, Min-Young
1997, Volume 31, Issue 3
- 145-153 On the orthogonal representation of generalized random fields
by Angulo, J. M. & Ruiz-Medina, M. D. - 155-161 An application of the method of finite Markov chain imbedding to runs tests
by Wendy Lou, W. Y. - 163-168 A characterisation of Polya tree distributions
by Walker, Stephen & Muliere, Pietro - 169-175 A new approach to the Lindley recursion
by Stadje, Wolfgang - 177-183 On the strong universal consistency of a recursive regression estimate by Pál Révész
by Györfi, László & Walk, Harro - 185-198 Kernel regression estimators for signal recovery
by Pawlak, M. & Stadtmüller, U. - 199-211 Locating the maximum of an empirical process
by Shi, Z. - 213-224 The geometric ergodicity and existence of moments for a class of non-linear time series model
by An, Hongzhi & Chen, Min & Huang, Fuchun - 225-231 Rate of convergence in the strong law of large numbers for a class of U-statistics and von Mises statistics
by Christofides, Tasos C. - 233-237 On exponential moments of two Brownian functionals
by Stummer, Wolfgang - 239-242 Control of directional errors with step-up multiple tests
by Liu, Wei
1996, Volume 31, Issue 2
- 75-83 On bayesian estimation of the multiple decrement function in the competing risks problem
by Neath, Andrew A. & Samaniego, Francisco J. - 85-89 On the maximal inequality
by Qiying, Wang - 91-95 On the domain of attraction of exp(-exp(-x))
by Geluk, J. L. - 97-105 On estimation for censored autoregressive data
by Vasudaven, M. & Nair, M. G. & Sithole, M. M. - 107-112 A modified runs test for symmetry
by Modarres, Reza & Gastwirth, Joseph L. - 113-120 A model for a multivariate binary response with covariates based on compatible conditionally specified logistic regressions
by Joe, Harry & Liu, Ying - 121-128 Simple expressions for success run distributions in bernoulli trials
by Muselli, Marco - 129-132 Modelling and analysis of count data using a renewal process
by Faddy, M. J. - 133-137 A note about stationary process random sampling
by Lacaze, Pr. B. - 139-144 Cook's distance in spline smoothing
by Kim, Choongrak
1996, Volume 31, Issue 1
- 1-6 A note on maxima of bivariate random vectors
by Hooghiemstra, G. & Hüsler, J. - 7-12 On the estimation of the unknown sample size from the number of records
by Moreno Rebollo, J. L. & Barranco Chamorro, I. & López Blázquez, F. & Gómez Gómez, T. - 13-21 A note on martingale inequalities for fluid models
by Palmowski, Zbigniew & Rolski, Tomasz