## Content

### 2018, Volume 140, Issue C

**1-6 A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse***by*Morikawa, Kosuke & Kim, Jae Kwang**7-12 Selective inference after likelihood- or test-based model selection in linear models***by*Rügamer, David & Greven, Sonja**13-22 A note on joint occupation times of spectrally negative Lévy risk processes with tax***by*Wang, Wenyuan & Wu, Xueyuan & Peng, Xingchun & Yuen, Kam C.**23-32 A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model***by*Li, Jinzhu**33-36 On notions of Q-independence and Q-identical distributiveness***by*Il’inskii, Alexander**37-43 Characterization of the inverse stable subordinator***by*Mselmi, Farouk**44-47 On optimal policy in the group testing with incomplete identification***by*Malinovsky, Yaakov**48-52 Strong unimodality of discrete order statistics***by*Kim, Bara & Kim, Jeongsim & Lee, Sungji**53-62 Recovery of quantile and quantile density function using the frequency moments***by*Mnatsakanov, Robert M. & Sborshchikovi, Aleksandre**63-70 Closure properties of O-exponential distributions***by*Danilenko, Svetlana & Šiaulys, Jonas & Stepanauskas, Gediminas**71-76 Moderate deviations for multivariate Hawkes processes***by*Yao, Nian**77-83 Dual representations of Laplace transforms of Brownian excursion and generalized meanders***by*Bryc, Włodzimierz & Wang, Yizao**84-90 Random cyclic polygons from Dirichlet distributions and approximations of π***by*Wang, Shasha & Xu, Wen-Qing**91-95 Minimax lower bounds for the simultaneous wavelet deconvolution with fractional Gaussian noise and unknown kernels***by*Benhaddou, Rida**96-105 Projection uniformity under mixture discrepancy***by*Yi, Si-Yu & Zhou, Yong-Dao**106-114 Regularly varying non-stationary Galton–Watson processes with immigration***by*Barczy, Mátyás & Bősze, Zsuzsanna & Pap, Gyula**115-125 The critical infection rate of the high-dimensional two-stage contact process***by*Xue, Xiaofeng**126-131 Unit roots test: Spatial model with long memory errors***by*Adu, N. & Richardson, G.**132-141 On Schott’s and Mao’s test statistics for independence of normal random vectors***by*Chang, Shuhua & Qi, Yongcheng**142-146 Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution***by*Chae, Minwoo & Martin, Ryan & Walker, Stephen G.**147-159 Approximation of the maximum of storage process with fractional Brownian motion as input***by*Xu, Zhengchun & Tan, Zhongquan & Tang, Linjun**160-166 Empirical likelihood ratio tests with power one***by*Vexler, Albert & Zou, Li**167-175 Minimizing the probability of ruin: Two riskless assets with transaction costs and proportional reinsurance***by*Liang, Xiaoqing & Young, Virginia R.**176-184 On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments***by*Zhao, Xianghua & Dong, Hua & Dai, Hongshuai**185-190 Two sources of poor coverage of confidence intervals after model selection***by*Kabaila, Paul & Mainzer, Rheanna**191-201 Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors***by*Tang, Xufei & Xi, Mengmei & Wu, Yi & Wang, Xuejun**202-209 A new bivariate Poisson common shock model covering all possible degrees of dependence***by*Genest, Christian & Mesfioui, Mhamed & Schulz, Juliana

### 2018, Volume 139, Issue C

**1-9 Some new results on Triple designs***by*Li, Hongyi & Qin, Hong**10-19 The joint distribution of the sum and the maximum of heterogeneous exponential random variables***by*Arendarczyk, Marek & Kozubowski, Tomasz. J. & Panorska, Anna K.**20-30 A dynamic Markov regime-switching GARCH model and its cumulative impulse response function***by*Kim, Yujin & Hwang, Eunju**31-39 Large deviation principle for the maximal positions in critical branching random walks with small drifts***by*Sun, Hongyan & Zhang, Lin**40-46 Classification with incomplete functional covariates***by*Mojirsheibani, Majid & Shaw, Crystal**47-52 On cumulative residual entropy of progressively censored order statistics***by*Abo-Eleneen, Z.A. & Almohaimeed, B. & Ng, H.K.T.**53-60 The Lambert W function, Nuttall’s integral, and the Lambert law***by*Pakes, Anthony G.**61-66 Testing equivalence to families of multinomial distributions with application to the independence model***by*Ostrovski, Vladimir**67-74 An elementary analysis of the probability that a binomial random variable exceeds its expectation***by*Doerr, Benjamin**75-83 Transportation inequalities for stochastic heat equations***by*Boufoussi, Brahim & Hajji, Salah**84-89 On the regularity of weak solutions to space–time fractional stochastic heat equations***by*Zou, Guang-an & Lv, Guangying & Wu, Jiang-Lun**90-94 On a new class of sufficient dimension reduction estimators***by*Dong, Yuexiao & Zhang, Yongxu**95-102 Glivenko–Cantelli Theorem for the kernel error distribution estimator in the first-order autoregressive model***by*Cheng, Fuxia**103-114 Nonparametric recursive method for kernel-type function estimators for spatial data***by*Bouzebda, Salim & Slaoui, Yousri**115-118 Singular integrals of stable subordinator***by*Xu, Lihu**119-128 The distance between a naive cumulative estimator and its least concave majorant***by*Lopuhaä, Hendrik P. & Musta, Eni**129-134 On optimal stopping and free boundary problems under ambiguity***by*Zhao, Guoqing & Zhai, Kun & Zong, Gaofeng**135-140 On the non-monotonic analogue of a class based on the hazard rate order***by*Majumder, Priyanka & Mitra, Murari**141-151 On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion***by*Kordzakhia, Nino E. & Kutoyants, Yury A. & Novikov, Alexander A. & Hin, Lin-Yee**152-161 Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique***by*Li, Yuyuan & Lu, Jianqiu & Kou, Chunhai & Mao, Xuerong & Pan, Jiafeng

### 2018, Volume 138, Issue C

**1-8 Universality in the fluctuation of eigenvalues of random circulant matrices***by*Adhikari, Kartick & Saha, Koushik**9-19 Optimal bandwidth selection in kernel density estimation for continuous time dependent processes***by*El Heda, Khadijetou & Louani, Djamal**20-26 Moderate deviation principle in nonlinear bifurcating autoregressive models***by*Bitseki Penda, S. Valère & Olivier, Adélaïde**27-30 A note on a network model with degree heterogeneity and homophily***by*Su, Liju & Qian, Xiaodi & Yan, Ting**31-35 Brillinger-mixing point processes need not to be ergodic***by*Heinrich, Lothar**36-41 The moments of a diffusion process***by*Yun, Youngyun**42-46 A note on joint functional convergence of partial sum and maxima for linear processes***by*Krizmanić, Danijel**47-56 Large deviations for some logarithmic means in the case of random variables with thin tails***by*Giuliano, Rita & Macci, Claudio**57-65 A supplement on CLT for LSS under a large dimensional generalized spiked covariance model***by*Chen, Jiaqi & Zhang, Yangchun & Li, Weiming & Tian, Boping**66-74 Two-side exit problems for taxed Lévy risk process involving the general draw-down time***by*Wang, Wenyuan & Ming, Ruixing**75-81 On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation***by*Davies, Tilman M. & Flynn, Claire R. & Hazelton, Martin L.**82-89 A note on extending the alias length pattern***by*Zhou, Qi & Guo, Bing & Zhao, Shengli**90-94 A weighted M-estimator for linear regression models with randomly truncated data***by*Du, Jiang & Zhang, Zhongzhan & Xie, Tianfa**95-103 Subsampling based inference for U statistics under thick tails using self-normalization***by*Chen, Willa W. & Deo, Rohit S.**104-110 On complete moment convergence for CAANA random vectors in Hilbert spaces***by*Ko, Mi-Hwa**111-115 Scoring rules for statistical models on spheres***by*Takasu, Yuya & Yano, Keisuke & Komaki, Fumiyasu**116-126 Option pricing in a regime switching stochastic volatility model***by*Biswas, Arunangshu & Goswami, Anindya & Overbeck, Ludger**127-136 A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index >12***by*Hong, Phan Thanh & Binh, Cao Tan**137-142 Application of the von Mises–Fisher distribution to Random Walk on Spheres method for solving high-dimensional diffusion–advection–reaction equations***by*Sabelfeld, Karl K.**143-150 On the large deviation principle for maximum likelihood estimator of α-Brownian bridge***by*Zhao, Shoujiang & Liu, Qiaojing & Chen, Ting**151-156 On limiting theorems for conditional causation probabilities of multiple-run-rules***by*Chang, Hsing-Ming & Chang, Yung-Ming & Fu, Winnie H.W. & Lee, Wan-Chen**157-164 A new result on lifetime estimation based on skew-Wiener degradation model***by*Pan, Donghui & Liu, Jia-Bao & Yang, Wenzhi**165-170 Optimal weighting schemes for longitudinal and functional data***by*Zhang, Xiaoke & Wang, Jane-Ling**171-176 On quantitative bounds in the mean martingale central limit theorem***by*Röllin, Adrian**177-182 On covariance functions with slowly or regularly varying modulo of continuity***by*Albin, J.M.P.**183-189 Lower bounds in estimation at a point under multi-index constraint***by*Serdyukova, Nora

### 2018, Volume 137, Issue C

**1-7 On the partial identification of a new causal measure for ordinal outcomes***by*Lu, Jiannan**8-13 Testing convexity of a discrete distribution***by*Balabdaoui, Fadoua & Durot, Cécile & Koladjo, Babagnidé François**14-18 Asymptotic normality of the trace for a class of distributions on orthogonal matrices***by*Sepehri, Amir**19-25 Generalizations of maximal inequalities to arbitrary selection rules***by*Jiao, Jiantao & Han, Yanjun & Weissman, Tsachy**26-33 Uniform minimum moment aberration designs***by*Yang, Xue & Yang, Gui-Jun & Su, Ya-Juan**34-39 Functional law of the iterated logarithm for partial sum processes of non-negative valued iid random variables belonging to the domain of partial attraction of a semi-stable law***by*Vasudeva, R.**40-45 Signed rank based empirical likelihood for the symmetric location model***by*Du, Xiaojie & Schick, Anton**46-53 Martingale transforms between Hardy–Lorentz spaces***by*He, Min & Yu, Lin**54-62 Convergence in total variation distance for (in)homogeneous Markov processes***by*Mao, Yong-Hua & Xu, Liping & Zhang, Ming & Zhang, Yu-Hui**63-69 Reaching goals under ambiguity: Continuous-time optimal portfolio selection***by*Ji, Shaolin & Shi, Xiaomin**70-78 Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections***by*Aazizi, Soufiane & El Mellali, Tarik & Fakhouri, Imade & Ouknine, Youssef**79-83 Quenched phantom distribution functions for Markov chains***by*Jakubowski, Adam & Truszczyński, Patryk**84-90 Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space***by*Zeifman, A.I. & Korolev, V.Yu. & Satin, Ya.A. & Kiseleva, K.M.**91-98 On relative log-concavity and stochastic comparisons***by*Fang, Rui & Ding, Weiyong**99-104 Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present***by*Packham, N.**105-112 Remarks for the singular multivariate skew-normal distribution and its quadratic forms***by*Li, Baokun & Tian, Weizhong & Wang, Tonghui**113-123 On the existence of optimal controls for backward stochastic partial differential equations***by*Meng, Qingxin & Shen, Yang & Shi, Peng**124-134 On the maxima and minima of complete and incomplete samples from nonstationary random fields***by*Panga, Zacarias & Pereira, Luísa**135-141 Computing optimal experimental designs with respect to a compound Bayes risk criterion***by*Harman, Radoslav & Prus, Maryna**142-147 New and refined bounds for expected maxima of fractional Brownian motion***by*Borovkov, Konstantin & Mishura, Yuliya & Novikov, Alexander & Zhitlukhin, Mikhail**148-156 Simultaneous variable weighting and determining the number of clusters—A weighted Gaussian means algorithm***by*Chakraborty, Saptarshi & Das, Swagatam**157-164 Dividend barrier strategy: Proceed with caution***by*Sendova, Kristina P. & Yang, Chen & Zhang, Ruixi**165-172 Bismut formula for a stochastic heat equation with fractional noise***by*Yan, Litan & Yin, Xiuwei**173-182 Uniform in bandwidth consistency of nonparametric regression based on copula representation***by*Bouzebda, Salim & Elhattab, Issam & Seck, Cheikh Tidiane**183-190 Malliavin differentiability of indicator functions on canonical Lévy spaces***by*Suzuki, Ryoichi**191-200 Convergence of series of strongly integrable random variables and applications***by*Boukhari, Fakhreddine & Malti, Dounyazed**201-208 Optimal designs for multi-factor nonlinear models based on the second-order least squares estimator***by*He, Lei**209-216 On information-based residual lifetime in survival models with delayed failures***by*Cha, Ji Hwan & Finkelstein, Maxim**217-223 Laplace symbols and invariant distributions***by*Behme, Anita & Schnurr, Alexander**224-228 On the asymptotic variance of reversible Markov chain without cycles***by*Wu, Chi-Hao & Chen, Ting-Li**229-234 Gram–Charlier-like expansions of power-raised hyperbolic secant laws***by*Faliva, Mario & Quatto, Piero & Zoia, Maria Grazia**235-242 Intermittency of trawl processes***by*Grahovac, Danijel & Leonenko, Nikolai N. & Taqqu, Murad S.**243-250 Standardizing densities on Gaussian spaces***by*Lanconelli, Alberto**251-256 Analysis of the Pólya-Gamma block Gibbs sampler for Bayesian logistic linear mixed models***by*Wang, Xin & Roy, Vivekananda**257-263 Optimal allocation of clusters in cohort stepped wedge designs***by*Li, Fan & Turner, Elizabeth L. & Preisser, John S.**264-268 Preservation of DMRL and IMRL aging classes under the formation of order statistics and coherent systems***by*Navarro, Jorge**269-276 Marcinkiewicz’s strong law of large numbers for nonlinear expectations***by*Zhang, Lixin & Lin, Jinghang**277-282 Remarks on compositions of some random integral mappings***by*Jurek, Zbigniew J.**283-291 Second order optimal approximation in a particular exponential family under asymmetric LINEX loss***by*Hwang, Leng-Cheng**292-296 Objective Bayesian inference for the intraclass correlation coefficient in linear models***by*Zhang, Duo & Wang, Min**297-303 Stein’s lemma for truncated elliptical random vectors***by*Shushi, Tomer**304-311 Expectile regression for analyzing heteroscedasticity in high dimension***by*Zhao, Jun & Chen, Yingyu & Zhang, Yi**312-318 Truncated fractional moments of stable laws***by*Nolan, John P.**319-325 Reduction functions for the variance function of one-parameter natural exponential family***by*Chen, Xiongzhi**326-330 A generic approach to nonparametric function estimation with mixed data***by*Nagler, Thomas**331-335 On the existence of some skew-Gaussian random field models***by*Mahmoudian, Behzad**336-342 Chunked-and-averaged estimators for vector parameters***by*Nguyen, Hien D. & McLachlan, Geoffrey J.**343-348 A-optimal completely randomized designs for incomplete factorial structures with three factors***by*Parui, Shyamsundar & Parsad, Rajender & Mandal, B.N.**349-358 Strong laws of large numbers for pairwise quadrant dependent random variables***by*Lita da Silva, João

### 2018, Volume 136, Issue C

**4-9 Statistics in the big data era: Failures of the machine***by*Dunson, David B.**10-14 On the role of statistics in the era of big data: A call for a debate***by*Secchi, Piercesare**15-19 Data learning from big data***by*Torrecilla, José L. & Romo, Juan**20-24 The role of Statistics in the era of big data: Crucial, critical and under-valued***by*Scott, E. Marian**25-29 A practical guide to big data***by*Smirnova, Ekaterina & Ivanescu, Andrada & Bai, Jiawei & Crainiceanu, Ciprian M.**30-33 Big data and biostatistics: The death of the asymptotic Valhalla***by*Wit, Ernst C.**34-36 Big questions, informative data, excellent science***by*Bowman, Adrian W.**37-41 Statistics for big data: A perspective***by*Bühlmann, Peter & van de Geer, Sara**42-45 Statistical science in the world of big data***by*Reid, Nancy**46-50 The future of statistics and data science***by*Olhede, Sofia C. & Wolfe, Patrick J.**51-57 Conducting highly principled data science: A statistician’s job and joy***by*Meng, Xiao-Li**58-62 The role of statistics in data-centric engineering***by*Lau, F. Din-Houn & Adams, Niall M. & Girolami, Mark A. & Butler, Liam J. & Elshafie, Mohammed Z.E.B.**63-67 The role of statistics in the era of big data: A computational scientist’ perspective***by*Quarteroni, Alfio**68-72 On the role of statistics in the era of big data: A computer science perspective***by*Ceri, Stefano**73-77 Big data and a bewildered lay analyst***by*Wong, Limsoon**78-82 Statistical challenges of big brain network data***by*Chung, Moo K.**83-86 Statistical methods and challenges in connectome genetics***by*Pluta, Dustin & Yu, Zhaoxia & Shen, Tong & Chen, Chuansheng & Xue, Gui & Ombao, Hernando**87-91 Big data sampling and spatial analysis: “which of the two ladles, of fig-wood or gold, is appropriate to the soup and the pot?”***by*Bivand, Roger & Krivoruchko, Konstantin**92-96 Principles for statistical inference on big spatio-temporal data from climate models***by*Castruccio, Stefano & Genton, Marc G.**97-100 Statistical issues in radiosonde observation of atmospheric temperature and humidity profiles***by*Fassò, A. & Finazzi, F. & Madonna, F.**101-104 Quality of life, big data and the power of statistics***by*Gupta, Shivam & Mateu, Jorge & Degbelo, Auriol & Pebesma, Edzer**105-110 The role of statistics in the era of big data: Electronic health records for healthcare research***by*Sharples, Linda D.**111-115 Big data: Some statistical issues***by*Cox, D.R. & Kartsonaki, Christiana & Keogh, Ruth H.**116-120 Big data and public policies: Opportunities and challenges***by*Azzone, Giovanni**121-125 Journeys in big data statistics***by*Dryden, Ian L. & Hodge, David J.**126-129 Statistical modeling of spatial big data: An approach from a functional data analysis perspective***by*Giraldo, Ramón & Dabo-Niang, Sophie & Martínez, Sergio**130-133 How do statisticians analyse big data—Our story***by*Shi, Jian Qing**134-138 On dimension reduction models for functional data***by*Vieu, Philippe**139-141 Wishing the Non-parametric Re-evolution***by*Vantini, Simone**142-145 When small data beats big data***by*Faraway, Julian J. & Augustin, Nicole H.**146-147 Statisticians can do better in the big data era***by*Cao, Jiguo**148-154 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains***by*Bierkens, Joris & Bouchard-Côté, Alexandre & Doucet, Arnaud & Duncan, Andrew B. & Fearnhead, Paul & Lienart, Thibaut & Roberts, Gareth & Vollmer, Sebastian J.**155-159 Statistics within business in the era of big data***by*James, Gareth M.**160-164 Financial data science***by*Giudici, Paolo**165-169 On the role of latent variable models in the era of big data***by*Bartolucci, Francesco & Bacci, Silvia & Mira, Antonietta

### 2018, Volume 135, Issue C

**1-6 Tail bounds for sums of geometric and exponential variables***by*Janson, Svante**7-10 A note on gaps in proofs of central limit theorems***by*Biscio, Christophe Ange Napoléon & Poinas, Arnaud & Waagepetersen, Rasmus**11-19 Some results on joint record events***by*Falk, M. & Khorrami Chokami, A. & Padoan, S.A.**20-25 Screening group variables in the proportional hazards model***by*Ahn, Kwang Woo & Sahr, Natasha & Kim, Soyoung**26-31 Simultaneous demonstration tests involving sparse failures***by*Gera, Amos E.**32-37 Integrability conditions for compound random measures***by*Riva Palacio, Alan & Leisen, Fabrizio**38-43 The characterization of tenable Pólya urns***by*Davidson, Allison & D. Ward, Mark**44-50 Strong local nondeterminism of spherical fractional Brownian motion***by*Lan, Xiaohong & Xiao, Yimin**51-53 Recurrence property and pointwise convergence of martingales***by*Bórquez, R.**54-59 Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model***by*Karavias, Yiannis & Symeonides, Spyridon D. & Tzavalis, Elias**60-69 Sieves estimator of functional autoregressive process***by*Berhoune, Kamila & Bensmain, Nawel**70-75 Modulo 1 limit theorems for autoregressive random variables and their sums***by*Massé, Bruno**76-82 On Stein’s unbiased risk estimate for reduced rank estimators***by*Hansen, Niels Richard**83-91 Mutual intersection for rough differential systems driven by fractional Brownian motions***by*Ouyang, Cheng & Shi, Yinghui & Wu, Dongsheng**92-101 American options under periodic exercise opportunities***by*Pérez, José-Luis & Yamazaki, Kazutoshi**102-109 Feasible blocked multi-factor designs of unequal block sizes***by*Wang, Xiaodi & Chen, Xueping & Zhang, Yingshan**110-117 Optimal allocation of active redundancies in weighted k-out-of-n systems***by*Zhang, Yiying**118-126 Constrained Cramér–Rao Lower Bound in Errors-In Variables (EIV) models: Revisited***by*Al-Sharadqah, A. & Ho, K.C.**127-131 A note on the monotone stochastic order for processes with independent increments***by*Criens, David**132-139 Excessive measures for linear diffusions***by*Shen, Yuncong & Ying, Jiangang

### 2018, Volume 134, Issue C

**1-4 Generalized skew-elliptical distributions are closed under affine transformations***by*Shushi, Tomer**5-14 On the discrepancy of powers of random variables***by*Chenavier, Nicolas & Schneider, Dominique**15-21 On periodic ergodicity of a general periodic mixed Poisson autoregression***by*Aknouche, Abdelhakim & Bentarzi, Wissam & Demouche, Nacer**22-28 Error analysis for coefficient-based regularized regression in additive models***by*Tao, Yanfang & Song, Biqin & Li, Luoqing**29-35 The false discovery rate (FDR) of multiple tests in a class room lecture***by*Benditkis, Julia & Heesen, Philipp & Janssen, Arnold**36-44 Triangular random matrices and biorthogonal ensembles***by*Cheliotis, Dimitris**45-53 Harnack inequalities for SDEs driven by subordinator fractional Brownian motion***by*Li, Zhi & Yan, Litan**54-62 Extension of the loss probability formula to an overloaded queue with impatient customers***by*Kim, Bara & Kim, Jeongsim**63-69 On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics***by*Ferger, Dietmar**70-78 ARCH model and fractional Brownian motion***by*Bahamonde, Natalia & Torres, Soledad & Tudor, Ciprian A.**79-85 Wavelet density deconvolution estimations with heteroscedastic measurement errors***by*Zeng, Xiaochen & Wang, Jinru**86-92 A couple of remarks on the convergence of σ-fields on probability spaces***by*Vidmar, Matija**93-97 An adjusted random-effects model for binary-data meta-analysis***by*Baker, Rose**98-105 Some asymptotic results for fiducial and confidence distributions***by*Veronese, Piero & Melilli, Eugenio**106-113 ‘Purposely misspecified’ posterior inference on the volatility of a jump diffusion process***by*Martin, Ryan & Ouyang, Cheng & Domagni, Francois**114-121 Empirical likelihood based inference for conditional Pareto-type tail index***by*Ma, Yaolan & Jiang, Yuexiang & Huang, Wei**122-127 Estimation of quantile oriented sensitivity indices***by*Maume-Deschamps, Véronique & Niang, Ibrahima**128-133 Local linear estimate of the nonparametric robust regression in functional data***by*Belarbi, Faiza & Chemikh, Souheyla & Laksaci, Ali**134-140 A general construction for nested Latin hypercube designs***by*Xu, Jin & Duan, Xiaojun & Wang, Zhengming & Yan, Liang**141-149 Bootstrapping for multivariate linear regression models***by*Eck, Daniel J.**150-158 The nonparametric quantile estimation for length-biased and right-censored data***by*Shi, Jianhua & Ma, Huijuan & Zhou, Yong

### 2018, Volume 133, Issue C

**1-8 Multidimensional extremal dependence coefficients***by*Ferreira, Helena & Ferreira, Marta**9-14 Heterogeneous connection effects***by*Wei, Fengrong & Tian, Weizhong