# Elsevier

# Statistics & Probability Letters

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### 1997, Volume 33, Issue 1

**41-48 Sparse consistency and smoothing for multinomial data***by*Aerts, Marc & Augustyns, Ilse & Janssen, Paul**49-62 Indices of empirical robustness***by*Cabrera, J. & Maguluri, G. & Singh, K.**63-68 Testing linear and loglinear error components regressions against Box-Cox alternatives***by*Baltagi, Badi H.**69-77 On stable processes of bounded variation***by*Pérez-Abreu, Victor & Rocha-Arteaga, Alfonso**79-84 On the interval recurrence property of (N, d)-Ornstein-Uhlenbeck processes***by*Wang, H. & Chen, X.**85-88 A new proof of the multidimensional convergence of types theorem***by*Neuenschwander, Daniel**89-94 Nonparametric regression with long-memory errors***by*Deo, R. S.**95-103 Testing for constant variance in a linear model***by*Diblasi, Angela & Bowman, Adrian**105-107 Sharp bounds for the expected value of order statistics***by*Huang, J. S.

### 1997, Volume 32, Issue 4

**329-337 On some distributional and limit properties of factorizable distributions***by*Wesolowski, Jacek**339-342 A note on the growth of random trees***by*Biggins, J. D. & Grey, D. R.**343-349 A kind of strong deviation theorem for the sequences of nonnegative integer-valued random variables***by*Wen, Liu**351-356 Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral***by*Riedel, Kurt S.**357-366 The limit behavior of maxima modulo one and the number of maxima***by*Qi, Yongcheng & Wilms, R. J. G.**367-376 Projections on cones, chi-bar squared distributions, and Weyl's formula***by*Lin, Yong & Lindsay, Bruce G.**377-383 Submultiplicative moments of the supremum of a random walk with negative drift***by*Sgibnev, M. S.**385-391 A Glivenko-Cantelli theorem for exchangeable random variables***by*Berti, Patrizia & Rigo, Pietro**393-404 Non-parametric randomness tests based on success runs of fixed length***by*Koutras, M. V. & Alexandrou, V. A.**405-411 A note on the residual empirical process in autoregressive models***by*Lee, Sangyeol**413-416 Linear restrictions and two step multivariate least squares with applications***by*Gupta, A. K. & Kabe, D. G.**417-424 Frequentist properties of a Bayesian analog to Fabian's bound***by*Sa, Ping & Edwards, Don**425-430 Backward stochastic differential equations with continuous coefficient***by*Lepeltier, J. P. & San Martin, J.

### 1997, Volume 32, Issue 3

**223-230 Assessing risk with doubly censored data: an application to the analysis of radiation-induced thyropathy***by*Kruglikov, Ilya L. & Pilipenko, Nikolaj I. & Tsodikov, Alexander D. & Yakovlev, Andrej Yu.**231-234 A new property of Stein procedure in measurement error model***by*Srivastava, Anil K. & Shalabh**235-243 The laws of the iterated logarithm for two kinds of PP statistics***by*Hengjian, Cui**245-248 The Hájek-Rényi inequality for Banach space valued martingales and the p smoothness of Banach spaces***by*Shixin, Gan**249-259 Model checks under random censorship***by*Nikabadze, A. & Stute, W.**261-268 Asymmetric quasimedians: Remarks on an anomaly***by*Mudholkar, Govind S. & Hutson, Alan D.**269-272 The need for a revised lower limit for the 4253H, Twice nonparametric smoother***by*Janosky, J. E. & Pellitieri, T. R. & Al-Shboul, Q. M.**273-277 Can the finiteness of a mean be tested?***by*Hawkins, D. L.**279-290 On identity reproducing nonparametric regression estimators***by*Park, B. U. & Kim, W. C. & Jones, M. C.**291-299 Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions***by*Zhao, Yi & Konishi, Sadanori**301-309 Admissibility of the usual estimators under error-in-variables superpopulation model***by*Zou, Guohua & Liang, Hua**311-320 Some problems of nonparametric estimation by observations of ergodic diffusion process***by*Kutoyants, Yu. A.**321-324 A derivation of BLUP--Best linear unbiased predictor***by*Jiang, Jiming**325-328 Exact confidence regions and tests in some linear functional relationships***by*Kasala, Subramanyam & Mathew, Thomas

### 1997, Volume 32, Issue 2

**115-123 Rate-of-convergence in the multivariate max-stable limit theorem***by*Maejima, Makoto & Rachev, Svetlozar T.**125-131 A local limit theorem for hidden Markov chains***by*Maxwell, Michael & Woodroofe, Michael**133-139 Small ball problem via wavelets for Gaussian processes***by*Wang, Yazhen**141-146 Wavelet based empirical Bayes estimation for the uniform distribution***by*Huang, Su-Yun**147-159 A note on the weak invariance principle for local times***by*Kang, Ju-Sung & Wee, In-Suk**161-166 A new property of the inverse Gaussian distribution with applications***by*Kourouklis, Stavros**167-174 A mean convergence theorem and weak law for arrays of random elements in martingale type p Banach spaces***by*Adler, André & Rosalsky, Andrew & Volodin, Andrej I.**175-179 Statistical meaning of Carlen's superadditivity of the Fisher information***by*Kagan, Abram & Landsman, Zinoviy**181-188 Positivity of the best unbiased L-estimator of the scale parameter with complete or selected order statistics from location-scale distribution***by*Bai, Zhidong & Sarkar, Sanat K. & Wang, Wenjin**189-199 Algorithms for the likelihood-based estimation of the random coefficient model***by*Shin, Chungyeol & Amemiya, Yasuo**201-205 The asymptotic normality of a rank correlation statistic based on rises***by*Salama, Ibrahim A. & Quade, Dana**207-214 Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution***by*MacGibbon, Brenda & Shorrock, Glenn**215-221 Limit theorems for some doubly stochastic processes***by*Lee, Oesook

### 1997, Volume 32, Issue 1

**1-10 Control charts based on order-restricted tests***by*Arteaga, Carmen & Ledolter, Johannes**11-24 Minimax estimation of the diffusion coefficient through irregular samplings***by*Hoffmann, Marc**25-33 Asymptotic properties for Dirichlet processes indexed by a class of functions***by*Zhang, Dixin**35-43 Nonparametric regression with errors in variables and applications***by*Ioannides, D. A. & Alevizos, P. D.**45-55 Limit theorems for rank statistics***by*Husková, M.**57-65 A remark on non-smoothness of the self-intersection local time of planar Brownian motion***by*Albeverio, Sergio & Hu, Yaozhong & Zhou, Xian Yin**67-74 Some refinements of the quasi-quantiles***by*Mudholkar, Govind S. & Hutson, Alan D.**75-79 Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model***by*Moffatt, Peter G.**81-86 Poisson convergence for set-indexed empirical processes***by*Ivanoff, B. Gail & Merzbach, Ely**87-97 Empirical likelihood confidence intervals for M-functionals in the presence of auxiliary information***by*Zhang, Biao**99-105 A note on admissibility of the maximum likelihood estimator for a bounded normal mean***by*Iwasa, Manabu & Moritani, Yoshiya**107-114 Computing the observed information in the hidden Markov model using the EM algorithm***by*Hughes, James P.

### 1997, Volume 31, Issue 4

**247-253 On the efficiency of a continuous version of the simulated annealing algorithm***by*Dorea, Chang C. Y.**255-265 Confidence interval estimation of population means subject to order restrictions using resampling procedures***by*Peddada, Shyamal Das**267-274 Bayes p-values***by*Thompson, Peter**275-279 Simulating theta random variates***by*Devroye, Luc**281-284 On the logical independence of the identities defining the stochastic independence of random events***by*Balek, Vladimír & Mizera, Ivan**285-293 The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence***by*Sethuraman, S. & Basawa, I. V.**295-298 An exponential characterization based on a type II censored sample***by*Xu, Jian-Lun & Yang, Grace L.**299-312 Limit of the quadratic risk in density estimation using linear methods***by*Gérard, Kerkyacharian & Dominique, Picard**313-322 A class of quasi-Polya distributions***by*Sen, Kanwar & Jain, Ritu**323-331 Characterization of lifetime distributions in the Ls-sense by a generalized spread***by*Fernandez-Ponce, J. M. & Muñoz-Perez, J.**333-338 Bayesian test of homogeneity for Markov chains***by*Dupuis, Jérôme A.**339-349 Estimating the integral of a squared regression function with Latin hypercube sampling***by*Loh, Wei-Liem**351-358 Assessing influence on the goodness-of-link in generalized linear models***by*Lee, Andy H. & Zhao, Yuejen**359-364 Improved bivariate Bonferroni-type inequalities***by*Lee, Min-Young

### 1997, Volume 31, Issue 3

**145-153 On the orthogonal representation of generalized random fields***by*Angulo, J. M. & Ruiz-Medina, M. D.**155-161 An application of the method of finite Markov chain imbedding to runs tests***by*Wendy Lou, W. Y.**163-168 A characterisation of Polya tree distributions***by*Walker, Stephen & Muliere, Pietro**169-175 A new approach to the Lindley recursion***by*Stadje, Wolfgang**177-183 On the strong universal consistency of a recursive regression estimate by Pál Révész***by*Györfi, László & Walk, Harro**185-198 Kernel regression estimators for signal recovery***by*Pawlak, M. & Stadtmüller, U.**199-211 Locating the maximum of an empirical process***by*Shi, Z.**213-224 The geometric ergodicity and existence of moments for a class of non-linear time series model***by*An, Hongzhi & Chen, Min & Huang, Fuchun**225-231 Rate of convergence in the strong law of large numbers for a class of U-statistics and von Mises statistics***by*Christofides, Tasos C.**233-237 On exponential moments of two Brownian functionals***by*Stummer, Wolfgang**239-242 Control of directional errors with step-up multiple tests***by*Liu, Wei

### 1996, Volume 31, Issue 2

**75-83 On bayesian estimation of the multiple decrement function in the competing risks problem***by*Neath, Andrew A. & Samaniego, Francisco J.**85-89 On the maximal inequality***by*Qiying, Wang**91-95 On the domain of attraction of exp(-exp(-x))***by*Geluk, J. L.**97-105 On estimation for censored autoregressive data***by*Vasudaven, M. & Nair, M. G. & Sithole, M. M.**107-112 A modified runs test for symmetry***by*Modarres, Reza & Gastwirth, Joseph L.**113-120 A model for a multivariate binary response with covariates based on compatible conditionally specified logistic regressions***by*Joe, Harry & Liu, Ying**121-128 Simple expressions for success run distributions in bernoulli trials***by*Muselli, Marco**129-132 Modelling and analysis of count data using a renewal process***by*Faddy, M. J.**133-137 A note about stationary process random sampling***by*Lacaze, Pr. B.**139-144 Cook's distance in spline smoothing***by*Kim, Choongrak

### 1996, Volume 31, Issue 1

**1-6 A note on maxima of bivariate random vectors***by*Hooghiemstra, G. & Hüsler, J.**7-12 On the estimation of the unknown sample size from the number of records***by*Moreno Rebollo, J. L. & Barranco Chamorro, I. & López Blázquez, F. & Gómez Gómez, T.**13-21 A note on martingale inequalities for fluid models***by*Palmowski, Zbigniew & Rolski, Tomasz**23-29 The location linear discriminant for classifying observations with unequal variances***by*Leung, Chi-Ying**31-39 Conditional inference procedures for the Laplace distribution based on Type-II right censored samples***by*Childs, Aaron & Balakrishnan, N.**41-43 Some remarks on (p;m,n) distributions***by*Bilodeau, Martin**45-50 Robust bounded influence tests against one-sided hypotheses in general parametric models***by*Silvapulle, Mervyn J.**51-57 A simple estimator for correlation in incomplete data***by*Albers, W. & Teulings, M. F.**59-68 Two-dimensional discrete scan statistics***by*Chen, Jie & Glaz, Joseph**69-74 On the distinguished role of the multivariate exponential distribution in Bayesian estimation in competing risks problems***by*Neath, Andrew A. & Samaniego, Francisco J.

### 1996, Volume 30, Issue 4

**287-293 A covariance inequality under a two-part dependence assumption***by*Bradley, Richard C.**295-303 On the shape of the domain occupied by a supercritical branching random walk***by*Révész, P.**305-311 A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model***by*Lu, Zudi**313-319 Lorenz ordering of power-function order statistics***by*Wilfling, Bernd**321-331 Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families***by*Guijing, Chen**333-338 On approximation of the level probabilities for testing ordered parallel regression lines***by*Paula, Gilberto A.**339-345 Second- and third-order bias reduction for one-parameter family models***by*Ferrari, Silvia L. P. & Botter, Denise A. & Cordeiro, Gauss M. & Cribari-Neto, Francisco**347-352 A characterization of multivariate normal distribution and its application***by*Yang, Zhen-Hai & Fang, Kai-Tai & Liang, Jia-Juan**353-361 Multinomial estimation procedures for two stochastically ordered distributions***by*Dykstra, R. L. & Lee, Chu-In Charles & Yan, Xiaosong**363-368 Covariance identities for normal variables via convex polytopes***by*Vitale, Richard A.**369-378 Between local and global logarithmic averages***by*Berkes, István & Horváth, Lajos

### 1996, Volume 30, Issue 3

**189-197 Unit root tests for time series with outliers***by*Shin, Dong Wan & Sarkar, Sahadeb & Lee, Jong Hyup**199-203 A note on the bounds of efficiency factor and ER optimality of block designs***by*Kozlowska, Maria**205-209 On the A-, D-, E- and L-efficiency of block designs***by*Brzeskwiniewicz, Henryk**211-214 Structural efficiency of incomplete block designs***by*Srinivasan, M. R. & Gopal, G.**215-219 Further orthogonal designs in linear models and sequences with zero autocorrelation***by*Koukouvinos, Christos**221-226 Some results for almost D-optimal experimental designs***by*Koukouvinos, Christos**227-233 On asymptotic minimaxity of Kolmogorov and omega-square tests***by*Sergeevich, Ermakov Mikhail**235-240 Temporal aggregation in a periodically integrated autoregressive process***by*Franses, Philip Hans & Boswijk, H. Peter**241-245 Approximating the Bayes factor***by*Reschenhofer, Erhard**247-256 Comparing first-passage times for semi-Markov skip-free processes***by*Di Crescenzo, Antonio & Ricciardi, Luigi M.**257-264 Fixed width confidence bands for densities under censoring***by*Martinsek, Adam T. & Xu, Yi**265-270 Maximizing the probability of pest extinction on a stochastic pest-predator model***by*Chan, Wenyaw**271-285 Asymptotics of generalized M-estimation of regression and scale with fixed carriers, in an approximately linear model***by*Wiens, Douglas P.

### 1996, Volume 30, Issue 2

**99-103 The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix***by*Neudecker, Heinz & Satorra, Albert**105-111 Linear sufficiency and admissibility in restricted linear models***by*Heiligers, Berthold & Markiewicz, Augustyn**113-118 Rates of clustering in FLIL for weighted partial sum processes***by*El-Nouty, Charles**119-125 A note on expected hitting times for birth and death chains***by*Palacios, JoséLuis & Tetali, Prasad**127-132 Geodesic submanifolds of a family of statistical models***by*De Sanctis, Angela**133-138 Mean square error matrix comparison of some estimators in linear regressions with multicollinearity***by*Sarkar, Nityananda**139-145 The volume of the smallest parallelepiped including m random points***by*González-Barrios, JoséM.**147-155 Critical phenomenon of a two component nonlinear stochastic system***by*Chen, Xiong & Feng, Shui**157-163 On the lower bound of the number of real roots of a random algebraic equation***by*Uno, Takashi**165-170 Complete convergence of moving average processes under dependence assumptions***by*Zhang, Li-Xin**171-177 Smooth extensions of Pearsons's product moment correlation and Spearman's rho***by*Rayner, J. C. W. & Best, D. J.**179-188 Asymptotics for multivariate t-statistic for random vectors in the generalized domain of attraction of the multivariate normal law***by*Sepanski, Steven J.

### 1996, Volume 30, Issue 1

**1-7 A note on strong approximation for quantile processes of strong mixing sequences***by*Yu, Hao**9-16 Asymptotically optimal stopping rules in the presence of unknown parameters***by*Irle, A.**17-24 Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model***by*Yang, Song**25-31 Extreme value theory for a thermal energy storage model***by*Gomes, João**33-36 Commutative infinitesimal triangular systems on Euclidean motion groups***by*Neuenschwander, Daniel**37-43 Optimal spectral kernel for long-range dependent time series***by*Delgado, Miguel A. & Robinson, Peter M.**45-51 Root-n-consistent and efficient estimation in semiparametric additive regression models***by*Schick, Anton**53-59 Distribution of MLE of the multiple correlation coefficient for data with missing values in a dependent variable***by*Sakalauskas, L. & Sukauskaite, D.**61-71 Improved score tests for one-parameter exponential family models***by*Ferrari, Silvia L. P. & Cordeiro, Gauss M. & Uribe-Opazo, Miguel A. & Cribari-Neto, Francisco**73-77 The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions***by*Wirjanto, T. S.**79-86 Bayesian hypotheses testing using posterior density ratios***by*Basu, Sanjib**87-98 Bootstrapping general first order autoregression***by*Heimann, Günter & Kreiss, Jens-Peter

### 1996, Volume 29, Issue 4

**285-292 The asymptotic maximin property of chi-squared type tests based on the empirical process***by*Lee, Sangyeol**293-295 A note on the characterisation of the most probable number***by*Trajstman, A. C.**297-305 Comparing two populations based on low stochastic structure assumptions***by*Coolen, F. P. A.**307-315 On moments and tail behavior of v-stable random variables***by*Kozubowski, Tomasz J. & Panorska, Anna K.**317-335 Asymptotic normality of regression estimators with long memory errors***by*Giraitis, Liudas & Koul, Hira L. & Surgailis, Donatas**337-344 Consistency of an estimator of the number of changes in binomial observations***by*Serbinowska, Monika**345-352 On robust estimation of the common scale parameter of several Pareto distributions***by*Elfessi, Abdulaziz & Chun Jin**353-359 Fourier transform and Bayes estimator of a location parameter***by*Angers, Jean-François**361-368 On the pointwise central limit theorem and mixtures of stable distributions***by*Berkes, I. & Csáki, E.**369-375 Estimation of the parameters in two linear models with only some of the parameter vectors identical***by*Liu, Aiyi

### 1996, Volume 29, Issue 3

**191-199 Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model***by*Ohtani, Kazuhiro**201-212 Power of the Lagrange multiplier test for certain subdiagonal bilinear models***by*Guegan, Dominique & Wandji, Joseph Ngatchou**213-221 Efficient likelihood ratio tests under P-ancillarity and P-sufficiency***by*Zhu, Yiliang & Reid, Nancy**223-227 Causality and Markovian representations***by*Petrovic, Ljiljana**229-232 Normality via conditional normality of linear forms***by*Kagan, Abram & Wesolowski, Jacek**233-244 Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach***by*Öztürk, Ömer & Hettmansperger, Thomas P.**245-249 A note on recurrence relations for the product moments of order statistics***by*Yageen Thomas, P. & Samuel, Philip**251-262 Minimum distance estimators for random coefficient autoregressive models***by*Qian, Lianfen**263-270 Deletion, augmentation and principal predictors***by*Jensen, D. R.**271-278 A parametric regression model of tumor recurrence: An application to the analysis of clinical data on breast cancer***by*Asselain, B. & Fourquet, A. & Hoang, T. & Tsodikov, A. D. & Yakovlev, A. Yu.**279-284 The location of the maximum of asymmetric two-sided Brownian motion with triangular drift***by*Stryhn, Henrik

### 1996, Volume 29, Issue 2

**95-100 Correlations between functions of records can be negative***by*Nagaraja, H. N. & Nevzorov, V. B.**101-106 An asymptotic relation arising in the decomposition of the likelihood of order statistics***by*Park, Sangun**107-115 Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression***by*Chen, Zehua**117-123 Restricted product multinomial and product Poisson maximum likelihood estimation based upon Fenchel duality***by*El Barmi, Hammou & Dykstra, Richard L.**125-129 Some new orthogonal designs in linear regression models***by*Koukouvinos, Christos**131-141 A note on balanced generalized two-way elimination of heterogeneity designs***by*Chai, Feng-Shun**143-148 Linear least squares regression: a different view***by*Yatracos, Yannis G.**149-157 A Bartlett-type correction for the subject-years method in comparing survival data to a standard population***by*Tu, Dongsheng & Gross, Alan J.**159-166 On sample spacings from IMRL distributions***by*Kirmani, S. N. U. A.**167-176 Some results on ordering of survival functions through uncertainty***by*Ebrahimi, Nader & Kirmani, S. N. U. A.**177-184 Analysis of incomplete blocks for rankings***by*Alvo, M. & Cabilio, P.**185-189 Similarity solutions of first-passage problems for two-dimensional Wiener processes***by*Lefebvre, Mario

### 1996, Volume 29, Issue 1

**1-7 Empirical Bayes prediction for a mixed linear model with autoregressive errors***by*Sajjan, S. G. & Basawa, I. V.**9-14 Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions***by*Szroeter, J.**15-22 A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator***by*Tobbal, Khelifa**23-32 Prophet compared to gambler: additive inequalities for transforms of sequences of random variables***by*Boshuizen, Frans A.**33-43 Improved estimators for simultaneous estimation of variance components***by*Klonecki, Witold & Zontek, Stefan**45-53 Strongly-consistent, distribution-free confidence intervals for quantiles***by*Gilat, David & Hill, T. P.**55-59 On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences***by*Wisniewski, Mateusz**61-70 Covariance structure models for clustered proportions***by*Yao, Tzy-Jyun & Reinsel, Gregory C.**71-78 Comparing Bayesian and frequentist estimators in the exchangeable case***by*De la Horra, Julián**79-84 A note on deconvolution density estimation***by*Patil, Prakash**85-87 Product moments of order statistics and the variance of a lightly trimmed mean***by*David, H. A. & Balakrishnan, N.**89-93 On statistical properties of Chebyshev's norm***by*Stoimenova, E.

### 1996, Volume 28, Issue 4

**291-297 The N-th moment of matrix quadratic form***by*Kang, Chul & Kim, Byung-Chun