# Elsevier

# Statistics & Probability Letters

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### 1991, Volume 12, Issue 4

**315-316 A note of the convolution of a generalised F-distribution***by*Exton, Harold**317-321 About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression***by*Darwich, A. R. & Le Breton, A.**323-327 Can one decide the type of the mean from the empirical measure?***by*Kulkarni, Sanjeev R. & Zeitouni, Ofer**329-333 Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma prior***by*Meczarski, Marek & Zielinski, Ryszard**335-336 An optimality property of polynomial regression***by*Schwarz, Gideon**337-340 A simple motivation for James-Stein estimators***by*Gupta, Arjun K. & Peña, Edsel A.**341-344 A note on the exponential approximations of IFR distributions***by*Cheng, Kan & He, Zongfu**345-349 Windings of spherically symmetric random walks via Brownian embedding***by*Bélisle, Claude**351-355 Constructing unbiased tests for homogeneity and goodness of fit***by*Cohen, Arthur & Sackrowitz, H. B.**357-362 On a basis for 'Peaks over Threshold' modeling***by*Leadbetter, M. R.

### 1991, Volume 12, Issue 3

**185-187 A characterization of the Dirichlet process***by*Lo, Albert Y.**189-194 Law of iterated logarithm for random subsequences***by*Vasudeva, R. & Divanji, G.**195-200 The time until two renewal processes come together***by*Stadje, W.**201-207 Strong approximation of vector-valued stochastic integrals***by*Gerencsér, László**209-212 On the species and related problems***by*Yatracos, Yannis G.**213-216 Prophet inequalities for bounded negatively dependent random variables***by*Samuel-Cahn, Ester**217-221 Designs for approximately linear regression: two optimality properties of uniform designs***by*Wiens, Douglas P.**223-227 Confidence intervals for the mean in the bounded case***by*Fishman, George S.**229-231 A note on renewal (partial sums) distributions for discrete variables***by*Kotz, Samuel & Johnson, Norman L.**233-237 Testing the dispersive equivalence of two populations***by*Marzec, Leszek & Marzec, Pawel**239-247 Testing the equality of two regression curves using linear smoothers***by*King, Eileen & Hart, Jeffrey D. & Wehrly, Thomas E.**249-255 An invariance property of marginal density and tail probability approximations for smooth functions***by*DiCiccio, Thomas J. & Martin, Michael A. & Alastair Young, G.**257-261 Probability inequalities with exponential bounds for U-statistics***by*Christofides, Tasos C.**263-265 Distribution of random functional of a Dirichlet process on the unit disk***by*Jiang, Tom J.**267-271 On measuring asymmetry and the reliability of the skewness measure***by*Xiaojun, Li & Morris, Joel M.

### 1991, Volume 12, Issue 2

**91-96 Some limit theorems for the homogeneous Poisson process***by*Auer, P. & Hornik, K. & Révész, P.**97-107 Odd central moments of unimodal distributions***by*Bélisle, Claude**109-117 On the empirical measure of the Fourier coefficients with infinite variance data***by*Knight, Keith**119-124 A locally most powerful unbiased test for the proportion of mixture***by*Salomé, M. & Cabral, E.**125-129 The Inverse Proportional Hazards Model***by*O'Neill, Terence J.**131-134 Rank of a quadratic form in an elliptically contoured matrix random variable***by*Gupta, A. K. & Varga, T.**135-139 A study of the behaviour of certain known estimators on the non-extinction path of a branching process***by*Gadag, V. G. & Gupta, R. P.**141-143 Identities for order statistics and a theorem of Rényi***by*Balasubramanian, K. & Bapat, R. B.**145-150 Weak convergence of infinite order U-processes***by*Kohatsu-Hia, Arturo**151-155 On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration***by*Sriram, T. N.**157-159 Mean squared error and selection in multivariate calibration***by*Brown, P. J. & Spiegelman, C. H.**161-166 Generalized transformations of random variables***by*Weber, James**167-174 Improving estimates in B.I.B. designs***by*Kanjo, A. I.**175-181 Improving estimates in P.B.I.B. designs***by*Kanjo, A. I.**183-183 On the asymptotic behavior of sums of pairwise independent random variables***by*Cuesta, Juan Antonio & Matrán, Carlos

### 1991, Volume 12, Issue 1

**1-7 Edgeworth expansions for statistics which are functions of lattice and non-lattice variables***by*Babu, Gutti Jogesh**9-17 Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression***by*Simonoff, Jeffrey S. & Tsai, Chih-Ling**19-27 Some relations between harmonic renewal measures and certain first passage times***by*Alsmeyer, Gerold**29-35 Existence and uniqueness of the solution of the likelihood equations for binary Markov chains***by*Bisgaard, Søren & Travis, Laurel E.**37-50 Inference procedures for bivariate exponential model of Gumbel***by*Lu, Jye-Chyi & Bhattacharyya, Gouri K.**51-56 The roles of ISE and MISE in density estimation***by*Jones, M. C.**57-63 Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities***by*Glaz, Joseph & Ravishanker, Nalini**65-72 Estimation of integrated squared spectral density derivatives***by*Park, Byeong U. & Cho, Sinsup**73-81 Testing independence in high dimensions***by*Heer, Georg R.**83-90 Characterization of nonhomogeneous Poisson processes via moment conditions***by*Fang, Zhaoben

### 1991, Volume 11, Issue 6

**463-468 Large sample distribution of the sample total in a generalized rejective sampling scheme***by*Rao Jammalamadaka, S. & Michaletzky, G. & Todorovic, P.**469-472 A note on efficient regression estimators with positive breakdown point***by*Morgenthaler, S.**473-478 Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results***by*Bhimasankaram, P. & Sengupta, D.**479-483 Limits of Bayes estimators in convex, truncated parameter spaces***by*Charras, Alec & van Eeden, Constance**485-490 Lorenz ordering of exponential order statistics***by*Arnold, Barry C. & Nagaraja, H. N.**491-493 Neyman's C([alpha]) test and Rao's efficient score test for composite hypotheses***by*Kocherlakota, S. & Kocherlakota, K.**495-501 Testing for the redundancy of variables in principal components analysis***by*Schott, James R.**503-509 On Ling's binomial and negative binomial distributions of order k***by*Hirano, K. & Aki, S. & Kashiwagi, N. & Kuboki, H.**511-514 Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives***by*Jones, M. C. & Sheather, S. J.**515-521 Parameter estimation for some time series models without contiguity***by*Davis, Richard A. & Rosenblatt, Murray**523-528 Confidence intervals on ratios of positive linear combinations of variance components***by*Ting, Naitee & Burdick, Richard K. & Graybill, Franklin A.**529-536 Functional limit theorems for inverse bootstrap processes of sample quantiles***by*Falk, Michael**537-545 Bayesian predictive intervals for a mixture of exponential failure-time distributions with censored samples***by*Sloan, J. A. & Sinha, S. K.**547-550 Shannon entropy type measure of departure from uniform association in cross-classifications having ordered categories***by*Tomizawa, Sadao**551-552 Correcting remarks on "characterization of normality within the class of elliptical contoured distributions"***by*Cacoullos, T. & Khatri, C. G.

### 1991, Volume 11, Issue 5

**373-377 Bayes minimax estimators of a multivariate normal mean***by*Li, Tze Fen & Bhoj, Dinesh S.**379-386 Distribution theory of runs via exchangeable random variables***by*Schuster, Eugene F.**387-394 On the breakdown point of multivariate location estimators based on trimming procedures***by*Gordaliza, A.**395-397 A note on non-negative minimum bias MINQE in variance components model***by*Chaubey, Yogendra P.**399-402 Optimal block designs with minimal number of observations***by*Bapat, R. B. & Dey, A.**403-410 Strong limiting bounds for a sequence of moving maxima***by*Rothmann, Mark. D. & Russo, Ralph P.**411-417 Theory and counterexamples for confidence limits on system reliability***by*Harris, Bernard & Soms, Andrew P.**419-427 Convergence to a Gaussian limit as the normalization exponent tends to***by*Terrin, Norma & Taqqu, Murad S.**429-434 Smoothing parameter selection in hazard estimation***by*Sarda, P. & Vieu, P.**435-447 Recursive estimation of the transition distribution function of a Markov process: A symptotic normality***by*Roussas, George G.**449-452 On a likelihood ratio test for independence***by*Allaire, Jérôme & Lepage, Yves**453-457 Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model***by*Chi, Eric M. & Reinsel, Gregory C.**459-461 Linear characterizations of the Poisson distribution***by*McKenzie, Ed.

### 1991, Volume 11, Issue 4

**281-286 On the oscillation of the expected number of extreme points of a random set***by*Devroye, Luc**287-289 Regular variation in k and vector-normed domains of attraction***by*Meerschaert, Mark M.**291-298 Estimating the variance of the sample median, discrete case***by*Huang, J. S.**299-308 Changepoint problems and contiguous alternatives***by*Szyszkowicz, Barbara**309-317 Approximation of certain multivariate integrals***by*Olson, Jane M. & Weissfeld, Lisa A.**319-320 An improved upper bound in a proper non-binary variance-balanced design***by*Kageyama, Sanpei**321-325 The detection of observations possibly influential for model selection***by*Franses, Philip Hans**327-330 On the reduction of associate classes for the PBB designs***by*Brzeskwiniewicz, Henryk**331-334 A note on the comparison of stationary laws of Markov processes***by*Pflug, Georg Ch.**335-341 Second order optimality of stationary bootstrap***by*Lahiri, Soumendra Nath**343-347 Rating systems based on paired comparison models***by*Joe, Harry**349-351 Stopped hyperfinite filtrations***by*Mendieta, G. R.**353-358 A note on high-breakdown estimators***by*Stefanski, Leonard A.**359-363 A table for solving the Behrens--Fisher problem***by*Linssen, H. N.**365-372 New properties and characterizations of the dispersive ordering***by*Rojo, Javier & He, Guo Zhong

### 1991, Volume 11, Issue 3

**189-193 On estimation of discriminant coefficients***by*Dey, Dipak K. & Srinivasan, C.**195-199 A generalization of asymptotically linear estimators***by*Wefelmeyer, W.**201-210 On the asymptotic behavior of sums of pairwise independent random variables***by*Cuesta, Juan Antonio & Matrán, Carlos**211-218 A generalized quality control procedure***by*Champ, Charles W. & Woodall, William H. & Mohsen, Hassan A.**219-224 On Bayesian inference for the Inverse Gaussian distribution***by*Betrò, B. & Rotondi, R.**225-231 On the 'problème des ménages' from a probabilistic viewpoint***by*Holst, Lars**233-237 To pool or not to pool: The discrete data***by*Ahmed, S. E.**239-242 On characterizations of beta and gamma distributions***by*Yeo, G. F. & Milne, R. K.**243-249 A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator***by*Lio, Y. L. & Padgett, W. J.**251-254 Asymptotically minimax tests of some nonstandard composite hypotheses***by*Weiss, Lionel**255-257 A simplified proof of a Bonferroni-type inequality by Tan and Xu and its extension***by*Sibuya, Masaaki**259-265 A note on mixed exponential distribution with negative weights***by*Jevremovic, Vesna**267-271 On nonparametric maximum likelihood estimation of a distribution uniformly stochastically smaller than a standard***by*Rojo, Javier & Samaniego, Francisco J.**273-276 Some properties of the row and column designs with adjusted orthogonality***by*Kozlowska, Maria**277-280 A joint test for serial correlation and random individual effects***by*Baltagi, Badi H. & Li, Qi

### 1991, Volume 11, Issue 2

**99-102 Finite partial exchangeability***by*von Plato, Jan**103-106 The maximum difference between the binomial and Poisson distributions***by*Poor, H. Vincent**107-110 A largest characterization of spherical and related distributions***by*Fang, Kai-Tai & Bentler, P. M.**111-117 An information criterion for normal regression estimation***by*Soofi, Ehsan S. & Gokhale, D. V.**119-124 Convergence rates for trigonometric and polynomial-trigonometric regression estimators***by*Eubank, R. L. & Speckman, Paul**125-131 On a modified binomial distribution of order k***by*Huang, Wen-Tao & Tsai, Chiou-Shiang**133-137 Asymptotic expansions of the Fisher information in a sample mean***by*Lloyd, Chris J.**139-145 Min-max asymptotic variance of M-estimates of location when scale is unknown***by*Li, Bing & Zamar, Ruben H.**147-148 A note on the distribution of the determinant of a random matrix***by*Wise, Gary L. & Hall, Eric B.**149-153 Locally most powerful test for testing the equality of variances of two linear models with common regression parameters***by*Ahmad, Manzoor & Chaubey, Yogendra P.**155-160 Multinomial estimation procedures for isotonic cones***by*Dykstra, R. L. & Lee, Chu-In Charles**161-165 Poisson approximation for random sums of Bernoulli random variables***by*Yannaros, Nikos**167-168 A robust affine-equivariant median***by*Jeyaratnam, S.**169-172 A note on balanced cluster sampling***by*Tallis, G. M.**173-175 A note on the Hardy-Weinberg model in generalized ABO systems***by*Singer, Julio M. & Peres, Clovis A. & Harle, Carlos E.**177-180 Universal optimality of block designs with unequal block sizes***by*Gupta, V. K. & Das, A. & Dey, A.**181-183 Asymptotic and approximative distribution of a statistic by resampling with or without replacement***by*Donegani, M.**185-188 U-estimability under sequential binomial sampling***by*Neeman, Teresa

### 1991, Volume 11, Issue 1

**1-6 On the Poisson approximation for some multinomial distributions***by*Blanc, Antoni Sintes**7-16 Binomial approximation to the Poisson binomial distribution***by*Ehm, Werner**17-25 Bayesian analysis for two-components systems and a conjugate family of bivariate densities***by*Spizzichino, F.**27-32 Jackknife variance estimators for generalized L-statistics***by*Shao, Jun**33-36 Singular value decomposition of design matrices in ANOVA with balanced data***by*Wansbeek, Tom**37-41 Generalized inverse normal distributions***by*Robert, Christian**43-47 On Mason's extension of the Erdös--Rényi law of large numbers***by*Bacro, Jean-Noël & Brito, Margarida**49-51 The efficiency of jack-knifed and usual ridge type estimators: A comparison***by*Gruber, Marvin H. J.**53-56 Rank correlation inequalities with ties and missing data***by*Loukas, Sotiris & Papaioannou, Takis**57-61 Linear structural relations: Gradient and Hessian of the fitting function***by*Neudecker, Heinz & Satorra, Albert**63-64 Log-concavity of probability of occurrence of at least r independent events***by*Sathe, Y. S. & Bendre, S. M.**65-67 A comment on Buehler optimal confidence bounds for series systems reliability***by*Reiser, Benjamin & Jaegar, Mordechai**69-70 A normal scale mixture representation of the logistic distribution***by*Stefanski, Leonard A.**71-76 nr-Consistency of certain optimal estimators, 0***by*Sanz, Gerardo

### 1990, Volume 10, Issue 5

**363-368 Asymptotic minimax properties of M-estimators of scale***by*Wiens, Douglas P. & Wu, K. H. Eden**369-376 Estimating a mixing distribution in a multiple observation setting***by*Mack, Y. P. & Matloff, Norman S.**377-379 A class of infinitely divisible variance functions with an application to the polynomial case***by*Bar-Lev, Shaul K. & Bshouty, Daoud**381-390 Some peculiar boundary phenomena for extremes of rth nearest neighbor links***by*Dette, H. & Henze, N.**391-396 A note on convergence in Banach spaces of cotype p***by*Wang, Xiang Chen & Rao, M. Bhaskara**397-405 Non-parametric estimation of the density of a point process***by*Dia, Galaye**407-410 Dispersive ordering by the spread function***by*Muñoz-Perez, J.**411-417 Influence diagnostics for the proportional hazards model***by*Weissfeld, L. A.**419-426 Efficient robust estimation of parameter in the random censorship model***by*Yang, Song**427-430 The 'birth-and-assassination' process***by*Aldous, David & Krebs, William B.**431-437 On the efficiency of a testimator for the mean of an inverse Gaussian distribution***by*Chandra, Nimai Kumar**439-447 On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences***by*Rama Krishnaiah, Y. S.

### 1990, Volume 10, Issue 4

**273-278 Weak convergence and the exponential rate of concentration for posterior density functions***by*Maryak, John L. & Spall, James C.**279-281 Rectangular lattice designs***by*Afsarinejad, Kasra**283-289 Mean squared error properties of kernel estimates or regression quantiles***by*Jones, M. C. & Hall, Peter**291-295 Robustness of the one-sided Mann--Whitney--Wilcoxon test to dependency between samples***by*Zielinski, Ryszard**297-299 A note on Das's approximation to Mills's ratio***by*Wichura, Michael J.**301-305 Weak convergence of the maximum error of the bootstrap quantile estimate***by*Falk, Michael**307-315 Remarks on univariate elliptical distributions***by*Prakasa Rao, B. L. S.**317-319 Diffusions on some submanifolds of euclidean spaces***by*Gzyl, Henryk**321-324 On an interval splitting problem***by*Bruss, F. Thomas & Jammalamadaka, S. Rao & Zhou, Xian**325-328 The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version***by*Niinimaa, A. & Oja, H. & Tableman, Mara**329-333 Unbiased nonparametric estimation of the derivative of the mean***by*Rychlik, Tomasz**335-339 Variate generation for accelerated life and proportional hazards models with time dependent covariates***by*Leemis, Lawrence M. & Shih, Li-Hsing & Reynertson, Kurt**341-349 Asymptotic expansions of the probabilities of misclassification for k-NN discriminant rules***by*Chanda, Kamal C.**351-353 Minimal sufficient statistics for the unbalanced two-fold nested model***by*Khuri, AndréI. & Ghosh, Malay**355-362 On a test for dispersive ordering***by*Bartoszewicz, Jaroslaw & Bednarski, Tadeusz

### 1990, Volume 10, Issue 3

**181-184 On the concavity of the infinitesimal renewal function***by*Szekli, R.**185-187 Convergence of the sum of reciprocal renewal times***by*Newman, Charles M.**189-192 Probabilistic proofs of relations with Stirling numbers of the first kind by Dirichlet process***by*Yamato, Hajime**193-201 Kernel density estimation under dependence***by*Tran, Lanh Tat**203-211 Nonparametric multiple function fitting***by*Georgiev, Alexander A.**213-215 A martingale characterization of the Wiener process***by*Wesolowski, Jacek**217-219 On a connection between the non-central [chi]2 distribution and Bessel diffusions***by*Chari, Ravi**221-224 Two examples of nonlinear processes with a mixed exponential marginal distribution***by*Jevremovic, Vesna**225-229 Stochastic differential equations with singular drift***by*Rutkowski, Marek**231-234 Testing and estimation of equal variances for correlated variables***by*Shapiro, Alexander & Cohen, Ayala**235-239 A characterization of the distribution function: the dispersion function***by*Muñoz-Perez, J. & Sanchez-Gomez, A.**241-245 Uniformly minimum variance unbiased estimator of efficiency ratio in estimation of normal population mean***by*Srivastava, V. K. & Singh, R. S.**247-255 Degenerate and poisson convergence criteria for success runs***by*Godbole, Anant P.**257-261 A comparison of estimators of functionals of the distribution of a maximum***by*Cohen, Jonathan P.**263-270 On a martingale characterization of two-parameter Wiener process***by*Cabaña, Enrique M.

### 1990, Volume 10, Issue 2

**91-94 Sharp mean-variance bounds for Jensen-type inequalities***by*Pittenger, A. O.**95-100 On the construction of classes of variance stabilizing transformations***by*Bar-Lev, Shaul K. & Enis, Peter**101-106 On some accurate bounds for the quantiles of a non-central chi squared distribution***by*Robert, Christian**107-109 Estimators with nondecreasing risk: application of a chi-squared identity***by*Casella, George**111-117 Fourth-order rotatable designs: A-optimal measures***by*Mukerjee, Rahul & Huda, S.**119-124 Specific formulae for some success run distributions***by*Godbole, Anant P.**125-133 On the asymptotic permutational normality of certain weighted measures of correlation***by*Salama, Ibrahim A. & Quade, Dana**135-140 On the ratio of hazard functions in the presence of a nuisance covariate***by*Liu, P. Y. & Voelkel, J. & Crowley, J.**141-143 Implementing semiparametric density estimation***by*Faraway, Julian**145-149 Uniform consistency of a class of regression function estimators for Banach-space valued random variable***by*Lecoutre, Jean-Pierre**151-157 Inadmissibility of an estimator for the ratio of variance components***by*Das, K. & Meneghini, Q. & Giri, N. C.**159-166 A uniform law of large numbers and empirical central limit theorem for limits of finite populations***by*Horowitz, Joseph**167-172 Existence of joint moments of stable random variables***by*Samorodnitsky, Gennady & Taqqu, Murad S.**173-180 The negative correlations between data-determined bandwidths and the optimal bandwidth***by*Chiu, Shean-Tsong & Marron, J. S.

### 1990, Volume 10, Issue 1

**1-7 Robust estimation of a normal mixture***by*De Veaux, Richard D. & Krieger, Abba M.**9-15 A generalized law of the iterated logarithm***by*Tomkins, R. J.**17-21 A note on adaptive generalized ridge regression estimator***by*Wang, Song-Gui & Chow, Shein-Chung**23-27 On Kolmogorov-Smirnov type aligned test in k-sample linear regression***by*Vasudaven, M.

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