# Elsevier

# Statistics & Probability Letters

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### May 1995, Volume 23, Issue 2

**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**167-172 Symmetrized kernel estimators of the regression slope***by*Blyth, Stephen

### September 1994, Volume 21, Issue 1

**1-8 A Poisson approximation for the number of k-matches***by*Burghardt, Patrick D. & Godbole, Anant P. & Prengaman, Amy B.**9-19 Partial autocorrelation function for spatial processes***by*Etchison, Tonya & Pantula, Sastry G. & Brownie, Cavell**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

### August 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

### July 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

### June 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

### May 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

### May 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

### April 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.

### March 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.

### February 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.