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: 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.
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
July 1999, Volume 43, Issue 3
- 251-264 The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters
by Nagahara, Yuichi
- 265-274 Law equivalence of stochastic linear systems
by Goldys, Beniamin & Peszat, Szymon
- 275-287 Rank regression for current-status data: asymptotic normality
by Abrevaya, Jason
- 289-297 Projection indices and multimodality for mixtures of normal distributions
by Eslava, G. & Marriott, F. H. C.
- 299-308 A functional large deviations principle for quadratic forms of Gaussian stationary processes
by Gamboa, F. & Rouault, A. & Zani, M.
- 309-316 Rates of convergence for the pre-asymptotic substitution bandwidth selector
by Fan, Jianqing & Huang, Li-Shan
- 317-319 Tail hypotheses in the signal plus noise model
by Kagan, Abram & Shepp, Lawrence A.
- 321-324 Dispersive ordering of convolutions of exponential random variables
by Kochar, Subhash & Ma, Chunsheng
June 1999, Volume 43, Issue 2
- 107-111 Ignatov's theorem and correlated record values
by Peköz, Erol A.
- 113-121 Long- and short-range dependent sequences under exponential subordination
by aw Gajek, Lesl & Mielniczuk, Jan
- 123-130 Applications of a formula for the variance function of a stochastic process
by Fan, Ruzong & Lange, Kenneth & Peña, Edsel
- 131-135 A note on S2 in a linear regression model based on two-stage sampling data
by Song, Seuck Heun
- 137-143 A central limit theorem for self-normalized products of random variables
by Quine, M. P.
- 145-152 A new estimate of the mode based on the quantile density
by Futschik, A.
- 153-158 A note on the number of records near the maximum
by Li, Yun
- 159-168 Density estimation by truncated wavelet expansion
by Kato, Takeshi
- 169-178 Remarks on extremal problems in nonparametric curve estimation
by Leonov, Sergei L.
- 179-188 Multiple stochastic integral expansions of arbitrary Poisson jump times functionals
by Privault, Nicolas
- 189-196 Availability of a system with gamma life and exponential repair time under a perfect repair policy
by Sarkar, Jyotirmoy & Chaudhuri, Gopal
- 197-206 Characterizations and model selections through reliability measures in the discrete case
by Roy, Dilip & Gupta, R. P.
- 207-215 Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
by Bishwal, J. P. N.
May 1999, Volume 43, Issue 1
- 1-3 Parametric models as thin subsets of the space of distributions
by Gneri, Mario Antonio
- 5-12 A likelihood based robust Bayesian summary
by Sivaganesan, Siva
- 13-23 Least-square estimation for regression on random designs for absolutely regular observations
by Viennet, Gabrielle
- 25-32 Random walks on edge-transitive graphs (II)
by Palacios, José Luis & Renom, José Miguel & Berrizbeitia, Pedro
- 33-39 Expected hitting times for random walks on weak products of graphs
by González-Arévalo, Bárbara & Palacios, José Luis
- 41-48 Remarks on suprema of Lévy processes with light tailes
by Braverman, Michael
- 49-55 Nonparametric estimation of piecewise smooth regression functions
by Kohler, Michael
- 57-64 On the impossibility of estimating densities in the extreme tail
by Beirlant, Jan & Devroye, Luc
- 65-73 Recursive mean adjustment in time-series inferences
by So, Beong Soo & Shin, Dong Wan
- 75-85 Inference for a binary lattice Markov process
by Hwang, S. Y. & Basawa, I. V.
- 87-92 Hidden projection properties of some optimal designs
by Aggarwal, M. L. & Kaul, Renu
- 93-98 Least-squares fitting from the variogram cloud
by Müller, Werner G.
- 99-105 The Hájeck-Rényi inequality for the NA random variables and its application
by Liu, Jingjun & Gan, Shixin & Chen, Pingyan
May 1999, Volume 42, Issue 4
- 327-332 Estimation of quadratic functionals of a density
by Martinez, Harú V. & Olivares, María M.
- 333-343 A large-sample model selection criterion based on Kullback's symmetric divergence
by Cavanaugh, Joseph E.
- 345-352 On stochastic orderings between distributions and their sample spacings
by Kochar, Subhash C.
- 353-360 Parameter estimation under generalized ranked set sampling
by Kim, YongHee & Arnold, Barry C.
- 361-365 Extremal points of infinite clusters in stationary percolation
by Meester, Ronald
- 367-373 The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift
by Yin, Chuancun
- 375-392 Threshold variable selection by wavelets in open-loop threshold autoregressive models
by Ip, Wai-Cheung & Wong, Heung & Li, Yuan & Xie, Zhongjie
- 393-400 Some characterizations of the normal distribution
by Bansal, N. & Hamedani, G. G. & Key, Eric S. & Volkmer, Hans & Zhang, Hao & Behboodian, J.
- 401-408 Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables
by Chanda, Kamal C.
- 409-413 Characterizations of Radon spaces
by Jr., D. Leão & Fragoso, M. D. & Ruffino, P. R. C.
- 415-421 Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control
by Bercu, B.
- 423-431 Exponential inequality for associated random variables
by Ioannides, D. A. & Roussas, G. G.
April 1999, Volume 42, Issue 3
- 219-227 Sharp entropy bounds for discrete statistical simulation
by Romik, Dan
- 229-237 Construction of systematic row-column designs with treatments unconfounded with the linear row x columns and quadratic row x columns interactions
by Mandeli, John P.
- 239-247 A metric for convergence in distribution
by Majumdar, Suman
- 249-256 The local linearization scheme for nonlinear diffusion models with discontinuous coefficients
by Stramer, O.
- 257-266 Stochastic monotonicity properties of Bayes estimation of the population size for capture-recapture data
by Yoshida, O. & Leite, J. G. & Bolfarine, H.
- 267-274 A comparison of nonparametric shape constrained bioassay estimators
by Meyer, Mary C.
- 275-281 A note on uniform consistency of the product-limit estimator with staggered entry
by Chen, Kani & Ying, Zhiliang
- 283-292 Strong consistency under proportional censorship when covariables are present
by Uña-Álvarez, Jacobo de & González-Manteiga, Wenceslao
- 293-298 Weak law of large numbers for arrays of random variables
by Sung, Soo Hak
- 299-304 Kaplan-Meier representation of competing risk estimates
by Satten, Glen A. & Datta, Somnath
- 305-311 Covariance identities for exponential and related distributions
by Rao, B. L. S. Prakasa
- 313-321 Wavelet estimation for samples with random uniform design
by Cai, T. Tony & Brown, Lawrence D.
- 323-326 Kolmogrov and Erdös test for self-normalized sums
by Wang, Qiying
April 1999, Volume 42, Issue 2
- 107-113 On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions
by Yuan, Ke-Hai & Bentler, Peter M.
- 115-125 On the exact distributions of Eulerian and Simon Newcomb numbers associated with random permutations
by Fu, James C. & Lou, W. Y. Wendy & Wang, Yueh-Jir
- 127-130 Compatibility conditions for a set of conditional Gaussian distributions
by Liu, Chuanhai
- 131-137 On some new properties of the beta distribution
by Krysicki, Wlodzimierz
- 139-144 Rosenthal's inequality for LPQD sequences
by Louhichi, Sana
- 145-156 The Laplace order and ordering of residual lives
by Belzunce, Félix & Ortega, Eva & Ruiz, José M.
- 157-165 Square tray distributions
by Johnson, Norman L. & Kotz, Samuel
- 167-174 A paradox in least-squares estimation of linear regression models
by Bai, Z. D. & Guo, Meihui
- 175-184 Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
by Epps, T. W.
- 185-192 Third-order expansion of mean squared error of medians
by Huang, J. S.
- 193-200 The maximum occupancy number in a simple urn model
by Stadje, Wolfgang
- 201-206 An inverse of Sanov's theorem
by Ganesh, Ayalvadi & O'Connell, Neil
- 207-212 Characterizations of stochastic orders based on ratios of Laplace transforms
by Bartoszewicz, Jaroslaw
March 1999, Volume 42, Issue 1
- 1-6 On equitable ratios of Dubins-Freedman type
by Isaac, Richard
- 7-13 Relation between the covariance and Fisher information matrices
by Kagan, Abram & Landsman, Zinoviy
- 15-25 A polynomial model for bivariate extreme value distributions
by Nadarajah, S.
- 27-31 A minimality property of the minimal martingale measure
by Schweizer, Martin
- 33-37 On the posterior distribution of a location parameter from a strongly unimodal distribution
by Ma, Chunsheng
- 39-46 Goodness-of-fit test for linear models based on local polynomials
by Alcalá, J. T. & Cristóbal, J. A. & González-Manteiga, W.
- 47-51 Trimmed, Bayesian and admissible estimators
by Jurecková, Jana & Klebanov, Lev B.
- 53-60 Goodness-of-fit tests for nonlinear heteroscedastic regression models
by Diebolt, Jean & Zuber, Jacques
- 61-67 Complex-valued Wiener measure: An approach via random walk in the complex plane
by Jumarie, Guy
- 69-79 A comparison of some of pattern identification methods for order determination of mixed ARMA models
by Chan, Wai-Sum
- 81-89 The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis
by Montañés, Antonio & Reyes, Marcelo
- 91-98 Differentiation of the modified approximative Karhunen-Loeve expansion of a stochastic process
by Ruiz-Molina, Juan Carlos & Navarro, Jesús & Valderrama, J. Mariano
- 99-105 Characterization of the Weibull distribution by properties of the Fisher information under type-I censoring
by Gertsbakh, Ilya & Kagan, Abram
February 1999, Volume 41, Issue 4
- 331-336 A data-driven test for dispersive ordering
by Fan, Yanqin
- 337-346 A parabolic stochastic differential equation with fractional Brownian motion input
by Grecksch, W. & Anh, V. V.
- 347-351 A note on Rüger's test for discrete data
by Krummenauer, Frank
- 353-361 Block updating in constrained Markov chain Monte Carlo sampling
by Hum, Merrilee A. & Rue, Håvard & Sheehan, Nuala A.
- 363-377 Diffusion approximations for random walks on nilpotent Lie groups
by Caramellino, Lucia & Climescu-Haulica, Adriana & Pacchiarotti, Barbara
- 379-382 Analysis of goodness-of-fit for Cox regression model
by Jung, Sin-Ho & Wieand, Sam
- 383-388 Large deviation principle in nonparametric estimation of marked point processes
by Florens, Danielle & Pham, Huyên
- 389-395 Linear rank score statistics when ties are present
by Munzel, Ullrich
- 397-400 On the conditional expectation E(X X + W) in the case of independent random variables X, W
by Behrends, Ehrhard
- 401-406 A note on unbiased testing for the equivalence problem -- another christmas tree
by Munk, Axel
- 407-412 Conservativeness of global tests for bivariate binomial and Poisson data
by Krummenauer, Frank
- 413-423 Estimating the index of a stable law via the pot-method
by Marohn, Frank
- 425-433 Empirical likelihood for partial linear models with fixed designs
by Wang, Qi-Hua & Jing, Bing-Yi
- 435-438 A one-sided confidence set hidden under a two-sided sequential test of a normal mean
by Liu, Wei
February 1999, Volume 41, Issue 3
- 215-227 Bounds for robust maximum likelihood and posterior consistency in compound mixture state experiments
by Majumdar, Suman & Gilliland, Dennis & Hannan, James
- 229-236 Regression analysis with censored data: Extensions of Koul-Susarla-Van Ryzin approach
by Zhou, Mai
- 237-246 Density estimation in the presence of noise
by Walter, Gilbert G.
- 247-254 Nonparametric Bayesian predictive distributions for future order statistics
by Johnson, Richard A. & Evans, James W. & Green, David W.
- 255-265 Bayesian analysis of censored data
by Ghosh, J. K. & Ramamoorthi, R. V. & Srikanth, K. R.
- 267-275 Power calculations for detecting interaction in stratified 2x2 tables
by Gardiner, Joseph & Pathak, Dorothy & Indurkhya, Alka
- 277-286 Exact moments of the product limit estimator
by Phadia, Eswar G. & Shao, Peter Yi-Shi
- 287-301 Efficient estimation of a shift in nonparametric regression
by Schick, Anton
- 303-313 The asymptotic distribution of the suprema of the standardized empirical processes under the Koziol-Green model
by Ghorai, J. K. & Schmitter, J.
- 315-324 Estimation of the index parameter for autoregressive data using the estimated innovations
by Allen, Michael R. & Datta, Somnath
- 325-330 Estimation of variance components in dynamic linear models
by Zacks, Shelemyahu & Wang, Xiaodong
January 1999, Volume 41, Issue 2
- 101-105 Too much sampling kills the UMP test
by Kim, Yongdai & Verducci, Joseph S.
- 107-115 A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain
by Baldi, Paolo & Piccioni, Mauro
- 117-122 On the best approximation for bootstrapped empirical processes
by Horváth, Lajos & Steinebach, Josef
- 123-130 On Berry-Esséen rates for m-dependent U-statistics
by Wang, Qiying
- 131-137 The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution
by Genton, Marc G.
- 139-143 A theorem of stochastic representation related to Monge-Kantorovich problem
by Belili, Nacereddine
- 145-151 Regular stability of large order statistics
by Tomkins, R. J.
- 153-161 On the length of the longest increasing run in d
by Frolov, Andrei N. & Martikainen, Alexander I.
- 163-168 On kernel estimation of a multivariate distribution function
by Jin, Zhezhen & Shao, Yongzhao
- 169-178 On the large increments of fractional Brownian motion
by El-Nouty, Charles
- 179-189 On compound Poisson approximation for sums of random variables
by Vellaisamy, P. & Chaudhuri, B.
- 191-197 On identifiability in models for incomplete binary data
by Glonek, G. F. V.
- 199-208 A note on packing random intervals with varying density
by Rhee, WanSoo T.
January 1999, Volume 41, Issue 1
- 1-7 A parametric independence test for clustered binary data
by Bowman, Dale
- 9-17 Statistical inference for finite Markov chains based on divergences
by Menéndez, M. L. & Morales, D. & Pardo, L. & Zografos, K.
- 19-24 On unbiasedness of the empirical BLUE and BLUP
by Jiang, Jiming
- 25-30 Expected local influence in the normal linear regression model
by Cadigan, N. G. & Farrell, P. J.
- 31-37 On using index cases in the study of late-onset diseases
by Berger, Agnes
- 39-55 Estimating the index of a stable distribution
by de Haan, L. & Pereira, T. Themido
- 57-63 A modified logrank test for censored survival data under order restrictions
by Liu, P. Y. & Wei Yann Tsai
- 65-71 MSE performance of a heterogeneous pre-test estimator
by Ohtani, Kazuhiro
- 73-81 The efficiency of ordinary least squares in designed experiments subject to spatial or temporal variation
by Butler, Neil A.
- 83-86 Exponential tightness can fail in the strong topology
by Eichelsbacher, Peter & Grunwald, Malte
- 87-95 Testing for trends in correlated data
by Sun, Hongguang & Pantula, Sastry G.
- 97-99 Equivalent mixing conditions for Markov chains
by Bradley, Richard C.
November 1998, Volume 40, Issue 4
- 307-319 Another look at the jackknife: further examples of generalized bootstrap
by Chatterjee, Snigdhansu
- 321-327 "Drawings since hit tables in lotteries" and a new multivariate geometric distribution
by Henze, Norbert
- 329-331 On an explicit formula for the distribution of the supremum
by Sgibnev, M. S.
- 333-341 On visual distances in density estimation: the Hausdorff choice
by Cuevas, Antonio & Fraiman, Ricardo
- 343-351 On the convergence of generalized moments in almost sure central limit theorem
by Ibragimov, Ildar & Lifshits, Mikhail
- 353-361 Problems arising from jackknifing the estimate of a Kaplan-Meier integral
by Shen, Pao-Sheng
- 363-370 First inverse moment of a generalized quadratic form
by Lindoff, B.
- 371-377 Law of the iterated logarithm for Lévy's area process composed with Brownian motion
by Neuenschwander, Daniel
- 379-384 A note on the stationarity of a threshold first-order bilinear process
by Cappuccio, Nunzio & Ferrante, Marco & Fonseca, Giovanni
- 385-393 Change-point in the mean of dependent observations
by Kokoszka, Piotr & Leipus, Remigijus
- 395-401 Limit laws for the number of near maxima via the Poisson approximation
by Pakes, Anthony G. & Li, Yun
- 403-410 On the limiting behavior of randomly weighted partial sums
by Rosalsky, Andrew & Sreehari, M.
October 1998, Volume 40, Issue 3
- 203-214 Formulae and recursions for the joint distributions of success runs of several lengths in a two-state Markov chain
by Han, Qing & Aki, Sigeo
- 215-226 A test for singularity
by Frigyesi, Attila & Hössjer, Ola
- 227-236 Relative-error prediction
by Park, Heungsun & Stefanski, L. A.
- 237-245 Last passage time for the empirical mean of some mixing processes
by Barbe, P. & Doisy, M. & Garel, B.
- 247-257 Predictive inference for directional data
by Rao Jammalamadaka, S. & SenGupta, Ashis
- 259-266 Characterizations of the -class of life distributions
by Gwo Dong, Lin
- 267-278 Parametric nonstationary correlation models
by Hughes-Oliver, Jacqueline M. & Gonzalez-Farias, Graciela & Lu, Jye-Chyi & Chen, Di
- 279-287 Weak nondifferential measurement error models
by Bolfarine, Heleno & Arellano-Valle, Reinaldo B.
- 289-292 MLE are stochastically increasing if likelihoods are unimodal
by Gan, Gaoxiong
- 293-303 U-statistics on a lattice of I.I.D. random variables
by Christofides, Tasos C. & Serfling, Robert
September 1998, Volume 40, Issue 2
- 103-111 Large deviations for stable Itô equations
by Tudor, C.
- 113-119 Comparing two tests used for diagnostic or screening purposes
by Geisser, Seymour
- 121-126 An integral characterization problem in an age-dependent cancer model
by Lee, Chinsan
- 127-131 Equivalence of two conditions on singular components
by Sgibnev, M. S.
- 133-137 A note on the existence of maximum likelihood estimates for Gaussian-inverted Wishart models
by Le, N. & Sun, L. & Zidek, J. V.
- 139-148 Verifying irreducibility and continuity of a nonlinear time series
by Cline, Daren B. H. & Pu, Huay-min H.
- 149-153 Some properties of inferences in misspecified linear models
by Severini, Thomas A.
- 155-164 Characterizations of some subclasses of spherical distributions
by Liang, Jia-Juan & Bentler, Peter M.
- 165-170 Conditional coverage probability of confidence intervals in errors-in-variables and related models
by Tsao, Chen-Hai Andy
- 171-177 Asymptotics of a class of pth-order nonlinear autoregressive processes
by Lee, Chanho
- 179-183 On the symmetric bilateral AR processes
by Choi, ByoungSeon
- 185-188 Some projective properties of fractional factorial designs
by Chen, Hegang
- 189-201 Estimation and test of linearity for a class of additive nonlinear models
by Chèze-Payaud, Nathalie & Poggi, Jean-Michel & Portier, Bruno
September 1998, Volume 40, Issue 1
- 1-8 Convergence of conditional expectations given the random variables of a Skorohod representation
by Arcudi, Ornella
- 9-13 Markov death process modelling and analysis of binary data
by Faddy, M. J.
- 15-22 A Bayesian analysis of generalized threshold autoregressive models
by Chen, Cathy W. S.
- 23-29 Characterizations of the dispersive order of distributions by the Laplace transform
by Bartoszewicz, Jaroslaw
- 31-41 Sequential confidence bands for densities under truncated and censored data
by Sun, Liuquan & Zhou, Yong
- 43-55 Estimation of linear functionals of Poisson processes
by Kutoyants, Yu. A. & Liese, F.
- 57-66 B-spline estimation of regression functions with errors in variable
by Koo, Ja-Yong & Lee, Kee-Won
- 67-73 The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model
by Dunmur, A. P. & Titterington, D. M.
- 75-81 The law of the large numbers for U-statistics for 2m-wise independent random variables
by Arcones, Miguel A.
- 83-91 A note on Rosenblatt distributions
by Albin, J. M. P.
- 93-102 Stochastic comparisons and couplings for interacting particle systems
by Javier López, F. & Sanz, Gerardo
August 1998, Volume 39, Issue 4
- 289-304 Trajectories of exchangeable sequences: Large and moderate deviations results
by Daras, Tryfon
- 305-315 Distributional convergence under proportional censorship when covariables are present
by de Uña-Álvarez, Jacobo & González-Manteiga, Wenceslao
- 317-326 Optimality of a class of efficiency-balanced designs
by Das, Ashish
- 327-331 Representation of multivariate discrete distributions by probability generating functions
by Krummenauer, Frank
- 333-336 A poisson limit law for a generalized birthday problem
by Henze, Norbert
- 337-345 Identifying the multifractional function of a Gaussian process
by Benassi, Albert & Cohen, Serge & Istas, Jacques
- 347-354 Approximation of the Hill estimator process
by Kaufmann, E. & Reiss, R. -D.
- 355-361 Symmetrization and decoupling of combinatorial random elements
by Duembgen, Lutz
- 363-370 Weak convergence in Lp(0,1) of the uniform empirical process under dependence
by Oliveira, P. E. & Suquet, Ch.
- 371-377 Geometric convergence of the Metropolis-Hastings simulation algorithm
by Holden, Lars
- 379-384 Statistical estimation by a linear combination of two given statistics
by Gro[beta], Jürgen
August 1998, Volume 39, Issue 3
- 185-193 The maximal dominated subsets of a statistical experiment
by Macci, Claudio
- 195-203 Ordering properties of the TTT-plot of lifetimes with Schur joint densities
by Nappo, G. & Spizzichino, F.
- 205-212 Generalized poisson models arising from Markov processes
by Bosch, Ronald J. & Ryan, Louise M.
- 213-227 On the class of g-monotone dependence functions
by Krajka, A.
- 229-236 Bootstrapping statistical functionals
by Jiménez Gamero, M. D. & Muñoz García, J. & Muñoz Reyes, A.
- 237-244 Asymptotic efficiency of a proportional hazards model with cure
by Tsodikov, Alexander
Printed from https://ideas.repec.org/s/eee/stapro36.html
