# Elsevier

# Statistics & Probability Letters

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### 2006, Volume 76, Issue 6

**625-633 The moments of SETARMA models***by*Amendola, Alessandra & Niglio, Marcella & Vitale, Cosimo**634-640 Minimum projection uniformity criterion and its application***by*Zhang, Shangli & Qin, Hong**641-651 Unit roots: Periodogram ordinate***by*Bhattacharyya, B.B. & Richardson, G.D. & Flores, P.V.

### 2006, Volume 76, Issue 5

**439-445 Stationary bivariate minification processes***by*Ristic, Miroslav M.**446-452 General Harris regularity criterion for non-linear Markov branching processes***by*Chen, Anyue & Li, Junping & Ramesh, N.I.**453-464 Stochastic structure of asymptotic quantization errors***by*Shykula, Mykola & Seleznjev, Oleg**465-469 On the concentration phenomenon for [phi]-subgaussian random elements***by*Antonini, Rita Giuliano & Hu, Tien-Chung & Volodin, Andrei**470-478 Model misspecification effects in clustered count data analysis***by*Jowaheer, Vandna**479-487 Expressions for the normal distribution and repeated normal integrals***by*Withers, C.S. & McGavin, P.N.**488-494 Stochastic ordering of bivariate elliptical distributions***by*Landsman, Zinoviy & Tsanakas, Andreas**495-502 A stochastic equation for the law of the random Dirichlet variance***by*Epifani, I. & Guglielmi, A. & Melilli, E.**503-506 A converse to precise asymptotic results***by*Li, Deli & Spataru, Aurel**507-512 Some moment relationships for skew-symmetric distributions***by*Umbach, Dale**513-519 A new method for estimating variance from data imputed with ratio method of imputation***by*Arnab, Raghunath & Singh, Sarjinder**520-530 Consistent linear model selection***by*Zhao, Meng & Kulasekera, K.B.**531-536 Almost sure convergence of stochastic gradient processes with matrix step sizes***by*Monnez, Jean-Marie**537-545 On the Fisher information in record data***by*Balakrishnan, N. & Stepanov, A.

### 2006, Volume 76, Issue 4

**327-339 Width-scaled confidence bands for survival functions***by*McKeague, Ian W. & Zhao, Yichuan**340-348 Wild bootstrap estimation in partially linear models with heteroscedasticity***by*You, Jinhong & Chen, Gemai**349-352 On sampling stationary autoregressive model parameters uniformly in r2 value***by*Fitzgibbon, L.J.**353-361 A non-linear conditional probability model for generating correlated binary data***by*Farrell, Patrick J. & Sutradhar, Brajendra C.**362-368 Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations***by*Chan, Wenyaw & Peng, Nan Fu**369-372 An inequality involving correlations***by*Nematollahi, A.R. & Soltani, A.R.**373-383 Modified balanced circular systematic sampling***by*Leu, Ching-Ho & Kao, Fei-Fei**384-392 Confidence regions for the ratio of percentiles***by*Huang, Li-Fei & Johnson, Richard A.**393-400 Dimension reduction via marginal high moments in regression***by*Yin, Xiangrong & Cook, R. Dennis**401-411 Fluctuation limit theorems of immigration superprocesses with small branching***by*Li, Zenghu & Zhang, Mei**412-422 Empirical likelihood for semiparametric varying-coefficient partially linear regression models***by*You, Jinhong & Zhou, Yong**423-430 Three random variable transformations giving Heisenberg-type uncertainty relations***by*D'Angiò, Roberto**431-437 On the consistency of kernel density estimates under modality constraints***by*Futschik, A. & Isogai, E.

### 2006, Volume 76, Issue 3

**221-230 Rates of convergence of an adaptive kernel density estimator for finite mixture models***by*Karunamuni, R.J. & Sriram, T.N. & Wu, J.**231-243 On risk dependence and mrl ordering***by*Frostig, Esther**244-254 Penalized likelihood hazard estimation: Efficient approximation and Bayesian confidence intervals***by*Du, Pang & Gu, Chong**255-265 An improved likelihood ratio test for varying dispersion in exponential family nonlinear models***by*Cysneiros, Audrey H.M.A. & Ferrari, Silvia L.P.**266-273 On the use of three level orthogonal arrays in robust parameter design***by*Kolaiti, E. & Koukouvinos, C.**274-279 Non-isomorphic orthogonal arrays obtained by juxtaposition***by*Evangelaras, H. & Kolaiti, E. & Koukouvinos, C.**280-290 Almost sure versions of the Darling-Erdös theorem***by*Berkes, István & Weber, Michel**291-297 On the performance of the DHF tests against nonstationary alternatives***by*del Barrio Castro, Tomas**298-303 Approximation of distributions***by*Belili, Nacereddine & Heinich, Henri**304-309 Resolving the tail instability in weighted log-rank statistics for clustered survival data***by*Kosorok, Michael R. & Gangnon, Ronald E.**310-317 Least squares estimation for critical random coefficient first-order autoregressive processes***by*Hwang, S.Y. & Basawa, I.V. & Yoon Kim, Tae**318-326 Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals***by*Lekshmi, V. Seetha & Jose, K.K.

### 2006, Volume 76, Issue 2

**109-116 A note on quantile estimation for long-range dependent stochastic processes***by*Youndjé, É. & Vieu, P.**117-127 Prediction of kth records***by*Klimczak, Monika**128-134 Prediction for some processes related to a fractional Brownian motion***by*Duncan, T.E.**135-141 A note on the extremes of a particular moving average count data model***by*Hall, Andreia & Moreira, Orlando**142-152 Goodness-of-fit methods for the bipolar Watson distribution defined on the hypersphere***by*Figueiredo, Adelaide & Gomes, Paolo**153-160 Empirical likelihood for NA series***by*Zhang, Junjian**161-168 Orthogonal multiple contrast test for testing monotone on the average***by*Peng, J. & Lee, C.I.C. & Liu, L. & Jiang, J.**169-181 Empirical likelihood for the difference of two survival functions under right censorship***by*Shen, Junshan & He, Shuyuan**182-190 Estimation in a change-point hazard regression model***by*Dupuy, Jean-François**191-202 An extension of almost sure central limit theory***by*Hörmann, Siegfried**203-210 Sufficient and necessary condition for the convergence of stochastic approximation algorithms***by*Chen, Neiping & Liu, Wenbin & Feng, Jianfeng**211-220 Asymptotic normality of an adaptive kernel density estimator for finite mixture models***by*Karunamuni, R.J. & Sriram, T.N. & Wu, J.

### 2006, Volume 76, Issue 1

**1-9 An occupancy distribution arising in a limiting dilution assay for HIV-1***by*Zelterman, Daniel**10-18 On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model***by*Genest, Christian & Quessy, Jean-François & Rémillard, Bruno**19-26 Exact likelihood ratio scale and homogeneity testing of some loss processes***by*Stehlík, Milan**27-34 Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression***by*Vougas, Dimitrios V.**35-38 Comments on the rate of convergence to asymptotic independence between order statistics***by*Barakat, H.M.**39-44 Approximation of the posterior density for diffusion processes***by*Cano, J.A. & Kessler, M. & Salmerón, D.**45-57 Heavy points of a d-dimensional simple random walk***by*Csáki, Endre & Földes, Antónia & Révész, Pál**58-68 On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications***by*Bouhaddioui, Chafik & Roy, Roch**69-82 Some new tests for normality based on U-processes***by*Arcones, Miguel A. & Wang, Yishi**83-92 Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean***by*Droge, Bernd**93-108 Sieves estimator of the operator of a functional autoregressive process***by*Mourid, Tahar & Bensmain, Nawel

### 2005, Volume 75, Issue 4

**237-248 The storage capacity of the Hopfield model and moderate deviations***by*Löwe, Matthias & Vermet, Franck**249-255 On convergence of random linear functionals***by*Majumdar, Suman**256-266 A generator for explicit univariate lower bounds***by*Seneta, Eugene & Chen, John T.**267-279 The law of iterated logarithm of estimators for partially linear panel data models***by*You, Jinhong & Zhou, Xian**280-290 The generalized Charlier series distribution as a distribution with two-step recursion***by*Kitano, Masashi & Shimizu, Kunio & Ong, S.H.**291-297 Optimal fractional factorial plans using minihypers***by*Aggarwal, M.L. & Mazumder, Mukta Datta**298-306 Projection properties of some orthogonal arrays***by*Dey, Aloke**307-314 On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix***by*Falk, Michael**315-324 Empirical Bayes nonparametric kernel density estimation***by*Ker, Alan P. & Ergün, A.T.**325-330 A note on the distribution of kth records from discrete distributions***by*López-Blázquez, F. & Salamanca Miño, B. & Dembinska, A.

### 2005, Volume 75, Issue 3

**151-157 Some limiting theorems of some random quadratic forms***by*Pan, Guangming & Miao, Boqi & Jin, Baisuo**158-168 Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric***by*Sancetta, Alessio**169-178 Some new orthogonal arrays***by*Kuhfeld, Warren F. & Suen, Chung-yi**179-189 On a class of Lévy processes***by*Braverman, Michael**190-202 Distribution-free confidence intervals for quantile intervals based on current records***by*Ahmadi, J. & Balakrishnan, N.**203-210 An approach for studying aliasing relations of mixed fractional factorials based on product arrays***by*Mandal, Abhyuday**211-218 On identifiability of certain latent class models***by*van Wieringen, Wessel N.**219-229 A new type of parameter estimation algorithm for missing data problems***by*Stoica, Petre & Xu, Luzhou & Li, Jian**230-236 On some stochastic models for replication of character strings***by*Chaudhuri, Probal & Dasgupta, Amites

### 2005, Volume 75, Issue 2

**77-85 On Lange and Ryan's plotting technique for diagnosing non-normality of random effects***by*Eberly, Lynn E. & Thackeray, Lisa M.**86-96 Bartlett corrections in heteroskedastic t regression models***by*Barroso, Lúcia P. & Cordeiro, Gauss M.**97-102 Random walks whose concave majorants often have few faces***by*Qiao, Zhihua & Steele, J. Michael**103-112 On estimation of the dimensionality in linear canonical analysis***by*Nkiet, Guy Martial**113-118 The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process***by*Yi, Seongbaek**119-126 Some properties of weakly approaching sequences of distributions***by*Sjöstedt-de Luna**127-132 Concentration of the hypergeometric distribution***by*Hush, Don & Scovel, Clint**133-139 The exact covariance matrix of dynamic models with latent variables***by*Lyhagen, Johan**140-150 Bonferroni Curve and the related statistical inference***by*Pundir, Sudesh & Arora, Sangeeta & Jain, Kanchan

### 2005, Volume 75, Issue 1

**1-10 Forecasting volatility***by*Thavaneswaran, A. & Appadoo, S.S. & Peiris, S.**11-17 Multiple maxima in multivariate samples***by*Hashorva, Enkelejd & Hüsler, Jürg**18-28 A new class of multivariate distributions: Scale mixture of Kotz-type distributions***by*Arslan, Olcay**29-38 Distribution of waiting time until the rth occurrence of a compound pattern***by*Chang, Yung-Ming**39-48 Inconsistency of bootstrap for nonstationary, vector autoregressive processes***by*Choi, In**49-57 Pairwise likelihood approach to grouped continuous model and its extension***by*de Leon, A.R.**58-66 Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier***by*Lepeltier, J.-P. & Xu, M.**67-75 On the product XY for some elliptically symmetric distributions***by*Nadarajah, Saralees

### 2005, Volume 74, Issue 4

**303-311 The evolution of aggregated Markov chains***by*Stadje, Wolfgang**312-321 Construction of some E(fNOD) optimal mixed-level supersaturated designs***by*Koukouvinos, C. & Mantas, P.**322-329 Evaluation of some non-orthogonal saturated designs with two levels***by*Evangelaras, H. & Koukouvinos, C. & Stylianou, S.**330-336 Approximate distributions of clusters of extremes***by*Segers, Johan**337-346 On the equivalence of optimality design criteria for the placebo-treatment problem***by*Dette, Holger & Wong, Weng Kee & Zhu, Wei**347-355 Uniform law of large numbers and consistency of estimators for Harris diffusions***by*Loukianova, D. & Loukianov, O.**356-365 Bootstrap hypothesis testing in regression models***by*Paparoditis, Efstathios & Politis, Dimitris N.**366-372 Consistent estimation of the density and hazard rate functions for censored data via the wavelet method***by*Bezandry, Paul H. & Bonney, George E. & Gannoun, Ali**373-377 Unit-root detection allowing for measurement error***by*Fukuda, Kosei

### 2005, Volume 74, Issue 3

**221-234 A note on the Bickel-Rosenblatt test in autoregressive time series***by*Bachmann, Dirk & Dette, Holger**235-244 The complete convergence of subsequence for sums of independent B-valued random variables***by*Deng, Dianliang**245-252 The Grossman and Zhou investment strategy is not always optimal***by*Klass, Michael J. & Nowicki, Krzysztof**253-264 Mixtures of normal distributions: Modality and failure rate***by*Block, Henry W. & Li, Yulin & Savits, Thomas H.**265-271 A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend***by*Bischoff, Wolfgang & Hashorva, Enkelejd**272-280 On uniform integrability of random variables***by*Majerek, Dariusz & Nowak, Wioletta & Zieba, Wieslaw**281-289 A note on testing the covariance matrix for large dimension***by*Birke, Melanie & Dette, Holger**290-302 Goodness-of-fit testing in regression: A finite sample comparison of bootstrap methodology and Khmaladze transformation***by*Koul, Hira L. & Sakhanenko, Lyudmila

### 2005, Volume 74, Issue 2

**109-115 Bayesian unit root test for model with maintained trend***by*Chaturvedi, Anoop & Kumar, Jitendra**116-128 Optimal L1 bandwidth selection for variable kernel density estimates***by*Berlinet, Alain & Biau, Gérard & Rouvière, Laurent**129-138 Asymptotics for products of independent sums with an application to Wishart determinants***by*Rempala, Grzegorz & Wesolowski, Jacek**139-150 Moderate deviation principles for moving average processes of real stationary sequences***by*Dong, Zhi-shan & Xi-li, Tan & Yang, Xiao-yun**151-162 Two inequalities for conditional expectations and convergence results for filters***by*Crimaldi, Irene & Pratelli, Luca**163-170 Some properties of the variance-optimal martingale measure for discontinuous semimartingales***by*Arai, Takuji**171-177 The local approximation of variograms in by covariance functions***by*Barry, Ronald Paul**178-186 Asymptotic probability for the bootstrapped means deviations from the sample mean***by*Hu, Tien-Chung & Ordóñez Cabrera, Manuel & Volodin, Andrei**187-204 Realistic variation of shock models***by*Gut, Allan & Hüsler, Jürg**205-211 Testing independent sparse heterogeneous mixtures***by*Lim, Johan**212-220 A note on Moore's conjecture***by*Lockhart, Richard & O'Reilly, Federico

### 2005, Volume 74, Issue 1

**1-13 Increasing coupling of probabilistic cellular automata***by*Louis, P.-Y.**15-20 Simplified analytical proof of Blackwell's renewal theorem***by*Dippon, Jürgen & Walk, Harro**21-30 Age statistics in the Moran population model***by*Itoh, Yoshiaki & Mahmoud, Hosam M.**31-37 Optimal allocation in balanced sampling***by*Tillé, Yves & Favre, Anne-Catherine**39-49 On the a.s. convergence of certain random series to a fractional random field in***by*Medina, Juan Miguel & Frías, Bruno Cernuschi**51-58 Principal components selection given extensively many variables***by*Lehmann, Nils**59-66 On almost sure limit theorems for positively dependent random variables***by*Matula, Przemyslaw**67-75 On Chung's type law of large numbers for fuzzy random variables***by*Joo, Sang Yeol & Kim, Yun Kyung & Kwon, Joong Sung**77-88 Least-squares estimation for bifurcating autoregressive processes***by*Zhou, J. & Basawa, I.V.**89-91 A note on self-decomposability of stable process subordinated to self-decomposable subordinator***by*Kozubowski, Tomasz J.**93-102 Iterated integrals with respect to Bessel processes***by*Yan, Litan & Ling, Jingyun**103-108 Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions***by*Wang, Peijie

### 2005, Volume 73, Issue 4

**333-342 Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated***by*Bhandary, Madhusudan**343-345 A note on self-decomposability of stable process subordinated to self-decomposable subordinator***by*Kozubowski, Tomasz J.**347-356 The nonorthogonal estimator***by*Haner, Matthew**357-367 Dependence orderings for generalized order statistics***by*Khaledi, Baha-Eldin & Kochar, Subhash**369-379 Some Bayesian predictive approaches to model selection***by*Mukhopadhyay, Nitai & Ghosh, Jayanta K. & Berger, James O.**381-392 Monotonicity and aging properties of random sums***by*Cai, Jun & Willmot, Gordon E.**393-401 A note on multiple comparison procedures for detecting differences in simply ordered means***by*Nashimoto, Kane & Wright, F.T.**403-410 A Beta-Gamma autoregressive process of the second-order (BGAR(2))***by*Ristic, Miroslav M.**411-424 Lower estimation of the remainder term in the CLT for a sum of the functions of k-spacings***by*Mirakhmedov, Sherzod A.**425-432 Comparing distribution functions of errors in linear models: A nonparametric approach***by*Mora, Juan**433-439 On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn***by*Andersson, E.**441-448 On maximum likelihood estimation for log-linear models with non-ignorable non-response***by*Clarke, Paul S. & Smith, Peter W.F.**449-457 The likelihood ratio test for a separable covariance matrix***by*Lu, Nelson & Zimmerman, Dale L.**459-467 On diagnostics in symmetrical nonlinear models***by*Galea, Manuel & Paula, Gilberto A. & Cysneiros, Francisco José A.

### 2005, Volume 73, Issue 3

**207-217 Switching record and order statistics via random contractions***by*Oncel, Sevgi Yurt & Ahsanullah, Mohammad & Aliev, Fazil A. & Aygun, Funda**219-231 Inequalities for expected extreme order statistics***by*de la Cal, J. & Cárcamo, J.**233-241 Inequalities for upper and lower probabilities***by*Chen, Zengjing & Kulperger, Reg**243-250 The asymptotic distribution of the unconditional quantile estimator under dependence***by*Oberhofer, Walter & Haupt, Harry**251-257 Strong uniqueness for cyclically symbiotic branching diffusions***by*Dawson, Donald A. & Fleischmann, Klaus & Xiong, Jie**259-269 On an extension of the exponential-geometric distribution***by*Adamidis, Konstantinos & Dimitrakopoulou, Theodora & Loukas, Sotirios**271-275 Normal moments and Hermite polynomials***by*Willink, R.**277-285 Bootstrap estimation of the distribution of Matusita distance in the mixed case***by*Alba-Fernández, V. & Muñoz-García, J. & Jiménez-Gamero, M.D.**287-296 Latent variable analysis and partial correlation graphs for multivariate time series***by*Fried, Roland & Didelez, Vanessa**297-304 Kernel density estimation on Riemannian manifolds***by*Pelletier, Bruno**305-314 The strong law of large numbers for dependent random variables***by*Kuczmaszewska, Anna**315-320 On Gaussian correlation inequalities for "periodic" sets***by*Bhandari, Subir K. & Basu, Ayanendranath**321-331 Jackknife variance estimator with reimputation for randomly imputed survey data***by*Saigo, H. & Sitter, R.R.

### 2005, Volume 73, Issue 2

**91-97 Monotonicity of likelihood support bounds for system failure rates***by*Lloyd, Chris J.**99-103 Measuring the extremal dependence***by*Martins, A.P. & Ferreira, H.**105-114 A note on minimum distance estimation of copula densities***by*Biau, Gérard & Wegkamp, Marten**115-124 A Once edge-reinforced random walk on a Galton-Watson tree is transient***by*Dai, Jack Jie**125-130 Confidence intervals for the power of Student's t-test***by*Tarasinska, Joanna**131-138 A note on the stability and causality of general time-dependent bilinear models***by*Bibi, Abdelouahab**139-145 Minimax 16-run supersaturated designs***by*Butler, Neil A.**147-153 Asymptotic properties of CLS estimators in the Poisson AR(1) model***by*Keith Freeland, R. & McCabe, Brendan**155-164 Rates of convergence for the change-point estimator for long-range dependent sequences***by*Hariz, Samir Ben & Wylie, Jonathan J.**165-177 The rate of convergence in the functional limit theorem for increments of a Brownian motion***by*Gao, Fuqing & Wang, Qinghua**179-187 A simple approximation for the distribution of the weighted combination of non-independent or independent probabilities***by*Hou, Chia-Ding**189-197 An exponential inequality for associated variables***by*Oliveira, Paulo Eduardo**199-206 Fisher information in censored data***by*Wang, Yanhua & He, Shuyuan

### 2005, Volume 73, Issue 1

**1-12 Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model***by*Sun, Xiaoqian & Sun, Dongchu**13-23 On the AIDS incubation distribution***by*Neammanee, K. & Pianskool, S. & Chonchaiya, R.**25-35 On stationarity and [beta]-mixing property of certain nonlinear GARCH(p,q) models***by*Lee, O. & Shin, D.W.**37-50 The use of domination number of a random proximity catch digraph for testing spatial patterns of segregation and association***by*Ceyhan, Elvan & Priebe, Carey E.**51-56 An explicit local uniform large deviation bound for Brownian bridges***by*Wittich, O.**57-60 Upper bounds of the Gärtner-Ellis theorem for the sequences of random variables***by*Nyrhinen, Harri**61-70 Testing heteroscedasticity in partially linear regression models***by*You, Jinhong & Chen, Gemai**71-78 A note on prediction and interpolation errors in time series***by*Galeano, Pedro & Peña, Daniel**79-90 Inequalities for the norms of integrals with respect to a fractional Brownian motion***by*Slominski, Leszek & Ziemkiewicz, Bartosz

### 2005, Volume 72, Issue 4

**277-283 Another look at rejection sampling through importance sampling***by*Chen, Yuguo**285-290 Limitations on intermittent forecasting***by*Morvai, Gusztáv & Weiss, Benjamin**291-298 On the weak laws for arrays of random variables***by*Sung, Soo Hak & Hu, Tien-Chung & Volodin, Andrei**299-311 VaR is subject to a significant positive bias***by*Inui, Koji & Kijima, Masaaki & Kitano, Atsushi**313-322 Kernel estimation of a partially linear additive model***by*Manzan, Sebastiano & Zerom, Dawit**323-332 Outliers in functional autoregressive time series***by*Battaglia, Francesco**333-343 A nonparametric sequential test with power 1 for the ruin probability in some risk models***by*Conti, Pier Luigi**345-355 A note on the use of kernel functions in weighted estimators***by*Johnson, Brent A. & Boos, Dennis D.

### 2005, Volume 72, Issue 3

**187-194 A mixture and self-exciting model for software reliability***by*Wang, R.**195-204 Recursive demeaning and deterministic seasonality***by*Kuzin, Vladimir