# Elsevier

# Statistics & Probability Letters

**Order information:**

Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional

Web: https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01

**To be notified about new items in this series:**Free volume/issue alert on ScienceDirect (see also NEP)

**Download restrictions:**Full text for ScienceDirect subscribers only

**Editor:**

**Editor:**

**For corrections or technical questions regarding this series, please contact (Zhang, Lei)**

**Series handle:**repec:eee:stapro

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### 2008, Volume 78, Issue 6

**736-738 Convergence in distribution of random compact sets in Polish spaces***by*Elalaoui-Talibi, Hussain & Peterson, Lisa D.**739-742 A note on the identifiability of the conditional expectation for the mixtures of neural networks***by*Stockis, Jean-Pierre & Tadjuidje-Kamgaing, Joseph & Franke, Jürgen**743-748 The size performance of a nonparametric unit root test under a variance shift***by*Maki, Daiki**749-758 The general principle for precise large deviations of heavy-tailed random sums***by*Lin, Jianxi**759-765 Runs in continuous-valued sequences***by*Eryilmaz, Serkan & Fu, James C.**766-770 How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times?***by*Nikeghbali, Ashkan**771-779 Probabilistic approach in weighted Markov branching processes***by*Chen, Anyue & Li, Junping & Ramesh, N.I.**780-784 Some results on subordination, selfdecomposability and operator semi-stability***by*Suk Choi, Gyeong**785-793 Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance***by*Khaniyev, T. & Kesemen, T. & Aliyev, R. & Kokangul, A.**794-803 A general method to the strong law of large numbers and its applications***by*Yang, Shanchao & Su, Chun & Yu, Keming**804-809 Central limit theorem of random quadratics forms involving random matrices***by*Pan, Guangming & Miao, Baiqi & Jin, Baisuo**810-814 Markovian extensions of a stochastic process***by*Petrovic, Ljiljana**815-823 Systems with weighted components***by*Samaniego, Francisco J. & Shaked, Moshe**824-829 A note on distortions induced by truncation with applications to linear regression systems***by*Marchetti, Giovanni M. & Stanghellini, Elena**830-838 Uniform convergence of autocovariances***by*Kavalieris, Laimonis

### 2008, Volume 78, Issue 5

**463-470 Order statistics and renormalization***by*Pakes, Anthony G.**471-480 Finding a needle in a haystack: Conditions for reliable detection in the presence of clutter***by*Jedynak, Bruno & Karakos, Damianos**481-487 A note on the CIR process and the existence of equivalent martingale measures***by*Guo, Zhi Jun**488-489 A note on confidence intervals for the power of t-test***by*Gilliland, Dennis & Li, Mingfei**490-498 Exponential stability of non-autonomous stochastic partial differential equations with finite memory***by*Wan, Li & Duan, Jinqiao**499-507 Some improvements on a boundary corrected kernel density estimator***by*Karunamuni, R.J. & Zhang, S.**508-517 A note on constrained estimation in the simple linear measurement error model***by*Davidov, Ori & Griskin, Vladimir**518-527 Schur- and E-optimal two-level factorial designs***by*Butler, Neil A.**528-536 A generalized existence theorem of reflected BSDEs with double obstacles***by*Zheng, Shiqiu & Zhou, Shengwu**537-547 How rich is the class of processes which are infinitely divisible with respect to time?***by*Es-sebaiy, Khalifa & Ouknine, Youssef**548-556 Empirical likelihood for the two-sample mean problem***by*Liu, Yukun & Zou, Changliang & Zhang, Runchu**557-563 The mean resultant length of the spherically projected normal distribution***by*Presnell, Brett & Rumcheva, Pavlina**564-575 The theta-dependence coefficient and an Almost Sure Limit Theorem for random iterative models***by*Giuliano-Antonini, R. & Weber, M.

### 2008, Volume 78, Issue 4

**327-335 On estimation of the exponent of regular variation using a sample with missing observations***by*Mladenovic, Pavle & Piterbarg, Vladimir**336-346 Asymptotic distributions of non-degenerate U-statistics on trimmed samples***by*Borovskikh, Yuri V. & Weber, N.C.**347-357 The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences***by*Dudzinski, Marcin**358-366 On approximations for two classes of Poisson mixtures***by*Vinogradov, Vladimir**367-375 An almost sure central limit theorem for products of sums under association***by*Li, Yun-Xia & Wang, Jian-Feng**376-383 Generalized multivariate rank type test statistics via spatial U-quantiles***by*Zhou, Weihua & Serfling, Robert**384-389 An approximate method for nonlinear mixed-effects models with nonignorably missing covariates***by*Wu, Lang**390-395 The Borel-Cantelli lemma under dependence conditions***by*Chandra, Tapas Kumar**396-401 Empirical saddlepoint approximations of the Studentized mean under stratified random sampling***by*Hu, Zhishui & Ma, Chunsheng & Robinson, John**402-404 Generalized least squares transformation and estimation with autoregressive error***by*Vougas, Dimitrios V.**405-411 The equality of REML and ANOVA estimators of variance components in unbalanced normal classification models***by*Wulff, Shaun S.**412-419 Convergence of Archimedean copulas***by*Charpentier, Arthur & Segers, Johan**420-425 Inference on mean sub-vectors of two multivariate normal populations with unequal covariance matrices***by*Gamage, Jinadasa & Mathew, Thomas**426-434 FBSDE approach to utility portfolio selection in a market with random parameters***by*Ferland, René & Watier, François**435-444 Equivalence of Volterra processes: Degenerate case***by*Ouknine, Youssef & Erraoui, Mohamed**445-455 Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process***by*Ledoux, James**456-462 On the statistical properties of a stationary process sampled by a stationary point process***by*Charlot, F. & Rachdi, M.

### 2008, Volume 78, Issue 3

**207-213 An explicit representation of the limit of the LRT for interval mapping of quantitative trait loci***by*Zhang, Hong & Chen, Hanfeng & Li, Zhaohai**214-224 Independence after adaptive allocation***by*Bélisle, Claude & Melfi, Vince**225-230 Limiting behavior of a generalized branching process with immigration***by*Rahimov, I. & Al-Sabah, W.S.**231-237 A class of backward stochastic differential equations with discontinuous coefficients***by*Jia, Guangyan**238-248 Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation***by*Berrahou, Noureddine**249-253 The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix***by*Steerneman, A.G.M. & van Perlo-ten Kleij, Frederieke**254-256 On construction of generalized neighbor design of use in serology***by*Kedia, R.G. & Misra, B.L.**257-264 Missing data in time series: A note on the equivalence of the dummy variable and the skipping approaches***by*Proietti, Tommaso**265-270 The law of the iterated logarithm for additive functionals of Markov chains***by*Miao, Yu & Yang, Guangyu**271-281 On multivariate dispersion orderings based on the standard construction***by*Belzunce, Félix & Ruiz, José M. & Suárez-Llorens, Alfonso**282-285 On the existence of moments of ladder heights***by*Aleskeviciene, A.K.**286-295 On estimation of the shape parameter of the gamma distribution***by*Zaigraev, A. & Podraza-Karakulska, A.**296-300 A note on the Vogelsang test for additive outliers***by*Haldrup, Niels & Sansó, Andreu**301-310 Asymptotic properties of the ratio of order statistics***by*Balakrishnan, N. & Stepanov, A.**311-319 Fréchet optimal bounds on the probability of a union with supplementary information***by*Hoppe, Fred M. & Nediak, Mikhail**320-326 A note on the harmonic law: A two-parameter family of distributions for ratios***by*Puig, Pedro

### 2008, Volume 78, Issue 2

**97-108 A note on Spitzer identity for random walk***by*Lachal, Aimé**109-117 MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions***by*Wang, Lichun & Veraverbeke, Noël**118-126 A second Marshall inequality in convex estimation***by*Balabdaoui, Fadoua & Rufibach, Kaspar**127-134 Improved minimax estimation of the bivariate normal precision matrix under the squared loss***by*Sun, Xiaoqian & Zhou, Xian**135-143 On the expectation of the maximum of IID geometric random variables***by*Eisenberg, Bennett**144-149 Sharp bounds on the causal effects in randomized experiments with "truncation-by-death"***by*Imai, Kosuke**150-157 Asymptotics of minimax stochastic programs***by*Shapiro, Alexander**158-164 Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes***by*Castro, Glaysar & Girardin, Valerie**165-172 Improved estimation of an exponential scale ratio based on records***by*Madi, Mohamed T.**173-178 A note on the Malliavin derivative operator under change of variable***by*Ewald, Christian-Oliver**179-185 Asymptotic efficiency of conditional least squares estimators for ARCH models***by*Amano, Tomoyuki & Taniguchi, Masanobu**186-189 Optimal constants in the Rosenthal inequality for random variables with zero odd moments***by*Ibragimov, Marat & Ibragimov, Rustam**190-195 A note on endogenous control variables in causal studies***by*Lechner, Michael**196-205 Explicit expressions for moments of order statistics***by*Nadarajah, Saralees

### 2008, Volume 78, Issue 1

**1-9 First-order observation-driven integer-valued autoregressive processes***by*Zheng, Haitao & Basawa, Ishwar V.**10-14 The distribution of McKay's approximation for the coefficient of variation***by*Forkman, Johannes & Verrill, Steve**15-20 Selecting the number of imputed datasets when using multiple imputation for missing data and disclosure limitation***by*Reiter, Jerome P.**21-26 Some limits related to random iterations of a lamplighter group***by*Gorostiza, Luis G. & Takane, Martha**27-35 On the exact distribution of the maximum of absolutely continuous dependent random variables***by*Arellano-Valle, Reinaldo B. & Genton, Marc G.**36-41 A simplified approach to inverting the autocovariance matrix of a general ARMA(p,q) process***by*Lin, Tsung I. & Ho, Hsiu J.**42-49 On a uniform law of large numbers for random sets and subdifferentials of random functions***by*Terán, Pedro**50-59 A goodness-of-fit test of the errors in nonlinear autoregressive time series models***by*Cheng, Fuxia & Sun, Shuxia**60-66 Approximate solutions to anticipative stochastic differential equations***by*Mishura, Yu. & Shevchenko, G.**67-74 Resistance dimensions of branching processes in varying environments trees***by*Konsowa, Mokhtar H. & Oraby, Tamer F.**75-83 Large deviations for the time-integrated negative parts of some processes***by*Macci, Claudio**84-89 Localized large sums of random variables***by*Ford, Kevin & Tenenbaum, Gérald**90-95 Isoperimetric-type inequalities for iterated Brownian motion in***by*Nane, Erkan

### 2007, Volume 77, Issue 18

**1705-1711 A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models***by*Cerquetti, Annalisa**1712-1721 The speed of a branching system of random walks in random environment***by*Devulder, Alexis**1722-1729 A least-squares cross-validation bandwidth selection approach in pair correlation function estimations***by*Guan, Yongtao**1730-1736 A note on the exponential inequality for associated random variables***by*Sung, Soo Hak**1737-1743 A class of controlled bisexual branching processes with mating depending on the number of progenitor couples***by*Molina, Manuel & del Puerto, Inés M. & Ramos, Alfonso**1744-1749 A result on the first-passage time of an Ornstein-Uhlenbeck process***by*Ditlevsen, Susanne**1750-1755 Limit laws for multidimensional extremes***by*Barme-Delcroix, Marie-Francoise & Gather, Ursula**1756-1762 A Holm-type procedure controlling the false discovery rate***by*Ge, Yongchao & Sealfon, Stuart C. & Tseng, Chi-Hong & Speed, Terence P.

### 2007, Volume 77, Issue 17

**1647-1651 Central Limit Theorem by moments***by*Blacher, René**1652-1661 Interval estimation for the normal correlation coefficient***by*Sun, Y. & Wong, A.C.M.**1662-1665 A connection between self-normalized products and stable laws***by*Melnykov, Igor & Chen, John T.**1666-1675 Two-stage efficient estimation of longitudinal nonparametric additive models***by*You, Jinhong & Zhou, Haibo**1676-1682 Forward-backward SDEs and the CIR model***by*Hyndman, Cody Blaine**1683-1689 A game version of the Cowan-Zabczyk-Bruss' problem***by*Szajowski, Krzysztof**1690-1695 Probabilities of majority and minority violation in proportional representation***by*Schwingenschlögl, Udo**1696-1704 The gamma coefficient revisited***by*Rousson, Valentin

### 2007, Volume 77, Issue 16

**1589-1599 Limiting behavior of weighted sums of i.i.d. random variables***by*Pingyan, Chen & Shixin, Gan**1600-1607 Some remarks on local time-space calculus***by*Yang, Xiangfeng & Yan, Litan**1608-1621 Penalized wavelet monotone regression***by*Antoniadis, Anestis & Bigot, Jéremie & Gijbels, Irène**1622-1627 A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case***by*Fujii, Takayuki**1628-1635 On the exchange of iterated expectations of random upper semicontinuous functions***by*Rodríguez-Muñiz, Luis J. & López-Díaz, Miguel**1636-1640 A time-series model using asymmetric Laplace distribution***by*Jayakumar, K. & Kuttykrishnan, A.P.**1641-1643 A note on extreme magnitudes of characteristic functions***by*Zhang, Zhengmin

### 2007, Volume 77, Issue 15

**1535-1541 A central limit theorem for self-normalized sums of a linear process***by*Juodis, Mindaugas & Rackauskas, Alfredas**1542-1548 Posterior distribution for negative binomial parameter p using a group invariant prior***by*Heller, B. & Wang, M.**1549-1558 Asymptotic normality associated with generalized occupancy problems***by*Mirakhmedov, Sherzod M.**1559-1566 Reflected backward stochastic differential equations driven by Lévy processes***by*Ren, Yong & Hu, Lanying**1567-1573 Construction of fractional factorial split-plot designs with weak minimum aberration***by*Yang, Jianfeng & Zhang, Runchu & Liu, Minqian**1574-1579 The generating functions of hitting times for random walk on trees***by*Chen, Haiyan**1580-1588 Estimation of generalized partially linear models with measurement error using sufficiency scores***by*Liu, Lian

### 2007, Volume 77, Issue 14

**1473-1478 Universal residuals: A multivariate transformation***by*Brockwell, A.E.**1479-1485 Gibbs and autoregressive Markov processes***by*Nieto-Barajas, Luis E. & Walker, Stephen G.**1486-1489 Inequalities on the overshoot beyond a boundary for independent summands with differing distributions***by*Spouge, John L.**1490-1496 Identification of moving average process with infinite variance***by*Rosadi, Dedi**1497-1504 L1-rate of convergence of smoothed histogram***by*Bouezmarni, T. & Mesfioui, M. & Rolin, J.M.**1505-1514 The capacity of q-state Potts neural networks with parallel retrieval dynamics***by*Löwe, Matthias & Vermet, Franck**1515-1521 Influence analysis of non-Gaussianity by applying projection pursuit***by*Huang, Yufen & Cheng, Ching-Ren & Wang, Tai-Ho**1522-1525 The impact on ruin probabilities of the association structure among financial risks***by*Tang, Qihe & Vernic, Raluca**1526-1534 Rates of strong uniform consistency for local least squares kernel regression estimators***by*Blondin, David

### 2007, Volume 77, Issue 13

**1403-1412 The supremum of random walk with negatively associated and heavy-tailed steps***by*Wang, Dingcheng & Chen, Pingyan & Su, Chun**1413-1417 Alternative ways of obtaining Hausman's test using artificial regressions***by*Baltagi, Badi H. & Liu, Long**1418-1427 Stationarity domains for [delta]-power Garch process with heavy tails***by*Bellini, Fabio & Bottolo, Leonardo**1428-1438 Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process***by*Liu, Ji-Chun**1439-1448 Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors***by*Hwang, S.Y. & Kim, S. & Lee, S.D. & Basawa, I.V.**1449-1458 On Hinkley's estimator: Inference about the change point***by*Fotopoulos, S.B. & Jandhyala, V.K.**1459-1466 Fisher information matrix for a four-parameter kappa distribution***by*Park, Jeong-Soo & Yoon Kim, Tae**1467-1472 On stochastic orderings between residual record values***by*Khaledi, Baha-Eldin & Shojaei, Roohollah

### 2007, Volume 77, Issue 12

**1165-1175 Rescaled range analysis in the presence of stochastic trend***by*Aue, Alexander & Horváth, Lajos & Steinebach, Josef**1176-1184 Optimal times for software release when repair is imperfect***by*Boland, Philip J. & Ní Chuív, Nóra**1185-1189 St. Petersburg games with the largest gains withheld***by*Csörgo, Sándor & Simons, Gordon**1190-1200 A Karhunen-Loeve expansion for a mean-centered Brownian bridge***by*Deheuvels, Paul**1201-1213 Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections***by*Doksum, Kjell & Ozeki, Akichika & Kim, Jihoon & Chaibub Neto, Elias**1214-1224 On the convergence rate of fixed design regression estimators for negatively associated random variables***by*Gu, Wentao & Roussas, George G. & Tran, Lanh T.**1225-1234 Time series smoothing by penalized least squares***by*Guerrero, Victor M.**1235-1247 Inclusion and exclusion of data or parameters in the general linear model***by*Jammalamadaka, S. Rao & Sengupta, D.**1248-1257 Brittle power: On Roman Emperors and exponential lengths of rule***by*Khmaladze, Estate & Brownrigg, Ray & Haywood, John**1258-1268 Extensions of the Markov chain marginal bootstrap***by*Kocherginsky, Masha & He, Xuming**1269-1281 Test-based classification: A linkage between classification and statistical testing***by*Liao, Shu-Min & Akritas, Michael**1282-1287 On exact Type I and Type II errors of Cochran's test***by*Lou, W.Y. Wendy & Fu, James C.**1288-1299 Squeezing the last drop: Cluster-based classification algorithm***by*Mehrotra, Kishan G. & Ozgencil, Necati E. & McCracken, Nancy**1300-1311 Efficient Gibbs sampler for Bayesian analysis of a sample selection model***by*Omori, Yasuhiro**1312-1321 Normal order statistics and sums of geometric random variables in treatment allocation problems***by*Rukhin, Andrew L.**1322-1331 Prediction in invertible linear processes***by*Schick, Anton & Wefelmeyer, Wolfgang**1332-1338 Shot-noise processes and the minimal martingale measure***by*Schmidt, Thorsten & Stute, Winfried**1339-1344 Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications***by*Shaked, Moshe**1345-1353 A test based on quantile score for c-sample randomized block design***by*Sim, Songyong**1354-1361 Betting on residual life: The caveats of conditioning***by*Singpurwalla, Nozer D.**1362-1370 Simultaneous testing of multiple hypotheses using generalized p-values***by*Tsui, Kam-Wah & Tang, Shijie**1371-1376 Rate of convergence of k-step Newton estimators to efficient likelihood estimators***by*Verrill, Steve**1377-1384 Orthogonality and D-optimality of the U-type design under general Fourier regression models***by*Xie, Min-Yu & Ning, Jian-Hui & Fang, Kai-Tai**1385-1393 Testing treatment effect by combining weighted log-rank tests and using empirical likelihood***by*Yang, Song & Zhao, Yichuan**1394-1402 Generalized weighted additive models based on distribution functions***by*Yeo, In-Kwon

### 2007, Volume 77, Issue 11

**1043-1049 Generalized n-Paul paradox***by*Kevei, Péter**1050-1060 On complete convergence for arrays of rowwise dependent random variables***by*Kuczmaszewska, Anna**1061-1069 Proof load designs for estimation of dependence in a bivariate Weibull model***by*Johnson, Richard A. & Lu, Wenqing**1070-1076 The minimal entropy measure and an Esscher transform in an incomplete market model***by*Monoyios, Michael**1077-1083 Experimentation on heterogeneous experimental units***by*Weerahandi, Samaradasa & Koschat, Martin A.**1084-1090 Heteroscedastic symmetrical linear models***by*Cysneiros, Francisco José A. & Paula, Gilberto A. & Galea, Manuel**1091-1097 Optimal convergence rates for density estimation from grouped data***by*Meister, Alexander**1098-1105 A note on absorption probabilities in one-dimensional random walk via complex-valued martingales***by*Gilliland, Dennis & Levental, Shlomo & Xiao, Yimin**1106-1110 Some strong limit theorems of weighted sums for negatively dependent generalized Gaussian random variables***by*Amini, M. & Zarei, H. & Bozorgnia, A.**1111-1116 Some measures for asymmetry of distributions***by*Boshnakov, Georgi N.**1117-1122 Kolmogorov inequalities for the partial sum of independent Bernoulli random variables***by*Mavrikiou, Petroula M.**1123-1132 Optimal Poisson quantisation***by*Molchanov, Ilya & Tontchev, Nikolay**1133-1136 Random convex combinations of order statistics***by*Beutner, Eric & Kamps, Udo**1137-1147 Generalized skew-Cauchy distribution***by*Huang, Wen-Jang & Chen, Yan-Hau**1148-1157 A preorder relation for Markov reward processes***by*Daly, David & Buchholz, Peter & Sanders, William H.**1158-1164 The stationary seasonal hyperbolic asymmetric power ARCH model***by*Diongue, Abdou Kâ & Guégan, Dominique

### 2007, Volume 77, Issue 10

**937-941 Consistency of minimum divergence estimators based on grouped data***by*Bassetti, Federico & Bodini, Antonella & Regazzini, Eugenio**942-951 The uniqueness of extremum estimation***by*Krätschmer, Volker**952-963 On complete convergence of triangular arrays of independent random variables***by*Berkes, István & Weber, Michel**964-972 Fisher information in record values and their concomitants about dependence and correlation parameters***by*Amini, Morteza & Ahmadi, J.**973-980 Optimal correction of an indefinite estimated MA spectral density matrix***by*Stoica, Petre & Xu, Luzhou & Li, Jian & Xie, Yao**981-988 A note on proportional hazards and proportional odds models***by*Chen, Shande & Manatunga, Amita K.**989-994 Lattice polynomials of random variables***by*Dukhovny, Alexander**995-1003 The pair correlation function of spatial Hawkes processes***by*Møller, Jesper & Torrisi, Giovanni Luca**1004-1013 Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms***by*Meintanis, Simos & Swanepoel, Jan**1014-1020 Goodness-of-fit test for response adaptive clinical trials***by*Yi, Yanqing & Wang, Xikui**1021-1033 Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum***by*Ladoucette, Sophie A.**1034-1042 A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model***by*Wang, Lan

### 2007, Volume 77, Issue 9

**863-872 U-statistics based on the Green's function of the Laplacian on the circle and the sphere***by*Pycke, J.-R.**873-880 The distribution of the first [beta] point in the classical risk model with interest***by*Li, Zhigang & Wu, Rong & Du, Yonghong**881-884 Can any multivariate gaussian vector be interpreted as a sample from a stationary random process?***by*Perrin, Olivier & Schlather, Martin**885-895 On sequential detection of parameter changes in linear regression***by*Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef**896-900 On the connection between model selection criteria and quadratic discrimination in ARMA time series models***by*Galeano, Pedro & Peña, Daniel**901-906 Balanced residual treatment effects designs of first order for correlated observations***by*Aggarwal, M.L. & Deng, Lih-Yuan & Jha, Mithilesh Kumar**907-913 Bayesian nonparametric inference of stochastically ordered distributions, with Pólya trees and Bernstein polynomials***by*Karabatsos, George & Walker, Stephen G.**914-919 Constrained estimators of treatment parameters in semiparametric models***by*Przystalski, Marcin & Krajewski, Pawel**920-924 Shiga-Watanabe's time inversion property for self-similar diffusion processes***by*Vuolle-Apiala, Juha**925-930 Asymptotic properties of a double penalized maximum likelihood estimator in logistic regression***by*Gao, Sujuan & Shen, Jianzhao**931-936 Variational form of the large deviation functional***by*Comman, Henri

### 2007, Volume 77, Issue 8

**761-768 Ruin problems in risk models with dependent rates of interest***by*Gao, Qi-bing & Wu, Yao-hua & Zhu, Chun-hua & Wei, Guang-hua