# Elsevier

# Statistics & Probability Letters

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### February 1997, Volume 31, Issue 4

**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

### January 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

### December 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

### December 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.

### November 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

### October 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.

### October 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.

### September 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

### September 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

### September 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

### August 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

### August 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.

### August 1996, Volume 28, Issue 4

**291-297 The N-th moment of matrix quadratic form***by*Kang, Chul & Kim, Byung-Chun**299-310 Average-case analysis of multiple Quickselect: An algorithm for finding order statistics***by*Lent, Janice & Mahmoud, Hosam M.**311-319 Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests***by*McKeague, Ian W. & Sun, Yanqing**321-327 Dispersive orderings and characterization of ageing classes***by*Belzunce, F. & Candel, J. & Ruiz, J. M.**329-335 Axiomatic information measures depending only on a probability measure***by*Brezmes, T. & Naval, G.**337-343 A characterization of k-parameter quasimartingales***by*Tsoi, Allanus H.**345-352 Stopped Lévy processes with applications to first passage times***by*Gut, Allan**353-358 Root-n consistent estimation in partly linear regression models***by*Schick, Anton**359-366 Existence of bounded invariant probability densities for Markov chains***by*Hernández-Lerma, Onésimo & Lasserre, Jean B.**367-373 Tailweight with respect to the mode for unimodal distributions***by*Averous, J. & Fougères, A. -L. & Meste, M.**375-386 A generalized Erlang distribution showing overdispersion***by*Luceño, Alberto

### July 1996, Volume 28, Issue 3

**195-202 Testing for monotonicity in the intensity of a nonhomogeneous Poisson process***by*Guffey, James M. & Wright, F. T.**203-209 A measurement of multi-factor orthogonality***by*Deng, Lih-Yuan & Lin, Dennis K. J. & Wang, Jiannong**211-217 Construction of some asymmetrical orthogonal arrays***by*Dey, Aloke & Midha, Chand K.**219-226 Global tilting method***by*Jing, Bing-Yi**227-233 Nonparametric estimation for some nonlinear models***by*Thavaneswaran, A. & Peiris, Shelton**235-238 On the distribution of the maxima of partial sums***by*Sgibnev, M. S.**239-243 On the derivation of a suboptimal filter for signal estimation***by*Ruiz-Molina, Juan Carlos & Valderrama, Mariano J.**245-250 Strong law of large numbers for 2-exchangeable random variables***by*Etemadi, N. & Kaminski, M.**251-257 Estimation on random coefficient model with unbalanced data***by*Fujisawa, Hironori**259-268 Bartlett-type formulas for complex multivariate time series of mixed spectra***by*Li, Ta-Hsin**269-270 Characteristic functions taking constant values on intervals of the real line***by*Ramachandran, B.**271-278 Infinite divisibility of random variables and their integer parts***by*Bondesson, Lennart & Kristiansen, Gundorph K. & Steutel, Fred W.**279-284 A note on domains of attraction of p-max stable laws***by*Christoph, Gerd & Falk, Michael**285-289 Maximum variation of total risk***by*Pemantle, Robin

### June 1996, Volume 28, Issue 2

**99-106 An algorithm for estimating parameters of state-space models***by*Wu, Lilian Shiao-Yen & Pai, Jeffrey S. & Hosking, J.R.M.**107-110 The law of the iterated logarithm for Lp-norms of empirical processes***by*Gajek, L. & Kaluszka, M. & Lenic, A.**111-114 Stopping times and tightness for multiparameter martingales***by*Ivanoff, B. Gail**115-120 Existence of a normal scale mixture with a given variance and a percentile***by*Basu, Sanjib**121-126 Mixed difference matrices and the construction of orthogonal arrays***by*Wang, J.C.**127-130 On the weak law of large numbers for randomly indexed partial sums for arrays***by*Hong, Dug Hun**131-135 A conditional product measure theorem***by*Swart, J.M.**137-141 On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights***by*Silvapulle, Mervyn J.**143-145 Asymptotic equivalence of nonparametric regression and white noise model has its limits***by*Efromovich, Sam & Samarov, Alex**147-151 An extension of the method of polynomials and a new reduction formula for Bonferroni-type inequalities***by*Galambos, Janos & Simonelli, Italo**153-157 Exact distribution of the Kaplan-Meier estimator under the proportional hazards model***by*Chang, Myron N.**159-164 A class of exchangeable sequences***by*Gnedin, Alexander V.**165-171 On the Chambers-Mallows-Stuck method for simulating skewed stable random variables***by*Weron, Rafal**173-179 Gauss-Newton estimation of parameters for a spatial autoregression model***by*Bhattacharyya, B.B. & Khalil, T.M. & Richardson, G.D.**181-189 On the grouped LSE under an errors-in-variables model***by*Akritas, Michael G.**191-194 A generalization of variance bounds***by*Papadatos, N. & Papathanasiou, V.

### June 1996, Volume 28, Issue 1

**1-8 A note on corrected-score estimation***by*Buzas, J. S. & Stefanski, L. A.**9-21 Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families***by*Miao, Weiwen & Hahn, Marjorie G.**23-31 Nonparametric estimation in heteroskedastic regression***by*Akritas, Michael G.**33-39 On multivariate Le Cam theorem and compound Poisson measures***by*Cekanavicius, V.**41-49 Some remarks on the uniform weak convergence of stochastic processes***by*Arcones, Miguel A.**51-58 An extension of a theorem on gambling systems to arbitrary binary random variables***by*Wen, Liu & Zhongzhi, Wang**59-63 Orthogonal 2k and 3k factorial designs constructed using sequences with zero autocorrelation***by*Koukouvinos, Christos**65-72 The bootstrap of the mean for strong mixing sequences under minimal conditions***by*Radulovic, Dragan**73-79 Assessing a Bartlett plot***by*Glendinning, Richard H.**81-90 Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options***by*Chuang, Chin-Shan**91-97 Inequalities of correlation type for symmetric stable random vectors***by*Koldobsky, A. L. & Montgomery-Smith, S. J.

### May 1996, Volume 27, Issue 4

**289-294 Crossing properties of F distributions***by*Mi, Jie**295-304 Nonparametric multiple change-point estimators***by*Lee, Chung-Bow**305-311 Statistical solutions for a stochastic Burger's equation***by*Karczewska, Anna**313-318 On weak lumpability of a finite Markov chain***by*Peng, Nan-Fu**319-329 The rates of convergence of Bayes estimators in change-point analysis***by*Rukhin, Andrew L.**331-339 A note on tightness***by*Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno**341-346 On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root***by*Park, Chul Gyu & Shin, Dong Wan**347-355 Random polynomials with complex coefficients***by*Farahmand, K.**357-365 Quantile estimation under possibly misspecified generalised linear model***by*Séménou, M.**367-373 Tests of hypotheses in discrete models based on the penalized Hellinger distance***by*Basu, Ayanendranath & Harris, Ian R. & Basu, Srabashi**375-384 Some properties of the Lynden-Bell estimator with truncated data***by*Yuan, Ao**385-391 Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models***by*Paparoditis, Efstathios

### April 1996, Volume 27, Issue 3

**195-199 An algorithm for tree-ordered isotonic median regression***by*Qian, Shixian**201-205 Large deviations for subsampling from individual sequences***by*Dembo, Amir & Zeitouni, Ofer**207-216 Asymptotic normality of a class of bivariate-multivariate discrete power series distributions***by*Kyriakoussis, A. G. & Vamvakari, M. G.