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
April 1996, Volume 27, Issue 3
- 231-239 Optimized scorings for ordinal data for the general linear model
by Gautam, Shiva & Kimeldorf, George & Sampson, Allan R.
- 241-246 A note on the inverse estimation of band-limited signals
by Ruymgaart, Frits H.
- 247-254 Laws of the iterated logarithm for weighted sums of independent random variables
by Li, Deli & Tomkins, R. J.
- 255-258 A note on density estimation for Poisson mixtures
by McKay, Ian
- 259-265 Correlation between successive values of Anderson's classification statistic in the hold-out method
by Park, Pil S. & Kshirsagar, Anant M.
- 267-270 On c-optimal random variables
by Rüschendorf, Ludger
- 271-274 Dispersive ordering of order statistics
by Kochar, Subhash C.
- 275-279 Use of asymmetrical factorials for generating designs for quadratic mixture model
by Aggarwal, M. L. & Sarin, V.
- 281-287 Weighted least squares estimates in partly linear regression models
by Schick, Anton
April 1996, Volume 27, Issue 2
- 101-109 Recurrence formula for expectations of products of quadratic forms
by Ghazal, G. A.
- 111-114 Iterated Brownian motion and stable() subordinator
by Bertoin, Jean
- 115-126 The impact of unsuspected serial correlations on model selection in linear regression
by Hurvich, Clifford M. & Tsai, Chih-Ling
- 127-129 On distribution functions with completely monotone derivative
by Sandhya, E. & Satheesh, S.
- 131-136 The sample mid-range and interquartiles
by Bingham, N. H.
- 137-143 Tests for semiparametric model based on non-homogeneous Markov process
by Marzec, Leszek & Marzec, Pawel
- 145-148 Characterization of general ridge estimators
by Markiewicz, Augustyn
- 149-153 Some new non-proper variance-balanced designs with unequal replications
by Sinha, K. & Jones, B. & Kageyama, Sanpei
- 155-162 Test for generalized variance in signal processing
by Bhandary, Madhusudan
- 163-169 Local sensitivity of density bounded priors
by Meng, Q. & Sivaganesan, S.
- 171-175 On the asymptotic behavior of Akaike's BIC
by Reschenhofer, Erhard
- 177-180 On the coefficient of variation of the - and -classes
by Bhattacharjee, Arnab & Sengupta, Debasis
- 181-188 Empirical Bayes rules for selecting the most and least probable multivariate hypergeometric event
by Balakrishnan, N. & Ma, Yimin
- 189-194 Explicit and asymptotic formulae for the expected values of the order statistics of the Cantor distribution
by Knopfmacher, Arnold & Prodinger, Helmut
March 1996, Volume 27, Issue 1
- 1-9 A strong law of large numbers for triangular mixingale arrays
by de Jong, Robert M.
- 11-15 Regression and edge estimation
by Jacob, P. & Suquet, Ch.
- 17-23 On the identifiability of measurement error in the bifurcating autoregressive model
by Huggins, Richard
- 25-29 The variogram of the uniform transform of a random field
by De Cesare, L. & Posa, D.
- 31-36 Some results on discrete [alpha]-unimodality
by Mashhour, A. F.
- 37-41 A direct approach to a Bayesian sequential test for a normal mean
by Wan, Fanghuan & Wu, Xizhi
- 43-47 Non-dependence of the predictive distribution on the population size
by Bose, Sudip & Kedem, Benjamin
- 49-60 On the unconditional strong law of large numbers for the bootstrap mean
by Arenal-Gutiérrez, Eusebio & Matrán, Carlos & Cuesta-Albertos, Juan A.
- 61-65 A note on the change-point problem for angular data
by Csörgo, Miklós & Horváth, Lajos
- 67-69 Refinement of a zero-one law for maxima
by Tomkins, R. J.
- 71-84 Wavelet linear density estimator for a discrete-time stochastic process: Lp-losses
by Leblanc, Frédérique
- 85-89 Testing for the equality of several correlation matrices
by Schott, James R.
- 91-98 Illustration of some moment identities for order statistics
by Lange, Kenneth
March 1996, Volume 26, Issue 4
- 293-295 On the weak ergodicity of nonhomogeneous Markov chains
by Tan, Choon Peng
- 297-307 A note on density mode estimation
by Vieu, Philippe
- 309-314 Note on closed-form MLEs of failure rates in a fully parametric random censorship model with incomplete data
by Gastaldi, Tommaso
- 315-321 A note on random densities via wavelets
by Vidakovic, Brani
- 323-328 On Bayesian robustness with the [var epsilon]-contamination class of priors
by Boratynska, Agata
- 329-332 Linear models and D-optimal designs for n [triple bond; length as m-dash] 2 mod 4
by Koukouvinos, Christos
- 333-338 Orthogonal designs in linear models and sequences with zero autocorrelation
by Koukouvinos, Christos
- 339-346 On the distribution of linear functions of independent F and U variates
by Lee, Jack C. & Hu, Ling
- 347-355 On computing the expected Fisher information matrix for state-space model parameters
by Cavanaugh, Joseph E. & Shumway, Robert H.
- 357-363 On maximin designs for correlated observations
by Bischoff, Wolfgang
- 365-375 Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap
by Arenal-Gutiérrez, Eusebio & Matrán, Carlos & Cuesta-Albertos, Juan A.
- 377-380 On the strong law of large numbers
by Petrov, Valentin V.
- 381-387 A note on the TJW product-limit estimator for truncated and censored data
by Zhou, Yong
February 1996, Volume 26, Issue 3
- 199-203 On first-passage times in increasing Markov processes
by Pérez-Ocón, Rafael & Gámiz-Pérez, M. Luz
- 205-211 A problem of minimax estimation with directional information
by Ferguson, Thomas S.
- 213-218 The range of simple branching random walk
by Grill, Karl
- 219-223 Iterated large deviations
by Löwe, Matthias
- 225-232 One-step robust parametric estimation with application to random censoring model
by Yang, Song
- 233-242 A queueing theoretical proof of increasing property of Polya frequency functions
by Daduna, Hans & Szekli, Ryszard
- 243-248 Asymptotic analysis of the moments of the Cantor distribution
by Grabner, P. J. & Prodinger, H.
- 249-258 Optimal allocation of test positions and testing time in a factorial life testing experiment
by Gertsbakh, I.
- 259-262 A remark on stochastic monotonicity
by Braverman, Michael
- 263-269 Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency
by Pak, Ro Jin
- 271-278 Wavelet density estimation by approximation of log-densities
by Koo, Ja-Yong & Kim, Woo-Chul
- 279-283 Rate functions in the theory of large deviations
by Eichelsbacher, Peter
- 285-292 Bounds for coherent reliability structures
by Koutras, M. V. & Papastavridis, S. G. & Petakos, K. I.
February 1996, Volume 26, Issue 2
- 97-104 On characterizations of independent identically distributed random variables via order structures
by Malov, S.V.
- 105-111 Characterizing multivariate normal distributions by some of its conditionals
by Bischoff, Wolfgang
- 113-114 Estimation problems for the two-parameter negative binomial distribution
by Wang, Yining
- 115-118 A note on estimating quantiles of exponential populations
by Kumar, Somesh & Sharma, Divakar
- 119-124 Total positivity properties of the bivariate diagonal natural exponential families
by Lu, I-Li & Richards, Donald
- 125-133 Association in time of a finite semi-Markov process
by Kuber, Madhuri & Dharmadhikari, Avinash
- 135-140 Large deviations for a class of recursive algorithms
by Zajic, Tim
- 141-145 A note on estimation of variance for [rho]-mixing sequences
by Peligrad, Magda & Shao, Qi-Man
- 147-152 On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments
by Macci, Claudio
- 153-157 Specification of distributions by combinations of marginal and conditional distributions
by Arnold, Barry C. & Castillo, Enrique & Sarabia, José María
- 159-167 A Dirac-function method for densities of nonlinear statistics and for marginal densities in nonlinear regression
by Pázman, A. & Pronzato, L.
- 169-178 Asymptotic behavior of sample mean location for manifolds
by Hendriks, Harrie & Landsman, Zinoviy
- 179-185 Uniform strong consistency of kernel density estimators under dependence
by Kim, Tae Yoon & Cox, Dennis D.
- 187-197 Asymptotic expansions for randomly censored survival data
by Hardwick, Janis
January 1996, Volume 26, Issue 1
- 1-6 On exchangeable sampling distributions for uncontrolled data
by Leonard, Tom
- 7-12 Corrected score tests for exponential family nonlinear models
by Ferrari, Silvia L. P. & Cordeiro, Gauss M.
- 13-24 Estimation of a change in linear models
by Husková, Marie
- 25-34 On combining independent nonparametric regression estimators
by Gerard, Patrick D. & Schucany, William R.
- 35-41 A note on bootstrap model selection criterion
by Chung, Han-Yeong & Lee, Kee-Won & Koo, Ja-Yong
- 43-49 Likelihood ratio test for the spacing between two adjacent location parameters
by Yu, Philip L. H. & Lam, K.
- 51-60 On nonorthogonality and nonoptimality of Addelman's main-effect plans satisfying the condition of proportional frequencies
by Srivastava, J. N. & Ghosh, S.
- 61-64 A mixture representation of the Linnik distribution
by Kotz, Samuel & Ostrovskii, I. V.
- 65-73 A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games
by Csörgo, Sándor & Simons, Gordon
- 75-82 Nonnegativity of odd functional moments of positive random variables with decreasing density
by Alsmeyer, Gerold
- 83-90 Matching fixed rectangles in 2-dimension
by Sheng, Ke-Ning & Naus, Joseph I.
- 91-96 An L1-variant of the Cramer-von Mises test
by Schmid, Friedrich & Trede, Mark
December 1995, Volume 25, Issue 4
- 289-299 A stochastic model for drug resistance in AIDS chemotherapy and the HIV incubation distribution
by Tan, Wai Y.
- 301-307 A new family of goodness-of-fit statistics for discrete multivariate data
by Lorenzen, Gunter
- 309-316 Restricted tests for and against the increasing failure rate ordering on multinomial parameters
by Bhattacharya, Bhaskar
- 317-321 On the equivalence of D and G-optimal designs in heteroscedastic models
by Wong, Weng Kee
- 323-327 Uniqueness of principal points for univariate distributions
by Li, Luning & Flury, Bernard
- 329-339 On weak lumpability of denumerable Markov chains
by Ledoux, James
- 341-349 On selecting the best natural exponential families with quadratic variance function
by Abughalous, Mansour M. & Bansal, Naveen K.
- 351-355 On a class of exchangeable sequences
by Gnedin, Alexander V.
- 357-360 A note on variance reduction
by Berlinet, Alain
- 361-364 Unbiased ratio-type variance estimation
by Agrawal, M. C. & Sthapit, A. B.
- 365-371 Explicit and exponential bounds for a test on the coefficient of an AR(1) model
by Massé, Bruno & Viano, Marie-Claude
- 373-378 Approximate estimation of non-identifiable parameters in a convolution
by Kale, B. K. & Sebastian, G.
November 1995, Volume 25, Issue 3
- 193-199 A weighted least-squares procedure for estimating the parameters of Altham's multiplicative generalization of the binomial distribution
by From, Steven G.
- 201-212 Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system
by Bosq, D. & Guégan, D.
- 213-219 Testing the equality of several binomial proportions to a prespecified standard
by Kulkarni, Pandurang M. & Shah, Arvind K.
- 221-229 Estimations of the decomposition stability into identical components
by Ushakov, N. G. & Ushakova, A. P.
- 231-240 Correspondence analysis of an artificial binary cylinder data
by Endo, Hideki
- 241-248 Estimating the number of change points in a sequence of independent normal random variables
by Lee, Chung-Bow
- 249-252 Improved predictors in survey sampling under a super population model
by Srivastava, A. K.
- 253-263 The asymptotic tail behaviours of projection pursuit-type Kolmogorov statistics
by Zhu, Li-Xing & Cheng, Ping
- 265-270 Construction of bivariate distributions by a generalised trivariate reduction technique
by Lai, C. D.
- 271-279 Tactical aspects of search and rescue operations
by Meloche, J.
- 281-288 Preserving unimodality by mixing
by Bertin, Emile & Theodorescu, Radu
November 1995, Volume 25, Issue 2
- 95-104 On nonparametric likelihood ratio estimation of survival probabilities for censored data
by Li, Gang
- 105-111 Behavior near zero of the distribution of GCV smoothing parameter estimates
by Wahba, Grace & Wang, Yuedong
- 113-115 A simple proof and refinement of Wielandt's eigenvalue inequality
by Dümbgen, Lutz
- 117-120 On the nonexistence of a global nonnegative minimum bias invariant quadratic estimator of variance components
by Gao, Sujuan & Smith, T. M. F.
- 121-132 On Wieand's theorem
by Kallenberg, Wilbert C. M. & Koning, Alex J.
- 133-144 M-type estimators of regression function with applications
by Zhu, Li-Xing & Ng, Kai W.
- 145-151 On asymptotic expansions in the first uniform Kolmogorov theorem
by Cekanavicius, V.
- 153-162 The laws of the iterated logarithm of some estimates in partly linear models
by Gao, Jiti
- 163-170 A note on the asymptotic behavior of conditional extremes
by Gangopadhyay, Ashis K.
- 171-175 Concavity of Box-Cox log-likelihood function
by Kouider, Elies & Chen, Hanfeng
- 177-183 Ordered and unordered random partitions of an integer and the GEM distribution
by Sibuya, Masaaki & Yamato, Hajime
- 185-192 Robust scale estimation based on the the empirical characteristic function
by Markatou, Marianthi & Horowitz, Joel L. & Lenth, Russell V.
October 1995, Volume 25, Issue 1
- 1-8 The Strassen law of the iterated logarithm in Banach function spaces
by Norvaisa, R.
- 9-13 On the E-optimality of some two-way elimination of heterogeneity designs
by Brzeskwiniewicz, Henryk
- 15-20 A note on the symmetry of normal mean hypotheses and its implications
by Hu, Xiaomi
- 21-26 On the strong law of large numbers for sums of pairwise independent random variables
by Martikainen, Alexander
- 27-35 Unit root tests for seasonal models with deterministic trends
by Cho, Sinsup & Park, Young J. & Ahn, Sung K.
- 37-42 Optimal weighing designs and some new weighing matrices
by Koukouvinos, Christos
- 43-53 Asymptotic normality of multivariate trimmed means
by Arcones, Miguel A.
- 55-61 Consistency of the local kernel density estimator
by Givens, Geof H.
- 63-70 Von Mises conditions, [delta]-neighborhoods and rates of convergence for maxima
by Kaufmann, Edgar
- 71-77 Improved upper bounds for probabilities of uniform deviations
by Lugosi, Gábor
- 79-85 On some characterizations of the t-distribution
by Arellano-Valle, Reinaldo B. & Bolfarine, Heleno
- 87-94 Some properties of a limiting distribution in Quicksort
by Tan, Kok Hooi & Hadjicostas, Petros
September 1995, Volume 24, Issue 4
- 281-288 Multivariate p-norm symmetric distributions
by Yue, Xinnian & Ma, Chunsheng
- 289-297 Estimation of scale matrix of elliptically contoured matrix distributions
by Li, Run-Ze & Fang, Kai-Tai
- 299-304 The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
by Yoshihara, Ken-ichi
- 305-314 A semigroup approach to poisson approximation with respect to the point metric
by Roos, Bero
- 315-319 Two-sample empirical likelihood method
by Jing, Bing-Yi
- 321-330 The Bernstein polynomial estimator of a smooth quantile function
by Cheng, Cheng
- 331-338 Ballot theorems revisited
by Konstantopoulos, Takis
- 339-344 Characterizations of probability distributions based on discrete p-monotonicity
by Sapatinas, Theofanis
- 345-346 An invariance property of optimal spectral bandwidths
by Robinson, P. M.
- 347-356 Iterative estimates for a smoothing parameter
by Sun, Jiayang
- 357-364 A note on strong convergence rates in nonparametric regression
by Cheng, Philip E.
- 365-373 A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart
by Rigdon, Steven E.
- 375-380 Optimal block designs revisited: An approximate theory detour
by Pukelsheim, Friedrich & Sinha, Bikas Kumar
August 1995, Volume 24, Issue 3
- 187-192 Moments of measures attracted to operator semi-stable laws
by Scheffler, Hans-Peter
- 193-198 Asymptotic information for parametric estimation from an equilibrium particle process
by Phelan, Michael J.
- 199-204 Average error in the central limit theorem for the cumulative processes
by Roginsky, Allen
- 205-211 Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
by Pal, Nabendu & Ling, Chiahua
- 213-218 Some self-similar processes related to local times
by Shieh, Narn-Rueih
- 219-224 Alarm rates for quality control charts
by Margavio, Thomas M. & Conerly, Michael D. & Woodall, William H. & Drake, Laurel G.
- 225-227 On LP stochastic representations
by Lin, S. J.
- 229-231 On the almost sure behaviour of sums of random variables
by Petrov, Valentin V.
- 233-242 Differential calculus relative to some point processes
by Dermoune, A.
- 243-244 Skorohod's theorem and convergence of types
by Fazli, K. & Behboodian, J.
- 245-249 On the central limit theorem for U-statistics under absolute regularity
by Arcones, Miguel A.
- 251-256 Rank regression for current status data
by Aragón, Jorge & Quiróz, Adolfo J.
- 257-262 On the biases of error estimators in prediction problems
by Hall, Peter
- 263-268 A uniform approximation to the sampling distribution of the coefficient of variation
by Hürlimann, Werner
- 269-271 On two recent papers of Y. Kanazawa
by Jones, M. C.
- 273-279 Second-order asymptotic efficiency of PMLE in generalized linear models
by Liang, Hua
August 1995, Volume 24, Issue 2
- 91-98 On a modified bootstrap for certain asymptotically nonnormal statistics
by Datta, Somnath
- 99-104 A note on bivariate Dawson-Sankoff-type bounds
by Chen, Tuhao & Seneta, E.
- 105-110 Estimators of integrals of powers of density derivatives
by Hall, Peter & Wolff, Rodney C. L.
- 111-119 Use of moments in studies of limit distributions arising from iterated random subdivisions of an interval
by Johnson, Norman L. & Kotz, Samuel
- 121-132 Limit theorems for the logarithm of sample spacings
by Shao, Yongzhao & Hahn, Marjorie G.
- 133-138 On recurrence relations for order statistics
by David, H. A.
- 139-145 Quantile estimation of treatment effect for the two-sample problem with right censored data
by Park, Hyo-Il & Park, Sang-Gue
- 147-151 A note on a unified test for multivariate linear relationships
by Isogawa, Yoshiko
- 153-156 Inadmissibility of some tests for order-restricted alternatives
by Cohen, Arthur & Sackrowitz, H. B.
- 157-164 When is a truncated covariance function on the line a covariance function on the circle?
by Wood, Andrew T. A.
- 165-168 A counterexample concerning uniform ergodic theorems for a class of functions
by Nobel, Andrew
- 169-171 Edgeworth approximations for rank sum test statistics
by Kolassa, John E.
- 173-175 A simple combinatorial proof of a result by Robertson and Pillers
by Mukerjee, Hari
- 177-180 A note on the accuracy of an approximate interval for the binomial parameter
by Huwang, Longcheen
- 181-185 A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem
by Hsieh, Fushing & Turnbull, Bruce W.
July 1995, Volume 24, Issue 1
- 1-8 A note on autocovariance estimation in the presence of discrete spectra
by Houdré, Christian & Kedem, Benjamin
- 9-12 On a theorem of K. Schmidt
by Bradley, Richard C.
- 13-20 Nonparametric estimation of regression parameters from censored data with a discrete covariate
by Rahbar, Mohammad H. & Gardiner, Joseph C.
- 21-31 Small perturbations of Gaussian regressors
by Millet, Annie & Smolenski, Wlodzmierz
- 33-37 A linear-quadratic distributional identity
by El Barmi, Hammou
- 39-47 A geometric approach of the generalized least-squares estimation in analysis of covariance structures
by Wang, S. J. & Lee, Sik-Yum
- 49-56 Estimation of nonlinear random coefficient models
by Ramos, Rogelio Q. & Pantula, Sastry G.
- 57-66 Asymptotics of k-mean clustering under non-i.i.d. sampling
by Serinko, Regis J. & Babu, Gutti Jogesh
- 67-70 A generalization of the Wishart distribution
by Tsai, Ming-Tien
- 71-75 On the Doléans function of set-indexed submartingales
by De Giosa, Marcello & Mininni, Rosamaria
- 77-90 Asymptotic normality of a smooth estimate of a random field distribution function under association
by Roussas, George G.
June 1995, Volume 23, Issue 4
- 297-306 On the Fisher information in type-I censored and quantal response data
by Gertsbakh, I.
- 307-311 A characterization of a bivariate geometric distribution
by Sun, Kai & Basu, Asit P.
- 313-326 On the minimum of independent geometrically distributed random variables
by Ciardo, Gianfranco & Leemis, Lawrence M. & Nicol, David
- 327-332 On Stein-Chen factors for Poisson approximation
by Brown, Timothy C. & Xia, Aihua
- 333-338 On confidence regions induced by the Wilcoxon rank sum test
by Horstmann, Vibeke
- 339-342 Maximum stability and a generalization
by Sreehari, M.
- 343-350 Identifiability of full, marginal, and conditional factor analysis models
by Ihara, Masamori & Kano, Yutaka
- 351-358 Bounds for order statistics based on dependent variables with given nonidentical distributions
by Rychlik, Tomasz
Printed from https://ideas.repec.org/s/eee/stapro40.html
