# Elsevier

# Statistics & Probability Letters

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### 2010, Volume 80, Issue 9-10

**779-783 An extension of cusp estimation problem in ergodic diffusion processes***by*Fujii, Takayuki**784-791 Tail dependence for two skew t distributions***by*Fung, Thomas & Seneta, Eugene**792-796 A new proof that the product of three or more exponential random variables is moment-indeterminate***by*Ostrovska, Sofiya & Stoyanov, Jordan**797-806 On generalized mean residual life of record values***by*Kundu, Chanchal & Nanda, Asok K.**807-815 The Kullback information criterion for mixture regression models***by*Hafidi, Bezza & Mkhadri, Abdallah**816-824 A clustering-based discretization for supervised learning***by*Gupta, Ankit & Mehrotra, Kishan G. & Mohan, Chilukuri**825-833 Comparison of length-intensity estimators for segment processes***by*Pawlas, Zbynek & Honzl, Ondrej**834-839 On system reliability in stress-strength setup***by*EryIlmaz, Serkan**840-847 Polar sets for anisotropic Gaussian random fields***by*Söhl, Jakob**848-859 Some properties of the residual lifetime of progressively Type-II right censored order statistics***by*Hashemi, Marzieh & Tavangar, Mahdi & Asadi, Majid**860-863 On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables***by*Sreehari, M.**864-873 On L[infinity] convergence of Neumann series approximation in missing data problems***by*Chen, Hua Yun**874-885 On the conditional and unconditional distributions of the number of success runs on a circle with applications***by*Inoue, Kiyoshi & Aki, Sigeo**886-891 A quantile based test for comparing cumulative incidence functions of competing risks models***by*Sankaran, P.G. & Unnikrishnan Nair, N. & Sreedevi, E.P.**892-898 Asymptotic skewness in Birnbaum-Saunders nonlinear regression models***by*Lemonte, Artur J. & Cordeiro, Gauss M.**899-902 On the Kolmogorov-Feller law for exchangeable random variables***by*Stoica, George & Li, Deli**903-909 On the existence of solutions to BSDEs with generalized uniformly continuous generators***by*Tian, Dejian & Jiang, Long & Davison, Matt**910-910 Corrigendum to: "On matricial measures of dependence in vector ARCH models with applications to diagnostic checking" [Statist. Probab. Lett. 68 (2004) 149-160]***by*Duchesne, Pierre

### 2010, Volume 80, Issue 7-8

**527-533 A note on assessing agreement for frailty models***by*Guo, Ying & Manatunga, Amita K.**534-539 Distribution of extremal order statistics from large subsets of concomitants***by*Wang, Ke & Nagaraja, H.N.**540-547 Local adaptive smoothing in kernel regression estimation***by*Zheng, Qi & Kulasekera, K.B. & Gallagher, Colin**548-557 A note on the performance of the gamma kernel estimators at the boundary***by*Zhang, Shunpu**558-565 Asymptotics for increments of stopped renewal processes***by*Gut, Allan & Steinebach, Josef**566-572 Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion***by*Jolis, Maria & Viles, Noèlia**573-580 On the structure of generalized threshold arch processes***by*Gonçalves, E. & Mendes-Lopes, N.**581-586 Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing***by*Ghalibaf, M. Bolbolian & Fakoor, V. & Azarnoosh, H.A.**587-591 Some maximal inequalities for quadratic forms of negative superadditive dependence random variables***by*Eghbal, N. & Amini, M. & Bozorgnia, A.**592-596 Further comments on the representation problem for stationary processes***by*Laurent, Stéphane**597-607 A generalized penalty function in the Sparre-Andersen risk model with two-sided jumps***by*Zhang, Zhimin & Yang, Hu**608-611 On the non-equilibrium density of geometric mean reversion***by*Yang, Zhaojun & Ewald, Christian-Oliver**612-620 An asymptotic expansion for the tail of compound sums of Burr distributed random variables***by*Kortschak, Dominik & Albrecher, Hansjörg**621-630 Doubly robust semiparametric estimation for the missing censoring indicator model***by*Subramanian, Sundarraman & Bandyopadhyay, Dipankar**631-638 A note on the geometric ergodicity of a nonlinear AR-ARCH model***by*Meitz, Mika & Saikkonen, Pentti**639-647 The AU algorithm for estimating equations in the presence of missing data***by*Zhao, Huixiu & Ma, Wen-Qing & Guo, Jianhua**648-653 Minimum-norm estimation for a bi-exponential survival model***by*Nov, Yuval & Davidov, Ori**654-661 On reversed hazard rate in general mixture models***by*Li, Xiaohu & Da, Gaofeng & Zhao, Peng**662-669 Ruin probability in a one-sided linear model with constant interest rate***by*Peng, Jiangyan & Huang, Jin**670-677 Compatibility of conditionally specified models***by*Chen, Hua Yun**678-682 Logarithmic estimates for nonsymmetric martingale transforms***by*Ose[combining cedilla]kowski, Adam**683-689 Dominated concentration***by*Maurer, Andreas**690-696 A note on the doubly reflected backward stochastic differential equations driven by a Lévy process***by*Fan, Xiliang & Ren, Yong & Zhu, Dongjin**697-705 Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes***by*Veillette, Mark & Taqqu, Murad S.**706-710 Generalized incomplete Trojan-type designs***by*Jaggi, Seema & Varghese, Cini & Varghese, Eldho & Sharma, V.K.**711-717 Ordered properties on the residual life and inactivity time of (n-k+1)-out-of-n systems under double monitoring***by*Zhang, Zhengcheng & Yang, Yonghong**718-725 Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models***by*Rocha, Andréa V. & Simas, Alexandre B. & Cordeiro, Gauss M.**726-732 Robust inference strategy in the presence of measurement error***by*Ahmed, S. Ejaz & Hussein, Abdulkadir & Nkurunziza, Sévérien**733-738 Coverage probabilities of simultaneous confidence bands and regions for log-location-scale distributions***by*Hong, Yili & Escobar, Luis A. & Meeker, William Q.**739-746 Comparing extreme models when the sign of the extreme value index is known***by*Li, Deyuan & Peng, Liang

### 2010, Volume 80, Issue 5-6

**263-269 A note on the path to extinction of critical Markov branching processes***by*Wu, Xiaowei & Kimmel, Marek**270-276 Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing***by*Binkowski, Karol & Kozek, Andrzej**277-284 On the first passage problem for correlated Brownian motion***by*Metzler, Adam**285-292 Complete moment convergence of moving average processes under [phi]-mixing assumptions***by*Zhou, Xingcai**293-295 A simple characterization of Student's t3 distribution***by*Akhundov, I. & Nevzorov, V.B.**296-308 On the collision local time of sub-fractional Brownian motions***by*Yan, Litan & Shen, Guangjun**309-317 On numbers of observations near randomly indexed order statistics***by*Dembinska, Anna**318-323 Strong uniform consistency of kernel density estimators under a censored dependent model***by*Fakoor, V.**324-332 Successive approximation of neutral functional stochastic differential equations with jumps***by*Boufoussi, Brahim & Hajji, Salah**333-342 Evaluations of the mean residual lifetime of an m-out-of-n system***by*Raqab, Mohammad Z.**343-347 The discovery of mean square error consistency of a ridge estimator***by*Luo, June**348-356 A weak limit theorem for generalized multifractional Brownian motion***by*Dai, Hongshuai & Li, Yuqiang**357-360 The Pickands representation of survival Marshall-Olkin copulas***by*Mai, Jan-Frederik & Scherer, Matthias**361-365 A note on the cross-covariance operator and on congruence relations for Hilbert space valued stochastic processes***by*King, David**366-375 On a multi-threshold compound Poisson process perturbed by diffusion***by*Mitric, Ilie-Radu & Sendova, Kristina P. & Tsai, Cary Chi-Liang**376-380 Consistency of multivariate log-concave density estimators***by*Schuhmacher, Dominic & Dümbgen, Lutz**381-385 On the optimal amount of experimentation in sequential decision problems***by*Rosenberg, Dinah & Solan, Eilon & Vieille, Nicolas**386-389 A queuing system with time varying rates***by*Flick, Allen & Liao, Ming**390-402 Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence***by*Wang, Haiyan & Higgins, James & Blasi, Dale**403-412 Shape-restricted inference for Lorenz curves using duality theory***by*Dentcheva, Darinka & Penev, Spiridon**413-420 Some remarks on Lp dispersion orderings***by*López-Díaz, Miguel**421-426 Quasi-martingales with a linearly ordered index set***by*Cassese, Gianluca**427-436 On the classical risk model with credit and debit interests under absolute ruin***by*Wang, Chunwei & Yin, Chuancun & Li, Erqiang**437-444 Detecting finiteness in the right endpoint of light-tailed distributions***by*Neves, Cláudia & Pereira, António**445-451 Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution***by*Jamalizadeh, A. & Balakrishnan, N. & Salehi, Mehdi**452-461 Exponential inequalities and inverse moment for NOD sequence***by*Wang, Xuejun & Hu, Shuhe & Yang, Wenzhi & Ling, Nengxiang**462-472 The closure of the convolution equivalent distribution class under convolution roots with applications to random sums***by*Yu, Changjun & Wang, Yuebao & Yang, Yang**473-479 On the relationships between copulas of order statistics and marginal distributions***by*Navarro, Jorge & Spizzichino, Fabio**480-488 On the association of sum- and max-stable processes***by*Wang, Yizao & Stoev, Stilian A.**489-496 Remarks on the SLLN for linear random fields***by*Banys, Povilas & Davydov, Youri & Paulauskas, Vygantas**497-504 Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates***by*Huang, Zhensheng & Zhou, Zhangong & Jiang, Rong & Qian, Weimin & Zhang, Riquan**505-512 Sanov's theorem in the Wasserstein distance: A necessary and sufficient condition***by*Wang, Ran & Wang, Xinyu & Wu, Liming**513-518 Sufficient conditions for stochastic equality of two distributions under some partial orders***by*Prakasa Rao, B.L.S. & Singh, Harshinder**519-526 Dynkin's formula under the G-expectation***by*Chen, Xiaoyan

### 2010, Volume 80, Issue 3-4

**143-154 Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims***by*Yang, Yang & Wang, Yuebao**155-160 Sharpened versions of a Kolmogorov's inequality***by*Antonov, Sergei N. & Kruglov, Victor M.**161-168 Semiparametric estimation of survival function when data are subject to dependent censoring and left truncation***by*Shen, Pao-sheng**169-176 Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors***by*Song, Weixing**177-185 An optimal response-adaptive design with dual constraints***by*Biswas, Atanu & Bhattacharya, Rahul**186-190 A note on adiabatic theorem for Markov chains***by*Kovchegov, Yevgeniy**191-195 Generalized Peng's g-expectations and related properties***by*Hu, Feng & Chen, Zengjing**196-205 Numbers of near-maxima for the bivariate case***by*Bairamov, I. & Stepanov, A.**206-214 Hypothesis testing for two discrete populations based on the Hellinger distance***by*Basu, A. & Mandal, A. & Pardo, L.**215-220 Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution***by*Tsukuma, Hisayuki**221-227 No-information secretary problems with cardinal payoffs and Poisson arrivals***by*Ferenstein, Elzbieta Z. & Krasnosielska, Anna**228-235 On the asymptotic behavior of general projection-pursuit estimators under the common principal components model***by*Boente, Graciela & Molina, Julieta & Sued, Mariela**236-241 Consistent density deconvolution under partially known error distribution***by*Schwarz, Maik & Van Bellegem, Sébastien**242-247 Simulating the Dickman distribution***by*Devroye, Luc & Fawzi, Omar**248-253 Generalized continuous isotonic regression***by*Groeneboom, Piet & Jongbloed, Geurt**254-261 Least squares approximation with a diverging number of parameters***by*Leng, Chenlei & Li, Bo

### 2010, Volume 80, Issue 2

**77-81 A sharp minimax lower bound for the nonparametric estimation of Sobolev densities of order***by*Efromovich, Sam**82-88 Stigler's approach to recovering the distribution of first significant digits in natural data sets***by*Lee, Joanne & Cho, Wendy K. Tam & Judge, George G.**89-95 A generalized regression model for a binary response***by*Kateri, Maria & Agresti, Alan**96-103 Centered and non-centered principal component analyses in the frequency domain***by*Boudou, A. & Cabral, E.N. & Romain, Y.**104-110 Occupation times and Bessel densities***by*Kovchegov, Yevgeniy & Meredith, Nick & Nir, Eyal**111-121 Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data***by*Yang, Hu & Li, Tingting**122-127 Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process***by*Diop, Aliou & Yode, Armel Fabrice**128-133 Marcus-Talpaz simultaneous lower confidence bounds for contrasts between treatment and control means***by*Nashimoto, Kane & Wright, F.T.**134-142 On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring***by*Robert, C.Y.

### 2010, Volume 80, Issue 1

**1-8 Tests for normality in classes of skew-t alternatives***by*Carota, Cinzia**9-18 A method for obtaining Laplace transforms of order statistics of Erlang random variables***by*Hlynka, M. & Brill, P.H. & Horn, W.**19-25 Some applications of indicator function in two-level factorial designs***by*Ou, Zujun & Qin, Hong**26-33 Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations***by*Hwang, S.Y. & Baek, J.S. & Park, J.A. & Choi, M.S.**34-41 Large deviations in testing Jacobi model***by*Zhao, Shoujiang & Gao, Fuqing**42-49 Sensitivity analysis for averaged asset price dynamics with gamma processes***by*Kawai, Reiichiro & Takeuchi, Atsushi**50-56 Impulsive-integral inequality and exponential stability for stochastic partial differential equations with delays***by*Chen, Huabin**57-62 A note on the existence of the posteriors for one-way random effect probit models***by*Lin, Xiaoyan & Sun, Dongchu**63-68 A fast and simple algorithm for finding the modes of a multinomial distribution***by*White, W.T.J. & Hendy, M.D.**69-75 Testing independence of two autocorrelated binary time series***by*Chou, Cheng & Chu, Chia-Shang J.

### 2009, Volume 79, Issue 24

**2443-2450 A note on testing regime switching assumption based on recurrence times***by*Sen, Rituparna & Hsieh, Fushing**2451-2455 A characterization of the arcsine distribution***by*Schmidt, Karl Michael & Zhigljavsky, Anatoly**2456-2461 Surveys with negative questions for sensitive items***by*Esponda, Fernando & Guerrero, Victor M.**2462-2468 Observation-driven generalized state space models for categorical time series***by*Zhen, X. & Basawa, I.V.**2469-2475 Nested classes of C-semi-selfdecomposable distributions***by*Rajba, Teresa**2476-2483 Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process***by*Nagakura, Daisuke**2484-2492 On parameter estimation for switching diffusion process***by*Gassem, Anis**2493-2500 A generalization of the exponential-Poisson distribution***by*Barreto-Souza, Wagner & Cribari-Neto, Francisco**2501-2503 Product of n independent uniform random variables***by*Dettmann, Carl P. & Georgiou, Orestis

### 2009, Volume 79, Issue 23

**2381-2388 On the expectations of maxima of sets of independent random variables***by*Tokarev, Daniel V. & Borovkov, Konstantin A.**2389-2396 Spectral analysis for intrinsic time processes***by*Ishioka, Takahide & Kawamura, Shunsuke & Amano, Tomoyuki & Taniguchi, Masanobu**2397-2404 Limit theorems of general functions of independent and identically distributed random variables***by*Nidhin, K. & Chandran, C.**2405-2414 On the weak laws of large numbers for arrays of random variables***by*Meng, Yanjiao & Lin, Zhengyan**2415-2421 Covariance function of vector self-similar processes***by*Lavancier, Frédéric & Philippe, Anne & Surgailis, Donatas**2422-2428 Randomization in the first hitting time problem***by*Jackson, Ken & Kreinin, Alexander & Zhang, Wanhe**2429-2436 A version of the Elfving problem with random starting time***by*Krasnosielska, Anna**2437-2442 Improving efficient marginal estimators in bivariate models with parametric marginals***by*Peng, Hanxiang & Schick, Anton

### 2009, Volume 79, Issue 22

**2315-2320 A test of homogeneity of several variances against tree ordered alternative***by*Singh, Parminder & Gill, Amar Nath & Kumar, Narendra**2321-2327 The optimal linear combination of multiple predictors under the generalized linear models***by*Jin, Hua & Lu, Ying**2328-2333 Martingale transforms between and of martingale spaces***by*Meng, Weiwei & Yu, Lin**2334-2337 On a moment inequality for laws on (-[infinity],+[infinity])***by*Simic, Slavko**2338-2342 Lenglart domination inequalities for g-expectations***by*Zhao, Guoqing**2343-2350 Characterizing the variance improvement in linear Dirichlet random effects models***by*Kyung, Minjung & Gill, Jeff & Casella, George**2351-2358 A note on corrected scores for logistic regression***by*Buzas, Jeffrey S.**2359-2366 Construction of efficient unbalanced mixed-level supersaturated designs***by*Gupta, V.K. & Singh, Poonam & Kole, Basudev & Parsad, Rajender**2367-2373 On existence and uniqueness of stochastic evolution equation with Poisson jumps***by*Zhao, Huiyan**2374-2379 Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance***by*Hwang, Kyo-Shin & Pang, Tian-Xiao

### 2009, Volume 79, Issue 21

**2237-2241 Concentration reversals in ridge regression***by*Jensen, D.R. & Ramirez, D.E.**2242-2250 Accurate tests and intervals based on nonlinear cusum statistics***by*Withers, Christopher S. & Nadarajah, Saralees**2251-2259 On exact simulation algorithms for some distributions related to Jacobi theta functions***by*Devroye, Luc**2260-2265 Stochastically bounded solutions and stationary solutions of stochastic differential equations in Hilbert spaces***by*Luo, Jiaowan & Lan, Guolie**2266-2272 Best linear prediction for [alpha]-stable random processes***by*Mohammadi, Mohammad & Mohammadpour, Adel**2273-2280 Bayesian nonparametric binary regression via random tessellations***by*Trippa, Lorenzo & Muliere, Pietro**2281-2288 On the number of renewals in random time***by*Omey, Edward & Mitov, Georgi K. & Mitov, Kosto V.**2289-2296 Prediction in a trivariate normal distribution via a linear combination of order statistics***by*Jamalizadeh, A. & Balakrishnan, N.**2297-2306 Memory parameter estimation for long range dependent random fields***by*Wang, Lihong**2307-2313 Asymptotic properties of nonlinear estimates in stochastic models with finite design space***by*Pronzato, Luc

### 2009, Volume 79, Issue 20

**2101-2108 Robust empirical likelihood inference for longitudinal data***by*Qin, Guoyou & Bai, Yang & Zhu, Zhongyi**2109-2114 An OLS-based predictor test for a single-index model for predicting transcription rate from histone acetylation level***by*Yoo, Jae Keun & Patterson, Becky S. & Datta, Susmita**2115-2123 The first exit time for a Bessel process from the minimum and maximum random domains***by*Song, Lixin & Lu, Dawei & Feng, Jinghai**2124-2130 Crossing hazard functions in common survival models***by*Zhang, Jiajia & Peng, Yingwei**2131-2137 A species of voter model driven by immigration***by*Preater, J.**2138-2147 On Papakonstantinou's extension of the cardioid distribution***by*Abe, Toshihiro & Pewsey, Arthur & Shimizu, Kunio**2148-2157 Variable selection for semiparametric varying coefficient partially linear models***by*Zhao, Peixin & Xue, Liugen**2158-2165 Maximum likelihood parameter estimation for the multivariate skew-slash distribution***by*Arslan, Olcay**2166-2169 The asymptotic location of the maximum of a stationary random field***by*Pereira, L.**2170-2176 On induced dependent censoring for quality adjusted lifetime (QAL) data in a simple illness-death model***by*Pradhan, Biswabrata & Dewanji, Anup**2177-2181 Ergodicity of a bounded Markov chain with attractiveness towards the centre***by*Pacheco-González, Carlos G.**2182-2188 The logit-stable distributions and latent utility scales in categorical data applications***by*Brown, B.M.**2189-2192 A note on the application of EC2SLS and EC3SLS estimators in panel data models***by*Baltagi, Badi H. & Liu, Long**2193-2199 Parametric estimation for planar random flights***by*De Gregorio, Alessandro**2200-2207 Notes on drift estimation for certain non-recurrent diffusion processes from sampled data***by*Shimizu, Yasutaka**2208-2211 Comments on "Estimating the parameter of the population selected from discrete exponential family"***by*Liang, TaChen**2212-2219 Empirical Bayes estimation for Borel-Tanner distributions***by*Liang, TaChen**2220-2222 Remarks and corrections on "An existence theorem for stochastic functional differential equations with delays under weak assumptions, Statistics and Probability Letters 78, 2008" by N. Halidias and Y. Ren***by*Halidias, Nikolaos**2223-2229 A class of backward doubly stochastic differential equations with non-Lipschitz coefficients***by*Lin, Qian**2230-2236 On the speed of random walks on random trees***by*Konsowa, Mokhtar H.

### 2009, Volume 79, Issue 19

**1977-1984 Estimating the closed skew-normal distribution parameters using weighted moments***by*Flecher, C. & Naveau, P. & Allard, D.**1985-1995 Bootstrap tests for structural change with infinite variance observations***by*Jin, Hao & Tian, Zheng & Qin, Ruibing**1996-2004 Inequalities between generalized familywise error rates of a multiple testing procedure***by*Gordon, Alexander Y.**2005-2011 p-values of a test on homogeneous means in a multivariate isotonic regression***by*Hu, Xiaomi**2012-2019 Jumps in binomial AR(1) processes***by*Weiß, Christian H.**2020-2027 Vertex degree of random geometric graph on exponentially distributed points***by*Gupta, Bhupendra**2028-2036 Marcinkiewicz-Zygmund strong laws for U-statistics of weakly dependent observations***by*Dehling, Herold G. & Sharipov, Olimjon Sh.**2037-2044 Pitman closeness of record values to population quantiles***by*Ahmadi, Jafar & Balakrishnan, N.**2045-2052 On multiplicative seasonal modelling for vector time series***by*Ursu, Eugen & Duchesne, Pierre**2053-2059 Some characterization and ordering results based on entropies of current records***by*Ahmadi, Jafar & Fashandi, M.**2060-2065 Exponential inequalities for N-demimartingales and negatively associated random variables***by*Christofides, Tasos C. & Hadjikyriakou, Milto**2066-2075 Local polynomial regression for circular predictors***by*Di Marzio, Marco & Panzera, Agnese & Taylor, Charles C.**2076-2085 Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises***by*Long, Hongwei**2086-2091 On stochastic orders of absolute value of order statistics in symmetric distributions***by*Malinovsky, Yaakov & Rinott, Yosef**2092-2097 A note on the sum of uniform random variables***by*Buonocore, Aniello & Pirozzi, Enrica & Caputo, Luigia**2098-2099 Corrigendum to: "Moments of random vectors with skew t distribution and their quadratic forms" [Statist. Probab. Lett. 63 (2003) 417-423]***by*Kim, Hyoung-Moon & Mallick, Bani K.

### 2009, Volume 79, Issue 18

**1891-1899 On the strong law of large numbers and -convergence for double arrays of random elements in p-uniformly smooth Banach spaces***by*Quang, Nguyen Van & Huan, Nguyen Van**1900-1905 Efficient and robust scale estimation for trended time series***by*Caliskan, Derya & Croux, Christophe & Gelper, Sarah**1906-1914 The multiple imputations based Kaplan-Meier estimator***by*Subramanian, Sundarraman**1915-1920 Safe density ratio modeling***by*Konis, Kjell & Fokianos, Konstantinos**1921-1927 Constructing the best linear combination of diagnostic markers via sequential sampling***by*Chang, Yuan-chin Ivan & Park, Eunsik**1928-1934 GMM versus GQL inferences for panel count data***by*Jowaheer, Vandna & Sutradhar, Brajendra**1935-1942 An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions***by*Iwashita, Toshiya & Kakizawa, Yoshihide & Inoue, Tatsuki & Seo, Takashi**1943-1950 Modeling and large sample estimation for multi-casting autoregression***by*Hwang, S.Y. & Choi, M.S.**1951-1956 Moment bounds for truncated random variables***by*Liu, Guoqing & Li, Wenbo V.**1957-1962 The asymptotic relative generation distribution of the closest common ancestor of the multitype Galton-Watson tree conditioned on non-extinction***by*Magome, Masahisa & Nakagawa, Tetsuo

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