# Elsevier

# Statistics & Probability Letters

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### 1990, Volume 10, Issue 3

**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.**29-35 Multivariate distributions of order k, part II***by*Philippou, Andreas N. & Antzoulakos, Demetris L. & Tripsiannis, Gregory A.**37-41 A note on the stability of the estimation of the exponential distribution***by*Baxter, Laurence A. & Rachev, Svetlozar T.**43-47 Estimating the transition probabilities from censored Markov renewal processes***by*Phelan, Michael J.**49-58 Parameter estimation for hidden Gibbs chains***by*Qian, W. & Titterington, D. M.**59-63 On tests for qualitative interactions***by*Zelterman, Daniel**65-67 On the reliability of stochastic systems: a comment***by*Whitmore, G. A.**69-76 A diagnostic for heteroscedasticity based on the spearman rank correlation***by*Yin, Y. & Carroll, R. J.**77-85 Asymptotic theory in heteroscedastic nonlinear models***by*Shao, Jun**87-90 An application to probability laws of the noncontinuity of the inverse Radon transform***by*Mayer-Wolf, Eddy

### 1990, Volume 9, Issue 5

**381-384 On the inadmissibility of unbiased estimators***by*Berger, James O.**385-389 Empirical bayes prediction for a compound poisson-multinomial process***by*Dalal, Siddhartha R. & Lee, Jack C. & Sabavala, Darius J.**391-395 A relation between the Chernoff index and the Pitman efficacy***by*Kourouklis, Stavros**397-401 Large deviations for some weakly dependent random processes***by*Burton, Robert M. & Dehling, Herold**403-407 The circle homogeneously covered by random walk on 2***by*Auer, Peter**409-422 Two sample rank tests under a random truncation model***by*Johnson, Richard A. & Morrell, Christopher H.**423-429 Smooth goodness of fit tests for categorised composite null hypotheses***by*Rayner, J. C. W. & McAlevey, L. G.**431-437 Dirichlet integrals and moments of gamma distribution order statistics***by*Sobel, Milton & Wells, Martin**439-447 U-statistics on winsorized and trimmed samples***by*Janssen, Paul & Veraverbeke, Noël & Serfling, Robert**449-451 On a multiple correlation ratio***by*Kabe, D. G. & Gupta, A. K.**453-463 Multivariate distributions of order k on a generalized sequence***by*Philippou, Andreas N. & Antzoulakos, Demetris L.**465-470 A note on the limiting distribution of certain characteristic roots***by*Amemiya, Yasuo

### 1990, Volume 9, Issue 4

**291-294 Improving the hartley-David-Gumbel bound for the mean of extreme order statistics***by*Balakrishnan, N.**295-298 A circle covering problem and DNA breakage***by*Holst, Lars**299-304 A test for uniformity with unknown limits based on d'agostino's D***by*Baringhaus, L. & Henze, N.**305-306 A note on linnik's distribution***by*Devroye, Luc**307-309 A counterexample to A.S. constructions***by*Rachev, S. T. & Rüschendorf, L.**311-316 The generalized logarithmic series distribution***by*Hansen, B. G. & Willekens, E.**317-321 A class of minimax estimators of the scale parameter of the uniform distribution***by*Rukhin, Andrew L. & Kuo, Lynn & Dey, Dipak K.**323-325 A simple test for dispersive ordering***by*Aly, Emad-Eldin A. A.**327-329 Best constant in the decoupling inequality for non-negative random variables***by*Hitczenko, Pawel**331-336 Limit points of sample maxima***by*Gut, Allan**337-341 Approximate power of portmanteau tests for time series***by*Battaglia, Francesco**343-345 A note on ridge regression***by*Chawla, J. S.**347-355 On the measures of multicollinearity in least squares regression***by*Wang, Song-Gui & Tse, Siu-Keung & Chow, Shein-Chung**357-359 Existence and uniqueness of a Martingale problem in D+, I'***by*Fierro, Raul**361-365 Lp nonuniform bounds for asymptotic normality of linear rank statistics***by*Wu, Tiee-Jian**367-374 Robustness against unexpected dependence in the location model***by*Zamar, Ruben H.**375-380 Robustified version of Stein's multivariate location estimation***by*Jurecková, Jana & Ehsanes Saleh, A. K. Md.

### 1990, Volume 9, Issue 3

**201-205 A note on the almost sure central limit theorem***by*Lacey, Michael T. & Philipp, Walter**207-213 A local limit theorem for sums of dependent random variables***by*Wang, Mei & Woodroofe, Michael**215-216 A covariance inequality for coherent structures***by*Joag-Dev, Kumar & Proschan, Frank**217-222 Stochastic ordering for permutation symmetric distributions***by*Scarsini, Marco & Shaked, Moshe**223-228 Measure of information and contiguity***by*Puri, Madan Lal & Vincze, István**229-235 Rates of convergence of some estimators in a class of deconvolution problems***by*Stefanski, Leonard A.**237-240 On the law of the logarithm for density estimators***by*Hall, Peter**241-251 On the approximation of P--P and Q--Q plot processes by brownian bridges***by*Beirlant, Jan & Deheuvels, Paul**253-258 An asymptotic sufficiency property of observations related to the first hitting times of a diffusion***by*Genon-Catalot, V. & Larédo, C.**259-265 Model selection for least absolute deviations regression in small samples***by*Hurvich, Clifford M. & Tsai, Chih-Ling**267-272 Rate of convergence in the strong law of large numbers for U-statistics based on a multidimensionally indexed array of random variables***by*Christofides, Tasos C.**273-278 Inequalities for noncentral chi-square distributions***by*Kallenberg, Wilbert C. M.**279-287 Isotonic estimation in stochastic approximation***by*Hanson, D. L. & Mukerjee, Hari**289-290 Thomas Bayes: some clues to his education***by*Dale, A. I.

### 1990, Volume 9, Issue 2

**101-105 Testing regression function adequacy in nonlinear multiresponse models***by*Neill, James W. & Yang, Shie-Shien**107-109 A class of tests for homogeneity of quantiles under unequal right-censorship***by*Chakraborti, S.**111-117 Density estimation with Haar series***by*Engel, Joachim**119-124 An extension of Anderson's multiple decision procedure***by*McCabe, B. P. M.**125-127 On order statistics in waiting time for runs in Markov chains***by*Banjevic, Dragan**129-132 The performance of kernel density functions in kernel distribution function estimation***by*Jones, M. C.**133-140 Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives***by*Karunamuni, R. J. & Mehra, K. L.**141-143 Circular balanced uniform repeated measurements designs, II***by*Afsarinejad, Kasra**145-147 Some characterizations of distributions based on order statistics***by*Papathanasiou, V.**149-154 A note on the asymptotic distribution of a statistic for testing stability of a correlation coefficient***by*Hawkins, D. L.**155-161 Modified Bessel functions and their applications in probability and statistics***by*Robert, Christian**163-171 On geometric distributions of order (k1,...,km)***by*Ling, K. D.**173-177 On the asymptotic behavior of a class of nonparametric tests for a change-point problem***by*Yao, Yi-Ching**179-185 Minimax sequential estimation plans for exponential-type processes***by*Magiera, Ryszard**187-193 Some properties of adding a smoothing step to the EM algorithm***by*Nychka, Douglas**195-200 Testing for and against an order restriction in mixed-effects models***by*Singh, Bahadur & Wright, F. T.

### 1990, Volume 9, Issue 1

**1-4 On a recurrence relation for order statistics***by*Sathe, Y. S. & Dixit, U. J.**5-11 Sooner and later waiting time problems for Bernoulli trials: frequency and run quotas***by*Ebneshahrashoob, M. & Sobel, Milton**13-22 Estimation in two sample type II censoring models***by*Mehrotra, K. G. & Schick, A. & Susarla, V.**23-25 A short note on optimal bandwidth selection for kernel estimators***by*Mammen, Enno**27-33 Remark concerning data-dependent bandwidth choice in density estimation***by*Mielniczuk, Jan**35-39 Toward a universal random number generator***by*Marsaglia, George & Zaman, Arif & Wan Tsang, Wai**41-46 On the characterization of Pitman measure of nearness***by*Lee, Carl M. -S.**47-50 Weak convergence of the remainder term in the Bahadur representation of extreme quantiles***by*Falk, Michael**51-57 Median polish and a modified procedure***by*Chen, Shande & Farnsworth, David**59-65 On conditionally mixing processes***by*Veijanen, Ari**67-73 Influence diagnostics for the Weibull model fit to censored data***by*Weissfeld, Lisa A. & Schneider, Helmut**75-81 Families of min-stable multivariate exponential and multivariate extreme value distributions***by*Joe, Harry**83-90 inadmissibility of the maximum likelihood estimator of the inverse gaussian mean***by*Hsieh, H. K. & Korwar, R. M. & Rukhin, A. L.**91-97 Full maximum likelihood analysis of structural equation models with polytomous variables***by*Lee, Sik-Yum & Poon, Wai-Yin & Bentler, P. M.**99-100 Complete characterization of optimum weighing designs for estimating the total weight***by*Kageyama, Sanpei

### 1989, Volume 8, Issue 5

**397-405 Functional calculus and asymptotic theory for statistical analysis***by*Shao, Jun**407-410 A note on the asymptotic covariance matrix of the Yule--Walker estimator***by*Knight, Keith**411-418 Imputation of missing values using density estimation***by*Titterington, D. M. & Sedransk, J.**419-423 A universal lower bound for the kernel estimate***by*Devroye, Luc**425-433 On the non-consistency of the L2-cross-validated kernel density estimate***by*Devroye, Luc**435-440 On the bivariate normal distribution and association models for ordinal categorical data***by*Becker, Mark P.**441-443 A note on Banach's match box problem***by*Holst, Lars**445-449 Mean squared errors of estimators of the intensity function of a nonhomogeneous Poisson process***by*Rigdon, Steven E. & Basu, Asit P.**451-456 Limit distribution of spacings statistics when the sample size is random***by*Aras, Girish & Jammalamadaka, S. Rao & Zhou, X.**457-461 Applications of a necessary and sufficient condition for OLS to be BLUE***by*Baltagi, Badi H.**463-468 Characterizations of infinite dimensional Gaussian shift experiments***by*Luschgy, Harald**469-475 A transformation useful for bounding a forecast***by*Thompson, Patrick A.**477-483 Stable limit distributions for strongly mixing sequences***by*Denker, Manfred & Jakubowski, Adam**485-487 Note on a characterization of gamma distributions***by*Huang, Wen-Jang & Chen, Li-Sue**489-491 A caution on mixing conditions for random fields***by*Bradley, Richard C.**493-496 On a loss of memory property of the maximum***by*Hsing, Tailen

### 1989, Volume 8, Issue 4

**297-299 Sharp inequalities between skewness and kurtosis***by*Rohatgi, Vijay K. & Székely, Gábor J.**301-306 On best possible approximations of local time***by*Csörgo, Miklós & Horváth, Lajos**307-314 Stein's method in a two-dimensional coverage problem***by*Aldous, David J.**315-323 On the non-parametric estimation of the bivariate extreme-value distributions***by*Deheuvels, Paul & Tiago de Oliveira, José**325-328 On point processes in the plane***by*Arenas, C.**329-334 On pricing of market-indexed certificates of deposit***by*Gardiner, Joseph C. & Levental, Shlomo**335-337 Characterization of discrete models by distribution based on their partial sums***by*Unnikrishnan Nair, N. & Hitha, N.**339-345 On the behaviour of the sample autocovariances and autocorrelations of a seasonal arima model***by*Latour, Alain & Roy, Roch**347-354 Bandwidth selection for kernel estimate with correlated noise***by*Chiu, Shean-Tsong**355-362 Nonparametric regression M-quantiles***by*Antoch, J. & Janssen, P.**363-369 Markov processes with infinitely divisible limit distributions: some examples***by*Kelly, Douglas & Simons, Gordon**371-376 Markov processes and exponential families on a finite set***by*Ycart, Bernard**377-380 A characterization of the pareto process among stationary stochastic processes of the form Xn = c min(Xn-1, Yn)***by*Arnold, Barry C. & Hallett, J. Terry**381-387 Tailweight and life distributions***by*Averous, J. & Meste, M.**389-395 A probability distribution associated with events with multiple occurrences***by*Panaretos, John & Xekalaki, Evdokia

### 1989, Volume 8, Issue 3

**197-200 A note on the accuracy of bootstrap percentile method confidence intervals for a quantile***by*Hall, Peter & Martin, Michael A.**201-206 Bootstrap inversion of edgeworth expansions for nonparametric confidence intervals***by*Rayner, Robert K.**207-211 A characterization of gumbel's family of extreme value distributions***by*Genest, Christian & Rivest, Louis-Paul**213-218 Intrinsic estimation of the dependence structure for bivariate extremes***by*de Oliveira, J. Tiago**219-223 Embedding in extremal processes and the asymptotic behavior of sums of minima***by*Gouet, Raúl**225-228 A martingale approach to strong convergence in a generalized Pólya-Eggenberger urn model***by*Gouet, Raúl**229-234 On diffusions that cannot escape from a convex set***by*Korzeniowski, Andrzej**235-243 Some asymptotic properties of an estimate of the survival function under dependence conditions***by*Roussas, George G.**245-253 Rate of convergence of the spline estimates for Markov chains***by*Burman, Prabir**255-260 Positive definite norm dependent functions on l[infinity]***by*Misiewicz, Jolanta K.**261-265 Bounds on expectations of order statistics for dependent samples***by*Hoover, Donald R.**267-271 Optimum biased spring balance weighing designs***by*Katulska, Krystyna**273-278 Two stage conditionally unbiased estimators of the selected mean***by*Cohen, Arthur & Sackrowitz, Harold B.**279-287 Infinite dimensional parameter identification for stochastic parabolic systems***by*Aihara, ShinIchi & Bagchi, Arunabha**289-296 Method of Kim-Zam: an algorithm for computing the maximum likelihood estimator***by*Fu, James C.

### 1989, Volume 8, Issue 2

**97-107 Rank-based inference for linear models: asymmetric errors***by*Aubuchon, James C. & Hettmansperger, Thomas P.**109-117 A local cross-validation algorithm***by*Hall, Peter & Schucany, William R.**119-122 A simple characterization of non-randomized admissible procedures in group testing***by*Yao, Y. C.**123-127 Poisson limits for generalized random allocation problems***by*Harris, Bernard**129-135 One-sided confidence intervals on nonnegative sums of variance components***by*Ting, Naitee & Burdick, Richard K. & Graybill, Franklin A. & Gui, Rongde**137-142 Some distributions connected with sums of rectangular random variables***by*Stadje, Wolfgang**143-146 Variances of sample medians***by*Lin, G. D. & Huang, J. S.**147-155 Half-sample estimation of sampling distributions***by*Shao, Jun**157-162 On some information measures of degree [beta] = 2: estimation in simple-stage cluster sampling***by*Gil, María Angeles & Gil, Pedro**163-166 Effect of a missing observation on Hotelling's generalized T02***by*Kshirsagar, Anant M.**167-170 Bias in nonlinear regression model with heteroscedastic or Ar(1) error structure***by*Tsai, Chih-Ling**171-174 Influence of incomplete observations in multiple linear regression***by*Shih, Weichung Joseph**175-177 Pearson chi-square estimator and test for log-linear models with expected frequencies subject to linear constraints***by*Bonett, Douglas G.**179-184 Nonparametric Bayesian analysis of the accelerated failure time model***by*Johnson, Wesley & Christensen, Ronald**185-188 Ordering probability distributions by tail behavior***by*Alzaid, A. A. & Al-Osh, M.**189-192 A proof of the Markov chain tree theorem***by*Anantharam, V. & Tsoucas, P.

### 1989, Volume 8, Issue 1

**1-7 Characterization of the special discrete distributions through infinite, noninfinite and finite divisibility***by*Danial, Edward J.**9-16 Moment inequalities***by*Lau, Tai-shing**17-20 Some inequalities of Bonferroni--Galambos type***by*Tan, Xiaodong & Xu, Yuan**21-24 A note on the bivariate binomial distribution***by*Kocherlakota, S.**25-26 Evaluation of the expected value of a determinant***by*Anderson, T. W.**27-28 A note on the ace algorithm***by*Kettl, Stena**29-34 First and second order derivatives having applications to estimation of response surface optima***by*Peterson, John J.**35-39 Population variance prediction under normal dynamic superpopulation models***by*Bolfarine, Heleno**41-50 Consistent regression estimation with fixed design points under dependence conditions***by*Roussas, George G.**51-53 Spherical matrix distributions and cauchy quotients***by*Phillips, P. C. B.**55-57 On proximity between exponential and DMRL distributions***by*Cheng, Kan & He, Zongfu**59-65 Linear empirical Bayes estimation of quantiles***by*Maritz, J. S.**67-68 Finiteness of moments of randomly stopped sums of i.i.d. random variables***by*Ghahramani, Saeed & Wolff, Ronald W.**69-71 Improved estimation of a covariance matrix under quadratic loss***by*Kubokawa, Tatsuya**73-79 Strong uniform consistency of kernel probability density estimators based on sample moments***by*Abdous, B.**81-88 Asymptotic estimate of probability of misclassification for discriminant rules based on density estimates***by*Chanda, Kamal C. & Ruymgaart, F. H.**89-89 Some new equireplicate balanced block designs***by*Sinha, Kishore**91-95 Weak association with a stress-strength model application***by*Ahmed, A. N. & Alzaid, A. A.

### 1989, Volume 7, Issue 5

**351-356 Characterizations of distributions by variance bounds***by*Cacoullos, T. & Papathanasiou, V.**357-359 Characterizations of uniform and exponential distributions***by*Too, Yeu-Hua & Lin, Gwo Dong**361-367 On random translation models***by*Rüschendorf, Ludger**369-370 A simple proof for the continuity of infinite convolutions of binary random variables***by*Galambos, Janos & Kátai, Imre**371-376 A new class of negative binomial distributions of order k***by*Ling, K. D.**377-380 A test for Weibull populations***by*Chaudhuri, Arijit & Chandra, Nimai Kumar**381-383 Another look at adaptation on the average***by*Li, Ker-Chau & Ylvisaker, Donald**385-389 On Bayes' test for the population mean of bounded observations***by*Wu, Zizhi**391-394 Parameter identification in linear stochastic differential equations***by*Dabrowski, Jacek**395-400 A note of kernel smoothing of an estimator of a periodic function in the multiplicative intensity model***by*Leskow, Jacek**401-405 Locally optimal window widths for kernel density estimation with large samples***by*Schucany, William R.**407-412 Non-parametric estimation of conditional quantiles***by*Samanta, M.**413-416 The asymptotic statistical behaviour of some estimators for a circular structural model***by*Berman, Mark**417-418 An example concerning the likelihood function***by*Evans, Michael**419-424 On the theory of C[alpha]-tests***by*Berger, Agnes & Wallenstein, Sylvan**425-430 An adjustment for a test concerning a principal component subspace***by*Schott, James R.**431-433 On Cox and renewal processes***by*Yannaros, Nikos**435-440 Inconsistencies in the argument leading to the rule of succession***by*Bhave, S. V.

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