# Elsevier

# Statistics & Probability Letters

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### 2014, Volume 94, Issue C

**69-76 Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models***by*Wu, Rongning**77-85 Wasserstein-Divergence transportation inequalities and polynomial concentration inequalities***by*Ding, Ying**86-90 On dynamics of volatilities in nonstationary GARCH models***by*Li, Dong & Li, Muyi & Wu, Wuqing**91-97 Sharp L2logL inequalities for the Haar system and martingale transforms***by*Osȩkowski, Adam**98-105 Estimating the transition matrix of a Markov chain observed at random times***by*Barsotti, Flavia & De Castro, Yohann & Espinasse, Thibault & Rochet, Paul**106-112 Improving bias in kernel density estimation***by*Mynbaev, Kairat T. & Nadarajah, Saralees & Withers, Christopher S. & Aipenova, Aziza S.**113-118 Non-causal strictly stationary solutions of random recurrence equations***by*Brandes, Dirk-Philip & Lindner, Alexander**119-127 A robust and efficient estimation method for single-index varying-coefficient models***by*Yang, Hu & Guo, Chaohui & Lv, Jing**128-134 Computing subsignatures of systems with exchangeable component lifetimes***by*Marichal, Jean-Luc**135-143 Approximation of inverse moments of discrete distributions***by*Phillips, T.R.L. & Zhigljavsky, A.**144-152 Structure of the third moment of the generalized Rosenblatt distribution***by*Bai, Shuyang & Taqqu, Murad S.**153-161 A note on processes with random stationary increments***by*Zhang, Haimeng & Huang, Chunfeng**162-169 On the construction of restricted minimum aberration designs***by*Suen, Chung-yi & Das, Ashish & Midha, C.K.**170-175 On cumulative residual entropy of order statistics***by*Park, Sangun & Kim, Ilmun**176-180 The limiting failure rate for a convolution of gamma distributions***by*Block, Henry W. & Langberg, Naftali A. & Savits, Thomas H.**181-191 Consistency of a numerical approximation to the first principal component projection pursuit estimator***by*Bali, Juan Lucas & Boente, Graciela**192-195 Remarks on the factorization property of some random integrals***by*Jurek, Zbigniew J.**196-203 A multiple window scan statistic for time series models***by*Wang, Xiao & Zhao, Bo & Glaz, Joseph**204-213 Aggregation of spectral density estimators***by*Chang, Christopher & Politis, Dimitris**214-220 The finite sample breakdown point of PCS***by*Schmitt, Eric & Öllerer, Viktoria & Vakili, Kaveh**221-229 Uniform asymptotics for the tail probability of weighted sums with heavy tails***by*Zhang, Chenhua**230-235 Necessary and sufficient conditions for Hölder continuity of Gaussian processes***by*Azmoodeh, Ehsan & Sottinen, Tommi & Viitasaari, Lauri & Yazigi, Adil**236-238 A general central limit theorem for strong mixing sequences***by*Ekström, Magnus**239-247 Space-filling Latin hypercube designs based on randomization restrictions in factorial experiments***by*Ranjan, Pritam & Spencer, Neil**248-256 Assessing the relationship of evolutionary rates and functional variables by mixture estimating equations***by*Lin, Pei-Sheng & Chen, Feng-Chi & Kuo, Shu-Fu & Kung, Yi-Hung**257-266 On integration with respect to the q-Brownian motion***by*Bryc, Włodek**267-272 Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives***by*Liu, Kai

### 2014, Volume 93, Issue C

**1-6 Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators***by*Park, Junyong**7-13 Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations***by*Efromovich, Sam**14-18 A new test of independence for high-dimensional data***by*Mao, Guangyu**19-26 Bayesian dynamic financial networks with time-varying predictors***by*Durante, Daniele & Dunson, David B.**27-33 Minimum divergence estimators, maximum likelihood and exponential families***by*Broniatowski, Michel**34-40 Identification of the occurrence of boundary solutions in a contingency table with nonignorable nonresponse***by*Park, Yousung & Kim, Daeyoung & Kim, Seongyong**41-45 A note on the identifiability of nonparametric and semiparametric mixtures of GLMs***by*Wang, Shaoli & Yao, Weixin & Huang, Mian**46-57 Extremal behavior of pMAX processes***by*Ferreira, Helena & Ferreira, Marta**58-64 A note on the first passage time of diffusions with holding and jumping boundary***by*Peng, Jun**65-71 New lower bound for centered L2-discrepancy of four-level U-type designs***by*Elsawah, A.M. & Qin, Hong**72-77 A stochastic model for assessing the utility of chance***by*Bose, Sudip**78-86 Bias-correction of the maximum likelihood estimator for the α-Brownian bridge***by*Görgens, Maik & Thulin, Måns**87-95 Small value probabilities for supercritical multitype branching processes with immigration***by*Chu, Weijuan**96-101 Bayes minimax estimation of the multivariate normal mean vector under balanced loss function***by*Zinodiny, S. & Rezaei, S. & Nadarajah, S.**102-107 Nonparametric recursive quantile estimation***by*Kohler, Michael & Krzyżak, Adam & Walk, Harro**108-115 Resolvable orthogonal array-based uniform sliced Latin hypercube designs***by*Yang, Xue & Chen, Hao & Liu, Min-Qian**116-125 A smoothing stochastic algorithm for quantile estimation***by*Amiri, Aboubacar & Thiam, Baba**126-133 A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint***by*Wang, Lu & Shen, Jincheng & Thall, Peter F.**134-142 Bootstrapping the empirical distribution of a linear process***by*El Ktaibi, Farid & Gail Ivanoff, B. & Weber, Neville C.

### 2014, Volume 91, Issue C

**1-5 Can the bounds in the multivariate Chebyshev inequality be attained?***by*Navarro, Jorge**6-13 On the non existence of unbiased estimators of risk for spherically symmetric distributions***by*Fourdrinier, Dominique & Strawderman, William**14-19 Langevin diffusions and the Metropolis-adjusted Langevin algorithm***by*Xifara, T. & Sherlock, C. & Livingstone, S. & Byrne, S. & Girolami, M.**20-26 On idiosyncratic stochasticity of financial leverage effects***by*Bretó, Carles**27-31 A theorem on CUB models for rank data***by*Iannario, Maria & Piccolo, Domenico**32-40 On wavelet projection kernels and the integrated squared error in density estimation***by*Giné, Evarist & Madych, W.R.**41-46 On finite long run costs and rewards in infinite Markov chains***by*Baumann, Hendrik & Sandmann, Werner**47-51 On the probability of two randomly generated S-permutation matrices to be disjoint***by*Yordzhev, Krasimir**52-54 A non-commutative version of Lépingle–Yor martingale inequality***by*Qiu, Yanqi**55-61 Geometric ergodicity of the Gibbs sampler for the Poisson change-point model***by*Fitzpatrick, Matthew**62-68 Chaos expansion and asymptotic behavior of the Pareto distribution***by*Tudor, Ciprian A.**69-75 Shorter nonparametric prediction intervals for an order statistic from a future sample***by*Frey, Jesse**76-82 Complete moment convergence for i.i.d. random variables***by*Qiu, Dehua & Chen, Pingyan**83-89 Stochastic equations for two-type continuous-state branching processes with immigration and competition***by*Ma, Rugang**90-97 Robust variable selection for nonlinear models with diverging number of parameters***by*Lv, Zhike & Zhu, Huiming & Yu, Keming**98-106 On positivity of the variance of a tracer moving in a divergence-free Gaussian random field***by*Chojecki, Tymoteusz & Komorowski, Tomasz**107-109 On the support of the simple branching random walk***by*Johnson, Torrey**110-116 On reparametrization and the Gibbs sampler***by*Román, Jorge Carlos & Hobert, James P. & Presnell, Brett**117-123 Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models***by*Wang, Hui & Pan, Jiazhu**124-134 Parameter estimation in two-type continuous-state branching processes with immigration***by*Xu, Wei**135-144 Large deviation for a least squares estimator in a nonlinear regression model***by*Yang, Wenzhi & Hu, Shuhe**145-152 The large-maturity smile for the Stein–Stein model***by*Forde, Martin**153-161 An improved robust association test for GWAS with multiple diseases***by*Chen, Zhongxue & Huang, Hanwen & Ng, Hon Keung Tony**162-170 Closure property and maximum of randomly weighted sums with heavy-tailed increments***by*Yang, Yang & Leipus, Remigijus & Šiaulys, Jonas**171-180 Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables***by*Yan, Jun**181-191 Distribution of eigenvalues of large Euclidean matrices generated from lp ellipsoid***by*Zeng, Xingyuan

### 2014, Volume 90, Issue C

**1-10 On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models***by*Ren, Xingwei**11-16 Convergence bound in total variation for an image restoration model***by*Jovanovski, Oliver**17-24 Inference for the treatment effects in two sample problems with right-censored and length-biased data***by*Lin, Cunjie & Zhou, Yong**25-32 Asymptotic theory for LAD estimation of moderate deviations from a unit root***by*Zhou, Zhiyong & Lin, Zhengyan**33-41 Convergence to the maximum process of a fractional Brownian motion with shot noise***by*Wang, Yizao**42-45 A dexterous randomized response model for estimating a rare sensitive attribute using Poisson distribution***by*Singh, Housila P. & Tarray, Tanveer A.**46-52 A stable manifold MCMC method for high dimensions***by*Beskos, Alexandros**53-59 A new class of distribution-free tests for testing ordered location parameters based on sub-samples***by*Gaur, Anil**60-67 On piecewise linear processes***by*Ratanov, Nikita**68-77 Correlation structure of time-changed Pearson diffusions***by*Mijena, Jebessa B. & Nane, Erkan**78-84 Estimating the parameters of an α-stable distribution using the existence of moments of order statistics***by*Mohammadi, Mohammad & Mohammadpour, Adel**85-92 The randomly stopped geometric Brownian motion***by*Balanzario, Eugenio P. & Ramírez, Rosalva Mendoza & Ortiz, Jorge Sánchez**93-99 Karhunen–Loève expansion for additive Slepian processes***by*Liu, Jin V. & Huang, Zongfu & Mao, Hongjun**100-107 Asymptotic approximation for the probability density function of an arbitrary sequence of random variables***by*Joutard, Cyrille**108-113 Combining a regression model with a multivariate Markov chain in a forecasting problem***by*Damásio, Bruno & Nicolau, João**114-120 Coherent and convex risk measures for portfolios with applications***by*Wei, Linxiao & Hu, Yijun**121-128 On testing the coefficient of variation in an inverse Gaussian population***by*Chaubey, Yogendra P. & Sen, Debaraj & Saha, Krishna K.**129-135 Non-parametric estimation of the generalized past entropy function with censored dependent data***by*Maya, R. & Abdul-Sathar, E.I. & Rajesh, G.**136-139 Asymptotic normality for discretely observed Markov jump processes with an absorbing state***by*Kremer, Alexander & Weißbach, Rafael**140-148 Worst-case optimal investment with a random number of crashes***by*Belak, Christoph & Christensen, Sören & Menkens, Olaf**149-154 On the use of the Borel–Cantelli lemma in Markov chains***by*Stepanov, Alexei

### 2014, Volume 88, Issue C

**1-8 On the effect of perturbation of conditional probabilities in total variation***by*Abate, Alessandro & Redig, Frank & Tkachev, Ilya**9-14 Bayesian model comparison: Log scores and DIC***by*Krnjajić, Milovan & Draper, David**15-26 Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time***by*Li, Xiaohu & Wu, Jintang**27-39 Estimation of the Cholesky decomposition in a conditional independent normal model with missing data***by*He, Daojiang & Xu, Kai**40-49 Type II bivariate Pólya–Aeppli distribution***by*Minkova, Leda D. & Balakrishnan, N.**50-55 Efficient almost-exact Lévy area sampling***by*Malham, Simon J.A. & Wiese, Anke**56-61 On the limiting probabilities of the M/Er/1 queueing system***by*Martínez V., José M. & Vallejos C., Reinaldo A. & Barría M., Marta**62-65 A generalization of Chebyshev’s inequality for Hilbert-space-valued random elements***by*Budny, Katarzyna**66-72 On perturbation bounds for continuous-time Markov chains***by*Zeifman, A.I. & Korolev, V.Yu.**73-79 On stochastic comparisons of residual life time at random time***by*Dewan, Isha & Khaledi, Baha-Eldin**80-87 Capturing patterns via parsimonious t mixture models***by*Lin, Tsung-I & McNicholas, Paul D. & Ho, Hsiu J.**88-90 A determinantal inequality for correlation matrices***by*Olkin, Ingram**91-98 Trajectory composition of Poisson time changes and Markov counting systems***by*Bretó, Carles**99-106 Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale***by*Zaigraev, A. & Podraza-Karakulska, A.**107-117 A limit theorem for local time and application to random sets***by*Laissaoui, Diffalah & Benchérif-Madani, Abdelatif**118-126 Bounds on convergence for the empirical vector of the Curie–Weiss–Potts model with a non-zero external field vector***by*Martschink, Bastian**127-132 R-optimal designs in random coefficient regression models***by*Liu, Xin & Yue, Rong-Xian & Chatterjee, Kashinath**133-140 Some new normal comparison inequalities related to Gordon’s inequality***by*Lu, Dawei & Wang, Xiaoguang**141-148 On the probability of conjunctions of stationary Gaussian processes***by*Dȩbicki, Krzysztof & Hashorva, Enkelejd & Ji, Lanpeng & Tabiś, Kamil**149-156 Large deviations for subordinated Brownian motion and applications***by*Gajda, Janusz & Magdziarz, Marcin**157-164 MTD models for aggregate data from higher order Markov chains***by*Kaur, Inderdeep**165-173 The M-estimator for functional linear regression model***by*Huang, Lele & Wang, Huiwen & Zheng, Andi**174-183 A probabilistic approach for gradient estimates on time-inhomogeneous manifolds***by*Cheng, Li-Juan**184-189 Asymptotic power of likelihood ratio tests for high dimensional data***by*Wang, Cheng**190-196 Gamma shared frailty model based on reversed hazard rate for bivariate survival data***by*Hanagal, David D. & Pandey, Arvind

### 2014, Volume 87, Issue C

**1-6 Uniqueness condition for an auto-logistic model***by*Rulloni, Valeria**7-11 A note on a result by W. Hoeffding***by*Borisov, I.S.**12-17 Assumptions regarding right censoring in the presence of left truncation***by*Qian, Jing & Betensky, Rebecca A.**18-26 Cumulants of multinomial and negative multinomial distributions***by*Withers, Christopher S. & Nadarajah, Saralees**27-30 Generating random correlation matrices by the simple rejection method: Why it does not work***by*Böhm, Walter & Hornik, Kurt**31-39 Adaptive linear step-up multiple testing procedure with the bias-reduced estimator***by*Kim, Donggyu & Zhang, Chunming**40-47 On a leader election algorithm: Truncated geometric case study***by*Kalpathy, Ravi & Ward, Mark Daniel**48-53 Itô’s formula for Walsh’s Brownian motion and applications***by*Hajri, Hatem & Touhami, Wajdi**54-60 Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations***by*Wang, Guanying & Wang, Xingchun & Wang, Yongjin**61-69 Bootstrapping the nonparametric ARCH regression model***by*Shimizu, Kenichi**70-75 Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss–Markov process***by*Kleptsyna, Marina & Le Breton, Alain & Ycart, Bernard**76-85 The dual multivariate Charlier and Edgeworth expansions***by*Withers, Christopher S. & Nadarajah, Saralees**86-93 Monotone false discovery rate***by*Won, Joong-Ho & Lim, Johan & Yu, Donghyeon & Kim, Byung Soo & Kim, Kyunga**94-97 Identification of survival functions through hazard functions in the Clayton-family***by*Sen, Arusharka & Stute, Winfried**98-104 A time-dependent busy period queue length formula for the M/Ek/1 queue***by*Baek, Jung Woo & Moon, Seung Ki & Lee, Ho Woo**105-107 On convergence of randomly indexed sequences; a counterexample based on the St. Petersburg game***by*Gut, Allan**108-114 Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions***by*Goegebeur, Yuri & Guillou, Armelle & Verster, Andréhette**115-120 Hoeffding’s inequalities for geometrically ergodic Markov chains on general state space***by*Miasojedow, Błażej**121-124 A note on integrated periodic GARCH processes***by*Bibi, Abdelouahab & Lescheb, Ines**125-133 Inference on the Lévy measure in case of noisy observations***by*Vetter, Mathias**134-142 Feasible criterion for designs based on fixed effect ANOVA model***by*Wang, Xiaodi & Zhang, Yingshan & Tang, Yincai**143-148 On the E-optimality of blocked main effects plans when n≡3 (mod 4)***by*Jacroux, Mike & Kealy-Dichone, Bonni**149-157 Smoothing of stepwise multiple testing procedures***by*Gordon, Alexander Y.**158-166 A COM–Poisson type generalization of the binomial distribution and its properties and applications***by*Borges, Patrick & Rodrigues, Josemar & Balakrishnan, Narayanaswamy & Bazán, Jorge**167-174 Tail asymptotics of random sum and maximum of log-normal risks***by*Hashorva, Enkelejd & Kortschak, Dominik**175-183 Dividend problems in the dual model with diffusion and exponentially distributed observation time***by*Liu, Xiao & Chen, Zhenlong**184-190 A remark on quasi-ergodicity of ultracontractive Markov processes***by*Chen, Jinwen & Jian, Siqi

### 2014, Volume 86, Issue C

**1-6 Small deviation probabilities of weighted sums under minimal moment assumptions***by*Rozovsky, L.V.**7-16 Empirical process of residuals for regression models with long memory errors***by*Lorek, Paweł & Kulik, Rafał**17-23 Concentration inequalities via zero bias couplings***by*Goldstein, Larry & Işlak, Ümit**24-29 Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent***by*Mishura, Yuliya**30-37 Large and moderate deviations of realized covolatility***by*Djellout, Hacène & Samoura, Yacouba**38-43 On Bartlett correctability of empirical likelihood in generalized power divergence family***by*Camponovo, Lorenzo & Otsu, Taisuke**44-49 Numerical distribution functions for seasonal stability tests***by*Díaz-Emparanza, Ignacio & Moral, M. Paz**50-60 Quasi-maximum likelihood estimation for multiple volatility shifts***by*Kim, Moosup & Lee, Taewook & Noh, Jungsik & Baek, Changryong**61-67 On the central limit theorem for modulus trimmed sums***by*Bazarova, Alina & Berkes, István & Horváth, Lajos**68-73 New John–Nirenberg inequalities for martingales***by*Yi, Rui & Wu, Lian & Jiao, Yong**74-79 Weak convergence of Markov-modulated diffusion processes with rapid switching***by*Huang, Gang & Mandjes, Michel & Spreij, Peter**80-84 On Cox–Kemperman moment inequalities for independent centered random variables***by*Ruzankin, P.S.**85-90 Empirical likelihood test for high dimensional linear models***by*Peng, Liang & Qi, Yongcheng & Wang, Ruodu**91-98 Tight lower bound on the probability of a binomial exceeding its expectation***by*Greenberg, Spencer & Mohri, Mehryar

### 2014, Volume 85, Issue C

**1-5 SIR epidemic models with general infectious period distribution***by*Clancy, Damian**6-14 Simultaneous confidence band for single-index random effects models with longitudinal data***by*Yang, Suigen & Xue, Liugen & Li, Gaorong**15-19 Finiteness of hitting times under taboo***by*Bulinskaya, Ekaterina Vladimirovna**20-24 Changing statistical significance with the amount of information: The adaptive α significance level***by*Pérez, María-Eglée & Pericchi, Luis Raúl**25-35 Unilateral counterparty risk valuation of CDS using a regime-switching intensity model***by*Dong, Yinghui & Yuen, Kam C. & Wu, Chongfeng**36-44 On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes***by*Bercu, Bernard & Proïa, Frédéric & Savy, Nicolas**45-50 A note on the gambling team method***by*Zajkowski, Krzysztof**51-62 Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition***by*Tahmasebi, M.**63-68 Some approximations of the logistic distribution with application to the covariance matrix of logistic regression***by*Pingel, Ronnie**69-77 Sign tests using ranked set sampling with unequal set sizes***by*Zhang, Liangyong & Dong, Xiaofang & Xu, Xingzhong**78-83 Poisson’s equation for discrete-time single-birth processes***by*Jiang, Shuxia & Liu, Yuanyuan & Yao, Shuai**84-90 Small Box–Behnken designs with orthogonal blocks***by*Pham, Tung-Dinh & Nguyen, Nam-Ky**91-97 On the independence Jeffreys prior for skew-symmetric models***by*Rubio, Francisco Javier & Liseo, Brunero**98-105 On the Markovian projection in the Brunick–Shreve mimicking result***by*Forde, Martin**106-113 On the reversed hazard rate of sequential order statistics***by*Burkschat, Marco & Torrado, Nuria**114-121 Rényi’s residual entropy: A quantile approach***by*Nanda, Asok K. & Sankaran, P.G. & Sunoj, S.M.**122-128 Optimal stopping in infinite horizon: An eigenfunction expansion approach***by*Li, Lingfei & Linetsky, Vadim**129-134 Exact approaches for testing non-inferiority or superiority of two incidence rates***by*Shan, Guogen**135-143 Asymptotic properties of maximum likelihood estimator for two-step logit models***by*Yin, Changming & Wang, Zhanfeng & Zhang, Hong**144-152 Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons***by*Misra, Neeraj & Arshad, Mohd.**153-160 On a class of bivariate exponential distributions***by*Balakrishna, N. & Shiji, K.**161-167 Quenched central limit theorems for sums of stationary processes***by*Volný, Dalibor & Woodroofe, Michael

### 2014, Volume 84, Issue C

**1-8 Covariance operator estimation of a functional autoregressive process with random coefficients***by*Allam, Abdelaziz & Mourid, Tahar**9-16 On a class of Cahn–Hilliard type stochastic interacting systems with stepping-stone noises***by*Jiang, Yiming & Wang, Suxin & Wang, Yongjin**17-21 System availability behavior of some stationary dependent sequences***by*Mathew, Angel**22-26 When is a Markov chain regenerative?***by*Athreya, Krishna B. & Roy, Vivekananda**27-32 Fractional Poisson processes and their representation by infinite systems of ordinary differential equations***by*Kreer, Markus & Kızılersü, Ayşe & Thomas, Anthony W.**33-39 A generalized Girsanov transformation of finite state stochastic processes in discrete time***by*Cohen, Samuel N. & Ji, Shaolin & Yang, Shuzhen**40-47 Rates of convergence of extremes from skew-normal samples***by*Liao, Xin & Peng, Zuoxiang & Nadarajah, Saralees & Wang, Xiaoqian**48-53 Small deviations of the determinants of random matrices with Gaussian entries***by*Volodko, Nadezhda V.**54-59 Characterization properties based on the Fisher information for weighted distributions***by*Tzavelas, George & Economou, Polychronis**60-66 Max-sum equivalence of conditionally dependent random variables***by*Jiang, Tao & Gao, Qingwu & Wang, Yuebao**67-71 The strong mixing and the selfdecomposability properties***by*Bradley, Richard C. & Jurek, Zbigniew J.**72-80 Intuitive approximations for the renewal function***by*Mitov, Kosto V. & Omey, Edward**81-87 Two-sample extended empirical likelihood***by*Wu, Fan & Tsao, Min**88-95 On K-means algorithm with the use of Mahalanobis distances***by*Melnykov, Igor & Melnykov, Volodymyr**96-101 Optimal constants in the Marcinkiewicz–Zygmund inequalities***by*Ferger, Dietmar**102-107 Inequalities for martingales taking values in 2-convex Banach spaces***by*Osȩkowski, Adam**108-112 A new type of experimental designs for event-related fMRI via Hadamard matrices***by*Kao, Ming-Hung**113-120 Robust errors-in-variables linear regression via Laplace distribution***by*Shi, Jianhong & Chen, Kun & Song, Weixing**121-130 Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy***by*Liu, Wei & Hu, Yijun