# Elsevier

# Statistics & Probability Letters

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### 1997, Volume 35, Issue 1

**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**23-29 The location linear discriminant for classifying observations with unequal variances***by*Leung, Chi-Ying**31-39 Conditional inference procedures for the Laplace distribution based on Type-II right censored samples***by*Childs, Aaron & Balakrishnan, N.**41-43 Some remarks on (p;m,n) distributions***by*Bilodeau, Martin**45-50 Robust bounded influence tests against one-sided hypotheses in general parametric models***by*Silvapulle, Mervyn J.**51-57 A simple estimator for correlation in incomplete data***by*Albers, W. & Teulings, M. F.

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