# Elsevier

# Statistics & Probability Letters

**Contact information of Elsevier:**

Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description

**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:** **Editor:**
**For corrections or technical questions regarding this series, please contact
(Zhang, Lei)** **Series handle:** repec:eee:stapro
**Citations RSS feed:** at CitEc
**Impact factors**:
Simple
(last 10 years),
Recursive
(10),
Discounted
(10),
Recursive discounted
(10),
H-Index
(10),
Aggregate
(10)
**Access and download statistics****Top item:** By citations. By downloads (last 12 months).

More pages of listings: 0| 1| 2| 3| 4| 5| 6| 7| 8| 9| 10| 11| 12| 13| 14| 15| **16**| 17| 18| 19| 20| 21| 22| 23| 24| 25| 26| 27| 28| 29| 30| 31| 32| 33

### 2003, Volume 63, Issue 3

**243-247 Berry-Esséen inequality for linear processes in Hilbert spaces***by*Bosq, Denis**249-257 Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market***by*Lien, Donald & Balakrishnan, N.**259-266 Robust regression with high coverage***by*Olive, David J. & Hawkins, Douglas M.**267-274 On the tail probability of the longest well-matching run***by*Chang, C. J. & Fann, C. S. J. & Chou, W. C. & Lian, I. B.**275-286 Elliptical copulas: applicability and limitations***by*Frahm, Gabriel & Junker, Markus & Szimayer, Alexander**287-293 Large sample results under biased sampling when covariables are present***by*de Uña-Álvarez, Jacobo**295-305 A stochastic order for random vectors and random sets based on the Aumann expectation***by*Fernández, Ignacio Cascos & Molchanov, Ilya**307-314 Time-frequency clustering and discriminant analysis***by*Shumway, Robert H.**315-323 A cone order monotone test for the one-sided multivariate testing problem***by*Logan, Brent R.**325-332 On the optimal allocation of an active redundancy in a two-component series system***by*Valdés, José E. & Zequeira, Rómulo I.

### 2003, Volume 63, Issue 2

**113-121 The Markov approximation of the random fields on Cayley trees and a class of small deviation theorems***by*Liu, Wen & Wang, Liying**123-131 On a new sample rank of an order statistics and its concomitant***by*EryIlmaz, S. & Bairamov, I. G.**133-143 A law of the iterated logarithm for geometrically weighted series of negatively associated random variables***by*Huang, Wei**145-155 -deficiency of the Kaplan-Meier estimator***by*Lemdani, Mohamed & Ould-Saïd, Elias**157-163 Improved rank-based dependence measures for categorical data***by*Vandenhende, François & Lambert, Philippe**165-175 Empirical Bayes estimation and its superiority for two-way classification model***by*Wei, Laisheng & Chen, Jiahua**177-184 Hellinger distance estimation of nonlinear dynamical systems***by*Hili, Ouagnina**185-195 On a criterion of Riemannian distance for singularity and absolute continuity of probability measures***by*Kim, Yoon Tae & Lee, Kee Won**197-203 Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics***by*Basu, Ruma & Ghosh, J. K. & Mukerjee, Rahul**205-213 D-optimal designs for weighted polynomial regression***by*Fang, Zhide**215-221 A note on natural exponential families with cuts***by*Bar-Lev, Shaul K. & Pommeret, Denys

### 2003, Volume 63, Issue 1

**1-12 Estimation for unequally spaced time series of counts with serially correlated random effects***by*Omori, Yasuhiro**13-23 On asymptotics of the maximal gain without losses***by*Frolov, Andrei N.**25-34 Estimation of a bivariate symmetric distribution function***by*Modarres, Reza**35-39 Pseudo-minimax linear and mixed regression estimation of regression coefficients when prior estimates are available***by*Shalabh, H. & Toutenburg, H.**41-48 Estimation in change-point hazard function models***by*Wu, C. Q. & Zhao, L. C. & Wu, Y. H.**49-59 Robust estimation of nonlinear regression with autoregressive errors***by*Sinha, Sanjoy K. & Field, Christopher A. & Smith, Bruce**61-65 Local asymptotic normality for the scale parameter of stable processes***by*Woerner, Jeannette H. C.**67-78 Central limit theorem for dependent multidimensionally indexed random variables***by*Christofides, Tasos C. & Mavrikiou, Petroula M.**79-87 A criterion for right continuity of filtrations generated by group-valued additive processes***by*Zapala, August M.**89-95 Comments on a recent limit theorem of Quine***by*Galambos, J. & Simonelli, I.**97-105 Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations***by*Hall, A. & Scotto, M. G.**107-112 Covariance identity for multinomial trials***by*Rukhin, Andrew. L.

### 2003, Volume 62, Issue 4

**325-333 Determination of the modes of a Multinomial distribution***by*Gall, Françoise Le**335-343 Non-exponential stability of scalar stochastic Volterra equations***by*Appleby, John A. D. & Reynolds, David W.**345-354 Extremal properties of sums of Bernoulli random variables***by*León, Carlos A. & Perron, François**355-360 Information matrices of maximal parameter subsystems in linear models***by*Klein, Thomas**361-370 On a minimum correlation problem***by*Bondesson, Lennart**371-378 A model for spatial survival***by*Finkelstein, M. S.**379-390 Nonparametric estimation equations for time series data***by*Cai, Zongwu**391-396 Distributions on spheres and random variables distributed on the interval (-1,1)***by*Schott, James R.**397-405 A note on the asymptotic normality of the ET method for extreme quantile estimation***by*Diebolt, Jean & Girard, Stéphane**407-412 A bivariate beta distribution***by*Olkin, Ingram & Liu, Ruixue**413-418 Optimal crossover designs under a general model***by*Bose, Mausumi & Mukherjee, Bhramar**419-427 On maximizing a design estimation efficiency using hidden projection properties***by*Evangelaras, H. & Koukouvinos, C.

### 2003, Volume 62, Issue 3

**211-221 On the length of the longest run in a multi-state Markov chain***by*Vaggelatou, Eutichia**223-228 Probability matching priors for predicting unobservable random effects with application to ANOVA models***by*Chang, In Hong & Kim, Byung Hwee & Mukerjee, Rahul**229-243 Inferences about the scale parameter of the gamma distribution based on data mixed from censoring and grouping***by*Mi, Jie & Naranjo, Arlene**245-250 A note on optimal foldover design***by*Fang, Kai-Tai & Lin, Dennis K. J. & Qin, Hong**251-262 Limit theorems for the empirical distribution function in the spatial case***by*Fazekas, István**263-274 A sieve bootstrap test for stationarity***by*Psaradakis, Zacharias**275-280 A note on vertex-reinforced random walks***by*Dai, Jack Jie**281-291 Some boundary-crossing results for linear diffusion processes***by*Choi, Changsun & Nam, Dougu**293-303 Consistency of logistic regression coefficient estimates calculated from a training sample***by*Hadjicostas, Petros**305-315 Exact statistical solutions using the inverse Bayes formulae***by*Tian, Guo-Liang & Tan, Ming**317-321 A martingale inequality and large deviations***by*Li, Yulin

### 2003, Volume 62, Issue 2

**101-110 Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples***by*Yang, Shanchao**111-115 Remark on semigroup techniques and the maximum likelihood estimation***by*Daria, Loukianova**117-122 A probabilistic interpretation of the [theta]-method***by*Hörfelt, Per**123-135 Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise***by*Reinsel, Gregory C. & Cheang, Wai-Kwong**137-144 A bound on the expected maximal deviation of averages from their means***by*Hamers, Michael & Kohler, Michael**145-154 Indistinguishability of absolutely continuous and singular distributions***by*Lalley, Steven P. & Nobel, Andrew**155-161 Exact and possible viability for controlled diffusions***by*Mazliak, Laurent & Rainer, Catherine**163-173 A bootstrap approximation to a unit root test statistic for heavy-tailed observations***by*Horváth, Lajos & Kokoszka, Piotr**175-187 Racetrack betting and consensus of subjective probabilities***by*Brown, Lawrence D. & Lin, Yi**189-201 On hidden Markov chains and finite stochastic systems***by*Spreij, Peter**203-209 Estimation of the population mean using random selection in ranked set samples***by*Rahimov, I. & Muttlak, H. A.

### 2003, Volume 62, Issue 1

**1-7 Testing relative risk under random censoring***by*Kirmani, Syed N. U. A. & Dauxois, Jean-Yves**9-21 Sign test of independence between two random vectors***by*Taskinen, Sara & Kankainen, Annaliisa & Oja, Hannu**23-34 A clustering procedure based on the comparison between the k nearest neighbors graph and the minimal spanning tree***by*González-Barrios, José María & Quiroz, Adolfo J.**35-43 On the accuracy of multivariate compound Poisson approximation***by*Novak, S. Y.**45-48 Lipschitz continuous processes for given marginals***by*Dubischar, Daniel**49-60 Dimensions of random trees***by*Konsowa, Mokhtar H. & Oraby, Tamer F.**61-70 Optimal dichotomization for repeated screening tests***by*Wang, Ming-Dauh & Geisser, Seymour**71-77 Functional local law of the iterated logarithm for geometrically weighted random series***by*Stoica, George**79-86 A limit theorem for partial sums of random variables and its applications***by*Liu, Wen & Yan, Jia-an & Yang, Weiguo**87-92 On the maximum total sample size of a group sequential test about binomial proportions***by*Kepner, James L. & Chang, Myron N.**93-100 Limit distributions for products of sums***by*Qi, Yongcheng

### 2003, Volume 61, Issue 4

**337-346 Deconvolution kernel estimator for mean transformation with ordinary smooth error***by*Qin, Huai-Zhen & Feng, Shi-Yong**347-357 On strong versions of the central limit theorem***by*Rychlik, Zdzislaw & Szuster, Konrad S.**359-371 A law of the iterated logarithm for global values of waiting time in multiphase queues***by*Minkevicius, Saulius & Steisunas, Stasys**373-382 Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM***by*Biernacki, Christophe & Chrétien, Stéphane**383-394 A quadratic bootstrap method and improved estimation in logistic regression***by*Claeskens, Gerda & Aerts, Marc & Molenberghs, Geert**395-401 A Bayesian interpretation of the multivariate skew-normal distribution***by*Liseo, Brunero & Loperfido, Nicola**403-410 On point measures of [var epsilon]-upcrossings for stationary diffusions***by*Grigelionis, Bronius**411-419 Nonstationary covariance functions that model space-time interactions***by*Ma, Chunsheng**421-428 Inverting a saddlepoint approximation***by*Arevalillo, Jorge M.**429-438 Asymptotic properties of stable densities and the asymmetric large deviation problems***by*Nagaev, A. V.**439-445 A two sample quantile test with applications to randomized block designs***by*Sim, Songyong & Kim, Seongbum & Park, Gilju & Park, Jaesoon

### 2003, Volume 61, Issue 3

**225-234 Optimality of neighbor balanced designs under mixed effects model***by*Filipiak, K. & Markiewicz, A.**237-252 Asymptotics of M-estimators in non-linear regression with long memory designs***by*Koul, Hira L. & Baillie, Richard T.**253-259 Interpretation via Brownian motion of some independence properties between GIG and gamma variables***by*Matsumoto, Hiroyuki & Yor, Marc**261-268 Log-periodogram estimation of the memory parameter of a long-memory process under trend***by*Sibbertsen, Philipp**269-276 On class , class , and compound distributions in reliability***by*Mohan, N. R. & Ravi, S.**277-286 A note on functional CLT for truncated sums***by*Pozdnyakov, Vladimir**287-298 A semiparametric method of boundary correction for kernel density estimation***by*Alberts, T. & Karunamuni, R. J.**299-308 Order restricted estimators: some bias results***by*Sampson, Allan R. & Singh, Harshinder & Whitaker, Lyn R.**309-319 The proportional hazards regression with a censored covariate***by*Lee, Sungim & Park, S. H. & Park, Jinho**321-336 Necessary and sufficient conditions for weak convergence of smoothed empirical processes***by*Radulovic, Dragan & Wegkamp, Marten

### 2003, Volume 61, Issue 2

**123-131 Dispersion measures and dispersive orderings***by*Ramos, Héctor M. & Sordo, Miguel A.**133-143 The rate of consistency of the quasi-maximum likelihood estimator***by*Berkes, István & Horváth, Lajos**145-154 A non-linear explicit filter***by*Genon-Catalot, Valentine**155-162 Strong invariance under a Bayesian point of view***by*Montanero, Jesús & Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma**163-175 Evaluation of reliability bounds by set covering models***by*Koutras, M. V. & Tsitmidelis, S. & Zissimopoulos, V.**177-190 Long memory and stochastic trend***by*Leipus, Remigijus & Viano, Marie-Claude**191-198 Hutchinson-Lai's conjecture for bivariate extreme value copulas***by*Hürlimann, Werner**199-213 Serial rank statistics for detection of changes***by*Husková, M.**215-224 A note on construction of nearly uniform designs with large number of runs***by*Fang, Kai-Tai & Qin, Hong

### 2003, Volume 61, Issue 1

**1-15 Local time for processes indexed by a partially ordered set***by*Ivanoff, B. Gail & Sawyer, P.**17-30 On Bayesian estimators in misspecified change-point problems for Poisson process***by*Dabye, Ali S. & Farinetto, Christian & Kutoyants, Yury A.**31-40 A note on the almost sure central limit theorem for some dependent random variables***by*Dudzinski, Marcin**41-50 Some limit properties of the multivariate function sequences of discrete random variables***by*Liu, Wen**51-59 The exact distribution of the k-tuple statistic for sequence homology***by*Lou, W. Y. Wendy**61-70 Bootstrapping parameter estimated degenerate U and V statistics***by*Jiménez-Gamero, M. D. & Muñoz-García, J. & Pino-Mejías, R.**71-81 The sequential estimation in stochastic regression model with random coefficients***by*Lee, Sangyeol**83-89 Poisson approximation by constrained exponential tilting***by*Kathman, Steven J. & Terrell, George R.**91-96 An order-preserving property of the maximum likelihood estimates for the Rasch model***by*Bertoli-Barsotti, Lucio**97-109 Testing variances in wavelet regression models***by*Oyet, Alwell J. & Sutradhar, Brajendra**111-121 On exact minimax wavelet designs obtained by simulated annealing***by*Oyet, Alwell J. & Wiens, Douglas P.

### 2002, Volume 60, Issue 4

**343-350 Normalizations for periodogram-based unit root tests***by*Evans, Barry A. & Dickey, David A.**351-357 The connectivity of a graph on uniform points on [0,1]d***by*Appel, Martin J. B. & Russo, Ralph P.**359-365 An efficient computational method for moments of order statistics under progressive censoring***by*Balakrishnan, N. & Childs, A. & Chandrasekar, B.**367-375 Limiting behavior of weighted sums with stable distributions***by*Pingyan, Chen**377-386 The breakdown behavior of the maximum likelihood estimator in the logistic regression model***by*Croux, Christophe & Flandre, Cécile & Haesbroeck, Gentiane**387-394 Asymptotic properties of a particular nonlinear regression quantile estimation***by*Kim, Tae Soo & Kim, Hae Kyung & Hur, Sun**395-404 Testing for elliptical symmetry in covariance-matrix-based analyses***by*Schott, James R.**405-415 Simultaneous confidence bands for ratios of survival functions via empirical likelihood***by*McKeague, Ian W. & Zhao, Yichuan**417-424 The first exit time and ruin time for a risk process with reserve-dependent income***by*Chiu, Sung Nok & Yin, Chuan Cun**425-435 The influence function of the Stahel-Donoho estimator of multivariate location and scatter***by*Gervini, Daniel**437-444 An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss***by*Jozani, Mohammad Jafari & Nematollahi, Nader & Shafie, Khalil**445-457 A characterization for mixtures of semi-Markov processes***by*Epifani, I. & Fortini, S. & Ladelli, L.**459-473 Estimation for a class of generalized state-space time series models***by*Fukasawa, T. & Basawa, I. V.**475-482 On the asymptotic location of high values of a stationary sequence***by*Ferreira, H. & Scotto, M.

### 2002, Volume 60, Issue 3

**241-252 Geometric absolute regularity of Banach space-valued autoregressive processes***by*Allam, Abdelazziz & Mourid, Tahar**253-263 A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes***by*Szkutnik, Zbigniew**265-278 Some comments on the estimation of a dependence index in bivariate extreme value statistics***by*Beirlant, J. & Vandewalle, B.**279-288 On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control***by*Situ, Rong**289-295 Establishing geometric drift via the Laplace transform of symmetric measures***by*Hansen, Niels Richard & Hansen, Ernst**297-307 Optimal asymptotic quadratic errors of density estimators on random fields***by*Biau, Gérard**309-312 A time-varying Markov chain model of term structure***by*Mamon, Rogemar S.**313-320 Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test***by*Stern, J. M. & Zacks, S.**321-327 Khinchin and Marcinkiewicz-Zygmund-type inequalities for quadratic forms of independent random variables***by*Krantsberg, Alexander**329-341 Statistical inference on comparing two distribution functions with a possible crossing point***by*Chen, Guijing & Chen, Jiahua & Chen, Yuming

### 2002, Volume 60, Issue 2

**129-140 Exact distribution of a pre-test estimator for regression error variance when there are omitted variables***by*Ohtani, Kazuhiro**141-154 On preservation of some shifted and proportional orders by systems***by*Belzunce, Félix & Ruiz, José M. & Ruiz, M. Carmen**155-168 A frequency domain approach to some results on fractional Brownian motion***by*Dzhaparidze, K. & Ferreira, J. A.**169-182 Further results on inquiry and truth possession***by*Fallis, Don & Liddell, Gerrard**183-190 Combining dependent P-values***by*Kost, James T. & McDermott, Michael P.**191-199 Another Esséen-type inequality for multivariate probability density functions***by*Prakasa Rao, B. L. S.**201-209 Some remarks on coupling of dependent random variables***by*Peligrad, Magda**211-217 Asymptotic properties of bandit processes with geometric responses***by*Wang, Xikui**219-230 On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series***by*Terpstra, Jeffrey T. & Rao, M. Bhaskara**231-240 A new bivariate binomial distribution***by*Biswas, Atanu & Hwang, Jing-Shiang

### 2002, Volume 60, Issue 1

**1-6 Unimprovable solution to systems of empirical linear algebraic equations***by*Serdobolskii, A. V.**7-15 Compound estimation of a monotone sequence***by*Mashayekhi, Mostafa**17-31 Jackknifing type weighted least squares estimators in partially linear regression models***by*You, Jinhong & Sun, Xiaoqian & Pang, Wan-kai & Leung, Ping-kei**33-47 On the asymptotic behavior of one-step estimates in heteroscedastic regression models***by*Bianco, Ana & Boente, Graciela**49-58 Influence diagnostics in semiparametric regression models***by*Kim, Choongrak & Park, Byeong U. & Kim, Woochul**59-68 Exact asymptotic -error of a kernel density estimator under censored data***by*Lemdani, Mohamed & Ould-Saïd, Elias**69-74 Conditional score tests in the exponential family***by*Nicolaou, Anna**75-79 Correcting size distortion of the Dickey-Fuller test via recursive mean adjustment***by*Cook, Steven**81-89 Nonparametric comparison of regression curves by local linear fitting***by*Gørgens, Tue**91-100 A Poisson model for gapped local alignments***by*Metzler, Dirk & Grossmann, Steffen & Wakolbinger, Anton**101-109 Remarks on domination of maxima***by*Hashorva, Enkelejd**111-120 Limiting spectral distribution of a special circulant***by*Bose, Arup & Mitra, Joydip**121-127 A law of iterated logarithm for the wavelet transforms of i.i.d. random variables***by*Cai, Haiyan

### 2002, Volume 59, Issue 4

**329-340 Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise***by*Davydov, Youri & Zitikis, Ricardas**341-351 A characterization of the rate of convergence in bivariate extreme value models***by*Falk, Michael & Reiss, Rolf Dieter**353-360 Limit theorems for boundary function estimators***by*Hwang, J. H. & Park, B. U. & Ryu, W.**361-365 Stability of option prices under uniform ellipticity***by*Gagnon, Gregory**367-378 Approximations for moments of deficit at ruin with exponential and subexponential claims***by*Cheng, Yebin & Tang, Qihe & Yang, Hailiang**379-384 An extension of Seshadri's identities for Brownian motion***by*Ghomrasni, Raouf & Graversen, Svend Erik**385-396 Optimal orthogonal designs in two blocks for Becker's mixture models in three and four components***by*Aggarwal, M. L. & Sarin, V. & Singh, Poonam**397-404 On the existence of moments of generalized order statistics***by*Cramer, Erhard & Kamps, Udo & Rychlik, Tomasz**405-414 The IFR property for consecutive-k-out-of-n:F systems***by*Cui, Lirong**415-424 Set-indexed processes with independent increments***by*Balan, R. M.**425-435 A SLLN for a one-dimensional class cover problem***by*DeVinney, Jason & Wierman, John C.

### 2002, Volume 59, Issue 3

**219-225 Empirical simulation extrapolation for measurement error models with replicate measurements***by*Devanarayan, Viswanath & Stefanski, Leonard A.**227-233 A note on the multivariate local limit theorem***by*Bloznelis, M.**235-244 Estimation for mixtures of Markov processes***by*Park, Jeong-gun & Basawa, I. V.**245-255 The rate of occurrence of failures for semi-Markov processes and estimation***by*Ouhbi, Brahim & Limnios, Nikolaos**257-270 Consistency of error density and distribution function estimators in nonparametric regression***by*Cheng, Fuxia**271-279 Second-order asymptotic expansion for the risk in classification of curved exponential populations***by*Ducinskas, Kestutis & Saltyte, Jurate**281-292 Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling***by*Yatracos, Yannis**293-305 Random function prediction and Stein's identity***by*Nicoleris, Theodoros & Sagris, Anthony**307-315 Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances***by*Wang, Hsiuying**317-328 Interior singularity problem of some nonlinear elliptic equations***by*Ren, Yan-Xia & Suo, Xiu-Yun & Yu, Xiang-Dong

### 2002, Volume 59, Issue 2

**113-123 On cross-validation in kernel and partitioning regression estimation***by*Walk, Harro**125-133 A unified approach in addition or deletion of two level factorial designs***by*Evangelaras, H. & Koukouvinos, C. & Mantas, P.**135-144 Data analysis in supersaturated designs***by*Li, Runze & Lin, Dennis K. J.**145-157 On spectral and random measures associated to discrete and continuous-time processes***by*Boudou, Alain & Romain, Yves**159-167 Fisher information matrix for the Feller-Pareto distribution***by*Brazauskas, Vytaras**169-181 The scaled [alpha]-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions***by*Tableman, Mara & Gitelman, Alix I.**183-194 Almost-sure uniform error bounds of general smooth estimators of quantile density functions***by*Cheng, Cheng**195-207 Multiple square tray distributions***by*Kotz, Samuel & Fang, Hong-Bin & Wei, Gang**209-217 Invariance principles with logarithmic averaging for continuous local martingales***by*Chaabane, Faouzi

### 2002, Volume 59, Issue 1

**1-7 Extended generalized Hypergeometric probability distributions***by*Kumar, C. Satheesh**9-16 Bent-cable asymptotics when the bend is missing***by*Chiu, Grace & Lockhart, Richard & Routledge, Richard**17-22 Satisfactory orthogonal array and its checking method***by*Shanqi, Pang & Sanyang, Liu & Yingshan, Zhang**23-28 Large deviations for kernel-type empirical distributions***by*Shikimi, Takuhisa

**16**| 17| 18| 19| 20| 21| 22| 23| 24| 25| 26| 27| 28| 29| 30| 31| 32| 33