# Elsevier

# Statistics & Probability Letters

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### October 1995, Volume 25, Issue 1

**37-42 Optimal weighing designs and some new weighing matrices***by*Koukouvinos, Christos**43-53 Asymptotic normality of multivariate trimmed means***by*Arcones, Miguel A.**55-61 Consistency of the local kernel density estimator***by*Givens, Geof H.**63-70 Von Mises conditions, [delta]-neighborhoods and rates of convergence for maxima***by*Kaufmann, Edgar**71-77 Improved upper bounds for probabilities of uniform deviations***by*Lugosi, Gábor**79-85 On some characterizations of the t-distribution***by*Arellano-Valle, Reinaldo B. & Bolfarine, Heleno**87-94 Some properties of a limiting distribution in Quicksort***by*Tan, Kok Hooi & Hadjicostas, Petros

### September 1995, Volume 24, Issue 4

**281-288 Multivariate p-norm symmetric distributions***by*Yue, Xinnian & Ma, Chunsheng**289-297 Estimation of scale matrix of elliptically contoured matrix distributions***by*Li, Run-Ze & Fang, Kai-Tai**299-304 The Bahadur representation of sample quantiles for sequences of strongly mixing random variables***by*Yoshihara, Ken-ichi**305-314 A semigroup approach to poisson approximation with respect to the point metric***by*Roos, Bero**315-319 Two-sample empirical likelihood method***by*Jing, Bing-Yi**321-330 The Bernstein polynomial estimator of a smooth quantile function***by*Cheng, Cheng**331-338 Ballot theorems revisited***by*Konstantopoulos, Takis**339-344 Characterizations of probability distributions based on discrete p-monotonicity***by*Sapatinas, Theofanis**345-346 An invariance property of optimal spectral bandwidths***by*Robinson, P. M.**347-356 Iterative estimates for a smoothing parameter***by*Sun, Jiayang**357-364 A note on strong convergence rates in nonparametric regression***by*Cheng, Philip E.**365-373 A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart***by*Rigdon, Steven E.**375-380 Optimal block designs revisited: An approximate theory detour***by*Pukelsheim, Friedrich & Sinha, Bikas Kumar

### August 1995, Volume 24, Issue 3

**187-192 Moments of measures attracted to operator semi-stable laws***by*Scheffler, Hans-Peter**193-198 Asymptotic information for parametric estimation from an equilibrium particle process***by*Phelan, Michael J.**199-204 Average error in the central limit theorem for the cumulative processes***by*Roginsky, Allen**205-211 Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function***by*Pal, Nabendu & Ling, Chiahua**213-218 Some self-similar processes related to local times***by*Shieh, Narn-Rueih**219-224 Alarm rates for quality control charts***by*Margavio, Thomas M. & Conerly, Michael D. & Woodall, William H. & Drake, Laurel G.**225-227 On LP stochastic representations***by*Lin, S. J.**229-231 On the almost sure behaviour of sums of random variables***by*Petrov, Valentin V.**233-242 Differential calculus relative to some point processes***by*Dermoune, A.**243-244 Skorohod's theorem and convergence of types***by*Fazli, K. & Behboodian, J.**245-249 On the central limit theorem for U-statistics under absolute regularity***by*Arcones, Miguel A.**251-256 Rank regression for current status data***by*Aragón, Jorge & Quiróz, Adolfo J.**257-262 On the biases of error estimators in prediction problems***by*Hall, Peter**263-268 A uniform approximation to the sampling distribution of the coefficient of variation***by*Hürlimann, Werner**269-271 On two recent papers of Y. Kanazawa***by*Jones, M. C.**273-279 Second-order asymptotic efficiency of PMLE in generalized linear models***by*Liang, Hua

### August 1995, Volume 24, Issue 2

**91-98 On a modified bootstrap for certain asymptotically nonnormal statistics***by*Datta, Somnath**99-104 A note on bivariate Dawson-Sankoff-type bounds***by*Chen, Tuhao & Seneta, E.**105-110 Estimators of integrals of powers of density derivatives***by*Hall, Peter & Wolff, Rodney C. L.**111-119 Use of moments in studies of limit distributions arising from iterated random subdivisions of an interval***by*Johnson, Norman L. & Kotz, Samuel**121-132 Limit theorems for the logarithm of sample spacings***by*Shao, Yongzhao & Hahn, Marjorie G.**133-138 On recurrence relations for order statistics***by*David, H. A.**139-145 Quantile estimation of treatment effect for the two-sample problem with right censored data***by*Park, Hyo-Il & Park, Sang-Gue**147-151 A note on a unified test for multivariate linear relationships***by*Isogawa, Yoshiko**153-156 Inadmissibility of some tests for order-restricted alternatives***by*Cohen, Arthur & Sackrowitz, H. B.**157-164 When is a truncated covariance function on the line a covariance function on the circle?***by*Wood, Andrew T. A.**165-168 A counterexample concerning uniform ergodic theorems for a class of functions***by*Nobel, Andrew**169-171 Edgeworth approximations for rank sum test statistics***by*Kolassa, John E.**173-175 A simple combinatorial proof of a result by Robertson and Pillers***by*Mukerjee, Hari**177-180 A note on the accuracy of an approximate interval for the binomial parameter***by*Huwang, Longcheen**181-185 A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem***by*Hsieh, Fushing & Turnbull, Bruce W.

### July 1995, Volume 24, Issue 1

**1-8 A note on autocovariance estimation in the presence of discrete spectra***by*Houdré, Christian & Kedem, Benjamin**9-12 On a theorem of K. Schmidt***by*Bradley, Richard C.**13-20 Nonparametric estimation of regression parameters from censored data with a discrete covariate***by*Rahbar, Mohammad H. & Gardiner, Joseph C.**21-31 Small perturbations of Gaussian regressors***by*Millet, Annie & Smolenski, Wlodzmierz**33-37 A linear-quadratic distributional identity***by*El Barmi, Hammou**39-47 A geometric approach of the generalized least-squares estimation in analysis of covariance structures***by*Wang, S. J. & Lee, Sik-Yum**49-56 Estimation of nonlinear random coefficient models***by*Ramos, Rogelio Q. & Pantula, Sastry G.**57-66 Asymptotics of k-mean clustering under non-i.i.d. sampling***by*Serinko, Regis J. & Babu, Gutti Jogesh**67-70 A generalization of the Wishart distribution***by*Tsai, Ming-Tien**71-75 On the Doléans function of set-indexed submartingales***by*De Giosa, Marcello & Mininni, Rosamaria**77-90 Asymptotic normality of a smooth estimate of a random field distribution function under association***by*Roussas, George G.

### June 1995, Volume 23, Issue 4

**297-306 On the Fisher information in type-I censored and quantal response data***by*Gertsbakh, I.**307-311 A characterization of a bivariate geometric distribution***by*Sun, Kai & Basu, Asit P.**313-326 On the minimum of independent geometrically distributed random variables***by*Ciardo, Gianfranco & Leemis, Lawrence M. & Nicol, David**327-332 On Stein-Chen factors for Poisson approximation***by*Brown, Timothy C. & Xia, Aihua**333-338 On confidence regions induced by the Wilcoxon rank sum test***by*Horstmann, Vibeke**339-342 Maximum stability and a generalization***by*Sreehari, M.**343-350 Identifiability of full, marginal, and conditional factor analysis models***by*Ihara, Masamori & Kano, Yutaka**351-358 Bounds for order statistics based on dependent variables with given nonidentical distributions***by*Rychlik, Tomasz**359-365 A Stochastic process arising in sequential experimentation***by*Stadje, W.**367-369 A condition for the nonexistence of ancillary statistics***by*Gupta, Arjun K. & Wang, Yining**371-380 Designs through recoding of varietal and level codes***by*Das, M. N. & Giri, N. & Ahmed, M.

### May 1995, Volume 23, Issue 3

**203-209 A necessary and sufficient condition for the existence of the limiting probability of a tie for first place***by*Baryshnikov, Yuliy & Eisenberg, Bennett & Stengle, Gilbert**211-220 Bahadur and Hodges-Lehmann approximate efficiencies of tests based on spacings***by*Bartoszewicz, Jaroslaw**221-226 On the rate of convergence in the martingale CLT***by*Rackauskas, Alfredas**227-231 A note on the maximum of a random walk***by*Stadje, W.**233-238 A bound on the 1-error of a nonparametric density estimator with censored data***by*Kulasekera, K. B.**239-242 On a class of multivariate distributions closed under concomitance of order statistics***by*Balasubramanian, K. & Balakrishnan, N.**243-245 A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means***by*Turner, Danny W. & Young, Dean M. & Seaman, John W.**247-251 Some results on strong limit theorems for (LB)-space-valued random variables***by*Wang, Xaingchen & Bhaskara Rao, M. & Li, Deli**253-258 A V-optimal design for Scheffé's polynomial model***by*Liu, Shuangzhe & Neudecker, Heinz**259-270 Lower limits of iterated Wiener processes***by*Shi, Z.**271-274 Discrete Mittag-Leffler distributions***by*Pillai, R. N. & Jayakumar, K.**275-280 Exact behavior of Gaussian seminorms***by*Dembo, Amir & Mayer-Wolf, Eddy & Zeitouni, Ofer**281-288 The sample mid-range and symmetrized extremal laws***by*Bingham, N. H.**289-295 Law of the iterated logarithm and local variations at zero of the sticky Brownian motion***by*Amir, Madjid & Knight, Frank B.

### May 1995, Volume 23, Issue 2

**105-110 Finite exchangeability and linear regression***by*Bassan, Bruno & Scarsini, Marco**111-115 A game with four players***by*Chang, Derek K.**117-122 On combining independent tests in linear models***by*Jordan, Scott M. & Krishnamoorthy, K.**123-127 A note on the bias of L-estimators and a bias reduction procedure***by*Xiang, Xiaojing**129-133 The equivalence of two conditions for weight functions for martingales***by*Chang, Xiang Qian & Moore, Charles N.**135-139 Convergence of increments for cumulative hazard function in a mixed censorship-truncation model with application to hazard estimators***by*Gu, Minggao**141-149 A note on sequential estimation of the mean***by*Uno, Chikara**151-155 The strong law of U-statistics with [phi]*-mixing samples***by*Qiying, Wang**157-164 Contorted uniform and Pareto distributions***by*Dimitrov, Boyan & von Collani, Elart**165-170 Inconsistent maximum likelihood estimators for the Rasch model***by*Ghosh, Malay**171-178 A generalized class of estimators in linear regression models with multivariate-t distributed error***by*Karan Singh, R. & Misra, Sheela & Pandey, S. K.**179-182 On the limit distributions of sums of mixing Bernoulli random variables***by*Dziubdziela, Wieslaw**183-191 ANOVA and rank tests when the number of treatments is large***by*Boos, Dennis D. & Brownie, Cavell**193-201 The approximate distribution of nonparametric regression estimates***by*Robinson, P. M.

### April 1995, Volume 23, Issue 1

**1-8 Hazard rate ordering of k-out-of-n systems***by*Shaked, Moshe & George Shanthikumar, J.**9-11 Stationarity of independent sequences***by*Lacaze, B.**13-20 Dependency measure for sets of random events or random variables***by*Stoyanov, Jordan**21-25 The smallest uniform upper bound on the distance between the mean and the median of the binomial and Poisson distributions***by*Hamza, Kais**27-34 Asymptotic normality of pseudo-LS estimator for partly linear autoregression models***by*Gao, Jiti & Liang, Hua**35-44 Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases***by*Fourdrinier, Dominique & Robert, Christian P.**45-52 Estimating statistical hypotheses***by*Blyth, Colin R. & Staudte, Robert G.**53-61 An example in which the Lugannani-Rice saddlepoint formula fails***by*Booth, James G. & Wood, Andrew T. A.**63-67 Another proof of a slow convergence result of Birgé***by*Devroye, Luc**69-72 Detecting a change in the intercept in multiple regression***by*Watson, G. S.**73-78 Estimation of quantile density function based on regression quantiles***by*Dodge, Yadolah & Jurecková, Jana**79-92 Robust recursive estimation for correlated observations***by*Guttman, Irwin & Lin, Dennis K. J.**93-104 On a class of bivariate compounded Poisson distributions***by*Papageorgiou, H. & David, Katerina M.

### March 1995, Volume 22, Issue 4

**261-268 On the logarithmic average of additive functionals***by*Csáki, E. & Földes, A.**269-274 On information matrices in case-control studies***by*Wang, C. Y. & Wang, Suojin**275-279 On the spectrum and Martin boundary of homogeneous spaces***by*Northshield, S.**281-285 Improvement of ANOVA estimators of variance components in block designs with random treatments***by*Molinska, Anna & Molinski, Krzysztof**287-293 On the sequential point estimation of the mean of a gamma distribution***by*Isogai, Eiichi & Uno, Chikara**295-301 A limit theorem for the entropy density of nonhomogeneous Markov information source***by*Wen, Liu & Weiguo, Yang**303-310 Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated***by*Nieto, Fabio H. & Guerrero, Victor M.**311-315 On geometric ergodicity of nonlinear autoregressive models***by*Bhattacharya, Rabi & Lee, Chanho**317-323 Weighted bootstrapping for U-quantiles***by*Aerts, Marc & Janssen, Paul**325-332 Multivariate dispersion orderings***by*Giovagnoli, Alessandra & Wynn, H. P.**333-338 Rates of convergence for everywhere-positive Markov chains***by*Baxter, J. R. & Rosenthal, Jeffrey S.**339-347 Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data***by*Bosq, Denis

### February 1995, Volume 22, Issue 3

**175-184 Left and right linear innovations for a multivariate S[alpha]S random variable***by*Rutkowski, Marek**185-194 Dependent versions of a central limit theorem for the squared length of a sample mean***by*Saikkonen, Pentti**195-203 Group truncated ordinal regression***by*O'Neill, Terence J. & Barry, Simon C.**205-212 Consistent estimation of density-weighted average derivative by orthogonal series method***by*Prakasa Rao, B. L. S.**213-221 Analysis of repeated measures incomplete block designs using R-estimators***by*Mushfiqur Rashid, M.**223-230 A central limit theorem for non-linear functionals of stationary Gaussian vector processes***by*Sánchez de Naranjo, M. V.**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