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
August 1995, Volume 24, Issue 3
- 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
- 359-365 A Stochastic process arising in sequential experimentation
by Stadje, W.
- 367-369 A condition for the nonexistence of ancillary statistics
by Gupta, Arjun K. & Wang, Yining
- 371-380 Designs through recoding of varietal and level codes
by Das, M. N. & Giri, N. & Ahmed, M.
May 1995, Volume 23, Issue 3
- 203-209 A necessary and sufficient condition for the existence of the limiting probability of a tie for first place
by Baryshnikov, Yuliy & Eisenberg, Bennett & Stengle, Gilbert
- 211-220 Bahadur and Hodges-Lehmann approximate efficiencies of tests based on spacings
by Bartoszewicz, Jaroslaw
- 221-226 On the rate of convergence in the martingale CLT
by Rackauskas, Alfredas
- 227-231 A note on the maximum of a random walk
by Stadje, W.
- 233-238 A bound on the 1-error of a nonparametric density estimator with censored data
by Kulasekera, K. B.
- 239-242 On a class of multivariate distributions closed under concomitance of order statistics
by Balasubramanian, K. & Balakrishnan, N.
- 243-245 A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means
by Turner, Danny W. & Young, Dean M. & Seaman, John W.
- 247-251 Some results on strong limit theorems for (LB)-space-valued random variables
by Wang, Xaingchen & Bhaskara Rao, M. & Li, Deli
- 253-258 A V-optimal design for Scheffé's polynomial model
by Liu, Shuangzhe & Neudecker, Heinz
- 259-270 Lower limits of iterated Wiener processes
by Shi, Z.
- 271-274 Discrete Mittag-Leffler distributions
by Pillai, R. N. & Jayakumar, K.
- 275-280 Exact behavior of Gaussian seminorms
by Dembo, Amir & Mayer-Wolf, Eddy & Zeitouni, Ofer
- 281-288 The sample mid-range and symmetrized extremal laws
by Bingham, N. H.
- 289-295 Law of the iterated logarithm and local variations at zero of the sticky Brownian motion
by Amir, Madjid & Knight, Frank B.
May 1995, Volume 23, Issue 2
- 105-110 Finite exchangeability and linear regression
by Bassan, Bruno & Scarsini, Marco
- 111-115 A game with four players
by Chang, Derek K.
- 117-122 On combining independent tests in linear models
by Jordan, Scott M. & Krishnamoorthy, K.
- 123-127 A note on the bias of L-estimators and a bias reduction procedure
by Xiang, Xiaojing
- 129-133 The equivalence of two conditions for weight functions for martingales
by Chang, Xiang Qian & Moore, Charles N.
- 135-139 Convergence of increments for cumulative hazard function in a mixed censorship-truncation model with application to hazard estimators
by Gu, Minggao
- 141-149 A note on sequential estimation of the mean
by Uno, Chikara
- 151-155 The strong law of U-statistics with [phi]*-mixing samples
by Qiying, Wang
- 157-164 Contorted uniform and Pareto distributions
by Dimitrov, Boyan & von Collani, Elart
- 165-170 Inconsistent maximum likelihood estimators for the Rasch model
by Ghosh, Malay
- 171-178 A generalized class of estimators in linear regression models with multivariate-t distributed error
by Karan Singh, R. & Misra, Sheela & Pandey, S. K.
- 179-182 On the limit distributions of sums of mixing Bernoulli random variables
by Dziubdziela, Wieslaw
- 183-191 ANOVA and rank tests when the number of treatments is large
by Boos, Dennis D. & Brownie, Cavell
- 193-201 The approximate distribution of nonparametric regression estimates
by Robinson, P. M.
April 1995, Volume 23, Issue 1
- 1-8 Hazard rate ordering of k-out-of-n systems
by Shaked, Moshe & George Shanthikumar, J.
- 9-11 Stationarity of independent sequences
by Lacaze, B.
- 13-20 Dependency measure for sets of random events or random variables
by Stoyanov, Jordan
- 21-25 The smallest uniform upper bound on the distance between the mean and the median of the binomial and Poisson distributions
by Hamza, Kais
- 27-34 Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
by Gao, Jiti & Liang, Hua
- 35-44 Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases
by Fourdrinier, Dominique & Robert, Christian P.
- 45-52 Estimating statistical hypotheses
by Blyth, Colin R. & Staudte, Robert G.
- 53-61 An example in which the Lugannani-Rice saddlepoint formula fails
by Booth, James G. & Wood, Andrew T. A.
- 63-67 Another proof of a slow convergence result of Birgé
by Devroye, Luc
- 69-72 Detecting a change in the intercept in multiple regression
by Watson, G. S.
- 73-78 Estimation of quantile density function based on regression quantiles
by Dodge, Yadolah & Jurecková, Jana
- 79-92 Robust recursive estimation for correlated observations
by Guttman, Irwin & Lin, Dennis K. J.
- 93-104 On a class of bivariate compounded Poisson distributions
by Papageorgiou, H. & David, Katerina M.
March 1995, Volume 22, Issue 4
- 261-268 On the logarithmic average of additive functionals
by Csáki, E. & Földes, A.
- 269-274 On information matrices in case-control studies
by Wang, C. Y. & Wang, Suojin
- 275-279 On the spectrum and Martin boundary of homogeneous spaces
by Northshield, S.
- 281-285 Improvement of ANOVA estimators of variance components in block designs with random treatments
by Molinska, Anna & Molinski, Krzysztof
- 287-293 On the sequential point estimation of the mean of a gamma distribution
by Isogai, Eiichi & Uno, Chikara
- 295-301 A limit theorem for the entropy density of nonhomogeneous Markov information source
by Wen, Liu & Weiguo, Yang
- 303-310 Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated
by Nieto, Fabio H. & Guerrero, Victor M.
- 311-315 On geometric ergodicity of nonlinear autoregressive models
by Bhattacharya, Rabi & Lee, Chanho
- 317-323 Weighted bootstrapping for U-quantiles
by Aerts, Marc & Janssen, Paul
- 325-332 Multivariate dispersion orderings
by Giovagnoli, Alessandra & Wynn, H. P.
- 333-338 Rates of convergence for everywhere-positive Markov chains
by Baxter, J. R. & Rosenthal, Jeffrey S.
- 339-347 Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data
by Bosq, Denis
February 1995, Volume 22, Issue 3
- 175-184 Left and right linear innovations for a multivariate S[alpha]S random variable
by Rutkowski, Marek
- 185-194 Dependent versions of a central limit theorem for the squared length of a sample mean
by Saikkonen, Pentti
- 195-203 Group truncated ordinal regression
by O'Neill, Terence J. & Barry, Simon C.
- 205-212 Consistent estimation of density-weighted average derivative by orthogonal series method
by Prakasa Rao, B. L. S.
- 213-221 Analysis of repeated measures incomplete block designs using R-estimators
by Mushfiqur Rashid, M.
- 223-230 A central limit theorem for non-linear functionals of stationary Gaussian vector processes
by Sánchez de Naranjo, M. V.
- 231-238 Intermediate order statistics with applications to nonparametric estimation
by Papadatos, N.
- 239-247 A Bernstein-type inequality for U-statistics and U-processes
by Arcones, Miguel A.
- 249-256 Likelihood ratio and a class of strong laws for the sequence of integer-valued random variables
by Wen, Liu & Zikuan, Liu
- 257-260 Sharp inequalities between skewness and kurtosis for unimodal distributions
by Teuscher, F. & Guiard, V.
February 1995, Volume 22, Issue 2
- 87-96 A class of strong laws for functionals of countable nonhomogeneous Markov chains
by Liu, Wen & Liu, Guoxin
- 97-102 Lattices of random sets and progressivity
by Gail Ivanoff, B. & Merzbach, Ely & Schiopu-Kratina, Ioana
- 103-110 Stochastic order relations and the total time on test transform
by Bartoszewicz, Jaroslaw
- 111-119 A general composition theorem and its applications to certain partial orderings of distributions
by Joag-dev, Kumar & Kochar, Subhash & Proschan, Frank
- 121-129 On multivariate kernel estimation for samples from weighted distributions
by Ahmad, Ibrahim A.
- 131-136 A note on the almost sure central limit theorem for weakly dependent random variables
by Peligrad, Magda & Shao, Qi-Man
- 137-148 Reliability bounds for coherent structures with independent components
by Fu, J. C. & Koutras, M. V.
- 149-156 On the strong uniform consistency of density estimation for strongly dependent sequences
by Ho, Hwai-Chung
- 157-160 A regression approach for estimating the center of symmetry
by Hsieh, Fushing
- 161-166 Some stochastic models leading to the convolution of two binomial variables
by Ong, S. H.
- 167-173 Likelihood ratio tests for bivariate symmetry against ordered alternatives in a square contingency table
by El Barmi, Hammou & Kochar, Subhash C.
January 1995, Volume 22, Issue 1
- 1-6 Symmetry groups in d-space
by Meerschaert, Mark M. & Alan Veeh, Jeery
- 7-15 On a likelihood-based approach in nonparametric smoothing and cross-validation
by Chaudhuri, Probal & Dewanji, Anup
- 17-23 A note on conditionally unbiased estimation after selection
by Deshpande, Jayant V. & Muhammad Fareed, T. P.
- 25-31 A local criterion for smoothness of densities and application to the supremum of the Brownian sheet
by Florit, Carme & Nualart, David
- 33-42 Near optimal weights in nonparametric regression under some common restrictions
by Holiday, David B.
- 43-47 Nonconstant levels for T-year return periods for two-dimensional Poisson processes with periodic intensity
by Ballerini, Rocco
- 49-53 On permissible correlations for locally correlated stationary processes
by Donahue, Rafe M. J. & Brockwell, Peter J. & Davis, Richard A.
- 55-57 On the weak law of large numbers for arrays
by Dug Hun Hong & Kwang Sik Oh
- 59-69 Conditioned superprocesses and their weighted occupation times
by Krone, Stephen M.
- 71-77 The number of visits to a subset of the state space by a discrete-parameter semi-Markov process
by Csenki, Attila
- 79-85 On the variance of the trimmed mean
by Capéraà, Philippe & Rivest, Louis-Paul
December 1994, Volume 21, Issue 5
- 337-345 A central limit theorem for functionals of the Kaplan--Meier estimator
by Yang, Song
- 347-355 Minimum distance estimation in linear models with long-range dependent errors
by Mukherjee, Kanchan
- 357-362 A Kolmogorov inequality for U-statistics based on Bernoulli kernels
by Christofides, Tasos C.
- 363-365 Cramer's estimate for Lévy processes
by Bertoin, J. & Doney, R. A.
- 367-370 A note on necessary and sufficient conditions for proving that a random symmetric matrix converges to a given limit
by Strawderman, Robert L.
- 371-380 Estimation of the autocorrelation coefficient in the presence of a regression trend
by Schick, Anton
- 381-384 A quasi-likelihood approach to the REML estimating equations
by Heyde, C. C.
- 385-394 Maxima of bivariate random vectors: Between independence and complete dependence
by Hüsler, J.
- 395-403 Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices
by Young, Dean M. & Seaman, John W. & Meaux, Laurie M.
- 405-407 Equivalence of relations for order statistics for exchangeable and arbitrary cases
by Balasubramanian, K. & Balakrishnan, N.
- 409-416 Berry--Esséen bounds for finite-population t-statistics
by Rao, C. R. & Zhao, L. C.
- 417-419 Selecting variables for discrimination when covariance matrices are unequal
by Paranjpe, S. A. & Gore, A. P.
November 1994, Volume 21, Issue 4
- 255-261 Efficiencies of some small second-order designs
by Jensen, D. R.
- 263-269 On the nonexistence of certain optimal confidence sets for the rectangular problem
by Chatterjee, Shoutir Kishore & Chattopadhyay, Gaurangadeb
- 271-280 Distributional convergence of M-estimators under unusual rates
by Arcones, Miguel A.
- 281-289 Variance upper bounds and convolutions of [alpha]-unimodal distributions
by Abouammoh, A. M. & Mashhour, A. F.
- 291-298 A parametric bootstrap procedure to estimate the selected mean using censored data
by Indurkhya, Alka
- 299-309 Asymptotic normality of the discrete Fourier transform of long memory time series
by Pham, Dinh Tuan & Guégan, Dominique
- 311-316 On uniform marginal representation of contingency tables
by Arnold, Barry C. & Gokhale, D. V.
- 317-321 On some limit laws for perturbed empirical distribution functions
by Denker, Manfred & Puri, Madan L.
- 323-336 Continuous-time fractional ARMA processes
by Viano, M. C. & Deniau, C. & Oppenheim, G.
October 1994, Volume 21, Issue 3
- 173-179 On integration, substitution and the probability integral transform
by Savits, Thomas H.
- 181-194 Probability density estimation from dependent observations using wavelets orthonormal bases
by Masry, Elias
- 195-202 Combining independent tests of triangular distribution
by Abu-Dayyeh, Walid A. & El-Qader El-Masri, Abed
- 203-214 Smoothing dependent observations
by Fraiman, R. & Meloche, J.
- 215-221 Identifiability in interval censorship models
by Wang, Zhiming & Gardiner, J. C. & Ramamoorthi, R. V.
- 223-228 An isotonic estimator of the baseline hazard function in Cox's regression model under order restriction
by Chung, Daehyun & Chang, Myron N.
- 229-235 Asymptotically distribution-free joint confidence intervals for generalized Lorenz curves based on complete data
by Chakraborti, S.
- 237-245 Dispersive comparison of distributions: a multisample testing problem
by Marzec, Leszek & Marzec, Pawel
- 247-251 Siegel's formula via Stein's identities
by Liu, Jun S.
September 1994, Volume 21, Issue 2
- 85-94 Probability inequalities for certain dependence structures
by Dobbins, Thomas W. & Sarkar, Sanat K.
- 95-99 Some bounds for balanced two-way elimination of heterogeneity designs
by Siatkowski, Idzi
- 101-105 An extended Simes' test
by Hochberg, Yosef & Liberman, Uri
- 107-113 Tests based on L-statistics to test the equality in dispersion of two probability distributions
by Rojo, Javier & Wang, Jinping
- 115-120 Rank tests for testing the randomness of autoregressive coefficients
by Ramanathan, R. V. & Rajarshi, M. B.
- 121-130 Restricted multinomial maximum likelihood estimation based upon Fenchel duality
by El Barmi, Hammou & Dykstra, Richard L.
- 131-140 Covariance matrices of quadratic forms in elliptical distributions
by Zhao, Yi
- 141-145 Nonexistence of consistent estimates in a density estimation problem
by Chen, X. R. & Wu, Y.
- 147-151 Asymptotic distributions of estimated f-dissimilarity between populations in stratified random sampling
by Zografos, K.
- 153-155 Covariance between variables and their order statistics for multivariate normal variables
by Rinott, Yosef & Samuel-Cahn, Ester
- 157-161 A strong limit theorem under no assumption of independence, stationarity or various dependences
by Liu, Wen
- 163-166 Completeness of time-ordered indicators in censored data models
by Moser, Martin
- 167-172 Symmetrized kernel estimators of the regression slope
by Blyth, Stephen
September 1994, Volume 21, Issue 1
- 1-8 A Poisson approximation for the number of k-matches
by Burghardt, Patrick D. & Godbole, Anant P. & Prengaman, Amy B.
- 9-19 Partial autocorrelation function for spatial processes
by Etchison, Tonya & Pantula, Sastry G. & Brownie, Cavell
- 21-25 A dependent F[alpha]-scheme
by Ballerini, Rocco
- 27-28 A note on min--maxbias estimators in approximately linear models
by Bassett, Gilbert W.
- 29-36 Kernel estimation of the density of a statistic
by Sherman, Michael
- 37-47 Maximum likelihood estimation for weighted distributions
by Iyengar, Satish & Zhao, Peng-Liang
- 49-57 On the HIV incubation distribution under non-Markovian models
by Tan, W. Y.
- 59-67 An occupation time approach for convergence of measure-valued processes, and the death process of a branching system
by Gorostiza, L. G. & Lopez-Mimbela, J. A.
- 69-75 On the estimation of the mean of a Np([mu],[Sigma]) population with [mu]'[Sigma]-1 [mu] known
by Marchand, Eric
- 77-83 Some strong limit theorems relative to the geometric average of random transition probabilities of arbitrary finite nonhomogeneous Markov chains
by Wen, Liu
August 1994, Volume 20, Issue 5
- 337-345 Mean residual life and increasing convex comparison of shock models
by Fagiuoli, E. & Pellerey, F.
- 347-352 A bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative
by Wang, Yazhen
- 353-354 Multivariate normality via conditional specification
by Arnold, Barry C. & Castillo, Enrique & Sarabia, JoséMaría
- 355-365 On local odds and hazard rate models in survival analysis
by Janssen, Arnold
- 367-373 Persistent convergence on randomly deleted sets
by Rothmann, Mark D. & Russo, Ralph P.
- 375-382 The hazard rate of the power-quadratic exponential family of distributions
by Pham-Gia, T.
- 383-393 Stochastic equivalence of ordered random variables with applications in reliability theory
by Li, Haijun & Zhu, Haolong
- 395-400 Tests of ordered hypotheses in linkage in heredity
by Paula, Gilberto A. & Sen, Pranab K.
- 401-409 Trimmed mean or sample median?
by Oosterhoff, J.
Printed from https://ideas.repec.org/s/eee/stapro41.html
