# Elsevier

# Statistics & Probability Letters

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### 2017, Volume 123, Issue C

**1-7 Unique coverage in Boolean models***by*Haenggi, M. & Sarkar, A.**8-16 Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump–diffusion processes***by*Djouadi, Seddik M. & Maroulas, Vasileios & Pan, Xiaoyang & Xiong, Jie**17-22 Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view***by*Mynbaev, Kairat & Martins-Filho, Carlos**23-26 A concentration inequality for a Gaussian process indexed by matrices***by*Serdyukova, Nora**27-33 On reducibility and spectral properties of circulant Markov processes***by*Bolaños-Servin, Jorge R. & Carbone, Raffaella & Quezada, Roberto**34-44 Refracted continuous-state branching processes: Self-regulating populations***by*Murillo-Salas, A. & Pérez, J.L. & Siri-Jégousse, A.**45-55 Large deviations for the Ornstein–Uhlenbeck process without tears***by*Bercu, Bernard & Richou, Adrien**56-60 The Tracy–Widom distribution is not infinitely divisible***by*Domínguez-Molina, J. Armando**61-76 On exponential stability of mild solutions for some stochastic partial integrodifferential equations***by*Dieye, Moustapha & Diop, Mamadou Abdoul & Ezzinbi, Khalil**77-83 Self-normalized large deviations under sublinear expectation***by*Feng, Xinwei**84-87 A reverse Gaussian correlation inequality by adding cones***by*Chen, Xiaohong & Gao, Fuchang**88-92 On the mean squared error of the ridge estimator of the covariance and precision matrix***by*van Wieringen, Wessel N.**93-99 Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling***by*van Waaij, Jan & van Zanten, Harry**100-106 Stochastic Ising model with plastic interactions***by*Pechersky, Eugene & Via, Guillem & Yambartsev, Anatoly**107-113 Kac’s representation for empirical copula process from an asymptotic viewpoint***by*Bouzebda, Salim**114-121 Random eigenvalues from a stochastic heat equation***by*Pacheco, Carlos G.**122-127 A new variance component score test for testing distributed lag functions with applications in time series analysis***by*Chen, Yin-Hsiu & Mukherjee, Bhramar**128-138 Block empirical likelihood for partially linear panel data models with fixed effects***by*He, Bang-Qiang & Hong, Xing-Jian & Fan, Guo-Liang**139-145 Covariate-balancing-propensity-score-based inference for linear models with missing responses***by*Guo, Donglin & Xue, Liugen & Hu, Yuqin**146-152 A simple nonparametric method to estimate the expected time to cross a threshold***by*Nicolau, João**153-159 A refined version of the integro-local Stone theorem***by*Borovkov, Alexander A. & Borovkov, Konstantin A.**160-164 Sample size determination of a nonparametric test based on weighted L2-Wasserstein distance***by*Xiang, Jim X.**165-170 Integrated depth for measurable functions and sets***by*Nagy, Stanislav**171-176 Deconvolution of P(X***by*Trong, Dang Duc & Nguyen, Ton That Quang & Phuong, Cao Xuan**177-182****Fast calculation of boundary crossing probabilities for Poisson processes***by*Moscovich, Amit & Nadler, Boaz**183-192 Strong stationary duality for discrete time Möbius monotone Markov chains on Z+d***by*Mao, Yong-Hua & Zhao, Pan**193-201 Conditional maximum likelihood estimation for a class of observation-driven time series models for count data***by*Cui, Yunwei & Zheng, Qi**202-209 Maximum likelihood estimators under progressive Type-I interval censoring***by*Budhiraja, Sonal & Pradhan, Biswabrata & Sengupta, Debasis**210-217 On unbalanced group sizes in cluster randomized designs using balanced ranked set sampling***by*Ahn, Soohyun & Wang, Xinlei & Lim, Johan

### 2017, Volume 122, Issue C

**1-10 On estimating the distribution function and odds using ranked set sampling***by*Eftekharian, A. & Razmkhah, M.**11-19 Focused information criterion and model averaging with generalized rank regression***by*Zhang, Qingzhao & Duan, Xiaogang & Ma, Shuangge**20-27 Stability in distribution of stochastic Volterra–Levin equations***by*Li, Zhi & Zhang, Wei**28-35 Boundary non-crossing probabilities for Slepian process***by*Deng, Pingjin**36-41 Relative weak compactness of sums of pair-wise independent random variables***by*Kruglov, Victor M.**42-50 In search of an optimal kernel for a bias correction method for density estimators***by*Sakhanenko, Lyudmila**51-57 Approaches to asymptotics for U-statistics of Gibbs facet processes***by*Večeřa, Jakub & Beneš, Viktor**58-62 On the independence of singular multivariate skew-normal sub-vectors***by*Young, Phil D. & Kahle, David J. & Young, Dean M.**63-72 Strong laws for sequences in the vicinity of the LIL***by*Gut, Allan & Stadtmüller, Ulrich**73-78 WLLN for arrays of nonnegative random variables***by*Ankirchner, Stefan & Kruse, Thomas & Urusov, Mikhail**79-85 A moderate deviation principle for stochastic Volterra equation***by*Li, Yumeng & Wang, Ran & Yao, Nian & Zhang, Shuguang**86-89 A self-improvement to the Cauchy–Schwarz inequality***by*Walker, Stephen G.**90-95 Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model***by*Koldanov, Petr & Koldanov, Alexander & Kalyagin, Valeriy & Pardalos, Panos**96-103 Individual-specific, sparse inverse covariance estimation in generalized estimating equations***by*Zhang, Qiang & Ip, Edward H. & Pan, Junhao & Plemmons, Robert**104-108 Normal approximation for strong demimartingales***by*Hadjikyriakou, Milto**109-117 Identifiability of nonrecursive structural equation models***by*Nagase, Mario & Kano, Yutaka**118-127 Anticipative backward stochastic differential equations driven by fractional Brownian motion***by*Wen, Jiaqiang & Shi, Yufeng**128-140 On maximizing expected discounted taxation in a risk process with interest***by*Ming, Ruixing & Wang, Wenyuan & Hu, Yijun**141-146 A scalar-valued infinitely divisible random field with Pólya autocorrelation***by*Finlay, Richard & Seneta, Eugene**147-151 The limit law of the iterated logarithm for linear processes***by*Zhang, Yong**152-156 Weak convergence of h-transforms for one-dimensional diffusions***by*Yano, Kouji & Yano, Yuko & Yen, Ju-Yi**157-161 Computation of an exact confidence set for a maximum point of a univariate polynomial function in a given interval***by*Zhou, Sanyu & Wan, Fang & Liu, Wei & Bretz, Frank**162-167 A note on Marked Point Processes and multivariate subordination***by*Jevtić, Petar & Marena, Marina & Semeraro, Patrizia**168-172 A note on faithfulness and total positivity***by*Li, Benchong & Li, Yang**173-178 Unified ranked sampling***by*Matthews, Michael J. & Wolfe, Douglas A.**179-189 Wavelet estimation in varying coefficient models for censored dependent data***by*Zhou, Xing-cai & Xu, Ying-zhi & Lin, Jin-guan**190-197 A weak type John–Nirenberg theorem for martingales***by*Liu, Kaituo & Zhou, Dejian & Peng, Lihua**198-204 A note on the multiplicative gamma process***by*Durante, Daniele**205-210 Estimating the parameters of a selected bivariate normal population***by*Mohammadi, Zohreh & Towhidi, Mina**211-217 Three-level A- and D-optimal paired choice designs***by*Chai, Feng-Shun & Das, Ashish & Singh, Rakhi**218-226 Functional generalizations of Hoeffding’s covariance lemma and a formula for Kendall’s tau***by*Lo, Ambrose

### 2017, Volume 121, Issue C

**1-5 A comparison of pivotal sampling and unequal probability sampling with replacement***by*Chauvet, Guillaume & Ruiz-Gazen, Anne**6-11 A mesh free floating random walk method for solving diffusion imaging problems***by*Sabelfeld, Karl K.**12-17 Designs containing partially clear main effects***by*Chen, Xue-Ping & Lin, Jin-Guan & Wang, Hong-Xia & Huang, Xing-Fang**18-28 Derivative of intersection local time of independent symmetric stable motions***by*Yan, Litan & Yu, Xianye & Chen, Ruqing**29-36 Efficiency of estimators for quantile differences with left truncated and right censored data***by*Xun, Li & Shao, Li & Zhou, Yong**37-44 Local linear regression modelization when all variables are curves***by*Demongeot, Jacques & Naceri, Amina & Laksaci, Ali & Rachdi, Mustapha**45-50 On normal variance–mean mixtures***by*Yu, Yaming**51-53 Return of Fibonacci random walks***by*Neunhäuserer, Jörg**54-60 A note on jointly modeling edges and node attributes of a network***by*Cai, Haiyan**61-69 On leaf related statistics in recursive tree models***by*Altok, S. & Işlak, Ü.**70-77 Asymptotic tests for interval-valued means***by*Sun, Yan**78-82 A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion***by*Kubilius, K. & Skorniakov, V.**83-89 Simultaneous estimation of p positive normal means with common unknown variance***by*Chang, Yuan-Tsung & Strawderman, William E.**90-98 A note on estimating cumulative distribution functions by the use of convolution power kernels***by*Funke, Benedikt & Palmes, Christian**99-100 Contrast between populations versus spread within populations***by*Pinelis, Iosif**101-108 Sequential search algorithm for estimation of the number of members of a given population***by*Klass, Michael J. & Nowicki, Krzysztof**109-118 Regularity criterion for 2-type Markov branching processes with immigration***by*Li, Junping & Meng, Weiwei**119-127 A Hollander–Proschan type test when ageing is not monotone***by*Ghosh, Shyamal & Mitra, Murari**128-135 Tolerance intervals from ridge regression in the presence of multicollinearity and high dimension***by*Park, Junyong**136-142 A note on symmetrization procedures for the laws of large numbers***by*Li, Deli & Liang, Han-Ying & Rosalsky, Andrew**143-151 Large deviations for a class of semilinear stochastic partial differential equations***by*Foondun, Mohammud & Setayeshgar, Leila**152-162 On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models***by*Gapeev, Pavel V. & Stoev, Yavor I.

### 2017, Volume 120, Issue C

**1-7 Tobit regression model with parameters of increasing dimensions***by*Ding, Hao & Wang, Zhanfeng & Wu, Yaohua**8-17 CoVaR of families of copulas***by*Bernardi, M. & Durante, F. & Jaworski, P.**18-27 Maximum likelihood type estimation for discretely observed CIR model with small α-stable noises***by*Yang, Xu**28-33 A note on ruin problems in perturbed classical risk models***by*Liu, Peng & Zhang, Chunsheng & Ji, Lanpeng**34-44 Parisian ruin of the Brownian motion risk model with constant force of interest***by*Bai, Long & Luo, Li**45-51 Posterior convergence rate of a class of Dirichlet process mixture model for compositional data***by*Barrientos, Andrés F. & Jara, Alejandro & Wehrhahn, Claudia**52-60 The extropy of order statistics and record values***by*Qiu, Guoxin**61-68 An expectation–maximization scheme for measurement error models***by*Bhadra, Anindya**69-80 Probabilistic representation and local existence for the quasi-linear partial integro-differential equations with Sobolev initial value***by*Wang, Jinxia**81-86 An extension of a theorem of Mikosch***by*Zou, Yuye & Liu, Xiangdong**87-94 Constructing initial estimators in one-step estimation procedures of nonlinear regression***by*Linke, Yu.Yu. & Borisov, I.S.**95-100 Weighted inequalities for the martingale square and maximal functions***by*Osȩkowski, Adam**101-107 On the law of large numbers for discrete Fourier transform***by*Zhang, Na**108-113 An example of inconsistent MLE of spatial covariance parameters under increasing domain asymptotics***by*Zhang, Tonglin**114-117 Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems***by*Milev, Mariyan & Tagliani, Aldo**118-125 On the asymptotic power of a goodness-of-fit test based on a cumulative Kullback–Leibler discrepancy***by*Contreras-Cristán, A. & Gutiérrez-Peña, E. & Walker, S.G.**126-134 Inverse source problem for time-fractional diffusion with discrete random noise***by*Tuan, Nguyen Huy & Nane, Erkan**135-140 A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model***by*Ramos, Héctor M. & Ollero, Jorge & Suárez-Llorens, Alfonso**141-146 Per-site occupancy in the discrete parking problem***by*Shneer, Seva & van de Ven, Peter M.**147-156 The fractional non-homogeneous Poisson process***by*Leonenko, Nikolai & Scalas, Enrico & Trinh, Mailan

### 2016, Volume 119, Issue C

**1-10 Counts of Bernoulli success strings in a multivariate framework***by*Aoudia, Djilali Ait & Marchand, Éric & Perron, François**11-20 Covariate adjustment in randomization-based causal inference for 2K factorial designs***by*Lu, Jiannan**21-29 Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction***by*Matsuda, Takeru & Strawderman, William E.**30-35 A ratio goodness-of-fit test for the Laplace distribution***by*González-Estrada, Elizabeth & Villaseñor, José A.**36-44 A time-varying long run HEAVY model***by*Braione, Manuela**45-54 Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions***by*Rohmer, Tom**55-62 Smooth densities of the laws of perturbed diffusion processes***by*Xu, Lihu & Yue, Wen & Zhang, Tusheng**63-75 On the occurrence of boundary solutions in multidimensional incomplete tables***by*Ghosh, S. & Vellaisamy, P.**76-83 The partial copula: Properties and associated dependence measures***by*Spanhel, Fabian & Kurz, Malte S.**84-90 Automatic variable selection for varying coefficient models with longitudinal data***by*Tian, Ruiqin & Xue, Liugen & Xu, Dengke**91-100 An asymptotically optimal kernel combined classifier***by*Mojirsheibani, Majid & Kong, Jiajie**101-107 Sharp bounds on DMRL and IMRL classes of life distributions with specified mean***by*Sengupta, Debasis & Das, Sudipta**108-115 Algebraic ergodicity for SDEs driven by Lévy processes***by*Song, Yan-Hong**116-123 A CLT for martingale transforms with infinite variance***by*Arvanitis, Stelios & Louka, Alexandros**124-133 Asymptotic expansions for bivariate normal extremes***by*Nadarajah, Saralees**134-143 Moment convergence of first-passage times in renewal theory***by*Iksanov, Alexander & Marynych, Alexander & Meiners, Matthias**144-145 Integral form of the COM–Poisson renormalization constant***by*Pogány, Tibor K.**146-154 Binomial approximation for sum of indicators with dependent neighborhoods***by*Zhang, Yazhe**155-162 Characterization based symmetry tests and their asymptotic efficiencies***by*Milošević, B. & Obradović, M.**163-169 Asymptotics of score test in the generalized β-model for networks***by*Yan, Ting & Zhao, Yunpeng**170-180 Bayesian aggregation of two forecasts in the partial information framework***by*Ernst, Philip & Pemantle, Robin & Satopää, Ville & Ungar, Lyle**181-185 Orthogonal Latin hypercube designs with special reference to four factors***by*Mandal, B.N. & Dash, Sukanta & Parui, Shyamsundar & Parsad, Rajender**186-193 Kernel estimation of the tail index of a right-truncated Pareto-type distribution***by*Benchaira, Souad & Meraghni, Djamel & Necir, Abdelhakim**194-199 Cramér type moderate deviations for the number of renewals***by*Ye, Zi**200-203 Convergence of moments for strictly stationary sequences***by*Szewczak, Zbigniew S.**204-212 Simulation of Gamma records***by*Pakhteev, A. & Stepanov, A.**213-219 Two-sided moment estimates for a class of nonnegative chaoses***by*Meller, Rafał**220-225 Statistical inference for familial disease models assuming exchangeability***by*Bowman, Dale**226-234 Spherical discrepancy for designs on hyperspheres***by*Zhang, Mei & Zhou, Yong-Dao**235-240 Directed weighted random graphs with an increasing bi-degree sequence***by*Yong, Zhang & Chen, Siyu & Qin, Hong & Yan, Ting**241-247 Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification***by*Yang, Aijun & Jiang, Xuejun & Liu, Pengfei & Lin, Jinguan**248-258 A strong law of large numbers for sub-linear expectation under a general moment condition***by*Hu, Cheng**259-263 Asymptotic normality of numbers of observations near order statistics from stationary processes***by*Jasiński, Krzysztof**264-272 A geometric time series model with inflated-parameter Bernoulli counting series***by*Borges, Patrick & Molinares, Fabio Fajardo & Bourguignon, Marcelo**273-280 Confidence regions for comparison of two normal samples***by*Rukhin, Andrew L.**281-288 The Bayesian restricted Conway–Maxwell-Binomial model to control dispersion in count data***by*Rodrigues, Josemar & Bazán, Jorge L. & Suzuki, Adriano K. & Balakrishnan, Narayanaswamy**289-294 Numerical computation of hitting time distributions of increasing Lévy processes***by*Choe, Geon Ho & Lee, Dong Min**295-300 Convergence rate in precise asymptotics for Davis law of large numbers***by*Kong, Lingtao & Dai, Hongshuai**301-304 A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions***by*Shushi, Tomer**305-309 A lower bound on the probability that a binomial random variable is exceeding its mean***by*Pelekis, Christos & Ramon, Jan**310-316 SPDEs with rough noise in space: Hölder continuity of the solution***by*Balan, Raluca M. & Jolis, Maria & Quer-Sardanyons, Lluís**317-325 Double asymptotics for the chi-square statistic***by*Rempała, Grzegorz A. & Wesołowski, Jacek**326-333 Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps***by*Qiao, Huijie & Wu, Jiang-Lun**334-343 A conditional frequency distribution test for analyzing 2×c tables***by*Sharp, Julia L. & Borkowski, John J.**344-348 Functional central limit theorems for certain statistics in an infinite urn scheme***by*Chebunin, Mikhail & Kovalevskii, Artyom**349-356 Tail probability estimates for additive functionals***by*Dung, Nguyen Tien**357-362 The limit theorem for maximum of partial sums of exchangeable random variables***by*Alonso Ruiz, Patricia & Rakitko, Alexander

### 2016, Volume 118, Issue C

**1-7 On conditional maximum likelihood estimation for INGARCH(p,q) models***by*Cui, Yunwei & Wu, Rongning**8-15 Demystifying the bias from selective inference: A revisit to Dawid’s treatment selection problem***by*Lu, Jiannan & Deng, Alex**16-23 Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes***by*Nedényi, Fanni & Pap, Gyula**24-31 Constructing optimal asymmetric combined designs via Lee discrepancy***by*Elsawah, A.M.**32-36 Another look at Bayes map iterated filtering***by*Nguyen, Dao**37-44 Deconvolution of a discrete uniform distribution***by*Zhigljavsky, Anatoly & Golyandina, Nina & Gryaznov, Svyatoslav**45-49 Identifying the spectral representation of Hilbertian time series***by*Horta, Eduardo & Ziegelmann, Flavio**50-59 Moderate deviation principles for eigenvalues of β-Hermite and β-Laguerre ensembles with β→∞***by*Jiang, Hui & Wang, Shaochen**60-69 On Kummer’s distribution of type two and a generalized beta distribution***by*Hamza, Marwa & Vallois, Pierre**70-79 Strong law of large numbers for continuous random dynamical systems***by*Horbacz, Katarzyna**80-86 A strong law of large numbers for nonnegative random variables and applications***by*Chen, Pingyan & Sung, Soo Hak**87-93 On the strong laws of large numbers for weighted sums of random variables***by*Chen, Pingyan & Sung, Soo Hak**94-99 Number of critical points of a Gaussian random field: Condition for a finite variance***by*Estrade, Anne & Fournier, Julie**100-106 Minimum distance index for complex valued ICA***by*Lietzén, Niko & Nordhausen, Klaus & Ilmonen, Pauliina**107-109 Resolution of a conjecture on variance functions for one-parameter natural exponential families***by*Chen, Xiongzhi**110-116 Large jumps of q-Ornstein–Uhlenbeck processes***by*Wang, Yizao**117-123 Improving confidence set estimation when parameters are weakly identified***by*Battey, Heather & Feng, Qiang & Smith, Richard J.**124-126 A remark on a result of Xia Chen***by*Lê, Khoa**127-134 Transport processes with random jump rate***by*De Gregorio, Alessandro**135-138 Persistently unbounded probability densities***by*Pestman, Wiebe & Tuerlinckx, Francis & Vanpaemel, Wolf**139-144 Boundary crossing probabilities for (q,d)-Slepian-processes***by*Bischoff, Wolfgang & Gegg, Andreas**145-155 Hitting probabilities of a class of Gaussian random fields***by*Ni, Wenqing & Chen, Zhenlong**156-162 Central Limit Theorems under additive deformations***by*Eck, Daniel J. & McKeague, Ian W.**163-170 The Monte Carlo computation error of transition probabilities***by*Nielsen, Adam**171-176 Recovering a distribution from its translated fractional moments***by*Gzyl, H. & Tagliani, A.**177-181 Bayesian variable selection in binary quantile regression***by*Oh, Man-Suk & Park, Eun Sug & So, Beong-Soo**182-189 Testing variance parameters in models with a Kronecker product covariance structure***by*Hao, Chengcheng & Liang, Yuli & Mathew, Thomas**190-196 Likelihood based inference for partially observed renewal processes***by*van Lieshout, M.N.M.

### 2016, Volume 117, Issue C

**1-11 Testing exponentiality of the residual life, based on dynamic cumulative residual entropy***by*Chahkandi, M. & Noughabi, H. Alizadeh**12-22 Consistency of the plug-in functional predictor of the Ornstein–Uhlenbeck process in Hilbert and Banach spaces***by*Álvarez-Liébana, Javier & Bosq, Denis & Ruiz-Medina, María D.**23-30 Nonparametric estimation of possibly similar densities***by*Ker, Alan P.**31-39 Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data***by*Chown, Justin**40-45 A derivation of the multivariate singular skew-normal density function***by*Young, Phil D. & Harvill, Jane L. & Young, Dean M.**46-53 Optimal measurement allocation under precision budget constraint***by*Belitser, Eduard**54-61 Asymptotic behavior of the solution of the fractional heat equation***by*Yan, Litan & Yu, Xianye & Sun, Xichao**62-71 On upper bounds for the variance of functions of the inactivity time***by*Goodarzi, F. & Amini, M. & Mohtashami Borzadaran, G.R.**72-79 A computable bound of the essential spectral radius of finite range Metropolis–Hastings kernels***by*Hervé, Loïc & Ledoux, James**80-88 On the multivariate skew-normal-Cauchy distribution***by*Kahrari, F. & Rezaei, M. & Yousefzadeh, F. & Arellano-Valle, R.B.**89-92 A note on tests for high-dimensional covariance matrices***by*Mao, Guangyu**93-99 A mean-constrained finite mixture of normals model***by*Bao, Junshu & Hanson, Timothy E.**100-112 Discriminant analysis on high dimensional Gaussian copula model***by*He, Yong & Zhang, Xinsheng & Wang, Pingping**113-117 A note on Karhunen–Loève expansions for the demeaned stationary Ornstein–Uhlenbeck process***by*Ai, Xiaohui**118-127 The finite sample performance of the two-stage analysis of a two-period crossover trial***by*Kabaila, Paul**128-135 Competitive estimation of the extreme value index***by*Gomes, M. Ivette & Henriques-Rodrigues, Lígia**136-143 Local efficiency of integrated goodness-of-fit tests under skew alternatives***by*Durio, A. & Nikitin, Ya.Yu.**144-150 On the higher order product density functions of a Neyman–Scott cluster point process***by*Jalilian, Abdollah**151-157 Bandwidth selection for the presmoothed logrank test***by*Jácome, M.A. & López-de-Ullibarri, I.**158-164 Expected distances and goodness-of-fit for the asymmetric Laplace distribution***by*Rizzo, Maria L. & Haman, John T.**165-172 On order statistics and their copulas***by*Dietz, Markus & Fuchs, Sebastian & Schmidt, Klaus D.**173-182 Ruin probabilities under Sarmanov dependence structure***by*Maulik, Krishanu & Podder, Moumanti**183-191 Estimation of linear composite quantile regression using EM algorithm***by*Tian, Yuzhu & Zhu, Qianqian & Tian, Maozai