# Elsevier

# Statistics & Probability Letters

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### 2004, Volume 67, Issue 2

**141-148 On the behavior of the conditional expectations in skorohod representation theorem***by*Crimaldi, Irene**149-159 Estimation of spectral density for seasonal time series models***by*Shin, Dong Wan**161-171 On the simulation size and the convergence of the Monte Carlo EM algorithm via likelihood-based distances***by*Eickhoff, Jens C. & Zhu, Jun & Amemiya, Yasuo**173-182 A measure of discrimination between past lifetime distributions***by*Di Crescenzo, Antonio & Longobardi, Maria**183-192 Consistency for the least squares estimator in nonlinear regression model***by*Shuhe, Hu**193-201 Choosing columns from the 12-run Plackett-Burman design***by*Miller, A. & Sitter, R. R.

### 2004, Volume 67, Issue 1

**1-7 Bounding the first passage time on an average***by*De La Peña, Victor H. & Yang, Ming**9-17 Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data***by*Cheng, Yu**19-25 A connection between successive comparisons and ranking procedures***by*Chen, John T. & Hoppe, Fred M.**27-31 A computable version of the random signs problem and Kolmogorov complexity***by*Dai, Jack Jie**33-45 Discrete random probability measures: a general framework for nonparametric Bayesian inference***by*Ongaro, Andrea & Cattaneo, Carla**47-55 Optimal diallel cross designs for the interval estimation of heredity***by*Ghosh, Himadri & Das, Ashish**57-63 Closure of NBU(2) class under the formation of parallel systems***by*Li, Yulin**65-71 Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors***by*Chang, In Hong & Mukerjee, Rahul**73-85 A central limit theorem for two-sample U-processes***by*Neumeyer, Natalie**87-95 Minimization of shortfall risk in a jump-diffusion model***by*Nakano, Yumiharu

### 2004, Volume 66, Issue 4

**383-393 M-estimation for linear models with spatially-correlated errors***by*Cui, Hengjian & He, Xuming & Ng, Kai W.**395-398 A note on an equivalence between chi-square and generalized skew-normal distributions***by*Wang, Jiuzhou & Boyer, Joseph & Genton, Marc G.**399-405 On some conditions for complete convergence for arrays***by*Kuczmaszewska, Anna**407-416 On the covariance properties of certain multiscale spatial processes***by*Louie, Mary M. & Kolaczyk, Eric D.**417-421 On De Finetti coherence and Kolmogorov probability***by*Borkar, V. S. & Konda, V. R. & Mitter, S. K.**423-434 Orthogonal block designs in two blocks for second degree K-model***by*Aggarwal, M. L. & Singh, Poonam & Gupta, Nidhi**435-448 Estimation of a regression function with a sharp change point using boundary wavelets***by*Park, Cheol-Woo & Kim, Woo-Chul**449-456 Large deviations for the growth rate of the support of supercritical super-Brownian motion***by*Engländer, János

### 2004, Volume 66, Issue 3

**213-219 On Pearson's residuals in generalized linear models***by*Cordeiro, Gauss M.**221-227 Adding interior points to an existing Brownian sheet lattice***by*Toth, Daniell**229-235 Convergence of posteriors for discretized log Gaussian Cox processes***by*Waagepetersen, Rasmus**237-250 On random splitting of the interval***by*Barrera, Javiera & Huillet, Thierry**251-257 Efficient and robust estimation for the one-sided stable distribution of index***by*Besbeas, Panagiotis & J.T. Morgan, Byron**259-266 Some results regarding vertex-reinforced random walks***by*Dai, Jack Jie**267-274 Condition numbers and D-efficiency***by*Jensen, D. R.**275-288 Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes***by*Faÿ, Gilles & Moulines, Eric & Soulier, Philippe**289-301 A power comparison between nonparametric regression tests***by*Zhang, Chunming & Dette, Holger**303-313 The convexity method of proving moment-type inequalities***by*Csiszar, Villo & Móri, Tamás F.**315-325 A new class of bivariate copulas***by*Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel**327-334 Testing the Koziol-Green model against monotone conditional odds for censoring***by*Kirmani, Syed N. U. A. & Dauxois, Jean-Yves**335-345 Efficient estimators for functionals of Markov chains with parametric marginals***by*Penev, Spiridon & Peng, Hanxiang & Schick, Anton & Wefelmeyer, Wolfgang**347-354 Maximal inequalities for associated random variables and demimartingales***by*Wang, Jianfeng**355-362 On the rate of convergence to asymptotic independence between order statistics***by*Hürlimann, Werner**363-368 An example and a conjecture concerning scaling limits of superdiffusions***by*Engländer, János**369-381 Further developments on sufficient conditions for negative dependence of random variables***by*Hu, Taizhong & Yang, Jianping

### 2004, Volume 66, Issue 2

**91-103 Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models***by*Horváth, Lajos & Zitikis, Ricardas**105-115 On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models***by*Bischoff, Wolfgang & Hashorva, Enkelejd & Hüsler, Jürg & Miller, Frank**117-125 Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors***by*Fotopoulos, Stergios B. & Jandhyala, Venkata K.**127-133 On the generalization of negative binomial distribution***by*Shishebor, Z. & Towhidi, M.**135-144 Canonical exponential models for analysis of association between two sets of variables***by*Eshima, Nobuoki**145-151 On integrals with respect to Lévy processes***by*Küchler, Uwe**153-160 Second-order covariance matrix of maximum likelihood estimates in generalized linear models***by*Cordeiro, Gauss M.**161-169 Modified Nel and Van der Merwe test for the multivariate Behrens-Fisher problem***by*Krishnamoorthy, K. & Yu, Jianqi**171-181 Approximating the negative moments of the Poisson distribution***by*Jones, C. Matthew & Zhigljavsky, Anatoly A.**183-187 The 64-bit universal RNG***by*Marsaglia, George & Tsang, Wai Wan**189-196 On robustness of maximum likelihood estimates for Poisson-lognormal models***by*Weems, K. S. & Smith, P. J.**197-204 Large deviations for the empirical process of a symmetric measure: a lower bound***by*Daras, Tryfon**205-212 A Quasi-residuals method in sliced inverse regression***by*Tian, Maozai & Li, Guoying

### 2004, Volume 66, Issue 1

**1-8 An optimal choice problem for uniform random variables seen simultaneously or sequentially with availability depending on the observation***by*Lee, R.**9-17 The expected hitting times for graphs with cutpoints***by*Haiyan, Chen & Fuji, Zhang**19-24 On the characterizing property of the convex conditional mean function***by*Lillo, Rosa E.**25-34 A nonparametric test for the change of the density function in strong mixing processes***by*Lee, Sangyeol & Na, Seongryong**35-44 A ratio inequality for Bessel processes***by*Yan, Litan & Zhu, Bei**45-50 On Fatou-type lemma for monotone moments of weakly convergent random variables***by*Kaluszka, M. & Okolewski, A.**51-57 Some results on generalized minimum aberration for symmetrical fractional factorial designs***by*Qin, Hong & Chen, Yin-Bao**59-66 Asymptotic relationships between posterior probabilities and p-values using the hazard rate***by*Gómez-Villegas, Miguel A. & Maín, Paloma & Sanz, Luis & Navarro, Hilario**67-79 Weighted empirical likelihood inference***by*Wu, Changbao**81-90 On the asymptotic normality of the L1-error for Haar series estimates of Poisson point processes boundaries***by*Girard, Stéphane

### 2003, Volume 65, Issue 4

**279-290 Stochastic comparisons of Poisson and binomial random variables with their mixtures***by*Misra, Neeraj & Singh, Harshinder & James Harner, E.**291-302 How the sojourn time distributions of Brownian motion are affected by different forms of conditioning***by*Beghin, L. & Nikitin, Y. & Orsingher, E.**303-316 Sharp bounds for expectations of spacings from DDA and DFRA families***by*Danielak, Katarzyna & Rychlik, Tomasz**317-329 Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes***by*Bardina, Xavier & Jolis, Maria & Tudor, Ciprian A.**331-342 Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models***by*Horváth, Lajos & Zitikis, Ricardas**343-351 A note on optimal designs for a two-part model***by*Han, Cong**353-361 Counter-intuitive properties of the Kaplan-Meier estimator***by*Nishikawa, Masako & Tango, Toshiro**363-368 A simple proof of the almost sure discreteness of a class of random measures***by*James, Lancelot F.**369-377 Analyzing location and dispersion in unreplicated fractional factorials***by*McGrath, Richard N. & Lin, Dennis K. J.**379-388 Extremes of geometric variables with applications to branching processes***by*Mitov, Kosto V. & Pakes, Anthony G. & Yanev, George P.**389-399 Some results on constrained Bayes estimators***by*Frey, Jesse & Cressie, Noel**401-410 Chover-type laws of the iterated logarithm for weighted sums***by*Peng, Liang & Qi, Yongcheng**411-417 Total error in a plug-in estimator of level sets***by*Baíllo, Amparo**419-432 On optimal choosing of one of the k best objects***by*Porosinski, Zdzislaw**433-449 Local M-estimator for nonparametric time series***by*Cai, Zongwu & Ould-Saïd, Elias**451-456 Extreme values of the tent map process***by*Haiman, George**457-466 A unified Markov chain approach for computing the run length distribution in control charts with simple or compound rules***by*C. Fu, James & Shmueli, Galit & Chang, Y. M.

### 2003, Volume 65, Issue 3

**147-159 Censoring estimators of a positive tail index***by*Gomes, M. Ivette & Oliveira, Orlando**161-163 Construction of mixed orthogonal arrays by juxtaposition***by*Suen, Chung-Yi**165-175 Order relations of measures when avoiding decreasing sets***by*Collet, Pierre & López, F. Javier & Martínez, Servet**177-185 Optimal rate of empirical Bayes tests for lower truncation parameters***by*Li, Jianjun & S. Gupta, Shanti**187-193 On the E-optimality of certain class of block designs***by*Srivastav, Sudesh K. & Shankar, Arti**195-198 On the probability of extinction of a Galton-Watson process***by*Ghosh, Yashowanto N.**199-206 The best constant in the Topchii-Vatutin inequality for martingales***by*Alsmeyer, Gerold & Rösler, Uwe**207-216 Asymptotics for polynomial spline regression under weak conditions***by*Huang, Jianhua Z.**217-225 Data depth based on spatial rank***by*Gao, Yonghong**227-232 The extended exponential power distribution and Bayesian robustness***by*Choy, S. T. Boris & Walker, Stephen G.**233-239 Assessing practical significance of the proportional odds assumption***by*Kim, Ji-Hyun**241-250 Some limit properties for Markov chains indexed by a homogeneous tree***by*Yang, Weiguo**251-258 A strong law of large numbers for random upper semicontinuous functions under exchangeability conditions***by*Terán, Pedro**259-262 Number of occurrences of subpattern until the first appearance of a pattern and geometric distribution***by*Hirano, Katuomi & Aki, Sigeo**263-268 Kendall distribution functions***by*Nelsen, Roger B. & Quesada-Molina, José Juan & Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel**269-277 Skewed distributions generated by the normal kernel***by*Nadarajah, Saralees & Kotz, Samuel

### 2003, Volume 65, Issue 2

**71-77 Spatial autoregression model: strong consistency***by*Bhattacharyya, B. B. & Ren, J. -J. & Richardson, G. D. & Zhang, J.**79-91 Strong representation of a conditional quantile function estimator with truncated and censored data***by*Iglesias-Pérez, M. C.**93-101 On the eigenstructure of generalized fractional processes***by*Palma, Wilfredo & Bondon, Pascal**103-109 Limit points of independent copies of sample maxima***by*Mathew, George**111-120 The fractional mixed fractional Brownian motion***by*El-Nouty, Charles**121-125 Implementing the parametric bootstrap in capture-recapture models with continuous covariates***by*Zwane, E. N. & van der Heijden, P. G. M.**127-137 A note on the asymptotic distribution of the maxima in disaggregated time-series models***by*Scotto, M. G.**139-146 Is Cp an empirical Bayes method for smoothing parameter choice?***by*Kou, S. C.

### 2003, Volume 65, Issue 1

**1-6 On one class of bivariate distributions***by*Finkelstein, M. S.**7-12 On the analysis of paired observations***by*Graßhoff, Ulrike & Schwabe, Rainer**13-20 On sieve bootstrap prediction intervals***by*Alonso, Andrés M. & Peña, Daniel & Romo, Juan**21-28 The efficiency of Buehler confidence limits***by*Kabaila, Paul & Lloyd, Chris J.**29-37 Empirical likelihood-based confidence intervals for data with possible zero observations***by*Chen, Song Xi & Qin, Jing**39-49 Waiting time problem for an almost perfect match***by*Han, Qing & Hirano, Katuomi**51-56 Generalized smoothed estimating functions for nonlinear time series***by*Thavaneswaran, A. & Peiris, Shelton**57-64 Restricted ridge estimation***by*Groß, Jürgen**65-70 Concentration of measure and cluster analysis***by*Zanger, Daniel Z.

### 2003, Volume 64, Issue 4

**335-345 Center-similar distributions with applications in multivariate analysis***by*Yang, Zhenhai & Kotz, Samuel**347-358 A nonparametric Cramer-Rao inequality for estimators of statistical functionals***by*Janssen, Arnold**359-368 Rates in the complete convergence of bootstrap means***by*Csörgo, Sándor**369-379 Factorization of posteriors and partial imputation algorithm for graphical models with missing data***by*Geng, Zhi & Li, Kaican**381-392 Association of multivariate phase-type distributions, with applications to shock models***by*Li, Haijun**393-402 P-Norm bounds for moments of progressive type II censored order statistics***by*Z. Raqab, Mohammad**403-406 Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints***by*Shapiro, Alexander**407-414 Existence and uniqueness of the MLEs for normal distribution based on general progressively Type-II censored samples***by*Balakrishnan, N. & Mi, Jie**415-424 Nonparametric estimation of normal ranges given one-way ANOVA random effects assumptions***by*Hutson, Alan D.**425-430 Tail bound for the minimal spanning tree of a complete graph***by*Kim, Jeong Han & Lee, Sungchul**431-442 The asymptotic covariance matrix of the Oja median***by*Nadar, M. & Hettmansperger, T. P. & Oja, H.

### 2003, Volume 64, Issue 3

**225-234 Shape and crossing properties of mean residual life functions***by*Bekker, Leonid & Mi, Jie**235-242 A Bayesian design criterion for locating the optimum point on a response surface***by*Gilmour, Steven G. & Mead, Roger**243-248 The finiteness of moments of a stochastic exponential***by*Grigelionis, Bronius & Mackevicius, Vigirdas**249-254 Collision probability between sets of random variables***by*Wendl, Michael C.**255-261 Some generalizations of the Anderson-Darling statistic***by*Thas, O. & Ottoy, J. P.**263-270 Projections on spherical cones, maximum of Gaussian fields and Rice's method***by*Delmas, Céline**271-276 A note on Bayesian spatial prediction using the elliptical distribution***by*Kim, Hyoung-Moon & Mallick, Bani K.**277-286 On the self-normalized bounded laws of iterated logarithm in Banach space***by*Deng, Dianliang**287-292 A test of goodness of fit testing for stochastic intensities associated to counting processes***by*Fierro, Raúl**293-303 Maximized log-likelihood updating and model selection***by*So, Beong Soo**305-310 Expected number of level-crossings for a strictly stationary ellipsoidal process***by*Shimizu, Kunio & Tanaka, Minoru**311-322 On the asymptotic normality of multistage integrated density derivatives kernel estimators***by*Tenreiro, Carlos**323-333 On a CLT for Gibbs fields and its functional version***by*Maltz, Alberto L. & Samur, Jorge D.

### 2003, Volume 64, Issue 2

**113-120 New order preserving properties of geometric compounds***by*Bhattacharjee, Manish C. & Ravi, S. & Vasudeva, R. & Mohan, N. R.**121-131 A class of strong limit theorems for the sequences of arbitrary random variables***by*Liu, Wen & Yang, Weiguo**133-145 Precise asymptotics in laws of the iterated logarithm for Wiener local time***by*Wen, Ji-Wei & Zhang, Li-Xin**147-157 Can continuous-time stationary stable processes have discrete linear representations?***by*Pipiras, Vladas & Taqqu, Murad S. & Abry, Patrice**159-168 Uniform strong consistency of robust estimators***by*Berrendero, José R.**169-179 Local linear regression estimation of the variogram***by*García-Soidán, Pilar H. & González-Manteiga, Wenceslao & Febrero-Bande, Manuel**181-189 Improved methods for bandwidth selection when estimating ROC curves***by*Hall, Peter G. & Hyndman, Rob J.**191-199 Nonanticipative risk sensitive control: the martingale method***by*Lepeltier, J. P.**201-211 An approximation method for Navier-Stokes equations based on probabilistic approach***by*Belopolskaya, Ya. & Milstein, G. N.**213-222 Generalized Lévy stochastic areas and selfdecomposability***by*Jurek, Zbigniew J.

### 2003, Volume 64, Issue 1

**1-7 A bivariate Dirichlet process***by*Walker, Stephen & Muliere, Pietro**9-16 A general equation and optimal design for a 2-factor restricted region***by*Zahran, Alyaa & Anderson-Cook, C. M.**17-23 Testing lumpability in Markov chains***by*Jernigan, Robert W. & Baran, Robert H.**25-37 Some more results on increments of the partially observed empirical process***by*Dindar, Zacharie**39-40 A comment on 'Unimodality of the distribution of record statistics'***by*Aliev, Fazil Alioglu**41-50 Distribution functions of multivariate copulas***by*Rodríguez-Lallena, José A. & Úbeda-Flores, Manuel**51-62 On large deviation for extremes***by*Drees, Holger & de Haan, Laurens & Li, Deyuan**63-68 Testing multivariate one-sided hypotheses***by*Li, Gang & Gao, Xiong & Huang, Minqiang**69-81 Exact distribution and Fisher information of weak record values***by*Stepanov, A. V. & Balakrishnan, N. & Hofmann, Glenn**83-88 Modified unit root tests and momentum threshold autoregressive processes***by*Cook, Steven**89-95 Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design***by*Jarusková, Daniela**97-103 Resistant estimators for stationary ergodic stochastic processes***by*Gneri, Mario Antonio**105-111 Effects confounded with blocks in factorial designs: a projective geometric approach with two blocks***by*Evangelaras, H. & Koukouvinos, C.

### 2003, Volume 63, Issue 4

**333-338 Extremes of associated variables***by*Ferreira, H.**339-352 Construction methods for three-level supersaturated designs based on weighing matrices***by*Georgiou, S. & Koukouvinos, C. & Mantas, P.**353-360 Confidence characteristics of distributions***by*Boshnakov, Georgi N.**361-365 Benford's law for exponential random variables***by*Engel, Hans-Andreas & Leuenberger, Christoph**367-374 Geometric decay of infection probabilities for the anisotropic contact process***by*Hueter, Irene**375-385 PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted***by*Namba, Akio**387-399 Multivariate extensions of the Anderson-Darling process***by*Pycke, Jean-Renaud**401-410 Canonical reduction of second-order fitted models subject to linear restrictions***by*Draper, Norman R. & Pukelsheim, Friedrich**411-416 A note on orthogonal arrays obtained by orthogonal decomposition of projection matrices***by*Pang, Shanqi & Liu, Sanyang & Zhang, Yingshan**417-423 Moments of random vectors with skew t distribution and their quadratic forms***by*Kim, Hyoung-Moon & Mallick, Bani K.**425-433 A Kolmogorov-type test for monotonicity of regression***by*Durot, Cécile**435-440 A characterization by linearity of the regression function based on order statistics***by*Balakrishnan, N. & Akhundov, I. S.

### 2003, Volume 63, Issue 3

**223-228 Removing non-optimal support points in D-optimum design algorithms***by*Pronzato, Luc**229-237 Limit theorems for the number and sum of near-maxima for medium tails***by*Hu, Zhishui & Su, Chun**239-242 On the limit in the equivalence between heteroscedastic regression and filtering model***by*Efromovich, Sam**243-247 Berry-Esséen inequality for linear processes in Hilbert spaces***by*Bosq, Denis**249-257 Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market***by*Lien, Donald & Balakrishnan, N.**259-266 Robust regression with high coverage***by*Olive, David J. & Hawkins, Douglas M.**267-274 On the tail probability of the longest well-matching run***by*Chang, C. J. & Fann, C. S. J. & Chou, W. C. & Lian, I. B.**275-286 Elliptical copulas: applicability and limitations***by*Frahm, Gabriel & Junker, Markus & Szimayer, Alexander**287-293 Large sample results under biased sampling when covariables are present***by*de Uña-Álvarez, Jacobo**295-305 A stochastic order for random vectors and random sets based on the Aumann expectation***by*Fernández, Ignacio Cascos & Molchanov, Ilya**307-314 Time-frequency clustering and discriminant analysis***by*Shumway, Robert H.**315-323 A cone order monotone test for the one-sided multivariate testing problem***by*Logan, Brent R.**325-332 On the optimal allocation of an active redundancy in a two-component series system***by*Valdés, José E. & Zequeira, Rómulo I.

### 2003, Volume 63, Issue 2

**113-121 The Markov approximation of the random fields on Cayley trees and a class of small deviation theorems***by*Liu, Wen & Wang, Liying**123-131 On a new sample rank of an order statistics and its concomitant***by*EryIlmaz, S. & Bairamov, I. G.**133-143 A law of the iterated logarithm for geometrically weighted series of negatively associated random variables***by*Huang, Wei**145-155 -deficiency of the Kaplan-Meier estimator***by*Lemdani, Mohamed & Ould-Saïd, Elias**157-163 Improved rank-based dependence measures for categorical data***by*Vandenhende, François & Lambert, Philippe**165-175 Empirical Bayes estimation and its superiority for two-way classification model***by*Wei, Laisheng & Chen, Jiahua**177-184 Hellinger distance estimation of nonlinear dynamical systems***by*Hili, Ouagnina**185-195 On a criterion of Riemannian distance for singularity and absolute continuity of probability measures***by*Kim, Yoon Tae & Lee, Kee Won**197-203 Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics***by*Basu, Ruma & Ghosh, J. K. & Mukerjee, Rahul**205-213 D-optimal designs for weighted polynomial regression***by*Fang, Zhide**215-221 A note on natural exponential families with cuts***by*Bar-Lev, Shaul K. & Pommeret, Denys

### 2003, Volume 63, Issue 1

**1-12 Estimation for unequally spaced time series of counts with serially correlated random effects***by*Omori, Yasuhiro**13-23 On asymptotics of the maximal gain without losses***by*Frolov, Andrei N.**25-34 Estimation of a bivariate symmetric distribution function***by*Modarres, Reza