# Elsevier

# Statistics & Probability Letters

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### 1994, Volume 21, Issue 1

**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

### 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

### 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

### 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

### 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

### 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

### 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.

### 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.

### 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.

### 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.

### 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.

### 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.**373-379 Subsampling quantile estimator majorization inequalities***by*Kaigh, W. D. & Sorto, Maria Alejandra**381-382 On a problem of Andersson and Perlman***by*Steel, M. A. & Wood, G. R.**383-388 Optimal robust credible sets for contaminated priors***by*Sivaganesan, Siva & Berliner, L. Mark & Berger, James**389-395 On the distribution of functionals of stationary Gaussian processes***by*Hornik, Kurt**397-403 Confidence interval estimation under some restrictions on the parameters with non-linear boundaries***by*Gene Hwang, J. T. & Peddada, Shyamal D.**405-413 On the moving block bootstrap under long range dependence***by*Lahiri, S. N.**415-420 A note on constructive procedure for unbiased controlled rounding***by*Tiwari, Neeraj & Nigam, A. K.

### 1993, Volume 18, Issue 4

**253-256 A remark on the connection between the large deviation principle and the central limit theorem***by*Bryc, Wlodzimierz**257-263 Records generated by Markov sequences***by*Adke, S. R.**265-270 Limit theorems for Markov random walks***by*Tang, Loon Ching**271-278 Freeman--Tukey chi-squared goodness-of-fit statistics***by*Read, Campbell B.**279-287 On the incubation distributions of the HIV epidemic***by*Tan, W. Y.**289-296 Empirical Bayes analysis of the commercial loan evaluation process***by*Leonard, Kevin J.**297-300 Two examples in the theory of large deviations***by*Ioffe, Dmitry**301-305 A simple application of binomial--negative binomial relationship in the derivation of sharp bounds for moments of order statistics based on greatest convex minorants***by*Balakrishnan, N.**307-312 The total time on test statistic and age-dependent censoring***by*Cooke, Roger M.**313-314 Uniform distribution and sum modulo m of independent random variables***by*Scozzafava, Paola**315-321 Hellinger distance and Kullback--Leibler loss for the kernel density estimator***by*Kanazawa, Yuichiro**323-326 On the generalized Euler distribution***by*Benkherouf, Lakdere & Alzaid, Abdulhamid A.**327-336 Density estimation by kernel and wavelets methods: Optimality of Besov spaces***by*Kerkyacharian, Gérard & Picard, Dominique

### 1993, Volume 18, Issue 3

**169-177 Appropriate penalties in the final prediction error criterion: a decision theoretic approach***by*Zhang, Ping & Krieger, Abba M.**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