# Elsevier

# Statistics & Probability Letters

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### 1992, Volume 15, Issue 2

**103-108 Symbolic Cholesky decomposition of the variance--covariance matrix of the negative multinomial distribution***by*Sagae, Masahiko & Tanabe, Kunio**109-116 A local limit theorem for perturbed random walks***by*Wang, Mei**117-120 Factions in Morris' natural exponential quadratic variance family and a lack of consensus in sample size determination***by*Shanmugam, Ramalingam**121-124 Neyman's C([alpha]) test as a GLRT***by*Weiss, Lionel**125-130 Adjusting of estimates in general linear model with respect to linear restrictions***by*Pordzik, Pawe[does not divide] R.**131-133 A note on the estimation of Lp-norms***by*Weba, Michael**135-141 Point processes with correlated gamma interarrival times***by*Sim, C. H.**143-148 Bounds on expectations of order statistics via extremal dependences***by*Gascuel, O. & Caraux, G.**149-155 On the multivariate Kolmogorov-Smirnov distribution***by*Paramasamy, S.**157-162 Estimation of parameters of a two-dimensional spatial autoregressive model with regression***by*Kulkarni, P. M.**163-168 On the Bahadur--Ghosh--Kiefer representation of sample quantiles***by*Lahiri, S. N.

### 1992, Volume 15, Issue 1

**1-10 Score tests in a generalized linear model with surrogate covariates***by*Sepanski, J. H.**11-20 Asymptotic distributions of tests for dispersive ordering***by*Bartoszewicz, Jaroslaw**21-26 Robust statistics for test-of-independence and related structural models***by*Kano, Yutaka**27-30 On the completeness of a family of conditional distributions***by*Bhat, B. R. & Datta, Somnath**31-35 Minimum lower sets algorithms for isotonic regression***by*Qian, Shixian**37-40 On the distribution of the weighted combination of independent probabilities***by*Bhoj, Dinesh S.**41-46 On the stability problem for conditional expectation***by*Bryc, Wlodzimierz & Smolenski, Wlodzimierz**47-55 Uniform strong estimation under [alpha]-mixing, with rates***by*Cai, Zongwu & Roussas, George G.**57-62 Moments of functions of order statistics***by*Chunsheng, Ma**63-69 The variance matrix of sample second-order moments in multivariate linear relations***by*Satorra, Albert**71-76 Moderate deviations for some weakly dependent random processes***by*Jiang, Tiefeng & Wang, Xiangchen & Rao, M. Bhaskara**77-83 Qualms about BCa bootstrap confidence intervals***by*Peddada, Shyamal Das & Patwardhan, Girish

### 1992, Volume 14, Issue 5

**337-341 Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models***by*Ihara, Masamori & Kano, Yutaka**343-348 The association in time of a binary semi-Markov process***by*Dharmadhikari, A. D. & Kuber, M. M.**349-353 A note on the trace of a normal dispersion matrix***by*Guo, Ying (Ingrid) Yueh & Pal, Nabendu**355-362 Laws of large numbers under dependence assumptions***by*Birkel, Thomas**363-371 An inference procedure for host--vector and venereal disease models***by*Yip, Paul**373-383 Distributions minimizing Fisher information for scale in [var epsilon]-contamination neighbourhoods***by*Wu, Eden K. H.**385-391 General exponential models on the unit simplex and related multivariate inverse Gaussian distributions***by*Seshadri, V.**393-399 Optimal reconstruction of a generally censored sample***by*Gastaldi, Tommaso**401-405 A generalization of the sooner and later waiting time problems for Bernoulli trials: Frequency quota***by*Ling, K. D.**407-411 Inconsistent M-estimators: nonlinear regression with multiplicative error***by*Bhattacharyya, B. B. & Khoshgoftaar, T. M. & Richardson, G. D.**413-419 On the optimality of S-estimators***by*Hössjer, Ola

### 1992, Volume 14, Issue 4

**253-267 On power functions of the likelihood ratio tests for the simple loop order in normal means: Unequal sample sizes***by*Singh, Bahadur & Schell, Michael J.**269-274 On measures of association as measures of positive dependence***by*Nelsen, Roger B.**275-281 A note on second moment of a randomly stopped sum of independent variables***by*de la Peña, Victor H. & Govindarajulu, Z.**283-287 A note on generalized cross-validation with replicates***by*Gu, Chong & Heckman, Nancy & Wahba, Grace**289-291 On the total time on test transform of an IFRA distribution***by*Neath, Andrew A. & Samaniego, Francisco J.**293-298 A remainder estimate for the normal approximation of perturbed sample quantiles***by*Ralescu, Stefan S.**299-306 Estimation of the Fourier coefficient functions and their spectral densities for \gf-mixing almost periodically correlated processes***by*Hurd, Harry L. & Leskow, Jacek**307-310 The order of a univariate elliptical distribution***by*Chunsheng, Ma**311-312 On the 'triples test' for symmetry***by*Kochar, Subhash C.**313-320 Strong consistency under the Koziol--Green model***by*Stute, Winfried**321-325 Refinements of Kolmogorov's law of the iterated logarithm***by*Tomkins, R. J.**327-331 A reformulation of Pearson's Chi-square statistic and some extentions***by*Lorenzen, Gunter**333-336 A multivariate Linnik distribution***by*Anderson, Dale N.

### 1992, Volume 14, Issue 3

**169-173 Posterior probability and conditional coverage***by*Swartz, T. & Villegas, C.**175-178 Bahadur--Kiefer representation properties of intermediate order statistics***by*Chanda, Kamal C.**179-188 Optimal, robust R-estimators and test statistics in the linear model***by*Wang, Yu & Wiens, Douglas**189-194 A unified criterion for the local uniform convergence of the density of the maximum***by*Mohan, N. R.**195-199 Bayesian nonparametric methods for data from a unimodal density***by*Brunner, Lawrence J.**201-203 D-optimality of the dual of BIB designs***by*Pohl, Gerhardt M.**205-210 The bias of Fisher's linear discriminant function when the variancies are not equal***by*O'Neill, Terence J.**211-217 On renewal failure rate classes of life distributions***by*Abouammoh, A. M. & Ahmed, A. N.**219-222 A variation of a theorem of Sparre--Andersen***by*Eisenberg, Bennett**223-228 Equivalence of likelihood ratio tests and obliquity***by*Menéndez, J. A. & Salvador, B.**229-233 A note on randomness***by*Grill, Karl**235-241 On the binary expansion of a random integer***by*Barbour, A. D. & Chen, L. H. Y.**243-246 Comparing inclusion probabilities and drawing probabilities for rejective sampling and successive sampling***by*Milbrodt, Hartmut**247-252 Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure***by*Tsai, Chih-Ling & Wu, Xizhi

### 1992, Volume 14, Issue 2

**85-90 A threshold theorem for the general stochastic epidemic via a discrete approach***by*Reinert, Gesine**91-95 Stability theorems for large order statistics with varying ranks***by*Tomkins, R. J. & Wang, Hong**97-102 Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression***by*Kim, Hyune-Ju**103-105 Bounds on distribution functions of order statistics for dependent variates***by*Caraux, G. & Gascuel, O.**107-110 A new representation of Cox's score statistic and its variance***by*Oakes, David & Manatunga, Amita K.**111-114 Complete convergence of moving average processes***by*Li, Deli & Bhaskara Rao, M. & Wang, Xiangchen**115-117 Sets of typical subsamples***by*Atkins, Joel E. & Sherman, Gary J.**119-128 Limit theorems for the simplicial depth***by*Dümbgen, Lutz**129-131 Note on interpolated order statistics***by*Nyblom, Jukka**133-139 Residuals density estimation in nonparametric regression***by*Ahmad, Ibrahim A.**141-152 Bump hunting in regression analysis***by*Heckman, Nancy E.**153-164 M-estimators in linear models with long range dependent errors***by*Koul, Hira L.**165-168 Strong consistency of a sieve estimator for the variance in nonlinear regression***by*Bhattacharyya, B. B. & Richardson, G. D.

### 1992, Volume 14, Issue 1

**1-7 On the law of large numbers for the bootstrap mean***by*Csörgo, Sándor**9-11 A bound for the covering time of random walks on graphs***by*Palacios, JoséLuis**13-24 Edgeworth expansions for studentized and prepivoted sample quantiles***by*Falk, Michael & Janas, Daniel**25-30 Maximum likelihood and generalized least squares analyses of two-level structural equation models***by*Poon, Wai-Yin & Lee, Sik-Yum**31-38 Hodges-Lehmann optimality of tests***by*Kallenberg, Wilbert C. M. & Kourouklis, Stavros**39-48 Poisson approximation of empirical processes***by*Falk, Michael & Reiss, Rolf-Dieter**49-52 The weak law of large numbers for arrays***by*Gut, Allan**53-60 Limiting distribution of the maximal spacing when the density function admits a positive minimum***by*Barbe, Philippe**61-65 A new modelisation of noise in image remote sensing***by*Granville, V. & Rasson, J. P.**67-69 Indicator method for a recurrence relation for order statistics***by*Balasubramanian, K. & Balakrishnan, N.**71-78 Integer valued Markov processes and exponential families***by*Ycart, Bernard**79-84 On the consistency of M-estimate in a linear model obtained through an estimating equation***by*Radhakrishna Rao, C. & Zhao, LC.

### 1992, Volume 13, Issue 5

**337-341 Stochastically extremal distributions of order statistics for dependent samples***by*Rychlik, Tomasz**343-349 A note on the distribution of the Wilcoxon rank sum statistic***by*Chang, Derek K.**351-356 Potential for automatic bandwidth choice in variations on kernel density estimation***by*Jones, M. C.**357-363 Exact Bahadur efficiency of max-type rank tests in the two-sample problem***by*Bajorski, Piotr**365-372 Tests of fit using spacings statistics with estimated parameters***by*Wells, Martin T. & Jammalamadaka, Sreenivasa R. & Tiwari, Ram C.**373-381 Using the mean deviation in the elicitation of the prior distribution***by*Pham-Gia, T. & Turkkan, N. & Duong, Q. P.**383-390 Minimax estimation of a bounded squared mean***by*Fan, Jianqing & Gijbels, Irène**391-396 A note on the Ljung--Box--Pierce portmanteau statistic with missing data***by*Stoffer, David S. & Toloi, Clélia M. C.**397-400 Parametric orthogonality and a Bartlett-type modification for Rao's statistic in the presence of a nuisance parameter***by*Mukerjee, Rahul**401-404 Transition probabilities for a modified general stochastic epidemic model***by*Choi, Youn J. & Severo, Norman C.**405-410 PCA stability and choice of dimensionality***by*Besse, Philippe**411-419 Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings***by*Einmahl, John H. J. & van Zuijlen, Martien C. A.

### 1992, Volume 13, Issue 4

**253-258 Exactly what is being modelled by the systematic component in a heteroscedastic linear regression***by*Portnoy, Stephen & Welsh, A. H.**259-268 Minimum distance discrimination rules and success rates for elliptical normal mixtures***by*Koutras, Markos**269-274 A goodness of fit test for the Poisson distribution based on the empirical generating function***by*Baringhaus, L. & Henze, N.**275-278 Dispersivity and stochastic majorization***by*Alzaid, Abdulhamid A. & Proschan, Frank**279-285 Some diagnostic measures in discriminant analysis***by*Fung, Wing-Kam**287-293 Nonparametric estimation for Galton--Watson type process***by*Prakasa Rao, B. L. S.**295-299 Modifying the Koul, Susarla and Van Ryzin estimator for linear regression models with right censoring***by*Fygenson, Mendel & Zhou, Mai**301-306 A note on weak convergence to extremal processes***by*Ravi, S.**307-310 The moments of the Cantor distribution***by*Lad, F. R. & Taylor, W. F. C.**311-319 A note on the connection between fuzzy numbers and random intervals***by*Gil, María Angeles**321-324 Scalable relative effectiveness models***by*Murdoch, Duncan J.**325-332 Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space***by*Feng, Ziding & McCulloch, Charles E.**333-336 Note on the spatial quantile of a random vector***by*Abdous, B. & Theodorescu, R.

### 1992, Volume 13, Issue 3

**169-177 Adaptive control in the scalar linear-quadratic model in continuous time***by*Le Breton, Alain**179-188 On the limiting behavior of the Bahadur--Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist***by*Deheuvels, Paul & Steinebach, Josef**189-192 A remark on Dubins--Savage inequality***by*Khan, Rasul A.**193-197 Strassen's invariance principle for random subsequences***by*Rychlik, Z. & Zygo, J.**199-202 A conditional limit law result on the location of the maximum of Brownian motion***by*Mathew, George & McCormick, William P.**203-208 Rank order probabilities for the dispersion problem***by*Kochar, Subhash C. & Woodworth, George**209-221 Rank transform statistics with censored data***by*Akritas, Michael G.**223-227 Improved Kolmogorov inequalities for the binomial distribution***by*Turner, Danny W. & Young, Dean M. & Seaman, John W.**229-233 The use of randomization in repeated measurements***by*Jensen, D. R.**235-243 Bias correction and higher order kernel functions***by*Fan, Jianqing & Hu, Tien-Chung**245-252 Normal approximations for lattice systems***by*Qian, W. & Titterington, D. M.

### 1992, Volume 13, Issue 2

**85-88 Moment inequalities for the reliability function***by*Lindqvist, Bo Henry**89-98 Convergence properties of MLE's and asymptotic simultaneous confidence intervals in fitting cardinal B-splines for density estimation***by*Atilgan, Taskin & Bozdogan, Hamparsum**99-108 Improved estimation of the ratio of variance components for a balanced one-way random effects model***by*Das, Kalyan**109-115 Finite sample performance of density estimators under moving average dependence***by*Wand, M. P.**117-120 A counterexample on the existence of the L1-median***by*León, Carlos Antonio & Massé, Jean-Claude**121-127 Birth--death processes with piecewise constant rates***by*Kopp-Schneider, Annette**129-137 A strong law of large numbers for ruled sums***by*Skovoroda, Boris & Mikosch, Thomas**139-145 A new model for slowly-decaying correlations***by*Martin, R. J. & Eccleston, J. A.**147-152 Natural exponential families and self-decomposability***by*Bar-Lev, Shaul K. & Bshouty, Daoud & Letac, Gérard**153-158 The reliability of exchangeable binary systems***by*Lau, Tai Shing**159-166 Risk behavior of variance estimators in multivariate normal distribution***by*Rukhin, Andrew L. & Ananda, Malwane M. A.

### 1992, Volume 13, Issue 1

**1-4 On the S-shaped theorem***by*Egeland, Thore**5-13 Estimation of the subsurvival function for time-to-tumor in survival/sacrifice experiments***by*Gómez, Guadalupe & Van Ryzin, John**15-24 Density estimation in Besov spaces***by*Kerkyacharian, G. & Picard, D.**25-27 Variance bound of function of order statistics***by*Chunsheng, Ma**29-37 The central limit theorem for Tukey's 3R smoother***by*Bryc, Wlodzimierz & Peligrad, Magda**39-44 Affine minimax confidence intervals for a bounded normal mean***by*Stark, Philip B.**45-55 Existence and nonexistence theorems of finite diameter sequential confidence regions for errors-in-variables models***by*Hwang, Jiunn T. & Liu, Hung-kung**57-60 On the power-divergence statistic in sparse multinomial models requiring parameter estimation***by*Tiwari, Ram C. & Wells, Martin T.**61-66 General saddlepoint approximations in the bootstrap***by*Wang, Suojin**67-72 On estimating the mean of symmetrical populations***by*Singh, R. Karan & Zaidi, S. M. H.**73-81 Bounds for non-central chi-square distributions having unobservable random non-centrality parameters***by*Szroeter, Jerzy

### 1991, Volume 12, Issue 6

**443-443 Preface***by*Rao Jammalamadaka, S. & SenGupta, Ashis**445-463 Testing dimensionality in the multivariate analysis of variance***by*Anderson, T. W. & Amemiya, Yasuo**465-486 Lattice-ordered conditional independence models for missing data***by*Andersson, Steen A. & Perlman, Michael D.**487-504 Concentration inequalities for multivariate distributions: I. multivariate normal distributions***by*Eaton, Morris L. & Perlman, Michael D.**505-509 Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests***by*Ghosh, J. K.**511-515 A numerical procedure for finding the positive definite matrix closest to a patterned matrix***by*Hu, H. & Olkin, I.**517-525 Inferences about correlation structure based on proof loading experiments***by*Johnson, Richard A. & Wu, K. T.**527-535 A review of optimality of multivariate tests***by*SenGupta, Ashis**537-544 On locally optimal tests for the mean direction of the Langevin distribution***by*SenGupta, A. & Rao Jammalamadaka, S.**545-559 Statistical tests for structural relationship***by*Shen, Wei-Hsiung & Sinha, Bimal K.

### 1991, Volume 12, Issue 5

**363-370 Integration by parts for the single jump process***by*Elliott, Robert J. & Tsoi, Allanus H.**371-372 The estimated frequency of zero for a mixed Poisson distribution***by*Harris, Ian R.**373-378 A family of distributions related to the McCullagh family***by*Seshadri, V.**379-384 Conjugate priors for exponential-type processes***by*Magiera, Ryszard & Wilczynski, Maciej**385-391 Estimation of the survival function for stationary associated processes***by*Bagai, Isha & Prakasa Rao, B. L. S.**393-403 Kernel estimates under association: strong uniform consistency***by*Roussas, George G.**405-413 The large sample distribution of the Shapiro--Wilk statistic and its variants under Type I or Type II censoring***by*Johnson, Richard A. & Verrill, Steve**415-420 Results on inquiry and truth possession***by*Goldman, Alvin I. & Shaked, Moshe**421-427 The bootstrapped maximum likelihood estimator with an application***by*Burke, Murray D. & Gombay, Edit**429-439 On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions***by*Deheuvels, Paul**441-441 Singular value decomposition of design matrices in ANOVA with balanced data***by*Wansbeek, Tom

### 1991, Volume 12, Issue 4

**273-279 On a test for generalized upper truncated Weibull distributions***by*Martínez, Servet & Quintana, Fernando**281-283 Median unbiasedness in an invariant prediction problem***by*Takada, Y.**285-287 Complete answer to an interval splitting problem***by*Alsmeyer, Gerold**289-290 A moment inequality for Lq estimation***by*Johnstone, Iain M.**291-296 On reliabilities of certain large linearly connected engineering systems***by*Fu, James C. & Lou, W. Y.**297-303 Gaussian reciprocal processes revisited***by*Recoules, Raymond**305-309 Estimating the covariance matrix of bivariate medians***by*Maritz, J. S.**311-313 Large sample tests of [lambda]3 in the bivariate exponential distribution***by*Hanagal, David D. & Kale, B. K.**315-316 A note of the convolution of a generalised F-distribution***by*Exton, Harold**317-321 About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression***by*Darwich, A. R. & Le Breton, A.**323-327 Can one decide the type of the mean from the empirical measure?***by*Kulkarni, Sanjeev R. & Zeitouni, Ofer**329-333 Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma prior***by*Meczarski, Marek & Zielinski, Ryszard**335-336 An optimality property of polynomial regression***by*Schwarz, Gideon**337-340 A simple motivation for James-Stein estimators***by*Gupta, Arjun K. & Peña, Edsel A.**341-344 A note on the exponential approximations of IFR distributions***by*Cheng, Kan & He, Zongfu**345-349 Windings of spherically symmetric random walks via Brownian embedding***by*Bélisle, Claude**351-355 Constructing unbiased tests for homogeneity and goodness of fit***by*Cohen, Arthur & Sackrowitz, H. B.**357-362 On a basis for 'Peaks over Threshold' modeling***by*Leadbetter, M. R.

### 1991, Volume 12, Issue 3

**185-187 A characterization of the Dirichlet process***by*Lo, Albert Y.**189-194 Law of iterated logarithm for random subsequences***by*Vasudeva, R. & Divanji, G.**195-200 The time until two renewal processes come together***by*Stadje, W.**201-207 Strong approximation of vector-valued stochastic integrals***by*Gerencsér, László**209-212 On the species and related problems***by*Yatracos, Yannis G.**213-216 Prophet inequalities for bounded negatively dependent random variables***by*Samuel-Cahn, Ester**217-221 Designs for approximately linear regression: two optimality properties of uniform designs***by*Wiens, Douglas P.**223-227 Confidence intervals for the mean in the bounded case***by*Fishman, George S.**229-231 A note on renewal (partial sums) distributions for discrete variables***by*Kotz, Samuel & Johnson, Norman L.**233-237 Testing the dispersive equivalence of two populations***by*Marzec, Leszek & Marzec, Pawel**239-247 Testing the equality of two regression curves using linear smoothers***by*King, Eileen & Hart, Jeffrey D. & Wehrly, Thomas E.**249-255 An invariance property of marginal density and tail probability approximations for smooth functions***by*DiCiccio, Thomas J. & Martin, Michael A. & Alastair Young, G.**257-261 Probability inequalities with exponential bounds for U-statistics***by*Christofides, Tasos C.**263-265 Distribution of random functional of a Dirichlet process on the unit disk***by*Jiang, Tom J.**267-271 On measuring asymmetry and the reliability of the skewness measure***by*Xiaojun, Li & Morris, Joel M.

### 1991, Volume 12, Issue 2

**91-96 Some limit theorems for the homogeneous Poisson process***by*Auer, P. & Hornik, K. & Révész, P.**97-107 Odd central moments of unimodal distributions***by*Bélisle, Claude