# Elsevier

# Statistics & Probability Letters

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### February 2005, Volume 71, Issue 2

**173-183 Converse comparison theorems for backward stochastic differential equations***by*Jiang, Long**185-191 Sharp estimates for the median of the [Gamma](n+1,1) distribution***by*Adell, José A. & Jodrá, Pedro**193-202 On the almost sure growth rate of sums of lower negatively dependent nonnegative random variables***by*Klesov, Oleg & Rosalsky, Andrew & Volodin, Andrei I.

### January 2005, Volume 71, Issue 1

**1-13 On the distribution of the clipping median under a mixture model***by*Steland, Ansgar**15-22 Limit theorems for continuous time random walks with slowly varying waiting times***by*Meerschaert, Mark M. & Scheffler, Hans-Peter**23-31 Transposition invariant principal component analysis in L1 for long tailed data***by*Choulakian, Vartan**33-38 Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding***by*Liquet, Benoit & Commenges, Daniel**39-46 The moment of inertia and the linear discriminant function***by*Reyen, Salem S. & Miller, John J.**47-60 Fragment size distributions in random fragmentations with cutoff***by*Ghorbel, M. & Huillet, T.**61-70 Estimating parameters in autoregressive models with asymmetric innovations***by*Wong, Wing-Keung & Bian, Guorui**71-84 Expressions for Rényi and Shannon entropies for multivariate distributions***by*Zografos, K. & Nadarajah, S.**85-98 Dynamic generalized information measures***by*Asadi, Majid & Ebrahimi, Nader & Soofi, Ehsan S.**99-110 A-optimal and efficient diallel cross experiments for comparing test treatments with a control***by*Hsu, Yung-Feng & Ting, Chao-Ping

### December 2004, Volume 70, Issue 4

**235-242 Characterizations of the hazard rate order and IFR aging notion***by*Belzunce, Félix & Gao, Xiaoli & Hu, Taizhong & Pellerey, Franco**243-251 Estimation of time-varying ARMA models with Markovian changes in regime***by*Francq, Christian & Gautier, Antony**253-261 Weak solutions for stochastic differential equations with additive fractional noise***by*Mishura, Yu. & Nualart, D.**263-273 Testing for parameter constancy in GARCH(p,q) models***by*Berkes, Istvan & Horváth, Lajos & Kokoszka, Piotr**275-284 A note on exponential dispersion models which are invariant under length-biased sampling***by*Bar-Lev, Shaul K. & Van der Duyn Schouten, Frank A.**285-298 Goodness-of-fit inference for the Cox-Aalen additive-multiplicative regression model***by*Kraus, David**299-308 Dimensions of supercritical branching processes in varying environments***by*Shieh, Narn-Rueih & Yu, Jinghu

### December 2004, Volume 70, Issue 3

**175-182 On the finite-sample size distortion of smooth transition unit root tests***by*Cook, Steven & Vougas, Dimitrios**183-190 Characterization-based Q-Q plots for testing multinormality***by*Liang, Jiajuan & Pan, William S.Y. & Yang, Zhen-Hai**191-197 Complete moment convergence of moving-average processes under dependence assumptions***by*Yun-xia, Li & Li-xin, Zhang**199-209 Path collapse for multidimensional Brownian motion with rebirth***by*Grigorescu, Ilie & Kang, Min**211-222 On arbitrage and Markovian short rates in fractional bond markets***by*Gapeev, Pavel V.**223-234 A four action problem with ordered categorical data: are two distributions the same, ordered, or otherwise?***by*Cohen, A. & Kolassa, J. & Sackrowitz, H.B.

### November 2004, Volume 70, Issue 2

**127-135 Matched shapes for uniform sampling***by*Lacaze, B.**137-144 On the functional CLT for partial sums of truncated bounded from below random variables***by*Pozdnyakov, Vladimir**145-154 Multitype population size-dependent branching processes with dependent offspring***by*González, Miguel & Martínez, Rodrigo & Mota, Manuel**155-169 The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes***by*Li, Bo & Liu, Luqin

### October 2004, Volume 70, Issue 1

**1-10 Fractional Brownian motion and Martingale-differences***by*Nieminen, Ari**11-18 Expected number of real zeros of random hyperbolic polynomial***by*Mahanti, Mina Ketan**19-24 On oscillations of the geometric Brownian motion with time-delayed drift***by*Gushchin, Alexander A. & Küchler, Uwe**25-35 Generating correlated ordinal categorical random samples***by*Biswas, Atanu**37-48 An application of the double Edgeworth expansion to a filtering model with Gaussian limit***by*Masuda, Hiroki & Yoshida, Nakahiro**49-58 Nonclassical total probability formula and quantum interference of probabilities***by*Bulinski, Alexander & Khrennikov, Andrei**59-70 Missing responses in adaptive allocation design***by*Biswas, Atanu & Rao, J.N.K.**71-85 A note on minimum bias estimation in response surfaces***by*Huang, Kuo-Nan & Fan, Shu-Kai S.**87-94 Shrinkage estimation for convex polyhedral cones***by*Amirdjanova, Anna & Woodroofe, Michael**95-108 Predictable sampling for partially exchangeable arrays***by*Ivanoff, B. Gail & Weber, N.C.**109-117 Asymptotic distribution of normalized maximum under finite mixture models***by*AL-Hussaini, Essam K. & El-Adll, Magdy E.**119-125 The ARMA model in state space form***by*de Jong, Piet & Penzer, Jeremy

### October 2004, Volume 69, Issue 4

**381-388 On characterizations of the gamma and generalized inverse Gaussian distributions***by*Chou, Chao-Wei & Huang, Wen-Jang**389-396 Some stochastic orders of Kotz-type distributions***by*Ding, Ying & Zhang, Xinsheng**397-404 Some characterizations of uniform models***by*Esteves, L.G. & Wechsler, S. & Iglesias, P.L.**405-419 Sub-fractional Brownian motion and its relation to occupation times***by*Bojdecki, Tomasz & Gorostiza, Luis G. & Talarczyk, Anna**421-430 Maximum variance of Kth records***by*Klimczak, Monika & Rychlik, Tomasz**431-437 Normal mixed difference matrix and the construction of orthogonal arrays***by*Pang, Shanqi & Zhang, Yingshan & Liu, Sanyang**439-445 Large deviations of L1-error of empirical measures on partitions***by*Esaulova, Veronika**447-450 On bounding the absolute mean value***by*Arakelian, V. & Papathanasiou, V.**451-463 An efficient marginal integration estimator of a semiparametric additive modelling***by*Moral, Ignacio & Rodriguez-Poo, Juan M.**465-475 Blowing number of a distribution for a statistics and loyal estimators***by*Barbe, Ph. & Broniatowski, M.

### September 2004, Volume 69, Issue 3

**221-231 Properties of some bilinear models with periodic regime switching***by*Bibi, Abdelouahab & Ringo Ho, Moon-ho**233-242 On the finite sample breakdown points of redescending M-estimates of location***by*Chen, Zhiqiang & E. Tyler, David**243-252 Moments of Rand's C statistic in cluster analysis***by*DuBien, Janice L. & Warde, William D. & Chae, Seong S.**253-259 Fitting multivariate responses using scalar trees***by*Jesús Barcena, María & Tusell, Fernando**261-269 Almost sure limit theorems for U-statistics***by*Holzmann, Hajo & Koch, Susanne & Min, Aleksey**271-285 Binomial approximation of Brownian motion and its maximum***by*Carbone, Raffaella**287-297 Least-squares estimation and ANOVA for periodic autoregressive time series***by*Shao, Q. & Ni, P.P.**299-303 On Gebelein's correlation coefficient***by*Novak, S.Y.**305-314 Binned goodness-of-fit tests based on the empirical characteristic function***by*Meintanis, S. & Ushakov, N. G.**315-332 Detection of structural changes in generalized linear models***by*Antoch, Jaromír & Gregoire, Gérard & Jarusková, Daniela**333-342 Some properties of classes of life distributions with unknown age***by*Ahmad, Ibrahim A.**343-356 U-type and factorial designs for nonparametric Bayesian regression***by*Yue, Rong-Xian & Wu, Jing-Wen**357-368 Refined Baum-Katz laws for weighted sums of iid random variables***by*Lanzinger, H. & Stadtmüller, U.**369-379 On semiparametric familial-longitudinal models***by*Sneddon, Gary & Sutradhar, Brajendra C.

### August 2004, Volume 69, Issue 2

**117-128 Bivariate maximum insurance claim and related point processes***by*Hashorva, Enkelejd**129-133 A note on nonparametric estimation for clustered data***by*Huggins, Richard**135-142 Discordant outlier detection in the growth curve model with Rao's simple covariance structure***by*Pan, Jianxin**143-149 Linear completeness in a continuous time Gauss-Markov model***by*Ibarrola, P. & Pérez-Palomares, A.**151-160 sn-m Designs containing clear main effects or clear two-factor interactions***by*Ai, Mingyao & Zhang, Runchu**161-170 Multistratum fractional factorial split-plot designs with minimum aberration and maximum estimation capacity***by*Ai, Mingyao & Zhang, Runchu**171-174 Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian environments***by*Takahashi, Hiroshi**175-187 Sharp bounds on expectations of kth record spacings from restricted families***by*Danielak, Katarzyna & Raqab, Mohammad Z.**189-198 Improving the acceptance rate of reversible jump MCMC proposals***by*Al-Awadhi, Fahimah & Hurn, Merrilee & Jennison, Christopher**199-211 Optimal multi-level supersaturated designs constructed from linear and quadratic functions***by*Koukouvinos, C. & Stylianou, S.**213-219 New Stieltjes classes involving generalized gamma distributions***by*Stoyanov, Jordan & Tolmatz, Leonid

### August 2004, Volume 69, Issue 1

**1-9 Solution to a functional equation and its application to stable and stable-type distributions***by*Hamedani, G. G. & S. Key, Eric & Volkmer, Hans**11-20 Doubly penalized likelihood estimator in heteroscedastic regression***by*Yuan, Ming & Wahba, Grace**21-27 On the robustness of the predictive distribution for sampling from finite populations***by*Bose, Sudip**29-36 On simulating exchangeable sub-Gaussian random vectors***by*Mohammadpour, Adel & Soltani, A. Reza**37-51 Adaptive simultaneous confidence intervals in non-parametric estimation***by*Tribouley, Karine**53-61 Asymptotic inference for a nearly unstable sequence of stationary spatial AR models***by*Baran, Sándor & Pap, Gyula & van Zuijlen, Martien C. A.**63-68 Asymptotics in the symmetrization inequality***by*Geluk, Jaap**69-79 Maximal inequalities for the iterated fractional integrals***by*Yan, Litan**81-89 A note on optimal designs for two or more treatment groups***by*Han, Cong & Chaloner, Kathryn**91-103 Asymptotic expansions for the moments of the Gaussian random walk with two barriers***by*Khaniyev, Tahir & Kucuk, Zafer**105-116 Some theory and the construction of mixed-level supersaturated designs***by*Li, Peng-Fei & Liu, Min-Qian & Zhang, Run-Chu

### July 2004, Volume 68, Issue 4

**325-331 A minimax equivalence theorem for optimum bounded design measures***by*Pronzato, Luc**333-345 On the optimization of the weighted Bickel-Rosenblatt test***by*Chebana, Fateh**347-357 Local likelihood density estimation on random fields***by*Lee, Y. K. & Choi, H. & Park, B. U. & Yu, K. S.**359-368 Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions***by*Herrmann, Eva & Ziegler, Klaus**369-382 Strong approximation for RCA(1) time series with applications***by*Aue, Alexander**383-393 Path properties of a d-dimensional Gaussian process***by*Lin, Zhengyan & Hwang, Kyo-Shin & Lee, Sungchul & Choi, Yong-Kab**395-405 Confidence intervals for quantiles in terms of record range***by*Ahmadi, J. & Balakrishnan, N.**407-413 A note on asymptotic distribution of products of sums***by*Lu, Xuewen & Qi, Yongcheng**415-419 A note on the paper of Khmaladze et al***by*Balakrishnan, N. & Stepanov, A.**421-427 Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression***by*Yin, Xiangrong & Dennis Cook, R.**429-434 On generalized projectivity of two-level screening designs***by*Evangelaras, H. & Koukouvinos, C.

### July 2004, Volume 68, Issue 3

**209-220 Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes***by*Hwang, S. Y. & Basawa, I. V.**221-234 The supremum of a Gaussian process over a random interval***by*Debicki, Krzystof & Zwart, Bert & Borst, Sem**235-245 Fixed design regression quantiles for time series***by*Ioannides, D. A.**247-258 The observed total time on test and the observed excess wealth***by*Li, Xiaohu & Shaked, Moshe**259-265 Optimality of type I orthogonal arrays for general interference model with correlated observations***by*Filipiak, K. & Markiewicz, A.**267-272 Formulation of the EM algorithm for a mixture of central and non-central [chi]2 distributions***by*Hory, C.**273-286 Stability of a random diffusion with nonlinear drift***by*Xi, Fubao**287-295 Maxima of sums and random sums for negatively associated random variables with heavy tails***by*Wang, Dingcheng & Tang, Qihe**297-304 A remark about the norm of a Brownian bridge***by*Yor, M. & Zambotti, L.**305-314 A new method of calibration for the empirical loglikelihood ratio***by*Tsao, Min**315-323 Maximum likelihood estimation of dependence parameter using ranked set sampling***by*Modarres, Reza & Zheng, Gang

### June 2004, Volume 68, Issue 2

**125-136 Spatial kernel regression estimation: weak consistency***by*Lu, Zudi & Chen, Xing**137-147 Forecasting Markov-switching dynamic, conditionally heteroscedastic processes***by*Davidson, James**149-160 On matricial measures of dependence in vector ARCH models with applications to diagnostic checking***by*Duchesne, Pierre**161-168 An optimal strategy for sequential classification on partially ordered sets***by*S. Ferguson, T.Thomas & Tatsuoka, Curtis**169-176 Bounds for the probability distribution function of the linear ACD process***by*Fernandes, Marcelo**177-187 A test of goodness-of-fit based on Gini's index of spacings***by*Jammalamadaka, S.R.S. Rao & Goria, M. N.**189-198 On optimal convergence rate of empirical Bayes tests***by*Liang, T.C.Ta Chen**199-208 Products of double gamma, gamma and beta distributions***by*Chamayou, J.-F.Jean-François

### June 2004, Volume 68, Issue 1

**1-7 A measure-theoretic approach to completeness of financial markets***by*Irle, A.**9-15 Incomplete split-plot designs generated by some resolvable balanced designs***by*Ozawa, Kazuhiro & Mejza, Stanislaw & Jimbo, Masakazu & Mejza, Iwona & Kuriki, Shinji**17-25 Further results on the orthogonal arrays obtained by generalized Hadamard product***by*Pang, Shanqi & Zhang, Yingshan & Liu, Sanyang**27-37 A characterization of consistency of model weights given partial information in normal linear models***by*Wong, Hubert & Clarke, Bertrand**39-49 Estimating the endpoint of a distribution in the presence of additive observation errors***by*Goldenshluger, A. & Tsybakov, A.**51-60 Reflected Brownian bridge local time conditioned on its local time at the origin***by*Gittenberger, Bernhard & Louchard, Guy**61-72 On a Pitman-Yor problem***by*Iksanov, A.M.Aleksander M. & Kim, Che-Soong**73-82 A note on margin-based loss functions in classification***by*Lin, Yi**83-90 Logconcavity and unimodality of progressively censored order statistics***by*Cramer, Erhard**91-104 Wavelet estimation in varying-coefficient partially linear regression models***by*Zhou, Xian & You, Jinhong**105-110 A GIC rule for assessing data transformation in regression***by*Ip, Wai Cheung & Wong, Heung & Wang, Song-Gui & Jia, Z.-Z.Zhong-Zhen**111-123 Empirical quantile process under type-II progressive censoring***by*Alvarez-Andrade, Sergio & Bordes, Laurent

### May 2004, Volume 67, Issue 4

**285-288 Uniform priors on convex sets improve risk***by*Hartigan, J. A.**289-298 Almost sure convergence for -mixing random variable sequences***by*Shixin, Gan**299-306 First-order seasonal autoregressive processes with periodically varying parameters***by*Basawa, I. V. & Lund, Robert & Shao, Qin**307-310 A momentum-threshold autoregressive unit root test with increased power***by*Cook, Steven**311-320 Mixture formulae for shot noise weighted point processes***by*Gregori, P. & van Lieshout, M. N. M. & Mateu, J.**321-330 A note on the estimation of the initial number of susceptible individuals in the general epidemic model***by*Huggins, Richard M. & Yip, Paul S. F. & Lau, Eric H. Y.**331-341 On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: a short proof***by*Hariya, Yuu & Yor, Marc

### April 2004, Volume 67, Issue 3

**203-211 Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model***by*Lai, Yi-Hsuan & Thompson, Peter & Chen, Lin-An**213-220 Random fields and the limit of their spectral densities: existence and bounds***by*Shaw, Jason T.**221-231 Delay time in sequential detection of change***by*Aue, Alexander & Horváth, Lajos**233-239 A generalization of the Borel-Cantelli Lemma***by*Petrov, Valentin V.**241-247 Mean distance test of Poisson distribution***by*Székely, Gábor J. & Rizzo, Maria L.**249-256 On existence of solutions of BSDEs with continuous coefficient***by*Rozkosz, Andrzej**257-266 Tempered distributions and their application in computing conditional moments for normal mixtures***by*Fotopoulos, Stergios B.**267-275 Maxisets for linear procedures***by*Rivoirard, Vincent**277-284 Limiting distribution for subcritical controlled branching processes with random control function***by*González, M. & Molina, M. & del Puerto, I.

### April 2004, Volume 67, Issue 2

**97-110 On influence assessment for LAD regression***by*Sun, Rui-Bo & Wei, Bo-Cheng**111-119 Moment inequalities for B-valued random vectors with applications to the strong limit theorems***by*Shixin, Gan**121-132 Minimum G2-aberration properties of two-level foldover designs***by*Butler, Neil A.**133-140 Improved smoothing spline regression by combining estimates of different smoothness***by*Lee, Thomas C. M.**141-148 On the behavior of the conditional expectations in skorohod representation theorem***by*Crimaldi, Irene**149-159 Estimation of spectral density for seasonal time series models***by*Shin, Dong Wan**161-171 On the simulation size and the convergence of the Monte Carlo EM algorithm via likelihood-based distances***by*Eickhoff, Jens C. & Zhu, Jun & Amemiya, Yasuo**173-182 A measure of discrimination between past lifetime distributions***by*Di Crescenzo, Antonio & Longobardi, Maria**183-192 Consistency for the least squares estimator in nonlinear regression model***by*Shuhe, Hu**193-201 Choosing columns from the 12-run Plackett-Burman design***by*Miller, A. & Sitter, R. R.

### March 2004, Volume 67, Issue 1

**1-7 Bounding the first passage time on an average***by*De La Peña, Victor H. & Yang, Ming**9-17 Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data***by*Cheng, Yu**19-25 A connection between successive comparisons and ranking procedures***by*Chen, John T. & Hoppe, Fred M.**27-31 A computable version of the random signs problem and Kolmogorov complexity***by*Dai, Jack Jie**33-45 Discrete random probability measures: a general framework for nonparametric Bayesian inference***by*Ongaro, Andrea & Cattaneo, Carla**47-55 Optimal diallel cross designs for the interval estimation of heredity***by*Ghosh, Himadri & Das, Ashish**57-63 Closure of NBU(2) class under the formation of parallel systems***by*Li, Yulin**65-71 Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors***by*Chang, In Hong & Mukerjee, Rahul**73-85 A central limit theorem for two-sample U-processes***by*Neumeyer, Natalie**87-95 Minimization of shortfall risk in a jump-diffusion model***by*Nakano, Yumiharu

### March 2004, Volume 66, Issue 4

**383-393 M-estimation for linear models with spatially-correlated errors***by*Cui, Hengjian & He, Xuming & Ng, Kai W.**395-398 A note on an equivalence between chi-square and generalized skew-normal distributions***by*Wang, Jiuzhou & Boyer, Joseph & Genton, Marc G.**399-405 On some conditions for complete convergence for arrays***by*Kuczmaszewska, Anna**407-416 On the covariance properties of certain multiscale spatial processes***by*Louie, Mary M. & Kolaczyk, Eric D.**417-421 On De Finetti coherence and Kolmogorov probability***by*Borkar, V. S. & Konda, V. R. & Mitter, S. K.**423-434 Orthogonal block designs in two blocks for second degree K-model***by*Aggarwal, M. L. & Singh, Poonam & Gupta, Nidhi**435-448 Estimation of a regression function with a sharp change point using boundary wavelets***by*Park, Cheol-Woo & Kim, Woo-Chul**449-456 Large deviations for the growth rate of the support of supercritical super-Brownian motion***by*Engländer, János

### February 2004, Volume 66, Issue 3

**213-219 On Pearson's residuals in generalized linear models***by*Cordeiro, Gauss M.**221-227 Adding interior points to an existing Brownian sheet lattice***by*Toth, Daniell**229-235 Convergence of posteriors for discretized log Gaussian Cox processes***by*Waagepetersen, Rasmus**237-250 On random splitting of the interval***by*Barrera, Javiera & Huillet, Thierry**251-257 Efficient and robust estimation for the one-sided stable distribution of index***by*Besbeas, Panagiotis & J.T. Morgan, Byron**259-266 Some results regarding vertex-reinforced random walks***by*Dai, Jack Jie**267-274 Condition numbers and D-efficiency***by*Jensen, D. R.**275-288 Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes***by*Faÿ, Gilles & Moulines, Eric & Soulier, Philippe**289-301 A power comparison between nonparametric regression tests***by*Zhang, Chunming & Dette, Holger**303-313 The convexity method of proving moment-type inequalities***by*Csiszar, Villo & Móri, Tamás F.**315-325 A new class of bivariate copulas***by*Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel**327-334 Testing the Koziol-Green model against monotone conditional odds for censoring***by*Kirmani, Syed N. U. A. & Dauxois, Jean-Yves**335-345 Efficient estimators for functionals of Markov chains with parametric marginals***by*Penev, Spiridon & Peng, Hanxiang & Schick, Anton & Wefelmeyer, Wolfgang**347-354 Maximal inequalities for associated random variables and demimartingales***by*Wang, Jianfeng**355-362 On the rate of convergence to asymptotic independence between order statistics***by*Hürlimann, Werner**363-368 An example and a conjecture concerning scaling limits of superdiffusions***by*Engländer, János**369-381 Further developments on sufficient conditions for negative dependence of random variables***by*Hu, Taizhong & Yang, Jianping

### January 2004, Volume 66, Issue 2

**91-103 Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models***by*Horváth, Lajos & Zitikis, Ricardas**105-115 On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models***by*Bischoff, Wolfgang & Hashorva, Enkelejd & Hüsler, Jürg & Miller, Frank**117-125 Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors***by*Fotopoulos, Stergios B. & Jandhyala, Venkata K.**127-133 On the generalization of negative binomial distribution***by*Shishebor, Z. & Towhidi, M.**135-144 Canonical exponential models for analysis of association between two sets of variables***by*Eshima, Nobuoki**145-151 On integrals with respect to Lévy processes***by*Küchler, Uwe**153-160 Second-order covariance matrix of maximum likelihood estimates in generalized linear models***by*Cordeiro, Gauss M.**161-169 Modified Nel and Van der Merwe test for the multivariate Behrens-Fisher problem***by*Krishnamoorthy, K. & Yu, Jianqi**171-181 Approximating the negative moments of the Poisson distribution***by*Jones, C. Matthew & Zhigljavsky, Anatoly A.