Contact information of Elsevier
Serial Information
Order information: Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web:
https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01
To be notified about new items in this series: Free volume/issue alert on ScienceDirect (see also
NEP)
Download restrictions: Full text for ScienceDirect subscribers only
Editor: Somnath Datta
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
Editor: Hira L. Koul
Description: STATISTICS & PROBABILITY LETTERS adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. All areas of statistics and probability, including biostatistics ...
Series handle: RePEc:eee:stapro
ISSN: 0167-7152
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
January 2003, Volume 61, Issue 1
December 2002, Volume 60, Issue 4
- 343-350 Normalizations for periodogram-based unit root tests
by Evans, Barry A. & Dickey, David A.
- 351-357 The connectivity of a graph on uniform points on [0,1]d
by Appel, Martin J. B. & Russo, Ralph P.
- 359-365 An efficient computational method for moments of order statistics under progressive censoring
by Balakrishnan, N. & Childs, A. & Chandrasekar, B.
- 367-375 Limiting behavior of weighted sums with stable distributions
by Pingyan, Chen
- 377-386 The breakdown behavior of the maximum likelihood estimator in the logistic regression model
by Croux, Christophe & Flandre, Cécile & Haesbroeck, Gentiane
- 387-394 Asymptotic properties of a particular nonlinear regression quantile estimation
by Kim, Tae Soo & Kim, Hae Kyung & Hur, Sun
- 395-404 Testing for elliptical symmetry in covariance-matrix-based analyses
by Schott, James R.
- 405-415 Simultaneous confidence bands for ratios of survival functions via empirical likelihood
by McKeague, Ian W. & Zhao, Yichuan
- 417-424 The first exit time and ruin time for a risk process with reserve-dependent income
by Chiu, Sung Nok & Yin, Chuan Cun
- 425-435 The influence function of the Stahel-Donoho estimator of multivariate location and scatter
by Gervini, Daniel
- 437-444 An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss
by Jozani, Mohammad Jafari & Nematollahi, Nader & Shafie, Khalil
- 445-457 A characterization for mixtures of semi-Markov processes
by Epifani, I. & Fortini, S. & Ladelli, L.
- 459-473 Estimation for a class of generalized state-space time series models
by Fukasawa, T. & Basawa, I. V.
- 475-482 On the asymptotic location of high values of a stationary sequence
by Ferreira, H. & Scotto, M.
December 2002, Volume 60, Issue 3
- 241-252 Geometric absolute regularity of Banach space-valued autoregressive processes
by Allam, Abdelazziz & Mourid, Tahar
- 253-263 A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes
by Szkutnik, Zbigniew
- 265-278 Some comments on the estimation of a dependence index in bivariate extreme value statistics
by Beirlant, J. & Vandewalle, B.
- 279-288 On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control
by Situ, Rong
- 289-295 Establishing geometric drift via the Laplace transform of symmetric measures
by Hansen, Niels Richard & Hansen, Ernst
- 297-307 Optimal asymptotic quadratic errors of density estimators on random fields
by Biau, Gérard
- 309-312 A time-varying Markov chain model of term structure
by Mamon, Rogemar S.
- 313-320 Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test
by Stern, J. M. & Zacks, S.
- 321-327 Khinchin and Marcinkiewicz-Zygmund-type inequalities for quadratic forms of independent random variables
by Krantsberg, Alexander
- 329-341 Statistical inference on comparing two distribution functions with a possible crossing point
by Chen, Guijing & Chen, Jiahua & Chen, Yuming
November 2002, Volume 60, Issue 2
- 129-140 Exact distribution of a pre-test estimator for regression error variance when there are omitted variables
by Ohtani, Kazuhiro
- 141-154 On preservation of some shifted and proportional orders by systems
by Belzunce, Félix & Ruiz, José M. & Ruiz, M. Carmen
- 155-168 A frequency domain approach to some results on fractional Brownian motion
by Dzhaparidze, K. & Ferreira, J. A.
- 169-182 Further results on inquiry and truth possession
by Fallis, Don & Liddell, Gerrard
- 183-190 Combining dependent P-values
by Kost, James T. & McDermott, Michael P.
- 191-199 Another Esséen-type inequality for multivariate probability density functions
by Prakasa Rao, B. L. S.
- 201-209 Some remarks on coupling of dependent random variables
by Peligrad, Magda
- 211-217 Asymptotic properties of bandit processes with geometric responses
by Wang, Xikui
- 219-230 On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series
by Terpstra, Jeffrey T. & Rao, M. Bhaskara
- 231-240 A new bivariate binomial distribution
by Biswas, Atanu & Hwang, Jing-Shiang
November 2002, Volume 60, Issue 1
- 1-6 Unimprovable solution to systems of empirical linear algebraic equations
by Serdobolskii, A. V.
- 7-15 Compound estimation of a monotone sequence
by Mashayekhi, Mostafa
- 17-31 Jackknifing type weighted least squares estimators in partially linear regression models
by You, Jinhong & Sun, Xiaoqian & Pang, Wan-kai & Leung, Ping-kei
- 33-47 On the asymptotic behavior of one-step estimates in heteroscedastic regression models
by Bianco, Ana & Boente, Graciela
- 49-58 Influence diagnostics in semiparametric regression models
by Kim, Choongrak & Park, Byeong U. & Kim, Woochul
- 59-68 Exact asymptotic -error of a kernel density estimator under censored data
by Lemdani, Mohamed & Ould-Saïd, Elias
- 69-74 Conditional score tests in the exponential family
by Nicolaou, Anna
- 75-79 Correcting size distortion of the Dickey-Fuller test via recursive mean adjustment
by Cook, Steven
- 81-89 Nonparametric comparison of regression curves by local linear fitting
by Gørgens, Tue
- 91-100 A Poisson model for gapped local alignments
by Metzler, Dirk & Grossmann, Steffen & Wakolbinger, Anton
- 101-109 Remarks on domination of maxima
by Hashorva, Enkelejd
- 111-120 Limiting spectral distribution of a special circulant
by Bose, Arup & Mitra, Joydip
- 121-127 A law of iterated logarithm for the wavelet transforms of i.i.d. random variables
by Cai, Haiyan
October 2002, Volume 59, Issue 4
- 329-340 Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise
by Davydov, Youri & Zitikis, Ricardas
- 341-351 A characterization of the rate of convergence in bivariate extreme value models
by Falk, Michael & Reiss, Rolf Dieter
- 353-360 Limit theorems for boundary function estimators
by Hwang, J. H. & Park, B. U. & Ryu, W.
- 361-365 Stability of option prices under uniform ellipticity
by Gagnon, Gregory
- 367-378 Approximations for moments of deficit at ruin with exponential and subexponential claims
by Cheng, Yebin & Tang, Qihe & Yang, Hailiang
- 379-384 An extension of Seshadri's identities for Brownian motion
by Ghomrasni, Raouf & Graversen, Svend Erik
- 385-396 Optimal orthogonal designs in two blocks for Becker's mixture models in three and four components
by Aggarwal, M. L. & Sarin, V. & Singh, Poonam
- 397-404 On the existence of moments of generalized order statistics
by Cramer, Erhard & Kamps, Udo & Rychlik, Tomasz
- 405-414 The IFR property for consecutive-k-out-of-n:F systems
by Cui, Lirong
- 415-424 Set-indexed processes with independent increments
by Balan, R. M.
- 425-435 A SLLN for a one-dimensional class cover problem
by DeVinney, Jason & Wierman, John C.
October 2002, Volume 59, Issue 3
- 219-225 Empirical simulation extrapolation for measurement error models with replicate measurements
by Devanarayan, Viswanath & Stefanski, Leonard A.
- 227-233 A note on the multivariate local limit theorem
by Bloznelis, M.
- 235-244 Estimation for mixtures of Markov processes
by Park, Jeong-gun & Basawa, I. V.
- 245-255 The rate of occurrence of failures for semi-Markov processes and estimation
by Ouhbi, Brahim & Limnios, Nikolaos
- 257-270 Consistency of error density and distribution function estimators in nonparametric regression
by Cheng, Fuxia
- 271-279 Second-order asymptotic expansion for the risk in classification of curved exponential populations
by Ducinskas, Kestutis & Saltyte, Jurate
- 281-292 Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling
by Yatracos, Yannis
- 293-305 Random function prediction and Stein's identity
by Nicoleris, Theodoros & Sagris, Anthony
- 307-315 Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances
by Wang, Hsiuying
- 317-328 Interior singularity problem of some nonlinear elliptic equations
by Ren, Yan-Xia & Suo, Xiu-Yun & Yu, Xiang-Dong
September 2002, Volume 59, Issue 2
- 113-123 On cross-validation in kernel and partitioning regression estimation
by Walk, Harro
- 125-133 A unified approach in addition or deletion of two level factorial designs
by Evangelaras, H. & Koukouvinos, C. & Mantas, P.
- 135-144 Data analysis in supersaturated designs
by Li, Runze & Lin, Dennis K. J.
- 145-157 On spectral and random measures associated to discrete and continuous-time processes
by Boudou, Alain & Romain, Yves
- 159-167 Fisher information matrix for the Feller-Pareto distribution
by Brazauskas, Vytaras
- 169-181 The scaled [alpha]-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions
by Tableman, Mara & Gitelman, Alix I.
- 183-194 Almost-sure uniform error bounds of general smooth estimators of quantile density functions
by Cheng, Cheng
- 195-207 Multiple square tray distributions
by Kotz, Samuel & Fang, Hong-Bin & Wei, Gang
- 209-217 Invariance principles with logarithmic averaging for continuous local martingales
by Chaabane, Faouzi
August 2002, Volume 59, Issue 1
- 1-7 Extended generalized Hypergeometric probability distributions
by Kumar, C. Satheesh
- 9-16 Bent-cable asymptotics when the bend is missing
by Chiu, Grace & Lockhart, Richard & Routledge, Richard
- 17-22 Satisfactory orthogonal array and its checking method
by Shanqi, Pang & Sanyang, Liu & Yingshan, Zhang
- 23-28 Large deviations for kernel-type empirical distributions
by Shikimi, Takuhisa
- 29-35 Solution to Dalal and Mallows conjecture on monotone property of the joint distribution of order statistics
by Bai, Z. D. & Kwong, K. S.
- 37-52 Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes
by Castro, Glaysar & Girardin, Valerie
- 53-59 On certain self-decomposable self-similar processes with independent increments
by Akita, Koji & Maejima, Makoto
- 61-66 A new proof of strong consistency of kernel estimation of density function and mode under random censorship
by Gannoun, Ali & Saracco, Jérôme
- 67-74 The distribution of increasing 2-sequences in random permutations of arbitrary multi-sets
by Johnson, Brad C.
- 75-81 Empirical central limit theorems for exchangeable random variables
by Jiang, Xinxin & Hahn, Marjorie G.
- 83-91 On efficient estimation of linear functionals of a bivariate distribution with known marginals
by Peng, Hanxiang & Schick, Anton
- 93-98 A method of construction of a class of universally optimal structurally incomplete row-column designs
by Uddin, Nizam
- 99-111 Estimation of a convex ROC curve
by Lloyd, Chris J.
July 2002, Volume 58, Issue 4
- 327-333 On the minimax estimator of a bounded normal mean
by Marchand, Éric & Perron, François
- 335-342 Frailty models that yield proportional hazards
by Aalen, Odd O. & Hjort, Nils Lid
- 343-353 Distribution-free consistency of kernel non-parametric M-estimators
by Kozek, Andrzej S. & Pawlak, Miroslaw
- 355-362 Prediction and confidence intervals for nonlinear measurement error models without identifiability information
by Huwang, Longcheen & Gene Hwang, J. T.
- 363-368 Gaussian tail for empirical distributions of MST on random graphs
by Lee, Sungchul & Su, Zhonggen
- 369-379 Model-robust designs in multiresponse situations
by Yue, Rong-Xian
- 381-388 Variability ordering of heavy-tailed distributions with applications to order statistics
by Kleiber, Christian
- 389-397 A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle
by Dette, Holger & Melas, Viatcheslav B. & Biedermann, Stefanie
- 399-411 A note on the properties of some time varying bilinear models
by Bibi, Abdelouahab & Oyet, Alwell J.
- 413-426 Almost sure versions of distributional limit theorems for certain order statistics
by Stadtmüller, U.
- 427-433 A simple adjustment for measurement errors in some limited dependent variable models
by Wang, Liqun
July 2002, Volume 58, Issue 3
- 221-232 Survival estimation and testing via multiple imputation
by Taylor, Jeremy M. G. & Murray, Susan & Hsu, Chiu-Hsieh
- 233-243 Asymptotic distributions for testing dimensionality in q-based pHd
by Cook, R. Dennis & Yin, Xiangrong
- 245-251 A spatial filtering specification for the auto-Poisson model
by Griffith, Daniel A.
- 253-264 Perturbation of functional tensors with applications to covariance operators
by Romain, Yves
- 265-282 Estimation of frequencies in presence of heavy tail errors
by Nandi, Swagata & Iyer, Srikanth K. & Kundu, Debasis
- 283-286 A note on the Borel-Cantelli lemma
by Petrov, Valentin V.
- 287-296 Approximations for a conditional two-dimensional scan statistic
by Chen, Jie & Glaz, Joseph
- 297-307 Rates of uniform convergence of empirical means with mixing processes
by Karandikar, Rajeeva L. & Vidyasagar, M.
- 309-317 Regression analysis for a semiparametric model with panel data
by Sun, Liuquan & Zhou, Xian
- 319-325 Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes
by Bravo, Francesco
June 2002, Volume 58, Issue 2
- 111-121 Definition and probabilistic properties of skew-distributions
by Arellano-Valle, R. B. & del Pino, G. & San Martín, E.
- 123-130 Tests of homogeneity for spatial populations
by Cerioli, Andrea
- 131-145 Some conditional crossing results of Brownian motion over a piecewise-linear boundary
by Abundo, Mario
- 147-155 Maximum quasilikelihood estimation for a simplified NEAR(1) model
by Perera, Subashan
- 157-165 Chebyshev systems and estimation theory for discrete distributions
by Braverman, Mark & Lumelskii, Yan
- 167-174 Asymptotic expansions of densities of sums of random vectors without third moment
by Peng, Liang
- 175-184 Best upper quantile evaluations for NWU distributions
by Rychlik, Tomasz
- 185-194 On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes
by Ahmed, S. Ejaz & Antonini, Rita Giuliano & Volodin, Andrei
- 195-203 Almost sure limit theorems for the maximum of stationary Gaussian sequences
by Csáki, Endre & Gonchigdanzan, Khurelbaatar
- 205-219 Multivariate probability density estimation for associated processes: strong consistency and rates
by Masry, Elias
May 2002, Volume 58, Issue 1
- 1-11 An algorithm for the estimation of minimal cut and path sets from field failure data
by Dharmadhikari, Avinash & Kulathinal, S. B. & Mandrekar, Vidyadhar
- 13-22 Thin and thick points for branching measure on a Galton-Watson tree
by Mörters, Peter & Shieh, Narn-Rueih
- 23-30 Bayesian nonparametric point estimation under a conjugate prior
by Li, Xuefeng & Zhao, Linda H.
- 31-39 The modified bootstrap error process for Kaplan-Meier quantiles
by Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël
- 41-51 Self-normalized lag increments of partial sums
by Wang, Wensheng
- 53-59 On characterization of two-sample U-statistics
by Schechtman, E. & Schechtman, G.
- 61-69 Likelihood-based quadratic analyses for diallel cross and other experiments involving data collected on ordered pairs of sampling units
by Li, Heng
- 71-81 A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives
by Gatto, Riccardo & Jammalamadaka, S. Rao
- 83-91 On the convergence of Markov binomial to Poisson distribution
by Cekanavicius, V.
- 93-96 On fractional uniform order statistics
by Jones, M. C.
- 97-109 Analytical results for a Bayesian bivariate cokriging model
by Mira, José & Sánchez, María Jesús
May 2002, Volume 57, Issue 4
- 301-306 Model selection under order restriction
by Zhao, Lincheng & Peng, Limin
- 307-313 On stable convergence in the central limit theorem
by Cheng, Tsung-Lin & Chow, Yuan-Shih
- 315-326 Large and moderate deviations of empirical processes with nonstandard rates
by Arcones, Miguel A.
- 327-335 On tests of independence for spherical data-invariance and centering
by Johnson, Richard A. & Shieh, Grace S.
- 337-341 M-Estimation for dependent random variables
by Furrer, Reinhard
- 343-351 D-optimal designs for polynomial regression models through origin
by Fang, Zhide
- 353-361 Corrected modified profile likelihood heteroskedasticity tests
by Ferrari, Silvia L. P. & Cribari-Neto, Francisco
- 363-373 Sums of dependent Bernoulli random variables and disease clustering
by Yu, Chang & Zelterman, Daniel
- 375-385 Supermodular dependence ordering on a class of multivariate copulas
by Wei, Gang & Hu, Taizhong
- 387-391 The TP2 ordering of Kimeldorf and Sampson has the normal-agreeing property
by Genest, Christian & Verret, François
- 393-401 On bandwidth selection in partial linear regression models under dependence
by Aneiros-Pérez, Germán
- 403-408 Quasi-medians are robust and relatively efficient estimators of a common mean given multivariate normality
by Hutson, Alan D.
April 2002, Volume 57, Issue 3
- 215-220 On moment inequalities of the supremum of empirical processes with applications to kernel estimation
by Ahmad, Ibrahim A.
- 221-224 A note on the characteristic function of the t-distribution
by Dreier, I. & Kotz, S.
- 225-229 Transfer theorems in exponential families
by Kagan, Abram
- 231-241 On convergence rates for quadratic errors in kernel hazard estimation
by Estévez-Pérez, Graciela
- 243-248 Uniqueness of uniform random colorings of regular trees
by Jonasson, Johan
- 249-257 Simulating Bessel random variables
by Devroye, Luc
- 259-268 A note on variable selection in nonparametric regression with dependent data
by González-Manteiga, Wenceslao & Quintela-del-Río, Alejandro & Vieu, Philippe
- 269-280 Estimation of the location parameter of the l1-norm symmetric matrix variate distributions
by Fang, B. Q.
- 281-290 Multivariate non-parametric tests of trend when the data are incomplete
by Alvo, Mayer & Park, Jincheol
- 291-299 On the efficiency of some supplemented ([alpha]1,[alpha]2,...,[alpha]R)-resolvable block designs
by Kachlicka, Danuta & Mejza, Iwona
April 2002, Volume 57, Issue 2
- 113-119 The uniform autoregressive process of the second order (UAR(2))
by Ristic, Miroslav M. & Popovic, Biljana C.
- 121-131 Stepwise procedures for the identification of minimum effective dose with unknown variances
by Tao, Jian & Shi, Ning-Zhong & Guo, Jianhua & Gao, Wei
- 133-137 Application of Whittle's inequality for banach space valued martingales
by Prakasa Rao, B. L. S.
- 139-143 Hájek-Rényi-type inequality for associated sequences
by Prakasa Rao, B. L. S.
- 145-150 Optimality of orthogonally blocked diallels with specific combining abilities
by Chung Choi, Kuey & Chatterjee, Kashinath & Das, Ashish & Gupta, Sudhir
- 151-155 A note on some new renewal ageing notions
by Bon, Jean-Louis & Illayk, Abbas
- 157-170 Decoupling and domination inequalities with application to Wald's identity for martingales
by de la Peña, Victor H. & Zamfirescu, Ingrid-Mona
- 171-177 A moment inequality for decreasing (increasing) mean residual life distributions with hypothesis testing application
by Abu-Youssef, S. E.
- 179-182 A link between the multivariate cumulative distribution function and the hitting function for random closed sets
by Grunert da Fonseca, V. & Fonseca, C. M.
- 183-191 Some maximal inequalities and complete convergences of negatively associated random sequences
by Huang, Wen-Tao & Xu, Bing
- 193-204 The use of spacings in the estimation of a scale parameter
by Balakrishnan, N. & Papadatos, N.
- 205-214 A new class of score generating functions for regression models
by Choi, Young Hun & Öztürk, Ömer
March 2002, Volume 57, Issue 1
- 1-8 Remarks on compound Poisson approximation of Gaussian random sequences
by Hashorva, Enkelejd & Hüsler, Jürg
- 9-15 Central limit theorem for U-statistics of associated random variables
by Dewan, Isha & Prakasa Rao, B. L. S.
- 17-22 Donkey walk and Dirichlet distributions
by Letac, Gérard
- 23-31 Mixtures of exponential distributions and stochastic orders
by Bartoszewicz, Jaroslaw
- 33-41 Upper stop-loss bounds for sums of possibly dependent risks with given means and variances
by Genest, Christian & Marceau, Étienne & Mesfioui, Mhamed
- 43-52 An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
by Karlis, Dimitris
- 53-63 Some connections between Bayesian and non-Bayesian methods for regression model selection
by Liang, Faming
- 65-77 Coefficient constancy test in AR-ARCH models
by Ha, Jeongcheol & Lee, Sangyeol
- 79-89 Breakdown points of Cauchy regression-scale estimators
by Mizera, Ivan & Müller, Christine H.
- 91-100 Minimax variance estimation of a correlation coefficient for [var epsilon]-contaminated bivariate normal distributions
by Shevlyakov, Georgy L. & Vilchevski, Nikita O.
- 101-109 On the asymptotic behaviour of unit-root tests in the presence of a Markov trend
by Psaradakis, Zacharias
February 2002, Volume 56, Issue 4
- 345-353 A random power record model
by Hofmann, Glenn & Nagaraja, H. N.
- 355-360 Variations of Fréchet measures of p-stable motions
by Blei, R. C. & Towghi, Nasser
- 361-367 Estimating monotone functions
by Low, Mark G. & Kang, Yung-Gyung
- 369-380 On the average run lengths of quality control schemes using a Markov chain approach
by Fu, James C. & Spiring, Fred A. & Xie, Hansheng
- 381-393 Estimation of the maximum and minimum in a model for bounded, dependent data
by Martinsek, Adam T.
- 395-398 Unimodality of the distribution of record statistics
by Basak, Prasanta & Basak, Indrani
- 399-404 A local limit theorem for random walk maxima with heavy tails
by Asmussen, Søren & Kalashnikov, Vladimir & Konstantinides, Dimitrios & Klüppelberg, Claudia & Tsitsiashvili, Gurami
- 405-417 On explicit occupation time distributions for Brownian processes
by Hooghiemstra, Gerard
- 419-423 Characterization of the monotone case for a best choice problem with a random number of objects
by Porosinski, Zdzislaw
- 425-430 The BLUPs are not "best" when it comes to bootstrapping
by Morris, Jeffrey S.
- 431-437 Nonparametric tests for random effects in the balanced incomplete block design
by Nugroho, Sigit & Govindarajulu, Z.
- 439-446 On global consistency of a bivariate survival estimator under univariate censoring
by Kosorok, Michael R.
February 2002, Volume 56, Issue 3
Printed from https://ideas.repec.org/s/eee/stapro32.html
