# Elsevier

# Statistics & Probability Letters

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### 1998, Volume 39, Issue 4

**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**77-80 Some linear models are necessarily parametric***by*Kagan, Abram & Shepp, Lawrence A.**81-87 On the rate of convergence of the ECME algorithm***by*Mkhadri, Abdallah**89-95 Modified expression for a recurrence relation on the product moments of order statistics***by*Samuel, P. & Thomas, P. Y.**97-100 Least squares estimation of two functions under order restriction in isotonicity***by*Park, Chul Gyu**101-108 A note on unconditional properties of a parametrically guided Nadaraya-Watson estimator***by*Glad, Ingrid K.

### 1998, Volume 36, Issue 4

**321-326 Completeness of Bhattacharya metric on the space of probabilities***by*Chakraborty, Santanu & Rao, B. V.**327-336 On bounded entropy of solutions of multi-dimensional stochastic differential equations***by*Stummer, Wolfgang**337-347 A threshold estimation problem for processes with hysteresis***by*Freidlin, Mark & Pfeiffer, Ruth**349-357 Low structure imprecise predictive inference for Bayes' problem***by*Coolen, F. P. A.**359-364 Penalized likelihood estimation: Convergence under incorrect model***by*Gu, Chong**365-372 Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval***by*Wang, Hsiuying**373-378 On equivariant estimation of the location of elliptical distributions under Pitman closeness criterion***by*Nayak, Tapan K.**379-391 The asymptotics of maximum-likelihood estimates of parameters based on a data type where the failure and the censoring time are dependent***by*Chen, Di & Lu, Jye-Chyi**393-400 Weak convergence of smoothed empirical process in Hölder spaces***by*Hamadouche, D.**401-413 Trimmed best k-nets: A robustified version of an L[infinity]-based clustering method***by*Cuesta-Albertos, J. A. & Gordaliza, A. & Matrán, C.**415-420 An alternative representation of Altham's multiplicative-binomial distribution***by*Lovison, G.**421-425 On asymptotic distribution of optimal design for polynomial-type regression***by*Chang, Fu-Chuen**427-436 Optimal designs for diallel cross experiments***by*Das, Ashish & Dey, Aloke & Dean, Angela M.

### 1997, Volume 36, Issue 3

**213-218 The law of iterated logarithm for one winding functional***by*Dorofeev, Eugene A.**219-229 Preferred point [alpha]-manifold and Amari's [alpha]-connections***by*Zhu, Hong-Tu & Wei, Bo-Cheng**231-243 Some results on normalized total time on test and spacings***by*Ebrahimi, Nader & Spizzichino, Fabio**245-250 A note on the autocorrelations related to a bilinear model with non-independent shocks***by*Martins, C. M.**251-259 Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples***by*Elfessi, Abdulaziz**261-267 On estimation of the common mean of k ([greater-or-equal, slanted] 2) normal populations with order restricted variances***by*Misra, Neeraj & van der Meulen, Edward C.**269-274 A new positive estimator of loss function***by*Maruyama, Yuzo**275-287 Smooth estimate of quantiles under association***by*Cai, Zongwu & Roussas, George G.**289-297 Extremes for non-anticipating moving averages of totally skewed [alpha]-stable motion***by*Albin, J. M. P.**299-306 A note on expansion for functionals of spatial marked point processes***by*Blaszczyszyn, Bartlomiej & Merzbach, Ely & Schmidt, Volker**307-317 A note on Silvey's (1959) Theorem***by*Neuenschwander, Beat E. & Flury, Bernard D.

### 1997, Volume 36, Issue 2

**101-114 Bandwidth choice for hazard rate estimators from left truncated and right censored data***by*Sun, Liuquan**115-125 Kernel density estimation for random fields (density estimation for random fields)***by*Carbon, Michel & Tran, Lanh Tat & Wu, Berlin**127-134 Posterior mean identifies the prior distribution in nb and related models***by*Papageorgiou, H. & Wesolowski, Jacek**135-143 Constructive definitions of fuzzy random variables***by*López-Diaz, Miguel & Gil, Maria Angeles**145-152 Stability of maxima over randomly deleted sets***by*Rothmann, Mark D.**153-159 A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times***by*Shoji, Isao**161-172 Density adjusted kernel smoothers for random design nonparametric regression***by*Müller, H. -G.**173-178 Stability of Bayesian inference in exponential families***by*Boratynska, Agata**179-188 A note on two-stage and sequential fixed-width intervals for the parameter in the uniform density***by*Govindarajulu, Z.**189-193 On the invariant measure of non-reversible simulated annealing***by*Löwe, Matthias**195-198 Where variance is largest for Mann and Whitney's U under a sum of powers marginal distribution***by*Edwardes, Michael D. deB.**199-204 Augmented order statistics and the biasing effect of outliers***by*David, H. A.**205-212 A simple diagnostic tool for local prior sensitivity***by*Peña, Daniel & Zamar, Ruben

### 1997, Volume 36, Issue 1

**1-7 Moments in the duration of play***by*Bach, Eric**9-21 Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem***by*Janssen, Arnold**23-27 On order restricted inference in some mixed linear models***by*Silvapulle, Mervyn J.**29-34 On the number of predecessors in constrained random mappings***by*Gittenberger, Bernhard**35-41 Bounds based on greatest convex minorants for moments of record values***by*Raqab, Mohammad Z.**43-47 A consistent combined classification rule***by*Mojirsheibani, M.**49-57 Bounds on system reliability of used components under MIFR/t assumption***by*Arizono, H. & Bueno, V. C.**59-67 A simple algorithm for tighter exact upper confidence bounds with rare attributes in finite universes***by*Wright, Tommy**69-83 A note on the Dirichlet process prior in Bayesian nonparametric inference with partial exchangeability***by*Petrone, Sonia & Raftery, Adrian E.**85-90 Statistical inference about the shape parameter of the Weibull distribution***by*Chen, Zhenmin**91-100 Large and moderate deviations for the empirical measures of an exchangeable sequence***by*Daras, Tryfon

### 1997, Volume 35, Issue 4

**307-315 Nonparametric estimation of the time-varying frequency and amplitude***by*Katkovnik, Vladimir**317-325 Stopped two-dimensional perturbed random walks and Lévy processes***by*Gut, Allan**327-333 Connections among various variability orderings***by*Kochar, Subhash C. & Carrière, K. C.**335-339 A note on equality of MINQUE and simple estimator in the general Gauss-Markov model***by*Gro[beta], Jürgen**341-344 A counterexample in experimental design showing that the G-criterion function is not necessarily strictly decreasing***by*Imhof, Lorens**345-354 On Bayesian estimation of the multiple decrement function in the competing risks problem, II: The discrete case***by*Neath, Andrew A. & Samaniego, Francisco J.**355-362 On the estimation of monotone uniform approximations***by*Domínguez-Menchero, J. S. & López-Palomo, M. J.**363-370 On tail behavior in Bayesian location inference***by*Maín, P. & Navarro, H.**371-379 Random random walks on the integers mod n***by*Dai, Jack J. & Hildebrand, Martin V.**381-394 Equivalences in strong limit theorems for renewal counting processes***by*Gut, Allan & Klesov, Oleg & Steinebach, Josef**395-400 Sharp upper and lower bounds for asymptotic levels of some statistical tests***by*Jiang, Jiming**401-407 Estimation of regression models with nested error structure and unequal error variances under two and three stage cluster sampling***by*Stukel, D. M. & Rao, J. N. K.**409-416 On random walks with jumps scaled by cumulative sums of random variables***by*Borovkov, Konstantin**417-422 A random functional central limit theorem for stationary linear processes generated by martingales***by*Fakhre-Zakeri, Issa & Lee, Sangyeol**423-432 Modeling Poisson variables with positive spatial dependence***by*Kaiser, Mark S. & Cressie, Noel