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
October 1996, Volume 30, Issue 2
September 1996, Volume 30, Issue 1
- 1-7 A note on strong approximation for quantile processes of strong mixing sequences
by Yu, Hao
- 9-16 Asymptotically optimal stopping rules in the presence of unknown parameters
by Irle, A.
- 17-24 Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model
by Yang, Song
- 25-31 Extreme value theory for a thermal energy storage model
by Gomes, João
- 33-36 Commutative infinitesimal triangular systems on Euclidean motion groups
by Neuenschwander, Daniel
- 37-43 Optimal spectral kernel for long-range dependent time series
by Delgado, Miguel A. & Robinson, Peter M.
- 45-51 Root-n-consistent and efficient estimation in semiparametric additive regression models
by Schick, Anton
- 53-59 Distribution of MLE of the multiple correlation coefficient for data with missing values in a dependent variable
by Sakalauskas, L. & Sukauskaite, D.
- 61-71 Improved score tests for one-parameter exponential family models
by Ferrari, Silvia L. P. & Cordeiro, Gauss M. & Uribe-Opazo, Miguel A. & Cribari-Neto, Francisco
- 73-77 The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions
by Wirjanto, T. S.
- 79-86 Bayesian hypotheses testing using posterior density ratios
by Basu, Sanjib
- 87-98 Bootstrapping general first order autoregression
by Heimann, Günter & Kreiss, Jens-Peter
September 1996, Volume 29, Issue 4
- 285-292 The asymptotic maximin property of chi-squared type tests based on the empirical process
by Lee, Sangyeol
- 293-295 A note on the characterisation of the most probable number
by Trajstman, A. C.
- 297-305 Comparing two populations based on low stochastic structure assumptions
by Coolen, F. P. A.
- 307-315 On moments and tail behavior of v-stable random variables
by Kozubowski, Tomasz J. & Panorska, Anna K.
- 317-335 Asymptotic normality of regression estimators with long memory errors
by Giraitis, Liudas & Koul, Hira L. & Surgailis, Donatas
- 337-344 Consistency of an estimator of the number of changes in binomial observations
by Serbinowska, Monika
- 345-352 On robust estimation of the common scale parameter of several Pareto distributions
by Elfessi, Abdulaziz & Chun Jin
- 353-359 Fourier transform and Bayes estimator of a location parameter
by Angers, Jean-François
- 361-368 On the pointwise central limit theorem and mixtures of stable distributions
by Berkes, I. & Csáki, E.
- 369-375 Estimation of the parameters in two linear models with only some of the parameter vectors identical
by Liu, Aiyi
September 1996, Volume 29, Issue 3
- 191-199 Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
by Ohtani, Kazuhiro
- 201-212 Power of the Lagrange multiplier test for certain subdiagonal bilinear models
by Guegan, Dominique & Wandji, Joseph Ngatchou
- 213-221 Efficient likelihood ratio tests under P-ancillarity and P-sufficiency
by Zhu, Yiliang & Reid, Nancy
- 223-227 Causality and Markovian representations
by Petrovic, Ljiljana
- 229-232 Normality via conditional normality of linear forms
by Kagan, Abram & Wesolowski, Jacek
- 233-244 Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
by Öztürk, Ömer & Hettmansperger, Thomas P.
- 245-249 A note on recurrence relations for the product moments of order statistics
by Yageen Thomas, P. & Samuel, Philip
- 251-262 Minimum distance estimators for random coefficient autoregressive models
by Qian, Lianfen
- 263-270 Deletion, augmentation and principal predictors
by Jensen, D. R.
- 271-278 A parametric regression model of tumor recurrence: An application to the analysis of clinical data on breast cancer
by Asselain, B. & Fourquet, A. & Hoang, T. & Tsodikov, A. D. & Yakovlev, A. Yu.
- 279-284 The location of the maximum of asymmetric two-sided Brownian motion with triangular drift
by Stryhn, Henrik
August 1996, Volume 29, Issue 2
- 95-100 Correlations between functions of records can be negative
by Nagaraja, H. N. & Nevzorov, V. B.
- 101-106 An asymptotic relation arising in the decomposition of the likelihood of order statistics
by Park, Sangun
- 107-115 Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression
by Chen, Zehua
- 117-123 Restricted product multinomial and product Poisson maximum likelihood estimation based upon Fenchel duality
by El Barmi, Hammou & Dykstra, Richard L.
- 125-129 Some new orthogonal designs in linear regression models
by Koukouvinos, Christos
- 131-141 A note on balanced generalized two-way elimination of heterogeneity designs
by Chai, Feng-Shun
- 143-148 Linear least squares regression: a different view
by Yatracos, Yannis G.
- 149-157 A Bartlett-type correction for the subject-years method in comparing survival data to a standard population
by Tu, Dongsheng & Gross, Alan J.
- 159-166 On sample spacings from IMRL distributions
by Kirmani, S. N. U. A.
- 167-176 Some results on ordering of survival functions through uncertainty
by Ebrahimi, Nader & Kirmani, S. N. U. A.
- 177-184 Analysis of incomplete blocks for rankings
by Alvo, M. & Cabilio, P.
- 185-189 Similarity solutions of first-passage problems for two-dimensional Wiener processes
by Lefebvre, Mario
August 1996, Volume 29, Issue 1
- 1-7 Empirical Bayes prediction for a mixed linear model with autoregressive errors
by Sajjan, S. G. & Basawa, I. V.
- 9-14 Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions
by Szroeter, J.
- 15-22 A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator
by Tobbal, Khelifa
- 23-32 Prophet compared to gambler: additive inequalities for transforms of sequences of random variables
by Boshuizen, Frans A.
- 33-43 Improved estimators for simultaneous estimation of variance components
by Klonecki, Witold & Zontek, Stefan
- 45-53 Strongly-consistent, distribution-free confidence intervals for quantiles
by Gilat, David & Hill, T. P.
- 55-59 On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
by Wisniewski, Mateusz
- 61-70 Covariance structure models for clustered proportions
by Yao, Tzy-Jyun & Reinsel, Gregory C.
- 71-78 Comparing Bayesian and frequentist estimators in the exchangeable case
by De la Horra, Julián
- 79-84 A note on deconvolution density estimation
by Patil, Prakash
- 85-87 Product moments of order statistics and the variance of a lightly trimmed mean
by David, H. A. & Balakrishnan, N.
- 89-93 On statistical properties of Chebyshev's norm
by Stoimenova, E.
August 1996, Volume 28, Issue 4
- 291-297 The N-th moment of matrix quadratic form
by Kang, Chul & Kim, Byung-Chun
- 299-310 Average-case analysis of multiple Quickselect: An algorithm for finding order statistics
by Lent, Janice & Mahmoud, Hosam M.
- 311-319 Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests
by McKeague, Ian W. & Sun, Yanqing
- 321-327 Dispersive orderings and characterization of ageing classes
by Belzunce, F. & Candel, J. & Ruiz, J. M.
- 329-335 Axiomatic information measures depending only on a probability measure
by Brezmes, T. & Naval, G.
- 337-343 A characterization of k-parameter quasimartingales
by Tsoi, Allanus H.
- 345-352 Stopped Lévy processes with applications to first passage times
by Gut, Allan
- 353-358 Root-n consistent estimation in partly linear regression models
by Schick, Anton
- 359-366 Existence of bounded invariant probability densities for Markov chains
by Hernández-Lerma, Onésimo & Lasserre, Jean B.
- 367-373 Tailweight with respect to the mode for unimodal distributions
by Averous, J. & Fougères, A. -L. & Meste, M.
- 375-386 A generalized Erlang distribution showing overdispersion
by Luceño, Alberto
July 1996, Volume 28, Issue 3
- 195-202 Testing for monotonicity in the intensity of a nonhomogeneous Poisson process
by Guffey, James M. & Wright, F. T.
- 203-209 A measurement of multi-factor orthogonality
by Deng, Lih-Yuan & Lin, Dennis K. J. & Wang, Jiannong
- 211-217 Construction of some asymmetrical orthogonal arrays
by Dey, Aloke & Midha, Chand K.
- 219-226 Global tilting method
by Jing, Bing-Yi
- 227-233 Nonparametric estimation for some nonlinear models
by Thavaneswaran, A. & Peiris, Shelton
- 235-238 On the distribution of the maxima of partial sums
by Sgibnev, M. S.
- 239-243 On the derivation of a suboptimal filter for signal estimation
by Ruiz-Molina, Juan Carlos & Valderrama, Mariano J.
- 245-250 Strong law of large numbers for 2-exchangeable random variables
by Etemadi, N. & Kaminski, M.
- 251-257 Estimation on random coefficient model with unbalanced data
by Fujisawa, Hironori
- 259-268 Bartlett-type formulas for complex multivariate time series of mixed spectra
by Li, Ta-Hsin
- 269-270 Characteristic functions taking constant values on intervals of the real line
by Ramachandran, B.
- 271-278 Infinite divisibility of random variables and their integer parts
by Bondesson, Lennart & Kristiansen, Gundorph K. & Steutel, Fred W.
- 279-284 A note on domains of attraction of p-max stable laws
by Christoph, Gerd & Falk, Michael
- 285-289 Maximum variation of total risk
by Pemantle, Robin
June 1996, Volume 28, Issue 2
- 99-106 An algorithm for estimating parameters of state-space models
by Wu, Lilian Shiao-Yen & Pai, Jeffrey S. & Hosking, J.R.M.
- 107-110 The law of the iterated logarithm for Lp-norms of empirical processes
by Gajek, L. & Kaluszka, M. & Lenic, A.
- 111-114 Stopping times and tightness for multiparameter martingales
by Ivanoff, B. Gail
- 115-120 Existence of a normal scale mixture with a given variance and a percentile
by Basu, Sanjib
- 121-126 Mixed difference matrices and the construction of orthogonal arrays
by Wang, J.C.
- 127-130 On the weak law of large numbers for randomly indexed partial sums for arrays
by Hong, Dug Hun
- 131-135 A conditional product measure theorem
by Swart, J.M.
- 137-141 On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights
by Silvapulle, Mervyn J.
- 143-145 Asymptotic equivalence of nonparametric regression and white noise model has its limits
by Efromovich, Sam & Samarov, Alex
- 147-151 An extension of the method of polynomials and a new reduction formula for Bonferroni-type inequalities
by Galambos, Janos & Simonelli, Italo
- 153-157 Exact distribution of the Kaplan-Meier estimator under the proportional hazards model
by Chang, Myron N.
- 159-164 A class of exchangeable sequences
by Gnedin, Alexander V.
- 165-171 On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
by Weron, Rafal
- 173-179 Gauss-Newton estimation of parameters for a spatial autoregression model
by Bhattacharyya, B.B. & Khalil, T.M. & Richardson, G.D.
- 181-189 On the grouped LSE under an errors-in-variables model
by Akritas, Michael G.
- 191-194 A generalization of variance bounds
by Papadatos, N. & Papathanasiou, V.
June 1996, Volume 28, Issue 1
- 1-8 A note on corrected-score estimation
by Buzas, J. S. & Stefanski, L. A.
- 9-21 Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families
by Miao, Weiwen & Hahn, Marjorie G.
- 23-31 Nonparametric estimation in heteroskedastic regression
by Akritas, Michael G.
- 33-39 On multivariate Le Cam theorem and compound Poisson measures
by Cekanavicius, V.
- 41-49 Some remarks on the uniform weak convergence of stochastic processes
by Arcones, Miguel A.
- 51-58 An extension of a theorem on gambling systems to arbitrary binary random variables
by Wen, Liu & Zhongzhi, Wang
- 59-63 Orthogonal 2k and 3k factorial designs constructed using sequences with zero autocorrelation
by Koukouvinos, Christos
- 65-72 The bootstrap of the mean for strong mixing sequences under minimal conditions
by Radulovic, Dragan
- 73-79 Assessing a Bartlett plot
by Glendinning, Richard H.
- 81-90 Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options
by Chuang, Chin-Shan
- 91-97 Inequalities of correlation type for symmetric stable random vectors
by Koldobsky, A. L. & Montgomery-Smith, S. J.
May 1996, Volume 27, Issue 4
- 289-294 Crossing properties of F distributions
by Mi, Jie
- 295-304 Nonparametric multiple change-point estimators
by Lee, Chung-Bow
- 305-311 Statistical solutions for a stochastic Burger's equation
by Karczewska, Anna
- 313-318 On weak lumpability of a finite Markov chain
by Peng, Nan-Fu
- 319-329 The rates of convergence of Bayes estimators in change-point analysis
by Rukhin, Andrew L.
- 331-339 A note on tightness
by Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno
- 341-346 On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root
by Park, Chul Gyu & Shin, Dong Wan
- 347-355 Random polynomials with complex coefficients
by Farahmand, K.
- 357-365 Quantile estimation under possibly misspecified generalised linear model
by Séménou, M.
- 367-373 Tests of hypotheses in discrete models based on the penalized Hellinger distance
by Basu, Ayanendranath & Harris, Ian R. & Basu, Srabashi
- 375-384 Some properties of the Lynden-Bell estimator with truncated data
by Yuan, Ao
- 385-391 Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models
by Paparoditis, Efstathios
April 1996, Volume 27, Issue 3
- 195-199 An algorithm for tree-ordered isotonic median regression
by Qian, Shixian
- 201-205 Large deviations for subsampling from individual sequences
by Dembo, Amir & Zeitouni, Ofer
- 207-216 Asymptotic normality of a class of bivariate-multivariate discrete power series distributions
by Kyriakoussis, A. G. & Vamvakari, M. G.
- 217-219 On pairs of sums of random variables with pairwise equal distributions
by Krengel, U.
- 221-223 Nesting Plackett-Burman designs
by John, Peter W. M.
- 225-229 A curious property of the derivatives of the Cauchy density
by Hall, Peter & Marron, J. Steven & Titterington, D. M.
- 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
Printed from https://ideas.repec.org/s/eee/stapro39.html
