# Elsevier

# Statistics & Probability Letters

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### June 1998, Volume 38, Issue 3

**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.

### June 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

### May 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

### March 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

### March 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

### February 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

### January 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.

### January 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.

### December 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.

### December 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

### November 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

### November 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

### October 1997, Volume 35, Issue 3

**203-213 Extreme smoothing and testing for multivariate normality***by*Henze, Norbert**215-223 An extension to modeling cylindrical variables***by*Anderson-Cook, C. M.**225-232 Random design wavelet curve smoothing***by*Antoniadis, A. & Grégoire, G. & Vial, P.**233-240 Variance in randomized play-the-winner clinical trials***by*Matthews, Peter C. & Rosenberger, William F.**241-250 A note on the integrated squared error of a kernel density estimator in non-smooth cases***by*van Es, Bert**251-259 A multivariate Kolmogorov-Smirnov test of goodness of fit***by*Justel, Ana & Peña, Daniel & Zamar, Rubén**261-268 Goodness-of-fit statistics based on weighted Lp-functionals***by*Ahmad, Ibrahim A.**269-275 Accelerated life testing when a process of production is unstable***by*Bagdonavicius, Vilijandas & Nikulin, Mikhail**277-282 Peakedness of linear forms in ensembles and mixtures***by*Jensen, D. R.**283-288 Bandit bounds from stochastic variability extrema***by*Herschkorn, Stephen J.**289-296 On superior limits for the increments of Gaussian processes***by*Kyo Shin Huang & Choi, Yong Kab & Jong Soo Jung**297-305 Superposition of renewal processes in a random environment***by*Li, Linxiong

### September 1997, Volume 35, Issue 2

**101-107 On a property of the finite Fourier partial sums process***by*Kulperger, R. J.**109-114 Maximin efficient designs another view at D-optimality***by*Schwabe, Rainer**115-121 Asymptotic Bayes risks for a general class of losses***by*Rousseau, Judith**123-134 Moderate deviations for m-dependent random variables with Banach space values***by*Chen, Xia**135-140 A bound for higher moments of expected sample size in sequential testing***by*Irle, A.**141-143 Efficient rounding of sampling allocations***by*Pukelsheim, Friedrich**145-153 The random connection model in high dimensions***by*Meester, Ronald & Penrose, Mathew D. & Sarkar, Anish**155-164 Bias correction for a class of multivariate nonlinear regression models***by*Cordeiro, Gauss M. & Vasconcellos, Klaus L. P.**165-171 Maximum-likelihood estimation under bound restriction and order and uniform bound restrictions***by*Hu, Xiaomi**173-179 Regression and asymptotical location of a multivariate sample***by*Jacob, P. & Suquet, Ch.**181-187 On the non-existence of a Bartlett correction for unit root tests***by*Jensen, J. L. & Wood, Andrew T. A.**189-196 Random central limit theorem for the linear process generated by a strong mixing process***by*Lee, Sangyeol**197-201 The iterated jackknife estimate of variance***by*Houdré, Christian

### August 1997, Volume 35, Issue 1

**1-7 Minimal sufficient statistics for a general class of mixed models***by*Khuri, AndréI.**9-23 The wavelet detection of hidden periodicities in time series***by*Li, Yuan & Xie, Zhongjie**25-32 Limit laws for a sequence between the maximum and the sum of independent exponentials***by*Gomes, João & Oliveira, Orlando**33-42 Connectivity of the mutual k-nearest-neighbor graph in clustering and outlier detection***by*Brito, M. R. & Chávez, E. L. & Quiroz, A. J. & Yukich, J. E.**43-48 Significance levels for multiple tests***by*Hart, Sergiu & Weiss, Benjamin**49-58 Asymptotic behaviour of a number of repeated records***by*Khmaladze, E. & Nadareishvili, M. & Nikabadze, A.**59-63 A note on supremum of a Kiefer process***by*Keprta, Stanislav**65-72 On the "Demon" problem of Youden***by*Dmitrienko, Alexei & Govindarajulu, Z.**73-78 Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes***by*Mikami, Toshio**79-83 On a local limit theorem in strong sense***by*Gamkrelidze, N. G.**85-90 On the moment problems***by*Gwo Dong Lin**91-100 Preservation of certain dependent structures under bivariate homogeneous Poisson shock models***by*Balu, Mini N. & Sabnis, S. V.

### June 1997, Volume 34, Issue 4

**313-322 Minimum distance estimation for random coefficient autoregressive models***by*Swaminathan, V. & Naik-Nimbalkar, U. V.**323-335 Two-stage change-point estimators in smooth regression models***by*Müller, Hans-Georg & Song, Kai-Sheng**337-340 A note on the empirical distribution of dependent random variables***by*Hanson, D. L. & Li, Gang**341-345 Asymptotic independence of median and MAD***by*Falk, Michael**347-354 Reflected solutions of backward stochastic differential equations with continuous coefficient***by*Matoussi, Anis**355-363 A weakly dependence structure of multivariate processes***by*Baek, Jong-Il**365-372 A note on the ergodicity of non-linear autoregressive model***by*An, H. Z. & Chen, S. G.**373-383 The effects of kernel choices in density estimation with biased data***by*Wu, Colin O.**385-395 Large deviations and Strassen's limit points of Brownian local time processes***by*Chen, Bin**397-402 The length of an excursion above a linear boundary by a random walk***by*Lee, Travis & Minzner, Max & Fisher, Evan**403-411 Unimodal spectral windows***by*Kanter, Marek**413-423 Kernel regression estimates of growth curves using nonstationary correlated errors***by*Ferreira, Eva & Núñez-Antón, Vicente & Rodríguez-Póo, Juan

### June 1997, Volume 34, Issue 3

**211-223 Representations for continuous additive functionals of super-Brownian and super-stable processes***by*Krone, Stephen M.**225-235 Comparing two means in count models having random effects - a UMPU test***by*Omori, Yasuhiro**237-243 Estimation of unobserved counts from partially observed multinomial distributions***by*Sajjan, S. G. & Basawa, I. V.**245-250 Bahadur slope of the t-statistic for a contaminated normal***by*Rao Chaganty, N. & Sethuraman, Jayaram**251-258 Comparing sums of independent bounded random variables and sums of Bernoulli random variables***by*Berger, Erich**259-265 Invariant probabilities for Markov chains on a metric space***by*Lasserre, Jean B.