# Elsevier

# Statistics & Probability Letters

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### 1996, Volume 30, Issue 3

**227-233 On asymptotic minimaxity of Kolmogorov and omega-square tests***by*Sergeevich, Ermakov Mikhail**235-240 Temporal aggregation in a periodically integrated autoregressive process***by*Franses, Philip Hans & Boswijk, H. Peter**241-245 Approximating the Bayes factor***by*Reschenhofer, Erhard**247-256 Comparing first-passage times for semi-Markov skip-free processes***by*Di Crescenzo, Antonio & Ricciardi, Luigi M.**257-264 Fixed width confidence bands for densities under censoring***by*Martinsek, Adam T. & Xu, Yi**265-270 Maximizing the probability of pest extinction on a stochastic pest-predator model***by*Chan, Wenyaw**271-285 Asymptotics of generalized M-estimation of regression and scale with fixed carriers, in an approximately linear model***by*Wiens, Douglas P.

### 1996, Volume 30, Issue 2

**99-103 The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix***by*Neudecker, Heinz & Satorra, Albert**105-111 Linear sufficiency and admissibility in restricted linear models***by*Heiligers, Berthold & Markiewicz, Augustyn**113-118 Rates of clustering in FLIL for weighted partial sum processes***by*El-Nouty, Charles**119-125 A note on expected hitting times for birth and death chains***by*Palacios, JoséLuis & Tetali, Prasad**127-132 Geodesic submanifolds of a family of statistical models***by*De Sanctis, Angela**133-138 Mean square error matrix comparison of some estimators in linear regressions with multicollinearity***by*Sarkar, Nityananda**139-145 The volume of the smallest parallelepiped including m random points***by*González-Barrios, JoséM.**147-155 Critical phenomenon of a two component nonlinear stochastic system***by*Chen, Xiong & Feng, Shui**157-163 On the lower bound of the number of real roots of a random algebraic equation***by*Uno, Takashi**165-170 Complete convergence of moving average processes under dependence assumptions***by*Zhang, Li-Xin**171-177 Smooth extensions of Pearsons's product moment correlation and Spearman's rho***by*Rayner, J. C. W. & Best, D. J.**179-188 Asymptotics for multivariate t-statistic for random vectors in the generalized domain of attraction of the multivariate normal law***by*Sepanski, Steven J.

### 1996, Volume 30, Issue 1

**1-7 A note on strong approximation for quantile processes of strong mixing sequences***by*Yu, Hao**9-16 Asymptotically optimal stopping rules in the presence of unknown parameters***by*Irle, A.**17-24 Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model***by*Yang, Song**25-31 Extreme value theory for a thermal energy storage model***by*Gomes, João**33-36 Commutative infinitesimal triangular systems on Euclidean motion groups***by*Neuenschwander, Daniel**37-43 Optimal spectral kernel for long-range dependent time series***by*Delgado, Miguel A. & Robinson, Peter M.**45-51 Root-n-consistent and efficient estimation in semiparametric additive regression models***by*Schick, Anton**53-59 Distribution of MLE of the multiple correlation coefficient for data with missing values in a dependent variable***by*Sakalauskas, L. & Sukauskaite, D.**61-71 Improved score tests for one-parameter exponential family models***by*Ferrari, Silvia L. P. & Cordeiro, Gauss M. & Uribe-Opazo, Miguel A. & Cribari-Neto, Francisco**73-77 The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions***by*Wirjanto, T. S.**79-86 Bayesian hypotheses testing using posterior density ratios***by*Basu, Sanjib**87-98 Bootstrapping general first order autoregression***by*Heimann, Günter & Kreiss, Jens-Peter

### 1996, Volume 29, Issue 4

**285-292 The asymptotic maximin property of chi-squared type tests based on the empirical process***by*Lee, Sangyeol**293-295 A note on the characterisation of the most probable number***by*Trajstman, A. C.**297-305 Comparing two populations based on low stochastic structure assumptions***by*Coolen, F. P. A.**307-315 On moments and tail behavior of v-stable random variables***by*Kozubowski, Tomasz J. & Panorska, Anna K.**317-335 Asymptotic normality of regression estimators with long memory errors***by*Giraitis, Liudas & Koul, Hira L. & Surgailis, Donatas**337-344 Consistency of an estimator of the number of changes in binomial observations***by*Serbinowska, Monika**345-352 On robust estimation of the common scale parameter of several Pareto distributions***by*Elfessi, Abdulaziz & Chun Jin**353-359 Fourier transform and Bayes estimator of a location parameter***by*Angers, Jean-François**361-368 On the pointwise central limit theorem and mixtures of stable distributions***by*Berkes, I. & Csáki, E.**369-375 Estimation of the parameters in two linear models with only some of the parameter vectors identical***by*Liu, Aiyi

### 1996, Volume 29, Issue 3

**191-199 Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model***by*Ohtani, Kazuhiro**201-212 Power of the Lagrange multiplier test for certain subdiagonal bilinear models***by*Guegan, Dominique & Wandji, Joseph Ngatchou**213-221 Efficient likelihood ratio tests under P-ancillarity and P-sufficiency***by*Zhu, Yiliang & Reid, Nancy**223-227 Causality and Markovian representations***by*Petrovic, Ljiljana**229-232 Normality via conditional normality of linear forms***by*Kagan, Abram & Wesolowski, Jacek**233-244 Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach***by*Öztürk, Ömer & Hettmansperger, Thomas P.**245-249 A note on recurrence relations for the product moments of order statistics***by*Yageen Thomas, P. & Samuel, Philip**251-262 Minimum distance estimators for random coefficient autoregressive models***by*Qian, Lianfen**263-270 Deletion, augmentation and principal predictors***by*Jensen, D. R.**271-278 A parametric regression model of tumor recurrence: An application to the analysis of clinical data on breast cancer***by*Asselain, B. & Fourquet, A. & Hoang, T. & Tsodikov, A. D. & Yakovlev, A. Yu.**279-284 The location of the maximum of asymmetric two-sided Brownian motion with triangular drift***by*Stryhn, Henrik

### 1996, Volume 29, Issue 2

**95-100 Correlations between functions of records can be negative***by*Nagaraja, H. N. & Nevzorov, V. B.**101-106 An asymptotic relation arising in the decomposition of the likelihood of order statistics***by*Park, Sangun**107-115 Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression***by*Chen, Zehua**117-123 Restricted product multinomial and product Poisson maximum likelihood estimation based upon Fenchel duality***by*El Barmi, Hammou & Dykstra, Richard L.**125-129 Some new orthogonal designs in linear regression models***by*Koukouvinos, Christos**131-141 A note on balanced generalized two-way elimination of heterogeneity designs***by*Chai, Feng-Shun**143-148 Linear least squares regression: a different view***by*Yatracos, Yannis G.**149-157 A Bartlett-type correction for the subject-years method in comparing survival data to a standard population***by*Tu, Dongsheng & Gross, Alan J.**159-166 On sample spacings from IMRL distributions***by*Kirmani, S. N. U. A.**167-176 Some results on ordering of survival functions through uncertainty***by*Ebrahimi, Nader & Kirmani, S. N. U. A.**177-184 Analysis of incomplete blocks for rankings***by*Alvo, M. & Cabilio, P.**185-189 Similarity solutions of first-passage problems for two-dimensional Wiener processes***by*Lefebvre, Mario

### 1996, Volume 29, Issue 1

**1-7 Empirical Bayes prediction for a mixed linear model with autoregressive errors***by*Sajjan, S. G. & Basawa, I. V.**9-14 Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions***by*Szroeter, J.**15-22 A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator***by*Tobbal, Khelifa**23-32 Prophet compared to gambler: additive inequalities for transforms of sequences of random variables***by*Boshuizen, Frans A.**33-43 Improved estimators for simultaneous estimation of variance components***by*Klonecki, Witold & Zontek, Stefan**45-53 Strongly-consistent, distribution-free confidence intervals for quantiles***by*Gilat, David & Hill, T. P.**55-59 On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences***by*Wisniewski, Mateusz**61-70 Covariance structure models for clustered proportions***by*Yao, Tzy-Jyun & Reinsel, Gregory C.**71-78 Comparing Bayesian and frequentist estimators in the exchangeable case***by*De la Horra, Julián**79-84 A note on deconvolution density estimation***by*Patil, Prakash**85-87 Product moments of order statistics and the variance of a lightly trimmed mean***by*David, H. A. & Balakrishnan, N.**89-93 On statistical properties of Chebyshev's norm***by*Stoimenova, E.

### 1996, Volume 28, Issue 4

**291-297 The N-th moment of matrix quadratic form***by*Kang, Chul & Kim, Byung-Chun**299-310 Average-case analysis of multiple Quickselect: An algorithm for finding order statistics***by*Lent, Janice & Mahmoud, Hosam M.**311-319 Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests***by*McKeague, Ian W. & Sun, Yanqing**321-327 Dispersive orderings and characterization of ageing classes***by*Belzunce, F. & Candel, J. & Ruiz, J. M.**329-335 Axiomatic information measures depending only on a probability measure***by*Brezmes, T. & Naval, G.**337-343 A characterization of k-parameter quasimartingales***by*Tsoi, Allanus H.**345-352 Stopped Lévy processes with applications to first passage times***by*Gut, Allan**353-358 Root-n consistent estimation in partly linear regression models***by*Schick, Anton**359-366 Existence of bounded invariant probability densities for Markov chains***by*Hernández-Lerma, Onésimo & Lasserre, Jean B.**367-373 Tailweight with respect to the mode for unimodal distributions***by*Averous, J. & Fougères, A. -L. & Meste, M.**375-386 A generalized Erlang distribution showing overdispersion***by*Luceño, Alberto

### 1996, Volume 28, Issue 3

**195-202 Testing for monotonicity in the intensity of a nonhomogeneous Poisson process***by*Guffey, James M. & Wright, F. T.**203-209 A measurement of multi-factor orthogonality***by*Deng, Lih-Yuan & Lin, Dennis K. J. & Wang, Jiannong**211-217 Construction of some asymmetrical orthogonal arrays***by*Dey, Aloke & Midha, Chand K.**219-226 Global tilting method***by*Jing, Bing-Yi**227-233 Nonparametric estimation for some nonlinear models***by*Thavaneswaran, A. & Peiris, Shelton**235-238 On the distribution of the maxima of partial sums***by*Sgibnev, M. S.**239-243 On the derivation of a suboptimal filter for signal estimation***by*Ruiz-Molina, Juan Carlos & Valderrama, Mariano J.**245-250 Strong law of large numbers for 2-exchangeable random variables***by*Etemadi, N. & Kaminski, M.**251-257 Estimation on random coefficient model with unbalanced data***by*Fujisawa, Hironori**259-268 Bartlett-type formulas for complex multivariate time series of mixed spectra***by*Li, Ta-Hsin**269-270 Characteristic functions taking constant values on intervals of the real line***by*Ramachandran, B.**271-278 Infinite divisibility of random variables and their integer parts***by*Bondesson, Lennart & Kristiansen, Gundorph K. & Steutel, Fred W.**279-284 A note on domains of attraction of p-max stable laws***by*Christoph, Gerd & Falk, Michael**285-289 Maximum variation of total risk***by*Pemantle, Robin

### 1996, Volume 28, Issue 2

**99-106 An algorithm for estimating parameters of state-space models***by*Wu, Lilian Shiao-Yen & Pai, Jeffrey S. & Hosking, J.R.M.**107-110 The law of the iterated logarithm for Lp-norms of empirical processes***by*Gajek, L. & Kaluszka, M. & Lenic, A.**111-114 Stopping times and tightness for multiparameter martingales***by*Ivanoff, B. Gail**115-120 Existence of a normal scale mixture with a given variance and a percentile***by*Basu, Sanjib**121-126 Mixed difference matrices and the construction of orthogonal arrays***by*Wang, J.C.**127-130 On the weak law of large numbers for randomly indexed partial sums for arrays***by*Hong, Dug Hun**131-135 A conditional product measure theorem***by*Swart, J.M.**137-141 On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights***by*Silvapulle, Mervyn J.**143-145 Asymptotic equivalence of nonparametric regression and white noise model has its limits***by*Efromovich, Sam & Samarov, Alex**147-151 An extension of the method of polynomials and a new reduction formula for Bonferroni-type inequalities***by*Galambos, Janos & Simonelli, Italo**153-157 Exact distribution of the Kaplan-Meier estimator under the proportional hazards model***by*Chang, Myron N.**159-164 A class of exchangeable sequences***by*Gnedin, Alexander V.**165-171 On the Chambers-Mallows-Stuck method for simulating skewed stable random variables***by*Weron, Rafal**173-179 Gauss-Newton estimation of parameters for a spatial autoregression model***by*Bhattacharyya, B.B. & Khalil, T.M. & Richardson, G.D.**181-189 On the grouped LSE under an errors-in-variables model***by*Akritas, Michael G.**191-194 A generalization of variance bounds***by*Papadatos, N. & Papathanasiou, V.

### 1996, Volume 28, Issue 1

**1-8 A note on corrected-score estimation***by*Buzas, J. S. & Stefanski, L. A.**9-21 Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families***by*Miao, Weiwen & Hahn, Marjorie G.**23-31 Nonparametric estimation in heteroskedastic regression***by*Akritas, Michael G.**33-39 On multivariate Le Cam theorem and compound Poisson measures***by*Cekanavicius, V.**41-49 Some remarks on the uniform weak convergence of stochastic processes***by*Arcones, Miguel A.**51-58 An extension of a theorem on gambling systems to arbitrary binary random variables***by*Wen, Liu & Zhongzhi, Wang**59-63 Orthogonal 2k and 3k factorial designs constructed using sequences with zero autocorrelation***by*Koukouvinos, Christos**65-72 The bootstrap of the mean for strong mixing sequences under minimal conditions***by*Radulovic, Dragan**73-79 Assessing a Bartlett plot***by*Glendinning, Richard H.**81-90 Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options***by*Chuang, Chin-Shan**91-97 Inequalities of correlation type for symmetric stable random vectors***by*Koldobsky, A. L. & Montgomery-Smith, S. J.

### 1996, Volume 27, Issue 4

**289-294 Crossing properties of F distributions***by*Mi, Jie**295-304 Nonparametric multiple change-point estimators***by*Lee, Chung-Bow**305-311 Statistical solutions for a stochastic Burger's equation***by*Karczewska, Anna**313-318 On weak lumpability of a finite Markov chain***by*Peng, Nan-Fu**319-329 The rates of convergence of Bayes estimators in change-point analysis***by*Rukhin, Andrew L.**331-339 A note on tightness***by*Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno**341-346 On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root***by*Park, Chul Gyu & Shin, Dong Wan**347-355 Random polynomials with complex coefficients***by*Farahmand, K.**357-365 Quantile estimation under possibly misspecified generalised linear model***by*Séménou, M.**367-373 Tests of hypotheses in discrete models based on the penalized Hellinger distance***by*Basu, Ayanendranath & Harris, Ian R. & Basu, Srabashi**375-384 Some properties of the Lynden-Bell estimator with truncated data***by*Yuan, Ao**385-391 Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models***by*Paparoditis, Efstathios

### 1996, Volume 27, Issue 3

**195-199 An algorithm for tree-ordered isotonic median regression***by*Qian, Shixian**201-205 Large deviations for subsampling from individual sequences***by*Dembo, Amir & Zeitouni, Ofer**207-216 Asymptotic normality of a class of bivariate-multivariate discrete power series distributions***by*Kyriakoussis, A. G. & Vamvakari, M. G.**217-219 On pairs of sums of random variables with pairwise equal distributions***by*Krengel, U.**221-223 Nesting Plackett-Burman designs***by*John, Peter W. M.**225-229 A curious property of the derivatives of the Cauchy density***by*Hall, Peter & Marron, J. Steven & Titterington, D. M.**231-239 Optimized scorings for ordinal data for the general linear model***by*Gautam, Shiva & Kimeldorf, George & Sampson, Allan R.**241-246 A note on the inverse estimation of band-limited signals***by*Ruymgaart, Frits H.**247-254 Laws of the iterated logarithm for weighted sums of independent random variables***by*Li, Deli & Tomkins, R. J.**255-258 A note on density estimation for Poisson mixtures***by*McKay, Ian**259-265 Correlation between successive values of Anderson's classification statistic in the hold-out method***by*Park, Pil S. & Kshirsagar, Anant M.**267-270 On c-optimal random variables***by*Rüschendorf, Ludger**271-274 Dispersive ordering of order statistics***by*Kochar, Subhash C.**275-279 Use of asymmetrical factorials for generating designs for quadratic mixture model***by*Aggarwal, M. L. & Sarin, V.**281-287 Weighted least squares estimates in partly linear regression models***by*Schick, Anton

### 1996, Volume 27, Issue 2

**101-109 Recurrence formula for expectations of products of quadratic forms***by*Ghazal, G. A.**111-114 Iterated Brownian motion and stable() subordinator***by*Bertoin, Jean**115-126 The impact of unsuspected serial correlations on model selection in linear regression***by*Hurvich, Clifford M. & Tsai, Chih-Ling**127-129 On distribution functions with completely monotone derivative***by*Sandhya, E. & Satheesh, S.**131-136 The sample mid-range and interquartiles***by*Bingham, N. H.**137-143 Tests for semiparametric model based on non-homogeneous Markov process***by*Marzec, Leszek & Marzec, Pawel**145-148 Characterization of general ridge estimators***by*Markiewicz, Augustyn**149-153 Some new non-proper variance-balanced designs with unequal replications***by*Sinha, K. & Jones, B. & Kageyama, Sanpei**155-162 Test for generalized variance in signal processing***by*Bhandary, Madhusudan**163-169 Local sensitivity of density bounded priors***by*Meng, Q. & Sivaganesan, S.**171-175 On the asymptotic behavior of Akaike's BIC***by*Reschenhofer, Erhard**177-180 On the coefficient of variation of the - and -classes***by*Bhattacharjee, Arnab & Sengupta, Debasis**181-188 Empirical Bayes rules for selecting the most and least probable multivariate hypergeometric event***by*Balakrishnan, N. & Ma, Yimin**189-194 Explicit and asymptotic formulae for the expected values of the order statistics of the Cantor distribution***by*Knopfmacher, Arnold & Prodinger, Helmut

### 1996, Volume 27, Issue 1

**1-9 A strong law of large numbers for triangular mixingale arrays***by*de Jong, Robert M.**11-15 Regression and edge estimation***by*Jacob, P. & Suquet, Ch.**17-23 On the identifiability of measurement error in the bifurcating autoregressive model***by*Huggins, Richard**25-29 The variogram of the uniform transform of a random field***by*De Cesare, L. & Posa, D.**31-36 Some results on discrete [alpha]-unimodality***by*Mashhour, A. F.**37-41 A direct approach to a Bayesian sequential test for a normal mean***by*Wan, Fanghuan & Wu, Xizhi**43-47 Non-dependence of the predictive distribution on the population size***by*Bose, Sudip & Kedem, Benjamin**49-60 On the unconditional strong law of large numbers for the bootstrap mean***by*Arenal-Gutiérrez, Eusebio & Matrán, Carlos & Cuesta-Albertos, Juan A.**61-65 A note on the change-point problem for angular data***by*Csörgo, Miklós & Horváth, Lajos**67-69 Refinement of a zero-one law for maxima***by*Tomkins, R. J.**71-84 Wavelet linear density estimator for a discrete-time stochastic process: Lp-losses***by*Leblanc, Frédérique**85-89 Testing for the equality of several correlation matrices***by*Schott, James R.**91-98 Illustration of some moment identities for order statistics***by*Lange, Kenneth

### 1996, Volume 26, Issue 4

**293-295 On the weak ergodicity of nonhomogeneous Markov chains***by*Tan, Choon Peng**297-307 A note on density mode estimation***by*Vieu, Philippe**309-314 Note on closed-form MLEs of failure rates in a fully parametric random censorship model with incomplete data***by*Gastaldi, Tommaso**315-321 A note on random densities via wavelets***by*Vidakovic, Brani**323-328 On Bayesian robustness with the [var epsilon]-contamination class of priors***by*Boratynska, Agata**329-332 Linear models and D-optimal designs for n [triple bond; length as m-dash] 2 mod 4***by*Koukouvinos, Christos**333-338 Orthogonal designs in linear models and sequences with zero autocorrelation***by*Koukouvinos, Christos**339-346 On the distribution of linear functions of independent F and U variates***by*Lee, Jack C. & Hu, Ling**347-355 On computing the expected Fisher information matrix for state-space model parameters***by*Cavanaugh, Joseph E. & Shumway, Robert H.**357-363 On maximin designs for correlated observations***by*Bischoff, Wolfgang**365-375 Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap***by*Arenal-Gutiérrez, Eusebio & Matrán, Carlos & Cuesta-Albertos, Juan A.**377-380 On the strong law of large numbers***by*Petrov, Valentin V.**381-387 A note on the TJW product-limit estimator for truncated and censored data***by*Zhou, Yong

### 1996, Volume 26, Issue 3

**199-203 On first-passage times in increasing Markov processes***by*Pérez-Ocón, Rafael & Gámiz-Pérez, M. Luz**205-211 A problem of minimax estimation with directional information***by*Ferguson, Thomas S.**213-218 The range of simple branching random walk***by*Grill, Karl**219-223 Iterated large deviations***by*Löwe, Matthias**225-232 One-step robust parametric estimation with application to random censoring model***by*Yang, Song

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