# Elsevier

# Statistics & Probability Letters

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### August 1996, Volume 29, Issue 1

**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.**217-219 On pairs of sums of random variables with pairwise equal distributions***by*Krengel, U.**221-223 Nesting Plackett-Burman designs***by*John, Peter W. M.**225-229 A curious property of the derivatives of the Cauchy density***by*Hall, Peter & Marron, J. Steven & Titterington, D. M.**231-239 Optimized scorings for ordinal data for the general linear model***by*Gautam, Shiva & Kimeldorf, George & Sampson, Allan R.**241-246 A note on the inverse estimation of band-limited signals***by*Ruymgaart, Frits H.**247-254 Laws of the iterated logarithm for weighted sums of independent random variables***by*Li, Deli & Tomkins, R. J.**255-258 A note on density estimation for Poisson mixtures***by*McKay, Ian**259-265 Correlation between successive values of Anderson's classification statistic in the hold-out method***by*Park, Pil S. & Kshirsagar, Anant M.**267-270 On c-optimal random variables***by*Rüschendorf, Ludger**271-274 Dispersive ordering of order statistics***by*Kochar, Subhash C.**275-279 Use of asymmetrical factorials for generating designs for quadratic mixture model***by*Aggarwal, M. L. & Sarin, V.**281-287 Weighted least squares estimates in partly linear regression models***by*Schick, Anton

### April 1996, Volume 27, Issue 2

**101-109 Recurrence formula for expectations of products of quadratic forms***by*Ghazal, G. A.**111-114 Iterated Brownian motion and stable() subordinator***by*Bertoin, Jean**115-126 The impact of unsuspected serial correlations on model selection in linear regression***by*Hurvich, Clifford M. & Tsai, Chih-Ling**127-129 On distribution functions with completely monotone derivative***by*Sandhya, E. & Satheesh, S.**131-136 The sample mid-range and interquartiles***by*Bingham, N. H.**137-143 Tests for semiparametric model based on non-homogeneous Markov process***by*Marzec, Leszek & Marzec, Pawel**145-148 Characterization of general ridge estimators***by*Markiewicz, Augustyn**149-153 Some new non-proper variance-balanced designs with unequal replications***by*Sinha, K. & Jones, B. & Kageyama, Sanpei**155-162 Test for generalized variance in signal processing***by*Bhandary, Madhusudan**163-169 Local sensitivity of density bounded priors***by*Meng, Q. & Sivaganesan, S.**171-175 On the asymptotic behavior of Akaike's BIC***by*Reschenhofer, Erhard**177-180 On the coefficient of variation of the - and -classes***by*Bhattacharjee, Arnab & Sengupta, Debasis**181-188 Empirical Bayes rules for selecting the most and least probable multivariate hypergeometric event***by*Balakrishnan, N. & Ma, Yimin**189-194 Explicit and asymptotic formulae for the expected values of the order statistics of the Cantor distribution***by*Knopfmacher, Arnold & Prodinger, Helmut

### March 1996, Volume 27, Issue 1

**1-9 A strong law of large numbers for triangular mixingale arrays***by*de Jong, Robert M.**11-15 Regression and edge estimation***by*Jacob, P. & Suquet, Ch.**17-23 On the identifiability of measurement error in the bifurcating autoregressive model***by*Huggins, Richard**25-29 The variogram of the uniform transform of a random field***by*De Cesare, L. & Posa, D.**31-36 Some results on discrete [alpha]-unimodality***by*Mashhour, A. F.**37-41 A direct approach to a Bayesian sequential test for a normal mean***by*Wan, Fanghuan & Wu, Xizhi**43-47 Non-dependence of the predictive distribution on the population size***by*Bose, Sudip & Kedem, Benjamin**49-60 On the unconditional strong law of large numbers for the bootstrap mean***by*Arenal-Gutiérrez, Eusebio & Matrán, Carlos & Cuesta-Albertos, Juan A.**61-65 A note on the change-point problem for angular data***by*Csörgo, Miklós & Horváth, Lajos**67-69 Refinement of a zero-one law for maxima***by*Tomkins, R. J.**71-84 Wavelet linear density estimator for a discrete-time stochastic process: Lp-losses***by*Leblanc, Frédérique**85-89 Testing for the equality of several correlation matrices***by*Schott, James R.**91-98 Illustration of some moment identities for order statistics***by*Lange, Kenneth

### March 1996, Volume 26, Issue 4

**293-295 On the weak ergodicity of nonhomogeneous Markov chains***by*Tan, Choon Peng**297-307 A note on density mode estimation***by*Vieu, Philippe**309-314 Note on closed-form MLEs of failure rates in a fully parametric random censorship model with incomplete data***by*Gastaldi, Tommaso**315-321 A note on random densities via wavelets***by*Vidakovic, Brani**323-328 On Bayesian robustness with the [var epsilon]-contamination class of priors***by*Boratynska, Agata**329-332 Linear models and D-optimal designs for n [triple bond; length as m-dash] 2 mod 4***by*Koukouvinos, Christos**333-338 Orthogonal designs in linear models and sequences with zero autocorrelation***by*Koukouvinos, Christos**339-346 On the distribution of linear functions of independent F and U variates***by*Lee, Jack C. & Hu, Ling**347-355 On computing the expected Fisher information matrix for state-space model parameters***by*Cavanaugh, Joseph E. & Shumway, Robert H.**357-363 On maximin designs for correlated observations***by*Bischoff, Wolfgang**365-375 Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap***by*Arenal-Gutiérrez, Eusebio & Matrán, Carlos & Cuesta-Albertos, Juan A.**377-380 On the strong law of large numbers***by*Petrov, Valentin V.**381-387 A note on the TJW product-limit estimator for truncated and censored data***by*Zhou, Yong

### February 1996, Volume 26, Issue 3

**199-203 On first-passage times in increasing Markov processes***by*Pérez-Ocón, Rafael & Gámiz-Pérez, M. Luz**205-211 A problem of minimax estimation with directional information***by*Ferguson, Thomas S.**213-218 The range of simple branching random walk***by*Grill, Karl**219-223 Iterated large deviations***by*Löwe, Matthias**225-232 One-step robust parametric estimation with application to random censoring model***by*Yang, Song**233-242 A queueing theoretical proof of increasing property of Polya frequency functions***by*Daduna, Hans & Szekli, Ryszard**243-248 Asymptotic analysis of the moments of the Cantor distribution***by*Grabner, P. J. & Prodinger, H.**249-258 Optimal allocation of test positions and testing time in a factorial life testing experiment***by*Gertsbakh, I.**259-262 A remark on stochastic monotonicity***by*Braverman, Michael**263-269 Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency***by*Pak, Ro Jin**271-278 Wavelet density estimation by approximation of log-densities***by*Koo, Ja-Yong & Kim, Woo-Chul**279-283 Rate functions in the theory of large deviations***by*Eichelsbacher, Peter**285-292 Bounds for coherent reliability structures***by*Koutras, M. V. & Papastavridis, S. G. & Petakos, K. I.

### February 1996, Volume 26, Issue 2

**97-104 On characterizations of independent identically distributed random variables via order structures***by*Malov, S.V.**105-111 Characterizing multivariate normal distributions by some of its conditionals***by*Bischoff, Wolfgang**113-114 Estimation problems for the two-parameter negative binomial distribution***by*Wang, Yining**115-118 A note on estimating quantiles of exponential populations***by*Kumar, Somesh & Sharma, Divakar**119-124 Total positivity properties of the bivariate diagonal natural exponential families***by*Lu, I-Li & Richards, Donald**125-133 Association in time of a finite semi-Markov process***by*Kuber, Madhuri & Dharmadhikari, Avinash**135-140 Large deviations for a class of recursive algorithms***by*Zajic, Tim**141-145 A note on estimation of variance for [rho]-mixing sequences***by*Peligrad, Magda & Shao, Qi-Man**147-152 On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments***by*Macci, Claudio**153-157 Specification of distributions by combinations of marginal and conditional distributions***by*Arnold, Barry C. & Castillo, Enrique & Sarabia, José María**159-167 A Dirac-function method for densities of nonlinear statistics and for marginal densities in nonlinear regression***by*Pázman, A. & Pronzato, L.**169-178 Asymptotic behavior of sample mean location for manifolds***by*Hendriks, Harrie & Landsman, Zinoviy**179-185 Uniform strong consistency of kernel density estimators under dependence***by*Kim, Tae Yoon & Cox, Dennis D.**187-197 Asymptotic expansions for randomly censored survival data***by*Hardwick, Janis

### January 1996, Volume 26, Issue 1

**1-6 On exchangeable sampling distributions for uncontrolled data***by*Leonard, Tom**7-12 Corrected score tests for exponential family nonlinear models***by*Ferrari, Silvia L. P. & Cordeiro, Gauss M.**13-24 Estimation of a change in linear models***by*Husková, Marie**25-34 On combining independent nonparametric regression estimators***by*Gerard, Patrick D. & Schucany, William R.**35-41 A note on bootstrap model selection criterion***by*Chung, Han-Yeong & Lee, Kee-Won & Koo, Ja-Yong**43-49 Likelihood ratio test for the spacing between two adjacent location parameters***by*Yu, Philip L. H. & Lam, K.**51-60 On nonorthogonality and nonoptimality of Addelman's main-effect plans satisfying the condition of proportional frequencies***by*Srivastava, J. N. & Ghosh, S.**61-64 A mixture representation of the Linnik distribution***by*Kotz, Samuel & Ostrovskii, I. V.**65-73 A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games***by*Csörgo, Sándor & Simons, Gordon**75-82 Nonnegativity of odd functional moments of positive random variables with decreasing density***by*Alsmeyer, Gerold**83-90 Matching fixed rectangles in 2-dimension***by*Sheng, Ke-Ning & Naus, Joseph I.**91-96 An L1-variant of the Cramer-von Mises test***by*Schmid, Friedrich & Trede, Mark

### December 1995, Volume 25, Issue 4

**289-299 A stochastic model for drug resistance in AIDS chemotherapy and the HIV incubation distribution***by*Tan, Wai Y.**301-307 A new family of goodness-of-fit statistics for discrete multivariate data***by*Lorenzen, Gunter**309-316 Restricted tests for and against the increasing failure rate ordering on multinomial parameters***by*Bhattacharya, Bhaskar**317-321 On the equivalence of D and G-optimal designs in heteroscedastic models***by*Wong, Weng Kee**323-327 Uniqueness of principal points for univariate distributions***by*Li, Luning & Flury, Bernard**329-339 On weak lumpability of denumerable Markov chains***by*Ledoux, James**341-349 On selecting the best natural exponential families with quadratic variance function***by*Abughalous, Mansour M. & Bansal, Naveen K.**351-355 On a class of exchangeable sequences***by*Gnedin, Alexander V.**357-360 A note on variance reduction***by*Berlinet, Alain**361-364 Unbiased ratio-type variance estimation***by*Agrawal, M. C. & Sthapit, A. B.**365-371 Explicit and exponential bounds for a test on the coefficient of an AR(1) model***by*Massé, Bruno & Viano, Marie-Claude**373-378 Approximate estimation of non-identifiable parameters in a convolution***by*Kale, B. K. & Sebastian, G.

### November 1995, Volume 25, Issue 3

**193-199 A weighted least-squares procedure for estimating the parameters of Altham's multiplicative generalization of the binomial distribution***by*From, Steven G.**201-212 Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system***by*Bosq, D. & Guégan, D.**213-219 Testing the equality of several binomial proportions to a prespecified standard***by*Kulkarni, Pandurang M. & Shah, Arvind K.**221-229 Estimations of the decomposition stability into identical components***by*Ushakov, N. G. & Ushakova, A. P.**231-240 Correspondence analysis of an artificial binary cylinder data***by*Endo, Hideki**241-248 Estimating the number of change points in a sequence of independent normal random variables***by*Lee, Chung-Bow**249-252 Improved predictors in survey sampling under a super population model***by*Srivastava, A. K.**253-263 The asymptotic tail behaviours of projection pursuit-type Kolmogorov statistics***by*Zhu, Li-Xing & Cheng, Ping**265-270 Construction of bivariate distributions by a generalised trivariate reduction technique***by*Lai, C. D.**271-279 Tactical aspects of search and rescue operations***by*Meloche, J.**281-288 Preserving unimodality by mixing***by*Bertin, Emile & Theodorescu, Radu

### November 1995, Volume 25, Issue 2

**95-104 On nonparametric likelihood ratio estimation of survival probabilities for censored data***by*Li, Gang**105-111 Behavior near zero of the distribution of GCV smoothing parameter estimates***by*Wahba, Grace & Wang, Yuedong**113-115 A simple proof and refinement of Wielandt's eigenvalue inequality***by*Dümbgen, Lutz**117-120 On the nonexistence of a global nonnegative minimum bias invariant quadratic estimator of variance components***by*Gao, Sujuan & Smith, T. M. F.**121-132 On Wieand's theorem***by*Kallenberg, Wilbert C. M. & Koning, Alex J.**133-144 M-type estimators of regression function with applications***by*Zhu, Li-Xing & Ng, Kai W.**145-151 On asymptotic expansions in the first uniform Kolmogorov theorem***by*Cekanavicius, V.**153-162 The laws of the iterated logarithm of some estimates in partly linear models***by*Gao, Jiti**163-170 A note on the asymptotic behavior of conditional extremes***by*Gangopadhyay, Ashis K.**171-175 Concavity of Box-Cox log-likelihood function***by*Kouider, Elies & Chen, Hanfeng**177-183 Ordered and unordered random partitions of an integer and the GEM distribution***by*Sibuya, Masaaki & Yamato, Hajime**185-192 Robust scale estimation based on the the empirical characteristic function***by*Markatou, Marianthi & Horowitz, Joel L. & Lenth, Russell V.

### October 1995, Volume 25, Issue 1

**1-8 The Strassen law of the iterated logarithm in Banach function spaces***by*Norvaisa, R.**9-13 On the E-optimality of some two-way elimination of heterogeneity designs***by*Brzeskwiniewicz, Henryk**15-20 A note on the symmetry of normal mean hypotheses and its implications***by*Hu, Xiaomi**21-26 On the strong law of large numbers for sums of pairwise independent random variables***by*Martikainen, Alexander**27-35 Unit root tests for seasonal models with deterministic trends***by*Cho, Sinsup & Park, Young J. & Ahn, Sung K.