# Elsevier

# Statistics & Probability Letters

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### 1993, Volume 18, Issue 3

**179-182 The asymptotic mean squared error of L-smoothing splines***by*Abramovich, Felix P.**183-190 Testing for a unit root in autoregressive processes with systematic but incomplete sampling***by*Shin, Dongwan & Pantula, Sastry G.**191-194 A lower bound for expectation of a convex functional***by*Guo, Mei-Hui & Wei, Ching-Zong**195-203 A note on testing for a unit root in an ARIMA(p,1,0) signal observed with MA(q) noise***by*Shin, Dongwan & Sarkar, Sahadeb**205-208 Sufficient conditions for treatment responders to have longer survival than non-responders***by*Liu, P. Y. & Voelkel, Joseph O. & Crowley, John & Wolf, Michael**209-211 Efficiency and concentration inequalities on k***by*Jensen, D. R.**213-218 Estimating error correlation in nonparametric regression***by*Altman, Naomi Simone**219-225 On the distribution of supremum of diffusion local time***by*Salminen, Paavo**227-232 On the uniform convergence of normalized Poisson mixtures to their mixing distribution***by*Adell, JoséA. & de la Cal, Jesús**233-239 Regular variation and generalized domains of attraction in k***by*Meerschaert, Mark M.**241-244 A note on robust estimation of location***by*Chaudhuri, Probal & SenGupta, Debapriya**245-251 Maximum likelihood estimation in branching process with continuous state space***by*Kale, Mohan M. & Deshmukh, S. R.

### 1993, Volume 18, Issue 2

**85-89 Pitman closeness for Stein-rule estimators of regression coefficients***by*Srivastava, A. K. & Srivastava, V. K.**91-103 Intervention analysis with nonlinear dependent noise variation***by*Sarkar, A. & Kartikeyan, B.**105-112 On a counting variable in the theory of discrete-parameter Markov chains***by*Csenki, Attila**113-120 Estimating coefficients of two-phase linear regression model with autocorrelated errors***by*Lee, Tze-San**121-123 Convergence of random power series with pairwise independent Banach-space-valued coefficients***by*Roters, Markus**125-128 A resampling design for computing high-breakdown regression***by*Rousseeuw, Peter J.**129-135 On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals***by*Pérez, Josefa Linares**137-146 A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression***by*Forbes, Andrew B. & Santner, Thomas J.**147-151 When will the sample paths be step function for two-parameter stochastic processes***by*Zhou, Xiao-Wen & Zhou, Jian-Wei**153-161 Sooner and later waiting time problems for Markovian Bernoulli trials***by*Balasubramanian, K. & Viveros, R. & Balakrishnan, N.**163-168 Bayesian interim analysis of censored exponential observations***by*Geisser, Seymour

### 1993, Volume 18, Issue 1

**1-7 Derivations of the compound Poisson distribution and process***by*Wang, Y. H. & Ji, Shuixin**9-12 A note on the asymptotic distribution of the F-statistic for random variables with infinite variance***by*Runde, Ralf**13-17 Asymptotic theory of least squares estimator of a particular nonlinear regression model***by*Kundu, Debasis**19-25 A note on the asymptotic variance of survival function in the semi-Markov model***by*Malani, Hina M. & Redfearn, William J. & Nielsen, Jens Perch**27-32 An extension of the information inequality and related characterizations***by*Papathanasiou, V.**33-40 Some confidence intervals arising from weak lp spaces***by*Heinkel, Bernard**41-48 Constructions of nested group divisible designs***by*Duan, Xiaoping & Kageyama, Sanpei**49-55 A random field approach to weak convergence of processes***by*Gorostiza, Luis G. & Rebolledo, Rolando**57-64 The size of the averages of strongly mixing random variables***by*Rieders, Eric**65-72 On the moments of certain stochastic integrals***by*Goldstein, Larry & McCabe, Brendan**73-84 Second order asymptotic efficiency in a partial linear model***by*Hua, Liang & Ping, Cheng

### 1993, Volume 17, Issue 5

**337-341 A note on moments of variables summing to normal order statistics***by*Song, Ruiguang & Deddens, James A.**343-350 Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations***by*Balakrishnan, N.**351-354 On estimating the total rate of the unobserved processes***by*Nayak, Tapan K.**355-360 Examples of inconsistent Bayes procedures based on observations on dynamical systems***by*Berliner, L. Mark & MacEachern, Steven N.**361-368 Multivariate distributions with generalized Pareto conditionals***by*Arnold, Barry C. & Castillo, Enrique & Sarabia, Jose María**369-375 Note on the Schrödinger equation and I-projections***by*Rüschendorf, L. & Thomsen, W.**377-385 A simple proof for the Kalman-Bucy smoothed estimate formula***by*Rutkowski, Marek**387-394 A note on nonlinear stochastic equations in Hilbert spaces***by*Gatarek, Dariusz**395-398 On mutual independence***by*Wise, Gary L. & Hall, Eric B.**399-404 A simple condition for asymptotic optimality of linear predictions of random fields***by*Stein, Michael L.**405-409 Minimal number of support points for mini-max optimal designs***by*Wong, Weng Kee**411-414 Asymptotically design-unbiased predictors for two-stage sampling***by*Rodrigues, Josemar**415-419 Kendall's [tau] is equal to the correlation coefficient for the BVE distribution***by*deB. Edwardes, Michael D.

### 1993, Volume 17, Issue 4

**253-257 On distributions of random closed sets and expected convex hulls***by*Molchanov, Ilya S.**259-263 A note on the multivariate Box--Cox transformation to normality***by*Velilla, Santiago**265-271 Exact fit points under simple regression with replication***by*Coakley, Clint W. & Mili, Lamine**273-279 The characteristic functions of spherical matrix distributions***by*Li, Run-Ze**281-285 On the large deviation principle for a quadratic functional of the autoregressive process***by*Bryc, Wlodzimierz & Smolenski, Wlodzimierz**287-291 An EDG/3 scheme having 5 associate classes***by*Gupta, Sudhir & Sinha, Kishore**293-298 Hellinger distance and Akaike's information criterion for the histogram***by*Kanazawa, Yuichiro**299-302 Comments on some papers involving the integrated Cauchy functional equation***by*Fosam, E. B. & Rao, C. R. & Shanbhag, D. N.**303-305 A note on sufficiency and conditional inference***by*Severini, Thomas A.**307-313 On Chiang's explicit solutions for the Kolmogorov differential equations***by*Shen, Larry Zaiqian**315-319 On characterizations of exponential and gamma distributions***by*Alamatsaz, M. H.**321-328 Alternative estimators for the variance of several normal populations***by*Madi, Mohamed T.**329-335 Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums***by*Hürlimann, Werner

### 1993, Volume 17, Issue 3

**169-172 A note on uniform laws of averages for dependent processes***by*Nobel, Andrew & Dembo, Amir**173-178 Cramer-Rao bounds for posterior variances***by*Ghosh, Malay**179-187 Some remarks on compound nonhomogeneous Poisson processes***by*Chen, C. S. & Savits, T. H.**189-198 On the preservation of some pure-tail orderings by reliability operations***by*Rojo, Javier**199-204 Testing the equality of nonparametric regression curves***by*Delgado, Miguel A.**205-209 Ratio prophet inequalities for convex functions of partial sums***by*Klass, Michael J.**211-220 A transient solution method for semi-Markov systems***by*Limnios, N.**221-224 A note on the simple random walk in the plane***by*Fotopoulos, S. B. & Downham, D. Y.**225-230 Characterizations of identically distributed independent random variables using order statistics***by*Bapat, R. B. & Kochar, Subhash C.**231-236 A slowly mixing Markov chain with implications for Gibbs sampling***by*Matthews, Peter**237-244 Limiting distribution of roots with differential rates of convergence***by*Remadi, Sellem & Amemiya, Yasuo**245-251 Pitman's measure of closeness for symmetric stable distributions***by*Bose, Sudip & Datta, Gauri Sankar & Ghosh, Malay

### 1993, Volume 17, Issue 2

**85-89 On the characterization of a class of binary operations on distribution functions***by*Alsina, Claudi & Nelsen, Roger B. & Schweizer, Berthold**91-95 A central limit theorem with random indices for stationary linear processes***by*Fakhre-Zakeri, Issa & Farshidi, Jamshid**97-104 Comparison of the mean per unit and ratio estimators under a simple applications-motivated model***by*Page, Connie & Kreling, David & Matsumura, Ella Mae**105-111 On the central limit theorem in D[0, 1]***by*Bloznelis, M. & Paulauskas, V.**113-121 Estimators of slopes in linear errors-invariables regression models when the predictors have known reliability matrix***by*Gleser, Leon Jay**123-125 A combinatorial theorem for a class of residual treatment effects designs***by*Mashouri, Gh. & Vartak, M. N. & Aggarwal, M. L.**127-137 Analysis of structural equation models with interval and polytomous data***by*Poon, Wai-Yin & Leung, Yin-Ping**139-148 Weak and strong quantile representations for randomly truncated data with applications***by*Gürler, Ülkü & Stute, Winfried & Wang, Jane-Ling**149-156 Limitations of the rank transform procedure: A study of repeated measures designs, Part II***by*Akritas, Michael G.**157-161 Limit theorems for symmetric statistics of exchangeable random variables***by*Mandrekar, V. & Patterson, R. F.**163-168 Sensitivity of finite Markov chains under perturbation***by*Seneta, E.

### 1993, Volume 17, Issue 1

**1-12 Quadratic variation of the local time of a random walk***by*Földes, Antónia & Révész, Pál**13-17 Limit laws for Brownian motion conditioned to reach a high level***by*Klass, Michael & Pitman, Jim**19-25 Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate***by*Chukova, Stefanka & Dimitrov, Boyan & Garrido, José**27-34 A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion***by*El-Nouty, Charles**35-38 Estimation of reliability in a shock model for a two component system***by*Kunchur, S. H. & Munoli, Surekha B.**39-41 UMPU test for state dependence of a parameter in a linear birth process***by*Muddapur, M. V.**43-48 Bootstrapping the mean of a symmetric population***by*Cao, Ricardo & Prada-Sánchez, JoséManuel**49-52 A new look at the relationship between Edgeworth expansion and saddlepoint approximation***by*Monti, Anna Clara**53-60 An EM algorithm for a mixture model of count data***by*Fong, Daniel Y. T. & Yip, Paul**61-66 A note on inference for the mean parameter of the gamma distribution***by*Wong, Augustine C. M.**67-71 Invariant tests for uniformity on the vertices of a regular polygon***by*Watson, Geoffrey S.**73-83 Multiple integrals with respect to L-mixing processes***by*Gerencsér, László

### 1993, Volume 16, Issue 5

**337-342 Imprecise conjugate prior densities for the one-parameter exponential family of distributions***by*Coolen, F. P. A.**343-345 On the conservatism of the Tukey-Kramer multiple comparison procedure***by*Somerville, Paul N.**347-354 How long does it take to see a flat Brownian path on the average?***by*Lewis, Thomas M. & Li, Wenbo V.**355-359 On relations between prediction error covariance of univariate and multivariate processes***by*Pourahmadi, Mohsen**361-368 Optimal stopping in urn models with payoff depending on maximal observed element***by*Samuel-Cahn, Ester**369-377 On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes***by*Krishnaiah, Y. S. Rama**379-390 Asymptotic law in sequential estimation of a change point***by*de Cambry, O.**391-395 Worthy martingales and integrators***by*Merzbach, Ely & Zakai, Moshe**397-405 Data-dependent bandwidth choice for a grade density kernel estimate***by*Cwik, Jan & Mielniczuk, Jan**407-410 A note on monotonicity in optimal multiple stopping problems***by*Preater, J.**411-420 Regression transformation diagnostics in transform-both-sides model***by*Shih, Jian-Qing

### 1993, Volume 16, Issue 4

**253-258 A model selection procedure for time series with seasonality***by*Franses, Philip Hans**259-268 Handling spuriosity in the Kalman filter***by*Lin, Dennis K. J. & Guttman, Irwin**269-278 Some results on the representation of measures of location and spread as L-functionals***by*Giovagnoli, Alessandra & Regoli, Giuliana**279-287 Complete convergence for [alpha]-mixing sequences***by*Shao, Qi-Man**289-296 Residual sum of squares and multiple potential, diagnostics by a second order local approach***by*Wu, Xizhi & Luo, Zhen**297-300 Predicting the value of an integer-valued random variable***by*Jeske, Daniel R.**301-304 An L1-convergence theorem for heterogeneous mixingale arrays with trending moments***by*Davidson, James**305-311 Strong uniform convergence of density estimators on compact Euclidean manifolds***by*Hendriks, H. & Janssen, J. H. M. & Ruymgaart, F. H.**313-319 A property of projection residuals with applications to concave regression***by*Kuhlmann, Dietrich W. & Wright, F. T.**321-329 On the local behaviour of the Yang regression estimate***by*Santos Domínguez-Menchero, J.**331-336 Optimal scaling of two-level factorial experiments***by*Toman, Blaza

### 1993, Volume 16, Issue 3

**169-175 Robust linear regression in replicated measurement error models***by*Carroll, R. J. & Eltinge, J. L. & Ruppert, D.**177-180 Some inference results in an absolutely continuous multivariate exponential model of Block***by*Hanagal, David D.**181-188 Tests of uniformity for sets of lotto numbers***by*Joe, Harry**189-196 Almost sure uniform convergence rates for M-smoothers with non-monotone score functions***by*Bhattacharya, P. K. & Zhao, Peng-liang**197-203 A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix***by*Jin, Chun**205-211 A note on maximum likelihood estimation in the first-order Gaussian moving average model***by*Anderson, T. W. & Metz, R. P.**213-218 Exact iterative computation of the robust multivariate minimum volume ellipsoid estimator***by*Cook, R. D. & Hawkins, D. M. & Weisberg, S.**219-224 Extremes of totally skewed stable motion***by*Albin, J. M. P.**225-233 Generalized bootstrat for studentized U-statistics: A rank statistic approach***by*Husková, Marie & Jansen, Paul**235-237 On the correlation between X and S2***by*Knautz, Henning & Trenkler, Götz**239-247 Some specific contiguous alternatives to the normal error assumption in linear models***by*Chen, Gemai**249-251 A log-concavity property of probability of occurrence of exactly r arbitrary events***by*Balasubramanian, K. & Balakrishnan, N.

### 1993, Volume 16, Issue 2

**85-95 Some tests for unit roots in seasonal time series with deterministic trends***by*Ahn, Sung K. & Cho, Sinsup**97-101 Chung--Smirnov property for perturbed empirical distribution functions***by*Degenhardt, H. J. A.**103-109 Noninformative nonparametric Bayesian estimation of quantiles***by*Meeden, Glen**111-115 The mixture properties of the 2SHI estimators in linear regression models***by*Van Hoa, Tran**117-119 A note on the breakdown point of the least median of squares and least trimmed squares estimators***by*Vandev, D.**121-128 Stochastic analysis of a controlled bulk queueing system with continuously operating server: continuous time parameter queueing process***by*Abolnikov, Lev M. & Dshalalow, Jewgeni H. & Dukhovny, Alexander M.**129-135 Estimating population size from a removal experiment***by*Yip, Paul & Fong, Daniel Y. T.**137-145 Quantile-based estimation for the Box-Cox transformation in random samples***by*Velilla, Santiago**147-152 A characterization for the solution of the Monge--Kantorovich mass transference problem***by*Cuesta-Albertos, J. A. & Tuero-Díaz, A.**153-158 Least squares and least absolute deviation procedures in approximately linear models***by*Mathew, Thomas & Nordström, Kenneth**159-162 On convergence rates of averages of weakly dependent random variables***by*Lin, Gwo Dong**163-168 A note on moment bounds for strong mixing sequences***by*Kim, Tae Yoon

### 1993, Volume 16, Issue 1

**1-9 Dispersion orderings with applications to nonparametric tests***by*Burger, H. U.**11-18 General matrix formulae for computing Bartlett corrections***by*Cordeiro, Gauss M.**19-25 The effect of grouping on the power of the Mantel--Haenszel test for the comparison of survival rates***by*Berger, Agnes & Wallenstein, Sylvan**27-28 A proof of the continuity theorem for characteristic functions***by*Sadooghi-Alvandi, S. M.**29-38 Towards a theory of confidence intervals for system reliability***by*Baxter, Laurence A.**39-41 Equivalence of Hartley--David--Gumbel and Papathanasiou bounds and some further remarks***by*Balakrishnan, N. & Balasubramanian, K.**43-46 On the extendibility of partially exchangeable random vectors***by*Scarsini, Marco & Verdicchio, Lorenzo**47-49 On a ranking problem for symmetric and unimodal location parameter families***by*Roters, M.**51-54 A probabilistic generalization of Taylor's theorem***by*Massey, William A. & Whitt, Ward**55-58 Power comparisons of some step-up multiple test procedures***by*Dunnett, Charles W. & Tamhane, Ajit C.**59-64 The exact distribution of a least squares regression coefficient estimator after a preliminary t-test***by*Giles, David E. A. & Srivastava, Virendra K.**65-70 On the almost certain limiting behavior of normed sums of identically distributed positive random variables***by*Rosalsky, Andrew**71-76 Third moment of matrix quadratic form***by*Tracy, Derrick S. & Sultan, Shagufta A.**77-83 Bayesian estimation of hidden Markov chains: a stochastic implementation***by*Robert, Christian P. & Celeux, Gilles & Diebolt, Jean

### 1992, Volume 15, Issue 5

**337-338 A counterexample to a martingale characterization of a Wiener process***by*Wise, Gary L.**339-343 Existence, uniqueness and Fréchet differentiability of [psi]-estimates of parameters in stationary observation***by*Cheng, Bing**345-348 Sharp truncation error bound in the sampling reconstruction of homogeneous random fields***by*Pogány, Tibor**349-356 Markovian chi-square and gamma processes***by*Adke, S. R. & Balakrishna, N.**357-360 On the non-existence of ancillary statistics***by*Peña, Edsel A. & Rohatgi, Vijay K. & Székely, Gábor J.**361-368 Some survey techniques for sampling rare subjects***by*Weerahandi, Samaradasa & White, Robert G.**369-372 Factorial designs and the theory of trade-off***by*Stufken, John & Wang, Kui-Jang**373-374 On the arg max of a Gaussian process***by*Arcones, Miguel A.**375-379 Existence and uniqueness of the maximum likelihood estimator for the two-parameter negative binomial distribution***by*Aragón, Jorge & Eberly, David & Eberly, Shelly**381-383 Intrinsic relations in the structure of linear congruential generators modulo 2[beta]***by*Percus, Ora E. & Percus, J. K.**385-388 On topological support of Dirichlet prior***by*Majumdar, Suman**389-393 Confidence intervals for the correlation coefficient***by*Jeyaratnam, S.**395-400 Bayesian robust experimental designs for the one-way analysis of variance***by*Toman, Blaza**401-402 Invariant distribution of Chow statistics***by*Chelliah, Thivvianesan**403-405 On the asymptotic behaviour of functionals of some semimartingales***by*Ouknine, Y.**407-415 Modeling seasonality in bimonthly time series***by*Franses, Philip Hans**417-420 Convergence rates of monotone conditional quantile estimators***by*Mukerjee, Hari

### 1992, Volume 15, Issue 4

**253-257 Nonparametric estimation of a process mean from censored data***by*Crowell, John I.**259-265 On the construction of multivariate distributions with given nonoverlapping multivariate marginals***by*Marco, J. M. & Ruiz-Rivas, C.**267-276 Conditions for approximation of the bias and mean squared error of a sample mean under nonresponse***by*Eltinge, John L.**277-279 Linear discriminant function for complex normal time series***by*Chaudhuri, G.**281-284 A model selection test for an AR (1) versus an MA (1) model***by*Franses, Philip Hans**285-291 On the bias of order statistics in non-i.i.d. samples***by*Wood, Andrew T. A.**293-297 Estimation for a linear growth model***by*Quine, M. P. & Robinson, J.**299-304 Ergodic behavior and estimation for periodically correlated processes***by*Leskow, Jacek & Weron, Aleksander**305-311 A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform***by*Beirlant, Jan & Vanmarcke, Ann**313-319 A spectral form of the dispersion model in designs with arbitrarily unequal block sizes***by*Zhang, Zhiyi**321-327 Limited expected value comparison tests***by*Carriere, Jacques**329-335 Asymptotic comparison factors for smoothing parameter choices in regression problems***by*Kay, Jim

### 1992, Volume 15, Issue 3

**169-172 Essential correlatedness and almost independence***by*Móri, T. F.**173-175 Estimation of extinction probability in Markov branching process***by*Kale, Mohan M. & Deshmukh, S. R.**177-180 An inconsistent Bayes estimator in bivariate survival curve analysis***by*Pruitt, Ronald C.**181-189 Some approximations for the moments of a process used in diffusion of new products***by*Dalal, S. R. & Weerahandi, S.**191-196 On asymptotic minimaxity of rank tests***by*Ermakov, M. S.**197-202 Recovery tests in BIBDs with very small degrees of freedom for interblock errors***by*Zhang, Zhiyi**203-208 Moments of variables summing to normal order statistics***by*Song, Ruiguang & Buchberger, Steven G. & Deddens, James A.**209-213 A note on the almost sure convergence of sums of negatively dependent random variables***by*Matula, Przemyslaw**215-222 Approximations to a conservative inverse chi-square procedure for combining p-values in integrative research***by*Saner, Hilary**223-227 Relations for single and product moments of record values from Gumbel distribution***by*Balakrishnan, N. & Ahsanullah, M. & Chan, P. S.**229-233 Moments under conjugate distributions in bioassay***by*Tsutakawa, Robert K.**235-239 A goodness-of-fit test for exponential families***by*Gombay, Edit & Horváth, Lajos**241-243 Coexistence in a competition model***by*Luo, Xiaolong & Cai, Haiyan**245-252 A nonparametric measure of independence under a hypothesis of independent components***by*Rosenblatt, Murray & Wahlen, Bruce E.

### 1992, Volume 15, Issue 2

**85-94 Integrated square error of nonparametric estimators of regression function: the fixed design case***by*Ioannides, Dimitrios A.**95-101 Bootstrap variance estimators with truncation***by*Shao, Jun