# Elsevier

# Statistics & Probability Letters

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### 1996, Volume 26, Issue 3

**233-242 A queueing theoretical proof of increasing property of Polya frequency functions***by*Daduna, Hans & Szekli, Ryszard**243-248 Asymptotic analysis of the moments of the Cantor distribution***by*Grabner, P. J. & Prodinger, H.**249-258 Optimal allocation of test positions and testing time in a factorial life testing experiment***by*Gertsbakh, I.**259-262 A remark on stochastic monotonicity***by*Braverman, Michael**263-269 Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency***by*Pak, Ro Jin**271-278 Wavelet density estimation by approximation of log-densities***by*Koo, Ja-Yong & Kim, Woo-Chul**279-283 Rate functions in the theory of large deviations***by*Eichelsbacher, Peter**285-292 Bounds for coherent reliability structures***by*Koutras, M. V. & Papastavridis, S. G. & Petakos, K. I.

### 1996, Volume 26, Issue 2

**97-104 On characterizations of independent identically distributed random variables via order structures***by*Malov, S.V.**105-111 Characterizing multivariate normal distributions by some of its conditionals***by*Bischoff, Wolfgang**113-114 Estimation problems for the two-parameter negative binomial distribution***by*Wang, Yining**115-118 A note on estimating quantiles of exponential populations***by*Kumar, Somesh & Sharma, Divakar**119-124 Total positivity properties of the bivariate diagonal natural exponential families***by*Lu, I-Li & Richards, Donald**125-133 Association in time of a finite semi-Markov process***by*Kuber, Madhuri & Dharmadhikari, Avinash**135-140 Large deviations for a class of recursive algorithms***by*Zajic, Tim**141-145 A note on estimation of variance for [rho]-mixing sequences***by*Peligrad, Magda & Shao, Qi-Man**147-152 On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments***by*Macci, Claudio**153-157 Specification of distributions by combinations of marginal and conditional distributions***by*Arnold, Barry C. & Castillo, Enrique & Sarabia, José María**159-167 A Dirac-function method for densities of nonlinear statistics and for marginal densities in nonlinear regression***by*Pázman, A. & Pronzato, L.**169-178 Asymptotic behavior of sample mean location for manifolds***by*Hendriks, Harrie & Landsman, Zinoviy**179-185 Uniform strong consistency of kernel density estimators under dependence***by*Kim, Tae Yoon & Cox, Dennis D.**187-197 Asymptotic expansions for randomly censored survival data***by*Hardwick, Janis

### 1996, Volume 26, Issue 1

**1-6 On exchangeable sampling distributions for uncontrolled data***by*Leonard, Tom**7-12 Corrected score tests for exponential family nonlinear models***by*Ferrari, Silvia L. P. & Cordeiro, Gauss M.**13-24 Estimation of a change in linear models***by*Husková, Marie**25-34 On combining independent nonparametric regression estimators***by*Gerard, Patrick D. & Schucany, William R.**35-41 A note on bootstrap model selection criterion***by*Chung, Han-Yeong & Lee, Kee-Won & Koo, Ja-Yong**43-49 Likelihood ratio test for the spacing between two adjacent location parameters***by*Yu, Philip L. H. & Lam, K.**51-60 On nonorthogonality and nonoptimality of Addelman's main-effect plans satisfying the condition of proportional frequencies***by*Srivastava, J. N. & Ghosh, S.**61-64 A mixture representation of the Linnik distribution***by*Kotz, Samuel & Ostrovskii, I. V.**65-73 A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games***by*Csörgo, Sándor & Simons, Gordon**75-82 Nonnegativity of odd functional moments of positive random variables with decreasing density***by*Alsmeyer, Gerold**83-90 Matching fixed rectangles in 2-dimension***by*Sheng, Ke-Ning & Naus, Joseph I.**91-96 An L1-variant of the Cramer-von Mises test***by*Schmid, Friedrich & Trede, Mark

### 1995, Volume 25, Issue 4

**289-299 A stochastic model for drug resistance in AIDS chemotherapy and the HIV incubation distribution***by*Tan, Wai Y.**301-307 A new family of goodness-of-fit statistics for discrete multivariate data***by*Lorenzen, Gunter**309-316 Restricted tests for and against the increasing failure rate ordering on multinomial parameters***by*Bhattacharya, Bhaskar**317-321 On the equivalence of D and G-optimal designs in heteroscedastic models***by*Wong, Weng Kee**323-327 Uniqueness of principal points for univariate distributions***by*Li, Luning & Flury, Bernard**329-339 On weak lumpability of denumerable Markov chains***by*Ledoux, James**341-349 On selecting the best natural exponential families with quadratic variance function***by*Abughalous, Mansour M. & Bansal, Naveen K.**351-355 On a class of exchangeable sequences***by*Gnedin, Alexander V.**357-360 A note on variance reduction***by*Berlinet, Alain**361-364 Unbiased ratio-type variance estimation***by*Agrawal, M. C. & Sthapit, A. B.**365-371 Explicit and exponential bounds for a test on the coefficient of an AR(1) model***by*Massé, Bruno & Viano, Marie-Claude**373-378 Approximate estimation of non-identifiable parameters in a convolution***by*Kale, B. K. & Sebastian, G.

### 1995, Volume 25, Issue 3

**193-199 A weighted least-squares procedure for estimating the parameters of Altham's multiplicative generalization of the binomial distribution***by*From, Steven G.**201-212 Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system***by*Bosq, D. & Guégan, D.**213-219 Testing the equality of several binomial proportions to a prespecified standard***by*Kulkarni, Pandurang M. & Shah, Arvind K.**221-229 Estimations of the decomposition stability into identical components***by*Ushakov, N. G. & Ushakova, A. P.**231-240 Correspondence analysis of an artificial binary cylinder data***by*Endo, Hideki**241-248 Estimating the number of change points in a sequence of independent normal random variables***by*Lee, Chung-Bow**249-252 Improved predictors in survey sampling under a super population model***by*Srivastava, A. K.**253-263 The asymptotic tail behaviours of projection pursuit-type Kolmogorov statistics***by*Zhu, Li-Xing & Cheng, Ping**265-270 Construction of bivariate distributions by a generalised trivariate reduction technique***by*Lai, C. D.**271-279 Tactical aspects of search and rescue operations***by*Meloche, J.**281-288 Preserving unimodality by mixing***by*Bertin, Emile & Theodorescu, Radu

### 1995, Volume 25, Issue 2

**95-104 On nonparametric likelihood ratio estimation of survival probabilities for censored data***by*Li, Gang**105-111 Behavior near zero of the distribution of GCV smoothing parameter estimates***by*Wahba, Grace & Wang, Yuedong**113-115 A simple proof and refinement of Wielandt's eigenvalue inequality***by*Dümbgen, Lutz**117-120 On the nonexistence of a global nonnegative minimum bias invariant quadratic estimator of variance components***by*Gao, Sujuan & Smith, T. M. F.**121-132 On Wieand's theorem***by*Kallenberg, Wilbert C. M. & Koning, Alex J.**133-144 M-type estimators of regression function with applications***by*Zhu, Li-Xing & Ng, Kai W.**145-151 On asymptotic expansions in the first uniform Kolmogorov theorem***by*Cekanavicius, V.**153-162 The laws of the iterated logarithm of some estimates in partly linear models***by*Gao, Jiti**163-170 A note on the asymptotic behavior of conditional extremes***by*Gangopadhyay, Ashis K.**171-175 Concavity of Box-Cox log-likelihood function***by*Kouider, Elies & Chen, Hanfeng**177-183 Ordered and unordered random partitions of an integer and the GEM distribution***by*Sibuya, Masaaki & Yamato, Hajime**185-192 Robust scale estimation based on the the empirical characteristic function***by*Markatou, Marianthi & Horowitz, Joel L. & Lenth, Russell V.

### 1995, Volume 25, Issue 1

**1-8 The Strassen law of the iterated logarithm in Banach function spaces***by*Norvaisa, R.**9-13 On the E-optimality of some two-way elimination of heterogeneity designs***by*Brzeskwiniewicz, Henryk**15-20 A note on the symmetry of normal mean hypotheses and its implications***by*Hu, Xiaomi**21-26 On the strong law of large numbers for sums of pairwise independent random variables***by*Martikainen, Alexander**27-35 Unit root tests for seasonal models with deterministic trends***by*Cho, Sinsup & Park, Young J. & Ahn, Sung K.**37-42 Optimal weighing designs and some new weighing matrices***by*Koukouvinos, Christos**43-53 Asymptotic normality of multivariate trimmed means***by*Arcones, Miguel A.**55-61 Consistency of the local kernel density estimator***by*Givens, Geof H.**63-70 Von Mises conditions, [delta]-neighborhoods and rates of convergence for maxima***by*Kaufmann, Edgar**71-77 Improved upper bounds for probabilities of uniform deviations***by*Lugosi, Gábor**79-85 On some characterizations of the t-distribution***by*Arellano-Valle, Reinaldo B. & Bolfarine, Heleno**87-94 Some properties of a limiting distribution in Quicksort***by*Tan, Kok Hooi & Hadjicostas, Petros

### 1995, Volume 24, Issue 4

**281-288 Multivariate p-norm symmetric distributions***by*Yue, Xinnian & Ma, Chunsheng**289-297 Estimation of scale matrix of elliptically contoured matrix distributions***by*Li, Run-Ze & Fang, Kai-Tai**299-304 The Bahadur representation of sample quantiles for sequences of strongly mixing random variables***by*Yoshihara, Ken-ichi**305-314 A semigroup approach to poisson approximation with respect to the point metric***by*Roos, Bero**315-319 Two-sample empirical likelihood method***by*Jing, Bing-Yi**321-330 The Bernstein polynomial estimator of a smooth quantile function***by*Cheng, Cheng**331-338 Ballot theorems revisited***by*Konstantopoulos, Takis**339-344 Characterizations of probability distributions based on discrete p-monotonicity***by*Sapatinas, Theofanis**345-346 An invariance property of optimal spectral bandwidths***by*Robinson, P. M.**347-356 Iterative estimates for a smoothing parameter***by*Sun, Jiayang**357-364 A note on strong convergence rates in nonparametric regression***by*Cheng, Philip E.**365-373 A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart***by*Rigdon, Steven E.**375-380 Optimal block designs revisited: An approximate theory detour***by*Pukelsheim, Friedrich & Sinha, Bikas Kumar

### 1995, Volume 24, Issue 3

**187-192 Moments of measures attracted to operator semi-stable laws***by*Scheffler, Hans-Peter**193-198 Asymptotic information for parametric estimation from an equilibrium particle process***by*Phelan, Michael J.**199-204 Average error in the central limit theorem for the cumulative processes***by*Roginsky, Allen**205-211 Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function***by*Pal, Nabendu & Ling, Chiahua**213-218 Some self-similar processes related to local times***by*Shieh, Narn-Rueih**219-224 Alarm rates for quality control charts***by*Margavio, Thomas M. & Conerly, Michael D. & Woodall, William H. & Drake, Laurel G.**225-227 On LP stochastic representations***by*Lin, S. J.**229-231 On the almost sure behaviour of sums of random variables***by*Petrov, Valentin V.**233-242 Differential calculus relative to some point processes***by*Dermoune, A.**243-244 Skorohod's theorem and convergence of types***by*Fazli, K. & Behboodian, J.**245-249 On the central limit theorem for U-statistics under absolute regularity***by*Arcones, Miguel A.**251-256 Rank regression for current status data***by*Aragón, Jorge & Quiróz, Adolfo J.**257-262 On the biases of error estimators in prediction problems***by*Hall, Peter**263-268 A uniform approximation to the sampling distribution of the coefficient of variation***by*Hürlimann, Werner**269-271 On two recent papers of Y. Kanazawa***by*Jones, M. C.**273-279 Second-order asymptotic efficiency of PMLE in generalized linear models***by*Liang, Hua

### 1995, Volume 24, Issue 2

**91-98 On a modified bootstrap for certain asymptotically nonnormal statistics***by*Datta, Somnath**99-104 A note on bivariate Dawson-Sankoff-type bounds***by*Chen, Tuhao & Seneta, E.**105-110 Estimators of integrals of powers of density derivatives***by*Hall, Peter & Wolff, Rodney C. L.**111-119 Use of moments in studies of limit distributions arising from iterated random subdivisions of an interval***by*Johnson, Norman L. & Kotz, Samuel**121-132 Limit theorems for the logarithm of sample spacings***by*Shao, Yongzhao & Hahn, Marjorie G.**133-138 On recurrence relations for order statistics***by*David, H. A.**139-145 Quantile estimation of treatment effect for the two-sample problem with right censored data***by*Park, Hyo-Il & Park, Sang-Gue**147-151 A note on a unified test for multivariate linear relationships***by*Isogawa, Yoshiko**153-156 Inadmissibility of some tests for order-restricted alternatives***by*Cohen, Arthur & Sackrowitz, H. B.**157-164 When is a truncated covariance function on the line a covariance function on the circle?***by*Wood, Andrew T. A.**165-168 A counterexample concerning uniform ergodic theorems for a class of functions***by*Nobel, Andrew**169-171 Edgeworth approximations for rank sum test statistics***by*Kolassa, John E.**173-175 A simple combinatorial proof of a result by Robertson and Pillers***by*Mukerjee, Hari**177-180 A note on the accuracy of an approximate interval for the binomial parameter***by*Huwang, Longcheen**181-185 A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem***by*Hsieh, Fushing & Turnbull, Bruce W.

### 1995, Volume 24, Issue 1

**1-8 A note on autocovariance estimation in the presence of discrete spectra***by*Houdré, Christian & Kedem, Benjamin**9-12 On a theorem of K. Schmidt***by*Bradley, Richard C.**13-20 Nonparametric estimation of regression parameters from censored data with a discrete covariate***by*Rahbar, Mohammad H. & Gardiner, Joseph C.**21-31 Small perturbations of Gaussian regressors***by*Millet, Annie & Smolenski, Wlodzmierz**33-37 A linear-quadratic distributional identity***by*El Barmi, Hammou**39-47 A geometric approach of the generalized least-squares estimation in analysis of covariance structures***by*Wang, S. J. & Lee, Sik-Yum**49-56 Estimation of nonlinear random coefficient models***by*Ramos, Rogelio Q. & Pantula, Sastry G.**57-66 Asymptotics of k-mean clustering under non-i.i.d. sampling***by*Serinko, Regis J. & Babu, Gutti Jogesh**67-70 A generalization of the Wishart distribution***by*Tsai, Ming-Tien**71-75 On the Doléans function of set-indexed submartingales***by*De Giosa, Marcello & Mininni, Rosamaria**77-90 Asymptotic normality of a smooth estimate of a random field distribution function under association***by*Roussas, George G.

### 1995, Volume 23, Issue 4

**297-306 On the Fisher information in type-I censored and quantal response data***by*Gertsbakh, I.**307-311 A characterization of a bivariate geometric distribution***by*Sun, Kai & Basu, Asit P.**313-326 On the minimum of independent geometrically distributed random variables***by*Ciardo, Gianfranco & Leemis, Lawrence M. & Nicol, David**327-332 On Stein-Chen factors for Poisson approximation***by*Brown, Timothy C. & Xia, Aihua**333-338 On confidence regions induced by the Wilcoxon rank sum test***by*Horstmann, Vibeke**339-342 Maximum stability and a generalization***by*Sreehari, M.**343-350 Identifiability of full, marginal, and conditional factor analysis models***by*Ihara, Masamori & Kano, Yutaka**351-358 Bounds for order statistics based on dependent variables with given nonidentical distributions***by*Rychlik, Tomasz**359-365 A Stochastic process arising in sequential experimentation***by*Stadje, W.**367-369 A condition for the nonexistence of ancillary statistics***by*Gupta, Arjun K. & Wang, Yining**371-380 Designs through recoding of varietal and level codes***by*Das, M. N. & Giri, N. & Ahmed, M.

### 1995, Volume 23, Issue 3

**203-209 A necessary and sufficient condition for the existence of the limiting probability of a tie for first place***by*Baryshnikov, Yuliy & Eisenberg, Bennett & Stengle, Gilbert**211-220 Bahadur and Hodges-Lehmann approximate efficiencies of tests based on spacings***by*Bartoszewicz, Jaroslaw**221-226 On the rate of convergence in the martingale CLT***by*Rackauskas, Alfredas**227-231 A note on the maximum of a random walk***by*Stadje, W.**233-238 A bound on the 1-error of a nonparametric density estimator with censored data***by*Kulasekera, K. B.**239-242 On a class of multivariate distributions closed under concomitance of order statistics***by*Balasubramanian, K. & Balakrishnan, N.**243-245 A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means***by*Turner, Danny W. & Young, Dean M. & Seaman, John W.**247-251 Some results on strong limit theorems for (LB)-space-valued random variables***by*Wang, Xaingchen & Bhaskara Rao, M. & Li, Deli**253-258 A V-optimal design for Scheffé's polynomial model***by*Liu, Shuangzhe & Neudecker, Heinz**259-270 Lower limits of iterated Wiener processes***by*Shi, Z.**271-274 Discrete Mittag-Leffler distributions***by*Pillai, R. N. & Jayakumar, K.**275-280 Exact behavior of Gaussian seminorms***by*Dembo, Amir & Mayer-Wolf, Eddy & Zeitouni, Ofer**281-288 The sample mid-range and symmetrized extremal laws***by*Bingham, N. H.**289-295 Law of the iterated logarithm and local variations at zero of the sticky Brownian motion***by*Amir, Madjid & Knight, Frank B.

### 1995, Volume 23, Issue 2

**105-110 Finite exchangeability and linear regression***by*Bassan, Bruno & Scarsini, Marco**111-115 A game with four players***by*Chang, Derek K.**117-122 On combining independent tests in linear models***by*Jordan, Scott M. & Krishnamoorthy, K.**123-127 A note on the bias of L-estimators and a bias reduction procedure***by*Xiang, Xiaojing**129-133 The equivalence of two conditions for weight functions for martingales***by*Chang, Xiang Qian & Moore, Charles N.**135-139 Convergence of increments for cumulative hazard function in a mixed censorship-truncation model with application to hazard estimators***by*Gu, Minggao**141-149 A note on sequential estimation of the mean***by*Uno, Chikara**151-155 The strong law of U-statistics with [phi]*-mixing samples***by*Qiying, Wang**157-164 Contorted uniform and Pareto distributions***by*Dimitrov, Boyan & von Collani, Elart**165-170 Inconsistent maximum likelihood estimators for the Rasch model***by*Ghosh, Malay**171-178 A generalized class of estimators in linear regression models with multivariate-t distributed error***by*Karan Singh, R. & Misra, Sheela & Pandey, S. K.**179-182 On the limit distributions of sums of mixing Bernoulli random variables***by*Dziubdziela, Wieslaw**183-191 ANOVA and rank tests when the number of treatments is large***by*Boos, Dennis D. & Brownie, Cavell**193-201 The approximate distribution of nonparametric regression estimates***by*Robinson, P. M.

### 1995, Volume 23, Issue 1

**1-8 Hazard rate ordering of k-out-of-n systems***by*Shaked, Moshe & George Shanthikumar, J.**9-11 Stationarity of independent sequences***by*Lacaze, B.**13-20 Dependency measure for sets of random events or random variables***by*Stoyanov, Jordan**21-25 The smallest uniform upper bound on the distance between the mean and the median of the binomial and Poisson distributions***by*Hamza, Kais**27-34 Asymptotic normality of pseudo-LS estimator for partly linear autoregression models***by*Gao, Jiti & Liang, Hua**35-44 Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases***by*Fourdrinier, Dominique & Robert, Christian P.**45-52 Estimating statistical hypotheses***by*Blyth, Colin R. & Staudte, Robert G.**53-61 An example in which the Lugannani-Rice saddlepoint formula fails***by*Booth, James G. & Wood, Andrew T. A.**63-67 Another proof of a slow convergence result of Birgé***by*Devroye, Luc**69-72 Detecting a change in the intercept in multiple regression***by*Watson, G. S.**73-78 Estimation of quantile density function based on regression quantiles***by*Dodge, Yadolah & Jurecková, Jana**79-92 Robust recursive estimation for correlated observations***by*Guttman, Irwin & Lin, Dennis K. J.**93-104 On a class of bivariate compounded Poisson distributions***by*Papageorgiou, H. & David, Katerina M.

### 1995, Volume 22, Issue 4

**261-268 On the logarithmic average of additive functionals***by*Csáki, E. & Földes, A.**269-274 On information matrices in case-control studies***by*Wang, C. Y. & Wang, Suojin**275-279 On the spectrum and Martin boundary of homogeneous spaces***by*Northshield, S.**281-285 Improvement of ANOVA estimators of variance components in block designs with random treatments***by*Molinska, Anna & Molinski, Krzysztof**287-293 On the sequential point estimation of the mean of a gamma distribution***by*Isogai, Eiichi & Uno, Chikara**295-301 A limit theorem for the entropy density of nonhomogeneous Markov information source***by*Wen, Liu & Weiguo, Yang**303-310 Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated***by*Nieto, Fabio H. & Guerrero, Victor M.**311-315 On geometric ergodicity of nonlinear autoregressive models***by*Bhattacharya, Rabi & Lee, Chanho**317-323 Weighted bootstrapping for U-quantiles***by*Aerts, Marc & Janssen, Paul**325-332 Multivariate dispersion orderings***by*Giovagnoli, Alessandra & Wynn, H. P.**333-338 Rates of convergence for everywhere-positive Markov chains***by*Baxter, J. R. & Rosenthal, Jeffrey S.**339-347 Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data***by*Bosq, Denis

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