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Content
July 1998, Volume 39, Issue 1
- 43-47 Simulations on the Theil-Sen regression estimator with right-censored data
by Wilcox, Rand R.
- 49-54 A note on relationships between moments, central moments and cumulants from multivariate distributions
by Balakrishnan, N. & Johnson, Norman L. & Kotz, Samuel
- 55-60 Cramer's condition and Sanov's theorem
by Schied, Alexander
- 61-72 An L2 error test with order selection and thresholding
by Lee, GeungHee & Hart, Jeffrey D.
- 73-80 On the normal record values and associated inference
by Balakrishnan, N. & Chan, P. S.
July 1998, Volume 38, Issue 4
- 289-294 The comparison between polynomial regression and orthogonal polynomial regression
by Tian, Guo-Liang
- 295-298 On the determination of the number of components in a mixture
by Polymenis, A. & Titterington, D. M.
- 299-303 A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process
by Guglielmi, Alessandra
- 305-309 Bias annihilating bandwidths for kernel density estimation at a point
by Hazelton, Martin L.
- 311-321 A remark on approximate M-estimators
by Arcones, Miguel A.
- 323-328 Hastings-Metropolis algorithms and reference measures
by Chen, Pei-de
- 329-333 Why the variance?
by Kagan, Abram & Shepp, Lawrence A.
- 335-345 Characterization of error distributions in time-series regression models
by Hallin, M. & Jurecková, J. & Milhaud, X.
- 347-354 Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators
by Markiewicz, Augustyn
- 355-362 On exponential rates of estimators of the parameter in the first-order autoregressive process
by Kakizawa, Yoshihide
- 363-368 A note on bias robustness of the median
by Chen, Zhiqiang
- 369-376 The power function of the maximum studentized range test in a two-way design
by Cheung, Siu Hung & Wu, Yaohua
June 1998, Volume 38, Issue 3
- 207-214 Large deviations in partial sums of U-processes in stronger topologies
by Eichelsbacher, Peter
- 215-220 Optimal Bayesian-feasible dose escalation for cancer phase I trials
by Zacks, S. & Rogatko, A. & Babb, J.
- 221-227 Testing equality of two normal means using a variance pre-test
by Albers, Willem & Boon, Pieta C. & Kallenberg, Wilbert C. M.
- 229-233 Mixed Poisson distributions tail equivalent to their mixing distributions
by Perline, Richard
- 235-245 Invariance principle for martingale-difference random fields
by Poghosyan, S. & Roelly, S.
- 247-253 A formula on multivariate Dirichlet distributions
by Letac, Gérard & Massam, Hélène
- 255-261 Asymptotic variance of M-estimators for dependent Gaussian random variables
by Genton, Marc G.
- 263-274 Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
by Le Breton, Alain
- 275-280 An ordered relation between the ANOVA estimator of the intraclass correlation and a kappa-type statistic in binary data
by Cheng, Song-Show & Cheng, Yu-Chun
- 281-288 Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data
by Garren, Steven T.
June 1998, Volume 38, Issue 2
- 101-105 Weak law of large numbers for arrays
by Sung, Soo Hak
- 107-115 Asymptotically unbiased estimators for the extreme-value index
by Peng, L.
- 117-123 Sequence of expectations of maximum-order statistics
by Huang, J. S.
- 125-130 A note on the uniqueness of the quasi-likelihood estimator
by Tzavelas, George
- 131-135 The density of the inverse and pseudo-inverse of a random matrix
by Olkin, Ingram
- 137-144 Conditional large deviations for density case
by Kim, Gie-Whan & Truax, Donald R.
- 145-150 On the bias of the OLS estimator in a nonstationary dynamic panel data model
by Pitarakis, Jean-Yves
- 151-156 Hypothesis testing for some time-series models: a power comparison
by Thavaneswaran, A. & Peiris, Shelton
- 157-160 Mixture representation of Linnik distribution revisited
by Kozubowski, Tomasz J.
- 161-166 Sample size calculations for smoothing splines based on Bayesian confidence intervals
by Wang, Yuedong
- 167-175 Generalized k-matches
by Herzog, Jonathan & McLaren, Christopher & Godbole, Anant P.
- 177-182 On the almost sure boundedness of norms of some empirical operators
by Latala, Rafal
- 183-186 A representation result for finite Markov chains
by Spreij, Peter
- 187-195 Parameterizations and modes of stable distributions
by Nolan, John P.
- 197-205 Using M-type smoothing splines to estimate the spectral density of a stationary time series
by Ferreira, Eva
May 1998, Volume 38, Issue 1
- 1-9 Applications of a general composition theorem to the star order of distributions
by Bartoszewicz, Jaroslaw
- 11-19 A new criterion for variable selection
by Philips, R. & Guttman, I.
- 21-25 A uniform strong law of large numbers for partial sum processes of Banach space-valued random sets
by Jang, Lee-Chae & Kwon, Joong-Sung
- 27-31 A note on complete convergence for arrays
by Hu, T. -C. & Szynal, D. & Volodin, A. I.
- 33-39 On the posterior distribution of the covariance matrix of the growth curve model
by Pan, Jian-Xin & Fang, Kai-Tai & von Rosen, Dietrich
- 41-47 Generalized graphical models for discrete data
by Teugels, Jozef L. & Van Horebeek, Johan
- 49-57 On consistency of the monotone MLE of survival for left truncated and interval-censored data
by Pan, Wei & Chappell, Rick & Kosorok, Michael R.
- 59-67 A note on universal admissibility of scale parameter estimators
by Kushary, Debashis
- 69-71 Moments of ratios of quadratic forms
by Gupta, A. K. & Kabe, D. G.
- 73-81 A note on moments of the maximum of Cesàro summation
by Li, Deli & Huang, Mei Ling
- 83-88 Marcinkiewicz--Zygmund law for sequences of blockwise m-dependent random variables
by Bo, Zhang
- 89-99 Optimal cooperative stopping rules for maximization of the product of the expected stopped values
by Assaf, David & Samuel-Cahn, Ester
March 1998, Volume 37, Issue 4
- 321-329 Generalized method of Pao-Zhuan Yin-Yu
by Fu, James C. & Li, Lung-An
- 331-340 Limit behavior of the empirical influence function of the median
by Croux, Christophe
- 341-350 A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
by Agostinelli, Claudio & Markatou, Marianthi
- 351-355 A characterisation of Hjort's discrete time beta process
by Walker, Stephen
- 357-365 The exact u chart can be obtained using simple adjustments
by Chen, Gemai & Cheng, Smiley W.
- 367-373 D-optimal fractional factorial designs
by Chiu, Wan-Yi & John, Peter W. M.
- 375-379 p-Adic behaviour of Bernoulli probabilities
by Khrennikov, Andrew
- 381-389 Asymptotic properties of Kaplan-Meier estimator for censored dependent data
by Cai, Zongwu
- 391-397 On Benford's law to variable base
by Schatte, P.
- 399-408 Analysis of fixed effects linear models under heteroscedastic errors
by Smith, Todd & Peddada, Shyamal D.
- 409-414 Addition or deletion?
by Dey, Aloke & Midha, Chand K.
- 415-421 Buffon got it straight
by Wood, G. R. & Robertson, J. M.
- 423-430 Confidence intervals for the number of unseen types
by Finkelstein, Mark & Tucker, Howard G. & Veeh, Jerry Alan
March 1998, Volume 37, Issue 3
- 213-221 Mixture representations for symmetric generalized Linnik laws
by Pakes, Anthony G.
- 223-228 Asymptotic properties of the GMLE with case 2 interval-censored data
by Yu, Qiqing & Schick, Anton & Li, Linxiong & Wong, George Y. C.
- 229-236 On almost sure max-limit theorems
by Fahrner, I. & Stadtmüller, U.
- 237-242 Equivalent conditions on the central limit theorem for a sequence of probability measures on R
by Mikami, Toshio
- 243-247 Discrete stable random variables
by Christoph, Gerd & Schreiber, Karina
- 249-257 On the Devroye-Györfi methods of correcting density estimators
by Kaluszka, M.
- 259-267 Bootstrapping sample quantiles in non-regular cases
by Knight, Keith
- 269-278 A note on the behaviour of residual plots in regression
by Velilla, Santiago
- 279-285 Small deviations for the Poisson process
by Alvarez-Andrade, Sergio
- 287-293 Bandwidth selection for power optimality in a test of equality of regression curves
by Kulasekera, K. B. & Wang, J.
- 295-302 Bootstrapping weighted empirical processes that do not converge weakly
by Lahiri, Soumendra Nath
- 303-313 Testing based on sampled data for proportional hazards model
by Marzec, Leszek & Marzec, Pawel
February 1998, Volume 37, Issue 2
- 111-114 A note on sufficiency and information loss
by Kabaila, Paul
- 115-119 Uniform strong consistency of sample quantiles
by Zielinski, Ryszard
- 121-129 Testing for unimodal dependence in an ordered contingency table with restricted marginal probabilities
by Park, Chul Gyu
- 131-139 Finite sample performance of deconvolving density estimators
by Wand, M. P.
- 141-147 On limiting distributions in explosive autoregressive processes
by Monsour, Michael J. & Mikulski, Piotr W.
- 149-154 Uniform association in contingency tables associated to Csiszar divergence
by Conde, J. & Salicrú, M.
- 155-165 On one-sided strong laws for large increments of sums
by Frolov, Andrei N.
- 167-170 An arrangement increasing property of the Marshall-Olkin bivariate exponential
by Boland, Philip J.
- 171-182 Weak convergence of convex stochastic processes
by Arcones, Miguel A.
- 183-193 A Kolmogorov-type test for second-order stochastic dominance
by Schmid, Friedrich & Trede, Mark
- 195-201 Small deviations for the Poisson process
by Alvarez-Andrade, Sergio
- 203-211 Continuity of some anticipating integral processes
by Hu, Yaozhong & Nualart, David
January 1998, Volume 37, Issue 1
- 1-6 Comparison of order statistics between dependent and independent random variables
by Hu, Taizhong & Hu, Jinjin
- 7-14 On forecasting SETAR processes
by De Gooijer, Jan G. & De Bruin, Paul T.
- 15-17 Some results concerning the rates of convergence of random walks on finite group
by Dai, Jack J.
- 19-27 Using a stopping rule to determine the size of the training sample in a classification problem
by Kundu, Subrata & Martinsek, Adam T.
- 29-34 Random walks on edge transitive graphs
by Palacios, JoséLuis & Renom, JoséMiguel
- 35-40 An ergodic Markov chain is not determined by its two-dimensional marginal laws
by Courbage, M. & Hamdan, D.
- 41-47 The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations
by Kauermann, Göran & Müller, Marlene & Carroll, Raymond J.
- 49-58 Interval estimation of location and scale parameters based on record values
by Chan, Ping Shing
- 59-65 Tail probability approximations for U-statistics
by Keener, Robert W. & Robinson, John & Weber, Neville C.
- 67-76 Almost sure central limit theorems under minimal conditions
by Berkes, István & Csáki, Endre & Horváth, Lajos
- 77-80 Some linear models are necessarily parametric
by Kagan, Abram & Shepp, Lawrence A.
- 81-87 On the rate of convergence of the ECME algorithm
by Mkhadri, Abdallah
- 89-95 Modified expression for a recurrence relation on the product moments of order statistics
by Samuel, P. & Thomas, P. Y.
- 97-100 Least squares estimation of two functions under order restriction in isotonicity
by Park, Chul Gyu
- 101-108 A note on unconditional properties of a parametrically guided Nadaraya-Watson estimator
by Glad, Ingrid K.
January 1998, Volume 36, Issue 4
- 321-326 Completeness of Bhattacharya metric on the space of probabilities
by Chakraborty, Santanu & Rao, B. V.
- 327-336 On bounded entropy of solutions of multi-dimensional stochastic differential equations
by Stummer, Wolfgang
- 337-347 A threshold estimation problem for processes with hysteresis
by Freidlin, Mark & Pfeiffer, Ruth
- 349-357 Low structure imprecise predictive inference for Bayes' problem
by Coolen, F. P. A.
- 359-364 Penalized likelihood estimation: Convergence under incorrect model
by Gu, Chong
- 365-372 Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval
by Wang, Hsiuying
- 373-378 On equivariant estimation of the location of elliptical distributions under Pitman closeness criterion
by Nayak, Tapan K.
- 379-391 The asymptotics of maximum-likelihood estimates of parameters based on a data type where the failure and the censoring time are dependent
by Chen, Di & Lu, Jye-Chyi
- 393-400 Weak convergence of smoothed empirical process in Hölder spaces
by Hamadouche, D.
- 401-413 Trimmed best k-nets: A robustified version of an L[infinity]-based clustering method
by Cuesta-Albertos, J. A. & Gordaliza, A. & Matrán, C.
- 415-420 An alternative representation of Altham's multiplicative-binomial distribution
by Lovison, G.
- 421-425 On asymptotic distribution of optimal design for polynomial-type regression
by Chang, Fu-Chuen
- 427-436 Optimal designs for diallel cross experiments
by Das, Ashish & Dey, Aloke & Dean, Angela M.
December 1997, Volume 36, Issue 3
- 213-218 The law of iterated logarithm for one winding functional
by Dorofeev, Eugene A.
- 219-229 Preferred point [alpha]-manifold and Amari's [alpha]-connections
by Zhu, Hong-Tu & Wei, Bo-Cheng
- 231-243 Some results on normalized total time on test and spacings
by Ebrahimi, Nader & Spizzichino, Fabio
- 245-250 A note on the autocorrelations related to a bilinear model with non-independent shocks
by Martins, C. M.
- 251-259 Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples
by Elfessi, Abdulaziz
- 261-267 On estimation of the common mean of k ([greater-or-equal, slanted] 2) normal populations with order restricted variances
by Misra, Neeraj & van der Meulen, Edward C.
- 269-274 A new positive estimator of loss function
by Maruyama, Yuzo
- 275-287 Smooth estimate of quantiles under association
by Cai, Zongwu & Roussas, George G.
- 289-297 Extremes for non-anticipating moving averages of totally skewed [alpha]-stable motion
by Albin, J. M. P.
- 299-306 A note on expansion for functionals of spatial marked point processes
by Blaszczyszyn, Bartlomiej & Merzbach, Ely & Schmidt, Volker
- 307-317 A note on Silvey's (1959) Theorem
by Neuenschwander, Beat E. & Flury, Bernard D.
December 1997, Volume 36, Issue 2
- 101-114 Bandwidth choice for hazard rate estimators from left truncated and right censored data
by Sun, Liuquan
- 115-125 Kernel density estimation for random fields (density estimation for random fields)
by Carbon, Michel & Tran, Lanh Tat & Wu, Berlin
- 127-134 Posterior mean identifies the prior distribution in nb and related models
by Papageorgiou, H. & Wesolowski, Jacek
- 135-143 Constructive definitions of fuzzy random variables
by López-Diaz, Miguel & Gil, Maria Angeles
- 145-152 Stability of maxima over randomly deleted sets
by Rothmann, Mark D.
- 153-159 A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times
by Shoji, Isao
- 161-172 Density adjusted kernel smoothers for random design nonparametric regression
by Müller, H. -G.
- 173-178 Stability of Bayesian inference in exponential families
by Boratynska, Agata
- 179-188 A note on two-stage and sequential fixed-width intervals for the parameter in the uniform density
by Govindarajulu, Z.
- 189-193 On the invariant measure of non-reversible simulated annealing
by Löwe, Matthias
- 195-198 Where variance is largest for Mann and Whitney's U under a sum of powers marginal distribution
by Edwardes, Michael D. deB.
- 199-204 Augmented order statistics and the biasing effect of outliers
by David, H. A.
- 205-212 A simple diagnostic tool for local prior sensitivity
by Peña, Daniel & Zamar, Ruben
November 1997, Volume 36, Issue 1
- 1-7 Moments in the duration of play
by Bach, Eric
- 9-21 Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem
by Janssen, Arnold
- 23-27 On order restricted inference in some mixed linear models
by Silvapulle, Mervyn J.
- 29-34 On the number of predecessors in constrained random mappings
by Gittenberger, Bernhard
- 35-41 Bounds based on greatest convex minorants for moments of record values
by Raqab, Mohammad Z.
- 43-47 A consistent combined classification rule
by Mojirsheibani, M.
- 49-57 Bounds on system reliability of used components under MIFR/t assumption
by Arizono, H. & Bueno, V. C.
- 59-67 A simple algorithm for tighter exact upper confidence bounds with rare attributes in finite universes
by Wright, Tommy
- 69-83 A note on the Dirichlet process prior in Bayesian nonparametric inference with partial exchangeability
by Petrone, Sonia & Raftery, Adrian E.
- 85-90 Statistical inference about the shape parameter of the Weibull distribution
by Chen, Zhenmin
- 91-100 Large and moderate deviations for the empirical measures of an exchangeable sequence
by Daras, Tryfon
November 1997, Volume 35, Issue 4
- 307-315 Nonparametric estimation of the time-varying frequency and amplitude
by Katkovnik, Vladimir
- 317-325 Stopped two-dimensional perturbed random walks and Lévy processes
by Gut, Allan
- 327-333 Connections among various variability orderings
by Kochar, Subhash C. & Carrière, K. C.
- 335-339 A note on equality of MINQUE and simple estimator in the general Gauss-Markov model
by Gro[beta], Jürgen
- 341-344 A counterexample in experimental design showing that the G-criterion function is not necessarily strictly decreasing
by Imhof, Lorens
- 345-354 On Bayesian estimation of the multiple decrement function in the competing risks problem, II: The discrete case
by Neath, Andrew A. & Samaniego, Francisco J.
- 355-362 On the estimation of monotone uniform approximations
by Domínguez-Menchero, J. S. & López-Palomo, M. J.
- 363-370 On tail behavior in Bayesian location inference
by Maín, P. & Navarro, H.
- 371-379 Random random walks on the integers mod n
by Dai, Jack J. & Hildebrand, Martin V.
- 381-394 Equivalences in strong limit theorems for renewal counting processes
by Gut, Allan & Klesov, Oleg & Steinebach, Josef
- 395-400 Sharp upper and lower bounds for asymptotic levels of some statistical tests
by Jiang, Jiming
- 401-407 Estimation of regression models with nested error structure and unequal error variances under two and three stage cluster sampling
by Stukel, D. M. & Rao, J. N. K.
- 409-416 On random walks with jumps scaled by cumulative sums of random variables
by Borovkov, Konstantin
- 417-422 A random functional central limit theorem for stationary linear processes generated by martingales
by Fakhre-Zakeri, Issa & Lee, Sangyeol
- 423-432 Modeling Poisson variables with positive spatial dependence
by Kaiser, Mark S. & Cressie, Noel
October 1997, Volume 35, Issue 3
- 203-213 Extreme smoothing and testing for multivariate normality
by Henze, Norbert
- 215-223 An extension to modeling cylindrical variables
by Anderson-Cook, C. M.
- 225-232 Random design wavelet curve smoothing
by Antoniadis, A. & Grégoire, G. & Vial, P.
- 233-240 Variance in randomized play-the-winner clinical trials
by Matthews, Peter C. & Rosenberger, William F.
- 241-250 A note on the integrated squared error of a kernel density estimator in non-smooth cases
by van Es, Bert
- 251-259 A multivariate Kolmogorov-Smirnov test of goodness of fit
by Justel, Ana & Peña, Daniel & Zamar, Rubén
- 261-268 Goodness-of-fit statistics based on weighted Lp-functionals
by Ahmad, Ibrahim A.
- 269-275 Accelerated life testing when a process of production is unstable
by Bagdonavicius, Vilijandas & Nikulin, Mikhail
- 277-282 Peakedness of linear forms in ensembles and mixtures
by Jensen, D. R.
- 283-288 Bandit bounds from stochastic variability extrema
by Herschkorn, Stephen J.
- 289-296 On superior limits for the increments of Gaussian processes
by Kyo Shin Huang & Choi, Yong Kab & Jong Soo Jung
- 297-305 Superposition of renewal processes in a random environment
by Li, Linxiong
September 1997, Volume 35, Issue 2
- 101-107 On a property of the finite Fourier partial sums process
by Kulperger, R. J.
- 109-114 Maximin efficient designs another view at D-optimality
by Schwabe, Rainer
- 115-121 Asymptotic Bayes risks for a general class of losses
by Rousseau, Judith
- 123-134 Moderate deviations for m-dependent random variables with Banach space values
by Chen, Xia
- 135-140 A bound for higher moments of expected sample size in sequential testing
by Irle, A.
- 141-143 Efficient rounding of sampling allocations
by Pukelsheim, Friedrich
- 145-153 The random connection model in high dimensions
by Meester, Ronald & Penrose, Mathew D. & Sarkar, Anish
- 155-164 Bias correction for a class of multivariate nonlinear regression models
by Cordeiro, Gauss M. & Vasconcellos, Klaus L. P.
- 165-171 Maximum-likelihood estimation under bound restriction and order and uniform bound restrictions
by Hu, Xiaomi
- 173-179 Regression and asymptotical location of a multivariate sample
by Jacob, P. & Suquet, Ch.
- 181-187 On the non-existence of a Bartlett correction for unit root tests
by Jensen, J. L. & Wood, Andrew T. A.
- 189-196 Random central limit theorem for the linear process generated by a strong mixing process
by Lee, Sangyeol
- 197-201 The iterated jackknife estimate of variance
by Houdré, Christian
August 1997, Volume 35, Issue 1