# Elsevier

# Statistics & Probability Letters

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### 1988, Volume 7, Issue 3

**187-189 Circular balanced uniform repeated measurements designs***by*Afsarinejad, Kasra**191-194 A note on estimating the number of errors in a system by recapture sampling***by*Nayak, Tapan K.**195-199 Canonical kernels for density estimation***by*Marron, J. S. & Nolan, D.**201-205 Singh's theorem in the lattice case***by*Woodroofe, Michael & Jhun, Myoungshic**207-216 Multivariate distributions of order ?***by*Philippou, Andreas N. & Antzoulakos, Demetris L. & Tripsiannis, Gregory A.**217-220 A remark on the poisson-pascal and some other contagious distributions***by*Willmot, Gordon E.**221-224 On the asymptotic bias of estimators under parameter drift***by*Shapiro, A. & Browne, M. W.**225-228 Testing the homogeneity of small error rates: application to the sensitivity of different Elisa tests for aids antibodies***by*Gastwirth, Joseph L. & Johnson, Wesley O.**229-239 Convolution type estimators for nonparametric regression***by*Mack, Y. P. & Müller, Hans-Georg**241-245 On two methods of identifying influential sets of observations***by*Ghosh, Subir**247-251 The limit distribution of the number of nodes in low strata of a random mapping***by*Mutafchiev, Ljuben R.**253-257 A logistic process constructed using geometric minimization***by*Arnold, Barry C.**259-263 Asymptotic behaviour of reliability functions***by*Main, P.

### 1988, Volume 7, Issue 2

**89-91 Universal optimality of main effect deletion designs***by*Mukerjee, Rahul & Gupta, Sudhir**93-96 On a characterization of the exponential distribution by properties of order statistics***by*Gather, Ursula**97-103 Dominance of the positive-part version of the James-Stein estimator***by*Nickerson, David M.**105-112 A differential version of the Efron-Stein inequality: bounding the variance of a function of an infinitely divisible variable***by*Vitale, Richard A.**113-121 A smooth nonparametric quantile estimator from right-censored data***by*Padget, W. J. & Thombs, L. A.**123-126 A simple method for choosing between the lognormal and weibull models***by*Kappenman, Russell F.**127-129 A note on the noncentral chi-square distribution***by*Bock, M. E. & Govindarajulu, Z.**131-133 "Almost arbitrary" minimax estimators of location for independent component variance mixtures of normal variates***by*Miceli, Robert & Strawderman, William E.**135-137 The existence theorem in general ridge regression***by*Chawla, J. S.**139-143 A note on stirling's expansion for factorial n***by*Kemp, Adrienne W.**145-150 A filtering model for Bayesian analysis of failure data contaminated by maintenance***by*Clarotti, C. A. & Koch, G. & Spizzichino, F.**151-160 Bootstrap confidence intervals***by*Babu, G. J. & Bose, A.**161-165 A recurrence formula for the distribution of the wilcoxon rank sum statistic***by*Brus, Tomek**167-170 The inverse and determinant of a 2 x 2 uniformly distributed random matrix***by*Williamson, R. C. & Downs, T.**171-173 A note on maximum likelihood estimation for the complex-valued first-order autoregressive process***by*Le Breton, A.

### 1988, Volume 7, Issue 1

**1-2 On attainable Cramer - Rao type lower bounds for weighted loss functions***by*Mikulski, Piotr W & Monsour, Michael**3-7 Splitting intervals***by*Herz, Carl**9-15 Universal asymptotic normality for conditionally trimmed sums***by*Hahn, M.G. & Kuelbs, J.**17-20 A note on the strong law of large numbers for positively dependent random variables***by*Birkel, Thomas**21-22 An early occurrence of the Poisson distribution***by*Dale, A.I.**23-26 Strassen-type invariance principles for exchangeable sequences***by*Dabrowski, AndréRobert**27-28 Existence of variance-balanced binary designs with fewer experimental units***by*Kageyama, Sanpei**29-33 Variance bounds by a generalization of the Cauchy-Schwarz inequality***by*Papathanasiou, V.**35-40 Asymptotic properties of the multivariate Nadaraya-Watson regression function estimate: The fixed design case***by*Georgiev, Alexander A**41-46 Some cross-product difference statistics and a test for trends in ordered contingency tables***by*Mei-Ling Ting Lee**47-49 A U-statistic and estimation for the inverse Gaussian distribution***by*Seshadri, V**51-59 On the importance of components for multistate monotone systems***by*Costa Bueno, Vanderlei**61-63 A game with three players***by*Sandell, Dennis**65-71 Uniform consistency of r-means***by*Cuesta, Juan A & Matrán, Carlos**73-80 Asymptotic properties for the sequential cusum procedure***by*Huse, Vera R.**81-85 The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences***by*Dehling, Herold & Taqqu, Murad S.

### 1988, Volume 6, Issue 6

**371-377 On the last exit time and the number of exits of partial sums over a moving boundary***by*Russo, Ralph P.**379-382 Generalization to the sufficient conditions for a discrete random variable to be infinitely divisible***by*Danial, Edward J.**383-388 The local asymptotic minimax adaptive property of a recursive estimate***by*Fabian, Václav**389-394 Bounds for crude survival probabilities within competing risks framework and their statistical application***by*Yakovlev, A. Yu. & Rachev, S. T.**395-397 Some remarks on measures of association of 2 x 2 tables***by*Böker, Fred**399-406 Exact tables of Spearman's Footrule for N = 11(1)18 with estimate of convergence and errors for the normal approximation***by*Franklin, LeRoy A.**407-412 A test for bivariate normality***by*Best, D. J. & Rayner, J. C. W.**413-417 The exponential space of an L2-stochastic process with independent increments***by*Pérez-Abreu, Victor**419-426 Density estimation in the simple proportional hazards model***by*Csörgö, Sándor & Mielniczuk, Jan**427-432 Asymptotically efficient estimation of the sparsity function at a point***by*Welsh, A. H.**433-439 Large deviations and estimation in infinite-dimensional models***by*Hall, W. J. & Huang, Wei-Min**441-446 Strong consistency of the MLE for sequential design problems***by*McCormick, William P. & Mallik, Ashim K. & Reeves, Jack H.

### 1988, Volume 6, Issue 5

**287-293 On goodness-of-fit and the bootstrap***by*Burke, Murray D. & Gombay, Edit**295-298 Narrow and vague convergence of set functions***by*Vervaat, Wim**299-303 On the choice of step size in the Robbins-Monro procedure***by*Goldstein, Larry**305-309 A finite mixture model for the clustering of mixed-mode data***by*Everitt, B. S.**311-314 On the minimization of absolute distance in kernel density estimation***by*Hall, Peter & Wand, Matthew P.**315-319 Rank tests for regression and k-sample rank tests under random censorship***by*Albers, Willem**321-326 Variance bounds using a theorem of Polya***by*Arnold, Barry C. & Brockett, Patrick L.**327-329 A short proof of a martingale representation result***by*Elliott, Robert J. & Kohlmann, Michael**331-334 Block diagonal smoothing splines***by*Yandell, Brian S.**335-339 Graphical analysis of residuals in stratified four-fold tables***by*Tsujitani, Masaaki**341-347 A note on the delete-d jackknife variance estimators***by*Shi, Xiquan**349-355 A new procedure for the estimation of variance components***by*Chow, Shein-Chung & Shao, Jun**357-361 On the average of a random walk***by*Grill, Karl**363-367 An asymptotic derivation of Neyman's C([alpha]) test***by*Akritas, Michael G.

### 1988, Volume 6, Issue 4

**205-211 On the criteria of the mean remaining life***by*Abouammoh, A. M.**213-224 Transforming grouped bivariate data to near normality***by*M. Guerrero, Victor & A. Johnson, Richard**225-227 A short proof of the central limit theorem for markov chains***by*Johnson, Dudley Paul**229-230 Further equireplicate balanced block designs with unequal block sizes***by*Sinha, K. & Jones, B.**231-236 A note on preservation of self-decomposability under geometric compounding***by*Szekli, R.**237-241 A bound for estimation in nonlinear time series models by independence testing methods***by*Feuerverger, Andrey**243-245 Semi knut vik designs***by*Afsarinejad, Kasra**247-250 On binomial distributions of order k***by*Ling, K. D.**251-256 A class of distribution-free tests for testing homogeneity against ordered alternatives***by*Chakraborti, S. & Desu, M. M.**257-261 Constructing a usable overlapping cells X2 goodness of fit test***by*Rayner, J. C. W.**263-267 On the optimality of strong approximation rates for compound renewal processes***by*Steinebach, Josef**269-273 An extension and implications of the inspection paradox***by*Kremers, Walter**275-279 Likelihood ratio tests for central mixtures***by*Zelterman, D.**281-286 Cook statistic and diagnostic for transformations***by*del Río, Manuel

### 1988, Volume 6, Issue 3

**137-139 Relations between two sets of variates: The bits of information provided by each variate in each set***by*Theil, Henri & Chung, Ching-Fan**141-142 Rectangular Hadamard matrices***by*Sinha, Kishore**143-145 The validity of the "Pool-Adjacent-Violator" algorithm***by*Martin Diaz, M. & Salvador González, B.**147-150 Some properties of Kendall's partial rank correlation coefficient***by*Nelson, Paul I. & Yang, Shie-Shien**151-154 A note on conjugate [Pi]-variation and a weak limit theorem for the number of renewals***by*Anderson, Kevin K. & Athreya, Krishna B.**155-158 Radial and directional parts of a random vector***by*Jennrich, Robert I. & Port, Sidney C.**159-162 When are intermediate processes of the same stochastic order?***by*Cooil, Bruce**163-164 A continuity property of the convolution***by*Plachky, D.**165-169 Haight's distributions as a natural exponential family***by*Letac, Gérard & Seshadri, V.**171-174 On a property of strongly reproductive exponential families on***by*Ramachandran, B. & Seshadri, V.**175-180 Optimal scaling for association models when category scores have a natural ordering***by*Tsujitani, Masaaki**181-189 Estimating the number of change-points via Schwarz' criterion***by*Yao, Yi-Ching**191-199 Moderate and Cramer-type large deviation theorems for M-estimators***by*Jurecková, J. & Kallenberg, W. C. M. & Veraverbeke, N.**201-203 Note on a characterization of exponential distributions***by*Kotz, S. & Steutel, F. W.

### 1987, Volume 6, Issue 2

**61-66 Note on the renewal process for truncated exponential variables***by*Stadje, Wolfgang**67-69 Properties of the extended distributions of order ?***by*Hirano, K. & Aki, S.**71-76 On improving convergence rates for nonnegative kernel failure-rate function estimators***by*McCune, E. D. & McCune, S. K.**77-81 The cycle time distribution of exponential cyclic queues with multiple servers***by*Li, Tze Fen**83-85 Estimation of proportional covariances***by*Jensen, Søren Tolver & Johansen, Søren**87-96 The almost sure behavior of the oscillation modulus of the multivariate empirical process***by*Einmahl, J. H. J. & Ruymgaart, F. H.**97-102 Two-sample inference based on one-sample Wilcoxon signed rank statistics***by*Tableman, Mara & Hettmansperger, Thomas P.**103-105 A note on seemingly unrelated regression equations with residual vectors as explanatory variables***by*Oksanen, E. H.**107-108 How many bits of information does an independent variable yield in a multiple regression?***by*Theil, Henri**109-115 Estimation of integrated squared density derivatives***by*Hall, Peter & Marron, J. S.**117-123 Boundary crossing random variables related to quantile convergence***by*Russo, Ralph P. & Chao, Chern-Ching**125-128 Improved estimation of a multinormal precision matrix***by*Dey, Dipak K.**129-136 On moments of ratios of quadratic forms in normal variables***by*Jones, M. C.

### 1987, Volume 6, Issue 1

**1-5 Second order processes with restrictions in the index set and applications***by*del Pino, Guido E.**7-9 Estimating normal means with symmetric gain functions***by*Weiss, Lionel**11-12 A regressional characterization of the normal law***by*Wesol & owski, Jacek**13-16 A note on dispersive ordering defined by hazard functions***by*Bartoszewicz, J.**17-19 Characterization of vector valued, gaussian, stationary, markov processes***by*Gzyl, Henryk**21-30 On the estimation of a restricted normal mean***by*Gatsonis, Constantine & MacGibbon, Brenda & Strawderman, William**31-36 A comparison of testing and confidence interval methods for the median***by*Sheather, Simon J. & McKean, Joseph W.**37-42 Inverse factorial moments***by*Jones, M. C.**43-45 Minimax second-order designs for difference between estimated responses in extrapolation region***by*Huda, S. & Mukerjee, Rahul**47-54 Estimation of a regression function on a poisson process***by*Dia, Galaye**55-60 Continuity of filtrations of sigma algebras***by*Morrison, John M. & Wise, Gary L.

### 1987, Volume 5, Issue 6

**381-387 Optimal martingale estimating equations in a stochastic process***by*Lloyd, Christopher J.**389-395 On the SPRT for the mean of an exponential distribution***by*Stadje, Wolfgan**397-399 Separating kernel of cylindrical measure***by*Okazaki, Y. & Takahashi, Y.**401-407 Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution***by*Maryak, John L. & Spall, James C.**409-413 On confidence bands and set estimators for the simple linear model***by*Piegorsch, Walter W.**415-419 A stochastic approximation counterpart of the feasible direction method***by*Koronacki, Jacek**421-424 Robustness of row-column designs***by*Singh, Gulab & Gupta, Sudhir & Singh, Murari**425-428 A note on Durbin's formula for the first-passage density***by*Rychlik, Igor

### 1987, Volume 5, Issue 5

**315-316 A short note on the generalized logarithmic series distribution***by*Famoye, Felix**317-322 Schur convexity of the maximum likelihood function for the multivariate hypergeometric and multinomial distributions***by*Boland, Philip J. & Proschan, Frank**323-324 On mutually orthogonal Knut Vik designs***by*Afsarinejad, Kasra**325-327 Modified Bessel function asymptotics via probability***by*Athreya, Krishna B.**329-331 Algebraic bounds on standardized sample moments***by*Dalén, Jörgen**333-337 A remark concerning strong uniform consistency of the conditional Kaplan-Meier estimator***by*Mielniczuk, Jan**339-341 A relation between BIB designs and chemical balance weighing designs***by*Ceranka, B. & Katulska, K.**343-346 A note on extended least squares methods for cluster sampling***by*Hung, Hsien-Ming**347-351 Some shrunken predictors in finite populations with a multinormal superpopulation model***by*Rodrigues, Josemar**353-360 An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study***by*Finster, Mark P.**361-365 An improved chi-squared test for a principal component***by*Schott, James R.**367-370 A note on products of random matrices***by*Högnäs, Göran**371-374 Rates of convergence in the strong law of large numbers for degenerate U-statistics***by*Kokic, P. N.**375-378 On the identifiability of mixtures of infinitely divisible power series distributions***by*Lüxmann-Ellinghaus, U.

### 1987, Volume 5, Issue 4

**239-239 Resolution of godambe's paradox***by*Godambe, V. P.**241-241 A note on resolution of Godambe's paradox***by*Joshi, V. M.**243-246 Godambe's paradox and the ancillarity principle***by*Bhave, S. V.**247-248 An expansion of the index of large deviations for linear rank statistics***by*Ledwina, Teresa**249-254 Almost sure convergence of recursive density estimators for stationary mixing processes***by*Masry, Elias**255-262 Local bahadur optimality of some rank tests of independence***by*Bajorski, Piotr**263-266 Bivariate distributions with pareto conditionals***by*Arnold, Barry C.**267-272 On the integrability of sup Sn/n1/r for 1***by*Choi, Bong Dae & Sung, Soo Hak**273-277 Existence of moments and an asymptotic result based on a mixture of exponential distributions***by*Bar-Lev, Shaul K. & Enis, Peter**279-285 Note on the uniform convergence of density estimates for mixing random variables***by*Ioannides, D. & Roussas, G. G.**287-292 Unbiased estimation of von Mises functionals***by*Rüschendorf, Ludger**293-294 Characterization of a family of discrete distributions via a chernoff type inequality***by*Deo Kumar, Srivastava & Sreehari, M.**295-298 Spectral representations for random densities***by*Lenk, Peter J.**299-303 A kalman filter model for single and two-stage repeated surveys***by*Rodrigues, Josemar & Bolfarine, Heleno**305-311 An exact test for the nesting effects variance component in an unbalanced random two-fold nested model***by*Khuri, A. I.

### 1987, Volume 5, Issue 3

**163-167 A screening method for a nonparametric model***by*Kowalczyk, Teresa & Mielniczuk, Jan**169-173 An approximation of F distribution by binomial probabilities***by*George, E. Olusegun & Singh, Karan P.**175-180 A kernel-type estimator for generalized quantiles***by*Veraverbeke, Noël**181-185 A general form of the law of the iterated logarithm for the weighted multivariate empirical process***by*Einmahl, John H. J.**187-190 Characterization of normality within the class of elliptical contoured distributions***by*Khatri, C. G. & Mukerjee, Rahul**191-192 On a statistical optimality of magic squares***by*Hedayat, A.**193-195 On the type hypothesis for the strong law of large numbers***by*Hernández, Victor & Romo, Juan J.**197-200 Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution***by*Takahashi, Rinya**201-207 Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis***by*Berkane, Maria & Bentler, P. M.**209-211 The exponential integral distribution***by*Meijer, J. W. & Baken, N. H. G.**213-215 On improving distribution function estimators which are not monotonic functions***by*Gajek, Les[left ceiling]aw**217-218 A note on a Kolmogorov inequality***by*Young, Dean M. & Seaman, John W. & Marco, Virgil R.**219-224 Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in L2***by*Rafaj[left ceiling]owicz, Ewaryst**225-230 On unbiased multinomial estimation***by*Kim, Seong-in & Bai, D. S.**231-234 Some remarks on a linear stochastic differential equation***by*Nualart, David**235-237 On Klass' series criterion for the minimal growth rate of partial maxima***by*Godbole, Anant P.

### 1987, Volume 5, Issue 2

**83-85 Another characterization of the type I extreme value distribution***by*Ballerini, Rocco**87-93 A decomposition of the Brownian path***by*Karatzas, Ioannis & Shreve, Steven E.**95-98 What do the arithmetic, geometric and harmonic means tell us in length-biased sampling?***by*Sen, Pranab Kumar**99-103 An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means***by*Holmquist, Björn**105-111 Occupation probability of a correlated random walk and a correlated ruin problem***by*Mukherjea, Arunava & Steele, David A.**113-118 A new definition of the predictive likelihood***by*Chib, Siddhartha & Jammalamadaka, S. Rao & Tiwari, Ram C.**119-124 Nonparametric estimation of a bivariate survivorship function with doubly censored data***by*Korwar, Ramesh M.**125-128 Asymptotic confidence bands for densities based on nearest neighbor estimators under censoring***by*Mielniczuk, Jan**129-134 Partial collapsibility in multidimensional contingency tables***by*Davis, Linda June**135-142 Bayesian analysis in random coefficient m-group regression***by*Fortney, William G. & Miller, Robert B.**143-147 The central limit theorem for summability methods of some weakly dependent sequences***by*Yoshihara, Ken-ichi & Takahata, Hiroshi**149-151 A note on estimation and information topologies***by*Whitney, Paul**153-159 Mise of kernel estimates of a density and its derivatives***by*Singh, Radhey S.

### 1987, Volume 5, Issue 1

**1-3 Admissibility of goodness of fit tests for discrete exponential families***by*Cohen, Arthur & Sackrowitz, Harold B.**5-14 Some convergence results for kernel-type quantile estimators under censoring***by*Lio, Y. L. & Padgett, W. J.**15-18 On assessing multivariate normality based on shapiro-wilk W statistic***by*Srivastava, M. S. & Hui, T. K.**19-22 On exact and asymptotic tests of non-nested models***by*Bera, Anil K. & McAleer, Michael**23-27 On the strong consistency of a solution to the likelihood equation***by*Kourouklis, Stavros**29-34 On unbiased multinomial estimation***by*Kim, Seong-in & Bai, D. S.**35-37 The structure of improper solutions in maximum likelihood factor analysis***by*Ihara, Masamori**39-42 Characterizations of generalized multivariate discrete distributions by a regression point***by*Cacoullos, T.**43-48 Easily determining which urns are 'favorable'***by*Simons, Gordon**49-54 Coefficients of determination for least absolute deviation analysis***by*McKean, Joseph W. & Sievers, Gerald L.**55-63 Probability estimation via smoothing in sparse contingency tables with ordered categories***by*Simonoff, Jeffrey S.**65-69 Methodologies for the estimation of missing observations in time series***by*Ferreiro, Osvaldo

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