# Elsevier

# Statistics & Probability Letters

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### 2015, Volume 107, Issue C

**362-368 On the use of blocked 2-level main effects plans having blocks of different sizes***by*Jacroux, Mike & Kealy-Dichone, Bonni**369-377 Moments, errors, asymptotic normality and large deviation principle in nonparametric functional regression***by*Geenens, Gery**378-384 On the asymptotic normality of the extreme value index for right-truncated data***by*Benchaira, Souad & Meraghni, Djamel & Necir, Abdelhakim

### 2015, Volume 106, Issue C

**1-4 A note on the Karhunen–Loève expansions for infinite-dimensional Bayesian inverse problems***by*Li, Jinglai**5-12 Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor***by*Pourahmadi, Mohsen & Wang, Xiao**13-18 A note on order statistics in the mixed Erlang case***by*Landriault, David & Moutanabbir, Khouzeima & Willmot, Gordon E.**19-29 First-order r−d class estimator in binary logistic regression model***by*Özkale, M. Revan & Arıcan, Engin**30-38 A note on warm standby system***by*Hazra, Nil Kamal & Nanda, Asok K.**39-45 Parametric bootstrap simultaneous confidence intervals for differences of means from several two-parameter exponential distributions***by*Li, Juan & Song, Weixing & Shi, Jianhong**46-51 Generalized entropy measure in record values and its applications***by*Kumar, Vikas**52-57 Random circumscribing polygons and approximations of π***by*Xu, Wen-Qing**58-64 Construction of main-effect plans orthogonal through the block factor***by*Chen, Xue-Ping & Lin, Jin-Guan & Yang, Jian-Feng & Wang, Hong-Xia**65-72 Moments of q-Normal and conditional q-Normal distributions***by*Szabłowski, Paweł J.**73-81 Mean-field backward stochastic differential equations with subdifferential operator and its applications***by*Lu, Wen & Ren, Yong & Hu, Lanying**82-85 A note on testing complete independence for high dimensional data***by*Mao, Guangyu**86-90 A stochastic comparison result about hazard rate ordering of two parallel systems comprising of geometric components***by*Wang, Jiantian**91-99 The inverse probability weighted estimators for distribution functions of the bivariate recurrent events***by*Shen, Pao-sheng**100-102 Nonparametric identification for respondent-driven sampling***by*Aronow, Peter M. & Crawford, Forrest W.**103-108 On the identifiability of finite mixture of Skew-Normal and Skew-t distributions***by*Otiniano, C.E.G. & Rathie, P.N. & Ozelim, L.C.S.M.**109-112 On distribution of the leadership time in counting votes and predicting winners***by*Stępniak, Czesław**113-120 Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data***by*Hao, Chengcheng & Liang, Yuli & Roy, Anuradha**121-128 Rates of mean square convergence of density and failure rate estimators under twice censoring***by*Boukeloua, Mohamed**129-133 A moment maximal inequality for dependent random variables***by*Szewczak, Zbigniew S.**134-141 Optimal reinsurance with both proportional and fixed costs***by*Li, Peng & Zhou, Ming & Yin, Chuancun**142-146 A note on G-normal distributions***by*Song, Yongsheng**149-156 On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion***by*Fotopoulos, Stergios & Jandhyala, Venkata & Wang, Jun**157-164 Stability of expected L-statistics against weak dependence of observations***by*Okolewski, A. & Kaluszka, M.**165-172 Logarithmic Sobolev inequalities for fractional diffusion***by*Fan, XiLiang**173-175 An elementary proof of the covariance inequality for Choquet integral***by*Agahi, Hamzeh**176-183 A note on functional derivatives on continuous paths***by*Ji, Shaolin & Yang, Shuzhen**184-190 Using sliced inverse mean difference for sufficient dimension reduction***by*Artemiou, Andreas & Tian, Lipu**191-198 Berry–Esseen type theorems and the uniform law of the iterated logarithm for LPQD processes***by*Moon, Hee-Jin & Choi, Yong-Kab**199-208 Second-order asymptotics for convolution of distributions with light tails***by*Peng, Zuoxiang & Liao, Xin**209-217 Packing dimensions of the images of Gaussian random fields***by*Du, Yali & Miao, Junjie & Wu, Dongsheng & Xiao, Yimin**218-227 Occupation times of refracted double exponential jump diffusion processes***by*Zhou, Jiang & Wu, Lan**228-238 The Fourier dimension of Brownian limsup fractals***by*Potgieter, Paul**239-246 Some superconcentration inequalities for extrema of stationary Gaussian processes***by*Tanguy, Kevin**247-255 Estimation of a jump point in random design regression***by*Kohler, Michael & Krzyżak, Adam**256-261 On the capacity of an associative memory model based on neural cliques***by*Heusel, Judith & Löwe, Matthias & Vermet, Franck**262-271 On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications***by*Taufer, Emanuele**272-280 Relative ageing of (n−k+1)-out-of-n systems***by*Misra, Neeraj & Francis, Jisha**281-286 Characteristic function of the positive part of a random variable and related results, with applications***by*Pinelis, Iosif**287-294 Cumulative residual Kullback–Leibler information with the progressively Type-II censored data***by*Park, Sangun & Pakyari, Reza**295-300 A proportional score test over the nuisance parameter space: Properties and applications***by*Thas, Olivier & Yuan, Ao & Ng, Hon Keung Tony & Zheng, Gang

### 2015, Volume 105, Issue C

**1-5 Variance estimation in ranked set sampling using a concomitant variable***by*Zamanzade, Ehsan & Vock, Michael**6-13 A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density***by*Bulla, Ingo & Chesneau, Christophe & Navarro, Fabien & Mark, Tanya**14-19 On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound***by*Shiu, Shang-Ying & Chen, Ting-Li**20-28 Conditional tail expectation of randomly weighted sums with heavy-tailed distributions***by*Yang, Yang & Ignatavičiūtė, Eglė & Šiaulys, Jonas**29-36 A note on high-dimensional two-sample test***by*Feng, Long & Sun, Fasheng**37-46 Bounds of the remainder in a combinatorial central limit theorem***by*Frolov, Andrei N.**47-56 Asymptotics for a class of dependent random variables***by*Zhang, Li-Xin & Zhang, Yang**57-64 On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution***by*Wang, HaiYing & Flournoy, Nancy**65-73 On a weighted bootstrap approximation of the Lp norms of kernel density estimators***by*Liu, Bo & Mojirsheibani, Majid**74-79 Using proportional odds models for semiparametric ROC surface estimation***by*Wan, Shuwen & Zhang, Biao**80-87 New independent component analysis tools for time series***by*Matilainen, Markus & Nordhausen, Klaus & Oja, Hannu**88-95 An interesting property of the arcsine distribution and its applications***by*Jiang, Jia-Jian & He, Ping & Fang, Kai-Tai**96-105 Two-step semiparametric estimation of the Type-3 Tobit model***by*Zhou, Xianbo & Pan, Zhewen**106-113 Influence diagnostic in ridge semiparametric models***by*Emami, Hadi**114-119 A sharp maximal inequality for one-dimensional Dunkl martingales***by*Osȩkowski, Adam**120-129 Feynman–Kac for functional jump diffusions with an application to Credit Value Adjustment***by*Kromer, E. & Overbeck, L. & Röder, J.A.L.**130-135 Exact confidence intervals in the presence of interference***by*Rigdon, Joseph & Hudgens, Michael G.**136-142 Combining inferences on the common mean of several inverse Gaussian distributions based on confidence distribution***by*Liu, Xuhua & Li, Na & Hu, Yuqin**143-148 Large deviations for a Poisson random indexed branching process***by*Gao, Zhenlong & Wang, Weigang**149-156 Threshold effect test in censored quantile regression***by*Tang, Yanlin & Song, Xinyuan & Zhu, Zhongyi**157-162 Testing order constraints: Qualitative differences between Bayes factors and normalized maximum likelihood***by*Heck, Daniel W. & Wagenmakers, Eric-Jan & Morey, Richard D.**163-167 A note on the Davis–Gut law***by*Liu, Xiangdong & Guo, Hui**168-175 Likelihood-based inference for singly and multiply imputed synthetic data under a normal model***by*Klein, Martin & Sinha, Bimal**176-180 Sums of totally positive functions of order 2 and applications***by*Laradji, A.**181-188 Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion***by*Kim, Yoon Tae & Park, Hyun Suk**189-194 Tests of fit for Inverse Gaussian distributions***by*Villaseñor, José A. & González-Estrada, Elizabeth**195-202 Weighted sums of strongly mixing random variables with an application to nonparametric regression***by*Thanh, Le Van & Yin, G.**203-208 On descents after maximal values in samples of discrete random variables***by*Yakubovich, Yu.**209-220 On asymptotic behavior of U-statistics for associated random variables***by*Garg, Mansi & Dewan, Isha

### 2015, Volume 104, Issue C

**1-6 The Davis–Gut law for moving average processes***by*Liu, Xiangdong & Qian, Hangyong & Cao, Linqiu**7-13 Multivariate EWMA control chart based on a variable selection using AIC for multivariate statistical process monitoring***by*Nishimura, Kazuya & Matsuura, Shun & Suzuki, Hideo**14-21 Robust parameter change test for Poisson autoregressive models***by*Kang, Jiwon & Song, Junmo**22-25 A simple proof for the convexity of the Choquet integral***by*Alfonsi, Aurélien**26-35 Model verification for Lévy-driven Ornstein–Uhlenbeck processes with estimated parameters***by*Abdelrazeq, Ibrahim**36-48 Large deviations for a class of counting processes and some statistical applications***by*Macci, Claudio & Pacchiarotti, Barbara**49-57 The strong representation for the nonparametric estimator of length-biased and right-censored data***by*Shi, Jianhua & Chen, Xiaoping & Zhou, Yong**58-67 Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes***by*Bai, Shuyang & Ginovyan, Mamikon S. & Taqqu, Murad S.**68-74 Intuitive approximations in discrete renewal theory, Part 1: Regularly varying case***by*Omey, Edward & Van Gulck, Stefan**75-81 The Kumaraswamy skew-normal distribution***by*Mameli, Valentina**82-86 Sharp L1(ℓq) estimate for a sequence and its predictable projection***by*Osȩkowski, Adam**87-93 A dynamic view to moment matching of truncated distributions***by*Liquet, Benoit & Nazarathy, Yoni**94-101 A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale***by*Kreher, Dörte & Nikeghbali, Ashkan**102-108 A generalization of the Petrov strong law of large numbers***by*Korchevsky, Valery**109-116 Pivotal inference for the scaled half logistic distribution based on progressively Type-II censored samples***by*Seo, Jung-In & Kang, Suk-Bok**117-122 Bounds on the expected value of maximum loss of fractional Brownian motion***by*Vardar-Acar, Ceren & Bulut, Hatice**123-132 Mixture discrepancy on symmetric balanced designs***by*Elsawah, A.M. & Qin, Hong**133-140 Berry–Esseen bounds for the percentile residual life function estimators***by*Zhao, Mu & Jiang, Hongmei**141-145 Spherically symmetric multivariate beta family kernels***by*Duong, Tarn**146-152 An efficient monotone data augmentation algorithm for Bayesian analysis of incomplete longitudinal data***by*Tang, Yongqiang**153-162 A moment-based test for individual effects in the error component model with incomplete panels***by*Wu, Jianhong & Qin, Jinxu & Ding, Qing**163-168 Cross-classified sampling: Some estimation theory***by*Skinner, C.J.**169-180 Statistical Skorohod embedding problem: Optimality and asymptotic normality***by*Belomestny, Denis & Schoenmakers, John

### 2015, Volume 103, Issue C

**1-5 Large and moderate deviations for a class of renewal random indexed branching process***by*Gao, Zhenlong & Zhang, Yanhua**6-7 A probabilistic proof of the Hardy inequality***by*Walker, Stephen G.**8-16 An estimator for the tail index of an integrated conditional Pareto–Weibull-type model***by*Goegebeur, Yuri & Guillou, Armelle & Osmann, Michael**17-23 On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model***by*Kang, Shuaimin & Wang, Min & Lu, Tao**24-29 On the upper bound in Varadhan’s Lemma***by*Jansen, H.M. & Mandjes, M.R.H. & De Turck, K. & Wittevrongel, S.**30-36 Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains***by*Zeifman, A.I. & Korolev, V. Yu.**37-45 Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression***by*Xia, Tian & Jiang, Xuejun & Wang, Xueren**46-56 Weak convergence of equity derivatives pricing with default risk***by*Qiao, Gaoxiu & Yao, Qiang**57-61 Reducing sample size in negative binomial UMPU test***by*Bandyopadhyay, Uttam & Mukherjee, Shirsendu & Dutta, Dhiman**62-72 Maxima of a triangular array of multivariate Gaussian sequence***by*Hashorva, Enkelejd & Peng, Liang & Weng, Zhichao**73-79 On shape properties of the receiver operating characteristic curve***by*Bhattacharya, Bhaskar & Hughes, Gareth**80-85 Partial stochastic dominance for the multivariate Gaussian distribution***by*Turner, Amanda & Whitehead, John**86-92 Model selection and estimation in high dimensional regression models with group SCAD***by*Guo, Xiao & Zhang, Hai & Wang, Yao & Wu, Jiang-Lun**93-99 On the generalized multivariate Gumbel distribution***by*Demirhan, Haydar & Kalaylioglu, Zeynep**100-104 Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors***by*Pati, Debdeep & Bhattacharya, Anirban**105-109 A note on the e–a histogram***by*Kirschenmann, T.H. & Damien, P. & Walker, S.G.**110-115 Semi-strong linearity testing in linear models with dependent but uncorrelated errors***by*Boubacar Maïnassara, Yacouba & Raïssi, Hamdi**116-126 A new strategy for optimal foldover two-level designs***by*Elsawah, A.M. & Qin, Hong**127-133 Complete asymptotic expansions for normal extremes***by*Nadarajah, Saralees**134-141 Inverse tempered stable subordinators***by*Kumar, A. & Vellaisamy, P.**142-147 Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix***by*Madar, Vered**148-159 On Bayesian asymptotics in stochastic differential equations with random effects***by*Maitra, Trisha & Bhattacharya, Sourabh**160-168 Fast approximate likelihood evaluation for stable VARFIMA processes***by*Pai, Jeffrey & Ravishanker, Nalini**169-175 Spline-based sieve estimation in monotone constrained varying-coefficient partially linear EV model***by*Liang, Baosheng & Hu, Tao & Tong, Xingwei**176-185 Discrete strong unimodality of order statistics***by*Alimohammadi, Mahdi & Alamatsaz, Mohammad Hossein & Cramer, Erhard

### 2015, Volume 102, Issue C

**1-7 A correction term for the covariance of renewal-reward processes with multivariate rewards***by*Patch, Brendan & Nazarathy, Yoni & Taimre, Thomas**8-16 Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations***by*You, Surong & Hu, Liangjian & Mao, Wei & Mao, Xuerong**17-21 A note on allocation policy in two-parallel–series and two-series–parallel systems with respect to likelihood ratio order***by*Wang, Jiantian & Laniado, Henry**22-29 Time series regression with persistent level shifts***by*Woody, Jonathan**30-37 Moment for the inverse Riesz distributions***by*Louati, Mahdi & Masmoudi, Afif**38-41 Diffusion hitting times and the bell-shape***by*Jedidi, Wissem & Simon, Thomas**42-50 Stochastic comparisons of weighted sums of arrangement increasing random variables***by*Pan, Xiaoqing & Yuan, Min & Kochar, Subhash C.**51-60 On mixed δ-shock models***by*Parvardeh, A. & Balakrishnan, N.**61-68 A generalization of Φ-moment martingale inequalities***by*Peng, Lihua & Li, Junping

### 2015, Volume 101, Issue C

**1-10 Birnbaum–Saunders distribution based on Laplace kernel and some properties and inferential issues***by*Zhu, Xiaojun & Balakrishnan, N.**11-20 Further results on estimation of covariance matrix***by*Xu, Kai & He, Daojiang**21-32 On the construction of nested Archimedean copulas for d-monotone generators***by*Rezapour, Mohsen**33-37 Orthogonal decomposition of symmetry model using the ordinal quasi-symmetry model based on f-divergence for square contingency tables***by*Saigusa, Yusuke & Tahata, Kouji & Tomizawa, Sadao**38-39 Convergence of heteroscedastic extremes***by*de Haan, Laurens**40-48 The truncated geometric election algorithm: Duration of the election***by*Louchard, Guy & Ward, Mark Daniel**49-53 On the problem of optimal instant observations of the linear birth and death process***by*Butov, Alexander A.**54-63 Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series***by*Krampe, J. & Kreiss, J.-P. & Paparoditis, E.**64-72 A formula of small time expansion for Young SDE driven by fractional Brownian motion***by*Yamada, Toshihiro**73-82 Joint aggregation of random-coefficient AR(1) processes with common innovations***by*Pilipauskaitė, Vytautė & Surgailis, Donatas**83-91 Large deviations for the stochastic present value of aggregate claims in the renewal risk model***by*Jiang, Tao & Cui, Sheng & Ming, Ruixing

### 2015, Volume 100, Issue C

**1-11 Strong convergence of robust equivariant nonparametric functional regression estimators***by*Boente, Graciela & Vahnovan, Alejandra**12-18 A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments***by*Liu, Wei & Ma, Chaoqun & Li, Yingqiu & Wang, Suming**19-26 Stein’s method for conditional compound Poisson approximation***by*Gan, H.L. & Xia, A.**27-34 Explicit formulae for product moments of multivariate Gaussian random variables***by*Song, Iickho & Lee, Seungwon**35-41 Robust procedures for experimental design in group testing considering misclassification***by*Xiong, Wenjun & Ding, Juan**42-47 Limit theorems for the estimation of L1 integrals using the Brownian motion***by*Athreya, Krishna B. & Normand, Raoul & Roy, Vivekananda & Wu, Sheng-Jhih**48-55 Studying mixability with supermodular aggregating functions***by*Bignozzi, Valeria & Puccetti, Giovanni**56-66 Deviations of convex and coherent entropic risk measures***by*Yan, Jun**67-76 Two-sided discounted potential measures for spectrally negative Lévy processes***by*Li, Yingqiu & Zhou, Xiaowen & Zhu, Na**77-84 Expansions for bivariate copulas***by*Nadarajah, Saralees**85-92 Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries***by*Atkinson, Michael P. & Singham, Dashi I.**93-97 L1-Poincaré inequality for discrete time Markov chains***by*Zhang, Lihua & Wang, Yingzhe**98-103 Sequential change point detection in linear quantile regression models***by*Zhou, Mi & Wang, Huixia Judy & Tang, Yanlin**104-114 Sobolev inequalities for harmonic measures on spheres***by*Du, Jing & Lei, Liangzhen & Ma, Yutao**115-123 A note on quadratic transportation and divergence inequality***by*Ding, Ying**124-129 Estimators in step regression models***by*Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang**130-136 On the consistency of a spatial-type interval-valued median for random intervals***by*Sinova, Beatriz & Van Aelst, Stefan**137-141 A note on the sharp Lp-convergence rate of upcrossings to the Brownian local time***by*Ohashi, Alberto & Simas, Alexandre B.**142-148 On the extended two-parameter generalized skew-normal distribution***by*Ogundimu, Emmanuel O. & Hutton, Jane L.**149-157 On kernel estimators of density for reversible Markov chains***by*Longla, Martial & Peligrad, Magda & Sang, Hailin**158-163 On the distribution of a max-stable process conditional on max-linear functionals***by*Oesting, Marco**164-171 Conditional MLE for the proportional hazards model with left-truncated and interval-censored data***by*Shen, Pao-sheng**172-175 Elicitable distortion risk measures: A concise proof***by*Wang, Ruodu & Ziegel, Johanna F.**176-181 Bayesian sequential tests of the initial size of a linear pure death process***by*Goudie, I.B.J.**182-191 Regression mean residual life of a system with three dependent components with normal lifetimes***by*Madadi, Mohsen & Khalilpoor, Parisa & Jamalizadeh, Ahad**192-202 Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models***by*Bibi, Abdelouahab & Ghezal, Ahmed

### 2015, Volume 99, Issue C

**1-5 Causality and separability***by*Renault, Eric & Triacca, Umberto**6-12 Error bounds of MCMC for functions with unbounded stationary variance***by*Rudolf, Daniel & Schweizer, Nikolaus**13-19 Exact upper tail probabilities of random series***by*Yang, Xiangfeng**20-26 The weighted rank correlation coefficient rW2 in the case of ties***by*Pinto Da Costa, Joaquim & Roque, Luís A.C. & Soares, Carlos**27-35 On large deviations of extremes under power normalization***by*Feng, Bo & Chen, Shouquan**36-43 A hybrid test for the isotonic change-point problem***by*Shen, Gang & D’Silva, Karl**44-53 Generalized continuous time random walks and Hermite processes***by*Chen, Zhenlong & Xu, Lin & Zhu, Dongjin**54-60 Some convergence theorems for RM algorithm***by*Wang, Zhen & Mu, Jianyong & Miao, Yu**61-69 On some spectral properties of large block Laplacian random matrices***by*Ding, Xue**70-76 Solutions for functional fully coupled forward–backward stochastic differential equations***by*Ji, Shaolin & Yang, Shuzhen**77-84 The joint distribution of the maximum and minimum of an AR(1) process***by*Withers, Christopher S. & Nadarajah, Saralees**85-93 Sequential detection of gradual changes in the location of a general stochastic process***by*Timmermann, Hella**94-100 Representation of self-similar Gaussian processes***by*Yazigi, Adil**101-108 Dilatively semistable stochastic processes***by*Kern, Peter & Wedrich, Lina**109-113 A theoretical note on optimal sufficient dimension reduction with singularity***by*Yoo, Jae Keun**114-124 Optimal designs for parameters of shifted Ornstein–Uhlenbeck sheets measured on monotonic sets***by*Baran, S. & Stehlík, M.**125-130 Log-concavity of a mixture of beta distributions***by*Mu, Xiaosheng**131-134 On the supremum of the tails of normalized sums of independent Rademacher random variables***by*Pinelis, Iosif**135-142 Optimal jackknife for unit root models***by*Chen, Ye & Yu, Jun**143-148 Marshall lemma in discrete convex estimation***by*Balabdaoui, Fadoua & Durot, Cécile**149-155 Central limit theorems under special relativity***by*McKeague, Ian W.**156-166 Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories***by*Cardot, Hervé & De Moliner, Anne & Goga, Camelia**167-176 A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model***by*Hwang, Eunju & Shin, Dong Wan**177-184 A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes***by*Gatto, Riccardo**185-191 Asymptotic independence of three statistics of maximal segmental scores***by*Mijatović, Aleksandar & Pistorius, Martijn**192-201 A note on the large random inner-product kernel matrices***by*Zeng, Xingyuan**202-209 On general minimum lower order confounding criterion for s-level regular designs***by*Li, Zhiming & Zhao, Shengli & Zhang, Runchu**210-214 Optimal stepped wedge designs***by*Lawrie, Jock & Carlin, John B. & Forbes, Andrew B.**215-222 Distribution free testing of goodness of fit in a one dimensional parameter space***by*Roberts, Leigh A.**223-229 Limit theorems for discrete Hawkes processes***by*Seol, Youngsoo**230-237 Vector-valued skewness for model-based clustering***by*Loperfido, Nicola**238-243 Model selection of M-estimation models using least squares approximation***by*Mao, Guangyu