# Elsevier

# Statistics & Probability Letters

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### 2013, Volume 83, Issue 11

**2499-2506 Absolute continuity of the laws of a multi-dimensional stochastic differential equation with coefficients dependent on the maximum***by*Nakatsu, Tomonori**2507-2515 Compound negative binomial shared frailty models for bivariate survival data***by*Hanagal, David D. & Dabade, Alok D.**2516-2521 On the hitting probability of max-stable processes***by*Hofmann, Martin**2522-2523 A note on “Maximum distributions for l2,p-symmetric vectors are skewed l1,p-symmetric distributions” by Batún-Cutz et al. (2013)***by*Jamalizadeh, Ahad & Balakrishnan, N.**2526-2530 A bivariate non-homogeneous birth and death model for predator–prey interactions***by*Froda, Sorana & Vanciu, Vasile**2531-2536 On the conditional increments of degradation processes***by*Ye, Zhi-Sheng**2537-2543 A semi-analytic pricing formula for lookback options under a general stochastic volatility model***by*Park, Sang-Hyeon & Kim, Jeong-Hoon**2544-2548 Generalizations of a result of Christensen on renewal sequences and linear recurrences***by*Berenhaut, Kenneth S. & Bzdelik, Courtney R. & Merlet, Jean J.**2549-2552 The gambler’s ruin problem with delays***by*Gut, Allan**2553-2562 Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations***by*Fu, Ke-Ang & Li, Yuechao & Ng, Andrew Cheuk-Yin**2563-2568 Expansions and penultimate distributions of maxima of bivariate normal random vectors***by*Frick, Melanie & Reiss, Rolf-Dieter**2569-2576 On the condensed density of the zeros of the Cauchy transform of a complex atomic random measure with Gaussian moments***by*Barone, P.**2577-2582 On the exact distribution and mean value function of a geometric process with exponential interarrival times***by*Aydoğdu, Halil & Karabulut, İhsan & Şen, Elif**2583-2591 A multistate monotone system signature***by*da Costa Bueno, Vanderlei**2592-2599 Weak convergence of functional stochastic differential equations with variable delays***by*Tan, Li & Jin, Wei & Hou, Zhenting

### 2013, Volume 83, Issue 9

**1939-1945 Characterizations of discrete distributions using reliability concepts in reversed time***by*Unnikrishnan Nair, N. & Sankaran, P.G.**1946-1955 Bayesian approach to cubic natural exponential families***by*Hamza, Marwa & Hassairi, Abdelhamid**1956-1962 Accelerating reversible Markov chains***by*Chen, Ting-Li & Hwang, Chii-Ruey**1963-1968 On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions***by*Sung, Soo Hak**1969-1972 The growth rate of significant regressors for high dimensional data***by*Zheng, Qi & Gallagher, Colin & Kulasekera, K.B.**1973-1982 The first Dirichlet eigenvalue of birth–death process on trees***by*Wang, Ling-Di & Zhang, Yu-Hui**1983-1990 A time varying GARCH(p,q) model and related statistical inference***by*Rohan, Neelabh**1991-1997 Optimal target allocation proportion for correlated binary responses in a 2×2 setup***by*Mandal, Saumen & Biswas, Atanu & Trandafir, Paula Camelia & Islam Chowdhury, Mohammad Ziaul**1998-2006 On the compound Poisson risk model with dependence and a threshold dividend strategy***by*Shi, Yafeng & Liu, Peng & Zhang, Chunsheng**2007-2014 Filtering hidden semi-Markov chains***by*Elliott, Robert & Limnios, Nikolaos & Swishchuk, Anatoliy**2015-2018 On an identity in law between Brownian quadratic functionals***by*Yen, Ju-Yi & Yor, Marc**2019-2026 A simple proof of functional Itô’s lemma for semimartingales with an application***by*Levental, Shlomo & Schroder, Mark & Sinha, Sumit**2027-2033 Coupling of Wiener processes by using copulas***by*Jaworski, Piotr & Krzywda, Marcin**2039-2044 Subexponentiality of the product of dependent random variables***by*Yang, Haizhong & Sun, Suting**2045-2051 Stationary bootstrapping realized volatility***by*Hwang, Eunju & Shin, Dong Wan**2052-2056 Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions***by*Zinodiny, S. & Rezaei, S. & Arjmand, O. Naghshineh & Nadarajah, S.**2057-2059 On a characterization theorem of symmetry about a point***by*Behboodian, Javad & Modarres, Reza**2060-2066 Parametric estimation for the scale parameter for scale distributions using moving extremes ranked set sampling***by*Chen, Wangxue & Xie, Minyu & Wu, Ming**2067-2072 Finding hitting times in various graphs***by*Rao, Shravas K.**2073-2076 A note on formal constructions of sequential conditional couplings***by*Roberts, Gareth O. & Rosenthal, Jeffrey S.**2077-2080 Tuned iterated filtering***by*Lindström, Erik**2081-2087 On pairwise quasi-asymptotically independent random variables and their applications***by*Li, Jinzhu**2088-2093 Dimension reduction for model-based clustering via mixtures of shifted asymmetric Laplace distributions***by*Morris, Katherine & McNicholas, Paul D.**2094-2102 A semi-Markov modulated interest rate model***by*D’Amico, Guglielmo & Manca, Raimondo & Salvi, Giovanni**2103-2107 Sufficient conditions for optimality for stochastic evolution equations***by*Al-Hussein, AbdulRahman**2108-2112 On grouping effect of elastic net***by*Zhou, Ding-Xuan**2113-2118 Inequalities involving expectations to characterize distributions***by*Bhattacharjee, Subarna & Nanda, Asok K. & Misra, Satya Kr.**2119-2128 A local limit theorem for densities of the additive component of a finite Markov Additive Process***by*Hervé, Loïc & Ledoux, James**2129-2134 Skewness–kurtosis bounds for the skewed generalized T and related distributions***by*Kerman, Sean C. & McDonald, James B.**2135-2141 An almost sure limit theorem for the maxima of smooth stationary Gaussian processes***by*Tan, Zhongquan

### 2013, Volume 83, Issue 8

**1819-1824 Risk measures for skew normal mixtures***by*Bernardi, Mauro**1825-1829 The Pitman inequality for exchangeable random vectors***by*Behboodian, J. & Bansal, Naveen & Hamedani, G.G. & Volkmer, Hans**1830-1834 On Poisson-stopped-sums that are mixed Poisson***by*Valero, Jordi & Pérez-Casany, Marta & Ginebra, Josep**1835-1843 Uniform-in-bandwidth nearest-neighbor density estimation***by*Ouadah, Sarah**1844-1848 A note on testing homogeneity of the scale parameters of several inverse Gaussian distributions***by*Sadooghi-Alvandi, Soltan Mohammad & Malekzadeh, Ahad**1849-1853 On martingales whose exponential processes satisfy Muckenhoupt’s condition A1***by*Osȩkowski, Adam**1854-1862 Association tests through combining p-values for case control genome-wide association studies***by*Chen, Zhongxue**1863-1870 Uniform consistency of kNN regressors for functional variables***by*Kudraszow, Nadia L. & Vieu, Philippe**1871-1879 Optimal global rates of convergence for interpolation problems with random design***by*Kohler, Michael & Krzyżak, Adam**1880-1887 Deconvolution of P(X***by*Dattner, I.**1888-1893****Asymptotic FDR control under weak dependence: A counterexample***by*Gontscharuk, Veronika & Finner, Helmut**1894-1900 An upper bound on random walks on dihedral groups***by*McCollum, Joseph**1901-1910 The Brunk–Prokhorov strong law of large numbers for fields of martingale differences taking values in a Banach space***by*Son, Ta Cong & Thang, Dang Hung**1911-1914 A note on the inflated-parameter binomial distribution***by*Bao, Zhenhua & Song, Lixin & Liu, He**1915-1925 Strong consistency of the internal estimator of nonparametric regression with dependent data***by*Shen, Jia & Xie, Yuan**1926-1927 Correction to “On weak dependence conditions for Poisson autoregressions” [Statist. Probab. Lett. 82 (2012) 942–948]***by*Doukhan, Paul & Fokianos, Konstantinos & Tjøstheim, Dag**1928-1936 Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps***by*Sason, Igal

### 2013, Volume 83, Issue 7

**1603-1612 Uniqueness, recurrence and decay properties of collision branching processes with immigration***by*Wang, Juan & Li, Junping**1613-1618 On the number of switches in unbiased coin-tossing***by*Li, Wenbo**1619-1623 On the expected number of successes in a sequence of nested Bernoulli trials***by*Schlemm, Eckhard**1624-1631 A semiparametric Bayesian approach to joint mean and variance models***by*Xu, Dengke & Zhang, Zhongzhan**1632-1637 Maximin designs for the detection of synergistic effects***by*Mandal, Nripes Kumar & Pal, Manisha**1638-1643 Random motion with gamma steps in higher dimensions***by*Pogorui, Anatoliy A. & Rodríguez-Dagnino, Ramón M.**1644-1648 Entropic approach to E. Rio’s central limit theorem for W2 transport distance***by*Bobkov, Sergey G.**1649-1653 Stochastic comparisons of series systems with heterogeneous Weibull components***by*Fang, Longxiang & Zhang, Xinsheng**1662-1668 On empirical likelihood inference of a change-point***by*Shen, Gang**1669-1676 The von Mises–Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time***by*Gatto, Riccardo**1677-1682 Jackknife estimation with a unit root***by*Chambers, Marcus J. & Kyriacou, Maria**1683-1691 Estimation in a change-point hazard regression model with long-term survivors***by*Li, Yunxia & Qian, Lianfen & Zhang, Wei**1692-1698 On the Monge–Ampère equation for characterizing gamma-Gaussian model***by*Kokonendji, Célestin C. & Masmoudi, Afif**1699-1702 Nearly universal consistency of maximum likelihood in discrete models***by*Seo, Byungtae & Lindsay, Bruce G.**1703-1710 On penalized likelihood estimation for a non-proportional hazards regression model***by*Devarajan, Karthik & Ebrahimi, Nader**1711-1719 Anticipated backward stochastic differential equations on Markov chains***by*Lu, Wen & Ren, Yong**1720-1724 Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers***by*Chobanyan, S. & Levental, S.**1725-1730 Bivariate high-level exceedance and the Chen–Stein theorem in genomics multiple hypothesis testing perspectives***by*Sen, Pranab K. & Kang, Moonsu**1731-1739 Some new results on the empirical copula estimator with applications***by*Swanepoel, J.W.H. & Allison, J.S.**1740-1744 Estimation for the Schnabel census with plants***by*Gormley, R. & Goudie, I.B.J.**1745-1753 On strong large deviation results for lightly trimmed sums and some applications***by*Vasudeva, R. & Srilakshminarayana, G.**1754-1758 A flexible approach to finite mixture regression models for multivariate mixed responses***by*Alfò, Marco & Rocchetti, Irene**1759-1769 The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails***by*Naik, Shanoja R. & Abraham, Bovas**1770-1775 Efficiency of repeated-cross-section estimators in fixed-effects models***by*Rosati, Nicoletta**1776-1781 Transient analysis of Lévy-driven tandem queues***by*Dȩbicki, Krzysztof & Mandjes, Michel & Sierpińska-Tułacz, Iwona**1782-1786 Hitting time distribution for skip-free Markov chains: A simple proof***by*Zhou, Ke**1787-1799 Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail***by*Shen, Xinmei & Zhang, Yi**1800-1804 The limit law of the iterated logarithm in Banach space***by*Li, Deli & Liang, Han-Ying**1805-1811 Poisson point processes with detection and rest***by*Hong, Yicheng & Lee, Chaehun & Lee, Sungchul & Kim, Hyungsoo**1812-1818 The degenerate convergence criterion and Feller’s weak law of large numbers for double arrays in noncommutative probability***by*Quang, Nguyen Van & Huy, Nguyen Ngoc & Son, Le Hong

### 2013, Volume 83, Issue 6

**1479-1483 On the optimality of extended maximal length linear feedback shift register sequences***by*Kao, Ming-Hung**1484-1489 Matching the finitized Poisson distribution to the matching distributions***by*Cochran, James J. & Levy, Martin S. & Golnabi, Saeed**1490-1495 On the distribution of the Rosenblatt process***by*Maejima, Makoto & Tudor, Ciprian A.**1496-1503 Some new classes of stationary max-stable random fields***by*Robert, Christian Y.**1504-1512 Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments***by*Wang, Kaiyong & Yang, Yang & Yu, Changjun**1513-1519 Integer valued stable random variables***by*Klebanov, Lev B. & Slámová, Lenka**1520-1526 F tests with random sample sizes. Theory and applications***by*Moreira, Elsa E. & Mexia, João T. & Minder, Christoph E.**1527-1538 Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest***by*Gao, Qingwu & Liu, Xijun**1539-1546 On the Jeffreys prior for the multivariate Ewens distribution***by*Rodríguez, Abel**1547-1552 Simultaneous fiducial generalized confidence intervals for the successive differences of exponential location parameters under heteroscedasticity***by*Kharrati-Kopaei, Mahmood & Malekzadeh, Ahad & Sadooghi-Alvandi, Mohammad**1553-1558 A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions***by*Westgate, Philip M.**1559-1566 A large deviation theorem for a branching Brownian motion with random immigration***by*Sun, Hongyan**1567-1570 On comparison of reversed hazard rates of two parallel systems comprising of independent gamma components***by*Misra, Neeraj & Misra, Amit Kumar**1571-1579 Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data***by*Wang, Jiang-Feng & Ma, Wei-Min & Zhang, Hui-Zeng & Wen, Li-Min**1580-1587 On the optimal designs for the prediction of Ornstein–Uhlenbeck sheets***by*Baran, Sándor & Sikolya, Kinga & Stehlík, Milan**1588-1594 The Lp Cauchy sequence for one-dimensional BSDEs with linear growth generators***by*Izumi, Yuki**1595-1602 Semiparametric estimation of fixed effects panel data single-index model***by*Lai, Peng & Li, Gaorong & Lian, Heng

### 2013, Volume 83, Issue 5

**1301-1310 On representation theorem of sublinear expectation related to G-Lévy process and paths of G-Lévy process***by*Ren, Liying**1311-1320 Identification for semiparametric varying coefficient partially linear models***by*Wang, Mingqiu & Song, Lixin**1321-1329 Asymptotic expansions for moments of skew-normal extremes***by*Liao, Xin & Peng, Zuoxiang & Nadarajah, Saralees**1330-1338 On partial monotonic behaviour of some entropy measures***by*Gupta, Nitin & Bajaj, Rakesh Kumar**1339-1345 Exact tests of the superiority under the Poisson distribution***by*Liu, MingTe & Hsueh, Huey-Miin**1346-1352 Estimation of distributions with the new better than used in expectation property***by*Lorenzo, Edgardo & Malla, Ganesh & Mukerjee, Hari**1353-1363 M-estimation for the partially linear regression model under monotonic constraints***by*Du, Jiang & Sun, Zhimeng & Xie, Tianfa**1364-1371 Reliability analysis using ageing intensity function***by*Bhattacharjee, Subarna & Nanda, Asok K. & Misra, Satya Kr.**1372-1381 Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data***by*Liu, Qiaojing & Zhao, Shoujiang**1382-1387 Bias and bandwidth for local likelihood density estimation***by*Otneim, Håkon & Karlsen, Hans Arnfinn & Tjøstheim, Dag**1388-1396 Properties and computation of interval availability of system***by*Huang, Kai & Mi, Jie**1397-1403 The second-order version of Karamata’s theorem with applications***by*Pan, Xiaoqing & Leng, Xuan & Hu, Taizhong**1404-1410 On Chung’s law of the iterated logarithm for the Brownian time Lévy’s area process***by*Liu, Jin V.**1411-1415 Weak convergence in the near unit root setting***by*Bailey, N. & Giraitis, L.**1416-1419 A monotonicity property of variances***by*Aldaz, J.M.**1420-1423 Asymptotic theory for a two-stage procedure in sequential interval estimation of a normal mean***by*Uno, Chikara**1424-1432 Harnack inequality for mean-field stochastic differential equations***by*Zong, Gaofeng & Chen, Zengjing**1433-1442 Likelihood computation for hidden Markov models via generalized two-filter smoothing***by*Persing, Adam & Jasra, Ajay**1443-1447 Accelerating Brownian motion on N-torus***by*Pai, Hui-Ming & Hwang, Chii-Ruey**1448-1456 Nonlinear mixed-effects state space models with applications to HIV dynamics***by*Zhou, Jie & Han, Lu & Liu, Sanyang**1457-1463 One dimensional scan statistics generated by some dependent stationary sequences***by*Haiman, George & Preda, Cristian**1464-1471 Doubly truncated (interval) cumulative residual and past entropy***by*Khorashadizadeh, M. & Rezaei Roknabadi, A.H. & Mohtashami Borzadaran, G.R.**1472-1478 A variation of the Newton–Pepys problem and its connections to size-estimation problems***by*Varagnolo, Damiano & Schenato, Luca & Pillonetto, Gianluigi

### 2013, Volume 83, Issue 4

**953-959 Estimates on the effective resistance in anisotropic long-range percolation on Z2***by*Misumi, Jun**960-968 Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence***by*Lahrouz, Aadil & Omari, Lahcen**969-978 Hazard function estimation with nonnegative “wavelets”***by*Angers, Jean-Francois & MacGibbon, Brenda**979-986 Bayesian model selection based on parameter estimates from subsamples***by*Zhang, Jingsi & Jiang, Wenxin & Shao, Xiaofeng**987-992 On determining the structural dimension via directional regression***by*Yu, Zhou & Dong, Yuexiao & Guo, Ranwei**993-998 The maximum severity of ruin in a perturbed risk process with Markovian arrivals***by*Li, Shuanming & Ren, Jiandong**999-1005 The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables***by*Nagatsuka, Hideki & Kawakami, Hiroshi & Kamakura, Toshinari & Yamamoto, Hisashi**1006-1017 On the integral of fractional Poisson processes***by*Orsingher, Enzo & Polito, Federico**1018-1027 A class of continuous kernels and Cauchy type heavy tail distributions***by*Soltani, A.R. & Tafakori, L.**1028-1035 Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data***by*Sharipov, Olimjon Sh. & Wendler, Martin**1036-1045 Comparison of concentration for several families of income distributions***by*Belzunce, Félix & Pinar, José F. & Ruiz, José M. & Sordo, Miguel A.**1046-1053 On the trivariate joint distribution of Brownian motion and its maximum and minimum***by*Choi, ByoungSeon & Roh, JeongHo**1054-1061 Symmetric representations of bivariate distributions***by*Domansky, Victor**1062-1070 A simple test of optimal hedging policy***by*Chiu, Wan-Yi**1071-1077 An alternative REML estimation of covariance matrices in linear mixed models***by*Li, Erning & Pourahmadi, Mohsen**1078-1082 Moderate deviations for the energy of charged polymer***by*Wang, Yanqing**1083-1093 Fractal dimension results for continuous time random walks***by*Meerschaert, Mark M. & Nane, Erkan & Xiao, Yimin**1094-1099 A range reduction method for generating discrete random variables***by*Shmerling, Efraim**1100-1105 Identifying the source of proportion shifts in a multinomial process using a simple statistical test procedure***by*Hou, Chia-Ding & Huang, Sheng**1106-1110 Notes on entropic convergence and the weak entropy inequality***by*Li, Lina**1111-1116 Optimal reinsurance under the Haezendonck risk measure***by*Zhu, Yunzhou & Zhang, Lixin & Zhang, Yi**1117-1126 Mosco convergence of SLLN for triangular arrays of rowwise independent random sets***by*Quang, Nguyen Van & Giap, Duong Xuan**1127-1135 Estimation of the Shannon’s entropy of several shifted exponential populations***by*Kayal, Suchandan & Kumar, Somesh**1136-1142 Probability inequalities for bounded random vectors***by*Ahmad, I.A. & Amezziane, M.**1143-1150 K-distributed vector random fields in space and time***by*Ma, Chunsheng**1151-1162 Estimation of nonparametric regression models with a mixture of Berkson and classical errors***by*Yin, Zanhua & Gao, Wei & Tang, Man-Lai & Tian, Guo-Liang**1163-1166 A note on the optimality of 2-level main effects plans in blocks of odd size***by*Jacroux, Mike**1167-1173 Simultaneous multiple comparisons with a control using median differences and permutation tests***by*Richter, Scott J. & McCann, Melinda H.**1174-1183 Comparing spectral densities of stationary time series with unequal sample sizes***by*Preuß, Philip & Hildebrandt, Thimo**1184-1192 Harnack inequality for semilinear SPDE with multiplicative noise***by*Zhang, Shao-Qin**1193-1202 Large deviations for fractional Poisson processes***by*Beghin, Luisa & Macci, Claudio**1203-1212 Bayesian efficiency***by*Withers, Christopher S. & Nadarajah, Saralees**1213-1218 On a strong law of large numbers for monotone measures***by*Agahi, Hamzeh & Mohammadpour, Adel & Mesiar, Radko & Ouyang, Yao**1219-1226 On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis***by*Ilmonen, Pauliina**1227-1232 Sharp bounds on the expected shortfall for a sum of dependent random variables***by*Puccetti, Giovanni**1233-1239 On a Birnbaum–Saunders distribution arising from a non-homogeneous Poisson process***by*Fierro, Raúl & Leiva, Víctor & Ruggeri, Fabrizio & Sanhueza, Antonio**1240-1246 The existence of a positive solution for a generalized delay logistic equation with multifractional noise***by*Nguyen Tien, Dung**1247-1253 A moment method for the multivariate asymmetric Laplace distribution***by*Hürlimann, Werner**1254-1259 A sharp estimate of the binomial mean absolute deviation with applications***by*Berend, Daniel & Kontorovich, Aryeh**1260-1261 Remarks on moment inequalities and identities for martingales***by*Novikov, Alexander & Shiryaev, Albert**1262-1270 Consistency results for the kernel density estimate on continuous time stationary and dependent data***by*Didi, Sultana & Louani, Djamal**1271-1281 Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition***by*Qin, Yan & Xia, Ning-Mao**1282-1286 Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables***by*Hadjikyriakou, Milto**1287-1299 Influence analysis on the direction of optimal response***by*Huang, Yufen & Wang, Sheng-Wen

### 2013, Volume 83, Issue 3

**677-679 Sharp bounds for complier average potential outcomes in experiments with noncompliance and incomplete reporting***by*Aronow, Peter M. & Green, Donald P.**680-688 Sharp estimates on the tail behavior of a multistable distribution***by*Ayache, Antoine**689-699 Records in subsets of a random field***by*Gut, Allan & Stadtmüller, Ulrich**700-709 Some inequalities for conditional demimartingales and conditional N-demimartingales***by*Wang, Xinghui & Wang, Xuejun**710-717 Computing system signatures through reliability functions***by*Marichal, Jean-Luc & Mathonet, Pierre**718-723 Functional strong law of large numbers for loads in a planar network model***by*Torrisi, Giovanni Luca**724-734 A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators***by*Zhang, HengMin & Fan, ShengJun**735-743 Moderate and large deviation principles for the hazard rate function kernel estimator under censoring***by*Diallo, Amadou Oury Korbe & Louani, Djamal**744-752 Expansions for bivariate extreme value distributions***by*Nadarajah, Saralees**753-760 On the trace approximations of products of Toeplitz matrices***by*Ginovyan, Mamikon S. & Sahakyan, Artur A.**761-767 The strong Feller property of switching jump-diffusion processes***by*Xi, Fubao & Yin, George**768-773 Maximum entropy mixing time of circulant Markov processes***by*Avrachenkov, Konstantin & Cottatellucci, Laura & Maggi, Lorenzo & Mao, Yong-Hua**774-782 Alpha–Skew–Laplace distribution***by*Shams Harandi, S. & Alamatsaz, M.H.**783-789 Small parameter behavior of families of distributions***by*Bar-Lev, Shaul K. & Kella, Offer & Löpker, Andreas**790-796 Markov chain approximations to singular stable-like processes***by*Xu, Fangjun**797-804 A note on geodesics for supercritical continuum percolation***by*Yao, Changlong**805-811 Generalized BSDEs driven by fractional Brownian motion***by*Jańczak-Borkowska, Katarzyna**812-819 Estimating genotyping error rates from parent–offspring dyads***by*Haaland, Øystein A. & Skaug, Hans J.**820-823 Fixed jumps of additive processes***by*Liao, Ming**824-828 Strong solutions of Tsirel’son’s equation in discrete time taking values in compact spaces with semigroup action***by*Hirayama, Takao & Yano, Kouji**829-835 Does adding data always improve linear regression estimates?***by*den Boer, A.V.**836-840 Positions of the ranks of factors in certain finite long length words***by*Zohoorian Azad, Elahe**841-849 Dividend problems in the dual risk model with exponentially distributed observation time***by*Peng, Dan & Liu, Donghai & Liu, Zaiming**850-855 A note on moving average models for Gaussian random fields***by*Hansen, Linda V. & Thorarinsdottir, Thordis L.

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