# Elsevier

# Statistics & Probability Letters

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### 2002, Volume 56, Issue 1

**45-50 Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom***by*Witkovský, Viktor**51-56 Mean squared error properties of the kernel-based multi-stage median predictor for time series***by*De Gooijer, Jan G. & Gannoun, Ali & Zerom, Dawit**57-67 Asymptotic distributions for goodness-of-fit statistics in a sequence of multinomial models***by*Györfi, L. & Vajda, I.**69-75 A new class of nearly self-financing strategies***by*Salopek, D. M.**77-82 On the invariant estimation of an exponential scale using doubly censored data***by*T. Madi, Mohamed**83-91 The symmetry in the martingale inequality***by*Lee, Sungchul & Su, Zhonggen**93-100 Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient***by*Liu, Jicheng & Ren, Jiagang**101-112 Law of iterated logarithm and consistent model selection criterion in logistic regression***by*Qian, Guoqi & Field, Chris

### 2001, Volume 55, Issue 4

**339-343 A note on the variance of a lightly trimmed mean when multiple outliers are present in the sample***by*Balakrishnan, N. & David, H. A.**345-352 Moderate deviations for the maximum likelihood estimator***by*Gao, Fuqing**353-358 Estimation of conditional L1-median from dependent observations***by*Berlinet, Alain & Cadre, Benoît & Gannoun, Ali**359-366 Sets of random variables with a given uncorrelation structure***by*Ostrovska, Sofiya**367-376 The best constant in the Rosenthal inequality for nonnegative random variables***by*Ibragimov, R. & Sharakhmetov, Sh.**377-384 Tail behavior of the least-squares estimator***by*Jurecková, Jana & Koenker, Roger & Portnoy, Stephen**385-396 The Glivenko-Cantelli theorem based on data with randomly imputed missing values***by*Mojirsheibani, Majid**397-401 Integrated squared error estimation of Cauchy parameters***by*Besbeas, Panagiotis & Morgan, Byron J. T.**403-411 Validity of the Aalen-Johansen estimators of stage occupation probabilities and Nelson-Aalen estimators of integrated transition hazards for non-Markov models***by*Datta, Somnath & Satten, Glen A.**413-419 Robust inference for generalized linear models with application to logistic regression***by*Adimari, Gianfranco & Ventura, Laura**421-430 Martingale transforms and Girsanov theorem for long-memory Gaussian processes***by*Mishura, Yuliya & Valkeila, Esko**431-438 The law of large numbers with exceptional sets***by*Berkes, István**439-449 A note on kernel assisted estimators in missing covariate regression***by*Wang, Suojin & Wang, C. Y.

### 2001, Volume 55, Issue 3

**227-238 Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique***by*Clémençon, S. J. M.**239-246 On the distribution of the domination number for random class cover catch digraphs***by*Priebe, Carey E. & DeVinney, Jason G. & Marchette, David J.**247-255 Extended covariance identities and inequalities***by*Privault, Nicolas**257-268 Behaviour of Dickey-Fuller F-tests under the trend-break stationary alternative***by*Sen, Amit**269-280 Second-order biases of maximum likelihood estimates in overdispersed generalized linear models***by*Cordeiro, Gauss M. & Botter, Denise A.**281-291 Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes***by*Guillas, Serge**293-299 Asymptotic properties of location estimators based on projection depth***by*Kim, Jeankyung & Hwang, Jinsoo**301-309 On conditional compactly uniform pth-order integrability of random elements in Banach spaces***by*Cabrera, Manuel Ordóñez & Volodin, Andrei I.**311-318 Consistency of nonparametric maximum likelihood estimation of a distribution function based on doubly interval-censored failure time data***by*Fang, Hong-Bin & Sun, Jianguo**319-328 Generalised bootstrap in non-regular M-estimation problems***by*Bose, Arup & Chatterjee, Snigdhansu**329-338 On the distribution of surplus immediately before ruin under interest force***by*Yang, Hailiang & Zhang, Lihong

### 2001, Volume 55, Issue 2

**113-124 On the number of points near the multivariate maxima***by*Hashorva, Enkelejd & Hüsler, Jürg**125-135 Efficiency comparison of methods for estimation in longitudinal regression models***by*Qu, Roger P. & Shao, Jun & Palta, Mari**137-145 Generalized edge frequency polygon for density estimation***by*Dong, Jianping & Zheng, Chuang**147-158 L2-tests for sparse multinomials***by*Liero, Hannelore**159-162 Concentration of capital--the product form of the Law of Large Numbers in L1***by*Oleszkiewicz, Krzysztof**163-171 Two comparison theorems for nonlinear first passage times and their linear counterparts***by*Alsmeyer, Gerold**173-180 Kernel density estimation: the general case***by*Campos, V. S. M. & Dorea, C. C. Y.**181-186 An extension of the Erdös-Neveu-Rényi theorem with applications to order statistics***by*Kaluszka, M. & Okolewski, A.**187-192 A note on the distribution of integrals of geometric Brownian motion***by*Bhattacharya, Rabi & Thomann, Enrique & Waymire, Edward**193-203 Maximum likelihood estimation of a nonparametric signal in white noise by optimal control***by*Milstein, G. N. & Nussbaum, M.**205-212 Improved Steffensen type bounds on expectations of record statistics***by*Gajek, L. & Okolewski, A.**213-220 The mean radius of curvature of an exponential family***by*Abdelhamid, Hassairi & Afif, Masmoudi**221-226 Species accumulation functions and pure birth processes***by*Gorostiza, L. G. & Díaz-Francés, E.

### 2001, Volume 55, Issue 1

**1-7 Likelihood estimation after nonparametric transformation***by*Cheung, Ying-Kuen & Fine, Jason P.**9-17 Asymptotic local test for linearity in adaptive control***by*Poggi, Jean-Michel & Portier, Bruno**19-27 Ordered sample from two-parameter GEM distribution***by*Yamato, Hajime & Sibuya, Masaaki & Nomachi, Toshifumi**29-38 Perpetuities and asymptotic change-point analysis***by*Baron, Michael & Rukhin, Andrew L.**39-44 A note on multivariate M-quantiles***by*Breckling, Jens & Kokic, Philip & Lübke, Oliver**45-52 Convergence and symmetry of infinite products of independent random variables***by*Simonelli, Italo**53-61 On the efficiency of extended generalized estimating equation approaches***by*Sutradhar, Brajendra C. & Kumar, Pranesh**63-69 Strong ergodicity of monotone transition functions***by*Zhang, Hanjun & Chen, Anyue & Lin, Xiang & Hou, Zhenting**71-82 Multivariate negative aging in an exchangeable model of heterogeneity***by*Spizzichino, F. & Torrisi, G. L.**83-88 Statistical analysis of the inhomogeneous telegrapher's process***by*Iacus, Stefano Maria**89-97 Some estimates of geometric sums***by*Bon, Jean-Louis & Kalashnikov, Vladimir**99-105 How many moments can be estimated from a large sample?***by*Kagan, Abram & Nagaev, Sergei**107-112 Stochastic comparisons of random minima and maxima from life distributions***by*Bartoszewicz, Jaroslaw

### 2001, Volume 54, Issue 4

**341-345 Selecting the best splits for classification trees with categorical variables***by*Shih, Yu-Shan**347-356 Asymptotics for moving average processes with dependent innovations***by*Wang, Qiying & Lin, Yan-Xia & Gulati, Chandra M.**357-362 On the exact asymptotic behaviour of the distribution of the supremum in the "critical" case***by*Sgibnev, M. S.**363-371 Large deviations probabilities for a test of symmetry based on kernel density estimator***by*Osmoukhina, Anna V.**373-379 Extremal limit laws for a class of bivariate Poisson vectors***by*Coles, Stuart & Pauli, Francesco**381-387 Quadratic forms of skew-normal random vectors***by*Loperfido, Nicola**389-395 Identifiability of cure models***by*Li, Chin-Shang & Taylor, Jeremy M. G. & Sy, Judy P.**397-403 Estimating the marginal survival function in the presence of time dependent covariates***by*Satten, Glen A. & Datta, Somnath & Robins, James**405-411 Efficiency of finite state space Monte Carlo Markov chains***by*Mira, Antonietta**413-415 Maximum asymptotic variance of sums of finite Markov chains***by*León, Carlos A.**417-425 Asymptotic results for FGM random sequences***by*Hashorva, Enkelejd**427-435 Improved estimators for constrained Markov chain models***by*Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang**437-447 Bayesian quantile regression***by*Yu, Keming & Moyeed, Rana A.

### 2001, Volume 54, Issue 3

**227-232 On some characterizations of spherical distributions***by*Arellano-Valle, Reinaldo B.**233-241 Edgeworth expansions in Gaussian autoregression***by*Marsh, Patrick**243-249 On the asymptotics of discrete order statistics***by*Athreya, J. S. & Sethuraman, S.**251-259 Euler scheme for solutions of a countable system of stochastic differential equations***by*San Martín, Jaime & Torres, Soledad**261-268 Modified bootstrap consistency rates for U-quantiles***by*Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël**269-276 The distribution of the usual provider continuity index under Markov dependence***by*Lou, W. Y. Wendy**277-282 Distribution functions of copulas: a class of bivariate probability integral transforms***by*Nelsen, Roger B. & Quesada-Molina, José Juan & Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel**283-290 Wherefore similar tests?***by*Cohen, Arthur & Sackrowitz, Harold B.**291-299 A new construction of random Colombeau distributions***by*Çapar, Ulug & Aktuglu, Hüseyin**301-315 Bounds for means and variances of progressive type II censored order statistics***by*Balakrishnan, N. & Cramer, E. & Kamps, U.**317-324 Subordination and self-decomposability***by*Sato, Ken-iti**325-329 Convergence in probability of the Mallows and GCV wavelet and Fourier regularization methods***by*Amato, Umberto & De Canditiis, Daniela**331-340 MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression***by*Ohtani, Kazuhiro

### 2001, Volume 54, Issue 2

**115-124 A note on estimating the diameter of a truncated moment class***by*Tardella, Luca**125-135 A self-adaptive technique for the estimation of the multifractal spectrum***by*Broniatowski, Michel & Mignot, Pascal**137-145 On the determination of robust settings in parameter design experiments***by*Shirley Hou, X. & Wu, C. F. J.**147-152 A note on the difficulties associated with the analysis of capture-recapture experiments with heterogeneous capture probabilities***by*Huggins, Richard**153-159 A note on kernel density estimators with optimal bandwidths***by*Hjort, Nils Lid & Walker, Stephen G.**161-169 On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space***by*Zhang, Xicheng**171-182 Some extremal type elliptical distributions***by*Kotz, Samuel & Nadarajah, Saralees**183-187 A note on a theorem of Karlin***by*Stenflo, Örjan**189-192 A characterization for orthogonal arrays of strength two via a regression model***by*Chan, Ling-Yau & Fang, Kai-Tai & Mukerjee, Rahul**193-203 Moment bounds and central limit theorem for functions of Gaussian vectors***by*Soulier, Philippe**205-214 Deconvolution with arbitrarily smooth kernels***by*Cator, Eric A.**215-226 Normal approximation for quasi-associated random fields***by*Bulinski, Alexander & Suquet, Charles

### 2001, Volume 54, Issue 1

**1-3 The F-test of homoscedasticity for correlated normal variables***by*Cacoullos, Theophilos**5-12 Rank estimating equations for random effects models***by*Chen, Chu-chih**13-19 Exponential inequalities for two-parameter martingales***by*Moret, Sílvia & Nualart, David**21-31 Distribution and expectation bounds on order statistics from possibly dependent variates***by*Papadatos, Nickos**33-40 Cook's distance in local polynomial regression***by*Kim, Choongrak & Lee, Yonjoo & Park, Byeong U.**41-45 A small sample calibration method for the empirical likelihood ratio***by*Tsao, Min**47-60 Stochastic fractional-order differential models with fractal boundary conditions***by*Ruiz-Medina, M. D. & Anh, V. V. & Angulo, J. M.**61-65 Uniqueness, consistency and optimality in spherical regression experiments***by*Shin, Hwashin H. & Takahara, Glen K. & Murdoch, Duncan J.**67-73 On different topologies for set-indexing collections***by*Aletti, Giacomo**75-78 Path continuity of the nonlinear filter***by*Bhatt, Abhay G. & Karandikar, Rajeeva L.**79-92 A family of tests for right spread order***by*Belzunce, F. & Pinar, J. F. & Ruiz, J. M.**93-99 The p-optimal martingale measure in continuous trading models***by*Arai, Takuji**101-105 When Lorenz met Lyapunov***by*Dall'Aglio, Marco & Scarsini, Marco**107-112 A uniform bound on the characteristic function of the exponentially tilted null-distribution of a simple linear rank statistic and its rate of convergence***by*Froda, Sorana & van Eeden, Constance

### 2001, Volume 53, Issue 4

**339-346 The distribution of sizes of ordered level sets***by*Dykstra, Richard & Chen, Yeh-Fong**347-356 Functional methods for logistic regression on random-effect-coefficients for longitudinal measurements***by*Wang, C. Y. & Huang, Yijian**357-362 Posterior variance for quadratic natural exponential families***by*Pommeret, Denys**363-372 Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory***by*Belzunce, Félix & Shaked, Moshe**373-379 Resampling non-homogeneous spatial data with smoothly varying mean values***by*Sjöstedt-de Luna, Sara**381-390 A method for fitting stable autoregressive models using the autocovariation function***by*Gallagher, Colin M.**391-399 On the multivariate probability integral transformation***by*Genest, Christian & Rivest, Louis-Paul**401-407 A weak notion of equivalence in Bayesian statistical theory***by*Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma**409-413 On the normal uniform local domain of attraction for intermediate order statistics***by*Segers, Johan**415-419 On dependence structures preserving optimality***by*Markiewicz, Augustyn**421-428 On a piece-wise deterministic Markov process model***by*Borovkov, K. & Novikov, A.**429-434 On a locally Bahadur optimal test for no contamination in mixtures from the one-parameter exponential family***by*Pal, Chandranath**435-447 Cramer-Rao bounds for fractional Brownian motions***by*Coeurjolly, Jean-François & Istas, Jacques

### 2001, Volume 53, Issue 3

**227-233 On the best constant in Marcinkiewicz-Zygmund inequality***by*Ren, Yao-Feng & Liang, Han-Ying**235-239 On inverse moments of nonnegative random variables***by*Garcia, Nancy Lopes & Palacios, José Luis**241-247 Characterization of distributions symmetric with respect to a group of transformations and testing of corresponding statistical hypothesis***by*Klebanov, L. B. & Kozubowski, T. J. & Rachev, S. T. & Volkovich, V. E.**249-258 Improvements on the kernel estimation in line transect sampling without the shoulder condition***by*Zhang, Shunpu**259-267 A weak convergence for negatively associated fields***by*Zhang, Li-Xin & Wen, Jiwei**269-275 A method to derive strong laws of large numbers for random upper semicontinuous functions***by*Colubi, Ana & Santos Domínguez-Menchero, J. & López-Díaz, Miguel & Körner, Ralf**277-282 Distribution of the size of random hash trees, pebbled hash trees and N-trees***by*Christophi, Costas A. & Mahmoud, Hosam M.**283-292 On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth***by*Tenreiro, Carlos**293-298 Rate of convergence of bootstrapped empirical measures***by*Shao, Yongzhao**299-303 Random walks strictly confined to a subspace***by*Padmanabhan, A. S.**305-314 Hellinger distance estimation of SSAR models***by*Hili, Ouagnina**315-324 Multivariate stochastic comparisons of inspection and repair policies***by*Hu, Taizhong & Wei, Ying**325-329 Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution***by*Schlather, Martin**331-337 Empirical saddlepoint approximations of the Studentized mean under simple random sampling***by*Dai, Wen & Robinson, John

### 2001, Volume 53, Issue 2

**113-121 Assessing local influence in PLS regression by the second order approach***by*Cheng, Bo & Wu, Xizhi**123-127 A note on geometric ergodicity and floating-point roundoff error***by*Breyer, Laird & Roberts, Gareth O. & Rosenthal, Jeffrey S.**129-142 A comparison of random and quasirandom points for nonparametric response surface design***by*Yue, Rong-Xian**143-152 Blockwise empirical Euclidean likelihood for weakly dependent processes***by*Lin, Lu & Zhang, Runchu**153-165 On the stop-loss and total variation distances between random sums***by*Denuit, Michel & Van Bellegem, Sébastien**167-180 The wavelet identification for jump points of derivative in regression model***by*Luan, Yihui & Xie, Zhongjie**181-187 On availability of Bayesian imperfect repair model***by*Cha, Ji Hwan & Kim, Jae Joo**189-199 The efficiency of ranked set sampling for parameter estimation***by*Barabesi, Lucio & El-Sharaawi, Abdel**201-206 Mixed-effects models with random cluster sizes***by*Jiang, Jiming**207-217 Availability of a periodically inspected system supported by a spare unit, under perfect repair or perfect upgrade***by*Sarkar, Jyotirmoy & Sarkar, Sahadeb**219-226 A strong Markov property for set-indexed processes***by*Balan, R. M.

### 2001, Volume 53, Issue 1

**1-9 Truncated quasi-score function in the 1-dependent and stationary case***by*Tzavelas, George & Paliatsos, Athanasios G.**11-20 Threshold ARCH(1) processes: asymptotic inference***by*Hwang, S. Y. & Woo, Mi-Ja**21-26 The strong approximation for the Kesten-Spitzer random walk***by*Zhang, Li-Xin**27-35 Convergence rates in nonparametric estimation of level sets***by*Baíllo, Amparo & Cuesta-Albertos, Juan A. & Cuevas, Antonio**37-46 Permutation tests in change point analysis***by*Antoch, Jaromír & Husková, Marie**47-57 Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains***by*Costa, O. L. V. & Dufour, F.**59-65 A generalization of Markov's inequality***by*Eisenberg, Bennett & Ghosh, B. K.**67-77 Bonferroni-type inequalities for conditional scan statistics***by*Chen, Jie & Glaz, Joseph & Naus, Joseph & Wallenstein, Sylvan**79-89 Bayes factor for non-dominated statistical models***by*Macci, Claudio & Polettini, Silvia**91-99 Stochastic comparisons of spacings from restricted families of distributions***by*Hu, Taizhong & Wei, Ying**101-109 A nonstandard [chi]2-test with application to generalized linear model diagnostics***by*Jiang, Jiming

### 2001, Volume 52, Issue 4

**341-345 Examples of ergodic processes uniquely determined by their two-marginal laws***by*Courbage, M. & Hamdan, D.**347-352 Properties of the QME under asymmetrically distributed disturbances***by*Laitila, Thomas**353-358 A note on Woodruff confidence intervals for quantiles***by*Sitter, Randy R. & Wu, Changbao**359-364 A new type of partial-sums distributions***by*Wimmer, Gejza & Altmann, Gabriel**365-372 Detection of jumps by wavelets in a heteroscedastic autoregressive model***by*Wong, Heung & Ip, Waicheung & Li, Yuan**373-380 An approximation result for nets in functional estimation***by*Döhler, Sebastian & Rüschendorf, Ludger**381-390 Nonlinear time series contiguous to AR(1) processes and a related efficient test for linearity***by*Hwang, Sun Y. & Basawa, I. V.**391-400 Classifier selection from a totally bounded class of functions***by*Mojirsheibani, Majid**401-411 Some classes of orthogonal 2n1x3n2 mixed factorial designs of median-resolution***by*Liao, C. T.**413-419 Strong laws for weighted sums of i.i.d. random variables***by*Sung, Soo Hak**421-426 On the Fisher information in randomly censored data***by*Zheng, Gang & Gastwirth, Joseph L.**427-439 Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings***by*Bishwal, J. P. N.**441-450 On the expansion of the mean integrated squared error of a kernel density estimator***by*van Es, Bert

### 2001, Volume 52, Issue 3

**225-232 Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes***by*Tanaka, Minoru & Shimizu, Kunio**233-242 Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models***by*Falk, Michael & Reiss, Rolf-Dieter**243-248 An interval estimation procedure with deterministic stopping rule in Bayes sequential interval estimation***by*Hwang, Leng-Cheng & Yang, Chia-Chen**249-253 A characterization of the factorization of hazard function by the Fisher information under Type II censoring with application to the Weibull family***by*Zheng, Gang**255-264 Estimating the mean of a heavy tailed distribution***by*Peng, Liang**265-270 On square-integrability of an AR process with Markov switching***by*Yao, J.**271-277 On high-level exceedances of i.i.d. random fields***by*Astrauskas, Arvydas**279-288 On the Markov property of a finite hidden Markov chain***by*Spreij, Peter**289-299 Discrete Normal distribution and its relationship with Jacobi Theta functions***by*Szablowski, Pawel J.**301-311 Exact asymptotic behaviour of the distribution of the supremum***by*Sgibnev, M. S.**313-319 Monotonicity properties of certain expected extreme order statistics***by*de la Cal, Jesús & Valle, Ana M.**321-327 Measuring conformability of probabilities***by*Bravata, D. M. & Cottle, R. W. & Eaves, B. C. & Olkin, I.**329-340 On the properties for increments of a local time - a look through the set of limit points***by*Wang, Wensheng

### 2001, Volume 52, Issue 2

**115-124 General over-relaxation Markov chain Monte Carlo algorithms for Gaussian densities***by*Barone, Piero & Sebastiani, Giovanni & Stander, Julian**125-133 Large sample distribution of the likelihood ratio test for normal mixtures***by*Chen, Hanfeng & Chen, Jiahua**135-144 On the correspondence between population-averaged models and a class of cluster-specific models for correlated binary data***by*Sashegyi, Andreas I. & Brown, K. Stephen & Farrell, Patrick J.**145-154 Better Buehler confidence limits***by*Kabaila, Paul**155-168 Sharp constants in the Poisson approximation***by*Roos, Bero**169-175 Data graduation based on statistical time series methods***by*Guerrero, Víctor M. & Juárez, Rodrigo & Poncela, Pilar**177-181 On sampling the degree-of-freedom of Student's-t disturbances***by*Watanabe, Toshiaki**183-188 On the equation [mu]t+s=[mu]s*Ts[mu]t***by*Schmuland, Byron & Sun, Wei**189-197 Some results on asymptotics in adaptive cluster sampling***by*Di Consiglio, L. & Scanu, M.**199-206 Assessing the covariance function in geostatistics***by*Militino, Ana F. & Ugarte, M. Dolores**207-213 Sharp distribution-free bounds on the bias in estimating quantiles via order statistics***by*Okolewski, Andrzej & Rychlik, Tomasz**215-224 Optimal designs for testing the functional form of a regression via nonparametric estimation techniques***by*Biedermann, Stefanie & Dette, Holger

### 2001, Volume 52, Issue 1

**1-8 About the absolute continuity and orthogonality for two probability measures***by*Darwich, A. R.**9-19 Estimating quantiles of a selected exponential population***by*Kumar, Somesh & Kar, Aditi**21-28 Space-time analysis using a general product-sum model***by*Iaco, S. De & Myers, D. E. & Posa, D.