# Elsevier

# Statistics & Probability Letters

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### December 1997, Volume 36, Issue 2

**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.**267-273 Empirical likelihood ratio test for equality of k medians in censored data***by*Naik-Nimbalkar, U. V. & Rajarshi, M. B.**275-283 On U-statistics with random kernels***by*Schick, Anton**285-292 The model selection criterion AICu***by*McQuarrie, Allan & Shumway, Robert & Tsai, Chih-Ling**293-299 Edgeworth approximations to the distribution of the sample mean under simple random sampling***by*Sugden, R. A. & Smith, T. M. F.**301-308 Some extensions of the asymptotics of a kernel estimator of a distribution function***by*Shao, Yongzhao & Xiang, Xiaojing**309-312 First hitting place distributions for the Ornstein-Uhlenbeck process***by*Lefebvre, Mario

### June 1997, Volume 34, Issue 2

**103-111 Extension of a stochastic integral with respect to cylindrical martingales***by*Gawarecki, Leszek**113-121 On the rate of strong consistency of Lorenz curves***by*Csörgö, Miklós & Zitikis, Ricardas**123-132 Distinguishing certain random sceneries on ##Z## via random walks***by*Howard, C. Douglas**133-140 On unbiased density estimation for ergodic diffusion***by*Kutoyants, Yu. A.**141-149 Accurate test limits under prescribed consumer risk***by*Albers, Willem & Arts, Gerda R. J. & Kallenberg, Wilbert C. M.**151-158 Note on classification and proportion estimation***by*Mkhadri, Abdallah & Nasroallah, Abdelaziz**159-164 Exponential convergence for sequences of random variables***by*Sun, Jiaming**165-170 The local asymptotic normality of a class of generalized random coefficient autoregressive processes***by*Hwang, S. Y. & Basawa, I. V.**171-178 New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme***by*Wu, Chufang**179-186 On the minimax decision rules in ranking problems***by*Bansal, Naveen K. & Misra, Neeraj & van der Meulen, Edward C.**187-192 Reinforced block designs with standards***by*Brzeskwiniewicz, Henryk & Ceranka, Bronislaw & Krzyszkowska, Jolanta**193-199 On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models***by*Bai, Z. D. & Wu, Y.**201-210 Testing independence by nonparametric kernel method***by*Ahmad, Ibrahim A. & Li, Qi

### May 1997, Volume 34, Issue 1

**1-4 An inequality for order statistics***by*Gadidov, Anda**5-11 On choosing a non-integer resolution level when using wavelet methods***by*Hall, Peter & Nason, Guy P.**13-18 Limit points of sequences of moving maxima***by*Hebbar, H. V. & Vadiraja, N.**19-32 A new plan for life-testing two-component parallel systems***by*Lu, Jye-Chyi**33-36 Characteristic functions with some powers real -- III***by*Ramachandran, B.**37-42 Converse Poincaré-type inequalities for convex functions***by*Bobkov, S. G. & Houdré, C.**43-51 Reliability bounds for multistage structures with independent components***by*Kordecki, Wojciech**53-58 On the asymptotic mean integrated squared error of a kernel density estimator for dependent data***by*Mielniczuk, Jan**59-65 Connection between asymptotics and stability of the positive measure***by*Kozarovitsky, Eugene**67-73 Consistent estimation for the non-normal ultrastructural model***by*Srivastava, Anil K. & Shalabh**75-84 The limit behavior of maxima modulo one and the number of maxima***by*Qi, Y. & Wilms, R. J. G.**85-93 Maximum entropy principle and statistical inference on condensed ordered data***by*Menéndez, M. & Morales, D. & Pardo, L.**95-101 A note on the convergence rate of the spectral distributions of large random matrices***by*Bai, Z. D. & Miao, Baiqi & Tsay, Jhishen

### May 1997, Volume 33, Issue 4

**333-339 A multivariate approach for estimating the random effects variance component in one-way random effects model***by*Sutradhar, Brajendra C.**341-346 Prediction with incomplete past and interpolation of missing values***by*Cheng, R. & Pourahmadi, M.**347-358 On the logarithmic average of iterated processes***by*Csáki, Endre & Földes, Antónia**359-365 Properties of an inverse Gaussian mixture of bivariate exponential distribution and its generalization***by*Al-Mutairi, Dhaifalla K.**367-372 The structure of generalized domains of semistable attraction***by*Meerschaert, Mark M. & Scheffler, Hans-Peter**373-377 A note on the number of maxima in a discrete sample***by*Qi, Yongcheng**379-387 Packing dimension of the image of fractional Brownian motion***by*Xiao, Yimin**389-393 Characterizations of the IFR and DFR aging notions by means of the dispersive order***by*Pellerey, Franco & Shaked, Moshe**395-403 Some improvements on the Lundberg bound for the ruin probability***by*Cai, Jun & Wu, Yanhong**405-411 Probability densities from distances and discrimination***by*Cuadras, C. M. & Atkinson, R. A. & Fortiana, J.**413-418 Kronecker product of mutually associable PBB designs***by*Brzeskwiniewicz, Henryk**419-425 The breakdown value of the L1 estimator in contingency tables***by*Hubert, Mia**427-437 Some notes on preferred point [alpha]-geometry and [alpha]-divergence function***by*Zhu, Hong-Tu & Wei, Bo-Cheng

### May 1997, Volume 33, Issue 3

**225-234 Parameter estimation and hypothesis testing in stationary vector time series***by*Kakizawa, Yoshihide**235-240 Connectedness conditions for the convergence of the Gibbs sampler***by*Hobert, J. P. & Robert, C. P. & Goutis, C.**241-251 A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models***by*Choi, ByoungSeon**253-258 Nonparametric inference for thinned point process***by*Bensaïd, Nadia**259-261 Stochastic ordering of flows on manifolds***by*Baxter, Laurence A.**263-275 The dilation order, the dispersion order, and orderings of residual lives***by*Belzunce, F. & Pellerey, Franco & Ruiz, J. M. & Shaked, Moshe**277-280 On certain characterization of normal distribution***by*Oleszkiewicz, Krzysztof**281-284 Sandwich theorem in comparison of multivariate normal experiments***by*Stepniak, C.**285-290 A note on using location shift in the Midzuno-Sen scheme of sampling with a transformed variable***by*Sahoo, J.**291-297 Sparse spatial autoregressions***by*Kelley Pace, R. & Barry, Ronald**299-307 Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely***by*Henze, Norbert**309-320 Stochastic comparison for Markov processes on a product of partially ordered sets***by*Forbes, Florence & François, Olivier**321-331 A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series***by*Chen, Min & An, Hong Zhi

### April 1997, Volume 33, Issue 2

**109-115 Adaptive estimation of a function of a mean vector***by*Fox, Martin**117-123 Stability of the posterior mean in linear models An admissibility property of D-optimum and E-optimum designs***by*Meczarski, Marek & Zielinski, Ryszard**125-128 On convergence of multivariate Laplace transforms***by*Jensen, S. T. & Nielsen, B.**129-134 On the ML-estimator of the positive and negative two-parameter binomial distribution***by*Ferreri, Carlo**135-143 Semi-parametric likelihood ratio confidence intervals for various differences of two populations***by*Qin, Yong Song**145-149 A note on universally optimal row-column designs with empty nodes***by*Ting, Chao-Ping & Lin, Bing-Ying L. & Chai, Feng-Shun**151-157 Criteria for the strong law of large numbers for sequences of arbitrary random vectors***by*Etemadi, N.**159-165 A normality criterion for random vectors based on independence***by*Valderrama, M. J. & Aguilera, A. M.**167-176 Adaptive choice of trimming proportion in trimmed least-squares estimation***by*Dodge, Yadolah & Jurecková, Jana**177-184 Semiparametric unit root tests based on symmetric estimators***by*Shin, Dong Wan & So, Beong-Soo**185-191 Accurate rates of density estimators for continuous-time processes***by*Blanke, D. & Bosq, D.**193-199 Minimax second-order designs over hypercubes for the difference between estimated responses at a point and at the centre***by*Huda, S.**201-208 Unifying the derivations for the Akaike and corrected Akaike information criteria***by*Cavanaugh, Joseph E.**209-216 Rank regression with estimated scores***by*Naranjo, Joshua D. & McKean, Joseph W.**217-223 Iterated logarithm law for sample generalized partial autocorrelations***by*Truong-Van, B.

### April 1997, Volume 33, Issue 1

**1-13 Frequency polygons for weakly dependent processes***by*Carbon, Michel & Garel, Bernard & Tran, Lanh Tat**15-22 Likelihood ratio tests for genetic linkage***by*Lemdani, Mohamed & Pons, Odile**23-34 Bayes and empirical Bayes estimation with errors in variables***by*Zhang, Shunpu & Karunamuni, Rohana J.**35-39 Variance estimation with diffuse prior information***by*Arnold, Barry C. & Villasenor, Jose A.**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.

### April 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.

### March 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