# Elsevier

# Statistics & Probability Letters

**Order information:**

Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional

Web: https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01

**To be notified about new items in this series:**Free volume/issue alert on ScienceDirect (see also NEP)

**Download restrictions:**Full text for ScienceDirect subscribers only

**Editor:**

**Editor:**

**For corrections or technical questions regarding this series, please contact (Dana Niculescu)**

**Series handle:**repec:eee:stapro

**ISSN:**0167-7152

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Euclid (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### August 2000, Volume 49, Issue 2

**119-125 The intermediate arc-sine law***by*Nikitin, Yakov & Orsingher, Enzo**127-134 On SDEs with marginal laws evolving in finite-dimensional exponential families***by*Brigo, Damiano**135-138 Small variance of subgraph counts in a random tournament***by*Andersson, Pontus**139-148 On local estimating equations in additive multiparameter models***by*Claeskens, Gerda & Aerts, Marc**149-153 Some identities on semimartingales local times***by*Coquet, F. & Ouknine, Y.**155-161 A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function***by*Chen, Zhenmin**163-173 On generalized Pólya urn models***by*Kotz, Samuel & Mahmoud, Hosam & Robert, Philippe**175-179 D-optimal design for Becker's minimum polynomial***by*Hilgers, Ralf-Dieter**181-193 A large deviation theorem for U-processes***by*Serfling, Robert & Wang, Wenyang**195-204 Sequential change-point detection with likelihood ratios***by*Gombay, Edit**205-209 Properties of Bayes testing procedures in order restricted inference***by*Cohen, Arthur & Sackrowitz, H. B.

### August 2000, Volume 49, Issue 1

**1-7 An invertible transformation two-sample trimmed t-statistic under heterogeneity and nonnormality***by*Guo, Jiin-Huarng & Luh, Wei-Ming**9-18 Limit theorems for nonparametric sample entropy estimators***by*Song, Kai-Sheng**19-24 Limit behaviour for a subcritical bisexual Galton-Watson branching process with immigration***by*González, M. & Molina, M. & Mota, M.**25-37 Simultaneous confidence intervals based on one-sided max t test***by*Hirotsu, Chihiro & Srivastava, Muni S.**39-44 A stability property for probability measures on Abelian groups***by*Carnal, H. & Feldman, G. M.**45-52 On positive and negative moments of the integral of geometric Brownian motions***by*Donati-Martin, Catherine & Matsumoto, Hiroyuki & Yor, Marc**53-61 Test of tails based on extreme regression quantiles***by*Jurecková, Jana**63-68 A reverse martingale property that characterizes the natural exponential family with quadratic variance function***by*López-Blázquez, Fernando & Salamanca-Miño, Begoña**69-79 A central limit theorem for a random quadratic form of strictly stationary processes***by*Gao, Jiti & Anh, Vo**81-91 Multisample tests for scale based on kernel density estimation***by*Mizushima, Takamasa**93-103 An extension of the almost sure max-limit theorem***by*Fahrner, Ingo

### July 2000, Volume 48, Issue 4

**317-325 Complete convergence for weighted sums of negatively associated random variables***by*Liang, Han-Ying**327-334 Nonparametric model check based on local polynomial fitting***by*Liu, Zhenjun & Stengos, Thanasis & Li, Qi**335-345 Kernel-based functional principal components***by*Boente, Graciela & Fraiman, Ricardo**347-351 Invariance principles for the first passage times of perturbed random walks***by*Larsson-Cohn, Lars**353-360 Normal model for distribution-free multivariate analysis***by*Serdobolskii, V. I.**361-368 The exact distribution of the continuity of care measure NOP***by*Lou, W. Y. Wendy**369-374 An application of the Ryll-Nardzewski-Woyczynski theorem to a uniform weak law for tail series of weighted sums of random elements in Banach spaces***by*Hu, Tien-Chung & Nam, Eunwoo & Rosalsky, Andrew & Volodin, Andrei I.**375-383 Decomposition of Kendall's [tau]: implications for clustering***by*Kowalczyk, T. & Niewiadomska-Bugaj, M.**385-392 Bounds on p-values for a class of stopping rules***by*Bishop, Jim**393-399 Bayesian inference from type II doubly censored Rayleigh data***by*Fernández, Arturo J.**401-409 Structural breaks, unit roots and methods for removing the autocorrelation pattern***by*Montañés, Antonio & Reyes, Marcelo**411-419 A kernel-based combined classification rule***by*Mojirsheibani, Majid

### July 2000, Volume 48, Issue 3

**213-216 Testing current status data for dependent censoring***by*Rabinowitz, Daniel**217-227 A semiparametric model for truncated and censored data***by*Sun, Liuquan & Zhu, Lixing**229-237 On geometric ergodicity of the MTAR process***by*Lee, Oesook & Shin, Dong Wan**239-252 Scaling laws for fractional diffusion-wave equations with singular data***by*Anh, V. V. & Leonenko, N. N.**253-259 Robust simulation-based estimation***by*Genton, Marc G. & de Luna, Xavier**261-267 On bootstrapping regressions with unit root processes***by*Li, Hongyi & Xiao, Zhijie**269-273 A note on the multivariate local time intensity of exchangeable interval partitions***by*Elalaoui-Talibi, Hussain & Casukhela, Kameswarrao S.**275-282 On distinguishability of two nonparametric sets of hypothesis***by*Ermakov, M. S.**283-286 Breakdown point of Schuster-Narvarte's location estimator***by*Chen, Zhiqiang**287-292 Estimation of the support of a discrete distribution***by*Pal, Nabendu & Shen, Wei-Hsiung & Sinha, Bimal K.**293-302 Asymptotic normality in multivariate nonlinear regression and multivariate generalized linear regression models under repeated measurements with missing data***by*Garren, Steven T. & Peddada, Shyamal D.**303-307 A bandit process with delayed responses***by*Wang, Xikui**309-315 Approximating de Finetti's measures for partially exchangeable sequences***by*Guglielmi, Alessandra & Melilli, Eugenio

### June 2000, Volume 48, Issue 2

**105-119 Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions***by*Dewan, Isha & Rao, B. L. S. Prakasa**121-130 On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields***by*Leonenko, Nikolai N. & Sharapov, Michail M. & El-Bassiouny, Ahmed H.**131-140 Ridge analysis of mixture response surfaces***by*Draper, Norman R. & Pukelsheim, Friedrich**141-151 Excursions of a normal random walk above a boundary***by*Fisher, Evan & Berman, Matthew & Vowels, Natalie & Wilson, Christine**153-161 A Bayesian analysis for estimating the number of species in a population using nonhomogeneous Poisson process***by*Leite, José G. & Rodrigues, Josemar & Milan, Luis A.**163-171 Bayes factors for a test about the drift of the Brownian motion under noninformative priors***by*Sivaganesan, S. & Lingham, Rama T.**173-179 Component importance in a random environment***by*Costa Bueno, Vanderlei da**181-187 Scaled Sibuya distribution and discrete self-decomposability***by*Christoph, Gerd & Schreiber, Karina**189-194 On new renewal better than used classes of life distributions***by*Abouammoh, A. M. & Ahmad, R. & Khalique, A.**195-203 Estimating the covariance of bivariate order statistics with applications***by*Hutson, Alan D.**205-212 Double-ranked set sampling***by*Al-Saleh, M. Fraiwan & Al-Kadiri, M. Ali

### May 2000, Volume 48, Issue 1

**1-9 Recurrence formula for expectations of products of bilinear forms and expectations of bilinear forms and random matrices***by*Ghazal, G. A.**11-22 Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos***by*León, Jorge A. & Tudor, Constantin**23-32 Reducing non-stationary random fields to stationarity and isotropy using a space deformation***by*Perrin, Olivier & Senoussi, Rachid**33-58 A contrast of EB, modal and EM-algorithm estimates arising in the one-way analysis of variance situation***by*Guttman, Irwin**59-70 Approximations for weighted bootstrap processes with an application***by*Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef**71-82 Regression spline smoothing using the minimum description length principle***by*Lee, Thomas C. M.**83-89 A normal approximation theorem in comparing two binomial distributions***by*Cai, Haiyan**91-100 A projection type distribution function and quantile estimates in the presence of auxiliary information***by*Hengjian, Cui**101-104 About monotone regression quantiles***by*Poiraud-Casanova, Sandrine & Thomas-Agnan, Christine

### May 2000, Volume 47, Issue 4

**317-324 Asymptotic-power problems in the analysis of supersaturated designs***by*III, Harrison W. Kelly & Voelkel, Joseph O.**325-328 An alternative criterion useful for finding exact E-optimal designs***by*Martinez, W. L. & Wegman, E. J.**329-335 A pairwise likelihood approach to analyzing correlated binary data***by*Kuk, Anthony Y. C. & Nott, David J.**337-345 Computing empirical likelihood from the bootstrap***by*Pawitan, Yudi**347-350 Some constructions for balanced n-ary residual treatment effects designs***by*Aggarwal, M. L. & Jha, Mithilesh Kumar**351-356 A note on linear combination of predictors***by*Ruiz, Edilberto & Nieto, Fabio H.**357-363 Parametric Bayesian analysis of case-control data with imprecise exposure measurements***by*Gustafson, Paul & Le, Nhu D. & Vallée, Marc**365-380 Sharp asymptotics of large deviations for general state-space Markov-additive chains in***by*Iltis, Michael**381-389 Corrections to test statistics in principal Hessian directions***by*Bentler, Peter M. & Xie, Jun**391-394 Specifying bivariate distributions by polynomial regressions***by*Bryc, Wlodzimierz**395-401 Distributions of selfsimilar and semi-selfsimilar processes with independent increments***by*Maejima, Makoto & Sato, Ken-iti & Watanabe, Toshiro**403-410 A simulation-based goodness-of-fit test for survival data***by*Li, Gang & Sun, Yanqing**411-419 On large deviation theorem for data-driven Neyman's statistic***by*Inglot, Tadeusz

### April 2000, Volume 47, Issue 3

**213-217 Variance stabilizing transformation and studentization for estimator of correlation coefficient***by*Fujisawa, Hironori**219-227 Rank-based partial autocorrelations are not asymptotically distribution-free***by*Garel, Bernard & Hallin, Marc**229-241 Bayesian reliability modeling for masked system lifetime data***by*Kuo, Lynn & Yang, Tae Young**243-248 Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator***by*Li, Tong**249-251 The cumulative distribution function of process capability index Cpm***by*Wright, Peter A.**253-264 Chung's law for additive functionals of positive recurrent Markov chains***by*Chen, Xia**265-275 Central Limit Theorems revisited***by*Kundu, Subrata & Majumdar, Suman & Mukherjee, Kanchan**277-285 Kernel estimation of discontinuous regression functions***by*Kang, Kee-Hoon & Koo, Ja-Yong & Park, Cheol-Woo**287-293 On the theory of high convexity stochastic orders***by*Denuit, Michel & Lefèvre, Claude & Shaked, Moshe**295-300 A note on the sequence of expected extremes***by*Kolodynski, Slawomir**301-306 A note on circular Markov chains***by*Palacios, José Luis**307-316 Identification of space deformation using linear and superficial quadratic variations***by*Guyon, Xavier & Perrin, Olivier

### April 2000, Volume 47, Issue 2

**105-114 Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems***by*Rachdi, Mustapha & Sabre, Rachid**115-124 A more general central limit theorem for m-dependent random variables with unbounded m***by*Romano, Joseph P. & Wolf, Michael**125-128 Estimating the asymptotic constants of the total length of Euclidean minimal spanning trees with power-weighted edges***by*Cortina-Borja, Mario & Robinson, Tony**129-134 A test for spatial correlation for binary data***by*Sim, Songyong**135-140 A test for a conjunction***by*Worsley, K. J. & Friston, K. J.**141-147 Is variance larger if and only if tails are larger?***by*Edwardes, Michael D. deB.**149-158 Improving bias-robustness of regression estimates through projections***by*Maronna, Ricardo A. & Barrera, Matías Salibian & Yohai, Víctor J.**159-164 A note on sequential estimation of the size of a population under a general loss function***by*Bai, Z. D. & Chow, Mosuk**165-169 A simple expression for the multivariate Hermite polynomials***by*Withers, C. S.**171-175 A note on the application of the DF test to seasonal data***by*Rodrigues, Paulo M. M.**177-188 On goodness-of-fit for the linear transformation and frailty models***by*Bagdonavicius, Vilijandas & Nikulin, Mikhail**189-198 A computable confidence upper limit from discrete data with good coverage properties***by*Kabaila, Paul & Lloyd, Chris J.**199-207 A class of tests for exponentiality against HNBUE alternatives***by*Klar, Bernhard

### March 2000, Volume 47, Issue 1

**1-10 Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors***by*Shin, Dong Wan & Song, Seuck Heun**11-14 A result regarding convergence of random logistic maps***by*Dai, Jack Jie**15-23 Alternative ranked set sampling protocols for the sign test***by*Öztürk, Ömer & Wolfe, Douglas A.**25-31 Multifractal spectra of certain random Gibbs measures***by*Fan, Ai Hua & Shieh, Narn-Rueih**33-43 Slow hit-and-run sampling***by*Bélisle, Claude**45-52 Sequential estimation of a linear combination of means***by*Uno, Chikara & Isogai, Eiichi**53-60 [var epsilon]-contaminated priors in testing point null hypothesis: a procedure to determine the prior probability***by*Gómez-Villegas, Miguel A. & Sanz, Luis**61-68 A triangular central limit theorem under a new weak dependence condition***by*Coulon-Prieur, Clémentine & Doukhan, Paul**69-73 An extension of the Darmois-Skitovitch theorem to a class of dependent random variables***by*Kagan, Abram & Wesolowski, Jacek**75-84 Marginal density estimation from incomplete bivariate data***by*Hazelton, Martin L.**85-90 The adaptive rate of convergence in a problem of pointwise density estimation***by*Butucea, Cristina**91-98 Subsampling the Gibbs sampler: variance reduction***by*MacEachern, Steven N. & Peruggia, Mario**99-103 Conditional expectations in network traffic estimation***by*Dinwoodie, I. H.

### February 2000, Volume 46, Issue 4

**317-328 Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models***by*Cordeiro, Gauss M. & Ferrari, Silvia L. P. & Uribe-Opazo, Miguel A. & Vasconcellos, Klaus L. P.**329-335 Orthogonal parallel-flats designs for hierarchical models***by*Liao, C. T.**337-345 Nonparametric estimation of individual food availability along with bootstrap confidence intervals in household budget surveys***by*Vasdekis, V. G. S. & Trichopoulou, A.**347-357 Deviation probability bound for martingales with applications to statistical estimation***by*Liptser, R. & Spokoiny, V.**359-364 A new family of positive quadrant dependent bivariate distributions***by*Lai, C. D. & Xie, M.**365-369 On convergences of probability measures in different Prohorov-type metrics***by*Arcudi, Ornella**371-379 Link between grade measures of dependence and of separability in pairs of conditional distributions***by*Kowalczyk, Teresa**381-383 Student-Newman-Kuels controls the false discovery rate***by*Oehlert, Gary W.**385-389 Redistribution algorithms for censored data***by*Betensky, Rebecca A.**391-399 Rates of convergence for the sup-norm risk in image models under sequential designs***by*Kim, Jae-Chun & Korostelev, Alexander**401-410 Stochastic comparisons for general probabilistic cellular automata***by*López, F. Javier & Sanz, Gerardo**411-419 New approximations for the distribution of the r-scan statistic***by*Su, Xiaoping & Wallenstein, Sylvan

### February 2000, Volume 46, Issue 3

**211-216 Small ball probabilities for integrals of weighted Brownian motion***by*Dunker, T. & Li, W. V. & Linde, W.**217-227 An adaptive optimal estimate of the tail index for MA(l) time series***by*Geluk, J. L. & Peng, Liang**229-237 Some results about the NBUC class of life distributions***by*Li, Xiaohu & Li, Zehui & Jing, Bing-Yi**239-249 Useful inequalities for the longest run distribution***by*Muselli, Marco**251-256 Prediction rules for exchangeable sequences related to species sampling***by*Hansen, Ben & Pitman, Jim**257-261 On dispersive ordering between order statistics in one-sample and two-sample problems***by*Khaledi, Baha-Eldin & Kochar, Subhash**263-270 Radix expansions and the uniform distribution***by*Gupta, Rameshwar D. & Richards, Donald St. P.**271-276 Permutations, signs and the Brownian bridge***by*Levental, Shlomo**277-282 Some properties of multi-way block designs***by*Siatkowski, Idzi**283-286 Minimax estimation of a lower-bounded scale parameter of an F distribution***by*van Eeden, Constance**287-299 Jackknifing, weighting, diagnostics and variance estimation in generalized M-estimation***by*Du, Zhiyi & Wiens, Douglas P.**301-305 On the crossings of reliability measures***by*Gupta, Ramesh C. & Gupta, Pushpa L.**307-316 On a nonparametric test for linear relationships***by*Dette, Holger

### January 2000, Volume 46, Issue 2

**105-112 Marcinkiewicz strong laws for linear statistics***by*Bai, Z. D. & Cheng, Philip E.**113-120 On uniform design of experiments with restricted mixtures and generation of uniform distribution on some domains***by*Fang, Kai-Tai & Yang, Zhen-Hai**121-131 On probabilistic properties of nonlinear ARMA(p,q) models***by*Lee, Oesook**133-147 Logspline density estimation for binned data***by*Koo, Ja-Yong & Kooperberg, Charles**149-159 Interval-valued quantification of the inequality associated with a random set***by*López-García, Hortensia & López-Díaz, Miguel & Gil, María Angeles**161-168 Limit theorems for regression models of time series of counts***by*Blais, Michel & MacGibbon, Brenda & Roy, Roch**169-175 A general downcrossing inequality for g-martingales***by*Chen, Zengjing & Peng, Shige**177-185 On the weak law for randomly indexed partial sums for arrays of random elements in martingale type p Banach spaces***by*Hong, Dug Hun & Cabrera, Manuel Ordóñez & Sung, Soo Hak & Volodin, Andrei I.**187-193 On constrained simulation and optimization by Metropolis chains***by*Yao, J.**195-201 Intrinsic priors for testing exponential means***by*Kim, Seong W.**203-209 An "FKG equality" with applications to random environments***by*Yang, Wei-Shih & Klein, David

### January 2000, Volume 46, Issue 1

**1-12 Moment and probability inequalities for the bivariate product-limit estimator***by*Wang, Qi-Hua**13-20 Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap***by*Burke, Murray D.**21-32 Comparison of non-parametric regression functions through their cumulatives***by*Scheike, Thomas H.**33-42 On uniqueness of two principal points for univariate location mixtures***by*Yamamoto, Wataru & Shinozaki, Nobuo**43-51 On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift***by*Stummer, Wolfgang**53-58 Uniform stability of posteriors***by*Basu, Sanjib**59-68 Influence diagnostics in nonlinear reproductive dispersion models***by*Tang, Nian-Sheng & Wei, Bo-Cheng & Wang, Xue-Ren**69-73 A note on principal component analysis for multi-dimensional data***by*Sun, Jianguo**75-84 On conditional independence and the relationship between sufficiency and invariance under the Bayesian point of view***by*Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma**85-93 Monte Carlo error estimation for multivariate Markov chains***by*Kosorok, Michael R.**95-100 On the sensitivity of the overdispersion test in a Weibull model***by*Orme, Chris D.**101-103 A note on Poisson approximation of rescaled set-indexed empirical processes***by*Borisov, I. S.

### December 1999, Volume 45, Issue 4

**285-293 On the estimation of [beta]-ARCH models***by*Hili, Ouagnina**295-303 Saddlepoint approximation near the endpoints of the support***by*Jin, Rungao & Robinson, John**305-315 L1-estimation in linear models with heterogeneous white noise***by*Bantli, Faouzi El & Hallin, Marc**317-324 A new algorithm for 5-band Toeplitz matrix inversion with application to GCV smoothing spline computation***by*Shiau, Jyh-Jen Horng**325-333 The use of approximating models in Monte Carlo maximum likelihood estimation***by*Kuk, Anthony Y. C.**335-340 Monte Carlo EM estimation for multivariate stable distributions***by*Ravishanker, Nalini & Qiou, Zuqiang**341-349 Model selection in orthogonal regression***by*McQuarrie, Allan & Tsai, Chih-Ling**351-358 Variance of the bivariate density estimator for left truncated right censored data***by*Prewitt, Kathryn & Gürler, Ulkü**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

### November 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

### November 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.

### October 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