## Content

### 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 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**15-22 The residual extropy of order statistics***by*Qiu, Guoxin & Jia, Kai**23-27 On heat kernel decay for the random conductance model***by*Boukhadra, Omar**28-37 Parametric inference for ruin probability in the classical risk model***by*Oshime, Takayoshi & Shimizu, Yasutaka**38-41 The median of an exponential family and the normal law***by*Letac, Gérard & Mattner, Lutz & Piccioni, Mauro**42-49 Joint arrival process of multiple independent batch Markovian arrival processes***by*Cao, Jianyu & Xie, Weixin**50-58 A large deviation inequality for β-mixing time series and its applications to the functional kernel regression model***by*Krebs, Johannes T.N.**59-64 A fast spectral quasi-likelihood approach for spatial point processes***by*Deng, C. & Waagepetersen, R.P. & Wang, M. & Guan, Y.**65-70 A nonparametric test for covariate-adjusted models***by*Zhao, Jingxin & Xie, Chuanlong**71-79 Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations***by*Wu, Bo & Wu, Jiang-Lun

### 2018, Volume 132, Issue C

**1-6 Estimation of the survival function with redistribution algorithm under semi-competing risks data***by*Hsieh, Jin-Jian & Hsu, Chia-Hao**7-16 On limiting distribution of U-statistics based on associated random variables***by*Garg, Mansi & Dewan, Isha**17-27 Tempered fractional Brownian and stable motions of second kind***by*Sabzikar, Farzad & Surgailis, Donatas**28-34 Weak convergence of the linear rank statistics under strong mixing conditions***by*Tabacu, Lucia**35-39 On Khintchine type inequalities for k-wise independent Rademacher random variables***by*Pass, Brendan & Spektor, Susanna**40-45 Consistency of direct integral estimator for partially observed systems of ordinary differential equations***by*Vujačić, Ivan & Dattner, Itai**46-54 A random regularized approximate solution of the inverse problem for Burgers’ equation***by*Nane, Erkan & Tuan, Nguyen Hoang & Tuan, Nguyen Huy**55-61 Optimal Jittered Sampling for two points in the unit square***by*Pausinger, Florian & Rachh, Manas & Steinerberger, Stefan**62-73 On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise***by*Pilipenko, Andrey & Proske, Frank Norbert**74-82 Moderate deviation principle for maximum likelihood estimator for Markov processes***by*Prakasa Rao, B.L.S.**83-90 An extension of Feller’s strong law of large numbers***by*Li, Deli & Liang, Han-Ying & Rosalsky, Andrew**91-98 On success runs in a sequence of dependent trials with a change point***by*Eryilmaz, Serkan**99-106 Generation of discrete random variables in scalable frameworks***by*Aletti, Giacomo**107-115 Varying Coefficient Support Vector Machines***by*Lu, Xiaoling & Dong, Fengchi & Liu, Xiexin & Chang, Xiangyu**116-124 On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions***by*Sun, Xiaoxia & Guo, Feng

### 2017, Volume 131, Issue C

**1-12 Representation of local times of fractional Brownian motion***by*Mukeru, Safari**13-18 Definitive screening designs with extreme numbers of level changes***by*Wang, Yaping & Ai, Mingyao**19-24 The pseudo component transformation design for experiment with mixture***by*Li, Guanghui & Zhang, Chongqi**25-37 Set-valued risk statistics with scenario analysis***by*Chen, Yanhong & Hu, Yijun**38-45 Estimation of the smallest normal variance with applications to variance components models***by*Bobotas, Panayiotis & Kourouklis, Stavros**46-50 Higher order kernel density estimation on the circle***by*Tsuruta, Yasuhito & Sagae, Masahiko**51-55 On the likelihood of mixture cure models***by*Wang, Antai & Zhang, Yilong & Shao, Yongzhao**56-63 Moment conditions in strong laws of large numbers for multiple sums and random measures***by*Klesov, Oleg & Molchanov, Ilya**64-71 On the consistency of a new kernel rule for spatially dependent data***by*Younso, Ahmad**72-77 On the support of matching algorithms***by*Cannas, Massimo & Puggioni, Gavino**78-86 Piecewise linear process with renewal starting points***by*Ratanov, Nikita**87-92 A refined Hoeffding’s upper tail probability bound for sum of independent random variables***by*Zheng, Songfeng**93-101 Sharp weighted weak-norm estimates for maximal functions***by*Brzozowski, Michał & Osȩkowski, Adam & Rapicki, Mateusz**102-107 Exact tests for the means of Gaussian stochastic processes***by*Ghiglietti, Andrea & Paganoni, Anna Maria**108-115 Asymptotics of the order statistics for a process with a regenerative structure***by*Soja-Kukieła, Natalia

### 2017, Volume 130, Issue C

**1-4 On the expected diameter of planar Brownian motion***by*McRedmond, James & Xu, Chang**5-11 Bayesian sieve method for piece-wise smooth regression***by*Yi, Taihe & Wang, Zhengming**12-16 Extensions of Pearson’s inequality between skewness and kurtosis to multivariate cases***by*Ogasawara, Haruhiko**17-24 A note on constructing clear compromise plans***by*Zhou, Qi & Guo, Bing**25-31 A new flexible extreme value model for modeling the extreme value data, with an application to environmental data***by*Barakat, H.M. & Omar, A.R. & Khaled, O.M.**32-39 Robust mixture multivariate linear regression by multivariate Laplace distribution***by*Li, Xiongya & Bai, Xiuqin & Song, Weixing**42-48 Asymptotic properties of principal component projections with repeated eigenvalues***by*Petrovich, Justin & Reimherr, Matthew**49-56 A sufficient condition for a unique invariant distribution of a higher-order Markov chain***by*Geiger, Bernhard C.**57-62 Partial sum processes and continued fractions***by*Athreya, Jayadev S. & Athreya, Krishna B.**63-70 Parametric inference of autoregressive heteroscedastic models with errors in variables***by*El Kolei, Salima & Pelgrin, Florian**71-75 Revisiting variance decomposition when independent samples intersect***by*Tillé, Yves & Vallée, Audrey-Anne**76-79 The randomly fluctuating hyperrectangles are spatially monotone***by*Tzioufas, Achillefs**80-84 Answer to an open problem on mean residual life ordering of parallel systems under multiple-outlier exponential models***by*Wang, Jiantian & Cheng, Bin**85-91 Hedging in fractional Black–Scholes model with transaction costs***by*Shokrollahi, Foad & Sottinen, Tommi**92-99 Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization***by*Bhati, Deepesh & Ravi, Sreenivasan**100-104 Pathwise uniqueness for stochastic differential equations driven by pure jump processes***by*Zheng, Jiayu & Xiong, Jie**105-110 A novel exact method for significance of higher criticism via Steck’s determinant***by*Miecznikowski, Jeffrey C. & Wang, Jiefei & Gaile, Daniel P. & Tritchler, David L.**111-114 On the length of the longest head run***by*Novak, S.Y.**115-119 A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields***by*Ip, Ryan H.L. & Li, W.K.**120-125 On minimax convergence rates under Lp-risk for the anisotropic functional deconvolution model***by*Benhaddou, Rida

### 2017, Volume 129, Issue C

**1-11 The mean of the reciprocal in a Cauchy–Stieltjes family***by*Fakhfakh, Raouf**12-16 On maximal tail probability of sums of nonnegative, independent and identically distributed random variables***by*Łuczak, Tomasz & Mieczkowska, Katarzyna & Šileikis, Matas**17-27 Almost sure central limit theorem for self-normalized partial sums of ρ−-mixing sequences***by*Xu, Feng & Wu, Qunying**28-33 A more efficient proportion estimator in ranked set sampling***by*Zamanzade, Ehsan & Mahdizadeh, M.**34-41 Hölder continuity for stochastic fractional heat equation with colored noise***by*Li, Kexue**42-49 Preservation of weak stochastic arrangement increasing under fixed time left-censoring***by*Li, Chen & Li, Xiaohu**50-57 Exact optimal sample allocation: More efficient than Neyman***by*Wright, Tommy**58-64 A weighted integral approach to testing against HNBUE alternatives***by*Ghosh, Shyamal & Mitra, Murari**65-68 Strict local martingales: Examples***by*Li, Xue-Mei**69-80 Saigo space–time fractional Poisson process via Adomian decomposition method***by*Kataria, K.K. & Vellaisamy, P.**81-85 A Fefferman–Stein inequality for the martingale square and maximal functions***by*Osȩkowski, Adam**86-95 On a vector double autoregressive model***by*Zhu, Huafeng & Zhang, Xingfa & Liang, Xin & Li, Yuan**96-100 Slow mixing for Latent Dirichlet Allocation***by*Jonasson, Johan**101-106 A note on Bayesian model selection for discrete data using proper scoring rules***by*Dawid, A. Philip & Musio, Monica & Columbu, Silvia**107-112 A modification of balanced acceptance sampling***by*Robertson, B.L. & McDonald, T. & Price, C.J. & Brown, J.A.**113-119 Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises***by*Xiong, Jie & Yang, Xu**120-130 Robust parameter estimation for stationary processes by an exotic disparity from prediction problem***by*Liu, Yan**131-140 On the functional and local limit theorems for Markov modulated compound Poisson processes***by*Pang, Guodong & Zheng, Yi**141-146 A note on the unbiased estimator of Σ2***by*Zhou, Bu & Guo, Jia**147-154 Sum of squares of uniform random variables***by*Weissman, Ishay**155-166 Prediction law of fractional Brownian motion***by*Sottinen, Tommi & Viitasaari, Lauri**167-170 Minimizing Fisher information with absolute moment constraints***by*Ernst, Philip A.**171-181 Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables***by*Anastasiou, Andreas**182-188 Numerical instability of calculating inverse of spatial covariance matrices***by*Lim, Chae Young & Chen, Chien-Hung & Wu, Wei-Ying**189-195 Non trivial limit distributions for transient renewal chains***by*Terhesiu, Dalia**196-202 On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock***by*Khovansky, Serguey & Zhylyevskyy, Oleksandr**203-209 C∞-convergence of Picard’s successive approximations to solutions of stochastic differential equations***by*Li, Zhen & Liu, Jicheng**210-215 An exact method for making inferences on the common location parameter of several heterogeneous exponential populations: Complete and censored data***by*Malekzadeh, Ahad & Kharrati-Kopaei, Mahmood**216-221 Asymptotic normality of one-step M-estimators based on non-identically distributed observations***by*Linke, Yuliana Yu.**222-229 Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion***by*Boufoussi, Brahim & Hajji, Salah**230-235 A note on conditional covariance matrices for elliptical distributions***by*Jaworski, Piotr & Pitera, Marcin**236-240 A generalization of Gerber’s inequality for ruin probabilities in risk-switching models***by*Gajek, Lesław & Rudź, Marcin**241-251 Fractional smoothness of derivative of self-intersection local times***by*Shi, Qun & Yu, Xianye**252-259 Subsampling for nonstationary time series with non-zero mean function***by*Dudek, Anna E. & Lenart, Łukasz**260-268 Asymptotic results for a multivariate version of the alternative fractional Poisson process***by*Beghin, Luisa & Macci, Claudio**269-274 Upper bound on the number of multi-level columns in equally replicated optimal designs minimizing the E(fNOD) criterion***by*Chasiotis, Vasilis & Kounias, Stratis & Farmakis, Nikolaos**275-283 Second-order expansions for maxima of dynamic bivariate normal copulas***by*Wang, Rui & Liao, Xin & Peng, Zuoxiang**284-287 A note on the asymptotics of the maxima for the St. Petersburg game***by*Nakata, Toshio**288-296 L2 limits of generalized Jiřina processes***by*Lv, You & Li, Yuqiang**297-305 A representation theorem for generators of BSDEs with general growth generators in y and its applications***by*Xiao, Lishun & Fan, Shengjun**306-310 The left tail of renewal measure***by*Kołodziejek, Bartosz**311-317 A note on isotropic random flights moving in mixed Poisson environments***by*De Gregorio, Alessandro**318-325 Studying contributions of variables to classification***by*Melnykov, Yana & Melnykov, Volodymyr & Zhu, Xuwen**326-334 Factorial designs robust against the presence of an aberration***by*Biswas, A. & Das, P. & Mandal, N.K.**335-339 On the maximal halfspace depth of permutation-invariant distributions on the simplex***by*Paindaveine, Davy & Van Bever, Germain**340-347 A new bivariate semiparametric control chart based on order statistics and concomitants***by*Koutras, M.V. & Sofikitou, E.M.**348-354 Distribution free testing for conditional distributions given covariates***by*Khmaladze, Estate**355-359 Asymptotic distribution of rewards accumulated by alternating renewal processes***by*Hew, Patrick Chisan**360-366 On exact interval estimation for the odds ratio in subject-specific table***by*Wang, Weizhen