# Elsevier

# Statistics & Probability Letters

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### 1992, Volume 13, Issue 5

**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**109-117 On the empirical measure of the Fourier coefficients with infinite variance data***by*Knight, Keith**119-124 A locally most powerful unbiased test for the proportion of mixture***by*Salomé, M. & Cabral, E.**125-129 The Inverse Proportional Hazards Model***by*O'Neill, Terence J.**131-134 Rank of a quadratic form in an elliptically contoured matrix random variable***by*Gupta, A. K. & Varga, T.**135-139 A study of the behaviour of certain known estimators on the non-extinction path of a branching process***by*Gadag, V. G. & Gupta, R. P.**141-143 Identities for order statistics and a theorem of Rényi***by*Balasubramanian, K. & Bapat, R. B.**145-150 Weak convergence of infinite order U-processes***by*Kohatsu-Hia, Arturo**151-155 On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration***by*Sriram, T. N.**157-159 Mean squared error and selection in multivariate calibration***by*Brown, P. J. & Spiegelman, C. H.**161-166 Generalized transformations of random variables***by*Weber, James**167-174 Improving estimates in B.I.B. designs***by*Kanjo, A. I.**175-181 Improving estimates in P.B.I.B. designs***by*Kanjo, A. I.**183-183 On the asymptotic behavior of sums of pairwise independent random variables***by*Cuesta, Juan Antonio & Matrán, Carlos

### 1991, Volume 12, Issue 1

**1-7 Edgeworth expansions for statistics which are functions of lattice and non-lattice variables***by*Babu, Gutti Jogesh**9-17 Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression***by*Simonoff, Jeffrey S. & Tsai, Chih-Ling**19-27 Some relations between harmonic renewal measures and certain first passage times***by*Alsmeyer, Gerold**29-35 Existence and uniqueness of the solution of the likelihood equations for binary Markov chains***by*Bisgaard, Søren & Travis, Laurel E.**37-50 Inference procedures for bivariate exponential model of Gumbel***by*Lu, Jye-Chyi & Bhattacharyya, Gouri K.**51-56 The roles of ISE and MISE in density estimation***by*Jones, M. C.**57-63 Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities***by*Glaz, Joseph & Ravishanker, Nalini**65-72 Estimation of integrated squared spectral density derivatives***by*Park, Byeong U. & Cho, Sinsup**73-81 Testing independence in high dimensions***by*Heer, Georg R.**83-90 Characterization of nonhomogeneous Poisson processes via moment conditions***by*Fang, Zhaoben

### 1991, Volume 11, Issue 6

**463-468 Large sample distribution of the sample total in a generalized rejective sampling scheme***by*Rao Jammalamadaka, S. & Michaletzky, G. & Todorovic, P.**469-472 A note on efficient regression estimators with positive breakdown point***by*Morgenthaler, S.**473-478 Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results***by*Bhimasankaram, P. & Sengupta, D.**479-483 Limits of Bayes estimators in convex, truncated parameter spaces***by*Charras, Alec & van Eeden, Constance**485-490 Lorenz ordering of exponential order statistics***by*Arnold, Barry C. & Nagaraja, H. N.**491-493 Neyman's C([alpha]) test and Rao's efficient score test for composite hypotheses***by*Kocherlakota, S. & Kocherlakota, K.**495-501 Testing for the redundancy of variables in principal components analysis***by*Schott, James R.**503-509 On Ling's binomial and negative binomial distributions of order k***by*Hirano, K. & Aki, S. & Kashiwagi, N. & Kuboki, H.**511-514 Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives***by*Jones, M. C. & Sheather, S. J.**515-521 Parameter estimation for some time series models without contiguity***by*Davis, Richard A. & Rosenblatt, Murray**523-528 Confidence intervals on ratios of positive linear combinations of variance components***by*Ting, Naitee & Burdick, Richard K. & Graybill, Franklin A.**529-536 Functional limit theorems for inverse bootstrap processes of sample quantiles***by*Falk, Michael**537-545 Bayesian predictive intervals for a mixture of exponential failure-time distributions with censored samples***by*Sloan, J. A. & Sinha, S. K.**547-550 Shannon entropy type measure of departure from uniform association in cross-classifications having ordered categories***by*Tomizawa, Sadao**551-552 Correcting remarks on "characterization of normality within the class of elliptical contoured distributions"***by*Cacoullos, T. & Khatri, C. G.

### 1991, Volume 11, Issue 5

**373-377 Bayes minimax estimators of a multivariate normal mean***by*Li, Tze Fen & Bhoj, Dinesh S.**379-386 Distribution theory of runs via exchangeable random variables***by*Schuster, Eugene F.**387-394 On the breakdown point of multivariate location estimators based on trimming procedures***by*Gordaliza, A.**395-397 A note on non-negative minimum bias MINQE in variance components model***by*Chaubey, Yogendra P.**399-402 Optimal block designs with minimal number of observations***by*Bapat, R. B. & Dey, A.**403-410 Strong limiting bounds for a sequence of moving maxima***by*Rothmann, Mark. D. & Russo, Ralph P.**411-417 Theory and counterexamples for confidence limits on system reliability***by*Harris, Bernard & Soms, Andrew P.**419-427 Convergence to a Gaussian limit as the normalization exponent tends to***by*Terrin, Norma & Taqqu, Murad S.**429-434 Smoothing parameter selection in hazard estimation***by*Sarda, P. & Vieu, P.**435-447 Recursive estimation of the transition distribution function of a Markov process: A symptotic normality***by*Roussas, George G.**449-452 On a likelihood ratio test for independence***by*Allaire, Jérôme & Lepage, Yves**453-457 Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model***by*Chi, Eric M. & Reinsel, Gregory C.**459-461 Linear characterizations of the Poisson distribution***by*McKenzie, Ed.

### 1991, Volume 11, Issue 4

**281-286 On the oscillation of the expected number of extreme points of a random set***by*Devroye, Luc**287-289 Regular variation in k and vector-normed domains of attraction***by*Meerschaert, Mark M.**291-298 Estimating the variance of the sample median, discrete case***by*Huang, J. S.**299-308 Changepoint problems and contiguous alternatives***by*Szyszkowicz, Barbara**309-317 Approximation of certain multivariate integrals***by*Olson, Jane M. & Weissfeld, Lisa A.**319-320 An improved upper bound in a proper non-binary variance-balanced design***by*Kageyama, Sanpei**321-325 The detection of observations possibly influential for model selection***by*Franses, Philip Hans**327-330 On the reduction of associate classes for the PBB designs***by*Brzeskwiniewicz, Henryk**331-334 A note on the comparison of stationary laws of Markov processes***by*Pflug, Georg Ch.**335-341 Second order optimality of stationary bootstrap***by*Lahiri, Soumendra Nath**343-347 Rating systems based on paired comparison models***by*Joe, Harry**349-351 Stopped hyperfinite filtrations***by*Mendieta, G. R.**353-358 A note on high-breakdown estimators***by*Stefanski, Leonard A.**359-363 A table for solving the Behrens--Fisher problem***by*Linssen, H. N.**365-372 New properties and characterizations of the dispersive ordering***by*Rojo, Javier & He, Guo Zhong

### 1991, Volume 11, Issue 3

**189-193 On estimation of discriminant coefficients***by*Dey, Dipak K. & Srinivasan, C.**195-199 A generalization of asymptotically linear estimators***by*Wefelmeyer, W.**201-210 On the asymptotic behavior of sums of pairwise independent random variables***by*Cuesta, Juan Antonio & Matrán, Carlos**211-218 A generalized quality control procedure***by*Champ, Charles W. & Woodall, William H. & Mohsen, Hassan A.**219-224 On Bayesian inference for the Inverse Gaussian distribution***by*Betrò, B. & Rotondi, R.**225-231 On the 'problème des ménages' from a probabilistic viewpoint***by*Holst, Lars**233-237 To pool or not to pool: The discrete data***by*Ahmed, S. E.**239-242 On characterizations of beta and gamma distributions***by*Yeo, G. F. & Milne, R. K.**243-249 A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator***by*Lio, Y. L. & Padgett, W. J.**251-254 Asymptotically minimax tests of some nonstandard composite hypotheses***by*Weiss, Lionel**255-257 A simplified proof of a Bonferroni-type inequality by Tan and Xu and its extension***by*Sibuya, Masaaki**259-265 A note on mixed exponential distribution with negative weights***by*Jevremovic, Vesna**267-271 On nonparametric maximum likelihood estimation of a distribution uniformly stochastically smaller than a standard***by*Rojo, Javier & Samaniego, Francisco J.**273-276 Some properties of the row and column designs with adjusted orthogonality***by*Kozlowska, Maria**277-280 A joint test for serial correlation and random individual effects***by*Baltagi, Badi H. & Li, Qi

### 1991, Volume 11, Issue 2

**99-102 Finite partial exchangeability***by*von Plato, Jan**103-106 The maximum difference between the binomial and Poisson distributions***by*Poor, H. Vincent**107-110 A largest characterization of spherical and related distributions***by*Fang, Kai-Tai & Bentler, P. M.**111-117 An information criterion for normal regression estimation***by*Soofi, Ehsan S. & Gokhale, D. V.**119-124 Convergence rates for trigonometric and polynomial-trigonometric regression estimators***by*Eubank, R. L. & Speckman, Paul**125-131 On a modified binomial distribution of order k***by*Huang, Wen-Tao & Tsai, Chiou-Shiang**133-137 Asymptotic expansions of the Fisher information in a sample mean***by*Lloyd, Chris J.**139-145 Min-max asymptotic variance of M-estimates of location when scale is unknown***by*Li, Bing & Zamar, Ruben H.**147-148 A note on the distribution of the determinant of a random matrix***by*Wise, Gary L. & Hall, Eric B.**149-153 Locally most powerful test for testing the equality of variances of two linear models with common regression parameters***by*Ahmad, Manzoor & Chaubey, Yogendra P.**155-160 Multinomial estimation procedures for isotonic cones***by*Dykstra, R. L. & Lee, Chu-In Charles**161-165 Poisson approximation for random sums of Bernoulli random variables***by*Yannaros, Nikos