# Elsevier

# Statistics & Probability Letters

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### 2006, Volume 76, Issue 14

**1449-1453 A note on large deviations for weak records***by*Bairamov, Ismihan & Stepanov, Alexei**1454-1464 Limit theorems for the ratio of weak records***by*Dembinska, A. & Stepanov, A.**1465-1469 Continuity corrections for integer-valued saddlepoint approximations***by*Fung, Thomas & Robinson, John**1470-1481 On the extremal dependence coefficient of multivariate distributions***by*Frahm, Gabriel**1482-1487 A weighted central limit theorem***by*Weber, Michel**1488-1493 A new class of skew-Cauchy distributions***by*Behboodian, J. & Jamalizadeh, A. & Balakrishnan, N.**1494-1502 The Bickel-Rosenblatt test for diffusion processes***by*Lee, Sangyeol**1503-1509 A sufficient condition for the CLT in the space of nuclear operators--Application to covariance of random functions***by*Mas, André**1510-1513 A convexity property of the median of the gamma distribution***by*Alzer, Horst**1514-1521 Compensator and exponential inequalities for some suprema of counting processes***by*Reynaud-Bouret, P.**1522-1528 On the monotonicity of a function related to the local time of a symmetric Lévy process***by*Song, Renming & Vondracek, Zoran**1529-1535 Graphical comparison of multivariate nonparametric location tests for restricted alternatives***by*Vock, Michael**1536-1542 Estimation of the stationary distribution of semi-Markov processes with Borel state space***by*Limnios, N.**1543-1549 Multivariate partially linear models***by*Pateiro-López, Beatriz & González-Manteiga, Wenceslao**1550-1558 The strong law under a semiparametric model for truncated and censored data***by*Sun, Liuquan**1559-1569 Existence of the solutions of backward-forward SDE's with continuous monotone coefficients***by*Antonelli, Fabio & Hamadène, SaIÂ¨d**1570-1577 Allocating factors to the columns of an orthogonal array when certain interactions are important***by*Das, Ashish & Dey, Aloke & Midha, Chand K.**1578-1583 Karhunen-Loeve expansion of spherical fractional Brownian motions***by*Istas, Jacques

### 2006, Volume 76, Issue 13

**1305-1315 Precise asymptotics in complete moment convergence of moving-average processes***by*Yun-Xia, Li**1316-1322 Maximum scan score-type statistics***by*Glaz, Joseph & Zhang, Zhenkui**1323-1330 On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process***by*Liu, Ji-Chun**1331-1334 Fitting MA(q) models in the closed invertible region***by*Zhang, Y. & McLeod, A.I.**1335-1344 Robust estimators of high order derivatives of regression functions***by*Boente, Graciela & Rodriguez, Daniela**1345-1347 A new method for hypotheses testing using spacings***by*Torabi, Hamzeh**1348-1355 Identifying influential observations in logistic discriminant analysis***by*Poon, Wai-Yin**1356-1363 Probabilistic analysis of maximal gap and total accumulated length in interval division***by*Itoh, Yoshiaki & Mahmoud, Hosam & Smythe, Robert**1364-1368 On Lévy measures for infinitely divisible natural exponential families***by*Kokonendji, Célestin C. & Khoudar, Mohamed**1369-1379 Optimum designs for optimum mixtures***by*Pal, Manisha & Mandal, Nripes K.**1380-1384 Testing for cointegration in the presence of mis-specified structural change***by*Cook, Steven**1385-1396 Model checks of higher order time series***by*Stute, W. & Presedo Quindimil, M. & González Manteiga, W. & Koul, H.L.**1397-1409 Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process***by*Bishwal, Jaya P.N.**1410-1416 On the correlation order***by*Yi, Zhang & Weng, Chengguo**1417-1425 A note on optimal stopping for possible change in the intensity of an ordinary Poisson process***by*Brown, Marlo & Zacks, Shelemyahu

### 2006, Volume 76, Issue 12

**1191-1200 Berry-Esséen bound for high dimensional asymptotic approximation of Wilks' Lambda distribution***by*Ulyanov, Vladimir V. & Wakaki, Hirofumi & Fujikoshi, Yasunori**1201-1210 Asymptotic fluctuations of mutagrams***by*Müller, Hans-Georg & Wai, Newton**1211-1218 The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate***by*Zhang, H.Y. & Zhou, M. & Guo, J.Y.**1219-1224 Extended constructions of stationary autoregressive processes***by*Pitt, Michael K. & Walker, Stephen G.**1225-1237 On nonparametric maximum likelihood for a class of stochastic inverse problems***by*ChafaIÂ¨, Djalil & Loubes, Jean-Michel**1238-1244 The Bahadur representation for sample quantiles under weak dependence***by*Sun, Shuxia**1245-1254 Incomplete split-plot designs generated from [alpha]-resolvable designs***by*Ozawa, Kazuhiro & Kuriki, Shinji**1255-1260 Product formula and independence criterion for multiple Huang-Cambanis integrals***by*Chivoret, Sébastien & Amirdjanova, Anna**1261-1264 On convergence rate of the Shannon entropy rate of ergodic Markov chains via sample-path simulation***by*Chang, Hyeong Soo**1265-1272 On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model***by*Tian, Yongge & Wiens, Douglas P.**1273-1279 Cumulative distribution functions and moments of lattice polynomials***by*Marichal, Jean-Luc**1280-1286 On the sum of t and Gaussian random variables***by*Nason, Guy P.**1287-1297 Bootstrapping MM-estimators for linear regression with fixed designs***by*Salibian-Barrera, Matias**1298-1302 On minimum Kantorovich distance estimators***by*Bassetti, Federico & Bodini, Antonella & Regazzini, Eugenio**1303-1304 Local approximation of variograms by covariance functions***by*Schlather, Martin & Gneiting, Tilmann

### 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