# Elsevier

# Statistics & Probability Letters

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### August 2004, Volume 69, Issue 1

**81-89 A note on optimal designs for two or more treatment groups***by*Han, Cong & Chaloner, Kathryn**91-103 Asymptotic expansions for the moments of the Gaussian random walk with two barriers***by*Khaniyev, Tahir & Kucuk, Zafer**105-116 Some theory and the construction of mixed-level supersaturated designs***by*Li, Peng-Fei & Liu, Min-Qian & Zhang, Run-Chu

### July 2004, Volume 68, Issue 4

**325-331 A minimax equivalence theorem for optimum bounded design measures***by*Pronzato, Luc**333-345 On the optimization of the weighted Bickel-Rosenblatt test***by*Chebana, Fateh**347-357 Local likelihood density estimation on random fields***by*Lee, Y. K. & Choi, H. & Park, B. U. & Yu, K. S.**359-368 Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions***by*Herrmann, Eva & Ziegler, Klaus**369-382 Strong approximation for RCA(1) time series with applications***by*Aue, Alexander**383-393 Path properties of a d-dimensional Gaussian process***by*Lin, Zhengyan & Hwang, Kyo-Shin & Lee, Sungchul & Choi, Yong-Kab**395-405 Confidence intervals for quantiles in terms of record range***by*Ahmadi, J. & Balakrishnan, N.**407-413 A note on asymptotic distribution of products of sums***by*Lu, Xuewen & Qi, Yongcheng**415-419 A note on the paper of Khmaladze et al***by*Balakrishnan, N. & Stepanov, A.**421-427 Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression***by*Yin, Xiangrong & Dennis Cook, R.**429-434 On generalized projectivity of two-level screening designs***by*Evangelaras, H. & Koukouvinos, C.

### July 2004, Volume 68, Issue 3

**209-220 Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes***by*Hwang, S. Y. & Basawa, I. V.**221-234 The supremum of a Gaussian process over a random interval***by*Debicki, Krzystof & Zwart, Bert & Borst, Sem**235-245 Fixed design regression quantiles for time series***by*Ioannides, D. A.**247-258 The observed total time on test and the observed excess wealth***by*Li, Xiaohu & Shaked, Moshe**259-265 Optimality of type I orthogonal arrays for general interference model with correlated observations***by*Filipiak, K. & Markiewicz, A.**267-272 Formulation of the EM algorithm for a mixture of central and non-central [chi]2 distributions***by*Hory, C.**273-286 Stability of a random diffusion with nonlinear drift***by*Xi, Fubao**287-295 Maxima of sums and random sums for negatively associated random variables with heavy tails***by*Wang, Dingcheng & Tang, Qihe**297-304 A remark about the norm of a Brownian bridge***by*Yor, M. & Zambotti, L.**305-314 A new method of calibration for the empirical loglikelihood ratio***by*Tsao, Min**315-323 Maximum likelihood estimation of dependence parameter using ranked set sampling***by*Modarres, Reza & Zheng, Gang

### June 2004, Volume 68, Issue 2

**125-136 Spatial kernel regression estimation: weak consistency***by*Lu, Zudi & Chen, Xing**137-147 Forecasting Markov-switching dynamic, conditionally heteroscedastic processes***by*Davidson, James**149-160 On matricial measures of dependence in vector ARCH models with applications to diagnostic checking***by*Duchesne, Pierre**161-168 An optimal strategy for sequential classification on partially ordered sets***by*S. Ferguson, T.Thomas & Tatsuoka, Curtis**169-176 Bounds for the probability distribution function of the linear ACD process***by*Fernandes, Marcelo**177-187 A test of goodness-of-fit based on Gini's index of spacings***by*Jammalamadaka, S.R.S. Rao & Goria, M. N.**189-198 On optimal convergence rate of empirical Bayes tests***by*Liang, T.C.Ta Chen**199-208 Products of double gamma, gamma and beta distributions***by*Chamayou, J.-F.Jean-François

### June 2004, Volume 68, Issue 1

**1-7 A measure-theoretic approach to completeness of financial markets***by*Irle, A.**9-15 Incomplete split-plot designs generated by some resolvable balanced designs***by*Ozawa, Kazuhiro & Mejza, Stanislaw & Jimbo, Masakazu & Mejza, Iwona & Kuriki, Shinji**17-25 Further results on the orthogonal arrays obtained by generalized Hadamard product***by*Pang, Shanqi & Zhang, Yingshan & Liu, Sanyang**27-37 A characterization of consistency of model weights given partial information in normal linear models***by*Wong, Hubert & Clarke, Bertrand**39-49 Estimating the endpoint of a distribution in the presence of additive observation errors***by*Goldenshluger, A. & Tsybakov, A.**51-60 Reflected Brownian bridge local time conditioned on its local time at the origin***by*Gittenberger, Bernhard & Louchard, Guy**61-72 On a Pitman-Yor problem***by*Iksanov, A.M.Aleksander M. & Kim, Che-Soong**73-82 A note on margin-based loss functions in classification***by*Lin, Yi**83-90 Logconcavity and unimodality of progressively censored order statistics***by*Cramer, Erhard**91-104 Wavelet estimation in varying-coefficient partially linear regression models***by*Zhou, Xian & You, Jinhong**105-110 A GIC rule for assessing data transformation in regression***by*Ip, Wai Cheung & Wong, Heung & Wang, Song-Gui & Jia, Z.-Z.Zhong-Zhen**111-123 Empirical quantile process under type-II progressive censoring***by*Alvarez-Andrade, Sergio & Bordes, Laurent

### May 2004, Volume 67, Issue 4

**285-288 Uniform priors on convex sets improve risk***by*Hartigan, J. A.**289-298 Almost sure convergence for -mixing random variable sequences***by*Shixin, Gan**299-306 First-order seasonal autoregressive processes with periodically varying parameters***by*Basawa, I. V. & Lund, Robert & Shao, Qin**307-310 A momentum-threshold autoregressive unit root test with increased power***by*Cook, Steven**311-320 Mixture formulae for shot noise weighted point processes***by*Gregori, P. & van Lieshout, M. N. M. & Mateu, J.**321-330 A note on the estimation of the initial number of susceptible individuals in the general epidemic model***by*Huggins, Richard M. & Yip, Paul S. F. & Lau, Eric H. Y.**331-341 On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: a short proof***by*Hariya, Yuu & Yor, Marc

### April 2004, Volume 67, Issue 3

**203-211 Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model***by*Lai, Yi-Hsuan & Thompson, Peter & Chen, Lin-An**213-220 Random fields and the limit of their spectral densities: existence and bounds***by*Shaw, Jason T.**221-231 Delay time in sequential detection of change***by*Aue, Alexander & Horváth, Lajos**233-239 A generalization of the Borel-Cantelli Lemma***by*Petrov, Valentin V.**241-247 Mean distance test of Poisson distribution***by*Székely, Gábor J. & Rizzo, Maria L.**249-256 On existence of solutions of BSDEs with continuous coefficient***by*Rozkosz, Andrzej**257-266 Tempered distributions and their application in computing conditional moments for normal mixtures***by*Fotopoulos, Stergios B.**267-275 Maxisets for linear procedures***by*Rivoirard, Vincent**277-284 Limiting distribution for subcritical controlled branching processes with random control function***by*González, M. & Molina, M. & del Puerto, I.

### April 2004, Volume 67, Issue 2

**97-110 On influence assessment for LAD regression***by*Sun, Rui-Bo & Wei, Bo-Cheng**111-119 Moment inequalities for B-valued random vectors with applications to the strong limit theorems***by*Shixin, Gan**121-132 Minimum G2-aberration properties of two-level foldover designs***by*Butler, Neil A.**133-140 Improved smoothing spline regression by combining estimates of different smoothness***by*Lee, Thomas C. M.**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.

### March 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

### March 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

### February 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

### January 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

### January 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

### December 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.

### November 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

### November 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.

### October 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.

### October 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.

### September 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