# Elsevier

# Statistics & Probability Letters

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### February 1995, Volume 22, Issue 3

**231-238 Intermediate order statistics with applications to nonparametric estimation***by*Papadatos, N.**239-247 A Bernstein-type inequality for U-statistics and U-processes***by*Arcones, Miguel A.**249-256 Likelihood ratio and a class of strong laws for the sequence of integer-valued random variables***by*Wen, Liu & Zikuan, Liu**257-260 Sharp inequalities between skewness and kurtosis for unimodal distributions***by*Teuscher, F. & Guiard, V.

### February 1995, Volume 22, Issue 2

**87-96 A class of strong laws for functionals of countable nonhomogeneous Markov chains***by*Liu, Wen & Liu, Guoxin**97-102 Lattices of random sets and progressivity***by*Gail Ivanoff, B. & Merzbach, Ely & Schiopu-Kratina, Ioana**103-110 Stochastic order relations and the total time on test transform***by*Bartoszewicz, Jaroslaw**111-119 A general composition theorem and its applications to certain partial orderings of distributions***by*Joag-dev, Kumar & Kochar, Subhash & Proschan, Frank**121-129 On multivariate kernel estimation for samples from weighted distributions***by*Ahmad, Ibrahim A.**131-136 A note on the almost sure central limit theorem for weakly dependent random variables***by*Peligrad, Magda & Shao, Qi-Man**137-148 Reliability bounds for coherent structures with independent components***by*Fu, J. C. & Koutras, M. V.**149-156 On the strong uniform consistency of density estimation for strongly dependent sequences***by*Ho, Hwai-Chung**157-160 A regression approach for estimating the center of symmetry***by*Hsieh, Fushing**161-166 Some stochastic models leading to the convolution of two binomial variables***by*Ong, S. H.**167-173 Likelihood ratio tests for bivariate symmetry against ordered alternatives in a square contingency table***by*El Barmi, Hammou & Kochar, Subhash C.

### January 1995, Volume 22, Issue 1

**1-6 Symmetry groups in d-space***by*Meerschaert, Mark M. & Alan Veeh, Jeery**7-15 On a likelihood-based approach in nonparametric smoothing and cross-validation***by*Chaudhuri, Probal & Dewanji, Anup**17-23 A note on conditionally unbiased estimation after selection***by*Deshpande, Jayant V. & Muhammad Fareed, T. P.**25-31 A local criterion for smoothness of densities and application to the supremum of the Brownian sheet***by*Florit, Carme & Nualart, David**33-42 Near optimal weights in nonparametric regression under some common restrictions***by*Holiday, David B.**43-47 Nonconstant levels for T-year return periods for two-dimensional Poisson processes with periodic intensity***by*Ballerini, Rocco**49-53 On permissible correlations for locally correlated stationary processes***by*Donahue, Rafe M. J. & Brockwell, Peter J. & Davis, Richard A.**55-57 On the weak law of large numbers for arrays***by*Dug Hun Hong & Kwang Sik Oh**59-69 Conditioned superprocesses and their weighted occupation times***by*Krone, Stephen M.**71-77 The number of visits to a subset of the state space by a discrete-parameter semi-Markov process***by*Csenki, Attila**79-85 On the variance of the trimmed mean***by*Capéraà, Philippe & Rivest, Louis-Paul

### December 1994, Volume 21, Issue 5

**337-345 A central limit theorem for functionals of the Kaplan--Meier estimator***by*Yang, Song**347-355 Minimum distance estimation in linear models with long-range dependent errors***by*Mukherjee, Kanchan**357-362 A Kolmogorov inequality for U-statistics based on Bernoulli kernels***by*Christofides, Tasos C.**363-365 Cramer's estimate for Lévy processes***by*Bertoin, J. & Doney, R. A.**367-370 A note on necessary and sufficient conditions for proving that a random symmetric matrix converges to a given limit***by*Strawderman, Robert L.**371-380 Estimation of the autocorrelation coefficient in the presence of a regression trend***by*Schick, Anton**381-384 A quasi-likelihood approach to the REML estimating equations***by*Heyde, C. C.**385-394 Maxima of bivariate random vectors: Between independence and complete dependence***by*Hüsler, J.**395-403 Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices***by*Young, Dean M. & Seaman, John W. & Meaux, Laurie M.**405-407 Equivalence of relations for order statistics for exchangeable and arbitrary cases***by*Balasubramanian, K. & Balakrishnan, N.**409-416 Berry--Esséen bounds for finite-population t-statistics***by*Rao, C. R. & Zhao, L. C.**417-419 Selecting variables for discrimination when covariance matrices are unequal***by*Paranjpe, S. A. & Gore, A. P.

### November 1994, Volume 21, Issue 4

**255-261 Efficiencies of some small second-order designs***by*Jensen, D. R.**263-269 On the nonexistence of certain optimal confidence sets for the rectangular problem***by*Chatterjee, Shoutir Kishore & Chattopadhyay, Gaurangadeb**271-280 Distributional convergence of M-estimators under unusual rates***by*Arcones, Miguel A.**281-289 Variance upper bounds and convolutions of [alpha]-unimodal distributions***by*Abouammoh, A. M. & Mashhour, A. F.**291-298 A parametric bootstrap procedure to estimate the selected mean using censored data***by*Indurkhya, Alka**299-309 Asymptotic normality of the discrete Fourier transform of long memory time series***by*Pham, Dinh Tuan & Guégan, Dominique**311-316 On uniform marginal representation of contingency tables***by*Arnold, Barry C. & Gokhale, D. V.**317-321 On some limit laws for perturbed empirical distribution functions***by*Denker, Manfred & Puri, Madan L.**323-336 Continuous-time fractional ARMA processes***by*Viano, M. C. & Deniau, C. & Oppenheim, G.

### October 1994, Volume 21, Issue 3

**173-179 On integration, substitution and the probability integral transform***by*Savits, Thomas H.**181-194 Probability density estimation from dependent observations using wavelets orthonormal bases***by*Masry, Elias**195-202 Combining independent tests of triangular distribution***by*Abu-Dayyeh, Walid A. & El-Qader El-Masri, Abed**203-214 Smoothing dependent observations***by*Fraiman, R. & Meloche, J.**215-221 Identifiability in interval censorship models***by*Wang, Zhiming & Gardiner, J. C. & Ramamoorthi, R. V.**223-228 An isotonic estimator of the baseline hazard function in Cox's regression model under order restriction***by*Chung, Daehyun & Chang, Myron N.**229-235 Asymptotically distribution-free joint confidence intervals for generalized Lorenz curves based on complete data***by*Chakraborti, S.**237-245 Dispersive comparison of distributions: a multisample testing problem***by*Marzec, Leszek & Marzec, Pawel**247-251 Siegel's formula via Stein's identities***by*Liu, Jun S.

### September 1994, Volume 21, Issue 2

**85-94 Probability inequalities for certain dependence structures***by*Dobbins, Thomas W. & Sarkar, Sanat K.**95-99 Some bounds for balanced two-way elimination of heterogeneity designs***by*Siatkowski, Idzi**101-105 An extended Simes' test***by*Hochberg, Yosef & Liberman, Uri**107-113 Tests based on L-statistics to test the equality in dispersion of two probability distributions***by*Rojo, Javier & Wang, Jinping**115-120 Rank tests for testing the randomness of autoregressive coefficients***by*Ramanathan, R. V. & Rajarshi, M. B.**121-130 Restricted multinomial maximum likelihood estimation based upon Fenchel duality***by*El Barmi, Hammou & Dykstra, Richard L.**131-140 Covariance matrices of quadratic forms in elliptical distributions***by*Zhao, Yi**141-145 Nonexistence of consistent estimates in a density estimation problem***by*Chen, X. R. & Wu, Y.**147-151 Asymptotic distributions of estimated f-dissimilarity between populations in stratified random sampling***by*Zografos, K.**153-155 Covariance between variables and their order statistics for multivariate normal variables***by*Rinott, Yosef & Samuel-Cahn, Ester**157-161 A strong limit theorem under no assumption of independence, stationarity or various dependences***by*Liu, Wen**163-166 Completeness of time-ordered indicators in censored data models***by*Moser, Martin**167-172 Symmetrized kernel estimators of the regression slope***by*Blyth, Stephen

### September 1994, Volume 21, Issue 1

**1-8 A Poisson approximation for the number of k-matches***by*Burghardt, Patrick D. & Godbole, Anant P. & Prengaman, Amy B.**9-19 Partial autocorrelation function for spatial processes***by*Etchison, Tonya & Pantula, Sastry G. & Brownie, Cavell**21-25 A dependent F[alpha]-scheme***by*Ballerini, Rocco**27-28 A note on min--maxbias estimators in approximately linear models***by*Bassett, Gilbert W.**29-36 Kernel estimation of the density of a statistic***by*Sherman, Michael**37-47 Maximum likelihood estimation for weighted distributions***by*Iyengar, Satish & Zhao, Peng-Liang**49-57 On the HIV incubation distribution under non-Markovian models***by*Tan, W. Y.**59-67 An occupation time approach for convergence of measure-valued processes, and the death process of a branching system***by*Gorostiza, L. G. & Lopez-Mimbela, J. A.**69-75 On the estimation of the mean of a Np([mu],[Sigma]) population with [mu]'[Sigma]-1 [mu] known***by*Marchand, Eric**77-83 Some strong limit theorems relative to the geometric average of random transition probabilities of arbitrary finite nonhomogeneous Markov chains***by*Wen, Liu

### August 1994, Volume 20, Issue 5

**337-345 Mean residual life and increasing convex comparison of shock models***by*Fagiuoli, E. & Pellerey, F.**347-352 A bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative***by*Wang, Yazhen**353-354 Multivariate normality via conditional specification***by*Arnold, Barry C. & Castillo, Enrique & Sarabia, JoséMaría**355-365 On local odds and hazard rate models in survival analysis***by*Janssen, Arnold**367-373 Persistent convergence on randomly deleted sets***by*Rothmann, Mark D. & Russo, Ralph P.**375-382 The hazard rate of the power-quadratic exponential family of distributions***by*Pham-Gia, T.**383-393 Stochastic equivalence of ordered random variables with applications in reliability theory***by*Li, Haijun & Zhu, Haolong**395-400 Tests of ordered hypotheses in linkage in heredity***by*Paula, Gilberto A. & Sen, Pranab K.**401-409 Trimmed mean or sample median?***by*Oosterhoff, J.**411-420 The bias of k-step M-estimators***by*Rousseeuw, Peter J. & Croux, Christophe

### July 1994, Volume 20, Issue 4

**253-257 Two principal points of symmetric, strongly unimodal distributions***by*Tarpey, Thaddeus**259-268 Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes***by*Zhang, Guoqiang**269-271 The rank of the current lifetime***by*Grübel, Rudolf**273-285 Linking the estimation and ranking and selection problems through sequential procedures: The normal case***by*Chaturvedi, Ajit & Gupta, Rahul**287-294 Robust Bayesian analysis using divergence measures***by*Dey, Dipak K. & Birmiwal, Lea R.**295-306 Robust measures of association in the correlation model***by*Witt, Lee D. & McKean, Joseph W. & Naranjo, Joshua D.**307-312 Closure of multivariate t and related distributions***by*Jensen, D. R.**313-319 Moments of the ratio of two dependent quadratic forms***by*Ghazal, G. A.**321-326 Morphological Markov random fields***by*Carstensen, Jens Michael**327-335 Multidimensional Lévy inequalities and their applications***by*Li, Gang

### June 1994, Volume 20, Issue 3

**169-172 On polynomial filtration of some continuous semimartingales***by*Ouknine, Y.**173-182 On ordinary least-squares methods for sample surveys***by*Wang, Song-Gui & Chow, Shein-Chung & Tse, Siu-Keung**183-188 On the non-consistency of an estimate of Chiu***by*Devroye, Luc**189-195 On the limiting distribution of and critical values for an origin-invariant bivariate Cramer--von Mises-type statistic***by*Zimmerman, Dale L.**197-202 A perturbation scheme for nonlinear models***by*Wu, Xizhi & Wan, Fanghuan**203-207 Arbitrarily reliable systems with two dual modes of failure***by*Veselý, Petr**209-217 On the number of maxima in a discrete sample***by*Brands, J. J. A. M. & Steutel, F. W. & Wilms, R. J. G.**219-223 Convergence of the Kaplan-Meier estimator in weighted sup-norms***by*Stute, Winfried**225-234 Two measures of sample entropy***by*Ebrahimi, Nader & Pflughoeft, Kurt & Soofi, Ehsan S.**235-238 Multivariate normality via conditional normality***by*Ahsanullah, M. & Wesolowski, Jacek**239-240 Stationary probabilities for a simple immigration-birth-death process under the influence of total catastrophes***by*Kyriakidis, E. G.**241-245 Improving the James-Stein estimator using the Stein variance estimator***by*Berry, J. Calvin

### May 1994, Volume 20, Issue 2

**85-90 The study of a function relating to stable distributions***by*Buckle, D. J.**91-99 Parameter estimation for ARMA processes with errors in models***by*Chen, Han-Fu & Deniau, Claude**101-112 Correspondence analysis of an artificial cylinder data***by*Okamoto, Masashi**113-116 Monotonicity of regression functions in structural measurement error models***by*Hwang, Gene T. & Stefanski, Leonard A.**117-123 On minimum L1-norm estimate of the parameter of the Ornstein--Uhlenbeck process***by*Kutoyants, Y. & Pilibossian, P.**125-130 On the central limit theorem for point process martingales***by*Johansson, Björn**131-138 Adaptive and unbiased predictors in a change point regression model***by*Cohen, Arthur & Kushary, Debashis**139-142 Mixture or logistic regression estimation for discrimination***by*O'Neill, Terence J.**143-148 Outlier detection in the state space model***by*Chib, Siddhartha & Tiwari, Ram C.**149-153 Expectiles and M-quantiles are quantiles***by*Jones, M. C.**155-162 A duality theorem for solving multiple-player multivariate hypergeometric problems***by*Sobel, Milton & Frankowski, Krzysztof**163-167 Hypothesis testing of common roots***by*Klein, André

### May 1994, Volume 20, Issue 1

**1-7 Nonconsistent estimation by diffusion type observations***by*Kutoyants, Yu. A.**9-21 Extreme quantile estimation in [delta]-neighborhoods of generalized Pareto distributions***by*Falk, Michael**23-26 Convergence criteria for maxima with regularly varying normalizing constants***by*Gan, Gaoxiong & Neill, James W.**27-35 Lifelength in a random environment***by*Baxter, Laurence A. & Li, Linxiong**37-47 A generalization of the Eulerian numbers with a probabilistic application***by*Harris, Bernard & Park, C. J.**49-55 Testing for change-points with rank and sign statistics***by*Gombay, Edit**57-62 The central limit theorem for U-processes indexed by Hölder's functions***by*Arcones, Miguel A.**63-67 Monotonicity properties of the ordered ranks in the two-sample problem***by*Kochar, Subhash C.**69-73 Minimum disparity estimation in the errors-in-variables model***by*Basu, Ayanendranath & Sarkar, Sahadeb**75-80 Infinite order V-statistics***by*Shieh, Grace S.**81-84 The limit distribution of the concave majorant of an empirical distribution function***by*Wang, Yazhen

### April 1994, Volume 19, Issue 5

**357-360 Breakdown versus efficiency -- Your perspective matters***by*He, Xuming**361-370 Desirable properties, breakdown and efficiency in the linear regression model***by*Davies, Laurie**371-379 Efficient high-breakdown M-estimators of scale***by*Croux, Christophe**381-385 Small sample efficiency and exact fit for Cauchy regression models***by*Morgenthaler, Stephan**387-398 The asymptotics of the least trimmed absolute deviations (LTAD) estimator***by*Tableman, Mara**399-408 Effect of leverage on the finite sample efficiencies of high breakdown estimators***by*Coakley, Clint W. & Mili, Lamine & Cheniae, Michael G.**409-415 Efficiency of MM- and [tau]-estimates for finite sample size***by*Adrover, Jorge G. & Bianco, Ana M. & Yohai, Víctor J.**417-431 Unconventional features of positive-breakdown estimators***by*Rousseeuw, Peter J.

### March 1994, Volume 19, Issue 4

**259-266 Rapid evaluation of the inverse of the normal distribution function***by*Masaglia, George & Zaman, Arif & Marsaglia, John C. W.**267-269 Truncating sample weights reduces variance***by*Yu, Kai Fun**271-279 On max domains of attraction of univariate p-max stable laws***by*Subramanya, U. R.**281-284 Multivariate kurtosis in L1-sense***by*Averous, Jean & Meste, Michel**285-290 A new proof on the distribution of the local time of a Wiener process***by*Csörgo, Miklós & Shao, Qi-Man**291-297 On the product and the sum of random variables with arithmetic and non-arithmetic distributions***by*Abt, Markus**299-305 Asymptotic representations for qualites of pooled samples***by*Liu, Z. J. & Yin, Y. Q.**307-312 On disparity based goodness-of-fit tests for multinomial models***by*Basu, Ayenendranath & Sarkar, Sahadeb**313-315 A conditional characterization of the multivariate normal distribution***by*Arnold, Barry C. & Castillo, Enrique & Sarabia, Jose María**317-319 A feasible minimum risk estimator interpretation to Stein-rule estimators in linear regression model***by*Srivastava, V. K. & Srivastava, A. K.**321-326 On multidimensional domains of attraction for stationary sequences***by*Jakubowski, Adam**327-328 Moments do not determine tail***by*Chao, Min-Te & Liang, Wen-Qi**329-337 The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators***by*Tableman, Mara**339-347 On predicting the finite population distribution function***by*Bolfarine, Heleno & Sandoval, Mônica C.**349-354 An odd property of the sample median***by*Cabrera, J. & Maguluri, G. & Singh, K.

### February 1994, Volume 19, Issue 3

**169-176 Bias correction in ARMA models***by*Cordeiro, Gauss M. & Klein, Ruben**177-179 A convergence theorem for sums of dependent Hilbert space valued triangular arrays***by*Zezhi, Li & Buchen, Zhang**181-187 A multiplicative bias reduction method for nonparametric regression***by*Linton, Oliver & Nielsen, Jens Perch**189-194 Unit root tests for ARIMA(0, 1, q) models with irregularly observed samples***by*Shin, Dong Wan & Sarkar, Sahadeb**195-198 The best lower bound of sample correlation coefficient with ordered restriction***by*Hwang, Tea-Yuan & Hu, Chin-Yuan**199-204 A note on the generalization of Mathisen's median test***by*Shetty, I. D. & Bhat, Sharada V.**205-216 Necessary and sufficient conditions for the multivariate bootstrap of the mean***by*Sepanski, Steven J.**217-219 A note on the conditional distribution of X when X - y is given***by*Bai, Z. D. & Shepp, Lawrence A.**221-231 A simple form of Bartlett's formula for autoregressive processes***by*Cavazos-Cadena, Rolando**233-237 Possible sample paths of self-similar [alpha]-stable processes***by*Samorodnitsky, Gennady**239-243 On a probabilistic generalization of Taylor's theorem***by*Lin, Gwo Dong**245-248 Testing for Poissonity-normality vs. other infinite divisibility***by*Gupta, A. K. & Móri, T. F. & Székely, G. J.**249-257 Estimation of the mean when data contain non-ignorable missing values from a random effects model***by*Shih, Weichung J. & Quan, Hui & Chang, Myron N.

### January 1994, Volume 19, Issue 2

**85-89 On long runs of heads and tails***by*Móri, Tamás F.**91-95 Quadratic location discriminant functions for mixed categorical and continuous data***by*Krzanowski, W. J.**97-99 On a majorization inequality for sums of independent random vectors***by*Pinelis, Iosif**101-109 Estimation of restricted regression model when disturbances are not necessarily normal***by*Singh, R. Karan**111-114 Some results on covariance of function of order statistics***by*Qi, Yong-cheng**115-117 A compact expression for the variance of sample second-order moments in multivariate linear relations -- an alternative proof of Satorra's result***by*Neudecker, Heinz**119-127 Asymptotically best bandwidth selectors in kernel density estimation***by*Kim, W. C. & Park, B. U. & Marron, J. S.**129-130 A counterexample to a conjecture on order statistics***by*Li, Luning**131-136 The Pitman comparison of unbiased linear estimators***by*Fountain, Robert L. & Keating, Jerome P.**137-142 A simple and competitive estimator of location***by*Chan, Y. M. & He, Xuming**143-145 Singularity of two diffusion on [infinity]***by*Zhang, Sixiang**147-151 On the calculation of standard error for quotation in confidence statements***by*Chen, Song Xi & Hall, Peter**153-159 The Chibisov--O'Reilly theorem for empirical processes under contiguous measures***by*Szyszkowicz, Barbara**161-165 Moments of order statistics of the Cantor distribution***by*Hosking, J. R. M.

### January 1994, Volume 19, Issue 1

**1-4 Sufficient conditions for unimodality of the positive binomial likelihood function***by*DeRiggi, Dennis**5-18 Improved maximum likelihood estimation for component reliabilities with Miyakawa--Usher--Hodgson--Guess' estimators under censored search for the cause of failure***by*Gastaldi, Tommaso**19-26 Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics***by*Takahashi, Rinya**27-31 On the rate of almost sure convergence of Dümbgen's change-point estimators***by*Ferger, Dietmar**33-38 Unbiased equivariant estimation of a common normal mean vector with one observation from each population***by*Krishnamoorthy, K. & Pal, Nabendu**39-44 Criteria for the regularity of the sample functions of weakly harmonizable processes***by*Moché, Raymond**45-49 A note on dichotomy theorems for integrals of stable processes***by*Horváth, Lajos & Shao, Qi-Man**51-56 Specialised class L property and stationary autoregressive process***by*Pillai, R. N. & Jayakumar, K.**57-63 On adaptive estimation of nonlinear functionals***by*Efromovich, Sam**65-76 Testing goodness of fit of polynomial models via spline smoothing techniques***by*Chen, Juei-Chao**77-84 On estimating the mean function of a Gaussian process***by*Anilkumar, P.

### December 1993, Volume 18, Issue 5

**337-343 Admissibility of the Empirical Distribution Function in discrete nonparametric invariant problems***by*Yu, Qiqing**345-348 On the absolute bias ratio of ratio estimators***by*Meng, Xiao-Li**349-351 A triptych of discrete distributions related to the stable law***by*Devroye, Luc**353-362 An extension of the Horvitz--Thompson theorem to point sampling from a continuous universe***by*Cordy, Clifford B.**363-371 Selecting a double k-class estimator for regression coefficients***by*Carter, R. A. L. & Srivastava, V. K. & Chaturvedi, A.