# Elsevier

# Statistics & Probability Letters

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### 2001, Volume 52, Issue 1

**91-100 Large deviations for heavy-tailed random sums in compound renewal model***by*Tang, Qihe & Su, Chun & Jiang, Tao & Zhang, Jinsong**101-107 Tightness and weak convergence for jump processes***by*Gut, Allan & Janson, Svante**109-113 Minimum Riemannian risk equivariant estimator for the univariate normal model***by*García, Gloria & M. Oller, Josep

### 2001, Volume 51, Issue 4

**319-325 Moments of skew-normal random vectors and their quadratic forms***by*Genton, Marc G. & He, Li & Liu, Xiangwei**327-336 Variable selection by stepwise slicing in nonparametric regression***by*Kulasekera, K. B.**337-343 Asymptotic theory for Box-Cox transformations in linear models***by*Cho, Kwanho & Yeo, In-Kwon & Johnson, Richard A. & Loh, Wei-Yin**345-350 Prediction interval estimation in transformed linear models***by*Cho, Kwanho & Yeo, In-Kwon & Johnson, Richard A. & Loh, Wei-Yin**351-359 A central limit theorem for nonuniform [phi]-mixing random fields with infinite variance***by*Maltz, Alberto L.**361-368 Robust estimation of the conditional median function at elliptical models***by*Croux, Christophe & Dehon, Catherine & Rousseeuw, Peter J. & Aelst, Stefan Van**369-375 Some quantitative relationships between two types of finite sample breakdown point***by*Zuo, Yijun**377-388 Properties of selected subset diagnostics in regression***by*Jensen, D. R.**389-396 Stochastic orders of the sums of two exponential random variables***by*Chang, Kuo-Hwa**397-408 An Esséen-type inequality for probability density functions, with an application***by*Roussas, George G.**409-414 On the propriety of a modified Jeffreys's prior for variance components in binary random effects models***by*Natarajan, Ranjini**415-421 Multifold sumsets and fast decreasing of concentration functions***by*Fainleib, A. S.**423-429 Maximum likelihood estimation of a change-point for exponentially distributed random variables***by*Fotopoulos, Stergios & Jandhyala, Venkata

### 2001, Volume 51, Issue 3

**207-213 The Euler scheme for Hilbert space valued stochastic differential equations***by*Fierro, Raúl & Torres, Soledad**215-223 A functional modulus of continuity for a Wiener process***by*Chen, Bin & Csörgo, Miklós**225-234 On the estimation of spread rate for a biological population***by*Clark, Jim & Horváth, Lajos & Lewis, Mark**235-243 Large and moderate deviations upper bounds for the Gaussian autoregressive process***by*Worms, Julien**245-251 Optimal bandwidths for kernel density estimators of functions of observations***by*A. Ahmad, Ibrahim & Fan, Yanqin**253-261 A nonparametric least-squares test for checking a polynomial relationship***by*Gijbels, Irène & Rousson, Valentin**263-267 On the large deviation principle for the almost sure CLT***by*Lifshits, M. A. & Stankevich, E. S.**269-276 Limit behaviour of sums of independent random variables with respect to the uniform p-adic distribution***by*Khrennikov, Andrei**277-284 Estimating one of two normal means when their difference is bounded***by*van Eeden, Constance & V. Zidek, James**285-291 Fluctuations of a super-Brownian motion with randomly controlled immigration***by*Hong, Wenming & Li, Zenghu**293-298 First passage times on zero and one and natural exponential families***by*C. Kokonendji, Célestin**299-305 A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent process***by*Kim, Tae-Sung & Baek, Jong-Il**307-318 Weighted Nadaraya-Watson regression estimation***by*Cai, Zongwu

### 2001, Volume 51, Issue 2

**101-109 Semi-parametric estimation of long-range dependence index in infinite variance time series***by*Peng, Liang**111-119 Preservation of some likelihood ratio stochastic orders by order statistics***by*Lillo, Rosa E. & Nanda, Asok K. & Shaked, Moshe**121-130 L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term***by*Lu, Zudi & Jiang, Zhenyu**131-141 Asymptotics for linear random fields***by*Marinucci, D. & Poghosyan, S.**143-153 An alternative definition of the influence function***by*Schlittgen, Rainer & Schwabe, Rainer**155-164 Convergence of randomly weighted sums of Banach space valued random elements and uniform integrability concerning the random weights***by*Hu, Tien-Chung & Cabrera, Manuel Ordóñez & Volodin, Andrei I.**165-172 GR-estimates for an autoregressive time series***by*Terpstra, Jeffrey T. & McKean, Joseph W. & Naranjo, Joshua D.**173-179 Boundary singularity problem of some nonlinear elliptic equations***by*Ren, Yanxia**181-187 Almost sure limit points of record values from two independent populations***by*Nayak, S. S. & Zalki, Madhusudhan**189-196 An estimator of the number of change points based on a weak invariance principle***by*Kühn, Christoph**197-206 Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion***by*Mémin, Jean & Mishura, Yulia & Valkeila, Esko

### 2001, Volume 51, Issue 1

**1-8 Understanding average Brownian exit time***by*Kinateder, Kimberly K. J.**9-14 Estimating and modeling space-time correlation structures***by*Cesare, L. De & Myers, D. E. & Posa, D.**15-23 On asymptotic differentiability of averages***by*Schick, Anton**25-34 A stratified sampling model in spherical feature inspection using coordinate measuring machines***by*Fang, Kai-Tai & Wang, Song-Gui & Wei, Gang**35-39 The size of diagonal two-order Gaussian chaoses***by*Heinrich, P.**41-46 On weighted design optimality criteria and response surface parameterizations***by*Butler, Neil A.**47-51 A remark on quadrant normal probabilities in high dimensions***by*Rinott, Yosef & Rotar, Vladimir**53-61 Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals***by*Martinsek, Adam T.**63-69 A uniform strong law of large numbers for U-statistics with application to transforming to near symmetry***by*Yeo, In-Kwon & Johnson, Richard A.**71-78 On a certain class of nonparametric density estimators with reduced bias***by*Naito, Kanta**79-85 On efficient estimation of invariant density for ergodic diffusion processes***by*Negri, Ilia**87-92 High breakdown analogs of the trimmed mean***by*Olive, David J.**93-99 Characterizations of distributions via the stochastic ordering property of random linear forms***by*Lin, Gwo Dong & Hu, Chin-Yuan

### 2000, Volume 50, Issue 4

**313-321 Some results on the proportional reversed hazards model***by*Crescenzo, Antonio Di**323-329 Local likelihood ratio tests in the normal mixture model***by*Wu, Yanhong & Xu, Yongxia**331-342 Minimum Hellinger distance estimation for supercritical Galton-Watson processes***by*Sriram, T. N. & Vidyashankar, A. N.**343-349 Saddlepoint approximation at the edges of a conditional sample space***by*Kolassa, John E.**351-356 On the fluctuations of independent copies of moving maxima***by*Nayak, S. S. & Zalki, Madhusudhan**357-363 Maximal inequalities for demimartingales and a strong law of large numbers***by*Christofides, Tasos C.**365-374 Arch model with Box-Cox transformed dependent variable***by*Sarkar, Nityananda**375-381 An iterative approximation procedure for the distribution of the maximum of a random walk***by*Stadje, Wolfgang**383-388 On finding mixed orthogonal arrays of strength 2 with many 2-level factors***by*DeCock, Dean & Stufken, John**389-395 Bootstrap tests for unit roots in seasonal autoregressive models***by*Psaradakis, Zacharias**397-400 A note on random fields forming conditional bases***by*Bansal, Naveen & Hamedani, G. G. & Zhang, Hao**401-407 Random dynamical systems arising from iterated function systems with place-dependent probabilities***by*Kwiecinska, Anna A. & Slomczynski, Wojciech**409-416 Subadditive ergodic theorems for random sets in infinite dimensions***by*Hansen, Jennie C. & Hulse, Paul

### 2000, Volume 50, Issue 3

**207-218 Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE***by*Shin, Dong Wan & Oh, Man-Suk**219-228 Some pathological regression asymptotics under stable conditions***by*Koenker, Roger & Portnoy, Stephen**229-235 A multivariate central limit theorem for continuous local martingales***by*van Zanten, Harry**237-243 The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions***by*Forchini, G.**245-255 Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case***by*Bardina, Xavier & Jolis, Maria & Rovira, Carles**257-263 ANOCOVA models with measurement errors***by*Bolfarine, Heleno & de Castro, Mário**265-271 Random vectors with HNBUE-type marginal distributions***by*Pellerey, Franco**273-278 A note on almost sure exponential stability for stochastic partial functional differential equations***by*Liu, Kai & Truman, Aubrey**279-284 Minimax lower bounds and moduli of continuity***by*Jongbloed, Geurt**285-291 Random fractals generated by oscillations of the uniform empirical process***by*Dindar, Zacharie**293-304 Random motions, classes of ergodic Markov chains and beta distributions***by*Stoyanov, Jordan & Pirinsky, Christo**305-312 Strong laws for the maximal gain over increasing runs***by*Frolov, Andrei & Martikainen, Alexander & Steinebach, Josef

### 2000, Volume 50, Issue 2

**105-114 Availability of a system maintained through several imperfect repairs before a replacement or a perfect repair***by*Biswas, Atanu & Sarkar, Jyotirmoy**115-120 When do best confidence limits exist?***by*Kabaila, Paul & Lloyd, Chris J.**121-129 Stochastic orders based on the Laplace transform and infinitely divisible distributions***by*Bartoszewicz, Jaroslaw**131-135 Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions***by*Klaassen, Chris A. J. & Mokveld, Philip J. & van Es, Bert**137-147 On bootstrapping L2-type statistics in density testing***by*Neumann, Michael H. & Paparoditis, Efstathios**149-154 Fortet-Mourier norms associated with some iterated function systems***by*Zaharopol, Radu**155-163 Characterization of weak limits of randomly indexed sequences***by*Krajka, A.**165-178 Minimum cost dead band adjustment schemes under tool-wear effects and delayed dynamics***by*Luceño, Alberto**179-186 Exchangeable cluster binary data correlation coefficient estimation with generalized estimating equations***by*Tsou, Tsung-Shan**187-191 Sequential selection with a better-than-average rule***by*Preater, J.**193-201 Testing lattice conditional independence models based on monotone missing data***by*Wu, Lang & Perlman, Michael D.

### 2000, Volume 50, Issue 1

**1-12 Asymptotic normality of the kernel estimate of a probability density function under association***by*Roussas, George G.**13-21 Invariant probability measures for a class of Feller Markov chains***by*Costa, O. L. V. & Dufour, F.**23-32 Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted***by*Wan, Alan T. K. & Zou, Guohua & Lee, Andy H.**33-38 A note on decision theoretic estimation of ordered parameters***by*Iliopoulos, George**39-47 Characterization of maximum probability points in the Multivariate Hypergeometric distribution***by*Requena, F. & Ciudad, N. Martin**49-53 A note on breakdown theory for bootstrap methods***by*Hu, Feifang & Hu, Jianhua**55-62 Asymptotic reliability of a linearly connected system with an infinite number of components***by*Costa Bueno, Vanderlei da**63-73 Finite sample performance of density estimators from unequally spaced data***by*Vilar, José A. & Vilar, Juan M.**75-81 Lower bounds for the variance in certain nonregular distributions***by*Barranco-Chamorro, I. & López-Blázquez, F. & Moreno-Rebollo, J. L.**83-88 A Bayesian decision rule for remediation actions at toxic waste sites***by*Chen, Ling & Shao, Jun**89-95 Estimating future stage entry and occupation probabilities in a multistage model based on randomly right-censored data***by*Datta, Somnath & Satten, Glen A.**97-103 A pair of estimating equations for a mean vector***by*Yanagimoto, Takemi

### 2000, Volume 49, Issue 4

**313-322 Testing for sufficient follow-up in survival data***by*Shen, Pao-sheng**323-329 Sharp linear and block shrinkage wavelet estimation***by*Efromovich, Sam**331-336 A note on weak viability for controlled diffusion***by*Mazliak, Laurent**337-344 The distribution of increasing l-sequences in random permutations: a Markov chain approach***by*Johnson, Brad C. & Fu, James C.**345-354 Smoothed Langevin proposals in Metropolis-Hastings algorithms***by*Skare, Øivind & Benth, Fred Espen & Frigessi, Arnoldo**355-363 Multiple modes in densities with normal conditionals***by*Arnold, Barry C. & Castillo, Enrique & Sarabia, José María & González-Vega, Laureano**365-375 Exchangeable mixture models for lifetimes: the role of "occupation numbers"***by*Gerardi, Anna & Spizzichino, Fabio & Torti, Barbara**377-385 Dynamic graphical models and nonhomogeneous hidden Markov models***by*Lacruz, Beatriz & Lasala, Pilar & Lekuona, Alberto**387-392 A note on gamma random variables and Dirichlet series***by*Jurek, Zbigniew J.**393-400 Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean***by*Kim, Jeankyung**401-410 V-Subgeometric ergodicity for a Hastings-Metropolis algorithm***by*Fort, Gersende & Moulines, Eric**411-416 Calculation of critical values for Dunnett and Tamhane's step-up multiple test procedure***by*Kwong, K. S. & Liu, W.

### 2000, Volume 49, Issue 3

**211-216 Estimation of the population total when the population size is unknown***by*Ahmad, Manzoor & Alalouf, Serge & Chaubey, Yogendra P.**217-223 An Edgeworth expansion for the m out of n bootstrapped median***by*Sakov, Anat & Bickel, Peter J.**225-233 Stability of the characterization of normal distribution in the Laha-Lukacs theorem***by*Yanushkevichius, Romanas**235-244 On the strong convergence of the product-limit estimator and its integrals under censoring and random truncation***by*He, Shuyuan & Yang, Grace L.**245-250 Strong law of large numbers for Markov chains field on a Bethe tree***by*Yang, Weiguo & Liu, Wen**251-256 Can coverage of confidence intervals be used to judge the goodness of point estimators in finite population double sampling?***by*Ding, A. Adam**257-261 The kurtosis coefficient and the linear discriminant function***by*Peña, Daniel & Prieto, Francisco J.**263-269 Residual entropy and its characterizations in terms of hazard function and mean residual life function***by*Asadi, Majid & Ebrahimi, Nader**271-276 Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal***by*Young, Dean M. & Odell, Patrick L. & Hahn, William**277-283 Bayes inference for treatment effects with uncertain order constraints***by*Madi, Mohamed T. & Leonard, Thomas & Tsui, Kam-Wah**285-290 The skew-Cauchy distribution***by*Arnold, Barry C. & Beaver, Robert J.**291-297 On the number of equilibrium states in weakly coupled random networks***by*Date, Akira & Hwang, Chii-Ruey & Sheu, Shuenn-Jyi**299-304 A limit property of random conditional probabilities***by*Liu, Wen**305-311 Non-uniform bounds for geometric approximation***by*Phillips, M. J. & Weinberg, Graham V.

### 2000, Volume 49, Issue 2

**105-112 Large deviations inequalities for partial sums of random measures***by*Bensaïd, Nadia & Jacob, Pierre**113-118 A note on logarithmic tail asymptotics and mixing***by*Gantert, Nina**119-125 The intermediate arc-sine law***by*Nikitin, Yakov & Orsingher, Enzo**127-134 On SDEs with marginal laws evolving in finite-dimensional exponential families***by*Brigo, Damiano**135-138 Small variance of subgraph counts in a random tournament***by*Andersson, Pontus**139-148 On local estimating equations in additive multiparameter models***by*Claeskens, Gerda & Aerts, Marc**149-153 Some identities on semimartingales local times***by*Coquet, F. & Ouknine, Y.**155-161 A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function***by*Chen, Zhenmin**163-173 On generalized Pólya urn models***by*Kotz, Samuel & Mahmoud, Hosam & Robert, Philippe**175-179 D-optimal design for Becker's minimum polynomial***by*Hilgers, Ralf-Dieter**181-193 A large deviation theorem for U-processes***by*Serfling, Robert & Wang, Wenyang**195-204 Sequential change-point detection with likelihood ratios***by*Gombay, Edit**205-209 Properties of Bayes testing procedures in order restricted inference***by*Cohen, Arthur & Sackrowitz, H. B.

### 2000, Volume 49, Issue 1

**1-7 An invertible transformation two-sample trimmed t-statistic under heterogeneity and nonnormality***by*Guo, Jiin-Huarng & Luh, Wei-Ming**9-18 Limit theorems for nonparametric sample entropy estimators***by*Song, Kai-Sheng**19-24 Limit behaviour for a subcritical bisexual Galton-Watson branching process with immigration***by*González, M. & Molina, M. & Mota, M.**25-37 Simultaneous confidence intervals based on one-sided max t test***by*Hirotsu, Chihiro & Srivastava, Muni S.**39-44 A stability property for probability measures on Abelian groups***by*Carnal, H. & Feldman, G. M.**45-52 On positive and negative moments of the integral of geometric Brownian motions***by*Donati-Martin, Catherine & Matsumoto, Hiroyuki & Yor, Marc**53-61 Test of tails based on extreme regression quantiles***by*Jurecková, Jana**63-68 A reverse martingale property that characterizes the natural exponential family with quadratic variance function***by*López-Blázquez, Fernando & Salamanca-Miño, Begoña**69-79 A central limit theorem for a random quadratic form of strictly stationary processes***by*Gao, Jiti & Anh, Vo**81-91 Multisample tests for scale based on kernel density estimation***by*Mizushima, Takamasa**93-103 An extension of the almost sure max-limit theorem***by*Fahrner, Ingo

### 2000, Volume 48, Issue 4

**317-325 Complete convergence for weighted sums of negatively associated random variables***by*Liang, Han-Ying**327-334 Nonparametric model check based on local polynomial fitting***by*Liu, Zhenjun & Stengos, Thanasis & Li, Qi**335-345 Kernel-based functional principal components***by*Boente, Graciela & Fraiman, Ricardo**347-351 Invariance principles for the first passage times of perturbed random walks***by*Larsson-Cohn, Lars**353-360 Normal model for distribution-free multivariate analysis***by*Serdobolskii, V. I.**361-368 The exact distribution of the continuity of care measure NOP***by*Lou, W. Y. Wendy**369-374 An application of the Ryll-Nardzewski-Woyczynski theorem to a uniform weak law for tail series of weighted sums of random elements in Banach spaces***by*Hu, Tien-Chung & Nam, Eunwoo & Rosalsky, Andrew & Volodin, Andrei I.**375-383 Decomposition of Kendall's [tau]: implications for clustering***by*Kowalczyk, T. & Niewiadomska-Bugaj, M.**385-392 Bounds on p-values for a class of stopping rules***by*Bishop, Jim**393-399 Bayesian inference from type II doubly censored Rayleigh data***by*Fernández, Arturo J.**401-409 Structural breaks, unit roots and methods for removing the autocorrelation pattern***by*Montañés, Antonio & Reyes, Marcelo**411-419 A kernel-based combined classification rule***by*Mojirsheibani, Majid

### 2000, Volume 48, Issue 3

**213-216 Testing current status data for dependent censoring***by*Rabinowitz, Daniel**217-227 A semiparametric model for truncated and censored data***by*Sun, Liuquan & Zhu, Lixing**229-237 On geometric ergodicity of the MTAR process***by*Lee, Oesook & Shin, Dong Wan**239-252 Scaling laws for fractional diffusion-wave equations with singular data***by*Anh, V. V. & Leonenko, N. N.**253-259 Robust simulation-based estimation***by*Genton, Marc G. & de Luna, Xavier**261-267 On bootstrapping regressions with unit root processes***by*Li, Hongyi & Xiao, Zhijie**269-273 A note on the multivariate local time intensity of exchangeable interval partitions***by*Elalaoui-Talibi, Hussain & Casukhela, Kameswarrao S.**275-282 On distinguishability of two nonparametric sets of hypothesis***by*Ermakov, M. S.**283-286 Breakdown point of Schuster-Narvarte's location estimator***by*Chen, Zhiqiang**287-292 Estimation of the support of a discrete distribution***by*Pal, Nabendu & Shen, Wei-Hsiung & Sinha, Bimal K.**293-302 Asymptotic normality in multivariate nonlinear regression and multivariate generalized linear regression models under repeated measurements with missing data***by*Garren, Steven T. & Peddada, Shyamal D.**303-307 A bandit process with delayed responses***by*Wang, Xikui**309-315 Approximating de Finetti's measures for partially exchangeable sequences***by*Guglielmi, Alessandra & Melilli, Eugenio

### 2000, Volume 48, Issue 2

**105-119 Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions***by*Dewan, Isha & Rao, B. L. S. Prakasa**121-130 On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields***by*Leonenko, Nikolai N. & Sharapov, Michail M. & El-Bassiouny, Ahmed H.**131-140 Ridge analysis of mixture response surfaces***by*Draper, Norman R. & Pukelsheim, Friedrich**141-151 Excursions of a normal random walk above a boundary***by*Fisher, Evan & Berman, Matthew & Vowels, Natalie & Wilson, Christine**153-161 A Bayesian analysis for estimating the number of species in a population using nonhomogeneous Poisson process***by*Leite, José G. & Rodrigues, Josemar & Milan, Luis A.**163-171 Bayes factors for a test about the drift of the Brownian motion under noninformative priors***by*Sivaganesan, S. & Lingham, Rama T.**173-179 Component importance in a random environment***by*Costa Bueno, Vanderlei da**181-187 Scaled Sibuya distribution and discrete self-decomposability***by*Christoph, Gerd & Schreiber, Karina**189-194 On new renewal better than used classes of life distributions***by*Abouammoh, A. M. & Ahmad, R. & Khalique, A.**195-203 Estimating the covariance of bivariate order statistics with applications***by*Hutson, Alan D.**205-212 Double-ranked set sampling***by*Al-Saleh, M. Fraiwan & Al-Kadiri, M. Ali

### 2000, Volume 48, Issue 1

**1-9 Recurrence formula for expectations of products of bilinear forms and expectations of bilinear forms and random matrices***by*Ghazal, G. A.**11-22 Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos***by*León, Jorge A. & Tudor, Constantin**23-32 Reducing non-stationary random fields to stationarity and isotropy using a space deformation***by*Perrin, Olivier & Senoussi, Rachid**33-58 A contrast of EB, modal and EM-algorithm estimates arising in the one-way analysis of variance situation***by*Guttman, Irwin**59-70 Approximations for weighted bootstrap processes with an application***by*Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef**71-82 Regression spline smoothing using the minimum description length principle***by*Lee, Thomas C. M.**83-89 A normal approximation theorem in comparing two binomial distributions***by*Cai, Haiyan**91-100 A projection type distribution function and quantile estimates in the presence of auxiliary information***by*Hengjian, Cui**101-104 About monotone regression quantiles***by*Poiraud-Casanova, Sandrine & Thomas-Agnan, Christine

### 2000, Volume 47, Issue 4

**317-324 Asymptotic-power problems in the analysis of supersaturated designs***by*III, Harrison W. Kelly & Voelkel, Joseph O.**325-328 An alternative criterion useful for finding exact E-optimal designs***by*Martinez, W. L. & Wegman, E. J.**329-335 A pairwise likelihood approach to analyzing correlated binary data***by*Kuk, Anthony Y. C. & Nott, David J.**337-345 Computing empirical likelihood from the bootstrap***by*Pawitan, Yudi