# Elsevier

# Statistics & Probability Letters

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### 1991, Volume 11, Issue 3

**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**167-168 A robust affine-equivariant median***by*Jeyaratnam, S.**169-172 A note on balanced cluster sampling***by*Tallis, G. M.**173-175 A note on the Hardy-Weinberg model in generalized ABO systems***by*Singer, Julio M. & Peres, Clovis A. & Harle, Carlos E.**177-180 Universal optimality of block designs with unequal block sizes***by*Gupta, V. K. & Das, A. & Dey, A.**181-183 Asymptotic and approximative distribution of a statistic by resampling with or without replacement***by*Donegani, M.**185-188 U-estimability under sequential binomial sampling***by*Neeman, Teresa

### 1991, Volume 11, Issue 1

**1-6 On the Poisson approximation for some multinomial distributions***by*Blanc, Antoni Sintes**7-16 Binomial approximation to the Poisson binomial distribution***by*Ehm, Werner**17-25 Bayesian analysis for two-components systems and a conjugate family of bivariate densities***by*Spizzichino, F.**27-32 Jackknife variance estimators for generalized L-statistics***by*Shao, Jun**33-36 Singular value decomposition of design matrices in ANOVA with balanced data***by*Wansbeek, Tom**37-41 Generalized inverse normal distributions***by*Robert, Christian**43-47 On Mason's extension of the Erdös--Rényi law of large numbers***by*Bacro, Jean-Noël & Brito, Margarida**49-51 The efficiency of jack-knifed and usual ridge type estimators: A comparison***by*Gruber, Marvin H. J.**53-56 Rank correlation inequalities with ties and missing data***by*Loukas, Sotiris & Papaioannou, Takis**57-61 Linear structural relations: Gradient and Hessian of the fitting function***by*Neudecker, Heinz & Satorra, Albert**63-64 Log-concavity of probability of occurrence of at least r independent events***by*Sathe, Y. S. & Bendre, S. M.**65-67 A comment on Buehler optimal confidence bounds for series systems reliability***by*Reiser, Benjamin & Jaegar, Mordechai**69-70 A normal scale mixture representation of the logistic distribution***by*Stefanski, Leonard A.**71-76 nr-Consistency of certain optimal estimators, 0***by*Sanz, Gerardo

### 1990, Volume 10, Issue 5

**363-368 Asymptotic minimax properties of M-estimators of scale***by*Wiens, Douglas P. & Wu, K. H. Eden**369-376 Estimating a mixing distribution in a multiple observation setting***by*Mack, Y. P. & Matloff, Norman S.**377-379 A class of infinitely divisible variance functions with an application to the polynomial case***by*Bar-Lev, Shaul K. & Bshouty, Daoud**381-390 Some peculiar boundary phenomena for extremes of rth nearest neighbor links***by*Dette, H. & Henze, N.**391-396 A note on convergence in Banach spaces of cotype p***by*Wang, Xiang Chen & Rao, M. Bhaskara**397-405 Non-parametric estimation of the density of a point process***by*Dia, Galaye**407-410 Dispersive ordering by the spread function***by*Muñoz-Perez, J.**411-417 Influence diagnostics for the proportional hazards model***by*Weissfeld, L. A.**419-426 Efficient robust estimation of parameter in the random censorship model***by*Yang, Song**427-430 The 'birth-and-assassination' process***by*Aldous, David & Krebs, William B.**431-437 On the efficiency of a testimator for the mean of an inverse Gaussian distribution***by*Chandra, Nimai Kumar**439-447 On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences***by*Rama Krishnaiah, Y. S.

### 1990, Volume 10, Issue 4

**273-278 Weak convergence and the exponential rate of concentration for posterior density functions***by*Maryak, John L. & Spall, James C.**279-281 Rectangular lattice designs***by*Afsarinejad, Kasra**283-289 Mean squared error properties of kernel estimates or regression quantiles***by*Jones, M. C. & Hall, Peter**291-295 Robustness of the one-sided Mann--Whitney--Wilcoxon test to dependency between samples***by*Zielinski, Ryszard**297-299 A note on Das's approximation to Mills's ratio***by*Wichura, Michael J.**301-305 Weak convergence of the maximum error of the bootstrap quantile estimate***by*Falk, Michael**307-315 Remarks on univariate elliptical distributions***by*Prakasa Rao, B. L. S.**317-319 Diffusions on some submanifolds of euclidean spaces***by*Gzyl, Henryk**321-324 On an interval splitting problem***by*Bruss, F. Thomas & Jammalamadaka, S. Rao & Zhou, Xian**325-328 The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version***by*Niinimaa, A. & Oja, H. & Tableman, Mara**329-333 Unbiased nonparametric estimation of the derivative of the mean***by*Rychlik, Tomasz**335-339 Variate generation for accelerated life and proportional hazards models with time dependent covariates***by*Leemis, Lawrence M. & Shih, Li-Hsing & Reynertson, Kurt**341-349 Asymptotic expansions of the probabilities of misclassification for k-NN discriminant rules***by*Chanda, Kamal C.**351-353 Minimal sufficient statistics for the unbalanced two-fold nested model***by*Khuri, AndréI. & Ghosh, Malay**355-362 On a test for dispersive ordering***by*Bartoszewicz, Jaroslaw & Bednarski, Tadeusz

### 1990, Volume 10, Issue 3

**181-184 On the concavity of the infinitesimal renewal function***by*Szekli, R.**185-187 Convergence of the sum of reciprocal renewal times***by*Newman, Charles M.**189-192 Probabilistic proofs of relations with Stirling numbers of the first kind by Dirichlet process***by*Yamato, Hajime**193-201 Kernel density estimation under dependence***by*Tran, Lanh Tat**203-211 Nonparametric multiple function fitting***by*Georgiev, Alexander A.**213-215 A martingale characterization of the Wiener process***by*Wesolowski, Jacek**217-219 On a connection between the non-central [chi]2 distribution and Bessel diffusions***by*Chari, Ravi**221-224 Two examples of nonlinear processes with a mixed exponential marginal distribution***by*Jevremovic, Vesna**225-229 Stochastic differential equations with singular drift***by*Rutkowski, Marek**231-234 Testing and estimation of equal variances for correlated variables***by*Shapiro, Alexander & Cohen, Ayala**235-239 A characterization of the distribution function: the dispersion function***by*Muñoz-Perez, J. & Sanchez-Gomez, A.**241-245 Uniformly minimum variance unbiased estimator of efficiency ratio in estimation of normal population mean***by*Srivastava, V. K. & Singh, R. S.**247-255 Degenerate and poisson convergence criteria for success runs***by*Godbole, Anant P.**257-261 A comparison of estimators of functionals of the distribution of a maximum***by*Cohen, Jonathan P.**263-270 On a martingale characterization of two-parameter Wiener process***by*Cabaña, Enrique M.

### 1990, Volume 10, Issue 2

**91-94 Sharp mean-variance bounds for Jensen-type inequalities***by*Pittenger, A. O.**95-100 On the construction of classes of variance stabilizing transformations***by*Bar-Lev, Shaul K. & Enis, Peter**101-106 On some accurate bounds for the quantiles of a non-central chi squared distribution***by*Robert, Christian**107-109 Estimators with nondecreasing risk: application of a chi-squared identity***by*Casella, George**111-117 Fourth-order rotatable designs: A-optimal measures***by*Mukerjee, Rahul & Huda, S.**119-124 Specific formulae for some success run distributions***by*Godbole, Anant P.**125-133 On the asymptotic permutational normality of certain weighted measures of correlation***by*Salama, Ibrahim A. & Quade, Dana**135-140 On the ratio of hazard functions in the presence of a nuisance covariate***by*Liu, P. Y. & Voelkel, J. & Crowley, J.**141-143 Implementing semiparametric density estimation***by*Faraway, Julian**145-149 Uniform consistency of a class of regression function estimators for Banach-space valued random variable***by*Lecoutre, Jean-Pierre**151-157 Inadmissibility of an estimator for the ratio of variance components***by*Das, K. & Meneghini, Q. & Giri, N. C.**159-166 A uniform law of large numbers and empirical central limit theorem for limits of finite populations***by*Horowitz, Joseph**167-172 Existence of joint moments of stable random variables***by*Samorodnitsky, Gennady & Taqqu, Murad S.**173-180 The negative correlations between data-determined bandwidths and the optimal bandwidth***by*Chiu, Shean-Tsong & Marron, J. S.

### 1990, Volume 10, Issue 1

**1-7 Robust estimation of a normal mixture***by*De Veaux, Richard D. & Krieger, Abba M.**9-15 A generalized law of the iterated logarithm***by*Tomkins, R. J.**17-21 A note on adaptive generalized ridge regression estimator***by*Wang, Song-Gui & Chow, Shein-Chung**23-27 On Kolmogorov-Smirnov type aligned test in k-sample linear regression***by*Vasudaven, M.**29-35 Multivariate distributions of order k, part II***by*Philippou, Andreas N. & Antzoulakos, Demetris L. & Tripsiannis, Gregory A.**37-41 A note on the stability of the estimation of the exponential distribution***by*Baxter, Laurence A. & Rachev, Svetlozar T.**43-47 Estimating the transition probabilities from censored Markov renewal processes***by*Phelan, Michael J.**49-58 Parameter estimation for hidden Gibbs chains***by*Qian, W. & Titterington, D. M.**59-63 On tests for qualitative interactions***by*Zelterman, Daniel**65-67 On the reliability of stochastic systems: a comment***by*Whitmore, G. A.**69-76 A diagnostic for heteroscedasticity based on the spearman rank correlation***by*Yin, Y. & Carroll, R. J.**77-85 Asymptotic theory in heteroscedastic nonlinear models***by*Shao, Jun**87-90 An application to probability laws of the noncontinuity of the inverse Radon transform***by*Mayer-Wolf, Eddy

### 1990, Volume 9, Issue 5

**381-384 On the inadmissibility of unbiased estimators***by*Berger, James O.**385-389 Empirical bayes prediction for a compound poisson-multinomial process***by*Dalal, Siddhartha R. & Lee, Jack C. & Sabavala, Darius J.**391-395 A relation between the Chernoff index and the Pitman efficacy***by*Kourouklis, Stavros**397-401 Large deviations for some weakly dependent random processes***by*Burton, Robert M. & Dehling, Herold**403-407 The circle homogeneously covered by random walk on 2***by*Auer, Peter**409-422 Two sample rank tests under a random truncation model***by*Johnson, Richard A. & Morrell, Christopher H.**423-429 Smooth goodness of fit tests for categorised composite null hypotheses***by*Rayner, J. C. W. & McAlevey, L. G.**431-437 Dirichlet integrals and moments of gamma distribution order statistics***by*Sobel, Milton & Wells, Martin**439-447 U-statistics on winsorized and trimmed samples***by*Janssen, Paul & Veraverbeke, Noël & Serfling, Robert**449-451 On a multiple correlation ratio***by*Kabe, D. G. & Gupta, A. K.**453-463 Multivariate distributions of order k on a generalized sequence***by*Philippou, Andreas N. & Antzoulakos, Demetris L.**465-470 A note on the limiting distribution of certain characteristic roots***by*Amemiya, Yasuo

### 1990, Volume 9, Issue 4

**291-294 Improving the hartley-David-Gumbel bound for the mean of extreme order statistics***by*Balakrishnan, N.**295-298 A circle covering problem and DNA breakage***by*Holst, Lars**299-304 A test for uniformity with unknown limits based on d'agostino's D***by*Baringhaus, L. & Henze, N.**305-306 A note on linnik's distribution***by*Devroye, Luc**307-309 A counterexample to A.S. constructions***by*Rachev, S. T. & Rüschendorf, L.**311-316 The generalized logarithmic series distribution***by*Hansen, B. G. & Willekens, E.**317-321 A class of minimax estimators of the scale parameter of the uniform distribution***by*Rukhin, Andrew L. & Kuo, Lynn & Dey, Dipak K.**323-325 A simple test for dispersive ordering***by*Aly, Emad-Eldin A. A.**327-329 Best constant in the decoupling inequality for non-negative random variables***by*Hitczenko, Pawel**331-336 Limit points of sample maxima***by*Gut, Allan**337-341 Approximate power of portmanteau tests for time series***by*Battaglia, Francesco**343-345 A note on ridge regression***by*Chawla, J. S.**347-355 On the measures of multicollinearity in least squares regression***by*Wang, Song-Gui & Tse, Siu-Keung & Chow, Shein-Chung**357-359 Existence and uniqueness of a Martingale problem in D+, I'***by*Fierro, Raul**361-365 Lp nonuniform bounds for asymptotic normality of linear rank statistics***by*Wu, Tiee-Jian**367-374 Robustness against unexpected dependence in the location model***by*Zamar, Ruben H.**375-380 Robustified version of Stein's multivariate location estimation***by*Jurecková, Jana & Ehsanes Saleh, A. K. Md.

### 1990, Volume 9, Issue 3

**201-205 A note on the almost sure central limit theorem***by*Lacey, Michael T. & Philipp, Walter**207-213 A local limit theorem for sums of dependent random variables***by*Wang, Mei & Woodroofe, Michael**215-216 A covariance inequality for coherent structures***by*Joag-Dev, Kumar & Proschan, Frank**217-222 Stochastic ordering for permutation symmetric distributions***by*Scarsini, Marco & Shaked, Moshe**223-228 Measure of information and contiguity***by*Puri, Madan Lal & Vincze, István**229-235 Rates of convergence of some estimators in a class of deconvolution problems***by*Stefanski, Leonard A.**237-240 On the law of the logarithm for density estimators***by*Hall, Peter**241-251 On the approximation of P--P and Q--Q plot processes by brownian bridges***by*Beirlant, Jan & Deheuvels, Paul**253-258 An asymptotic sufficiency property of observations related to the first hitting times of a diffusion***by*Genon-Catalot, V. & Larédo, C.**259-265 Model selection for least absolute deviations regression in small samples***by*Hurvich, Clifford M. & Tsai, Chih-Ling**267-272 Rate of convergence in the strong law of large numbers for U-statistics based on a multidimensionally indexed array of random variables***by*Christofides, Tasos C.**273-278 Inequalities for noncentral chi-square distributions***by*Kallenberg, Wilbert C. M.**279-287 Isotonic estimation in stochastic approximation***by*Hanson, D. L. & Mukerjee, Hari**289-290 Thomas Bayes: some clues to his education***by*Dale, A. I.

### 1990, Volume 9, Issue 2

**101-105 Testing regression function adequacy in nonlinear multiresponse models***by*Neill, James W. & Yang, Shie-Shien**107-109 A class of tests for homogeneity of quantiles under unequal right-censorship***by*Chakraborti, S.**111-117 Density estimation with Haar series***by*Engel, Joachim**119-124 An extension of Anderson's multiple decision procedure***by*McCabe, B. P. M.**125-127 On order statistics in waiting time for runs in Markov chains***by*Banjevic, Dragan**129-132 The performance of kernel density functions in kernel distribution function estimation***by*Jones, M. C.**133-140 Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives***by*Karunamuni, R. J. & Mehra, K. L.**141-143 Circular balanced uniform repeated measurements designs, II***by*Afsarinejad, Kasra**145-147 Some characterizations of distributions based on order statistics***by*Papathanasiou, V.**149-154 A note on the asymptotic distribution of a statistic for testing stability of a correlation coefficient***by*Hawkins, D. L.**155-161 Modified Bessel functions and their applications in probability and statistics***by*Robert, Christian**163-171 On geometric distributions of order (k1,...,km)***by*Ling, K. D.**173-177 On the asymptotic behavior of a class of nonparametric tests for a change-point problem***by*Yao, Yi-Ching**179-185 Minimax sequential estimation plans for exponential-type processes***by*Magiera, Ryszard**187-193 Some properties of adding a smoothing step to the EM algorithm***by*Nychka, Douglas**195-200 Testing for and against an order restriction in mixed-effects models***by*Singh, Bahadur & Wright, F. T.

### 1990, Volume 9, Issue 1

**1-4 On a recurrence relation for order statistics***by*Sathe, Y. S. & Dixit, U. J.**5-11 Sooner and later waiting time problems for Bernoulli trials: frequency and run quotas***by*Ebneshahrashoob, M. & Sobel, Milton**13-22 Estimation in two sample type II censoring models***by*Mehrotra, K. G. & Schick, A. & Susarla, V.**23-25 A short note on optimal bandwidth selection for kernel estimators***by*Mammen, Enno**27-33 Remark concerning data-dependent bandwidth choice in density estimation***by*Mielniczuk, Jan**35-39 Toward a universal random number generator***by*Marsaglia, George & Zaman, Arif & Wan Tsang, Wai**41-46 On the characterization of Pitman measure of nearness***by*Lee, Carl M. -S.**47-50 Weak convergence of the remainder term in the Bahadur representation of extreme quantiles***by*Falk, Michael**51-57 Median polish and a modified procedure***by*Chen, Shande & Farnsworth, David**59-65 On conditionally mixing processes***by*Veijanen, Ari**67-73 Influence diagnostics for the Weibull model fit to censored data***by*Weissfeld, Lisa A. & Schneider, Helmut**75-81 Families of min-stable multivariate exponential and multivariate extreme value distributions***by*Joe, Harry**83-90 inadmissibility of the maximum likelihood estimator of the inverse gaussian mean***by*Hsieh, H. K. & Korwar, R. M. & Rukhin, A. L.**91-97 Full maximum likelihood analysis of structural equation models with polytomous variables***by*Lee, Sik-Yum & Poon, Wai-Yin & Bentler, P. M.**99-100 Complete characterization of optimum weighing designs for estimating the total weight***by*Kageyama, Sanpei

### 1989, Volume 8, Issue 5

**397-405 Functional calculus and asymptotic theory for statistical analysis***by*Shao, Jun**407-410 A note on the asymptotic covariance matrix of the Yule--Walker estimator***by*Knight, Keith**411-418 Imputation of missing values using density estimation***by*Titterington, D. M. & Sedransk, J.**419-423 A universal lower bound for the kernel estimate***by*Devroye, Luc**425-433 On the non-consistency of the L2-cross-validated kernel density estimate***by*Devroye, Luc**435-440 On the bivariate normal distribution and association models for ordinal categorical data***by*Becker, Mark P.**441-443 A note on Banach's match box problem***by*Holst, Lars**445-449 Mean squared errors of estimators of the intensity function of a nonhomogeneous Poisson process***by*Rigdon, Steven E. & Basu, Asit P.**451-456 Limit distribution of spacings statistics when the sample size is random***by*Aras, Girish & Jammalamadaka, S. Rao & Zhou, X.**457-461 Applications of a necessary and sufficient condition for OLS to be BLUE***by*Baltagi, Badi H.**463-468 Characterizations of infinite dimensional Gaussian shift experiments***by*Luschgy, Harald**469-475 A transformation useful for bounding a forecast***by*Thompson, Patrick A.**477-483 Stable limit distributions for strongly mixing sequences***by*Denker, Manfred & Jakubowski, Adam**485-487 Note on a characterization of gamma distributions***by*Huang, Wen-Jang & Chen, Li-Sue