## Content

### 2017, Volume 129, Issue C

**367-372 Symmetry of a distribution via symmetry of order statistics***by*Balakrishnan, Narayanaswamy & Selvitella, Alessandro**373-378 Monotonicity properties of spatial depth***by*Nagy, Stanislav**379-386 Limit theorems for sums of random variables with mixture distribution***by*Panov, Vladimir**387-392 Universal optimal block designs under hub correlation structure***by*Khodsiani, R. & Pooladsaz, S.**393-400 On distance in total variation between image measures***by*Davydov, Youri

### 2017, Volume 128, Issue C

**1-7 Conditional Stein approximation for Itô and Skorohod integrals***by*Privault, Nicolas & She, Qihao**8-13 Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble***by*Chang, Shuhua & Qi, Yongcheng**14-20 On copula-based conditional quantile estimators***by*Rémillard, Bruno & Nasri, Bouchra & Bouezmarni, Taoufik**21-27 Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion***by*Coeurjolly, Jean-François & Porcu, Emilio**28-34 DS-optimal designs for random coefficient first-degree regression model with heteroscedastic errors***by*Wilk, M. & Zaigraev, A.**35-43 On kernel estimation of the second order rate parameter in multivariate extreme value statistics***by*Goegebeur, Yuri & Guillou, Armelle & Qin, Jing**44-51 Variable selection through adaptive MAVE***by*Moradi Rekabdarkolaee, Hossein & Wang, Qin**52-59 On simultaneous prediction in a multivariate general linear model with future observations***by*Tian, Yongge & Wang, Cheng**60-66 Bernstein polynomial angular densities of multivariate extreme value distributions***by*Hanson, Timothy E. & de Carvalho, Miguel & Chen, Yuhui**67-70 Multiplying a Gaussian matrix by a Gaussian vector***by*Mattei, Pierre-Alexandre**71-76 Restricted profile estimation for partially linear models with large-dimensional covariates***by*Wang, Xiuli & Zhao, Shengli & Wang, Mingqiu**77-83 On the Lp-quantiles for the Student t distribution***by*Bernardi, Mauro & Bignozzi, Valeria & Petrella, Lea**84-88 Point separation in logistic regression on Hilbert space-valued variables***by*Kazakevičiūtė, Agne & Olivo, Malini**89-96 A test procedure for uniformity on the Stiefel manifold based on projection***by*Iwashita, Toshiya & Klar, Bernhard & Amagai, Moe & Hashiguchi, Hiroki

### 2017, Volume 127, Issue C

**1-6 A note on spiked Wishart matrices***by*Liu, Dang-Zheng & Wang, Yanhui**7-13 Unbiased estimation of reliability function from a mixture of two exponential distributions based on a single observation***by*Nie, Keyu & Sinha, Bikas K. & Hedayat, A.S.**14-22 Estimating conditional means with heavy tails***by*Peng, Liang & Yao, Qiwei**23-32 Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises***by*Wang, Guanying & Wang, Xingchun & Xu, Guangli**33-41 On beta distributed limits of iterated linear random functions***by*McKinlay, Shaun**42-48 Computing an expected hitting time for the 3-urn Ehrenfest model via electric networks***by*Chen, Yung-Pin & Goldstein, Isaac H. & Lathrop, Eve D. & Nelsen, Roger B.**49-55 A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation***by*Li, Jinzhu**56-66 Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model***by*Wu, Yi & Wang, Xuejun & Hu, Shuhe**67-74 Representation and converse comparison theorems for multidimensional BSDEs***by*Liu, Haodong & Yang, Shuzhen**75-84 Parisian quasi-stationary distributions for asymmetric Lévy processes***by*Czarna, Irmina & Palmowski, Zbigniew**85-96 Fluctuations of Marchenko–Pastur limit of random matrices with dependent entries***by*Hasegawa, Ayako & Sakuma, Noriyoshi & Yoshida, Hiroaki**97-103 On the concept of subcriticality and criticality and a ratio theorem for a branching process in a random environment***by*Wang, Yuejiao & Liu, Zaiming & Li, Yingqiu & Liu, Quansheng**104-110 First exit from an open set for a matrix-exponential Lévy process***by*Chen, Yu-Ting & Chen, Yu-Tzu & Sheu, Yuan-Chung**111-119 On some extensions of Bernstein’s inequality for self-adjoint operators***by*Minsker, Stanislav**120-130 Imputation in nonparametric quantile regression with complex data***by*Hu, Yanan & Yang, Yaqi & Wang, Chunyu & Tian, Maozai**131-137 Modified confidence intervals for the Mahalanobis distance***by*Garthwaite, Paul H. & Elfadaly, Fadlalla G. & Crawford, John R.**138-149 On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal–reward process***by*Aliyev, Rovshan & Bayramov, Veli**150-157 The Hadamard product and the free convolutions***by*Chakrabarty, Arijit**158-164 Self-normalized deviation inequalities with application to t-statistic***by*Fan, Xiequan**165-172 Limit theorems for the compensator of Hawkes processes***by*Seol, Youngsoo**173-177 Simultaneous selection of predictors and responses for high dimensional multivariate linear regression***by*An, Baiguo & Zhang, Beibei**178-184 Mean field limit for survival probability of the high-dimensional contact process***by*Xue, Xiaofeng

### 2017, Volume 126, Issue C

**1-6 Scale mixtures of skew-normal-Cauchy distributions***by*Kahrari, F. & Arellano-Valle, R.B. & Rezaei, M. & Yousefzadeh, F.**7-17 The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions***by*Tu, Shuheng & Hao, Wu & Chen, Jing**18-25 Genericity of dimension drop on self-affine sets***by*Käenmäki, Antti & Li, Bing**26-32 Asymptotic inference for non-supercritical partially observed branching processes***by*Rahimov, I.**33-40 Limiting empirical distribution for eigenvalues of products of random rectangular matrices***by*Zeng, Xingyuan**41-48 The multiset EM algorithm***by*Huang, Weihong & Chen, Yuguo**49-58 Weak decreasing stochastic order***by*Bogso, Antoine-Marie & Takam Soh, Patrice**59-64 Characterization of convolution splitting graphical models***by*Peyhardi, Jean & Fernique, Pierre**65-75 Large deviations for estimators of the parameters of a neuronal response latency model***by*Macci, Claudio & Pacchiarotti, Barbara**76-82 A note on the connection between some classical mortality laws and proportional frailty***by*Lindholm, Mathias**83-87 A non-iterative (trivial) method for posterior inference in stochastic volatility models***by*Tsionas, Mike G.**88-96 Mean square exponential stability of stochastic Hopfield neural networks with mixed delays***by*Li, Xiaofei & Ding, Deng**97-107 Moderate deviations for neutral stochastic differential delay equations with jumps***by*Ma, Xiaocui & Xi, Fubao**108-113 On relative efficiency of principal Hessian directions***by*Cheng, Qing & Zhu, Liping**114-118 Generalized mixed effects regression trees***by*Hajjem, Ahlem & Larocque, Denis & Bellavance, François**119-126 Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models***by*Zhao, Li & Xu, Xingzhong**127-131 Maximum likelihood estimator of the scale parameter for the Riesz distribution***by*Kammoun, Kaouthar & Louati, Mahdi & Masmoudi, Afif**132-138 A family of Markov processes in maximal compact subgroups of a semisimple Lie groups***by*Arafat, Ahmed & Mateu, Jorge & Gregori, Pablo**139-149 Portfolio selection and risk control for an insurer in the Lévy market under mean–variance criterion***by*Zhou, Jieming & Yang, Xiangqun & Guo, Junyi**150-156 On inequalities for values of first jumps of distribution functions and Hölder’s inequality***by*Frolov, Andrei N.**157-163 Asymptotic distributions of some robust scale estimators in explosive AR(1) model***by*Koul, Hira L. & Vellaisamy, P.**164-172 Generalized cumulative entropy based on kth lower record values***by*Tahmasebi, Saeid & Eskandarzadeh, Maryam**173-178 Bounds on Kendall’s tau for zero-inflated continuous variables***by*Denuit, Michel M. & Mesfioui, Mhamed**179-184 Error bounds for kernel density estimator of spectral distribution for Gaussian Unitary Ensembles***by*Jiang, Hui & Wang, Shaochen**185-192 Exponential stability of impulsive stochastic partial differential equations with delays***by*Li, Dingshi & Fan, Xiaoming**193-197 The unbiased nonparametric test and its moment generating function for the ordered alternative***by*Murakami, Hidetoshi & Lee, Seong Keon**198-204 A note on the limit theory of a Dickey–Fuller unit root test with heavy tailed innovations***by*Arvanitis, Stelios**205-211 Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space***by*Park, Jinho**212-218 Continuum percolation with holes***by*Sarkar, A. & Haenggi, M.**219-229 Hypothesis tests in partial linear errors-in-variables models with missing response***by*Xu, Hong-Xia & Fan, Guo-Liang & Chen, Zhen-Long**230-237 Kernel estimators for Mar c ˘ enko–Pastur law of quaternion sample covariance matrices***by*Yang, Lifang & Hu, Jiang**238-243 The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data***by*Kim, Arlene Kyoung Hee & Shin, Seung Jun**244-252 A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve***by*Iksanov, Alexander & Jedidi, Wissem & Bouzeffour, Fethi

### 2017, Volume 125, Issue C

**1-8 Consistency and asymptotic normality of stochastic Euler schemes for ordinary differential equations***by*Krebs, Johannes T.N.**9-16 A note on compatibility of conditional autoregressive models***by*Dreassi, Emanuela & Rigo, Pietro**17-24 Perturbations of continuous-time Markov chains***by*Li, Pei-Sen**25-32 Maximal irreducibility measure for spatial birth-and-death processes***by*Bezborodov, Viktor & Persio, Luca Di**33-43 Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization***by*Weng, Zhichao & Liao, Xin**44-54 On the maxima and sums of homogeneous Gaussian random fields***by*Tan, Zhongquan & Tang, Linjun**55-63 Strong convergence for the Euler–Maruyama approximation of stochastic differential equations with discontinuous coefficients***by*Ngo, Hoang-Long & Taguchi, Dai**64-70 Lasso for sparse linear regression with exponentially β-mixing errors***by*Xie, Fang & Xu, Lihu & Yang, Youcai**71-79 Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times***by*Yan, Jun**80-90 Occupation times of Lévy-driven Ornstein–Uhlenbeck processes with two-sided exponential jumps and applications***by*Zhou, Jiang & Wu, Lan & Bai, Yang**91-98 Asymptotic independence of bivariate order statistics***by*Falk, Michael & Wisheckel, Florian**99-103 On randomization-based causal inference for matched-pair factorial designs***by*Lu, Jiannan & Deng, Alex**104-109 The directions of selection bias***by*Jiang, Zhichao & Ding, Peng**110-120 Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function***by*Zinodiny, S. & Rezaei, S. & Nadarajah, S.**121-129 On a generalization of Archimedean copula family***by*Xie, Jiehua & Lin, Feng & Yang, Jingping**130-140 Modified information approach for detecting change points in piecewise linear failure rate function***by*Cai, Xia & Tian, Yubin & Ning, Wei**141-148 Model free feature screening with dependent variable in ultrahigh dimensional binary classification***by*Lai, Peng & Song, Fengli & Chen, Kaiwen & Liu, Zhi**149-159 Exponential ergodicity for population dynamics driven by α-stable processes***by*Zhang, Zhenzhong & Zhang, Xuekang & Tong, Jinying**160-163 Proper two-sided exits of a Lévy process***by*Vidmar, Matija**164-170 A two-sided bound for the renewal function when the interarrival distribution is IMRL***by*Losidis, Sotirios & Politis, Konstadinos**171-173 The asymptotic hazard rate of sums of discrete random variables***by*Arts, Joachim & van Houtum, Geert-Jan & Zwart, Bert**174-180 Construction of (nearly) orthogonal sliced Latin hypercube designs***by*Wang, Xiao-Lei & Zhao, Yu-Na & Yang, Jian-Feng & Liu, Min-Qian**181-188 Exact and asymptotic distributions of exceedance statistics for bivariate random sequences***by*Erem, Aysegul & Bayramoglu, Ismihan**189-195 Bayesian mixture modeling for spectral density estimation***by*Cadonna, Annalisa & Kottas, Athanasios & Prado, Raquel**196-201 Stochastic accessibility on Grushin-type manifolds***by*Ţurcanu, Teodor & Udrişte, Constantin**202-206 Closed-form estimation of a regression model with a mismeasured binary regressor and heteroskedasticity***by*Liu, Yibin & Wu, Wenbin**207-214 On linear stochastic equations of optional semimartingales and their applications***by*Abdelghani, Mohamed N. & Melnikov, Alexander V.**215-219 Properties of the Kelly bets for pairs of binary wagers***by*Eisenberg, Bennett & Diao, Shuotao**220-226 Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1)***by*Yabe, Ryota**227-235 Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments***by*Fu, Ke-Ang & Ng, Cheuk Yin Andrew

### 2017, Volume 124, Issue C

**1-4 A Gaussian expectation product inequality***by*Liu, Zhenxia & Wang, Zhi & Yang, Xiangfeng**5-12 A central limit theorem for Lebesgue integrals of random fields***by*Kampf, Jürgen**13-21 Asymptotic behavior of the joint record values, with applications***by*Barakat, H.M. & Abd Elgawad, M.A.**22-29 Finite time Parisian ruin of an integrated Gaussian risk model***by*Peng, Xiaofan & Luo, Li**30-32 Probability that product of real random matrices have all eigenvalues real tend to 1***by*Reddy, Tulasi Ram**33-40 Uniform convergence rates for halfspace depth***by*Burr, Michael A. & Fabrizio, Robert J.**41-48 On stochastic pseudo-integrals with applications***by*Agahi, Hamzeh & Yadollahzadeh, Milad**49-54 A note on the generalized linear exponential distribution***by*Lee, Chiang-Sheng & Tsai, Hsine-Jen**55-63 Creating new distributions by blunting cusps***by*Baker, Rose**64-68 Are the Sweden Democrats really Sweden’s largest party? A maximum likelihood ratio test on the simplex***by*Bergman, J. & Holmquist, B.**69-76 Some properties of bivariate Schur-constant distributions***by*Ta, Bao Quoc & Van, Chung Pham**77-82 Testing equivalence of multinomial distributions***by*Ostrovski, Vladimir**83-91 Functional central limit theorems for the Nelson–Aalen and Kaplan–Meier estimators for dependent stationary data***by*Anevski, Dragi**92-96 Computation of vector ARMA autocovariances***by*McElroy, Tucker**97-100 Decomposing aggregate risk into marginal risks under partial information: A top-down method***by*Shao, Hui**101-109 Generalized fractional Laplace motion***by*Gajda, J. & Wyłomańska, A. & Kumar, A.**110-120 The strong laws of large numbers for positive measurable operators and applications***by*Quang, Nguyen Van & Son, Do The & Son, Le Hong**121-125 Credit default prediction and parabolic potential theory***by*Bedini, Matteo L. & Hinz, Michael**126-131 Stochastic solutions of conformable fractional Cauchy problems***by*Çenesiz, Yücel & Kurt, Ali & Nane, Erkan**132-139 A note on Slepian’s inequality based on majorization***by*Ding, Ying & Zhang, Xinsheng**140-147 Geometric random variables: Descents following maxima***by*Archibald, Margaret & Blecher, Aubrey & Brennan, Charlotte & Knopfmacher, Arnold & Prodinger, Helmut**148-153 Distribution spread and location metrics using entropic separation***by*Bowden, Roger J.

### 2017, Volume 123, Issue C

**1-7 Unique coverage in Boolean models***by*Haenggi, M. & Sarkar, A.**8-16 Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump–diffusion processes***by*Djouadi, Seddik M. & Maroulas, Vasileios & Pan, Xiaoyang & Xiong, Jie**17-22 Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view***by*Mynbaev, Kairat & Martins-Filho, Carlos**23-26 A concentration inequality for a Gaussian process indexed by matrices***by*Serdyukova, Nora**27-33 On reducibility and spectral properties of circulant Markov processes***by*Bolaños-Servin, Jorge R. & Carbone, Raffaella & Quezada, Roberto**34-44 Refracted continuous-state branching processes: Self-regulating populations***by*Murillo-Salas, A. & Pérez, J.L. & Siri-Jégousse, A.**45-55 Large deviations for the Ornstein–Uhlenbeck process without tears***by*Bercu, Bernard & Richou, Adrien**56-60 The Tracy–Widom distribution is not infinitely divisible***by*Domínguez-Molina, J. Armando**61-76 On exponential stability of mild solutions for some stochastic partial integrodifferential equations***by*Dieye, Moustapha & Diop, Mamadou Abdoul & Ezzinbi, Khalil**77-83 Self-normalized large deviations under sublinear expectation***by*Feng, Xinwei**84-87 A reverse Gaussian correlation inequality by adding cones***by*Chen, Xiaohong & Gao, Fuchang**88-92 On the mean squared error of the ridge estimator of the covariance and precision matrix***by*van Wieringen, Wessel N.**93-99 Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling***by*van Waaij, Jan & van Zanten, Harry**100-106 Stochastic Ising model with plastic interactions***by*Pechersky, Eugene & Via, Guillem & Yambartsev, Anatoly**107-113 Kac’s representation for empirical copula process from an asymptotic viewpoint***by*Bouzebda, Salim**114-121 Random eigenvalues from a stochastic heat equation***by*Pacheco, Carlos G.**122-127 A new variance component score test for testing distributed lag functions with applications in time series analysis***by*Chen, Yin-Hsiu & Mukherjee, Bhramar**128-138 Block empirical likelihood for partially linear panel data models with fixed effects***by*He, Bang-Qiang & Hong, Xing-Jian & Fan, Guo-Liang**139-145 Covariate-balancing-propensity-score-based inference for linear models with missing responses***by*Guo, Donglin & Xue, Liugen & Hu, Yuqin**146-152 A simple nonparametric method to estimate the expected time to cross a threshold***by*Nicolau, João**153-159 A refined version of the integro-local Stone theorem***by*Borovkov, Alexander A. & Borovkov, Konstantin A.**160-164 Sample size determination of a nonparametric test based on weighted L2-Wasserstein distance***by*Xiang, Jim X.**165-170 Integrated depth for measurable functions and sets***by*Nagy, Stanislav**171-176 Deconvolution of P(X***by*Trong, Dang Duc & Nguyen, Ton That Quang & Phuong, Cao Xuan**177-182****Fast calculation of boundary crossing probabilities for Poisson processes***by*Moscovich, Amit & Nadler, Boaz**183-192 Strong stationary duality for discrete time Möbius monotone Markov chains on Z+d***by*Mao, Yong-Hua & Zhao, Pan**193-201 Conditional maximum likelihood estimation for a class of observation-driven time series models for count data***by*Cui, Yunwei & Zheng, Qi**202-209 Maximum likelihood estimators under progressive Type-I interval censoring***by*Budhiraja, Sonal & Pradhan, Biswabrata & Sengupta, Debasis**210-217 On unbalanced group sizes in cluster randomized designs using balanced ranked set sampling***by*Ahn, Soohyun & Wang, Xinlei & Lim, Johan

### 2017, Volume 122, Issue C

**1-10 On estimating the distribution function and odds using ranked set sampling***by*Eftekharian, A. & Razmkhah, M.**11-19 Focused information criterion and model averaging with generalized rank regression***by*Zhang, Qingzhao & Duan, Xiaogang & Ma, Shuangge**20-27 Stability in distribution of stochastic Volterra–Levin equations***by*Li, Zhi & Zhang, Wei**28-35 Boundary non-crossing probabilities for Slepian process***by*Deng, Pingjin**36-41 Relative weak compactness of sums of pair-wise independent random variables***by*Kruglov, Victor M.**42-50 In search of an optimal kernel for a bias correction method for density estimators***by*Sakhanenko, Lyudmila**51-57 Approaches to asymptotics for U-statistics of Gibbs facet processes***by*Večeřa, Jakub & Beneš, Viktor**58-62 On the independence of singular multivariate skew-normal sub-vectors***by*Young, Phil D. & Kahle, David J. & Young, Dean M.**63-72 Strong laws for sequences in the vicinity of the LIL***by*Gut, Allan & Stadtmüller, Ulrich**73-78 WLLN for arrays of nonnegative random variables***by*Ankirchner, Stefan & Kruse, Thomas & Urusov, Mikhail**79-85 A moderate deviation principle for stochastic Volterra equation***by*Li, Yumeng & Wang, Ran & Yao, Nian & Zhang, Shuguang**86-89 A self-improvement to the Cauchy–Schwarz inequality***by*Walker, Stephen G.**90-95 Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model***by*Koldanov, Petr & Koldanov, Alexander & Kalyagin, Valeriy & Pardalos, Panos**96-103 Individual-specific, sparse inverse covariance estimation in generalized estimating equations***by*Zhang, Qiang & Ip, Edward H. & Pan, Junhao & Plemmons, Robert**104-108 Normal approximation for strong demimartingales***by*Hadjikyriakou, Milto**109-117 Identifiability of nonrecursive structural equation models***by*Nagase, Mario & Kano, Yutaka**118-127 Anticipative backward stochastic differential equations driven by fractional Brownian motion***by*Wen, Jiaqiang & Shi, Yufeng**128-140 On maximizing expected discounted taxation in a risk process with interest***by*Ming, Ruixing & Wang, Wenyuan & Hu, Yijun**141-146 A scalar-valued infinitely divisible random field with Pólya autocorrelation***by*Finlay, Richard & Seneta, Eugene**147-151 The limit law of the iterated logarithm for linear processes***by*Zhang, Yong**152-156 Weak convergence of h-transforms for one-dimensional diffusions***by*Yano, Kouji & Yano, Yuko & Yen, Ju-Yi**157-161 Computation of an exact confidence set for a maximum point of a univariate polynomial function in a given interval***by*Zhou, Sanyu & Wan, Fang & Liu, Wei & Bretz, Frank**162-167 A note on Marked Point Processes and multivariate subordination***by*Jevtić, Petar & Marena, Marina & Semeraro, Patrizia**168-172 A note on faithfulness and total positivity***by*Li, Benchong & Li, Yang**173-178 Unified ranked sampling***by*Matthews, Michael J. & Wolfe, Douglas A.**179-189 Wavelet estimation in varying coefficient models for censored dependent data***by*Zhou, Xing-cai & Xu, Ying-zhi & Lin, Jin-guan**190-197 A weak type John–Nirenberg theorem for martingales***by*Liu, Kaituo & Zhou, Dejian & Peng, Lihua**198-204 A note on the multiplicative gamma process***by*Durante, Daniele**205-210 Estimating the parameters of a selected bivariate normal population***by*Mohammadi, Zohreh & Towhidi, Mina**211-217 Three-level A- and D-optimal paired choice designs***by*Chai, Feng-Shun & Das, Ashish & Singh, Rakhi**218-226 Functional generalizations of Hoeffding’s covariance lemma and a formula for Kendall’s tau***by*Lo, Ambrose

### 2017, Volume 121, Issue C

**1-5 A comparison of pivotal sampling and unequal probability sampling with replacement***by*Chauvet, Guillaume & Ruiz-Gazen, Anne**6-11 A mesh free floating random walk method for solving diffusion imaging problems***by*Sabelfeld, Karl K.**12-17 Designs containing partially clear main effects***by*Chen, Xue-Ping & Lin, Jin-Guan & Wang, Hong-Xia & Huang, Xing-Fang**18-28 Derivative of intersection local time of independent symmetric stable motions***by*Yan, Litan & Yu, Xianye & Chen, Ruqing**29-36 Efficiency of estimators for quantile differences with left truncated and right censored data***by*Xun, Li & Shao, Li & Zhou, Yong**37-44 Local linear regression modelization when all variables are curves***by*Demongeot, Jacques & Naceri, Amina & Laksaci, Ali & Rachdi, Mustapha**45-50 On normal variance–mean mixtures***by*Yu, Yaming**51-53 Return of Fibonacci random walks***by*Neunhäuserer, Jörg**54-60 A note on jointly modeling edges and node attributes of a network***by*Cai, Haiyan**61-69 On leaf related statistics in recursive tree models***by*Altok, S. & Işlak, Ü.**70-77 Asymptotic tests for interval-valued means***by*Sun, Yan**78-82 A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion***by*Kubilius, K. & Skorniakov, V.**83-89 Simultaneous estimation of p positive normal means with common unknown variance***by*Chang, Yuan-Tsung & Strawderman, William E.**90-98 A note on estimating cumulative distribution functions by the use of convolution power kernels***by*Funke, Benedikt & Palmes, Christian