# Elsevier

# Statistics & Probability Letters

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### 2001, Volume 55, Issue 1

**83-88 Statistical analysis of the inhomogeneous telegrapher's process***by*Iacus, Stefano Maria**89-97 Some estimates of geometric sums***by*Bon, Jean-Louis & Kalashnikov, Vladimir**99-105 How many moments can be estimated from a large sample?***by*Kagan, Abram & Nagaev, Sergei**107-112 Stochastic comparisons of random minima and maxima from life distributions***by*Bartoszewicz, Jaroslaw

### 2001, Volume 54, Issue 4

**341-345 Selecting the best splits for classification trees with categorical variables***by*Shih, Yu-Shan**347-356 Asymptotics for moving average processes with dependent innovations***by*Wang, Qiying & Lin, Yan-Xia & Gulati, Chandra M.**357-362 On the exact asymptotic behaviour of the distribution of the supremum in the "critical" case***by*Sgibnev, M. S.**363-371 Large deviations probabilities for a test of symmetry based on kernel density estimator***by*Osmoukhina, Anna V.**373-379 Extremal limit laws for a class of bivariate Poisson vectors***by*Coles, Stuart & Pauli, Francesco**381-387 Quadratic forms of skew-normal random vectors***by*Loperfido, Nicola**389-395 Identifiability of cure models***by*Li, Chin-Shang & Taylor, Jeremy M. G. & Sy, Judy P.**397-403 Estimating the marginal survival function in the presence of time dependent covariates***by*Satten, Glen A. & Datta, Somnath & Robins, James**405-411 Efficiency of finite state space Monte Carlo Markov chains***by*Mira, Antonietta**413-415 Maximum asymptotic variance of sums of finite Markov chains***by*León, Carlos A.**417-425 Asymptotic results for FGM random sequences***by*Hashorva, Enkelejd**427-435 Improved estimators for constrained Markov chain models***by*Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang**437-447 Bayesian quantile regression***by*Yu, Keming & Moyeed, Rana A.

### 2001, Volume 54, Issue 3

**227-232 On some characterizations of spherical distributions***by*Arellano-Valle, Reinaldo B.**233-241 Edgeworth expansions in Gaussian autoregression***by*Marsh, Patrick**243-249 On the asymptotics of discrete order statistics***by*Athreya, J. S. & Sethuraman, S.**251-259 Euler scheme for solutions of a countable system of stochastic differential equations***by*San Martín, Jaime & Torres, Soledad**261-268 Modified bootstrap consistency rates for U-quantiles***by*Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël**269-276 The distribution of the usual provider continuity index under Markov dependence***by*Lou, W. Y. Wendy**277-282 Distribution functions of copulas: a class of bivariate probability integral transforms***by*Nelsen, Roger B. & Quesada-Molina, José Juan & Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel**283-290 Wherefore similar tests?***by*Cohen, Arthur & Sackrowitz, Harold B.**291-299 A new construction of random Colombeau distributions***by*Çapar, Ulug & Aktuglu, Hüseyin**301-315 Bounds for means and variances of progressive type II censored order statistics***by*Balakrishnan, N. & Cramer, E. & Kamps, U.**317-324 Subordination and self-decomposability***by*Sato, Ken-iti**325-329 Convergence in probability of the Mallows and GCV wavelet and Fourier regularization methods***by*Amato, Umberto & De Canditiis, Daniela**331-340 MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression***by*Ohtani, Kazuhiro

### 2001, Volume 54, Issue 2

**115-124 A note on estimating the diameter of a truncated moment class***by*Tardella, Luca**125-135 A self-adaptive technique for the estimation of the multifractal spectrum***by*Broniatowski, Michel & Mignot, Pascal**137-145 On the determination of robust settings in parameter design experiments***by*Shirley Hou, X. & Wu, C. F. J.**147-152 A note on the difficulties associated with the analysis of capture-recapture experiments with heterogeneous capture probabilities***by*Huggins, Richard**153-159 A note on kernel density estimators with optimal bandwidths***by*Hjort, Nils Lid & Walker, Stephen G.**161-169 On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space***by*Zhang, Xicheng**171-182 Some extremal type elliptical distributions***by*Kotz, Samuel & Nadarajah, Saralees**183-187 A note on a theorem of Karlin***by*Stenflo, Örjan**189-192 A characterization for orthogonal arrays of strength two via a regression model***by*Chan, Ling-Yau & Fang, Kai-Tai & Mukerjee, Rahul**193-203 Moment bounds and central limit theorem for functions of Gaussian vectors***by*Soulier, Philippe**205-214 Deconvolution with arbitrarily smooth kernels***by*Cator, Eric A.**215-226 Normal approximation for quasi-associated random fields***by*Bulinski, Alexander & Suquet, Charles

### 2001, Volume 54, Issue 1

**1-3 The F-test of homoscedasticity for correlated normal variables***by*Cacoullos, Theophilos**5-12 Rank estimating equations for random effects models***by*Chen, Chu-chih**13-19 Exponential inequalities for two-parameter martingales***by*Moret, Sílvia & Nualart, David**21-31 Distribution and expectation bounds on order statistics from possibly dependent variates***by*Papadatos, Nickos**33-40 Cook's distance in local polynomial regression***by*Kim, Choongrak & Lee, Yonjoo & Park, Byeong U.**41-45 A small sample calibration method for the empirical likelihood ratio***by*Tsao, Min**47-60 Stochastic fractional-order differential models with fractal boundary conditions***by*Ruiz-Medina, M. D. & Anh, V. V. & Angulo, J. M.**61-65 Uniqueness, consistency and optimality in spherical regression experiments***by*Shin, Hwashin H. & Takahara, Glen K. & Murdoch, Duncan J.**67-73 On different topologies for set-indexing collections***by*Aletti, Giacomo**75-78 Path continuity of the nonlinear filter***by*Bhatt, Abhay G. & Karandikar, Rajeeva L.**79-92 A family of tests for right spread order***by*Belzunce, F. & Pinar, J. F. & Ruiz, J. M.**93-99 The p-optimal martingale measure in continuous trading models***by*Arai, Takuji**101-105 When Lorenz met Lyapunov***by*Dall'Aglio, Marco & Scarsini, Marco**107-112 A uniform bound on the characteristic function of the exponentially tilted null-distribution of a simple linear rank statistic and its rate of convergence***by*Froda, Sorana & van Eeden, Constance

### 2001, Volume 53, Issue 4

**339-346 The distribution of sizes of ordered level sets***by*Dykstra, Richard & Chen, Yeh-Fong**347-356 Functional methods for logistic regression on random-effect-coefficients for longitudinal measurements***by*Wang, C. Y. & Huang, Yijian**357-362 Posterior variance for quadratic natural exponential families***by*Pommeret, Denys**363-372 Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory***by*Belzunce, Félix & Shaked, Moshe**373-379 Resampling non-homogeneous spatial data with smoothly varying mean values***by*Sjöstedt-de Luna, Sara**381-390 A method for fitting stable autoregressive models using the autocovariation function***by*Gallagher, Colin M.**391-399 On the multivariate probability integral transformation***by*Genest, Christian & Rivest, Louis-Paul**401-407 A weak notion of equivalence in Bayesian statistical theory***by*Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma**409-413 On the normal uniform local domain of attraction for intermediate order statistics***by*Segers, Johan**415-419 On dependence structures preserving optimality***by*Markiewicz, Augustyn**421-428 On a piece-wise deterministic Markov process model***by*Borovkov, K. & Novikov, A.**429-434 On a locally Bahadur optimal test for no contamination in mixtures from the one-parameter exponential family***by*Pal, Chandranath**435-447 Cramer-Rao bounds for fractional Brownian motions***by*Coeurjolly, Jean-François & Istas, Jacques

### 2001, Volume 53, Issue 3

**227-233 On the best constant in Marcinkiewicz-Zygmund inequality***by*Ren, Yao-Feng & Liang, Han-Ying**235-239 On inverse moments of nonnegative random variables***by*Garcia, Nancy Lopes & Palacios, José Luis**241-247 Characterization of distributions symmetric with respect to a group of transformations and testing of corresponding statistical hypothesis***by*Klebanov, L. B. & Kozubowski, T. J. & Rachev, S. T. & Volkovich, V. E.**249-258 Improvements on the kernel estimation in line transect sampling without the shoulder condition***by*Zhang, Shunpu**259-267 A weak convergence for negatively associated fields***by*Zhang, Li-Xin & Wen, Jiwei**269-275 A method to derive strong laws of large numbers for random upper semicontinuous functions***by*Colubi, Ana & Santos Domínguez-Menchero, J. & López-Díaz, Miguel & Körner, Ralf**277-282 Distribution of the size of random hash trees, pebbled hash trees and N-trees***by*Christophi, Costas A. & Mahmoud, Hosam M.**283-292 On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth***by*Tenreiro, Carlos**293-298 Rate of convergence of bootstrapped empirical measures***by*Shao, Yongzhao**299-303 Random walks strictly confined to a subspace***by*Padmanabhan, A. S.**305-314 Hellinger distance estimation of SSAR models***by*Hili, Ouagnina**315-324 Multivariate stochastic comparisons of inspection and repair policies***by*Hu, Taizhong & Wei, Ying**325-329 Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution***by*Schlather, Martin**331-337 Empirical saddlepoint approximations of the Studentized mean under simple random sampling***by*Dai, Wen & Robinson, John

### 2001, Volume 53, Issue 2

**113-121 Assessing local influence in PLS regression by the second order approach***by*Cheng, Bo & Wu, Xizhi**123-127 A note on geometric ergodicity and floating-point roundoff error***by*Breyer, Laird & Roberts, Gareth O. & Rosenthal, Jeffrey S.**129-142 A comparison of random and quasirandom points for nonparametric response surface design***by*Yue, Rong-Xian**143-152 Blockwise empirical Euclidean likelihood for weakly dependent processes***by*Lin, Lu & Zhang, Runchu**153-165 On the stop-loss and total variation distances between random sums***by*Denuit, Michel & Van Bellegem, Sébastien**167-180 The wavelet identification for jump points of derivative in regression model***by*Luan, Yihui & Xie, Zhongjie**181-187 On availability of Bayesian imperfect repair model***by*Cha, Ji Hwan & Kim, Jae Joo**189-199 The efficiency of ranked set sampling for parameter estimation***by*Barabesi, Lucio & El-Sharaawi, Abdel**201-206 Mixed-effects models with random cluster sizes***by*Jiang, Jiming**207-217 Availability of a periodically inspected system supported by a spare unit, under perfect repair or perfect upgrade***by*Sarkar, Jyotirmoy & Sarkar, Sahadeb**219-226 A strong Markov property for set-indexed processes***by*Balan, R. M.

### 2001, Volume 53, Issue 1

**1-9 Truncated quasi-score function in the 1-dependent and stationary case***by*Tzavelas, George & Paliatsos, Athanasios G.**11-20 Threshold ARCH(1) processes: asymptotic inference***by*Hwang, S. Y. & Woo, Mi-Ja**21-26 The strong approximation for the Kesten-Spitzer random walk***by*Zhang, Li-Xin**27-35 Convergence rates in nonparametric estimation of level sets***by*Baíllo, Amparo & Cuesta-Albertos, Juan A. & Cuevas, Antonio**37-46 Permutation tests in change point analysis***by*Antoch, Jaromír & Husková, Marie**47-57 Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains***by*Costa, O. L. V. & Dufour, F.**59-65 A generalization of Markov's inequality***by*Eisenberg, Bennett & Ghosh, B. K.**67-77 Bonferroni-type inequalities for conditional scan statistics***by*Chen, Jie & Glaz, Joseph & Naus, Joseph & Wallenstein, Sylvan**79-89 Bayes factor for non-dominated statistical models***by*Macci, Claudio & Polettini, Silvia**91-99 Stochastic comparisons of spacings from restricted families of distributions***by*Hu, Taizhong & Wei, Ying**101-109 A nonstandard [chi]2-test with application to generalized linear model diagnostics***by*Jiang, Jiming

### 2001, Volume 52, Issue 4

**341-345 Examples of ergodic processes uniquely determined by their two-marginal laws***by*Courbage, M. & Hamdan, D.**347-352 Properties of the QME under asymmetrically distributed disturbances***by*Laitila, Thomas**353-358 A note on Woodruff confidence intervals for quantiles***by*Sitter, Randy R. & Wu, Changbao**359-364 A new type of partial-sums distributions***by*Wimmer, Gejza & Altmann, Gabriel**365-372 Detection of jumps by wavelets in a heteroscedastic autoregressive model***by*Wong, Heung & Ip, Waicheung & Li, Yuan**373-380 An approximation result for nets in functional estimation***by*Döhler, Sebastian & Rüschendorf, Ludger**381-390 Nonlinear time series contiguous to AR(1) processes and a related efficient test for linearity***by*Hwang, Sun Y. & Basawa, I. V.**391-400 Classifier selection from a totally bounded class of functions***by*Mojirsheibani, Majid**401-411 Some classes of orthogonal 2n1x3n2 mixed factorial designs of median-resolution***by*Liao, C. T.**413-419 Strong laws for weighted sums of i.i.d. random variables***by*Sung, Soo Hak**421-426 On the Fisher information in randomly censored data***by*Zheng, Gang & Gastwirth, Joseph L.**427-439 Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings***by*Bishwal, J. P. N.**441-450 On the expansion of the mean integrated squared error of a kernel density estimator***by*van Es, Bert

### 2001, Volume 52, Issue 3

**225-232 Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes***by*Tanaka, Minoru & Shimizu, Kunio**233-242 Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models***by*Falk, Michael & Reiss, Rolf-Dieter**243-248 An interval estimation procedure with deterministic stopping rule in Bayes sequential interval estimation***by*Hwang, Leng-Cheng & Yang, Chia-Chen**249-253 A characterization of the factorization of hazard function by the Fisher information under Type II censoring with application to the Weibull family***by*Zheng, Gang**255-264 Estimating the mean of a heavy tailed distribution***by*Peng, Liang**265-270 On square-integrability of an AR process with Markov switching***by*Yao, J.**271-277 On high-level exceedances of i.i.d. random fields***by*Astrauskas, Arvydas**279-288 On the Markov property of a finite hidden Markov chain***by*Spreij, Peter**289-299 Discrete Normal distribution and its relationship with Jacobi Theta functions***by*Szablowski, Pawel J.**301-311 Exact asymptotic behaviour of the distribution of the supremum***by*Sgibnev, M. S.**313-319 Monotonicity properties of certain expected extreme order statistics***by*de la Cal, Jesús & Valle, Ana M.**321-327 Measuring conformability of probabilities***by*Bravata, D. M. & Cottle, R. W. & Eaves, B. C. & Olkin, I.**329-340 On the properties for increments of a local time - a look through the set of limit points***by*Wang, Wensheng

### 2001, Volume 52, Issue 2

**115-124 General over-relaxation Markov chain Monte Carlo algorithms for Gaussian densities***by*Barone, Piero & Sebastiani, Giovanni & Stander, Julian**125-133 Large sample distribution of the likelihood ratio test for normal mixtures***by*Chen, Hanfeng & Chen, Jiahua**135-144 On the correspondence between population-averaged models and a class of cluster-specific models for correlated binary data***by*Sashegyi, Andreas I. & Brown, K. Stephen & Farrell, Patrick J.**145-154 Better Buehler confidence limits***by*Kabaila, Paul**155-168 Sharp constants in the Poisson approximation***by*Roos, Bero**169-175 Data graduation based on statistical time series methods***by*Guerrero, Víctor M. & Juárez, Rodrigo & Poncela, Pilar**177-181 On sampling the degree-of-freedom of Student's-t disturbances***by*Watanabe, Toshiaki**183-188 On the equation [mu]t+s=[mu]s*Ts[mu]t***by*Schmuland, Byron & Sun, Wei**189-197 Some results on asymptotics in adaptive cluster sampling***by*Di Consiglio, L. & Scanu, M.**199-206 Assessing the covariance function in geostatistics***by*Militino, Ana F. & Ugarte, M. Dolores**207-213 Sharp distribution-free bounds on the bias in estimating quantiles via order statistics***by*Okolewski, Andrzej & Rychlik, Tomasz**215-224 Optimal designs for testing the functional form of a regression via nonparametric estimation techniques***by*Biedermann, Stefanie & Dette, Holger

### 2001, Volume 52, Issue 1

**1-8 About the absolute continuity and orthogonality for two probability measures***by*Darwich, A. R.**9-19 Estimating quantiles of a selected exponential population***by*Kumar, Somesh & Kar, Aditi**21-28 Space-time analysis using a general product-sum model***by*Iaco, S. De & Myers, D. E. & Posa, D.**29-34 Optimal design of experiments subject to correlated errors***by*Pázman, Andrej & G. Müller, Werner**35-45 A geometric approach to singularity for Hilbert space-valued SDEs***by*Kim, Yoon Tae**47-57 Survival function and density estimation for truncated dependent data***by*Sun, Liuquan & Zhou, Xian**59-67 A higher-order approximation to likelihood inference in the Poisson mixed model***by*C. Sutradhar, Brajendra & Das, Kalyan**69-72 On estimating the slope of increasing boundaries***by*U. Park, Byeong**73-78 Bounds for optimal stopping values of dependent random variables with given marginals***by*Müller, Alfred**79-84 Multiscale percolation on k-symmetric mosaic***by*Menshikov, M. V. & Popov, S. Yu. & Vachkovskaia, M.**85-89 A roughness-penalty view of kernel smoothing***by*Huang, Li-Shan**91-100 Large deviations for heavy-tailed random sums in compound renewal model***by*Tang, Qihe & Su, Chun & Jiang, Tao & Zhang, Jinsong**101-107 Tightness and weak convergence for jump processes***by*Gut, Allan & Janson, Svante**109-113 Minimum Riemannian risk equivariant estimator for the univariate normal model***by*García, Gloria & M. Oller, Josep

### 2001, Volume 51, Issue 4

**319-325 Moments of skew-normal random vectors and their quadratic forms***by*Genton, Marc G. & He, Li & Liu, Xiangwei**327-336 Variable selection by stepwise slicing in nonparametric regression***by*Kulasekera, K. B.**337-343 Asymptotic theory for Box-Cox transformations in linear models***by*Cho, Kwanho & Yeo, In-Kwon & Johnson, Richard A. & Loh, Wei-Yin**345-350 Prediction interval estimation in transformed linear models***by*Cho, Kwanho & Yeo, In-Kwon & Johnson, Richard A. & Loh, Wei-Yin**351-359 A central limit theorem for nonuniform [phi]-mixing random fields with infinite variance***by*Maltz, Alberto L.**361-368 Robust estimation of the conditional median function at elliptical models***by*Croux, Christophe & Dehon, Catherine & Rousseeuw, Peter J. & Aelst, Stefan Van**369-375 Some quantitative relationships between two types of finite sample breakdown point***by*Zuo, Yijun**377-388 Properties of selected subset diagnostics in regression***by*Jensen, D. R.**389-396 Stochastic orders of the sums of two exponential random variables***by*Chang, Kuo-Hwa**397-408 An Esséen-type inequality for probability density functions, with an application***by*Roussas, George G.**409-414 On the propriety of a modified Jeffreys's prior for variance components in binary random effects models***by*Natarajan, Ranjini**415-421 Multifold sumsets and fast decreasing of concentration functions***by*Fainleib, A. S.**423-429 Maximum likelihood estimation of a change-point for exponentially distributed random variables***by*Fotopoulos, Stergios & Jandhyala, Venkata

### 2001, Volume 51, Issue 3

**207-213 The Euler scheme for Hilbert space valued stochastic differential equations***by*Fierro, Raúl & Torres, Soledad**215-223 A functional modulus of continuity for a Wiener process***by*Chen, Bin & Csörgo, Miklós**225-234 On the estimation of spread rate for a biological population***by*Clark, Jim & Horváth, Lajos & Lewis, Mark**235-243 Large and moderate deviations upper bounds for the Gaussian autoregressive process***by*Worms, Julien**245-251 Optimal bandwidths for kernel density estimators of functions of observations***by*A. Ahmad, Ibrahim & Fan, Yanqin**253-261 A nonparametric least-squares test for checking a polynomial relationship***by*Gijbels, Irène & Rousson, Valentin**263-267 On the large deviation principle for the almost sure CLT***by*Lifshits, M. A. & Stankevich, E. S.**269-276 Limit behaviour of sums of independent random variables with respect to the uniform p-adic distribution***by*Khrennikov, Andrei**277-284 Estimating one of two normal means when their difference is bounded***by*van Eeden, Constance & V. Zidek, James**285-291 Fluctuations of a super-Brownian motion with randomly controlled immigration***by*Hong, Wenming & Li, Zenghu**293-298 First passage times on zero and one and natural exponential families***by*C. Kokonendji, Célestin**299-305 A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent process***by*Kim, Tae-Sung & Baek, Jong-Il**307-318 Weighted Nadaraya-Watson regression estimation***by*Cai, Zongwu

### 2001, Volume 51, Issue 2

**101-109 Semi-parametric estimation of long-range dependence index in infinite variance time series***by*Peng, Liang**111-119 Preservation of some likelihood ratio stochastic orders by order statistics***by*Lillo, Rosa E. & Nanda, Asok K. & Shaked, Moshe**121-130 L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term***by*Lu, Zudi & Jiang, Zhenyu**131-141 Asymptotics for linear random fields***by*Marinucci, D. & Poghosyan, S.**143-153 An alternative definition of the influence function***by*Schlittgen, Rainer & Schwabe, Rainer**155-164 Convergence of randomly weighted sums of Banach space valued random elements and uniform integrability concerning the random weights***by*Hu, Tien-Chung & Cabrera, Manuel Ordóñez & Volodin, Andrei I.**165-172 GR-estimates for an autoregressive time series***by*Terpstra, Jeffrey T. & McKean, Joseph W. & Naranjo, Joshua D.**173-179 Boundary singularity problem of some nonlinear elliptic equations***by*Ren, Yanxia**181-187 Almost sure limit points of record values from two independent populations***by*Nayak, S. S. & Zalki, Madhusudhan**189-196 An estimator of the number of change points based on a weak invariance principle***by*Kühn, Christoph**197-206 Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion***by*Mémin, Jean & Mishura, Yulia & Valkeila, Esko

### 2001, Volume 51, Issue 1

**1-8 Understanding average Brownian exit time***by*Kinateder, Kimberly K. J.**9-14 Estimating and modeling space-time correlation structures***by*Cesare, L. De & Myers, D. E. & Posa, D.**15-23 On asymptotic differentiability of averages***by*Schick, Anton**25-34 A stratified sampling model in spherical feature inspection using coordinate measuring machines***by*Fang, Kai-Tai & Wang, Song-Gui & Wei, Gang**35-39 The size of diagonal two-order Gaussian chaoses***by*Heinrich, P.**41-46 On weighted design optimality criteria and response surface parameterizations***by*Butler, Neil A.