# Elsevier

# Statistics & Probability Letters

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### 1999, Volume 45, Issue 4

**359-369 Inference about the ratio of scale parameters in a two-sample setting with current status data***by*Koul, Hira L. & Schick, Anton**371-378 Robust sandwich covariance estimation for regression calibration estimator in Cox regression with measurement error***by*Wang, C. Y.**379-382 Shift invariance of the occupation time of the Brownian bridge process***by*Howard, Peter & Zumbrun, Kevin

### 1999, Volume 45, Issue 3

**191-194 L-superadditive function and its integral transform that preserves Schur property***by*Gopal, G. & Rajalakshmi, S.**195-204 Parameter estimation in infinite-dimensional stochastic differential equations***by*Kim, Yoon Tae**205-214 On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process***by*Basu, A. K. & Mukhopadhyay, Indranil**215-224 A note on Bayesian estimation of process capability indices***by*Shiau, Jyh-Jen Horng & Hung, Hui-Nien & Chiang, Chun-Ta**225-235 A multivariate mixture of Weibull distributions in reliability modeling***by*Patra, Kaushik & Dey, Dipak K.**237-246 Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time***by*Chang, Yuan-chin Ivan**247-251 Majorization and Gaussian correlation***by*Vitale, Richard A.**253-259 An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss***by*Wan, Alan T. K. & Kurumai, Hiroko**261-268 Limit theorems for short distances in***by*Eastwood, Vera R. & Horváth, Lajos**269-276 A note on the robustness of multivariate medians***by*Chakraborty, Biman & Chaudhuri, Probal**277-282 Two-stage approach to Bayes sequential estimation in the exponential distribution***by*Hwang, Leng-Cheng

### 1999, Volume 45, Issue 2

**97-101 On estimation with balanced loss functions***by*Dey, Dipak K. & Ghosh, Malay & Strawderman, William E.**103-110 On a characterization of right spread order by the increasing convex order***by*Belzunce, F.**111-119 A level crossing quantile estimation method***by*Huang, Mei Ling & Brill, Percy**121-130 Variability orders and mean differences***by*Bassan, Bruno & Denuit, Michel & Scarsini, Marco**131-139 An urn model in the simulation of interval censored failure time data***by*Lee, Chinsan**141-147 Confidence intervals from simulations based on 4-independent random variables***by*Kabaila, Paul**149-158 Limiting behavior of random permanents***by*Rempala, Grzegorz & Wesolowski, Jacek**159-165 On approximation of Gaussian integrals***by*Nikouline, A. M.**167-173 Sufficient conditions for negative association of random variables***by*Hu, Taizhong & Hu, Jinjin**175-186 Non-linear regression with multidimensional indices***by*Bansal, Naveen K. & Hamedani, G. G. & Zhang, Hao**187-190 On fractal percolation in***by*White, Damien G.

### 1999, Volume 45, Issue 1

**1-10 Likelihood ratio tests for and against decreasing in transposition in KxKxK contingency tables***by*Barmi, Hammou El & Zimmerman, Dale**11-22 Functional linear model***by*Cardot, Hervé & Ferraty, Frédéric & Sarda, Pascal**23-30 Almost sure limit theorems for the St. Petersburg game***by*Berkes, István & Csáki, Endre & Csörgo, Sándor**31-39 Three-level supersaturated designs***by*Yamada, Shu & Lin, Dennis K. J.**41-47 Isotonic estimation for grouped data***by*Woodroofe, Michael & Zhang, Rong**49-53 A characterization of the negative binomial distribution via [alpha]-monotonicity***by*Sapatinas, Theofanis**55-63 Bootstrapping convex hulls***by*Zarepour, M.**65-69 Renewal theory and level passage by subordinators***by*Bertoin, J. & van Harn, K. & Steutel, F. W.**71-77 On the uniqueness of maximizers of Markov-Gaussian processes***by*Ferger, Dietmar**79-84 Best equivariant nonparametric estimator of a quantile***by*Zielinski, Ryszard**85-95 Complete convergence for weighted sums of NA sequences***by*Liang, Han-Ying & Su, Chun

### 1999, Volume 44, Issue 4

**319-326 Some bounds for the error of an estimator of the hazard function with censored data***by*Wang, Qi-Hua**327-335 Concentration order on a metric space, with some statistical applications***by*Cheng, Cheng & Tong, Y. L.**337-341 Total time on test function principal components***by*Kaigh, W. D.**343-350 Robustness properties of dispersion estimators***by*Genton, Marc G. & Ma, Yanyuan**351-357 Asymptotic optimality of full cross-validation for selecting linear regression models***by*Droge, Bernd**359-363 A goodness-of-fit test for normality based on the sample entropy of order statistics***by*Park, Sangun**365-373 Corrected score tests for exponential censored data***by*Cordeiro, Gauss M. & Colosimo, Enrico A.**375-382 On Wald's equation for U-statistical sums***by*Borovskikh, Yuri V. & Weber, Neville C.**383-386 Spurious correlation between ratios with a common divisor***by*Kim, Ji-Hyun**387-397 New tests for unit roots in autoregressive processes with possibly infinite variance errors***by*Shin, Dong Wan & So, Beong Soo**399-404 On fixed-length confidence intervals for a bounded normal mean***by*Drees, Holger**405-408 E-optimal designs for the Michaelis-Menten model***by*Dette, Holger & Wong, Weng Kee**409-416 Functional approach to the asymptotic normality of the non-linear least squares estimator***by*Malyutov, Mikhail B. & Protassov, Rostislav S.

### 1999, Volume 44, Issue 3

**211-219 A note on LDP for supremum of Gaussian processes over infinite horizon***by*Debicki, Krzysztof**221-228 Kernel estimators of the ROC curve are better than empirical***by*Lloyd, Chris J. & Yong, Zhou**229-240 Correcting bias due to misclassification in the estimation of logistic regression models***by*Cheng, K. F. & Hsueh, H. M.**241-249 Monotone empirical Bayes tests for a discrete normal distribution***by*Liang, TaChen**251-258 Extremes of Gaussian processes, on results of Piterbarg and Seleznjev***by*Hüsler, J.**259-265 Goodness of fit for the Poisson distribution***by*Best, D. J. & Rayner, J. C. W.**267-280 On the variance of quadrature over scrambled nets and sequences***by*Yue, Rong-Xian & Mao, Shi-Song**281-290 A converse Gaussian Poincaré-type inequality for convex functions***by*Bobkov, S. G. & Houdré, C.**291-298 Optimal choice of observation window for Poisson observations***by*Kutoyants, Yury A. & Spokoiny, Vladimir**299-308 On the Hilbert kernel density estimate***by*Devroye, Luc & Krzyzak, Adam**309-318 On improving standard estimators via linear empirical Bayes methods***by*Samaniego, Francisco J. & Vestrup, Eric

### 1999, Volume 44, Issue 2

**109-122 Wavelet methods to estimate an integrated quadratic functional: Adaptivity and asymptotic law***by*Gayraud, Ghislaine & Tribouley, Karine**123-130 On the variance of the number of extreme points of a random convex hull***by*Massé, Bruno**131-136 Exact D-optimal designs for polynomial regression without intercept***by*Chang, Fu-Chuen**137-146 Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models***by*Chen, Shijie & Mukherjee, Kanchan**147-154 On smoothness measurement for weakly stationary processes***by*Navarro, H.**155-160 Consecutive k out of n: F systems with Cycle k***by*Boland, Philip J. & Papastavridis, Stavros**161-166 Stochastic orderings between distributions and their sample spacings - II***by*Khaledi, Baha-Eldin & Kochar, Subhash**167-176 Approximations for discrete scan statistics on the circle***by*Chen, Jie & Glaz, Joseph**177-180 Inference from a sequential design: proof of a conjecture by Ford and Silvey***by*Rosenberger, William F. & Hughes-Oliver, Jacqueline M.**181-187 A note on the complex roots of complex random polynomials***by*Ramponi, A.**189-194 Comparisons with the best in response surface methodology***by*Moore, Linda J. & Sa, Ping**195-200 Maximal inequalities for averages of i.i.d. and 2-exchangeable random variables***by*Etemadi, N.**201-207 An optimal property of the exact multinomial test and the extended Fisher's exact test***by*Kang, Seung-ho**209-209 The bootstrap of the mean for strong mixing sequences under minimal conditions : [Statist. Probab. Lett. 28 (1996) 65-72]***by*Radulovic, Dragan**210-210 The Hájek-Rényi inequality for the NA random variables and its application : [Statist. Probab. Lett. 43 (1999) 99-105]***by*Liu, Jingjun & Gan, Shixin & Chen, Pingyan

### 1999, Volume 44, Issue 1

**1-6 The comparison theorem of FBSDE***by*Wu, Zhen**7-17 Approximating the powers of order-restricted log rank tests at local alternatives***by*Singh, Bahadur & Wright, F. T.**19-22 On the strong convergence of a weighted sum***by*Wu, Wei Biao**23-27 A Poisson approximation with applications to the number of maxima in a discrete sample***by*Olofsson, Peter**29-45 On nonparametric estimation in nonlinear AR(1)-models***by*Hoffmann, Marc**47-54 On some maximal inequalities for fractional Brownian motions***by*Novikov, Alexander & Valkeila, Esko**55-62 An inequality for uniform deviations of sample averages from their means***by*Bartlett, Peter & Lugosi, Gábor**63-72 Global robustness of location and dispersion estimates***by*Berrendero, José R. & Zamar, Ruben H.**73-78 Goodness-of-fit statistics, discrepancies and robust designs***by*Hickernell, Fred J.**79-86 A small-sample correction for the Schwarz SIC model selection criterion***by*McQuarrie, Allan D.**87-95 The gambler's ruin problem with n players and asymmetric play***by*Rocha, Amy L. & Stern, Frederick**97-106 On the asymptotic variance of the continuous-time kernel density estimator***by*Sköld, Martin & Hössjer, Ola**107-108 Fractional Brownian motion via fractional Laplacian***by*Bojdecki, Tomasz & Gorostiza, Luis G.

### 1999, Volume 43, Issue 4

**325-333 On min-max majority and deepest points***by*Nolan, D.**335-341 Maximum likelihood estimation for the Erlang integer parameter***by*Miller, Gregory K.**343-347 Characterization of spatial Poisson along optional increasing paths: A problem of dimension's reduction***by*Aletti, G. & Capasso, V.**349-359 Some robust estimates of principal components***by*Marden, John I.**361-367 Limit theorems and random spacings related to cutting of DNAs by radiation***by*Saisho, Yasumasa**369-375 On minimax rates of convergence in image models under sequential design***by*Korostelev, Alexander**377-384 Reference priors for the general location-scale modelm***by*Fernández, Carmen & Steel, Mark F. J.**385-392 On estimation of the spectral measure of certain nonnormal operator stable laws***by*Scheffler, Hans-Peter**393-397 Reducing non-stationary stochastic processes to stationarity by a time deformation***by*Perrin, Olivier & Senoussi, Rachid**399-409 Estimation of the coefficient of tail dependence in bivariate extremes***by*Peng, L.**411-414 The joint covariance structure of ordered symmetrically dependent observations and their concomitants of order statistics***by*Lee, Hak-Myung & Viana, Marlos**415-420 A note on the wavelet oracle***by*Hall, Peter & Kerkyacharian, Gérard & Picard, Dominique**421-426 Convolution of geometrics and a reliability problem***by*Sen, Ananda & Balakrishnan, N.**427-431 Bounds for rth order joint cumulant under rth order strong mixing***by*Rao, B. L. S. Prakasa

### 1999, Volume 43, Issue 3

**217-223 On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes***by*Kim, Tae Yoon**225-236 Age-smooth properties of mixture models***by*Mi, Jie**237-242 Reliabilities for (n,f,k) systems***by*Chang, Gerard J. & Cui, Lirong & Hwang, Frank K.**243-250 Asymptotic normality of nonparametric estimators under [alpha]-mixing condition***by*Liebscher, Eckhard**251-264 The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters***by*Nagahara, Yuichi**265-274 Law equivalence of stochastic linear systems***by*Goldys, Beniamin & Peszat, Szymon**275-287 Rank regression for current-status data: asymptotic normality***by*Abrevaya, Jason**289-297 Projection indices and multimodality for mixtures of normal distributions***by*Eslava, G. & Marriott, F. H. C.**299-308 A functional large deviations principle for quadratic forms of Gaussian stationary processes***by*Gamboa, F. & Rouault, A. & Zani, M.**309-316 Rates of convergence for the pre-asymptotic substitution bandwidth selector***by*Fan, Jianqing & Huang, Li-Shan**317-319 Tail hypotheses in the signal plus noise model***by*Kagan, Abram & Shepp, Lawrence A.**321-324 Dispersive ordering of convolutions of exponential random variables***by*Kochar, Subhash & Ma, Chunsheng

### 1999, Volume 43, Issue 2

**107-111 Ignatov's theorem and correlated record values***by*Peköz, Erol A.**113-121 Long- and short-range dependent sequences under exponential subordination***by*aw Gajek, Lesl & Mielniczuk, Jan**123-130 Applications of a formula for the variance function of a stochastic process***by*Fan, Ruzong & Lange, Kenneth & Peña, Edsel**131-135 A note on S2 in a linear regression model based on two-stage sampling data***by*Song, Seuck Heun**137-143 A central limit theorem for self-normalized products of random variables***by*Quine, M. P.**145-152 A new estimate of the mode based on the quantile density***by*Futschik, A.**153-158 A note on the number of records near the maximum***by*Li, Yun**159-168 Density estimation by truncated wavelet expansion***by*Kato, Takeshi**169-178 Remarks on extremal problems in nonparametric curve estimation***by*Leonov, Sergei L.**179-188 Multiple stochastic integral expansions of arbitrary Poisson jump times functionals***by*Privault, Nicolas**189-196 Availability of a system with gamma life and exponential repair time under a perfect repair policy***by*Sarkar, Jyotirmoy & Chaudhuri, Gopal**197-206 Characterizations and model selections through reliability measures in the discrete case***by*Roy, Dilip & Gupta, R. P.**207-215 Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations***by*Bishwal, J. P. N.

### 1999, Volume 43, Issue 1

**1-3 Parametric models as thin subsets of the space of distributions***by*Gneri, Mario Antonio**5-12 A likelihood based robust Bayesian summary***by*Sivaganesan, Siva**13-23 Least-square estimation for regression on random designs for absolutely regular observations***by*Viennet, Gabrielle**25-32 Random walks on edge-transitive graphs (II)***by*Palacios, José Luis & Renom, José Miguel & Berrizbeitia, Pedro**33-39 Expected hitting times for random walks on weak products of graphs***by*González-Arévalo, Bárbara & Palacios, José Luis**41-48 Remarks on suprema of Lévy processes with light tailes***by*Braverman, Michael**49-55 Nonparametric estimation of piecewise smooth regression functions***by*Kohler, Michael**57-64 On the impossibility of estimating densities in the extreme tail***by*Beirlant, Jan & Devroye, Luc**65-73 Recursive mean adjustment in time-series inferences***by*So, Beong Soo & Shin, Dong Wan**75-85 Inference for a binary lattice Markov process***by*Hwang, S. Y. & Basawa, I. V.**87-92 Hidden projection properties of some optimal designs***by*Aggarwal, M. L. & Kaul, Renu**93-98 Least-squares fitting from the variogram cloud***by*Müller, Werner G.**99-105 The Hájeck-Rényi inequality for the NA random variables and its application***by*Liu, Jingjun & Gan, Shixin & Chen, Pingyan

### 1999, Volume 42, Issue 4

**327-332 Estimation of quadratic functionals of a density***by*Martinez, Harú V. & Olivares, María M.**333-343 A large-sample model selection criterion based on Kullback's symmetric divergence***by*Cavanaugh, Joseph E.**345-352 On stochastic orderings between distributions and their sample spacings***by*Kochar, Subhash C.**353-360 Parameter estimation under generalized ranked set sampling***by*Kim, YongHee & Arnold, Barry C.**361-365 Extremal points of infinite clusters in stationary percolation***by*Meester, Ronald**367-373 The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift***by*Yin, Chuancun**375-392 Threshold variable selection by wavelets in open-loop threshold autoregressive models***by*Ip, Wai-Cheung & Wong, Heung & Li, Yuan & Xie, Zhongjie**393-400 Some characterizations of the normal distribution***by*Bansal, N. & Hamedani, G. G. & Key, Eric S. & Volkmer, Hans & Zhang, Hao & Behboodian, J.**401-408 Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables***by*Chanda, Kamal C.**409-413 Characterizations of Radon spaces***by*Jr., D. Leão & Fragoso, M. D. & Ruffino, P. R. C.**415-421 Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control***by*Bercu, B.**423-431 Exponential inequality for associated random variables***by*Ioannides, D. A. & Roussas, G. G.

### 1999, Volume 42, Issue 3

**219-227 Sharp entropy bounds for discrete statistical simulation***by*Romik, Dan**229-237 Construction of systematic row-column designs with treatments unconfounded with the linear rowÂ xÂ columns and quadratic rowÂ xÂ columns interactions***by*Mandeli, John P.**239-247 A metric for convergence in distribution***by*Majumdar, Suman**249-256 The local linearization scheme for nonlinear diffusion models with discontinuous coefficients***by*Stramer, O.**257-266 Stochastic monotonicity properties of Bayes estimation of the population size for capture-recapture data***by*Yoshida, O. & Leite, J. G. & Bolfarine, H.**267-274 A comparison of nonparametric shape constrained bioassay estimators***by*Meyer, Mary C.**275-281 A note on uniform consistency of the product-limit estimator with staggered entry***by*Chen, Kani & Ying, Zhiliang**283-292 Strong consistency under proportional censorship when covariables are present***by*Uña-Álvarez, Jacobo de & González-Manteiga, Wenceslao**293-298 Weak law of large numbers for arrays of random variables***by*Sung, Soo Hak**299-304 Kaplan-Meier representation of competing risk estimates***by*Satten, Glen A. & Datta, Somnath**305-311 Covariance identities for exponential and related distributions***by*Rao, B. L. S. Prakasa**313-321 Wavelet estimation for samples with random uniform design***by*Cai, T. Tony & Brown, Lawrence D.**323-326 Kolmogrov and Erdös test for self-normalized sums***by*Wang, Qiying

### 1999, Volume 42, Issue 2

**107-113 On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions***by*Yuan, Ke-Hai & Bentler, Peter M.**115-125 On the exact distributions of Eulerian and Simon Newcomb numbers associated with random permutations***by*Fu, James C. & Lou, W. Y. Wendy & Wang, Yueh-Jir**127-130 Compatibility conditions for a set of conditional Gaussian distributions***by*Liu, Chuanhai**131-137 On some new properties of the beta distribution***by*Krysicki, Wlodzimierz**139-144 Rosenthal's inequality for LPQD sequences***by*Louhichi, Sana**145-156 The Laplace order and ordering of residual lives***by*Belzunce, Félix & Ortega, Eva & Ruiz, José M.**157-165 Square tray distributions***by*Johnson, Norman L. & Kotz, Samuel**167-174 A paradox in least-squares estimation of linear regression models***by*Bai, Z. D. & Guo, Meihui**175-184 Limiting behavior of the ICF test for normality under Gram-Charlier alternatives***by*Epps, T. W.**185-192 Third-order expansion of mean squared error of medians***by*Huang, J. S.**193-200 The maximum occupancy number in a simple urn model***by*Stadje, Wolfgang**201-206 An inverse of Sanov's theorem***by*Ganesh, Ayalvadi & O'Connell, Neil**207-212 Characterizations of stochastic orders based on ratios of Laplace transforms***by*Bartoszewicz, Jaroslaw

### 1999, Volume 42, Issue 1

**1-6 On equitable ratios of Dubins-Freedman type***by*Isaac, Richard**7-13 Relation between the covariance and Fisher information matrices***by*Kagan, Abram & Landsman, Zinoviy**15-25 A polynomial model for bivariate extreme value distributions***by*Nadarajah, S.**27-31 A minimality property of the minimal martingale measure***by*Schweizer, Martin**33-37 On the posterior distribution of a location parameter from a strongly unimodal distribution***by*Ma, Chunsheng**39-46 Goodness-of-fit test for linear models based on local polynomials***by*Alcalá, J. T. & Cristóbal, J. A. & González-Manteiga, W.**47-51 Trimmed, Bayesian and admissible estimators***by*Jurecková, Jana & Klebanov, Lev B.**53-60 Goodness-of-fit tests for nonlinear heteroscedastic regression models***by*Diebolt, Jean & Zuber, Jacques**61-67 Complex-valued Wiener measure: An approach via random walk in the complex plane***by*Jumarie, Guy**69-79 A comparison of some of pattern identification methods for order determination of mixed ARMA models***by*Chan, Wai-Sum**81-89 The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis***by*Montañés, Antonio & Reyes, Marcelo**91-98 Differentiation of the modified approximative Karhunen-Loeve expansion of a stochastic process***by*Ruiz-Molina, Juan Carlos & Navarro, Jesús & Valderrama, J. Mariano**99-105 Characterization of the Weibull distribution by properties of the Fisher information under type-I censoring***by*Gertsbakh, Ilya & Kagan, Abram

### 1999, Volume 41, Issue 4

**331-336 A data-driven test for dispersive ordering***by*Fan, Yanqin**337-346 A parabolic stochastic differential equation with fractional Brownian motion input***by*Grecksch, W. & Anh, V. V.**347-351 A note on Rüger's test for discrete data***by*Krummenauer, Frank**353-361 Block updating in constrained Markov chain Monte Carlo sampling***by*Hum, Merrilee A. & Rue, Håvard & Sheehan, Nuala A.**363-377 Diffusion approximations for random walks on nilpotent Lie groups***by*Caramellino, Lucia & Climescu-Haulica, Adriana & Pacchiarotti, Barbara**379-382 Analysis of goodness-of-fit for Cox regression model***by*Jung, Sin-Ho & Wieand, Sam**383-388 Large deviation principle in nonparametric estimation of marked point processes***by*Florens, Danielle & Pham, Huyên**389-395 Linear rank score statistics when ties are present***by*Munzel, Ullrich**397-400 On the conditional expectation E(X X + W) in the case of independent random variables X, W***by*Behrends, Ehrhard