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
September 1999, Volume 44, Issue 3
August 1999, Volume 44, Issue 2
- 109-122 Wavelet methods to estimate an integrated quadratic functional: Adaptivity and asymptotic law
by Gayraud, Ghislaine & Tribouley, Karine
- 123-130 On the variance of the number of extreme points of a random convex hull
by Massé, Bruno
- 131-136 Exact D-optimal designs for polynomial regression without intercept
by Chang, Fu-Chuen
- 137-146 Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models
by Chen, Shijie & Mukherjee, Kanchan
- 147-154 On smoothness measurement for weakly stationary processes
by Navarro, H.
- 155-160 Consecutive k out of n: F systems with Cycle k
by Boland, Philip J. & Papastavridis, Stavros
- 161-166 Stochastic orderings between distributions and their sample spacings - II
by Khaledi, Baha-Eldin & Kochar, Subhash
- 167-176 Approximations for discrete scan statistics on the circle
by Chen, Jie & Glaz, Joseph
- 177-180 Inference from a sequential design: proof of a conjecture by Ford and Silvey
by Rosenberger, William F. & Hughes-Oliver, Jacqueline M.
- 181-187 A note on the complex roots of complex random polynomials
by Ramponi, A.
- 189-194 Comparisons with the best in response surface methodology
by Moore, Linda J. & Sa, Ping
- 195-200 Maximal inequalities for averages of i.i.d. and 2-exchangeable random variables
by Etemadi, N.
- 201-207 An optimal property of the exact multinomial test and the extended Fisher's exact test
by Kang, Seung-ho
- 209-209 The bootstrap of the mean for strong mixing sequences under minimal conditions : [Statist. Probab. Lett. 28 (1996) 65-72]
by Radulovic, Dragan
- 210-210 The Hájek-Rényi inequality for the NA random variables and its application : [Statist. Probab. Lett. 43 (1999) 99-105]
by Liu, Jingjun & Gan, Shixin & Chen, Pingyan
August 1999, Volume 44, Issue 1
- 1-6 The comparison theorem of FBSDE
by Wu, Zhen
- 7-17 Approximating the powers of order-restricted log rank tests at local alternatives
by Singh, Bahadur & Wright, F. T.
- 19-22 On the strong convergence of a weighted sum
by Wu, Wei Biao
- 23-27 A Poisson approximation with applications to the number of maxima in a discrete sample
by Olofsson, Peter
- 29-45 On nonparametric estimation in nonlinear AR(1)-models
by Hoffmann, Marc
- 47-54 On some maximal inequalities for fractional Brownian motions
by Novikov, Alexander & Valkeila, Esko
- 55-62 An inequality for uniform deviations of sample averages from their means
by Bartlett, Peter & Lugosi, Gábor
- 63-72 Global robustness of location and dispersion estimates
by Berrendero, José R. & Zamar, Ruben H.
- 73-78 Goodness-of-fit statistics, discrepancies and robust designs
by Hickernell, Fred J.
- 79-86 A small-sample correction for the Schwarz SIC model selection criterion
by McQuarrie, Allan D.
- 87-95 The gambler's ruin problem with n players and asymmetric play
by Rocha, Amy L. & Stern, Frederick
- 97-106 On the asymptotic variance of the continuous-time kernel density estimator
by Sköld, Martin & Hössjer, Ola
- 107-108 Fractional Brownian motion via fractional Laplacian
by Bojdecki, Tomasz & Gorostiza, Luis G.
July 1999, Volume 43, Issue 4
- 325-333 On min-max majority and deepest points
by Nolan, D.
- 335-341 Maximum likelihood estimation for the Erlang integer parameter
by Miller, Gregory K.
- 343-347 Characterization of spatial Poisson along optional increasing paths: A problem of dimension's reduction
by Aletti, G. & Capasso, V.
- 349-359 Some robust estimates of principal components
by Marden, John I.
- 361-367 Limit theorems and random spacings related to cutting of DNAs by radiation
by Saisho, Yasumasa
- 369-375 On minimax rates of convergence in image models under sequential design
by Korostelev, Alexander
- 377-384 Reference priors for the general location-scale modelm
by Fernández, Carmen & Steel, Mark F. J.
- 385-392 On estimation of the spectral measure of certain nonnormal operator stable laws
by Scheffler, Hans-Peter
- 393-397 Reducing non-stationary stochastic processes to stationarity by a time deformation
by Perrin, Olivier & Senoussi, Rachid
- 399-409 Estimation of the coefficient of tail dependence in bivariate extremes
by Peng, L.
- 411-414 The joint covariance structure of ordered symmetrically dependent observations and their concomitants of order statistics
by Lee, Hak-Myung & Viana, Marlos
- 415-420 A note on the wavelet oracle
by Hall, Peter & Kerkyacharian, Gérard & Picard, Dominique
- 421-426 Convolution of geometrics and a reliability problem
by Sen, Ananda & Balakrishnan, N.
- 427-431 Bounds for rth order joint cumulant under rth order strong mixing
by Rao, B. L. S. Prakasa
July 1999, Volume 43, Issue 3
- 217-223 On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes
by Kim, Tae Yoon
- 225-236 Age-smooth properties of mixture models
by Mi, Jie
- 237-242 Reliabilities for (n,f,k) systems
by Chang, Gerard J. & Cui, Lirong & Hwang, Frank K.
- 243-250 Asymptotic normality of nonparametric estimators under [alpha]-mixing condition
by Liebscher, Eckhard
- 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
Printed from https://ideas.repec.org/s/eee/stapro36.html
