# Elsevier

# Statistics & Probability Letters

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### 2006, Volume 76, Issue 12

### 2006, Volume 76, Issue 11

**1081-1088 On the dual reliability systems of (n,f,k) and***by*Cui, Lirong & Kuo, Way & Li, Jinlin & Xie, Min**1089-1096 On the irregular behavior of LS estimators for asymptotically singular designs***by*Pázman, Andrej & Pronzato, Luc**1097-1101 A link between the Matsumoto-Yor property and an independence property on trees***by*Koudou, Angelo Efoévi**1102-1110 Semi-functional partial linear regression***by*Aneiros-Pérez, Germán & Vieu, Philippe**1111-1116 When does E(XkÂ·Yl)=E(Xk)Â·E(Yl) imply independence?***by*Bisgaard, Torben Maack & Sasvári, Zoltán**1117-1124 Nonparametric estimation of the maximum hazard under dependence conditions***by*Quintela-del-Río, A.**1125-1131 Asymptotic normality for U-statistics of negatively associated random variables***by*Huang, Wei & Zhang, Lin-Xi**1132-1136 On a problem of Simons and Johnson***by*Chandra, Tapas Kumar**1137-1146 Consistency and asymptotic normality of the maximum likelihood estimates in reproductive dispersion linear models***by*Xia, Tian & Tang, Nian-Sheng & Wang, Xue-Ren**1147-1155 Association in time of a vector valued process***by*Dharamadhikari, A.D. & Dewan, Isha**1156-1163 Nonparametric estimation for quadratic regression***by*Chatterjee, Samprit & Olkin, Ingram**1164-1169 An asymptotic estimate for Brownian motion with drift***by*McGill, Paul**1170-1174 On the conservativeness of posterior predictive p-values***by*Dahl, Fredrik Andreas**1175-1184 Almost sure max-limits for nonstationary Gaussian sequence***by*Chen, Shouquan & Lin, Zhengyan**1185-1189 A note on moment generating functions***by*Mukherjea, A. & Rao, M. & Suen, S.

### 2006, Volume 76, Issue 10

**971-975 On the maximum of randomly weighted sums with regularly varying tails***by*Chen, Yiqing & Ng, Kai W. & Xie, Xiangsheng**976-980 Unbiasedness on rays of the tests of locations of homogeneous means in isotonic regression***by*Hu, Xiaomi**981-985 Laws of large numbers for D[0,1]***by*Bezandry, Paul H.**986-990 A sign test for unit roots in a momentum threshold autoregressive process***by*Park, Soo Jung & Shin, Dong Wan**991-1000 Likelihood-look-ahead inference on the equilibrium distribution of Markov chains***by*Garibotti, Gilda & Tsimikas, John V. & Horowitz, Joseph**1001-1006 Computing the covariance matrix of QML estimators for a state space model***by*Papanastassiou, Demetrios**1007-1011 A note on minimum aberration and clear criteria***by*Li, Peng-Fei & Chen, Bao-Jiang & Liu, Min-Qian & Zhang, Run-Chu**1012-1016 On the generalization of Stein's Lemma for elliptical class of distributions***by*Landsman, Zinoviy**1017-1024 A new test for stochastic order of k[greater-or-equal, slanted]3 ordered multinomial populations***by*Cohen, Arthur & Kolassa, John & Sackrowitz, H.B.**1025-1031 A note on recurrent random walks***by*Cheliotis, Dimitrios**1032-1036 On optimal schemes in progressive censoring***by*Burkschat, M. & Cramer, E. & Kamps, U.**1037-1046 Nonparametric regression under alternative data environments***by*Sam, Abdoul G. & Ker, Alan P.**1047-1055 A novel class of bivariate max-stable distributions***by*Hashorva, Enkelejd**1056-1064 Moderate deviations of maximum likelihood estimator for independent not identically distributed case***by*Xiao, Zhihong & Liu, Luqin**1065-1074 On the joint distribution of runs in the sequence of Markov-dependent multi-state trials***by*Shinde, R.L. & Kotwal, K.S.**1075-1079 A note on unit root tests with heavy-tailed GARCH errors***by*Wang, Gaowen

### 2006, Volume 76, Issue 9

**861-870 Tail asymptotics of the nth convolution of super-exponential distributions***by*Nagaev, A. & Tsitsiashvili, G.**871-879 Quadratic forms of multivariate skew normal-symmetric distributions***by*Huang, Wen-Jang & Chen, Yan-Hau**880-890 Properties of proportional mean residual life model***by*Nanda, Asok K. & Bhattacharjee, Subarna & Alam, S.S.**891-897 A note on the simple random walk on : Probability of exiting sequences of sets***by*Volkov, Stanislav**898-906 PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables***by*Namba, Akio & Ohtani, Kazuhiro**907-912 On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion***by*Nourdin, Ivan & Simon, Thomas**913-919 An optimal completion of the product limit estimator***by*Chen, Zhiqiang & Phadia, Eswar**920-930 Weighted least squares estimation of the extreme value index***by*Hüsler, Jürg & Li, Deyuan & Müller, Samuel**931-938 On the non-negative first-order exponential bilinear time series model***by*Pereira, I. & Scotto, M.G.**939-944 On relative ordering of mean residual lifetime functions***by*Finkelstein, Maxim**945-951 An inverse problem for a class of continuous distributions with skewness***by*Hamedani, G.G. & Volkmer, H.**952-958 Semi-parametric estimation for a semi-Markov process with left-truncated and right-censored observations***by*Pons, Odile**959-969 Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors***by*Babu, G. Jogesh & Chaubey, Yogendra P.

### 2006, Volume 76, Issue 8

**757-763 When transition count for a Markov chains is a complete sufficient statistic***by*Paszkiewicz, Adam**764-772 Inverse Box-Cox: The power-normal distribution***by*Freeman, Jade & Modarres, Reza**773-780 On estimation with weighted balanced-type loss function***by*Jafari Jozani, Mohammad & Marchand, Éric & Parsian, Ahmad**781-795 On the Whittle estimators for some classes of continuous-parameter random processes and fields***by*Leonenko, N.N. & Sakhno, L.M.**796-802 Invariant measures for jump-type Fleming-Viot processes***by*da Silva, Telles T. & Fragoso, Marcelo D.**803-812 Halton and Hammersley sequences in multivariate nonparametric regression***by*Rafajlowicz, Ewaryst & Schwabe, Rainer**813-820 A note on the generalized maximum likelihood estimator in partial Koziol-Green model***by*Zhang, Haimeng & Rao, M. Bhaskara**821-830 A note on jump-type Fleming-Viot processes***by*da Silva, Telles T. & Fragoso, Marcelo D.**831-837 The moment index of minima (II)***by*Daley, D.J. & Goldie, Charles M.**838-842 Probability matching property of adjusted likelihoods***by*Chang, In Hong & Mukerjee, Rahul**843-851 A general approach rate to the strong law of large numbers***by*Shuhe, Hu & Ming, Hu**852-860 Asymptotically efficient estimates for nonparametric regression models***by*Galtchouk, L. & Pergamenshchikov, S.

### 2006, Volume 76, Issue 7

**653-665 A-optimal chemical balance weighing design with nonhomogeneity of variances of errors***by*Ceranka, Bronislaw & Graczyk, Malgorzata & Katulska, Krystyna**666-674 Distributions in the Ehrenfest process***by*Balaji, Srinivasan & Mahmoud, Hosam M. & Watanabe, Osamu**675-681 Operator semi-self-similar processes and their space-scaling matrices***by*Saigo, Tatsuhiko & Tamura, Yozo**682-688 A function arising in the estimation of unobserved probability***by*Radjavi, H. & Sastri, C.C.A.**689-697 Consistency of the reduced bootstrap for sample means***by*Jiménez-Gamero, M.D. & Muñoz-García, J. & Cubiles-de-la-Vega, M.D.**698-702 On a connection between the Bradley-Terry model and the Cox proportional hazards model***by*Su, Yuhua & Zhou, Mai**703-708 Extreme values and entire functions of finite order***by*Simic, Slavko**709-718 Goodness-of-fit testing in interval censoring case 1***by*Koul, Hira L. & Yi, Tingting**719-728 Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring***by*Lau, John W.**729-736 Limiting availability of system with non-identical lifetime distributions and non-identical repair time distributions***by*Mi, Jie**737-742 Negative ageing property of random sum***by*Li, Gang & Cheng, Kan & Jiang, Xiaoyue**743-747 On the distribution of a statistic arising in exact simultaneous confidence bands***by*Lu, Xiaojing**748-754 A supplement to the complete convergence***by*Weidong, Liu & Zhengyan, Lin

### 2006, Volume 76, Issue 6

**547-554 Minimax estimation of a bounded parameter of a discrete distribution***by*Marchand, Éric & Parsian, Ahmad**555-561 Superposition of renewal processes with heavy-tailed interarrival times***by*Mitov, Kosto V. & Yanev, Nikolay M.**562-570 Blockwise bootstrap testing for stationarity***by*Psaradakis, Zacharias**571-578 Approximation of the principal components analysis of a stationary function***by*Boudou, Alain**579-586 A strong uniform convergence rate of kernel conditional quantile estimator under random censorship***by*Ould-SaIÂ¨d, Elias**587-596 Preservation of classes of life distributions and stochastic orders under weighting***by*Bartoszewicz, Jaroslaw & Skolimowska, Magdalena**597-600 Balanced residual treatment effects designs of first and second order***by*Aggarwal, M.L. & Deng, Lih-Yuan & Kumar Jha, Mithilesh**601-608 An optimal stopping problem in a diffusion-type model with delay***by*Gapeev, Pavel V. & Reiß, Markus**609-618 Mixture periodic autoregressive time series models***by*Shao, Q.**619-624 The modes of a negative multinomial distribution***by*Gall, Françoise Le**625-633 The moments of SETARMA models***by*Amendola, Alessandra & Niglio, Marcella & Vitale, Cosimo**634-640 Minimum projection uniformity criterion and its application***by*Zhang, Shangli & Qin, Hong**641-651 Unit roots: Periodogram ordinate***by*Bhattacharyya, B.B. & Richardson, G.D. & Flores, P.V.

### 2006, Volume 76, Issue 5

**439-445 Stationary bivariate minification processes***by*Ristic, Miroslav M.**446-452 General Harris regularity criterion for non-linear Markov branching processes***by*Chen, Anyue & Li, Junping & Ramesh, N.I.**453-464 Stochastic structure of asymptotic quantization errors***by*Shykula, Mykola & Seleznjev, Oleg**465-469 On the concentration phenomenon for [phi]-subgaussian random elements***by*Antonini, Rita Giuliano & Hu, Tien-Chung & Volodin, Andrei**470-478 Model misspecification effects in clustered count data analysis***by*Jowaheer, Vandna**479-487 Expressions for the normal distribution and repeated normal integrals***by*Withers, C.S. & McGavin, P.N.**488-494 Stochastic ordering of bivariate elliptical distributions***by*Landsman, Zinoviy & Tsanakas, Andreas**495-502 A stochastic equation for the law of the random Dirichlet variance***by*Epifani, I. & Guglielmi, A. & Melilli, E.**503-506 A converse to precise asymptotic results***by*Li, Deli & Spataru, Aurel**507-512 Some moment relationships for skew-symmetric distributions***by*Umbach, Dale**513-519 A new method for estimating variance from data imputed with ratio method of imputation***by*Arnab, Raghunath & Singh, Sarjinder**520-530 Consistent linear model selection***by*Zhao, Meng & Kulasekera, K.B.**531-536 Almost sure convergence of stochastic gradient processes with matrix step sizes***by*Monnez, Jean-Marie**537-545 On the Fisher information in record data***by*Balakrishnan, N. & Stepanov, A.

### 2006, Volume 76, Issue 4

**327-339 Width-scaled confidence bands for survival functions***by*McKeague, Ian W. & Zhao, Yichuan**340-348 Wild bootstrap estimation in partially linear models with heteroscedasticity***by*You, Jinhong & Chen, Gemai**349-352 On sampling stationary autoregressive model parameters uniformly in r2 value***by*Fitzgibbon, L.J.**353-361 A non-linear conditional probability model for generating correlated binary data***by*Farrell, Patrick J. & Sutradhar, Brajendra C.**362-368 Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations***by*Chan, Wenyaw & Peng, Nan Fu**369-372 An inequality involving correlations***by*Nematollahi, A.R. & Soltani, A.R.**373-383 Modified balanced circular systematic sampling***by*Leu, Ching-Ho & Kao, Fei-Fei**384-392 Confidence regions for the ratio of percentiles***by*Huang, Li-Fei & Johnson, Richard A.**393-400 Dimension reduction via marginal high moments in regression***by*Yin, Xiangrong & Cook, R. Dennis**401-411 Fluctuation limit theorems of immigration superprocesses with small branching***by*Li, Zenghu & Zhang, Mei**412-422 Empirical likelihood for semiparametric varying-coefficient partially linear regression models***by*You, Jinhong & Zhou, Yong**423-430 Three random variable transformations giving Heisenberg-type uncertainty relations***by*D'Angiò, Roberto**431-437 On the consistency of kernel density estimates under modality constraints***by*Futschik, A. & Isogai, E.

### 2006, Volume 76, Issue 3

**221-230 Rates of convergence of an adaptive kernel density estimator for finite mixture models***by*Karunamuni, R.J. & Sriram, T.N. & Wu, J.**231-243 On risk dependence and mrl ordering***by*Frostig, Esther**244-254 Penalized likelihood hazard estimation: Efficient approximation and Bayesian confidence intervals***by*Du, Pang & Gu, Chong**255-265 An improved likelihood ratio test for varying dispersion in exponential family nonlinear models***by*Cysneiros, Audrey H.M.A. & Ferrari, Silvia L.P.**266-273 On the use of three level orthogonal arrays in robust parameter design***by*Kolaiti, E. & Koukouvinos, C.**274-279 Non-isomorphic orthogonal arrays obtained by juxtaposition***by*Evangelaras, H. & Kolaiti, E. & Koukouvinos, C.**280-290 Almost sure versions of the Darling-Erdös theorem***by*Berkes, István & Weber, Michel**291-297 On the performance of the DHF tests against nonstationary alternatives***by*del Barrio Castro, Tomas**298-303 Approximation of distributions***by*Belili, Nacereddine & Heinich, Henri**304-309 Resolving the tail instability in weighted log-rank statistics for clustered survival data***by*Kosorok, Michael R. & Gangnon, Ronald E.**310-317 Least squares estimation for critical random coefficient first-order autoregressive processes***by*Hwang, S.Y. & Basawa, I.V. & Yoon Kim, Tae**318-326 Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals***by*Lekshmi, V. Seetha & Jose, K.K.

### 2006, Volume 76, Issue 2

**109-116 A note on quantile estimation for long-range dependent stochastic processes***by*Youndjé, É. & Vieu, P.**117-127 Prediction of kth records***by*Klimczak, Monika**128-134 Prediction for some processes related to a fractional Brownian motion***by*Duncan, T.E.**135-141 A note on the extremes of a particular moving average count data model***by*Hall, Andreia & Moreira, Orlando**142-152 Goodness-of-fit methods for the bipolar Watson distribution defined on the hypersphere***by*Figueiredo, Adelaide & Gomes, Paolo**153-160 Empirical likelihood for NA series***by*Zhang, Junjian**161-168 Orthogonal multiple contrast test for testing monotone on the average***by*Peng, J. & Lee, C.I.C. & Liu, L. & Jiang, J.**169-181 Empirical likelihood for the difference of two survival functions under right censorship***by*Shen, Junshan & He, Shuyuan**182-190 Estimation in a change-point hazard regression model***by*Dupuy, Jean-François**191-202 An extension of almost sure central limit theory***by*Hörmann, Siegfried**203-210 Sufficient and necessary condition for the convergence of stochastic approximation algorithms***by*Chen, Neiping & Liu, Wenbin & Feng, Jianfeng**211-220 Asymptotic normality of an adaptive kernel density estimator for finite mixture models***by*Karunamuni, R.J. & Sriram, T.N. & Wu, J.

### 2006, Volume 76, Issue 1

**1-9 An occupancy distribution arising in a limiting dilution assay for HIV-1***by*Zelterman, Daniel**10-18 On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model***by*Genest, Christian & Quessy, Jean-François & Rémillard, Bruno**19-26 Exact likelihood ratio scale and homogeneity testing of some loss processes***by*Stehlík, Milan**27-34 Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression***by*Vougas, Dimitrios V.**35-38 Comments on the rate of convergence to asymptotic independence between order statistics***by*Barakat, H.M.**39-44 Approximation of the posterior density for diffusion processes***by*Cano, J.A. & Kessler, M. & Salmerón, D.**45-57 Heavy points of a d-dimensional simple random walk***by*Csáki, Endre & Földes, Antónia & Révész, Pál**58-68 On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications***by*Bouhaddioui, Chafik & Roy, Roch**69-82 Some new tests for normality based on U-processes***by*Arcones, Miguel A. & Wang, Yishi**83-92 Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean***by*Droge, Bernd**93-108 Sieves estimator of the operator of a functional autoregressive process***by*Mourid, Tahar & Bensmain, Nawel

### 2005, Volume 75, Issue 4

**237-248 The storage capacity of the Hopfield model and moderate deviations***by*Löwe, Matthias & Vermet, Franck**249-255 On convergence of random linear functionals***by*Majumdar, Suman**256-266 A generator for explicit univariate lower bounds***by*Seneta, Eugene & Chen, John T.**267-279 The law of iterated logarithm of estimators for partially linear panel data models***by*You, Jinhong & Zhou, Xian**280-290 The generalized Charlier series distribution as a distribution with two-step recursion***by*Kitano, Masashi & Shimizu, Kunio & Ong, S.H.**291-297 Optimal fractional factorial plans using minihypers***by*Aggarwal, M.L. & Mazumder, Mukta Datta**298-306 Projection properties of some orthogonal arrays***by*Dey, Aloke**307-314 On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix***by*Falk, Michael**315-324 Empirical Bayes nonparametric kernel density estimation***by*Ker, Alan P. & Ergün, A.T.**325-330 A note on the distribution of kth records from discrete distributions***by*López-Blázquez, F. & Salamanca Miño, B. & Dembinska, A.

### 2005, Volume 75, Issue 3

**151-157 Some limiting theorems of some random quadratic forms***by*Pan, Guangming & Miao, Boqi & Jin, Baisuo**158-168 Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric***by*Sancetta, Alessio**169-178 Some new orthogonal arrays***by*Kuhfeld, Warren F. & Suen, Chung-yi**179-189 On a class of Lévy processes***by*Braverman, Michael**190-202 Distribution-free confidence intervals for quantile intervals based on current records***by*Ahmadi, J. & Balakrishnan, N.**203-210 An approach for studying aliasing relations of mixed fractional factorials based on product arrays***by*Mandal, Abhyuday**211-218 On identifiability of certain latent class models***by*van Wieringen, Wessel N.**219-229 A new type of parameter estimation algorithm for missing data problems***by*Stoica, Petre & Xu, Luzhou & Li, Jian**230-236 On some stochastic models for replication of character strings***by*Chaudhuri, Probal & Dasgupta, Amites

### 2005, Volume 75, Issue 2

**77-85 On Lange and Ryan's plotting technique for diagnosing non-normality of random effects***by*Eberly, Lynn E. & Thackeray, Lisa M.**86-96 Bartlett corrections in heteroskedastic t regression models***by*Barroso, Lúcia P. & Cordeiro, Gauss M.**97-102 Random walks whose concave majorants often have few faces***by*Qiao, Zhihua & Steele, J. Michael**103-112 On estimation of the dimensionality in linear canonical analysis***by*Nkiet, Guy Martial**113-118 The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process***by*Yi, Seongbaek**119-126 Some properties of weakly approaching sequences of distributions***by*Sjöstedt-de Luna**127-132 Concentration of the hypergeometric distribution***by*Hush, Don & Scovel, Clint**133-139 The exact covariance matrix of dynamic models with latent variables***by*Lyhagen, Johan**140-150 Bonferroni Curve and the related statistical inference***by*Pundir, Sudesh & Arora, Sangeeta & Jain, Kanchan

### 2005, Volume 75, Issue 1

**1-10 Forecasting volatility***by*Thavaneswaran, A. & Appadoo, S.S. & Peiris, S.**11-17 Multiple maxima in multivariate samples***by*Hashorva, Enkelejd & Hüsler, Jürg**18-28 A new class of multivariate distributions: Scale mixture of Kotz-type distributions***by*Arslan, Olcay**29-38 Distribution of waiting time until the rth occurrence of a compound pattern***by*Chang, Yung-Ming**39-48 Inconsistency of bootstrap for nonstationary, vector autoregressive processes***by*Choi, In**49-57 Pairwise likelihood approach to grouped continuous model and its extension***by*de Leon, A.R.**58-66 Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier***by*Lepeltier, J.-P. & Xu, M.**67-75 On the product XY for some elliptically symmetric distributions***by*Nadarajah, Saralees

### 2005, Volume 74, Issue 4

**303-311 The evolution of aggregated Markov chains***by*Stadje, Wolfgang**312-321 Construction of some E(fNOD) optimal mixed-level supersaturated designs***by*Koukouvinos, C. & Mantas, P.**322-329 Evaluation of some non-orthogonal saturated designs with two levels***by*Evangelaras, H. & Koukouvinos, C. & Stylianou, S.**330-336 Approximate distributions of clusters of extremes***by*Segers, Johan**337-346 On the equivalence of optimality design criteria for the placebo-treatment problem***by*Dette, Holger & Wong, Weng Kee & Zhu, Wei**347-355 Uniform law of large numbers and consistency of estimators for Harris diffusions***by*Loukianova, D. & Loukianov, O.**356-365 Bootstrap hypothesis testing in regression models***by*Paparoditis, Efstathios & Politis, Dimitris N.**366-372 Consistent estimation of the density and hazard rate functions for censored data via the wavelet method***by*Bezandry, Paul H. & Bonney, George E. & Gannoun, Ali**373-377 Unit-root detection allowing for measurement error***by*Fukuda, Kosei

### 2005, Volume 74, Issue 3

**221-234 A note on the Bickel-Rosenblatt test in autoregressive time series***by*Bachmann, Dirk & Dette, Holger**235-244 The complete convergence of subsequence for sums of independent B-valued random variables***by*Deng, Dianliang**245-252 The Grossman and Zhou investment strategy is not always optimal***by*Klass, Michael J. & Nowicki, Krzysztof**253-264 Mixtures of normal distributions: Modality and failure rate***by*Block, Henry W. & Li, Yulin & Savits, Thomas H.**265-271 A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend***by*Bischoff, Wolfgang & Hashorva, Enkelejd**272-280 On uniform integrability of random variables***by*Majerek, Dariusz & Nowak, Wioletta & Zieba, Wieslaw**281-289 A note on testing the covariance matrix for large dimension***by*Birke, Melanie & Dette, Holger**290-302 Goodness-of-fit testing in regression: A finite sample comparison of bootstrap methodology and Khmaladze transformation***by*Koul, Hira L. & Sakhanenko, Lyudmila

### 2005, Volume 74, Issue 2

**109-115 Bayesian unit root test for model with maintained trend***by*Chaturvedi, Anoop & Kumar, Jitendra**116-128 Optimal L1 bandwidth selection for variable kernel density estimates***by*Berlinet, Alain & Biau, Gérard & Rouvière, Laurent**129-138 Asymptotics for products of independent sums with an application to Wishart determinants***by*Rempala, Grzegorz & Wesolowski, Jacek