# Elsevier

# Statistics & Probability Letters

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### 1999, Volume 41, Issue 2

### 1999, Volume 41, Issue 1

**1-7 A parametric independence test for clustered binary data***by*Bowman, Dale**9-17 Statistical inference for finite Markov chains based on divergences***by*Menéndez, M. L. & Morales, D. & Pardo, L. & Zografos, K.**19-24 On unbiasedness of the empirical BLUE and BLUP***by*Jiang, Jiming**25-30 Expected local influence in the normal linear regression model***by*Cadigan, N. G. & Farrell, P. J.**31-37 On using index cases in the study of late-onset diseases***by*Berger, Agnes**39-55 Estimating the index of a stable distribution***by*de Haan, L. & Pereira, T. Themido**57-63 A modified logrank test for censored survival data under order restrictions***by*Liu, P. Y. & Wei Yann Tsai**65-71 MSE performance of a heterogeneous pre-test estimator***by*Ohtani, Kazuhiro**73-81 The efficiency of ordinary least squares in designed experiments subject to spatial or temporal variation***by*Butler, Neil A.**83-86 Exponential tightness can fail in the strong topology***by*Eichelsbacher, Peter & Grunwald, Malte**87-95 Testing for trends in correlated data***by*Sun, Hongguang & Pantula, Sastry G.**97-99 Equivalent mixing conditions for Markov chains***by*Bradley, Richard C.

### 1998, Volume 40, Issue 4

**307-319 Another look at the jackknife: further examples of generalized bootstrap***by*Chatterjee, Snigdhansu**321-327 "Drawings since hit tables in lotteries" and a new multivariate geometric distribution***by*Henze, Norbert**329-331 On an explicit formula for the distribution of the supremum***by*Sgibnev, M. S.**333-341 On visual distances in density estimation: the Hausdorff choice***by*Cuevas, Antonio & Fraiman, Ricardo**343-351 On the convergence of generalized moments in almost sure central limit theorem***by*Ibragimov, Ildar & Lifshits, Mikhail**353-361 Problems arising from jackknifing the estimate of a Kaplan-Meier integral***by*Shen, Pao-Sheng**363-370 First inverse moment of a generalized quadratic form***by*Lindoff, B.**371-377 Law of the iterated logarithm for Lévy's area process composed with Brownian motion***by*Neuenschwander, Daniel**379-384 A note on the stationarity of a threshold first-order bilinear process***by*Cappuccio, Nunzio & Ferrante, Marco & Fonseca, Giovanni**385-393 Change-point in the mean of dependent observations***by*Kokoszka, Piotr & Leipus, Remigijus**395-401 Limit laws for the number of near maxima via the Poisson approximation***by*Pakes, Anthony G. & Li, Yun**403-410 On the limiting behavior of randomly weighted partial sums***by*Rosalsky, Andrew & Sreehari, M.

### 1998, Volume 40, Issue 3

**203-214 Formulae and recursions for the joint distributions of success runs of several lengths in a two-state Markov chain***by*Han, Qing & Aki, Sigeo**215-226 A test for singularity***by*Frigyesi, Attila & Hössjer, Ola**227-236 Relative-error prediction***by*Park, Heungsun & Stefanski, L. A.**237-245 Last passage time for the empirical mean of some mixing processes***by*Barbe, P. & Doisy, M. & Garel, B.**247-257 Predictive inference for directional data***by*Rao Jammalamadaka, S. & SenGupta, Ashis**259-266 Characterizations of the -class of life distributions***by*Gwo Dong, Lin**267-278 Parametric nonstationary correlation models***by*Hughes-Oliver, Jacqueline M. & Gonzalez-Farias, Graciela & Lu, Jye-Chyi & Chen, Di**279-287 Weak nondifferential measurement error models***by*Bolfarine, Heleno & Arellano-Valle, Reinaldo B.**289-292 MLE are stochastically increasing if likelihoods are unimodal***by*Gan, Gaoxiong**293-303 U-statistics on a lattice of I.I.D. random variables***by*Christofides, Tasos C. & Serfling, Robert

### 1998, Volume 40, Issue 2

**103-111 Large deviations for stable Itô equations***by*Tudor, C.**113-119 Comparing two tests used for diagnostic or screening purposes***by*Geisser, Seymour**121-126 An integral characterization problem in an age-dependent cancer model***by*Lee, Chinsan**127-131 Equivalence of two conditions on singular components***by*Sgibnev, M. S.**133-137 A note on the existence of maximum likelihood estimates for Gaussian-inverted Wishart models***by*Le, N. & Sun, L. & Zidek, J. V.**139-148 Verifying irreducibility and continuity of a nonlinear time series***by*Cline, Daren B. H. & Pu, Huay-min H.**149-153 Some properties of inferences in misspecified linear models***by*Severini, Thomas A.**155-164 Characterizations of some subclasses of spherical distributions***by*Liang, Jia-Juan & Bentler, Peter M.**165-170 Conditional coverage probability of confidence intervals in errors-in-variables and related models***by*Tsao, Chen-Hai Andy**171-177 Asymptotics of a class of pth-order nonlinear autoregressive processes***by*Lee, Chanho**179-183 On the symmetric bilateral AR processes***by*Choi, ByoungSeon**185-188 Some projective properties of fractional factorial designs***by*Chen, Hegang**189-201 Estimation and test of linearity for a class of additive nonlinear models***by*Chèze-Payaud, Nathalie & Poggi, Jean-Michel & Portier, Bruno

### 1998, Volume 40, Issue 1

**1-8 Convergence of conditional expectations given the random variables of a Skorohod representation***by*Arcudi, Ornella**9-13 Markov death process modelling and analysis of binary data***by*Faddy, M. J.**15-22 A Bayesian analysis of generalized threshold autoregressive models***by*Chen, Cathy W. S.**23-29 Characterizations of the dispersive order of distributions by the Laplace transform***by*Bartoszewicz, Jaroslaw**31-41 Sequential confidence bands for densities under truncated and censored data***by*Sun, Liuquan & Zhou, Yong**43-55 Estimation of linear functionals of Poisson processes***by*Kutoyants, Yu. A. & Liese, F.**57-66 B-spline estimation of regression functions with errors in variable***by*Koo, Ja-Yong & Lee, Kee-Won**67-73 The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model***by*Dunmur, A. P. & Titterington, D. M.**75-81 The law of the large numbers for U-statistics for 2m-wise independent random variables***by*Arcones, Miguel A.**83-91 A note on Rosenblatt distributions***by*Albin, J. M. P.**93-102 Stochastic comparisons and couplings for interacting particle systems***by*Javier López, F. & Sanz, Gerardo

### 1998, Volume 39, Issue 4

**289-304 Trajectories of exchangeable sequences: Large and moderate deviations results***by*Daras, Tryfon**305-315 Distributional convergence under proportional censorship when covariables are present***by*de Uña-Álvarez, Jacobo & González-Manteiga, Wenceslao**317-326 Optimality of a class of efficiency-balanced designs***by*Das, Ashish**327-331 Representation of multivariate discrete distributions by probability generating functions***by*Krummenauer, Frank**333-336 A poisson limit law for a generalized birthday problem***by*Henze, Norbert**337-345 Identifying the multifractional function of a Gaussian process***by*Benassi, Albert & Cohen, Serge & Istas, Jacques**347-354 Approximation of the Hill estimator process***by*Kaufmann, E. & Reiss, R. -D.**355-361 Symmetrization and decoupling of combinatorial random elements***by*Duembgen, Lutz**363-370 Weak convergence in Lp(0,1) of the uniform empirical process under dependence***by*Oliveira, P. E. & Suquet, Ch.**371-377 Geometric convergence of the Metropolis-Hastings simulation algorithm***by*Holden, Lars**379-384 Statistical estimation by a linear combination of two given statistics***by*Gro[beta], Jürgen

### 1998, Volume 39, Issue 3

**185-193 The maximal dominated subsets of a statistical experiment***by*Macci, Claudio**195-203 Ordering properties of the TTT-plot of lifetimes with Schur joint densities***by*Nappo, G. & Spizzichino, F.**205-212 Generalized poisson models arising from Markov processes***by*Bosch, Ronald J. & Ryan, Louise M.**213-227 On the class of g-monotone dependence functions***by*Krajka, A.**229-236 Bootstrapping statistical functionals***by*Jiménez Gamero, M. D. & Muñoz García, J. & Muñoz Reyes, A.**237-244 Asymptotic efficiency of a proportional hazards model with cure***by*Tsodikov, Alexander**245-254 On mode testing and empirical approximations to distributions***by*Cheng, Ming-Yen & Hall, Peter**255-262 A Berry-Esséen-type theorem of quantile density estimators***by*Cheng, Cheng**263-270 Strong law of large numbers for U-statistics of varying order***by*Rempala, Grzegorz**271-281 A logical foundation for the minimal sufficient cause model***by*Aickin, Mikel**283-288 An optional stopping theorem for nonadapted martingales***by*Ethier, S. N.

### 1998, Volume 39, Issue 2

**81-87 Comparisons of spatially correlated binary data***by*Sim, Songyong & Johnson, Richard A.**89-95 A Baum-Katz theorem for random variables under exponential moment conditions***by*Lanzinger, Hartmut**97-100 Simple proofs of two results on convolutions of unimodal distributions***by*Purkayastha, Sumitra**101-107 Poisson approximations for sequences of random variables***by*Cekanavicius, V.**109-117 Further results based on Chernoff-type inequalities***by*Mohtashami Borzadaran, G. R. & Shanbhag, D. N.**119-122 Simple tests for the validity of correlation function models on the circle***by*Gneiting, Tilmann**123-131 Preservation of some partial orderings under the formation of coherent systems***by*Nanda, Asok K. & Jain, Kanchan & Singh, Harshinder**133-141 On the joint distribution of runs in a sequence of multi-state trials***by*Doi, Masayuki & Yamamoto, Eiji**143-149 On nonparametric estimation of mean functionals***by*Galindo, Christian D.**151-160 Simple kernel estimators for certain nonparametric deconvolution problems***by*van Es, A. J. & Kok, A. R.**161-165 On a property of the expected value of a determinant***by*Pronzato, L.**167-172 On the class of t-designs***by*Srivastav, Sudesh K.**173-177 A note on generalization of distinct representatives***by*Chai, Feng-Shun**179-184 Convergence in the Hausdorff metric of estimators of irregular densities, using Fourier-Cesàro approximation***by*van Rooij, Arnoud C. M. & Ruymgaart, Frits H.

### 1998, Volume 39, Issue 1

**1-10 The weighted average information criterion for order selection in time series and regression models***by*Wu, Tiee-Jian & Sepulveda, Alfred**11-15 Records from a multivariate normal sample***by*Gnedin, Alexander V.**17-24 A weighted Kendall's tau statistic***by*Shieh, Grace S.**25-34 A central limit theorem for certain nonlinear statistics in repeated sampling of a finite population***by*Hawkins, D. L. & Han, Chien-Pai**35-42 A lifetime distribution with decreasing failure rate***by*Adamidis, K. & Loukas, S.**43-47 Simulations on the Theil-Sen regression estimator with right-censored data***by*Wilcox, Rand R.**49-54 A note on relationships between moments, central moments and cumulants from multivariate distributions***by*Balakrishnan, N. & Johnson, Norman L. & Kotz, Samuel**55-60 Cramer's condition and Sanov's theorem***by*Schied, Alexander**61-72 An L2 error test with order selection and thresholding***by*Lee, GeungHee & Hart, Jeffrey D.**73-80 On the normal record values and associated inference***by*Balakrishnan, N. & Chan, P. S.

### 1998, Volume 38, Issue 4

**289-294 The comparison between polynomial regression and orthogonal polynomial regression***by*Tian, Guo-Liang**295-298 On the determination of the number of components in a mixture***by*Polymenis, A. & Titterington, D. M.**299-303 A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process***by*Guglielmi, Alessandra**305-309 Bias annihilating bandwidths for kernel density estimation at a point***by*Hazelton, Martin L.**311-321 A remark on approximate M-estimators***by*Arcones, Miguel A.**323-328 Hastings-Metropolis algorithms and reference measures***by*Chen, Pei-de**329-333 Why the variance?***by*Kagan, Abram & Shepp, Lawrence A.**335-345 Characterization of error distributions in time-series regression models***by*Hallin, M. & Jurecková, J. & Milhaud, X.**347-354 Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators***by*Markiewicz, Augustyn**355-362 On exponential rates of estimators of the parameter in the first-order autoregressive process***by*Kakizawa, Yoshihide**363-368 A note on bias robustness of the median***by*Chen, Zhiqiang**369-376 The power function of the maximum studentized range test in a two-way design***by*Cheung, Siu Hung & Wu, Yaohua

### 1998, Volume 38, Issue 3

**207-214 Large deviations in partial sums of U-processes in stronger topologies***by*Eichelsbacher, Peter**215-220 Optimal Bayesian-feasible dose escalation for cancer phase I trials***by*Zacks, S. & Rogatko, A. & Babb, J.**221-227 Testing equality of two normal means using a variance pre-test***by*Albers, Willem & Boon, Pieta C. & Kallenberg, Wilbert C. M.**229-233 Mixed Poisson distributions tail equivalent to their mixing distributions***by*Perline, Richard**235-245 Invariance principle for martingale-difference random fields***by*Poghosyan, S. & Roelly, S.**247-253 A formula on multivariate Dirichlet distributions***by*Letac, Gérard & Massam, Hélène**255-261 Asymptotic variance of M-estimators for dependent Gaussian random variables***by*Genton, Marc G.**263-274 Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion***by*Le Breton, Alain**275-280 An ordered relation between the ANOVA estimator of the intraclass correlation and a kappa-type statistic in binary data***by*Cheng, Song-Show & Cheng, Yu-Chun**281-288 Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data***by*Garren, Steven T.

### 1998, Volume 38, Issue 2

**101-105 Weak law of large numbers for arrays***by*Sung, Soo Hak**107-115 Asymptotically unbiased estimators for the extreme-value index***by*Peng, L.**117-123 Sequence of expectations of maximum-order statistics***by*Huang, J. S.**125-130 A note on the uniqueness of the quasi-likelihood estimator***by*Tzavelas, George**131-135 The density of the inverse and pseudo-inverse of a random matrix***by*Olkin, Ingram**137-144 Conditional large deviations for density case***by*Kim, Gie-Whan & Truax, Donald R.**145-150 On the bias of the OLS estimator in a nonstationary dynamic panel data model***by*Pitarakis, Jean-Yves**151-156 Hypothesis testing for some time-series models: a power comparison***by*Thavaneswaran, A. & Peiris, Shelton**157-160 Mixture representation of Linnik distribution revisited***by*Kozubowski, Tomasz J.**161-166 Sample size calculations for smoothing splines based on Bayesian confidence intervals***by*Wang, Yuedong**167-175 Generalized k-matches***by*Herzog, Jonathan & McLaren, Christopher & Godbole, Anant P.**177-182 On the almost sure boundedness of norms of some empirical operators***by*Latala, Rafal**183-186 A representation result for finite Markov chains***by*Spreij, Peter**187-195 Parameterizations and modes of stable distributions***by*Nolan, John P.**197-205 Using M-type smoothing splines to estimate the spectral density of a stationary time series***by*Ferreira, Eva

### 1998, Volume 38, Issue 1

**1-9 Applications of a general composition theorem to the star order of distributions***by*Bartoszewicz, Jaroslaw**11-19 A new criterion for variable selection***by*Philips, R. & Guttman, I.**21-25 A uniform strong law of large numbers for partial sum processes of Banach space-valued random sets***by*Jang, Lee-Chae & Kwon, Joong-Sung**27-31 A note on complete convergence for arrays***by*Hu, T. -C. & Szynal, D. & Volodin, A. I.**33-39 On the posterior distribution of the covariance matrix of the growth curve model***by*Pan, Jian-Xin & Fang, Kai-Tai & von Rosen, Dietrich**41-47 Generalized graphical models for discrete data***by*Teugels, Jozef L. & Van Horebeek, Johan**49-57 On consistency of the monotone MLE of survival for left truncated and interval-censored data***by*Pan, Wei & Chappell, Rick & Kosorok, Michael R.**59-67 A note on universal admissibility of scale parameter estimators***by*Kushary, Debashis**69-71 Moments of ratios of quadratic forms***by*Gupta, A. K. & Kabe, D. G.**73-81 A note on moments of the maximum of Cesàro summation***by*Li, Deli & Huang, Mei Ling**83-88 Marcinkiewicz--Zygmund law for sequences of blockwise m-dependent random variables***by*Bo, Zhang**89-99 Optimal cooperative stopping rules for maximization of the product of the expected stopped values***by*Assaf, David & Samuel-Cahn, Ester

### 1998, Volume 37, Issue 4

**321-329 Generalized method of Pao-Zhuan Yin-Yu***by*Fu, James C. & Li, Lung-An**331-340 Limit behavior of the empirical influence function of the median***by*Croux, Christophe**341-350 A one-step robust estimator for regression based on the weighted likelihood reweighting scheme***by*Agostinelli, Claudio & Markatou, Marianthi**351-355 A characterisation of Hjort's discrete time beta process***by*Walker, Stephen**357-365 The exact u chart can be obtained using simple adjustments***by*Chen, Gemai & Cheng, Smiley W.**367-373 D-optimal fractional factorial designs***by*Chiu, Wan-Yi & John, Peter W. M.**375-379 p-Adic behaviour of Bernoulli probabilities***by*Khrennikov, Andrew**381-389 Asymptotic properties of Kaplan-Meier estimator for censored dependent data***by*Cai, Zongwu**391-397 On Benford's law to variable base***by*Schatte, P.**399-408 Analysis of fixed effects linear models under heteroscedastic errors***by*Smith, Todd & Peddada, Shyamal D.**409-414 Addition or deletion?***by*Dey, Aloke & Midha, Chand K.**415-421 Buffon got it straight***by*Wood, G. R. & Robertson, J. M.**423-430 Confidence intervals for the number of unseen types***by*Finkelstein, Mark & Tucker, Howard G. & Veeh, Jerry Alan

### 1998, Volume 37, Issue 3

**213-221 Mixture representations for symmetric generalized Linnik laws***by*Pakes, Anthony G.**223-228 Asymptotic properties of the GMLE with case 2 interval-censored data***by*Yu, Qiqing & Schick, Anton & Li, Linxiong & Wong, George Y. C.**229-236 On almost sure max-limit theorems***by*Fahrner, I. & Stadtmüller, U.**237-242 Equivalent conditions on the central limit theorem for a sequence of probability measures on R***by*Mikami, Toshio**243-247 Discrete stable random variables***by*Christoph, Gerd & Schreiber, Karina**249-257 On the Devroye-Györfi methods of correcting density estimators***by*Kaluszka, M.**259-267 Bootstrapping sample quantiles in non-regular cases***by*Knight, Keith**269-278 A note on the behaviour of residual plots in regression***by*Velilla, Santiago**279-285 Small deviations for the Poisson process***by*Alvarez-Andrade, Sergio**287-293 Bandwidth selection for power optimality in a test of equality of regression curves***by*Kulasekera, K. B. & Wang, J.**295-302 Bootstrapping weighted empirical processes that do not converge weakly***by*Lahiri, Soumendra Nath**303-313 Testing based on sampled data for proportional hazards model***by*Marzec, Leszek & Marzec, Pawel

### 1998, Volume 37, Issue 2

**111-114 A note on sufficiency and information loss***by*Kabaila, Paul**115-119 Uniform strong consistency of sample quantiles***by*Zielinski, Ryszard**121-129 Testing for unimodal dependence in an ordered contingency table with restricted marginal probabilities***by*Park, Chul Gyu**131-139 Finite sample performance of deconvolving density estimators***by*Wand, M. P.**141-147 On limiting distributions in explosive autoregressive processes***by*Monsour, Michael J. & Mikulski, Piotr W.**149-154 Uniform association in contingency tables associated to Csiszar divergence***by*Conde, J. & Salicrú, M.**155-165 On one-sided strong laws for large increments of sums***by*Frolov, Andrei N.**167-170 An arrangement increasing property of the Marshall-Olkin bivariate exponential***by*Boland, Philip J.**171-182 Weak convergence of convex stochastic processes***by*Arcones, Miguel A.**183-193 A Kolmogorov-type test for second-order stochastic dominance***by*Schmid, Friedrich & Trede, Mark**195-201 Small deviations for the Poisson process***by*Alvarez-Andrade, Sergio**203-211 Continuity of some anticipating integral processes***by*Hu, Yaozhong & Nualart, David

### 1998, Volume 37, Issue 1

**1-6 Comparison of order statistics between dependent and independent random variables***by*Hu, Taizhong & Hu, Jinjin**7-14 On forecasting SETAR processes***by*De Gooijer, Jan G. & De Bruin, Paul T.**15-17 Some results concerning the rates of convergence of random walks on finite group***by*Dai, Jack J.**19-27 Using a stopping rule to determine the size of the training sample in a classification problem***by*Kundu, Subrata & Martinsek, Adam T.**29-34 Random walks on edge transitive graphs***by*Palacios, JoséLuis & Renom, JoséMiguel**35-40 An ergodic Markov chain is not determined by its two-dimensional marginal laws***by*Courbage, M. & Hamdan, D.**41-47 The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations***by*Kauermann, Göran & Müller, Marlene & Carroll, Raymond J.**49-58 Interval estimation of location and scale parameters based on record values***by*Chan, Ping Shing**59-65 Tail probability approximations for U-statistics***by*Keener, Robert W. & Robinson, John & Weber, Neville C.**67-76 Almost sure central limit theorems under minimal conditions***by*Berkes, István & Csáki, Endre & Horváth, Lajos