# Elsevier

# Statistics & Probability Letters

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### December 2003, Volume 65, Issue 4

**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**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.

### August 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.

### August 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.

### July 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.

### July 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.

### June 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

### May 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**35-39 Pseudo-minimax linear and mixed regression estimation of regression coefficients when prior estimates are available***by*Shalabh, H. & Toutenburg, H.**41-48 Estimation in change-point hazard function models***by*Wu, C. Q. & Zhao, L. C. & Wu, Y. H.**49-59 Robust estimation of nonlinear regression with autoregressive errors***by*Sinha, Sanjoy K. & Field, Christopher A. & Smith, Bruce**61-65 Local asymptotic normality for the scale parameter of stable processes***by*Woerner, Jeannette H. C.**67-78 Central limit theorem for dependent multidimensionally indexed random variables***by*Christofides, Tasos C. & Mavrikiou, Petroula M.**79-87 A criterion for right continuity of filtrations generated by group-valued additive processes***by*Zapala, August M.**89-95 Comments on a recent limit theorem of Quine***by*Galambos, J. & Simonelli, I.**97-105 Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations***by*Hall, A. & Scotto, M. G.**107-112 Covariance identity for multinomial trials***by*Rukhin, Andrew. L.

### May 2003, Volume 62, Issue 4

**325-333 Determination of the modes of a Multinomial distribution***by*Gall, Françoise Le**335-343 Non-exponential stability of scalar stochastic Volterra equations***by*Appleby, John A. D. & Reynolds, David W.**345-354 Extremal properties of sums of Bernoulli random variables***by*León, Carlos A. & Perron, François**355-360 Information matrices of maximal parameter subsystems in linear models***by*Klein, Thomas**361-370 On a minimum correlation problem***by*Bondesson, Lennart**371-378 A model for spatial survival***by*Finkelstein, M. S.**379-390 Nonparametric estimation equations for time series data***by*Cai, Zongwu**391-396 Distributions on spheres and random variables distributed on the interval (-1,1)***by*Schott, James R.**397-405 A note on the asymptotic normality of the ET method for extreme quantile estimation***by*Diebolt, Jean & Girard, Stéphane**407-412 A bivariate beta distribution***by*Olkin, Ingram & Liu, Ruixue**413-418 Optimal crossover designs under a general model***by*Bose, Mausumi & Mukherjee, Bhramar**419-427 On maximizing a design estimation efficiency using hidden projection properties***by*Evangelaras, H. & Koukouvinos, C.

### April 2003, Volume 62, Issue 3

**211-221 On the length of the longest run in a multi-state Markov chain***by*Vaggelatou, Eutichia**223-228 Probability matching priors for predicting unobservable random effects with application to ANOVA models***by*Chang, In Hong & Kim, Byung Hwee & Mukerjee, Rahul**229-243 Inferences about the scale parameter of the gamma distribution based on data mixed from censoring and grouping***by*Mi, Jie & Naranjo, Arlene**245-250 A note on optimal foldover design***by*Fang, Kai-Tai & Lin, Dennis K. J. & Qin, Hong**251-262 Limit theorems for the empirical distribution function in the spatial case***by*Fazekas, István**263-274 A sieve bootstrap test for stationarity***by*Psaradakis, Zacharias**275-280 A note on vertex-reinforced random walks***by*Dai, Jack Jie**281-291 Some boundary-crossing results for linear diffusion processes***by*Choi, Changsun & Nam, Dougu**293-303 Consistency of logistic regression coefficient estimates calculated from a training sample***by*Hadjicostas, Petros**305-315 Exact statistical solutions using the inverse Bayes formulae***by*Tian, Guo-Liang & Tan, Ming**317-321 A martingale inequality and large deviations***by*Li, Yulin

### April 2003, Volume 62, Issue 2

**101-110 Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples***by*Yang, Shanchao**111-115 Remark on semigroup techniques and the maximum likelihood estimation***by*Daria, Loukianova**117-122 A probabilistic interpretation of the [theta]-method***by*Hörfelt, Per**123-135 Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise***by*Reinsel, Gregory C. & Cheang, Wai-Kwong**137-144 A bound on the expected maximal deviation of averages from their means***by*Hamers, Michael & Kohler, Michael**145-154 Indistinguishability of absolutely continuous and singular distributions***by*Lalley, Steven P. & Nobel, Andrew**155-161 Exact and possible viability for controlled diffusions***by*Mazliak, Laurent & Rainer, Catherine**163-173 A bootstrap approximation to a unit root test statistic for heavy-tailed observations***by*Horváth, Lajos & Kokoszka, Piotr**175-187 Racetrack betting and consensus of subjective probabilities***by*Brown, Lawrence D. & Lin, Yi**189-201 On hidden Markov chains and finite stochastic systems***by*Spreij, Peter**203-209 Estimation of the population mean using random selection in ranked set samples***by*Rahimov, I. & Muttlak, H. A.

### March 2003, Volume 62, Issue 1

**1-7 Testing relative risk under random censoring***by*Kirmani, Syed N. U. A. & Dauxois, Jean-Yves**9-21 Sign test of independence between two random vectors***by*Taskinen, Sara & Kankainen, Annaliisa & Oja, Hannu**23-34 A clustering procedure based on the comparison between the k nearest neighbors graph and the minimal spanning tree***by*González-Barrios, José María & Quiroz, Adolfo J.**35-43 On the accuracy of multivariate compound Poisson approximation***by*Novak, S. Y.**45-48 Lipschitz continuous processes for given marginals***by*Dubischar, Daniel**49-60 Dimensions of random trees***by*Konsowa, Mokhtar H. & Oraby, Tamer F.**61-70 Optimal dichotomization for repeated screening tests***by*Wang, Ming-Dauh & Geisser, Seymour**71-77 Functional local law of the iterated logarithm for geometrically weighted random series***by*Stoica, George**79-86 A limit theorem for partial sums of random variables and its applications***by*Liu, Wen & Yan, Jia-an & Yang, Weiguo**87-92 On the maximum total sample size of a group sequential test about binomial proportions***by*Kepner, James L. & Chang, Myron N.**93-100 Limit distributions for products of sums***by*Qi, Yongcheng

### February 2003, Volume 61, Issue 4

**337-346 Deconvolution kernel estimator for mean transformation with ordinary smooth error***by*Qin, Huai-Zhen & Feng, Shi-Yong**347-357 On strong versions of the central limit theorem***by*Rychlik, Zdzislaw & Szuster, Konrad S.**359-371 A law of the iterated logarithm for global values of waiting time in multiphase queues***by*Minkevicius, Saulius & Steisunas, Stasys**373-382 Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM***by*Biernacki, Christophe & Chrétien, Stéphane**383-394 A quadratic bootstrap method and improved estimation in logistic regression***by*Claeskens, Gerda & Aerts, Marc & Molenberghs, Geert**395-401 A Bayesian interpretation of the multivariate skew-normal distribution***by*Liseo, Brunero & Loperfido, Nicola**403-410 On point measures of [var epsilon]-upcrossings for stationary diffusions***by*Grigelionis, Bronius**411-419 Nonstationary covariance functions that model space-time interactions***by*Ma, Chunsheng**421-428 Inverting a saddlepoint approximation***by*Arevalillo, Jorge M.**429-438 Asymptotic properties of stable densities and the asymmetric large deviation problems***by*Nagaev, A. V.**439-445 A two sample quantile test with applications to randomized block designs***by*Sim, Songyong & Kim, Seongbum & Park, Gilju & Park, Jaesoon

### February 2003, Volume 61, Issue 3

**225-234 Optimality of neighbor balanced designs under mixed effects model***by*Filipiak, K. & Markiewicz, A.**237-252 Asymptotics of M-estimators in non-linear regression with long memory designs***by*Koul, Hira L. & Baillie, Richard T.**253-259 Interpretation via Brownian motion of some independence properties between GIG and gamma variables***by*Matsumoto, Hiroyuki & Yor, Marc**261-268 Log-periodogram estimation of the memory parameter of a long-memory process under trend***by*Sibbertsen, Philipp**269-276 On class , class , and compound distributions in reliability***by*Mohan, N. R. & Ravi, S.**277-286 A note on functional CLT for truncated sums***by*Pozdnyakov, Vladimir**287-298 A semiparametric method of boundary correction for kernel density estimation***by*Alberts, T. & Karunamuni, R. J.