# 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

### 2012, Volume 82, Issue 1

**15-21 On the estimation of the shape parameter of the gamma distribution in second-order asymptotics***by*Takagi, Yoshiji**22-28 A note on a Marčenko–Pastur type theorem for time series***by*Yao, Jianfeng**29-36 An empirical likelihood approach to quantile regression with auxiliary information***by*Tang, Cheng Yong & Leng, Chenlei**37-39 On convex hull of d-dimensional fractional Brownian motion***by*Davydov, Yu.**40-48 The first-passage times of phase semi-Markov processes***by*Zhang, Xuan & Hou, Zhenting**49-57 The class of tenable zero-balanced Pólya urns with an initially dominant subset of colors***by*Kholfi, Sanaa & Mahmoud, Hosam M.**58-62 Asymptotic efficiency of ridge estimator in linear and semiparametric linear models***by*Luo, June**63-66 Empirical likelihood for the parametric part in partially linear errors-in-function models***by*Huang, Zhensheng**67-71 A generalized Isserlis theorem for location mixtures of Gaussian random vectors***by*Vignat, C.**72-76 Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails***by*Rozovsky, Leonid**77-83 Wrapped weighted exponential distributions***by*Roy, Shongkour & Adnan, Mian Arif Shams**84-95 A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers***by*Castaing, Charles & Quang, Nguyen Van & Thuan, Nguyen Tran**96-102 A new generalized p-value for testing equality of inverse Gaussian means under heterogeneity***by*Shi, Jian-Hong & Lv, Jiang-Long**103-108 Spectral analytic comparisons for data augmentation***by*Roy, Vivekananda**109-115 A normal inverse Gaussian model for a risky asset with dependence***by*Leonenko, N.N. & Petherick, S. & Sikorskii, A.**116-122 Moderate deviations for a risk model based on the customer-arrival process***by*Shen, Xinmei & Zhang, Yi**123-129 A law of large numbers result for a bifurcating process with an infinite moving average representation***by*Terpstra, Jeff T. & Elbayoumi, Tamer**130-138 Ruin probabilities of a bidimensional risk model with investment***by*Zhang, Yuanyuan & Wang, Wensheng**139-144 Backbone decomposition for continuous-state branching processes with immigration***by*Kyprianou, A.E. & Ren, Y.-X.**145-150 On the convergence of LePage series in Skorokhod space***by*Davydov, Youri & Dombry, Clément**151-157 On the orthogonal component of BSDEs in a Markovian setting***by*Réveillac, Anthony**158-164 A note on using periodogram-based distances for comparing spectral densities***by*Jentsch, Carsten & Pauly, Markus**165-172 A note on first-passage times of continuously time-changed Brownian motion***by*Hieber, Peter & Scherer, Matthias**173-179 L1-consistent estimation of the density of residuals in random design regression models***by*Devroye, Luc & Felber, Tina & Kohler, Michael & Krzyżak, Adam**180-185 Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information***by*Cai, Zongwu & Fang, Ying & Su, Jia**186-190 Inequalities for martingale transforms and related characterizations of Hilbert spaces***by*Osȩkowski, Adam**191-195 The diminishing segment process***by*Ambrus, Gergely & Kevei, Péter & Vígh, Viktor**196-202 A note on Gaussian correlation inequalities for nonsymmetric sets***by*Lim, Adrian P.C. & Luo, Dejun**203-211 The K-level crossings of a random algebraic polynomial with dependent coefficients***by*Matayoshi, Jeffrey**212-216 Almost surely convergent summands of a random sum***by*Chobanyan, S. & Levental, S. & Mandrekar, V.

### 2011, Volume 81, Issue 12

**1743-1750 Representation of Downton’s bivariate exponential random vector and its applications***by*Kim, Bara & Kim, Jeongsim**1751-1755 Simultaneous estimation of negative binomial dispersion parameters***by*Grevstad, Nels**1756-1759 Correction in Bayesian nonparametric estimation in a series system or a competing-risk model***by*Polpo, A. & Sinha, D.**1760-1765 Generalization of ℓ1 constraints for high dimensional regression problems***by*Alquier, Pierre & Hebiri, Mohamed**1766-1770 Hidden Markov partition models***by*Farcomeni, Alessio**1771-1781 On the number of groups in clustering***by*Fischer, Aurélie**1782-1791 A class of probability distribution functions preserving the packing dimension***by*Li, Jinjun**1792-1801 A lack-of-fit test in Tobit errors-in-variables regression models***by*Song, Weixing & Yao, Weixin**1802-1807 Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing***by*Chen, Ziqi & Shi, Ning-Zhong & Gao, Wei**1808-1812 A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices***by*Chen, Pingyan & Hao, Chunyan**1813-1821 On a generalized mixture of standard normal and skew normal distributions***by*Satheesh Kumar, C. & Anusree, M.R.**1822-1822 Acknowledgement of priority to: “Universal residuals: A multivariate transformation. Statistics & Probability Letters 27, 2007, 1473–1478”***by*Brockwell, A.E.**1823-1826 A note on two measures of dependence***by*Bradley, Richard C.**1827-1832 Limiting behavior of the search cost distribution for the move-to-front rule in the stable case***by*Leisen, Fabrizio & Lijoi, Antonio & Paroissin, Christian**1833-1840 Distribution-free monitoring of univariate processes***by*Qiu, Peihua & Li, Zhonghua**1841-1846 Optimality of the threshold dividend strategy for the compound Poisson model***by*Yin, Chuancun & Yuen, Kam Chuen**1847-1858 Weak consistency of the Support Vector Machine Quantile Regression approach when covariates are functions***by*Crambes, Christophe & Gannoun, Ali & Henchiri, Yousri**1859-1861 Convergence in distribution of point processes on Polish spaces to a simple limit***by*Peterson, Lisa D.**1862-1866 Portfolio separation properties of the skew-elliptical distributions, with generalizations***by*Framstad, N.C.**1867-1870 A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality***by*Farcomeni, Alessio & Pacillo, Simona**1871-1875 Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence***by*Wishart, Justin Rory**1876-1882 The tail probability of the product of dependent random variables from max-domains of attraction***by*Yang, Yingying & Hu, Shuhe & Wu, Tao**1883-1890 The strong law of large numbers and the Shannon–McMillan theorem for nonhomogeneous Markov chains indexed by a Cayley tree***by*Dong, Yan & Yang, Weiguo & Bai, Jianfang**1891-1898 The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails***by*Bai, Xiaodong & Song, Lixin**1899-1910 Time-changed Poisson processes***by*Kumar, A. & Nane, Erkan & Vellaisamy, P.**1911-1919 Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model***by*Lu, Dawei**1920-1928 Consistency of spike and slab regression***by*Ishwaran, Hemant & Sunil Rao, J.**1929-1939 On the fractional counterpart of the higher-order equations***by*D’Ovidio, Mirko**1940-1944 Deviations of discrete distributions and a question of Móri***by*Berenhaut, Kenneth S. & Baxley, John V. & Lyday, Robert G.**1945-1952 Sharp maximal inequality for nonnegative martingales***by*Osȩkowski, Adam**1953-1960 Analytic and numerical analysis of some statistical features of fragmentation processes***by*Ghorbel, M.**1961-1969 Parameter estimation for first-order bifurcating autoregressive processes with Weibull innovations***by*Zhang, Chenhua**1970-1977 Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps***by*Cui, Jing & Yan, Litan & Sun, Xichao**1978-1985 Asymptotic limit properties of the occupation measure for a transient Brownian sheet***by*Lin, Huonan & Wang, Jian**1986-1994 Robust estimation for nonparametric generalized regression***by*Bianco, Ana M. & Boente, Graciela & Sombielle, Susana**1995-2003 Invariant dependence structures and Archimedean copulas***by*Durante, Fabrizio & Jaworski, Piotr & Mesiar, Radko**2004-2010 Spurious regression and lurking variables***by*García-Belmonte, Lizeth & Ventosa-Santaulària, Daniel**2011-2015 Some inequalities for absolute moments***by*Ushakov, N.G.**2016-2025 Ageing concepts: An approach based on quantile function***by*Unnikrishnan Nair, N. & Vineshkumar, B.**2026-2029 A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth***by*Li, Yi-Ting & Liu, Dang-Zheng & Sun, Xin & Wang, Zheng-Dong

### 2011, Volume 81, Issue 11

**1561-1564 Large deviations for the radial processes of the Brownian motions on hyperbolic spaces***by*Hirao, Masatake**1565-1570 Concentration of measure for the number of isolated vertices in the Erdos-Rényi random graph by size bias couplings***by*Ghosh, Subhankar & Goldstein, Larry & Raic, Martin**1571-1579 A uniform asymptotic expansion for weighted sums of exponentials***by*van Leeuwaarden, J.S.H. & Temme, N.M.**1580-1587 Preliminary test estimation for spectra***by*Maeyama, Yusuke & Tamaki, Kenichiro & Taniguchi, Masanobu**1588-1593 Least squares estimators of the regression function with twice censored data***by*Kebabi, K. & Laroussi, I. & Messaci, F.**1594-1598 Characterizations of bivariate models using dynamic Kullback-Leibler discrimination measures***by*Navarro, J. & Sunoj, S.M. & Linu, M.N.**1599-1603 Likelihood ratio tests for continuous monotone hazards with an unknown change point***by*Williams, M.R. & Kim, D.**1604-1611 Fluctuation limits of site-dependent branching systems in critical and large dimensions***by*Li, Yuqiang**1612-1622 Estimation for a class of nonstationary processes***by*Lii, Keh-Shin & Rosenblatt, Murray**1623-1626 A Central Limit Theorem for linear random fields***by*Mallik, Atul & Woodroofe, Michael**1627-1634 On periodically isotonic climate change***by*Shen, Gang**1635-1647 Estimates of low bias for the multivariate normal***by*Withers, Christopher S. & Nadarajah, Saralees**1648-1653 On infinitely divisible distributions with light tails of Lévy measures***by*Braverman, Michael**1654-1663 Uniform convergence of nonparametric regressions in competing risk models with right censoring***by*Bordes, Laurent & Gneyou, Kossi Essona**1664-1669 Selfdecomposability of moving average fractional Lévy processes***by*Cohen, Serge & Maejima, Makoto**1670-1676 The bivariate normal copula function is regularly varying***by*Fung, Thomas & Seneta, Eugene**1677-1682 Some new results on unimodality of generalized order statistics and their spacings***by*Alimohammadi, Mahdi & Alamatsaz, Mohammad Hossein**1683-1689 The packing indices for some Lévy processes***by*Zheng, Jing & Lin, Zhengyan & Tong, Changqing**1690-1694 Khasminskii-type theorems for stochastic functional differential equations with infinite delay***by*Wu, Fuke & Hu, Shigeng**1695-1705 Deriving and comparing the distribution for the number of false positives in single step methods to control k-FWER***by*Miecznikowski, Jeffrey C. & Gold, David & Shepherd, Lori & Liu, Song**1706-1716 Circulant type matrices with heavy tailed entries***by*Bose, Arup & Guha, Suman & Hazra, Rajat Subhra & Saha, Koushik**1717-1724 Robust Bayesian prediction and estimation under a squared log error loss function***by*Kiapour, A. & Nematollahi, N.**1725-1732 Relative deficiency of quantile estimators for left truncated and right censored data***by*Zhao, Mu & Bai, Fangfang & Zhou, Yong**1733-1737 The exact null distribution of the generalized Hollander-Proschan type test for NBUE alternatives***by*Anis, M.Z. & Basu, Kinjal**1738-1741 A note on Marcinkiewicz laws for strictly stationary [phi]-mixing sequences***by*Szewczak, Zbigniew S.

### 2011, Volume 81, Issue 10

**1471-1475 Properties of graphical regression models for multidimensional categorical data***by*Johnson, Devin S. & Hoeting, Jennifer A.**1476-1481 Direct consequences of the basic Ballot Theorem***by*Lengyel, Tamás**1482-1485 A new proof of convergence of MCMC via the ergodic theorem***by*Asmussen, Søren & Glynn, Peter W.**1486-1492 An intermediate Baum-Katz theorem***by*Gut, Allan & Stadtmüller, Ulrich**1493-1501 On Kendall-Ressel and related distributions***by*Vinogradov, Vladimir**1502-1506 A nonparametric version of Wilks' lambda--Asymptotic results and small sample approximations***by*Liu, Chunxu & Bathke, Arne C. & Harrar, Solomon W.**1507-1517 Simultaneous testing for the successive differences of exponential location parameters under heteroscedasticity***by*Maurya, Vishal & Goyal, Anju & Gill, Amar Nath**1518-1523 A note on active redundancy allocations in k-out-of-n systems***by*Misra, Amit Kumar & Misra, Neeraj**1524-1534 A new kind of modified transportation cost inequalities and polynomial concentration inequalities***by*Ding, Ying & Zhang, Xinsheng**1535-1540 Offline and online weighted least squares estimation of nonstationary power ARCH processes***by*Aknouche, Abdelhakim & Al-Eid, Eid M. & Hmeid, Aboubakry M.**1541-1546 A test for self-exciting clustering mechanism***by*Fama, Yuchen & Pozdnyakov, Vladimir**1547-1551 Only the first term of some series counts***by*Spataru, Aurel**1552-1558 On the first passage time of a simple random walk on a tree***by*Bapat, R.B.**1559-1559 Corrigendum to: "Improved additive adjustments for the LR/ELR test statistics" [Statist. Probab. Lett. 81 (2011) 1245-1255]***by*Kakizawa, Yoshihide

### 2011, Volume 81, Issue 9

**1339-1347 Combining empirical likelihood and generalized method of moments estimators: Asymptotics and higher order bias***by*Israelov, Roni & Lugauer, Steven**1348-1353 Maximal inequalities for N-demimartingale and strong law of large numbers***by*Wang, Xuejun & Hu, Shuhe & Prakasa Rao, B.L.S. & Yang, Wenzhi**1354-1364 Marginal density estimation for linear processes with cyclical long memory***by*Ould Haye, Mohamedou & Philippe, Anne**1365-1369 Multivariate copulas, quasi-copulas and lattices***by*Fernández-Sánchez, Juan & Nelsen, Roger B. & Úbeda-Flores, Manuel**1370-1379 A multivariate semi-logistic autoregressive process and its characterization***by*Yeh, Hsiaw-Chan**1380-1391 Lévy area for Gaussian processes: A double Wiener-Itô integral approach***by*Ferreiro-Castilla, Albert & Utzet, Frederic**1392-1397 Simulating tail asymptotics of a Markov chain***by*Khanchi, Aziz & Lamothe, Gilles**1398-1406 Bayesian estimation of regression parameters in elliptical measurement error models***by*Vidal, Ignacio & Bolfarini, Heleno**1407-1418 The dispersive effect of cross-aging with archimedean copulas***by*Denuit, Michel M. & Mesfioui, Mhamed**1419-1424 Local asymptotics for the time of first return to the origin of transient random walk***by*Doney, R.A. & Korshunov, D.A.**1425-1435 Asymptotic behaviors of the Lorenz curve and Gini index in sampling from a length-biased distribution***by*Fakoor, V. & Ghalibaf, M. Bolbolian & Azarnoosh, H.A.**1436-1444 Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes***by*Wang, Jian**1445-1448 Invariance of statistical causality under convergence***by*Petrovic, Ljiljana & Dimitrijevic, Sladjana**1449-1457 Consistent estimation of species abundance from a presence-absence map***by*Müller, Christine H. & Huggins, Richard & Hwang, Wen-Han**1458-1462 An elementary proof of the L1 log-Sobolev inequality for Poisson point processes***by*Deng, Chang-Song & Song, Yan-Hong**1463-1464 A correction on approximation of smoothing probabilities for hidden Markov models***by*Lember, Jüri**1465-1470 The Mantel-Haenszel estimator adapted for complex survey designs is not dually consistent***by*Brumback, Babette A. & He, Zhulin

### 2011, Volume 81, Issue 8

**903-906 A simple characterization of Student's distributions and normal distributions***by*Wang, Jiantian**907-914 Estimation of the offspring mean in a supercritical branching process with non-stationary immigration***by*Rahimov, I.**915-920 On simulated annealing with temperature-dependent energy and temperature-dependent communication***by*Robini, Marc C. & Reissman, Pierre-Jean**921-929 Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications***by*Wang, Baobin & Jiang, Hui & Yu, Jinyou**930-936 A robust alternative to the ratio estimator under non-normality***by*Oral, Evrim & Oral, Ece**937-946 On stochastic orderings of the Wilcoxon Rank Sum test statistic--With applications to reproducibility probability estimation testing***by*De Capitani, L. & De Martini, D.**947-956 An empirical likelihood approach to data analysis under two-stage sampling designs***by*Zheng, Ming & Yu, Wen**957-961 The product of two dependent random variables with regularly varying or rapidly varying tails***by*Jiang, Jun & Tang, Qihe**962-972 Power variation of fractional integral processes with jumps***by*Liu, Guangying & Zhang, Xinsheng**973-982 The beta Laplace distribution***by*Cordeiro, Gauss M. & Lemonte, Artur J.**983-988 A nonparametric test for a two-sample scale problem based on subsample medians***by*Mahajan, Kalpana K. & Gaur, Anil & Arora, Sangeeta**989-997 Tempered stable laws as random walk limits***by*Chakrabarty, Arijit & Meerschaert, Mark M.**998-1002 On the Hougaard subordinated Gaussian Lévy processes***by*Grigelionis, Bronius**1003-1012 Remarks on the intersection local time of fractional Brownian motions***by*Chen, Chao & Yan, Litan**1013-1020 A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter***by*Diop, Mamadou Abdoul & Ouknine, Youssef**1021-1026 Goal achieving probabilities of constrained mean-variance strategies***by*Scott, Alexandre & Watier, François**1027-1033 Small Box-Behnken design***by*Zhang, Tian-Fang & Yang, Jian-Feng & Lin, Dennis K.J.**1034-1038 A limit result for the prior predictive applied to checking for prior-data conflict***by*Evans, Michael & Jang, Gun Ho**1039-1045 The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysis***by*Masry, Elias**1046-1051 Frame theory in directional statistics***by*Ehler, Martin & Galanis, Jennifer**1052-1055 Importance sampling as a variational approximation***by*Nott, David J. & Li, Jialiang & Fielding, Mark**1056-1062 Sparse variational analysis of linear mixed models for large data sets***by*Armagan, Artin & Dunson, David**1063-1071 Multivariate causality tests with simulation and application***by*Bai, Zhidong & Li, Heng & Wong, Wing-Keung & Zhang, Bingzhi**1072-1077 Some characterization results on generalized cumulative residual entropy measure***by*Kumar, Vikas & Taneja, H.C.**1078-1085 The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test***by*Bai, Zhidong & Wang, Keyan & Wong, Wing-Keung**1086-1093 Martingale transforms between Hardy-Orlicz spaces and of martingales***by*Yu, Lin**1094-1097 Relaxation time is monotone in temperature in the mean-field Ising model***by*Kargin, Vladislav**1098-1103 The generalized Cantor distribution and its corresponding inverse distribution***by*Arnold, Barry C.**1104-1111 Estimation for discretely observed continuous state branching processes with immigration***by*Huang, Jianhui & Ma, Chunhua & Zhu, Cai**1112-1120 On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables***by*Eghbal, N. & Amini, M. & Bozorgnia, A.**1121-1127 Godambe estimating functions and asymptotic optimal inference***by*Hwang, S.Y. & Basawa, I.V.**1128-1135 Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies***by*Wu, Haizhen & Kvizhinadze, Giorgi**1136-1142 High-dimensional generation of Bernoulli random vectors***by*Modarres, Reza**1143-1149 A Laplace transform method for order statistics from nonidentical random variables and its application in Phase-type distribution***by*Abdelkader, Yousry H.**1150-1154 An equivalent representation of the Brown-Resnick process***by*Engelke, S. & Kabluchko, Z. & Schlather, M.**1155-1160 Optimal response-adaptive allocation designs in phase III clinical trials: Incorporating ethics in optimality***by*Biswas, Atanu & Bhattacharya, Rahul**1161-1172 On the solution process for a stochastic fractional partial differential equation driven by space-time white noise***by*Wu, Dongsheng**1173-1178 Applying Brownian motion to the study of birth-death chains***by*Markowsky, Greg**1179-1182 The p-folded cumulative distribution function and the mean absolute deviation from the p-quantile***by*Xue, Jing-Hao & Titterington, D. Michael**1183-1189 Mean first passage times of two-dimensional processes with jumps***by*Bo, Lijun & Lefebvre, Mario**1190-1195 The mixing advantage for bounded random variables***by*Hamza, K. & Sudbury, A.W.**1196-1207 Pricing basket default swaps in a tractable shot noise model***by*Herbertsson, Alexander & Jang, Jiwook & Schmidt, Thorsten**1208-1217 Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions***by*Lachos, Victor H. & Bandyopadhyay, Dipankar & Garay, Aldo M.**1218-1229 General Freidlin-Wentzell Large Deviations and positive diffusions***by*Baldi, P. & Caramellino, L.**1230-1232 Large-time asymptotics for an uncorrelated stochastic volatility model***by*Forde, Martin**1233-1240 A general Isserlis theorem for mixed-Gaussian random variables***by*Michalowicz, J.V. & Nichols, J.M. & Bucholtz, F. & Olson, C.C.**1241-1244 A law of the iterated logarithm for the product limit estimator with doubly censored data***by*Messaci, Fatiha & Nemouchi, Nahima**1245-1255 Improved additive adjustments for the LR/ELR test statistics***by*Kakizawa, Yoshihide**1256-1259 On the visibility in well-behaved random sets in Euclidean space***by*Tykesson, Johan**1260-1266 A sharp inequality for martingales and its applications***by*Li, Bainian & Zhang, Kongsheng & Wu, Libin**1267-1275 A general criterion to determine the number of change-points***by*Ciuperca, Gabriela**1276-1284 Deterministic and stochastic stability of a mathematical model of smoking***by*Lahrouz, A. & Omari, L. & Kiouach, D. & Belmaâti, A.**1285-1291 Efficiency of the OLS estimator in the vicinity of a spatial unit root***by*Martellosio, Federico**1292-1299 Renewal theory with a trend***by*Gut, Allan**1300-1305 On a stochastic interacting model with stepping-stone noises***by*Bo, Lijun & Wang, Yongjin**1306-1310 The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data***by*Ajami, M. & Fakoor, V. & Jomhoori, S.**1311-1318 Finite-sample density and its small sample asymptotic approximation***by*Jurecková, Jana & Sabolová, Radka**1319-1325 The behavior of warm standby components with respect to a coherent system***by*Eryilmaz, Serkan**1326-1335 Uniform Hölder exponent of a stationary increments Gaussian process: Estimation starting from average values***by*Peng, Qidi**1336-1337 Corrigendum to "Prediction for some processes related to a fractional Brownian motion"***by*Duncan, Tyrone E. & Fink, Holger

### 2011, Volume 81, Issue 7

**715-716 Statistics in biological and medical sciences***by*Datta, Somnath & van Houwelingen, Hans C.**717-723 Testing for constant nonparametric effects in general semiparametric regression models with interactions***by*Wei, Jiawei & Carroll, Raymond J. & Maity, Arnab**724-729 Accelerated failure time regression for backward recurrence times and current durations***by*Keiding, Niels & Fine, Jason P. & Hansen, Oluf H. & Slama, Rémy**730-738 A hidden Markov model for informative dropout in longitudinal response data with crisis states***by*Spagnoli, Alessandra & Henderson, Robin & Boys, Richard J. & Houwing-Duistermaat, Jeanine J.**739-748 Asymptotics of Bonferroni for dependent normal test statistics***by*Proschan, Michael A. & Shaw, Pamela A.**749-758 Bias-corrected Pearson estimating functions for Taylor's power law applied to benthic macrofauna data***by*Jørgensen, Bent & Demétrio, Clarice G.B. & Kristensen, Erik & Banta, Gary T. & Petersen, Hans Christian & Delefosse, Matthieu**759-766 On the use of double cross-validation for the combination of proteomic mass spectral data for enhanced diagnosis and prediction***by*Mertens, B.J.A. & van der Burgt, Y.E.M. & Velstra, B. & Mesker, W.E. & Tollenaar, R.A.E.M. & Deelder, A.M.**767-772 Using randomization tests to preserve type I error with response adaptive and covariate adaptive randomization***by*Simon, Richard & Simon, Noah Robin**773-782 A very fast algorithm for matrix factorization***by*Nikulin, Vladimir & Huang, Tian-Hsiang & Ng, Shu-Kay & Rathnayake, Suren I. & McLachlan, Geoffrey J.**783-791 The use of ROC for defining the validity of the prognostic index in censored data***by*Wolf, Petra & Schmidt, Georg & Ulm, Kurt**792-796 Finding quantitative trait loci genes with collaborative targeted maximum likelihood learning***by*Wang, Hui & Rose, Sherri & van der Laan, Mark J.**797-806 Presmoothing the transition probabilities in the illness-death model***by*Amorim, Ana Paula & de Uña-Álvarez, Jacobo & Meira-Machado, Luís**807-812 Variance computations for functionals of absolute risk estimates***by*Pfeiffer, R.M. & Petracci, E.**813-820 Propensity score modelling in observational studies using dimension reduction methods***by*Ghosh, Debashis

**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