# Elsevier

# Statistics & Probability Letters

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### 2005, Volume 73, Issue 3

**233-241 Inequalities for upper and lower probabilities***by*Chen, Zengjing & Kulperger, Reg**243-250 The asymptotic distribution of the unconditional quantile estimator under dependence***by*Oberhofer, Walter & Haupt, Harry**251-257 Strong uniqueness for cyclically symbiotic branching diffusions***by*Dawson, Donald A. & Fleischmann, Klaus & Xiong, Jie**259-269 On an extension of the exponential-geometric distribution***by*Adamidis, Konstantinos & Dimitrakopoulou, Theodora & Loukas, Sotirios**271-275 Normal moments and Hermite polynomials***by*Willink, R.**277-285 Bootstrap estimation of the distribution of Matusita distance in the mixed case***by*Alba-Fernández, V. & Muñoz-García, J. & Jiménez-Gamero, M.D.**287-296 Latent variable analysis and partial correlation graphs for multivariate time series***by*Fried, Roland & Didelez, Vanessa**297-304 Kernel density estimation on Riemannian manifolds***by*Pelletier, Bruno**305-314 The strong law of large numbers for dependent random variables***by*Kuczmaszewska, Anna**315-320 On Gaussian correlation inequalities for "periodic" sets***by*Bhandari, Subir K. & Basu, Ayanendranath**321-331 Jackknife variance estimator with reimputation for randomly imputed survey data***by*Saigo, H. & Sitter, R.R.

### 2005, Volume 73, Issue 2

**91-97 Monotonicity of likelihood support bounds for system failure rates***by*Lloyd, Chris J.**99-103 Measuring the extremal dependence***by*Martins, A.P. & Ferreira, H.**105-114 A note on minimum distance estimation of copula densities***by*Biau, Gérard & Wegkamp, Marten**115-124 A Once edge-reinforced random walk on a Galton-Watson tree is transient***by*Dai, Jack Jie**125-130 Confidence intervals for the power of Student's t-test***by*Tarasinska, Joanna**131-138 A note on the stability and causality of general time-dependent bilinear models***by*Bibi, Abdelouahab**139-145 Minimax 16-run supersaturated designs***by*Butler, Neil A.**147-153 Asymptotic properties of CLS estimators in the Poisson AR(1) model***by*Keith Freeland, R. & McCabe, Brendan**155-164 Rates of convergence for the change-point estimator for long-range dependent sequences***by*Hariz, Samir Ben & Wylie, Jonathan J.**165-177 The rate of convergence in the functional limit theorem for increments of a Brownian motion***by*Gao, Fuqing & Wang, Qinghua**179-187 A simple approximation for the distribution of the weighted combination of non-independent or independent probabilities***by*Hou, Chia-Ding**189-197 An exponential inequality for associated variables***by*Oliveira, Paulo Eduardo**199-206 Fisher information in censored data***by*Wang, Yanhua & He, Shuyuan

### 2005, Volume 73, Issue 1

**1-12 Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model***by*Sun, Xiaoqian & Sun, Dongchu**13-23 On the AIDS incubation distribution***by*Neammanee, K. & Pianskool, S. & Chonchaiya, R.**25-35 On stationarity and [beta]-mixing property of certain nonlinear GARCH(p,q) models***by*Lee, O. & Shin, D.W.**37-50 The use of domination number of a random proximity catch digraph for testing spatial patterns of segregation and association***by*Ceyhan, Elvan & Priebe, Carey E.**51-56 An explicit local uniform large deviation bound for Brownian bridges***by*Wittich, O.**57-60 Upper bounds of the Gärtner-Ellis theorem for the sequences of random variables***by*Nyrhinen, Harri**61-70 Testing heteroscedasticity in partially linear regression models***by*You, Jinhong & Chen, Gemai**71-78 A note on prediction and interpolation errors in time series***by*Galeano, Pedro & Peña, Daniel**79-90 Inequalities for the norms of integrals with respect to a fractional Brownian motion***by*Slominski, Leszek & Ziemkiewicz, Bartosz

### 2005, Volume 72, Issue 4

**277-283 Another look at rejection sampling through importance sampling***by*Chen, Yuguo**285-290 Limitations on intermittent forecasting***by*Morvai, Gusztáv & Weiss, Benjamin**291-298 On the weak laws for arrays of random variables***by*Sung, Soo Hak & Hu, Tien-Chung & Volodin, Andrei**299-311 VaR is subject to a significant positive bias***by*Inui, Koji & Kijima, Masaaki & Kitano, Atsushi**313-322 Kernel estimation of a partially linear additive model***by*Manzan, Sebastiano & Zerom, Dawit**323-332 Outliers in functional autoregressive time series***by*Battaglia, Francesco**333-343 A nonparametric sequential test with power 1 for the ruin probability in some risk models***by*Conti, Pier Luigi**345-355 A note on the use of kernel functions in weighted estimators***by*Johnson, Brent A. & Boos, Dennis D.

### 2005, Volume 72, Issue 3

**187-194 A mixture and self-exciting model for software reliability***by*Wang, R.**195-204 Recursive demeaning and deterministic seasonality***by*Kuzin, Vladimir**205-217 The expected discounted penalty at ruin in the Erlang (2) risk process***by*Sun, Li-Juan**219-226 Variable selection and transformation in linear regression models***by*Yeo, In-Kwon**227-235 Limit theorems for the Estermann zeta-function. I***by*Laurincikas, Antanas**237-247 Information criterion for Gaussian change-point model***by*Ninomiya, Yoshiyuki**249-264 Central limit theorem for the size of the range of a renewal process***by*Hitczenko, Pawel & Pemantle, Robin**265-275 On the asymptotic behaviour of a simple growing point process model***by*Borovkov, K. & Motyer, A.

### 2005, Volume 72, Issue 2

**93-102 Improved likelihood ratio and score tests on concentration parameters of von Mises-Fisher distributions***by*Watamori, Yoko & Jupp, Peter E.**103-112 A refinement to approximate conditional inference***by*Yang, Bo & Kolassa, John E.**113-123 Converses to the Csörgo-Révész laws***by*Frolov, Andrei N.**125-135 Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution***by*Hashorva, Enkelejd**137-143 Exponential stopping and drifted stable processes***by*Letac, G. & Seshadri, V.**145-152 A general Ostrowski-type inequality***by*de la Cal, J. & Cárcamo, J.**153-162 On choosing the centering distribution in Dirichlet process mixture models***by*Hanson, Timothy & Sethuraman, Jayaram & Xu, Ling**163-170 A note on stochastic comparisons of generalized order statistics***by*Hu, Taizhong & Zhuang, Weiwei**171-177 An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges***by*Mansuy, Roger**179-185 A note on comparisons among coherent systems with dependent components using signatures***by*Navarro, Jorge & Ruiz, Jose M. & Sandoval, Carlos J.

### 2005, Volume 72, Issue 1

**1-10 Study of a risk model based on the entrance process***by*Li, Zehui & Zhu, Jinxia & Chen, Feng**11-12 A maximal inequality for nonnegative submartingales***by*Bhattacharya, P.K.**13-22 Optimal sign tests for data from ranked set samples***by*Wang, You-Gan & Zhu, Min**23-32 Type G and spherical distributions on***by*Fotopoulos, Stergios B.**33-42 Birth-death processes with killing***by*van Doorn, Erik A. & Zeifman, Alexander I.**43-50 The superiority of empirical Bayes estimator of parameters in linear model***by*Zhang, Weiping & Wei, Laisheng & Yang, Yaning**51-57 Characterization of hazard function factorization by Fisher information in minima and upper record values***by*Hofmann, Glenn & Balakrishnan, N. & Ahmadi, Jafar**59-69 Convergence rates in the law of large numbers for arrays of Banach space valued random elements***by*Tómács, Tibor**71-81 Minimax correlation between a line segment and a beamlet***by*Huo, Xiaoming**83-92 On linear rank tests for truncated binomial randomization***by*Zhang, Yanqiong & Rosenberger, William F.

### 2005, Volume 71, Issue 4

**295-301 Optimality of an explicit series expansion of the fractional Brownian sheet***by*Dzhaparidze, Kacha & Zanten, Harry van**303-311 More on complete convergence for arrays***by*Sung, Soo Hak & Volodin, Andrei I. & Hu, Tien-Chung**313-322 Ergodicity and existence of moments for local mixtures of linear autoregressions***by*Carvalho, Alexandre & Skoulakis, Georgios**323-335 Chebyshev-type inequalities for scale mixtures***by*Csiszar, Villo & Móri, Tamás F. & Székely, Gábor J.**337-346 The law of the iterated logarithm for character ratios***by*Su, Zhonggen**347-359 Separable Hausdorff measurable Radon spaces***by*Leão, D. Jr. & Fragoso, M.D. & do Val, J.B.R. & Andrade, M.G.**361-369 Saddlepoint approximations to option price in a general equilibrium model***by*Xiong, Jian & Wong, Augustine & Salopek, Donna**371-382 Variable selection in generalized linear models with canonical link functions***by*Jin, Man & Fang, Yixin & Zhao, Lincheng**383-394 A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations***by*Kotz, Samuel & van Dorp, J. René

### 2005, Volume 71, Issue 3

**203-214 kth records from discrete distributions***by*Dembinska, Anna & López-Blázquez, Fernando**215-223 Estimating the slope in measurement error models--a different perspective***by*Davidov, Ori**225-235 Likelihood ratio tests of the number of components in a normal mixture with unequal variances***by*Lo, Yungtai**237-247 Empirical saddlepoint approximations of the Studentized ratio and regression estimates for finite populations***by*Agho, Kingsley & Dai, Wen & Robinson, John**249-256 On the Poisson-binomial relative error***by*Antonelli, Sabrina & Regoli, Giuliana**257-265 Bayesian model selection: a predictive approach with losses based on distances L1 and L2***by*de la Horra, Julián & Rodríguez-Bernal, María Teresa**267-276 Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model***by*Chaudhuri, Sanjay & Perlman, Michael D.**277-281 Jensen's inequality for medians***by*Merkle, Milan**283-294 Reinforced weak convergence of stochastic processes***by*Drmota, Michael & Marckert, Jean-François

### 2005, Volume 71, Issue 2

**111-121 Bootstrapping modified goodness-of-fit statistics with estimated parameters***by*Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël**123-129 Limit infimum results for subsequences of partial sums and random sums***by*Divanji, Gooty & Koroto, Tadewos**131-142 Wilcoxon-signed rank test for associated sequences***by*Dewan, Isha & Rao, B.L.S. Prakasa**143-153 Parametric bootstrapping with nuisance parameters***by*Lee, Stephen M.S. & Young, G. Alastair**155-164 Estimation in comparative calibration models with replicate measurement***by*Giménez, Patricia & Patat, María Laura**165-171 Stieltjes classes for M-indeterminate powers of inverse Gaussian distributions***by*Ostrovska, Sofiya & Stoyanov, Jordan**173-183 Converse comparison theorems for backward stochastic differential equations***by*Jiang, Long**185-191 Sharp estimates for the median of the [Gamma](n+1,1) distribution***by*Adell, José A. & Jodrá, Pedro**193-202 On the almost sure growth rate of sums of lower negatively dependent nonnegative random variables***by*Klesov, Oleg & Rosalsky, Andrew & Volodin, Andrei I.

### 2005, Volume 71, Issue 1

**1-13 On the distribution of the clipping median under a mixture model***by*Steland, Ansgar**15-22 Limit theorems for continuous time random walks with slowly varying waiting times***by*Meerschaert, Mark M. & Scheffler, Hans-Peter**23-31 Transposition invariant principal component analysis in L1 for long tailed data***by*Choulakian, Vartan**33-38 Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding***by*Liquet, Benoit & Commenges, Daniel**39-46 The moment of inertia and the linear discriminant function***by*Reyen, Salem S. & Miller, John J.**47-60 Fragment size distributions in random fragmentations with cutoff***by*Ghorbel, M. & Huillet, T.**61-70 Estimating parameters in autoregressive models with asymmetric innovations***by*Wong, Wing-Keung & Bian, Guorui**71-84 Expressions for Rényi and Shannon entropies for multivariate distributions***by*Zografos, K. & Nadarajah, S.**85-98 Dynamic generalized information measures***by*Asadi, Majid & Ebrahimi, Nader & Soofi, Ehsan S.**99-110 A-optimal and efficient diallel cross experiments for comparing test treatments with a control***by*Hsu, Yung-Feng & Ting, Chao-Ping

### 2004, Volume 70, Issue 4

**235-242 Characterizations of the hazard rate order and IFR aging notion***by*Belzunce, Félix & Gao, Xiaoli & Hu, Taizhong & Pellerey, Franco**243-251 Estimation of time-varying ARMA models with Markovian changes in regime***by*Francq, Christian & Gautier, Antony**253-261 Weak solutions for stochastic differential equations with additive fractional noise***by*Mishura, Yu. & Nualart, D.**263-273 Testing for parameter constancy in GARCH(p,q) models***by*Berkes, Istvan & Horváth, Lajos & Kokoszka, Piotr**275-284 A note on exponential dispersion models which are invariant under length-biased sampling***by*Bar-Lev, Shaul K. & Van der Duyn Schouten, Frank A.**285-298 Goodness-of-fit inference for the Cox-Aalen additive-multiplicative regression model***by*Kraus, David**299-308 Dimensions of supercritical branching processes in varying environments***by*Shieh, Narn-Rueih & Yu, Jinghu

### 2004, Volume 70, Issue 3

**175-182 On the finite-sample size distortion of smooth transition unit root tests***by*Cook, Steven & Vougas, Dimitrios**183-190 Characterization-based Q-Q plots for testing multinormality***by*Liang, Jiajuan & Pan, William S.Y. & Yang, Zhen-Hai**191-197 Complete moment convergence of moving-average processes under dependence assumptions***by*Yun-xia, Li & Li-xin, Zhang**199-209 Path collapse for multidimensional Brownian motion with rebirth***by*Grigorescu, Ilie & Kang, Min**211-222 On arbitrage and Markovian short rates in fractional bond markets***by*Gapeev, Pavel V.**223-234 A four action problem with ordered categorical data: are two distributions the same, ordered, or otherwise?***by*Cohen, A. & Kolassa, J. & Sackrowitz, H.B.

### 2004, Volume 70, Issue 2

**127-135 Matched shapes for uniform sampling***by*Lacaze, B.**137-144 On the functional CLT for partial sums of truncated bounded from below random variables***by*Pozdnyakov, Vladimir**145-154 Multitype population size-dependent branching processes with dependent offspring***by*González, Miguel & Martínez, Rodrigo & Mota, Manuel**155-169 The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes***by*Li, Bo & Liu, Luqin

### 2004, Volume 70, Issue 1

**1-10 Fractional Brownian motion and Martingale-differences***by*Nieminen, Ari**11-18 Expected number of real zeros of random hyperbolic polynomial***by*Mahanti, Mina Ketan**19-24 On oscillations of the geometric Brownian motion with time-delayed drift***by*Gushchin, Alexander A. & Küchler, Uwe**25-35 Generating correlated ordinal categorical random samples***by*Biswas, Atanu**37-48 An application of the double Edgeworth expansion to a filtering model with Gaussian limit***by*Masuda, Hiroki & Yoshida, Nakahiro**49-58 Nonclassical total probability formula and quantum interference of probabilities***by*Bulinski, Alexander & Khrennikov, Andrei**59-70 Missing responses in adaptive allocation design***by*Biswas, Atanu & Rao, J.N.K.**71-85 A note on minimum bias estimation in response surfaces***by*Huang, Kuo-Nan & Fan, Shu-Kai S.**87-94 Shrinkage estimation for convex polyhedral cones***by*Amirdjanova, Anna & Woodroofe, Michael**95-108 Predictable sampling for partially exchangeable arrays***by*Ivanoff, B. Gail & Weber, N.C.**109-117 Asymptotic distribution of normalized maximum under finite mixture models***by*AL-Hussaini, Essam K. & El-Adll, Magdy E.**119-125 The ARMA model in state space form***by*de Jong, Piet & Penzer, Jeremy

### 2004, Volume 69, Issue 4

**381-388 On characterizations of the gamma and generalized inverse Gaussian distributions***by*Chou, Chao-Wei & Huang, Wen-Jang**389-396 Some stochastic orders of Kotz-type distributions***by*Ding, Ying & Zhang, Xinsheng**397-404 Some characterizations of uniform models***by*Esteves, L.G. & Wechsler, S. & Iglesias, P.L.**405-419 Sub-fractional Brownian motion and its relation to occupation times***by*Bojdecki, Tomasz & Gorostiza, Luis G. & Talarczyk, Anna**421-430 Maximum variance of Kth records***by*Klimczak, Monika & Rychlik, Tomasz**431-437 Normal mixed difference matrix and the construction of orthogonal arrays***by*Pang, Shanqi & Zhang, Yingshan & Liu, Sanyang**439-445 Large deviations of L1-error of empirical measures on partitions***by*Esaulova, Veronika**447-450 On bounding the absolute mean value***by*Arakelian, V. & Papathanasiou, V.**451-463 An efficient marginal integration estimator of a semiparametric additive modelling***by*Moral, Ignacio & Rodriguez-Poo, Juan M.**465-475 Blowing number of a distribution for a statistics and loyal estimators***by*Barbe, Ph. & Broniatowski, M.

### 2004, Volume 69, Issue 3

**221-231 Properties of some bilinear models with periodic regime switching***by*Bibi, Abdelouahab & Ringo Ho, Moon-ho**233-242 On the finite sample breakdown points of redescending M-estimates of location***by*Chen, Zhiqiang & E. Tyler, David**243-252 Moments of Rand's C statistic in cluster analysis***by*DuBien, Janice L. & Warde, William D. & Chae, Seong S.**253-259 Fitting multivariate responses using scalar trees***by*Jesús Barcena, María & Tusell, Fernando**261-269 Almost sure limit theorems for U-statistics***by*Holzmann, Hajo & Koch, Susanne & Min, Aleksey**271-285 Binomial approximation of Brownian motion and its maximum***by*Carbone, Raffaella**287-297 Least-squares estimation and ANOVA for periodic autoregressive time series***by*Shao, Q. & Ni, P.P.**299-303 On Gebelein's correlation coefficient***by*Novak, S.Y.**305-314 Binned goodness-of-fit tests based on the empirical characteristic function***by*Meintanis, S. & Ushakov, N. G.**315-332 Detection of structural changes in generalized linear models***by*Antoch, Jaromír & Gregoire, Gérard & Jarusková, Daniela**333-342 Some properties of classes of life distributions with unknown age***by*Ahmad, Ibrahim A.**343-356 U-type and factorial designs for nonparametric Bayesian regression***by*Yue, Rong-Xian & Wu, Jing-Wen**357-368 Refined Baum-Katz laws for weighted sums of iid random variables***by*Lanzinger, H. & Stadtmüller, U.**369-379 On semiparametric familial-longitudinal models***by*Sneddon, Gary & Sutradhar, Brajendra C.

### 2004, Volume 69, Issue 2

**117-128 Bivariate maximum insurance claim and related point processes***by*Hashorva, Enkelejd**129-133 A note on nonparametric estimation for clustered data***by*Huggins, Richard**135-142 Discordant outlier detection in the growth curve model with Rao's simple covariance structure***by*Pan, Jianxin**143-149 Linear completeness in a continuous time Gauss-Markov model***by*Ibarrola, P. & Pérez-Palomares, A.**151-160 sn-m Designs containing clear main effects or clear two-factor interactions***by*Ai, Mingyao & Zhang, Runchu**161-170 Multistratum fractional factorial split-plot designs with minimum aberration and maximum estimation capacity***by*Ai, Mingyao & Zhang, Runchu**171-174 Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian environments***by*Takahashi, Hiroshi**175-187 Sharp bounds on expectations of kth record spacings from restricted families***by*Danielak, Katarzyna & Raqab, Mohammad Z.**189-198 Improving the acceptance rate of reversible jump MCMC proposals***by*Al-Awadhi, Fahimah & Hurn, Merrilee & Jennison, Christopher**199-211 Optimal multi-level supersaturated designs constructed from linear and quadratic functions***by*Koukouvinos, C. & Stylianou, S.**213-219 New Stieltjes classes involving generalized gamma distributions***by*Stoyanov, Jordan & Tolmatz, Leonid

### 2004, Volume 69, Issue 1

**1-9 Solution to a functional equation and its application to stable and stable-type distributions***by*Hamedani, G. G. & S. Key, Eric & Volkmer, Hans**11-20 Doubly penalized likelihood estimator in heteroscedastic regression***by*Yuan, Ming & Wahba, Grace**21-27 On the robustness of the predictive distribution for sampling from finite populations***by*Bose, Sudip**29-36 On simulating exchangeable sub-Gaussian random vectors***by*Mohammadpour, Adel & Soltani, A. Reza**37-51 Adaptive simultaneous confidence intervals in non-parametric estimation***by*Tribouley, Karine**53-61 Asymptotic inference for a nearly unstable sequence of stationary spatial AR models***by*Baran, Sándor & Pap, Gyula & van Zuijlen, Martien C. A.**63-68 Asymptotics in the symmetrization inequality***by*Geluk, Jaap**69-79 Maximal inequalities for the iterated fractional integrals***by*Yan, Litan**81-89 A note on optimal designs for two or more treatment groups***by*Han, Cong & Chaloner, Kathryn**91-103 Asymptotic expansions for the moments of the Gaussian random walk with two barriers***by*Khaniyev, Tahir & Kucuk, Zafer**105-116 Some theory and the construction of mixed-level supersaturated designs***by*Li, Peng-Fei & Liu, Min-Qian & Zhang, Run-Chu

### 2004, Volume 68, Issue 4

**325-331 A minimax equivalence theorem for optimum bounded design measures***by*Pronzato, Luc**333-345 On the optimization of the weighted Bickel-Rosenblatt test***by*Chebana, Fateh**347-357 Local likelihood density estimation on random fields***by*Lee, Y. K. & Choi, H. & Park, B. U. & Yu, K. S.**359-368 Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions***by*Herrmann, Eva & Ziegler, Klaus**369-382 Strong approximation for RCA(1) time series with applications***by*Aue, Alexander**383-393 Path properties of a d-dimensional Gaussian process***by*Lin, Zhengyan & Hwang, Kyo-Shin & Lee, Sungchul & Choi, Yong-Kab**395-405 Confidence intervals for quantiles in terms of record range***by*Ahmadi, J. & Balakrishnan, N.**407-413 A note on asymptotic distribution of products of sums***by*Lu, Xuewen & Qi, Yongcheng**415-419 A note on the paper of Khmaladze et al***by*Balakrishnan, N. & Stepanov, A.**421-427 Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression***by*Yin, Xiangrong & Dennis Cook, R.**429-434 On generalized projectivity of two-level screening designs***by*Evangelaras, H. & Koukouvinos, C.

### 2004, Volume 68, Issue 3

**209-220 Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes***by*Hwang, S. Y. & Basawa, I. V.**221-234 The supremum of a Gaussian process over a random interval***by*Debicki, Krzystof & Zwart, Bert & Borst, Sem**235-245 Fixed design regression quantiles for time series***by*Ioannides, D. A.**247-258 The observed total time on test and the observed excess wealth***by*Li, Xiaohu & Shaked, Moshe**259-265 Optimality of type I orthogonal arrays for general interference model with correlated observations***by*Filipiak, K. & Markiewicz, A.**267-272 Formulation of the EM algorithm for a mixture of central and non-central [chi]2 distributions***by*Hory, C.**273-286 Stability of a random diffusion with nonlinear drift***by*Xi, Fubao**287-295 Maxima of sums and random sums for negatively associated random variables with heavy tails***by*Wang, Dingcheng & Tang, Qihe

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