# Elsevier

# Statistics & Probability Letters

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### 2007, Volume 77, Issue 10

**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**769-773 Sensor analytics: radioactive gas concentration estimation and error propagation***by*Anderson, Dale N. & Fagan, Deborah K. & Suarez, Rey & Hayes, Jim C. & McIntyre, Justin I.**774-781 Permutation and scale invariant one-sided approximate likelihood ratio tests***by*Chongcharoen, Samruam & Wright, F.T.**782-794 Sharp estimation in sup norm with random design***by*GaIÂ¨ffas, Stéphane**795-802 Decomposition of supermartingales indexed by a linearly ordered set***by*Cassese, Gianluca**803-810 Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors***by*Zou, Guohua & Wan, Alan T.K. & Wu, Xiaoyong & Chen, Ti**811-816 Difference-based estimation for error variances in repeated measurement regression models***by*Xu, Qinfeng & You, Jinhong**817-821 A note on sufficient dimension reduction***by*Wen, Xuerong Meggie**822-825 Besov regularity of stochastic measures***by*Radchenko, Vadym M.**826-831 The optional sampling theorem for submartingales in the sequentially planned context***by*Fenoy, M. Mar & Ibarrola, Pilar**832-837 On the derivatives of the normalising constant of the Bingham distribution***by*Kume, A. & Wood, Andrew T.A.**838-842 A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations***by*Maejima, Makoto & Miura, Manabu**843-852 Adaptive deadband control of a drifting process with unknown parameters***by*Lian, Zilong & del Castillo, Enrique**853-861 Conservative confidence intervals based on weighted means statistics***by*Rukhin, Andrew L.

### 2007, Volume 77, Issue 7

**667-680 A Darling-Siegert formula relating some Bessel integrals and random walks***by*De Gregorio, A. & Orsingher, E.**681-686 Unfair gambles in probability***by*Beam, John**687-692 Some properties of a multifractional Brownian motion***by*Lin, Zhengyan & Zheng, Jing**693-703 A note on uniform consistency of monotone function estimators***by*Neumeyer, Natalie**704-709 Some efficient estimators of the domain parameters***by*Agrawal, M.C. & Midha, Chand K.**710-716 Stability under products of sufficient, minimal sufficient and complete [sigma]-fields in the Bayesian case***by*Chacón, J.E. & Montanero, J. & Nogales, A.G. & Pérez, P.**717-725 A new family of slash-distributions with elliptical contours***by*Gómez, Héctor W. & Quintana, Fernando A. & Torres, Francisco J.**726-734 Convergence of quadratic forms with nonvanishing diagonal***by*Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S.**735-739 A note on the proportional hazards model with discontinuous data***by*Yu, Qiqing**740-747 An application of reinforced urn processes to determining maximum tolerated dose***by*Mezzetti, Maura & Muliere, Pietro & Bulla, Paolo**748-751 Moment representation of Bernoulli polynomial, Euler polynomial and Gegenbauer polynomials***by*Sun, Ping**752-759 On processes with summable partial autocorrelations***by*Debowski, Lukasz

### 2007, Volume 77, Issue 6

**577-587 Life behavior of [delta]-shock model***by*Li, Zehui & Kong, Xinbing**588-593 Entropy correlation coefficient for measuring predictive power of generalized linear models***by*Eshima, Nobuoki & Tabata, Minoru**594-597 Ordering the dispersion of ordinary least squares under near-integration***by*Bailey, Ralph W. & Burridge, Peter**598-603 A class of ordinal quasi-symmetry models for square contingency tables***by*Kateri, Maria & Agresti, Alan**604-606 Generalization of Simmons' theorem***by*Perrin, Olivier & Redside, Edmond**607-613 Efficient capital markets: A statistical definition and comments***by*Milionis, Alexandros E.**614-620 On stochastic ordering for diffusion with jumps and applications***by*Zhang, Xinsheng**621-624 Behavior of elemental sets in regression***by*Olive, David J. & Hawkins, Douglas M.**625-631 Modified p-values for one-sided testing in restricted parameter spaces***by*Wang, Hsiuying**632-643 Self-normalized Wittmann's laws of iterated logarithm in Banach space***by*Deng, Dianliang**644-648 On the infinite divisibility of some skewed symmetric distributions***by*Domínguez-Molina, J. Armando & Rocha-Arteaga, Alfonso**649-653 On the use of linear models in the estimation of the size of a population using capture-recapture data***by*Huggins, Richard**654-657 Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian Bootstrap***by*Parzen, Michael & Lipsitz, Stuart R.**658-666 A formula for transition density function under Girsanov transform***by*Song, Ruili & Ying, Jiangang

### 2007, Volume 77, Issue 5

**475-482 Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump***by*Chou, Ching-Sung & Lin, Hsien-Jen**483-489 Quadratic prediction problems in finite populations***by*Liu, Xu-Qing & Rong, Jian-Ying**490-496 Some characterizations of the spherical harmonics coefficients for isotropic random fields***by*Baldi, Paolo & Marinucci, Domenico**497-502 Randomization in survival analysis***by*Aletti, Giacomo & Saada, Diane**503-513 Age and residual lifetime distributions for branching processes***by*Yakovlev, A. & Yanev, N.**514-524 Mitigating the effect of measurement errors in quantile estimation***by*Schechtman, E. & Spiegelman, C.**525-529 Hierarchical structures associated with order functions***by*Li, Deli & Qi, Yongcheng**530-538 Large deviations for random sums of negatively dependent random variables with consistently varying tails***by*Chen, Yu & Zhang, Weiping**539-542 An example of a stationary, triplewise independent triangular array for which the CLT fails***by*Kantorovitz, Miriam Ruth**543-548 Quasi-sure p-variation of fractional Brownian motion***by*Cao, Guilan & He, Kai**549-557 Empirical likelihood inference for the mean residual life under random censorship***by*Qin, Gengsheng & Zhao, Yichuan**558-565 A reversion of the Chernoff bound***by*Theodosopoulos, Ted**566-575 Nonregular two-level designs of resolution IV or more containing clear two-factor interactions***by*Yang, Guijun & Butler, Neil A.

### 2007, Volume 77, Issue 4

**357-364 Characterization of the Dirichlet distribution on symmetric matrices***by*Ben Farah, Mohamed & Hassairi, Abdelhamid**365-373 Properties of aging intensity function***by*Nanda, Asok K. & Bhattacharjee, Subarna & Alam, S.S.**374-382 Empirical likelihood ratio test for the change-point problem***by*Zou, Changliang & Liu, Yukun & Qin, Peng & Wang, Zhaojun**383-388 Extension of runs to the continuous-valued sequences***by*Eryilmaz, Serkan**389-395 Stability of weighted averages of 2-exchangeable random variables***by*Etemadi, N.**396-400 Strongly monotone q-functions and a note on strong ergodicity of monotone q-functions***by*Li, Yangrong**401-406 An estimation procedure for a spatial-temporal model***by*Landagan, Ohmar Z. & Barrios, Erniel B.**407-416 Multivariate extensions of Spearman's rho and related statistics***by*Schmid, Friedrich & Schmidt, Rafael**417-425 Random integral representations for free-infinitely divisible and tempered stable distributions***by*Jurek, Zbigniew J.**426-430 Optimal designs in multivariate linear models***by*Markiewicz, A. & Szczepanska, A.**431-437 A note on quasi-likelihood for exponential families***by*Annis, David H.**438-446 Superiority of the r-d class estimator over some estimators by the mean square error matrix criterion***by*Özkale, M. Revan & KaçIranlar, Selahattin**447-454 Statistical interpretation of the importance of phase information in signal and image reconstruction***by*Ni, Xuelei (Sherry) & Huo, Xiaoming**455-461 Averaged estimation of functional-coefficient regression models with different smoothing variables***by*Zhang, Riquan & Li, Guoying**462-467 A variable bandwidth selector in multivariate kernel density estimation***by*Wu, Tiee-Jian & Chen, Ching-Fu & Chen, Huang-Yu**468-473 Extensions of functional LIL w.r.t. (r,Â p)--Capacities on Wiener space***by*Chen, Xiong & Balakrishnan, N.

### 2007, Volume 77, Issue 3

**231-238 Applications of large deviations to optimal experimental designs***by*Joutard, Cyrille**239-246 Large deviation principles with respect to the [tau]-topology for exchangeable sequences: A necessary and sufficient condition***by*Ma, Yutao & Song, Qiongxia & Wu, Liming**247-255 A bootstrap method for assessing the dimension of a general regression problem***by*Barrios, M. Pilar & Velilla, Santiago**256-264 Binary market models with memory***by*Inoue, Akihiko & Nakano, Yumiharu & Anh, Vo**265-271 Splitting variable selection for multivariate regression trees***by*Hsiao, Wei-Cheng & Shih, Yu-Shan**272-279 On Sevast'yanov's theorem***by*Denker, M. & Kan, N.**280-287 Sufficiency and efficiency in statistical prediction***by*Bosq, Denis**288-294 Exact power calculations for detecting hypotheses involving two correlated binary outcomes***by*Yu, Jihnhee & Kepner, James L. & Bundy, Brian N.**295-302 Chung LIL for integrated [alpha] stable process***by*Zhang, Rongmao & Lin, Zhengyan**303-311 Complete convergence for weighted sums of random variables***by*Sung, Soo Hak**312-318 Chain graphs for multilevel models***by*Gottard, Anna & Rampichini, Carla**319-328 Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data***by*Holan, Scott & Spinka, Christine**329-334 Comparison of tests of uniformity defined on the hypersphere***by*Figueiredo, Adelaide**335-342 On Srivastava's multivariate sample skewness and kurtosis under non-normality***by*Maruyama, Yosihito**343-349 A robust inverse regression estimator***by*Ni, Liqiang & Cook, R. Dennis**350-356 Comparison of error distributions in nonparametric regression***by*Pardo-Fernández, Juan Carlos

### 2007, Volume 77, Issue 2

**117-122 Unimprovability of the Bonferroni procedure in the class of general step-up multiple testing procedures***by*Gordon, Alexander Y.**123-130 Nontransitivity in a class of weighted logrank statistics under nonproportional hazards***by*Gillen, Daniel L. & Emerson, Scott S.**131-141 Two-sample median test for order restricted randomized designs***by*Ozturk, Omer**142-147 Optimal main effect plans in blocks of small size***by*Bose, Mausumi & Bagchi, Sunanda**148-150 A short proof of an identity for a Brownian Bridge due to Donati-Martin, Matsumoto and Yor***by*Hobson, David**151-157 Comparison of level-crossing times for Markov and semi-Markov processes***by*Ferreira, Fátima & Pacheco, António**158-165 The overshoot of a random walk with negative drift***by*Tang, Qihe**166-168 A class of random matrices with infinitely divisible determinants***by*Maejima, Makoto & Pérez-Abreu, Víctor**169-172 On the convolution of the negative binomial random variables***by*Furman, Edward**173-180 On the negative binomial distribution and its generalizations***by*Vellaisamy, P. & Upadhye, N.S.**181-189 Precise large deviations for negatively associated random variables with consistently varying tails***by*Liu, Yan**190-195 Probability weighted moments properties for small samples***by*Furrer, Reinhard & Naveau, Philippe**196-203 Statistical options: Crash resistant financial contracts based on robust estimation***by*Ramprasath, L. & Singh, Kesar**204-210 On constrained estimation problems in time-use surveys***by*Samaniego, F.J. & Vestrup, E.M. & Bhattacharya, D.**211-219 Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps***by*Wu, Shujin & Han, Dong**220-229 Maximum estimation capacity projection designs from Hadamard matrices with 32, 36 and 40 runs***by*Angelopoulos, P. & Koukouvinos, C.

### 2007, Volume 77, Issue 1

**1-8 Distributional properties for the generalized p-value for the Behrens-Fisher problem***by*Tang, Shijie & Tsui, Kam-Wah**9-18 Asymptotic properties for partial sum processes of a Gaussian random field***by*Moon, Hee-Jin & Choi, Yong-Kab**19-24 Consistency of Bayesian estimation of a step function***by*Lian, Heng**25-31 New two-variable full orthogonal designs and related experiments with linear regression models***by*Georgiou, Stelios D.**32-39 A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems***by*Antzoulakos, Demetrios L. & Boutsikas, Michael V.**40-53 Regression with random design: A minimax study***by*Chesneau, Christophe**54-62 The linear minimax estimator of stochastic regression coefficients and parameters under quadratic loss function***by*Yu, Sheng-Hua**63-68 On the distribution of Dickey-Fuller unit root statistics when there is a break in the innovation variance***by*Sen, Amit**69-74 Bayesian local robustness under weighted squared-error loss function incorporating unimodality***by*Ojeda, Enrique Calderín & Déniz, Emilio Gómez & Cabrera Ortega, Ignacio J.**75-82 Asymptotic efficiency of the ordinary least-squares estimator for sur models with integrated regressors***by*Shin, Dong Wan & Joon Kim, Han & Jhee, Won-Chul**83-89 Modelling spatio-temporal data: A new variogram and covariance structure proposal***by*Porcu, E. & Mateu, J. & Zini, A. & Pini, R.**90-94 Improvements on removing nonoptimal support points in D-optimum design algorithms***by*Harman, Radoslav & Pronzato, Luc**95-98 A new characterization of the normal law***by*Novak, S.Y.**99-103 Calibration approach estimators in stratified sampling***by*Kim, Jong-Min & Sungur, Engin A. & Heo, Tae-Young**104-110 A penalized version of the empirical likelihood ratio for the population mean***by*Bartolucci, Francesco**111-115 On the construction and existence of a certain class of complete diallel cross designs***by*Srivastav, Sudesh K. & Shankar, Arti

### 2006, Volume 76, Issue 18

**1947-1953 Limit theorems for self-normalized linear processes***by*Kulik, Rafal**1954-1960 On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients***by*Guo, Dongmei & Ji, Shaolin & Zhao, Huaizhong**1961-1964 An example and transition function equicontinuity***by*Rosenblatt, M.**1965-1974 Limiting average availability of a system supported by several spares and several repair facilities***by*Sarkar, Jyotirmoy & Li, Fang**1975-1982 A local invariance principle for Gibbsian fields***by*Nowak, Emmanuel & Thilly, Emmanuel**1983-1993 Asian options with jumps***by*Chou, Ching-Sung & Lin, Hsien-Jen**1994-2000 Moment inequalities for sums of products of independent random variables***by*Shanchao, Yang**2001-2006 Almost sure convergence of Titterington's recursive estimator for mixture models***by*Wang, Shaojun & Zhao, Yunxin**2007-2016 Nonparametric estimation of volatility models with serially dependent innovations***by*Dahl, Christian M. & Levine, Michael**2017-2026 A class of random deviation theorems for sums of nonnegative stochastic sequence and strong law of large numbers***by*Wang, Zhong-zhi**2027-2035 On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays***by*Hashorva, Enkelejd

### 2006, Volume 76, Issue 17

**1831-1835 Portmanteau theorem for unbounded measures***by*Barczy, Mátyás & Pap, Gyula**1836-1844 On convergence of empirical point processes***by*Davydov, Youri & Egorov, Vladimir**1845-1854 The variance of partial sums of strong near-epoch dependent variables***by*Qiu, Jin & Lin, Zhengyan**1855-1860 Lorenz ordering of order statistics***by*Kochar, Subhash**1861-1872 Fast approximately balanced bootstrap without construction***by*Lin, C. Devon & Lu, Wilson W. & Sitter, R.R.**1873-1881 Small ball probabilities for jump Lévy processes from the Wiener domain of attraction***by*Shmileva, Elena**1882-1888 Conditional natural exponential families***by*Masmoudi, Afif**1889-1894 An efficient method for identifying clear effects in blocked fractional factorial designs***by*Ai, Mingyao & He, Shuyuan**1895-1903 A note on g-expectation with comonotonic additivity***by*Jiang, Long**1904-1913 Convergence in variation of the joint laws of multiple Wiener-Itô integrals***by*Breton, Jean-Christophe**1914-1924 Superposition of renewal processes and an application to multi-server queues***by*Kella, Offer & Stadje, Wolfgang**1925-1929 Asymptotic properties of estimators in age-period-cohort analysis***by*Fu, Wenjiang J. & Hall, Peter**1930-1934 Notes on Pearson residuals and weighted likelihood estimating equations***by*Agostinelli, Claudio**1935-1939 Gnedenko-Raikov's theorem, central limit theory, and the weak law of large numbers***by*Gut, Allan**1940-1946 An adaptive design for clinical trials with non-dichotomous response and prognostic factors***by*Moler, José A. & Plo, Fernando & San Miguel, Miguel

### 2006, Volume 76, Issue 16

**1705-1713 Information loss from censoring in rank-based procedures***by*Lim, Johan & Lee, Sungim & Choi, Hyungwon**1714-1722 Convergence rates for the law of large numbers for arrays***by*Hernández, Víctor & Urmeneta, Henar**1723-1730 Seat excess variances of apportionment methods for proportional representation***by*Schwingenschlögl, Udo & Drton, Mathias**1731-1734 The p-values of the hypothesis testing about relative risks***by*Li, Baibing**1735-1740 Robust prediction limits based on M-estimators***by*Giummolè, F. & Ventura, L.**1741-1747 Robust estimation in the simple errors-in-variables model***by*Fekri, M. & Ruiz-Gazen, A.**1748-1755 A note on the distance in random recursive trees***by*Su, Chun & Liu, Jie & Feng, Qunqiang**1756-1760 Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes***by*Schick, Anton & Wefelmeyer, Wolfgang**1761-1767 A generalized Dirichlet model***by*Thomas, Seemon & Jacob, Joy**1768-1774 On some efficient partial diallel cross designs***by*Ghosh, Himadri & Das, Ashish & Midha, C.K.**1775-1780 On probabilistic properties of conditional medians and quantiles***by*Ghosh, Yashowanto N. & Mukherjee, Bhramar**1781-1786 The limit process of the difference between the empirical distribution function and its concave majorant***by*Kulikov, Vladimir N. & Lopuhaä, Hendrik P.**1787-1799 Precise asymptotics for a new kind of complete moment convergence***by*Liu, Weidong & Lin, Zhengyan**1800-1807 Masking effects on linear regression in multi-class classification***by*Zhang, Chunming & Fu, Haoda**1808-1811 Reflecting thoughts***by*Kella, Offer**1812-1820 Finite time ruin probability with heavy-tailed insurance and financial risks***by*Chen, Yu & Su, Chun**1821-1829 Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution***by*Huang, Wen-Tao & Huang, Hui-Hsin

### 2006, Volume 76, Issue 15

**1587-1593 A new class of scale free random graphs***by*Katona, Zsolt & Móri, Tamás F.**1594-1602 On optimal kernel choice for deconvolution***by*Delaigle, Aurore & Hall, Peter**1603-1606 Every random variable satisfies a certain nontrivial integrability condition***by*Adell, José A. & Lekuona, Alberto**1607-1616 Stationary distributions in the atom-on-demand problem***by*Bebu, Ionut & Rukhin, Andrew L.**1617-1624 A class of distribution functions with less bias in extreme value estimation***by*de Haan, Laurens & Canto e Castro, Luisa**1625-1630 On the almost sure convergence of Syracuse sequences***by*Slakmon, Alain & Macot, Luc**1631-1640 On complete convergence for arrays***by*Kruglov, Victor M. & Volodin, Andrei I. & Hu, Tien-Chung**1641-1646 Some properties of misspecified additive hazards models***by*Hattori, Satoshi**1647-1654 A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling***by*Hafidi, Bezza**1655-1663 Asymptotic distribution of the Yule-Walker estimator for INAR(p) processes***by*Silva, Isabel & Silva, M. Eduarda**1664-1674 The classical bi-Poisson process: An invertible quadratic harness***by*Bryc, Wlodzimierz & Wesolowski, Jacek**1675-1684 Nonparametric predictive subset selection for proportions***by*Coolen, F.P.A. & Coolen-Schrijner, P.**1685-1693 Proportional hazards models for survival data with long-term survivors***by*Zhao, Xiaobing & Zhou, Xian**1694-1700 Exact moments and probabilities for Wei's urn randomization model***by*Oden, Neal L. & McIntosh, Matthew J.**1701-1704 Lack-of-fit-efficiently optimal designs to estimate the highest coefficient of a polynomial with large degree***by*Bischoff, Wolfgang & Miller, Frank

### 2006, Volume 76, Issue 14

**1427-1434 On the regular variation of elliptical random vectors***by*Hashorva, Enkelejd**1435-1440 Max-semi-selfdecomposable laws and related processes***by*Satheesh, S. & Sandhya, E.**1441-1448 Adaptive minimax estimation of a fractional derivative***by*Enikeeva, Farida