# Elsevier

# Statistics & Probability Letters

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### 1993, Volume 17, Issue 3

**237-244 Limiting distribution of roots with differential rates of convergence***by*Remadi, Sellem & Amemiya, Yasuo**245-251 Pitman's measure of closeness for symmetric stable distributions***by*Bose, Sudip & Datta, Gauri Sankar & Ghosh, Malay

### 1993, Volume 17, Issue 2

**85-89 On the characterization of a class of binary operations on distribution functions***by*Alsina, Claudi & Nelsen, Roger B. & Schweizer, Berthold**91-95 A central limit theorem with random indices for stationary linear processes***by*Fakhre-Zakeri, Issa & Farshidi, Jamshid**97-104 Comparison of the mean per unit and ratio estimators under a simple applications-motivated model***by*Page, Connie & Kreling, David & Matsumura, Ella Mae**105-111 On the central limit theorem in D[0, 1]***by*Bloznelis, M. & Paulauskas, V.**113-121 Estimators of slopes in linear errors-invariables regression models when the predictors have known reliability matrix***by*Gleser, Leon Jay**123-125 A combinatorial theorem for a class of residual treatment effects designs***by*Mashouri, Gh. & Vartak, M. N. & Aggarwal, M. L.**127-137 Analysis of structural equation models with interval and polytomous data***by*Poon, Wai-Yin & Leung, Yin-Ping**139-148 Weak and strong quantile representations for randomly truncated data with applications***by*Gürler, Ülkü & Stute, Winfried & Wang, Jane-Ling**149-156 Limitations of the rank transform procedure: A study of repeated measures designs, Part II***by*Akritas, Michael G.**157-161 Limit theorems for symmetric statistics of exchangeable random variables***by*Mandrekar, V. & Patterson, R. F.**163-168 Sensitivity of finite Markov chains under perturbation***by*Seneta, E.

### 1993, Volume 17, Issue 1

**1-12 Quadratic variation of the local time of a random walk***by*Földes, Antónia & Révész, Pál**13-17 Limit laws for Brownian motion conditioned to reach a high level***by*Klass, Michael & Pitman, Jim**19-25 Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate***by*Chukova, Stefanka & Dimitrov, Boyan & Garrido, José**27-34 A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion***by*El-Nouty, Charles**35-38 Estimation of reliability in a shock model for a two component system***by*Kunchur, S. H. & Munoli, Surekha B.**39-41 UMPU test for state dependence of a parameter in a linear birth process***by*Muddapur, M. V.**43-48 Bootstrapping the mean of a symmetric population***by*Cao, Ricardo & Prada-Sánchez, JoséManuel**49-52 A new look at the relationship between Edgeworth expansion and saddlepoint approximation***by*Monti, Anna Clara**53-60 An EM algorithm for a mixture model of count data***by*Fong, Daniel Y. T. & Yip, Paul**61-66 A note on inference for the mean parameter of the gamma distribution***by*Wong, Augustine C. M.**67-71 Invariant tests for uniformity on the vertices of a regular polygon***by*Watson, Geoffrey S.**73-83 Multiple integrals with respect to L-mixing processes***by*Gerencsér, László

### 1993, Volume 16, Issue 5

**337-342 Imprecise conjugate prior densities for the one-parameter exponential family of distributions***by*Coolen, F. P. A.**343-345 On the conservatism of the Tukey-Kramer multiple comparison procedure***by*Somerville, Paul N.**347-354 How long does it take to see a flat Brownian path on the average?***by*Lewis, Thomas M. & Li, Wenbo V.**355-359 On relations between prediction error covariance of univariate and multivariate processes***by*Pourahmadi, Mohsen**361-368 Optimal stopping in urn models with payoff depending on maximal observed element***by*Samuel-Cahn, Ester**369-377 On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes***by*Krishnaiah, Y. S. Rama**379-390 Asymptotic law in sequential estimation of a change point***by*de Cambry, O.**391-395 Worthy martingales and integrators***by*Merzbach, Ely & Zakai, Moshe**397-405 Data-dependent bandwidth choice for a grade density kernel estimate***by*Cwik, Jan & Mielniczuk, Jan**407-410 A note on monotonicity in optimal multiple stopping problems***by*Preater, J.**411-420 Regression transformation diagnostics in transform-both-sides model***by*Shih, Jian-Qing

### 1993, Volume 16, Issue 4

**253-258 A model selection procedure for time series with seasonality***by*Franses, Philip Hans**259-268 Handling spuriosity in the Kalman filter***by*Lin, Dennis K. J. & Guttman, Irwin**269-278 Some results on the representation of measures of location and spread as L-functionals***by*Giovagnoli, Alessandra & Regoli, Giuliana**279-287 Complete convergence for [alpha]-mixing sequences***by*Shao, Qi-Man**289-296 Residual sum of squares and multiple potential, diagnostics by a second order local approach***by*Wu, Xizhi & Luo, Zhen**297-300 Predicting the value of an integer-valued random variable***by*Jeske, Daniel R.**301-304 An L1-convergence theorem for heterogeneous mixingale arrays with trending moments***by*Davidson, James**305-311 Strong uniform convergence of density estimators on compact Euclidean manifolds***by*Hendriks, H. & Janssen, J. H. M. & Ruymgaart, F. H.**313-319 A property of projection residuals with applications to concave regression***by*Kuhlmann, Dietrich W. & Wright, F. T.**321-329 On the local behaviour of the Yang regression estimate***by*Santos Domínguez-Menchero, J.**331-336 Optimal scaling of two-level factorial experiments***by*Toman, Blaza

### 1993, Volume 16, Issue 3

**169-175 Robust linear regression in replicated measurement error models***by*Carroll, R. J. & Eltinge, J. L. & Ruppert, D.**177-180 Some inference results in an absolutely continuous multivariate exponential model of Block***by*Hanagal, David D.**181-188 Tests of uniformity for sets of lotto numbers***by*Joe, Harry**189-196 Almost sure uniform convergence rates for M-smoothers with non-monotone score functions***by*Bhattacharya, P. K. & Zhao, Peng-liang**197-203 A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix***by*Jin, Chun**205-211 A note on maximum likelihood estimation in the first-order Gaussian moving average model***by*Anderson, T. W. & Metz, R. P.**213-218 Exact iterative computation of the robust multivariate minimum volume ellipsoid estimator***by*Cook, R. D. & Hawkins, D. M. & Weisberg, S.**219-224 Extremes of totally skewed stable motion***by*Albin, J. M. P.**225-233 Generalized bootstrat for studentized U-statistics: A rank statistic approach***by*Husková, Marie & Jansen, Paul**235-237 On the correlation between X and S2***by*Knautz, Henning & Trenkler, Götz**239-247 Some specific contiguous alternatives to the normal error assumption in linear models***by*Chen, Gemai**249-251 A log-concavity property of probability of occurrence of exactly r arbitrary events***by*Balasubramanian, K. & Balakrishnan, N.

### 1993, Volume 16, Issue 2

**85-95 Some tests for unit roots in seasonal time series with deterministic trends***by*Ahn, Sung K. & Cho, Sinsup**97-101 Chung--Smirnov property for perturbed empirical distribution functions***by*Degenhardt, H. J. A.**103-109 Noninformative nonparametric Bayesian estimation of quantiles***by*Meeden, Glen**111-115 The mixture properties of the 2SHI estimators in linear regression models***by*Van Hoa, Tran**117-119 A note on the breakdown point of the least median of squares and least trimmed squares estimators***by*Vandev, D.**121-128 Stochastic analysis of a controlled bulk queueing system with continuously operating server: continuous time parameter queueing process***by*Abolnikov, Lev M. & Dshalalow, Jewgeni H. & Dukhovny, Alexander M.**129-135 Estimating population size from a removal experiment***by*Yip, Paul & Fong, Daniel Y. T.**137-145 Quantile-based estimation for the Box-Cox transformation in random samples***by*Velilla, Santiago**147-152 A characterization for the solution of the Monge--Kantorovich mass transference problem***by*Cuesta-Albertos, J. A. & Tuero-Díaz, A.**153-158 Least squares and least absolute deviation procedures in approximately linear models***by*Mathew, Thomas & Nordström, Kenneth**159-162 On convergence rates of averages of weakly dependent random variables***by*Lin, Gwo Dong**163-168 A note on moment bounds for strong mixing sequences***by*Kim, Tae Yoon

### 1993, Volume 16, Issue 1

**1-9 Dispersion orderings with applications to nonparametric tests***by*Burger, H. U.**11-18 General matrix formulae for computing Bartlett corrections***by*Cordeiro, Gauss M.**19-25 The effect of grouping on the power of the Mantel--Haenszel test for the comparison of survival rates***by*Berger, Agnes & Wallenstein, Sylvan**27-28 A proof of the continuity theorem for characteristic functions***by*Sadooghi-Alvandi, S. M.**29-38 Towards a theory of confidence intervals for system reliability***by*Baxter, Laurence A.**39-41 Equivalence of Hartley--David--Gumbel and Papathanasiou bounds and some further remarks***by*Balakrishnan, N. & Balasubramanian, K.**43-46 On the extendibility of partially exchangeable random vectors***by*Scarsini, Marco & Verdicchio, Lorenzo**47-49 On a ranking problem for symmetric and unimodal location parameter families***by*Roters, M.**51-54 A probabilistic generalization of Taylor's theorem***by*Massey, William A. & Whitt, Ward**55-58 Power comparisons of some step-up multiple test procedures***by*Dunnett, Charles W. & Tamhane, Ajit C.**59-64 The exact distribution of a least squares regression coefficient estimator after a preliminary t-test***by*Giles, David E. A. & Srivastava, Virendra K.**65-70 On the almost certain limiting behavior of normed sums of identically distributed positive random variables***by*Rosalsky, Andrew**71-76 Third moment of matrix quadratic form***by*Tracy, Derrick S. & Sultan, Shagufta A.**77-83 Bayesian estimation of hidden Markov chains: a stochastic implementation***by*Robert, Christian P. & Celeux, Gilles & Diebolt, Jean

### 1992, Volume 15, Issue 5

**337-338 A counterexample to a martingale characterization of a Wiener process***by*Wise, Gary L.**339-343 Existence, uniqueness and Fréchet differentiability of [psi]-estimates of parameters in stationary observation***by*Cheng, Bing**345-348 Sharp truncation error bound in the sampling reconstruction of homogeneous random fields***by*Pogány, Tibor**349-356 Markovian chi-square and gamma processes***by*Adke, S. R. & Balakrishna, N.**357-360 On the non-existence of ancillary statistics***by*Peña, Edsel A. & Rohatgi, Vijay K. & Székely, Gábor J.**361-368 Some survey techniques for sampling rare subjects***by*Weerahandi, Samaradasa & White, Robert G.**369-372 Factorial designs and the theory of trade-off***by*Stufken, John & Wang, Kui-Jang**373-374 On the arg max of a Gaussian process***by*Arcones, Miguel A.**375-379 Existence and uniqueness of the maximum likelihood estimator for the two-parameter negative binomial distribution***by*Aragón, Jorge & Eberly, David & Eberly, Shelly**381-383 Intrinsic relations in the structure of linear congruential generators modulo 2[beta]***by*Percus, Ora E. & Percus, J. K.**385-388 On topological support of Dirichlet prior***by*Majumdar, Suman**389-393 Confidence intervals for the correlation coefficient***by*Jeyaratnam, S.**395-400 Bayesian robust experimental designs for the one-way analysis of variance***by*Toman, Blaza**401-402 Invariant distribution of Chow statistics***by*Chelliah, Thivvianesan**403-405 On the asymptotic behaviour of functionals of some semimartingales***by*Ouknine, Y.**407-415 Modeling seasonality in bimonthly time series***by*Franses, Philip Hans**417-420 Convergence rates of monotone conditional quantile estimators***by*Mukerjee, Hari

### 1992, Volume 15, Issue 4

**253-257 Nonparametric estimation of a process mean from censored data***by*Crowell, John I.**259-265 On the construction of multivariate distributions with given nonoverlapping multivariate marginals***by*Marco, J. M. & Ruiz-Rivas, C.**267-276 Conditions for approximation of the bias and mean squared error of a sample mean under nonresponse***by*Eltinge, John L.**277-279 Linear discriminant function for complex normal time series***by*Chaudhuri, G.**281-284 A model selection test for an AR (1) versus an MA (1) model***by*Franses, Philip Hans**285-291 On the bias of order statistics in non-i.i.d. samples***by*Wood, Andrew T. A.**293-297 Estimation for a linear growth model***by*Quine, M. P. & Robinson, J.**299-304 Ergodic behavior and estimation for periodically correlated processes***by*Leskow, Jacek & Weron, Aleksander**305-311 A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform***by*Beirlant, Jan & Vanmarcke, Ann**313-319 A spectral form of the dispersion model in designs with arbitrarily unequal block sizes***by*Zhang, Zhiyi**321-327 Limited expected value comparison tests***by*Carriere, Jacques**329-335 Asymptotic comparison factors for smoothing parameter choices in regression problems***by*Kay, Jim

### 1992, Volume 15, Issue 3

**169-172 Essential correlatedness and almost independence***by*Móri, T. F.**173-175 Estimation of extinction probability in Markov branching process***by*Kale, Mohan M. & Deshmukh, S. R.**177-180 An inconsistent Bayes estimator in bivariate survival curve analysis***by*Pruitt, Ronald C.**181-189 Some approximations for the moments of a process used in diffusion of new products***by*Dalal, S. R. & Weerahandi, S.**191-196 On asymptotic minimaxity of rank tests***by*Ermakov, M. S.**197-202 Recovery tests in BIBDs with very small degrees of freedom for interblock errors***by*Zhang, Zhiyi**203-208 Moments of variables summing to normal order statistics***by*Song, Ruiguang & Buchberger, Steven G. & Deddens, James A.**209-213 A note on the almost sure convergence of sums of negatively dependent random variables***by*Matula, Przemyslaw**215-222 Approximations to a conservative inverse chi-square procedure for combining p-values in integrative research***by*Saner, Hilary**223-227 Relations for single and product moments of record values from Gumbel distribution***by*Balakrishnan, N. & Ahsanullah, M. & Chan, P. S.**229-233 Moments under conjugate distributions in bioassay***by*Tsutakawa, Robert K.**235-239 A goodness-of-fit test for exponential families***by*Gombay, Edit & Horváth, Lajos**241-243 Coexistence in a competition model***by*Luo, Xiaolong & Cai, Haiyan**245-252 A nonparametric measure of independence under a hypothesis of independent components***by*Rosenblatt, Murray & Wahlen, Bruce E.

### 1992, Volume 15, Issue 2

**85-94 Integrated square error of nonparametric estimators of regression function: the fixed design case***by*Ioannides, Dimitrios A.**95-101 Bootstrap variance estimators with truncation***by*Shao, Jun**103-108 Symbolic Cholesky decomposition of the variance--covariance matrix of the negative multinomial distribution***by*Sagae, Masahiko & Tanabe, Kunio**109-116 A local limit theorem for perturbed random walks***by*Wang, Mei**117-120 Factions in Morris' natural exponential quadratic variance family and a lack of consensus in sample size determination***by*Shanmugam, Ramalingam**121-124 Neyman's C([alpha]) test as a GLRT***by*Weiss, Lionel**125-130 Adjusting of estimates in general linear model with respect to linear restrictions***by*Pordzik, Pawe[does not divide] R.**131-133 A note on the estimation of Lp-norms***by*Weba, Michael**135-141 Point processes with correlated gamma interarrival times***by*Sim, C. H.**143-148 Bounds on expectations of order statistics via extremal dependences***by*Gascuel, O. & Caraux, G.**149-155 On the multivariate Kolmogorov-Smirnov distribution***by*Paramasamy, S.**157-162 Estimation of parameters of a two-dimensional spatial autoregressive model with regression***by*Kulkarni, P. M.**163-168 On the Bahadur--Ghosh--Kiefer representation of sample quantiles***by*Lahiri, S. N.

### 1992, Volume 15, Issue 1

**1-10 Score tests in a generalized linear model with surrogate covariates***by*Sepanski, J. H.**11-20 Asymptotic distributions of tests for dispersive ordering***by*Bartoszewicz, Jaroslaw**21-26 Robust statistics for test-of-independence and related structural models***by*Kano, Yutaka**27-30 On the completeness of a family of conditional distributions***by*Bhat, B. R. & Datta, Somnath**31-35 Minimum lower sets algorithms for isotonic regression***by*Qian, Shixian**37-40 On the distribution of the weighted combination of independent probabilities***by*Bhoj, Dinesh S.**41-46 On the stability problem for conditional expectation***by*Bryc, Wlodzimierz & Smolenski, Wlodzimierz**47-55 Uniform strong estimation under [alpha]-mixing, with rates***by*Cai, Zongwu & Roussas, George G.**57-62 Moments of functions of order statistics***by*Chunsheng, Ma**63-69 The variance matrix of sample second-order moments in multivariate linear relations***by*Satorra, Albert**71-76 Moderate deviations for some weakly dependent random processes***by*Jiang, Tiefeng & Wang, Xiangchen & Rao, M. Bhaskara**77-83 Qualms about BCa bootstrap confidence intervals***by*Peddada, Shyamal Das & Patwardhan, Girish

### 1992, Volume 14, Issue 5

**337-341 Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models***by*Ihara, Masamori & Kano, Yutaka**343-348 The association in time of a binary semi-Markov process***by*Dharmadhikari, A. D. & Kuber, M. M.**349-353 A note on the trace of a normal dispersion matrix***by*Guo, Ying (Ingrid) Yueh & Pal, Nabendu**355-362 Laws of large numbers under dependence assumptions***by*Birkel, Thomas**363-371 An inference procedure for host--vector and venereal disease models***by*Yip, Paul**373-383 Distributions minimizing Fisher information for scale in [var epsilon]-contamination neighbourhoods***by*Wu, Eden K. H.**385-391 General exponential models on the unit simplex and related multivariate inverse Gaussian distributions***by*Seshadri, V.**393-399 Optimal reconstruction of a generally censored sample***by*Gastaldi, Tommaso**401-405 A generalization of the sooner and later waiting time problems for Bernoulli trials: Frequency quota***by*Ling, K. D.**407-411 Inconsistent M-estimators: nonlinear regression with multiplicative error***by*Bhattacharyya, B. B. & Khoshgoftaar, T. M. & Richardson, G. D.**413-419 On the optimality of S-estimators***by*Hössjer, Ola

### 1992, Volume 14, Issue 4

**253-267 On power functions of the likelihood ratio tests for the simple loop order in normal means: Unequal sample sizes***by*Singh, Bahadur & Schell, Michael J.**269-274 On measures of association as measures of positive dependence***by*Nelsen, Roger B.**275-281 A note on second moment of a randomly stopped sum of independent variables***by*de la Peña, Victor H. & Govindarajulu, Z.**283-287 A note on generalized cross-validation with replicates***by*Gu, Chong & Heckman, Nancy & Wahba, Grace**289-291 On the total time on test transform of an IFRA distribution***by*Neath, Andrew A. & Samaniego, Francisco J.**293-298 A remainder estimate for the normal approximation of perturbed sample quantiles***by*Ralescu, Stefan S.**299-306 Estimation of the Fourier coefficient functions and their spectral densities for \gf-mixing almost periodically correlated processes***by*Hurd, Harry L. & Leskow, Jacek**307-310 The order of a univariate elliptical distribution***by*Chunsheng, Ma**311-312 On the 'triples test' for symmetry***by*Kochar, Subhash C.**313-320 Strong consistency under the Koziol--Green model***by*Stute, Winfried**321-325 Refinements of Kolmogorov's law of the iterated logarithm***by*Tomkins, R. J.**327-331 A reformulation of Pearson's Chi-square statistic and some extentions***by*Lorenzen, Gunter**333-336 A multivariate Linnik distribution***by*Anderson, Dale N.

### 1992, Volume 14, Issue 3

**169-173 Posterior probability and conditional coverage***by*Swartz, T. & Villegas, C.**175-178 Bahadur--Kiefer representation properties of intermediate order statistics***by*Chanda, Kamal C.**179-188 Optimal, robust R-estimators and test statistics in the linear model***by*Wang, Yu & Wiens, Douglas**189-194 A unified criterion for the local uniform convergence of the density of the maximum***by*Mohan, N. R.**195-199 Bayesian nonparametric methods for data from a unimodal density***by*Brunner, Lawrence J.**201-203 D-optimality of the dual of BIB designs***by*Pohl, Gerhardt M.**205-210 The bias of Fisher's linear discriminant function when the variancies are not equal***by*O'Neill, Terence J.**211-217 On renewal failure rate classes of life distributions***by*Abouammoh, A. M. & Ahmed, A. N.**219-222 A variation of a theorem of Sparre--Andersen***by*Eisenberg, Bennett**223-228 Equivalence of likelihood ratio tests and obliquity***by*Menéndez, J. A. & Salvador, B.**229-233 A note on randomness***by*Grill, Karl**235-241 On the binary expansion of a random integer***by*Barbour, A. D. & Chen, L. H. Y.**243-246 Comparing inclusion probabilities and drawing probabilities for rejective sampling and successive sampling***by*Milbrodt, Hartmut**247-252 Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure***by*Tsai, Chih-Ling & Wu, Xizhi

### 1992, Volume 14, Issue 2

**85-90 A threshold theorem for the general stochastic epidemic via a discrete approach***by*Reinert, Gesine**91-95 Stability theorems for large order statistics with varying ranks***by*Tomkins, R. J. & Wang, Hong**97-102 Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression***by*Kim, Hyune-Ju**103-105 Bounds on distribution functions of order statistics for dependent variates***by*Caraux, G. & Gascuel, O.**107-110 A new representation of Cox's score statistic and its variance***by*Oakes, David & Manatunga, Amita K.**111-114 Complete convergence of moving average processes***by*Li, Deli & Bhaskara Rao, M. & Wang, Xiangchen**115-117 Sets of typical subsamples***by*Atkins, Joel E. & Sherman, Gary J.**119-128 Limit theorems for the simplicial depth***by*Dümbgen, Lutz**129-131 Note on interpolated order statistics***by*Nyblom, Jukka