# Elsevier

# Statistics & Probability Letters

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### 2017, Volume 120, Issue C

**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**192-200 Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough***by*Rozovsky, L.V.**201-208 Deconvolution model with fractional Gaussian noise: A minimax study***by*Benhaddou, Rida**209-215 Local asymptotics for nonparametric quantile regression with regression splines***by*Zhao, Weihua & Lian, Heng**216-220 Stochastic comparisons of total capacity of weighted-k-out-of-n systems***by*Rahmani, Rabi-Allah & Izadi, Muhyiddin & Khaledi, Baha-Eldin**221-230 A lower bound on the expected optimal value of certain random linear programs and application to shortest paths in Directed Acyclic Graphs and reliability***by*Chrétien, Stéphane & Corset, Franck

### 2016, Volume 116, Issue C

**1-5 Comment on “On nomenclature, and the relative merits of two formulations of skew distributions” by A. Azzalini, R. Browne, M. Genton, and P. McNicholas***by*McLachlan, Geoffrey J. & Lee, Sharon X.**6-8 Transmuted distributions and random extrema***by*Kozubowski, Tomasz J. & Podgórski, Krzysztof**9-20 Destructive negative binomial cure rate model and EM-based likelihood inference under Weibull lifetime***by*Pal, Suvra & Balakrishnan, N.**21-26 A more efficient second order blind identification method for separation of uncorrelated stationary time series***by*Taskinen, Sara & Miettinen, Jari & Nordhausen, Klaus**27-37 On uniform nonintegrability for a sequence of random variables***by*Chandra, Tapas K. & Hu, Tien-Chung & Rosalsky, Andrew**38-44 On bounding the union probability using partial weighted information***by*Yang, Jun & Alajaji, Fady & Takahara, Glen**45-54 On the length and the position of the minimum sequence containing all runs of ones in a Markovian binary sequence***by*Arapis, Anastasios N. & Makri, Frosso S. & Psillakis, Zaharias M.**55-61 Characteristic function of time-inhomogeneous Lévy-driven Ornstein–Uhlenbeck processes***by*Vrins, Frédéric**62-64 An arctangent law***by*Papanicolaou, Vassilis G.**65-71 An exact Kolmogorov–Smirnov test for whether two finite populations are the same***by*Frey, Jesse**72-79 Robust nonparametric kernel regression estimator***by*Zhao, Ge & Ma, Yanyuan**80-87 Optimal two-level designs for partial profile choice experiments***by*Manna, Soumen & Das, Ashish**88-93 Artifactual unit root behavior of Value at risk (VaR)***by*Chan, Ngai Hang & Sit, Tony**94-100 Asymmetric risk of the Stein variance estimator under a misspecified linear regression model***by*Qin, Huaizhen & Ouyang, Weiwei**101-106 Pitman closeness properties of point estimators and predictive densities with parametric constraints***by*Matsuda, Takeru & Strawderman, William E.**107-115 Optimal designs for regression models with autoregressive errors***by*Dette, Holger & Pepelyshev, Andrey & Zhigljavsky, Anatoly**116-121 A maximum principle for the stochastic variational inequalities***by*Xu, Siyan & Zheng, Mengqi**122-130 A solution to the reversible embedding problem for finite Markov chains***by*Jia, Chen**131-138 When Markov chains meet: A continuous-time model of network evolution***by*Gilboa-Freedman, Gail & Hassin, Refael**139-145 Large and moderate deviations for a renewal randomly indexed branching process***by*Gao, Zhenlong & Wang, Weigang**146-156 Fractional spherical random fields***by*D’Ovidio, Mirko & Leonenko, Nikolai & Orsingher, Enzo

### 2016, Volume 115, Issue C

**1-7 Distributions in a class of Poissonized urns with an application to Apollonian networks***by*Zhang, Panpan & Mahmoud, Hosam M.**8-15 On some properties of the low-dimensional Gumbel perturbations in the Perturb-and-MAP model***by*Tomczak, Jakub M.**16-26 Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay***by*Qiu, Qinwei & Liu, Wei & Hu, Liangjian & Mao, Xuerong & You, Surong**27-35 Generalized seasonal tapered block bootstrap***by*Dudek, Anna E. & Paparoditis, Efstathios & Politis, Dimitris N.**36-44 Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model***by*Hong, Won-Tak & Hwang, Eunju**45-53 Representation of stationary and stationary increment processes via Langevin equation and self-similar processes***by*Viitasaari, Lauri**54-59 Regressor and disturbance have moments of all orders, least squares estimator has none***by*West, Kenneth D. & Zhao, Zifeng**60-69 Consistent estimation of ordinary differential equation when the transformation parameter is unknown***by*Zhou, Jie & Feng, Hai-Lin**70-78 Generalized sooner waiting time problems in a sequence of trinary trials***by*Eryilmaz, Serkan & Gong, Min & Xie, Min**79-87 Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix***by*Siriteanu, Constantin & Kuriki, Satoshi & Richards, Donald & Takemura, Akimichi

### 2016, Volume 114, Issue C

**1-5 A characterization of the normal distribution by the independence of a pair of random vectors***by*Ejsmont, Wiktor**6-13 Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model***by*Shen, Xinmei & Xu, Menghao & Mills, Ebenezer Fiifi Emire Atta**14-19 An accurate updating formula to calculate sample variance from weighted successive differences***by*Sun, Tien-Lung & Lo, Kuo-Hung & Chen, Juei-Chao**20-29 Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims***by*Lu, Dawei & Zhang, Bin**30-37 Recursive estimation of time-average variance constants through prewhitening***by*Zheng, Wei & Jin, Yong & Zhang, Guoyi**38-47 Testing composite null hypotheses based on S-divergences***by*Ghosh, Abhik & Basu, Ayanendranath**48-53 Improved prediction intervals in heteroscedastic mixed-effects models***by*Mathew, Thomas & Menon, Sandeep & Perevozskaya, Inna & Weerahandi, Samaradasa**54-59 Sharp total variation bounds for finitely exchangeable arrays***by*Volfovsky, Alexander & Airoldi, Edoardo M.**60-66 Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall–Olkin law***by*Brigo, Damiano & Mai, Jan-Frederik & Scherer, Matthias**67-77 Weak convergence of renewal shot noise processes in the case of slowly varying normalization***by*Iksanov, Alexander & Kabluchko, Zakhar & Marynych, Alexander**78-85 Modified kernel regression estimation with functional time series data***by*Ling, Nengxiang & Wang, Chao & Ling, Jin**86-92 Note on the singularity of the Poisson–gamma model***by*Jakimauskas, Gintautas & Sakalauskas, Leonidas**93-98 A new proof for the peakedness of linear combinations of random variables***by*Ju, Shan & Pan, Xiaoqing**99-103 Projection pursuit multi-index (PPMI) models***by*Akritas, Michael G.**104-110 Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices***by*Uematsu, Yoshimasa**111-118 Construction of Sudoku-based uniform designs with mixed levels***by*Li, Hongyi & Chatterjee, Kashinath & Li, Bo & Qin, Hong**119-127 Ordering properties of order statistics from heterogeneous exponentiated Weibull models***by*Kundu, Amarjit & Chowdhury, Shovan

### 2016, Volume 113, Issue C

**1-6 Geometric ergodicity of Rao and Teh’s algorithm for homogeneous Markov jump processes***by*Miasojedow, Błażej & Niemiro, Wojciech**7-15 Estimation of the noise covariance operator in functional linear regression with functional outputs***by*Crambes, Christophe & Hilgert, Nadine & Manrique, Tito**16-22 A weighted simulation-based estimator for incomplete longitudinal data models***by*Li, Daniel H. & Wang, Liqun**23-29 Posterior property of Student-t linear regression model using objective priors***by*Wang, Min & Yang, Mingan**30-37 Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles***by*He, Fengyang & Cheng, Yebin & Tong, Tiejun**38-40 Efficient computation of adjusted p-values for resampling-based stepdown multiple testing***by*Romano, Joseph P. & Wolf, Michael**41-48 Nonparametric Bayes modeling with sample survey weights***by*Kunihama, T. & Herring, A.H. & Halpern, C.T. & Dunson, D.B.**49-53 Bin sizes in time-inhomogeneous infinite Polya processes***by*Stark, Dudley**54-61 A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes***by*Czarna, Irmina & Renaud, Jean-François**62-70 On a Brownian motion with a hard membrane***by*Mandrekar, Vidyadhar & Pilipenko, Andrey**71-78 A random matrix from a stochastic heat equation***by*Pacheco, Carlos G.**79-83 A characterization of the generalized Laplace distribution by constant regression on the sample mean***by*Bar-Lev, Shaul K. & Bshouty, Daoud**84-93 Randomly stopped sums of not identically distributed heavy tailed random variables***by*Danilenko, Svetlana & Šiaulys, Jonas**94-102 A note on continual reassessment method***by*Tian, Tian**103-107 Bayesian inference for extreme quantiles of heavy tailed distributions***by*Farias, Rafael B.A. & Montoril, Michel H. & Andrade, José A.A.

### 2016, Volume 112, Issue C

**1-4 Conditional independence and conditioned limit laws***by*Papastathopoulos, Ioannis**5-9 Bayesian information in an experiment and the Fisher information distance***by*Walker, Stephen G.**10-19 Extremal properties of the skew-t distribution***by*Peng, Zuoxiang & Li, Chunqiao & Nadarajah, Saralees**20-25 Simplicial bivariate tests for randomness***by*Van Bever, Germain**26-34 Weighted M-estimators for multivariate clustered data***by*El Asri, M. & Blanke, D. & Gabriel, E.**35-40 A simple probabilistic approach of the Yard-Sale model***by*Chorro, Christophe**41-50 A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho***by*Pérez, Ana & Prieto-Alaiz, Mercedes**51-57 A positive dependence notion based on componentwise unimodality of copulas***by*Zalzadeh, Saeed & Pellerey, Franco**58-62 Asymptotics of powers of binomial and multinomial probabilities***by*Athreya, K.B. & Janicki, R.**63-71 A new class of lifetime distributions***by*Eryilmaz, Serkan**72-78 On randomization-based and regression-based inferences for 2K factorial designs***by*Lu, Jiannan**79-91 Epidemic change tests for the mean of innovations of an AR(1) process***by*Markevičiūtė, J.**92-97 Objective priors for the zero-modified model***by*Tanabe, Ryunosuke & Hamada, Etsuo**98-104 Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model***by*Dung, Nguyen Tien**105-112 On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model***by*Tian, Yongge & Zhang, Xuan**113-123 Multivariate Poisson interpoint distances***by*Modarres, Reza**124-130 Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes***by*Weiß, Christian H. & Schweer, Sebastian**131-136 Stochastic comparisons of parallel and series systems with heterogeneous Birnbaum–Saunders components***by*Fang, Longxiang & Zhu, Xiaojun & Balakrishnan, N.**137-145 Some results on residual entropy of ranked set samples***by*Tahmasebi, Saeid & Jafari, Ali Akbar & Eskandarzadeh, Maryam

### 2016, Volume 111, Issue C

**1-7 Random central limit theorem for associated random variables and the order of approximation***by*Prakasa Rao, B.L.S. & Sreehari, M.**8-11 A note on martingale deviation bounds***by*Boucher, Thomas R.**12-17 Higher-order expansions of powered extremes of normal samples***by*Zhou, Wei & Ling, Chengxiu**18-25 Quality of fit measurement in regression quantiles: An elemental set method approach***by*Ranganai, Edmore**26-31 Modelling cluster detection in spatial scan statistics: Formation of a spatial Poisson scanning window and an ADHD case study***by*Aboukhamseen, S.M. & Soltani, A.R. & Najafi, M.**32-40 Multiplicity- and dependency-adjusted p-values for control of the family-wise error rate***by*Stange, Jens & Dickhaus, Thorsten & Navarro, Arcadi & Schunk, Daniel**41-48 Characterizations of Discrete Weibull related distributions***by*Szymkowiak, Magdalena & Iwińska, Maria**49-54 The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing***by*Nowak, Piotr Bolesław**55-59 On a robustness property of the Rayleigh and Bingham tests of uniformity***by*Schott, James R.**60-66 Order-invariant prior specification in Bayesian factor analysis***by*Leung, Dennis & Drton, Mathias**67-71 A general parametric Stein characterization***by*Ley, Christophe & Swan, Yvik**72-79 Kullback–Leibler divergence: A quantile approach***by*Sankaran, P.G. & Sunoj, S.M. & Nair, N. Unnikrishnan**80-85 On the eigenvalues of the spatial sign covariance matrix in more than two dimensions***by*Dürre, Alexander & Tyler, David E. & Vogel, Daniel**86-92 Bernstein’s inequalities and their extensions for getting the Black–Scholes option pricing formula***by*Glazyrina, Anna & Melnikov, Alexander