Contact information of Elsevier
Serial Information
Order information: Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web:
https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01
To be notified about new items in this series: Free volume/issue alert on ScienceDirect (see also
NEP)
Download restrictions: Full text for ScienceDirect subscribers only
Editor: Somnath Datta
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
Editor: Hira L. Koul
Description: STATISTICS & PROBABILITY LETTERS adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. All areas of statistics and probability, including biostatistics ...
Series handle: RePEc:eee:stapro
ISSN: 0167-7152
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
November 2005, Volume 75, Issue 1
October 2005, Volume 74, Issue 4
- 303-311 The evolution of aggregated Markov chains
by Stadje, Wolfgang
- 312-321 Construction of some E(fNOD) optimal mixed-level supersaturated designs
by Koukouvinos, C. & Mantas, P.
- 322-329 Evaluation of some non-orthogonal saturated designs with two levels
by Evangelaras, H. & Koukouvinos, C. & Stylianou, S.
- 330-336 Approximate distributions of clusters of extremes
by Segers, Johan
- 337-346 On the equivalence of optimality design criteria for the placebo-treatment problem
by Dette, Holger & Wong, Weng Kee & Zhu, Wei
- 347-355 Uniform law of large numbers and consistency of estimators for Harris diffusions
by Loukianova, D. & Loukianov, O.
- 356-365 Bootstrap hypothesis testing in regression models
by Paparoditis, Efstathios & Politis, Dimitris N.
- 366-372 Consistent estimation of the density and hazard rate functions for censored data via the wavelet method
by Bezandry, Paul H. & Bonney, George E. & Gannoun, Ali
- 373-377 Unit-root detection allowing for measurement error
by Fukuda, Kosei
October 2005, Volume 74, Issue 3
- 221-234 A note on the Bickel-Rosenblatt test in autoregressive time series
by Bachmann, Dirk & Dette, Holger
- 235-244 The complete convergence of subsequence for sums of independent B-valued random variables
by Deng, Dianliang
- 245-252 The Grossman and Zhou investment strategy is not always optimal
by Klass, Michael J. & Nowicki, Krzysztof
- 253-264 Mixtures of normal distributions: Modality and failure rate
by Block, Henry W. & Li, Yulin & Savits, Thomas H.
- 265-271 A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend
by Bischoff, Wolfgang & Hashorva, Enkelejd
- 272-280 On uniform integrability of random variables
by Majerek, Dariusz & Nowak, Wioletta & Zieba, Wieslaw
- 281-289 A note on testing the covariance matrix for large dimension
by Birke, Melanie & Dette, Holger
- 290-302 Goodness-of-fit testing in regression: A finite sample comparison of bootstrap methodology and Khmaladze transformation
by Koul, Hira L. & Sakhanenko, Lyudmila
September 2005, Volume 74, Issue 2
- 109-115 Bayesian unit root test for model with maintained trend
by Chaturvedi, Anoop & Kumar, Jitendra
- 116-128 Optimal L1 bandwidth selection for variable kernel density estimates
by Berlinet, Alain & Biau, Gérard & Rouvière, Laurent
- 129-138 Asymptotics for products of independent sums with an application to Wishart determinants
by Rempala, Grzegorz & Wesolowski, Jacek
- 139-150 Moderate deviation principles for moving average processes of real stationary sequences
by Dong, Zhi-shan & Xi-li, Tan & Yang, Xiao-yun
- 151-162 Two inequalities for conditional expectations and convergence results for filters
by Crimaldi, Irene & Pratelli, Luca
- 163-170 Some properties of the variance-optimal martingale measure for discontinuous semimartingales
by Arai, Takuji
- 171-177 The local approximation of variograms in by covariance functions
by Barry, Ronald Paul
- 178-186 Asymptotic probability for the bootstrapped means deviations from the sample mean
by Hu, Tien-Chung & Ordóñez Cabrera, Manuel & Volodin, Andrei
- 187-204 Realistic variation of shock models
by Gut, Allan & Hüsler, Jürg
- 205-211 Testing independent sparse heterogeneous mixtures
by Lim, Johan
- 212-220 A note on Moore's conjecture
by Lockhart, Richard & O'Reilly, Federico
August 2005, Volume 74, Issue 1
- 1-13 Increasing coupling of probabilistic cellular automata
by Louis, P.-Y.
- 15-20 Simplified analytical proof of Blackwell's renewal theorem
by Dippon, Jürgen & Walk, Harro
- 21-30 Age statistics in the Moran population model
by Itoh, Yoshiaki & Mahmoud, Hosam M.
- 31-37 Optimal allocation in balanced sampling
by Tillé, Yves & Favre, Anne-Catherine
- 39-49 On the a.s. convergence of certain random series to a fractional random field in
by Medina, Juan Miguel & Frías, Bruno Cernuschi
- 51-58 Principal components selection given extensively many variables
by Lehmann, Nils
- 59-66 On almost sure limit theorems for positively dependent random variables
by Matula, Przemyslaw
- 67-75 On Chung's type law of large numbers for fuzzy random variables
by Joo, Sang Yeol & Kim, Yun Kyung & Kwon, Joong Sung
- 77-88 Least-squares estimation for bifurcating autoregressive processes
by Zhou, J. & Basawa, I.V.
- 89-91 A note on self-decomposability of stable process subordinated to self-decomposable subordinator
by Kozubowski, Tomasz J.
- 93-102 Iterated integrals with respect to Bessel processes
by Yan, Litan & Ling, Jingyun
- 103-108 Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions
by Wang, Peijie
July 2005, Volume 73, Issue 4
- 333-342 Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated
by Bhandary, Madhusudan
- 343-345 A note on self-decomposability of stable process subordinated to self-decomposable subordinator
by Kozubowski, Tomasz J.
- 347-356 The nonorthogonal estimator
by Haner, Matthew
- 357-367 Dependence orderings for generalized order statistics
by Khaledi, Baha-Eldin & Kochar, Subhash
- 369-379 Some Bayesian predictive approaches to model selection
by Mukhopadhyay, Nitai & Ghosh, Jayanta K. & Berger, James O.
- 381-392 Monotonicity and aging properties of random sums
by Cai, Jun & Willmot, Gordon E.
- 393-401 A note on multiple comparison procedures for detecting differences in simply ordered means
by Nashimoto, Kane & Wright, F.T.
- 403-410 A Beta-Gamma autoregressive process of the second-order (BGAR(2))
by Ristic, Miroslav M.
- 411-424 Lower estimation of the remainder term in the CLT for a sum of the functions of k-spacings
by Mirakhmedov, Sherzod A.
- 425-432 Comparing distribution functions of errors in linear models: A nonparametric approach
by Mora, Juan
- 433-439 On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn
by Andersson, E.
- 441-448 On maximum likelihood estimation for log-linear models with non-ignorable non-response
by Clarke, Paul S. & Smith, Peter W.F.
- 449-457 The likelihood ratio test for a separable covariance matrix
by Lu, Nelson & Zimmerman, Dale L.
- 459-467 On diagnostics in symmetrical nonlinear models
by Galea, Manuel & Paula, Gilberto A. & Cysneiros, Francisco José A.
July 2005, Volume 73, Issue 3
- 207-217 Switching record and order statistics via random contractions
by Oncel, Sevgi Yurt & Ahsanullah, Mohammad & Aliev, Fazil A. & Aygun, Funda
- 219-231 Inequalities for expected extreme order statistics
by de la Cal, J. & Cárcamo, J.
- 233-241 Inequalities for upper and lower probabilities
by Chen, Zengjing & Kulperger, Reg
- 243-250 The asymptotic distribution of the unconditional quantile estimator under dependence
by Oberhofer, Walter & Haupt, Harry
- 251-257 Strong uniqueness for cyclically symbiotic branching diffusions
by Dawson, Donald A. & Fleischmann, Klaus & Xiong, Jie
- 259-269 On an extension of the exponential-geometric distribution
by Adamidis, Konstantinos & Dimitrakopoulou, Theodora & Loukas, Sotirios
- 271-275 Normal moments and Hermite polynomials
by Willink, R.
- 277-285 Bootstrap estimation of the distribution of Matusita distance in the mixed case
by Alba-Fernández, V. & Muñoz-García, J. & Jiménez-Gamero, M.D.
- 287-296 Latent variable analysis and partial correlation graphs for multivariate time series
by Fried, Roland & Didelez, Vanessa
- 297-304 Kernel density estimation on Riemannian manifolds
by Pelletier, Bruno
- 305-314 The strong law of large numbers for dependent random variables
by Kuczmaszewska, Anna
- 315-320 On Gaussian correlation inequalities for "periodic" sets
by Bhandari, Subir K. & Basu, Ayanendranath
- 321-331 Jackknife variance estimator with reimputation for randomly imputed survey data
by Saigo, H. & Sitter, R.R.
June 2005, Volume 73, Issue 2
- 91-97 Monotonicity of likelihood support bounds for system failure rates
by Lloyd, Chris J.
- 99-103 Measuring the extremal dependence
by Martins, A.P. & Ferreira, H.
- 105-114 A note on minimum distance estimation of copula densities
by Biau, Gérard & Wegkamp, Marten
- 115-124 A Once edge-reinforced random walk on a Galton-Watson tree is transient
by Dai, Jack Jie
- 125-130 Confidence intervals for the power of Student's t-test
by Tarasinska, Joanna
- 131-138 A note on the stability and causality of general time-dependent bilinear models
by Bibi, Abdelouahab
- 139-145 Minimax 16-run supersaturated designs
by Butler, Neil A.
- 147-153 Asymptotic properties of CLS estimators in the Poisson AR(1) model
by Keith Freeland, R. & McCabe, Brendan
- 155-164 Rates of convergence for the change-point estimator for long-range dependent sequences
by Hariz, Samir Ben & Wylie, Jonathan J.
- 165-177 The rate of convergence in the functional limit theorem for increments of a Brownian motion
by Gao, Fuqing & Wang, Qinghua
- 179-187 A simple approximation for the distribution of the weighted combination of non-independent or independent probabilities
by Hou, Chia-Ding
- 189-197 An exponential inequality for associated variables
by Oliveira, Paulo Eduardo
- 199-206 Fisher information in censored data
by Wang, Yanhua & He, Shuyuan
June 2005, Volume 73, Issue 1
- 1-12 Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model
by Sun, Xiaoqian & Sun, Dongchu
- 13-23 On the AIDS incubation distribution
by Neammanee, K. & Pianskool, S. & Chonchaiya, R.
- 25-35 On stationarity and [beta]-mixing property of certain nonlinear GARCH(p,q) models
by Lee, O. & Shin, D.W.
- 37-50 The use of domination number of a random proximity catch digraph for testing spatial patterns of segregation and association
by Ceyhan, Elvan & Priebe, Carey E.
- 51-56 An explicit local uniform large deviation bound for Brownian bridges
by Wittich, O.
- 57-60 Upper bounds of the Gärtner-Ellis theorem for the sequences of random variables
by Nyrhinen, Harri
- 61-70 Testing heteroscedasticity in partially linear regression models
by You, Jinhong & Chen, Gemai
- 71-78 A note on prediction and interpolation errors in time series
by Galeano, Pedro & Peña, Daniel
- 79-90 Inequalities for the norms of integrals with respect to a fractional Brownian motion
by Slominski, Leszek & Ziemkiewicz, Bartosz
May 2005, Volume 72, Issue 4
- 277-283 Another look at rejection sampling through importance sampling
by Chen, Yuguo
- 285-290 Limitations on intermittent forecasting
by Morvai, Gusztáv & Weiss, Benjamin
- 291-298 On the weak laws for arrays of random variables
by Sung, Soo Hak & Hu, Tien-Chung & Volodin, Andrei
- 299-311 VaR is subject to a significant positive bias
by Inui, Koji & Kijima, Masaaki & Kitano, Atsushi
- 313-322 Kernel estimation of a partially linear additive model
by Manzan, Sebastiano & Zerom, Dawit
- 323-332 Outliers in functional autoregressive time series
by Battaglia, Francesco
- 333-343 A nonparametric sequential test with power 1 for the ruin probability in some risk models
by Conti, Pier Luigi
- 345-355 A note on the use of kernel functions in weighted estimators
by Johnson, Brent A. & Boos, Dennis D.
May 2005, Volume 72, Issue 3
- 187-194 A mixture and self-exciting model for software reliability
by Wang, R.
- 195-204 Recursive demeaning and deterministic seasonality
by Kuzin, Vladimir
- 205-217 The expected discounted penalty at ruin in the Erlang (2) risk process
by Sun, Li-Juan
- 219-226 Variable selection and transformation in linear regression models
by Yeo, In-Kwon
- 227-235 Limit theorems for the Estermann zeta-function. I
by Laurincikas, Antanas
- 237-247 Information criterion for Gaussian change-point model
by Ninomiya, Yoshiyuki
- 249-264 Central limit theorem for the size of the range of a renewal process
by Hitczenko, Pawel & Pemantle, Robin
- 265-275 On the asymptotic behaviour of a simple growing point process model
by Borovkov, K. & Motyer, A.
April 2005, Volume 72, Issue 2
- 93-102 Improved likelihood ratio and score tests on concentration parameters of von Mises-Fisher distributions
by Watamori, Yoko & Jupp, Peter E.
- 103-112 A refinement to approximate conditional inference
by Yang, Bo & Kolassa, John E.
- 113-123 Converses to the Csörgo-Révész laws
by Frolov, Andrei N.
- 125-135 Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
by Hashorva, Enkelejd
- 137-143 Exponential stopping and drifted stable processes
by Letac, G. & Seshadri, V.
- 145-152 A general Ostrowski-type inequality
by de la Cal, J. & Cárcamo, J.
- 153-162 On choosing the centering distribution in Dirichlet process mixture models
by Hanson, Timothy & Sethuraman, Jayaram & Xu, Ling
- 163-170 A note on stochastic comparisons of generalized order statistics
by Hu, Taizhong & Zhuang, Weiwei
- 171-177 An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges
by Mansuy, Roger
- 179-185 A note on comparisons among coherent systems with dependent components using signatures
by Navarro, Jorge & Ruiz, Jose M. & Sandoval, Carlos J.
April 2005, Volume 72, Issue 1
- 1-10 Study of a risk model based on the entrance process
by Li, Zehui & Zhu, Jinxia & Chen, Feng
- 11-12 A maximal inequality for nonnegative submartingales
by Bhattacharya, P.K.
- 13-22 Optimal sign tests for data from ranked set samples
by Wang, You-Gan & Zhu, Min
- 23-32 Type G and spherical distributions on
by Fotopoulos, Stergios B.
- 33-42 Birth-death processes with killing
by van Doorn, Erik A. & Zeifman, Alexander I.
- 43-50 The superiority of empirical Bayes estimator of parameters in linear model
by Zhang, Weiping & Wei, Laisheng & Yang, Yaning
- 51-57 Characterization of hazard function factorization by Fisher information in minima and upper record values
by Hofmann, Glenn & Balakrishnan, N. & Ahmadi, Jafar
- 59-69 Convergence rates in the law of large numbers for arrays of Banach space valued random elements
by Tómács, Tibor
- 71-81 Minimax correlation between a line segment and a beamlet
by Huo, Xiaoming
- 83-92 On linear rank tests for truncated binomial randomization
by Zhang, Yanqiong & Rosenberger, William F.
March 2005, Volume 71, Issue 4
- 295-301 Optimality of an explicit series expansion of the fractional Brownian sheet
by Dzhaparidze, Kacha & Zanten, Harry van
- 303-311 More on complete convergence for arrays
by Sung, Soo Hak & Volodin, Andrei I. & Hu, Tien-Chung
- 313-322 Ergodicity and existence of moments for local mixtures of linear autoregressions
by Carvalho, Alexandre & Skoulakis, Georgios
- 323-335 Chebyshev-type inequalities for scale mixtures
by Csiszar, Villo & Móri, Tamás F. & Székely, Gábor J.
- 337-346 The law of the iterated logarithm for character ratios
by Su, Zhonggen
- 347-359 Separable Hausdorff measurable Radon spaces
by Leão, D. Jr. & Fragoso, M.D. & do Val, J.B.R. & Andrade, M.G.
- 361-369 Saddlepoint approximations to option price in a general equilibrium model
by Xiong, Jian & Wong, Augustine & Salopek, Donna
- 371-382 Variable selection in generalized linear models with canonical link functions
by Jin, Man & Fang, Yixin & Zhao, Lincheng
- 383-394 A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations
by Kotz, Samuel & van Dorp, J. René
March 2005, Volume 71, Issue 3
- 203-214 kth records from discrete distributions
by Dembinska, Anna & López-Blázquez, Fernando
- 215-223 Estimating the slope in measurement error models--a different perspective
by Davidov, Ori
- 225-235 Likelihood ratio tests of the number of components in a normal mixture with unequal variances
by Lo, Yungtai
- 237-247 Empirical saddlepoint approximations of the Studentized ratio and regression estimates for finite populations
by Agho, Kingsley & Dai, Wen & Robinson, John
- 249-256 On the Poisson-binomial relative error
by Antonelli, Sabrina & Regoli, Giuliana
- 257-265 Bayesian model selection: a predictive approach with losses based on distances L1 and L2
by de la Horra, Julián & Rodríguez-Bernal, María Teresa
- 267-276 Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model
by Chaudhuri, Sanjay & Perlman, Michael D.
- 277-281 Jensen's inequality for medians
by Merkle, Milan
- 283-294 Reinforced weak convergence of stochastic processes
by Drmota, Michael & Marckert, Jean-François
February 2005, Volume 71, Issue 2
- 111-121 Bootstrapping modified goodness-of-fit statistics with estimated parameters
by Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël
- 123-129 Limit infimum results for subsequences of partial sums and random sums
by Divanji, Gooty & Koroto, Tadewos
- 131-142 Wilcoxon-signed rank test for associated sequences
by Dewan, Isha & Rao, B.L.S. Prakasa
- 143-153 Parametric bootstrapping with nuisance parameters
by Lee, Stephen M.S. & Young, G. Alastair
- 155-164 Estimation in comparative calibration models with replicate measurement
by Giménez, Patricia & Patat, María Laura
- 165-171 Stieltjes classes for M-indeterminate powers of inverse Gaussian distributions
by Ostrovska, Sofiya & Stoyanov, Jordan
- 173-183 Converse comparison theorems for backward stochastic differential equations
by Jiang, Long
- 185-191 Sharp estimates for the median of the [Gamma](n+1,1) distribution
by Adell, José A. & Jodrá, Pedro
- 193-202 On the almost sure growth rate of sums of lower negatively dependent nonnegative random variables
by Klesov, Oleg & Rosalsky, Andrew & Volodin, Andrei I.
January 2005, Volume 71, Issue 1
- 1-13 On the distribution of the clipping median under a mixture model
by Steland, Ansgar
- 15-22 Limit theorems for continuous time random walks with slowly varying waiting times
by Meerschaert, Mark M. & Scheffler, Hans-Peter
- 23-31 Transposition invariant principal component analysis in L1 for long tailed data
by Choulakian, Vartan
- 33-38 Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding
by Liquet, Benoit & Commenges, Daniel
- 39-46 The moment of inertia and the linear discriminant function
by Reyen, Salem S. & Miller, John J.
- 47-60 Fragment size distributions in random fragmentations with cutoff
by Ghorbel, M. & Huillet, T.
- 61-70 Estimating parameters in autoregressive models with asymmetric innovations
by Wong, Wing-Keung & Bian, Guorui
- 71-84 Expressions for Rényi and Shannon entropies for multivariate distributions
by Zografos, K. & Nadarajah, S.
- 85-98 Dynamic generalized information measures
by Asadi, Majid & Ebrahimi, Nader & Soofi, Ehsan S.
- 99-110 A-optimal and efficient diallel cross experiments for comparing test treatments with a control
by Hsu, Yung-Feng & Ting, Chao-Ping
December 2004, Volume 70, Issue 4
- 235-242 Characterizations of the hazard rate order and IFR aging notion
by Belzunce, Félix & Gao, Xiaoli & Hu, Taizhong & Pellerey, Franco
- 243-251 Estimation of time-varying ARMA models with Markovian changes in regime
by Francq, Christian & Gautier, Antony
- 253-261 Weak solutions for stochastic differential equations with additive fractional noise
by Mishura, Yu. & Nualart, D.
- 263-273 Testing for parameter constancy in GARCH(p,q) models
by Berkes, Istvan & Horváth, Lajos & Kokoszka, Piotr
- 275-284 A note on exponential dispersion models which are invariant under length-biased sampling
by Bar-Lev, Shaul K. & Van der Duyn Schouten, Frank A.
- 285-298 Goodness-of-fit inference for the Cox-Aalen additive-multiplicative regression model
by Kraus, David
- 299-308 Dimensions of supercritical branching processes in varying environments
by Shieh, Narn-Rueih & Yu, Jinghu
December 2004, Volume 70, Issue 3
- 175-182 On the finite-sample size distortion of smooth transition unit root tests
by Cook, Steven & Vougas, Dimitrios
- 183-190 Characterization-based Q-Q plots for testing multinormality
by Liang, Jiajuan & Pan, William S.Y. & Yang, Zhen-Hai
- 191-197 Complete moment convergence of moving-average processes under dependence assumptions
by Yun-xia, Li & Li-xin, Zhang
- 199-209 Path collapse for multidimensional Brownian motion with rebirth
by Grigorescu, Ilie & Kang, Min
- 211-222 On arbitrage and Markovian short rates in fractional bond markets
by Gapeev, Pavel V.
- 223-234 A four action problem with ordered categorical data: are two distributions the same, ordered, or otherwise?
by Cohen, A. & Kolassa, J. & Sackrowitz, H.B.
November 2004, Volume 70, Issue 2
October 2004, Volume 70, Issue 1
- 1-10 Fractional Brownian motion and Martingale-differences
by Nieminen, Ari
- 11-18 Expected number of real zeros of random hyperbolic polynomial
by Mahanti, Mina Ketan
- 19-24 On oscillations of the geometric Brownian motion with time-delayed drift
by Gushchin, Alexander A. & Küchler, Uwe
- 25-35 Generating correlated ordinal categorical random samples
by Biswas, Atanu
- 37-48 An application of the double Edgeworth expansion to a filtering model with Gaussian limit
by Masuda, Hiroki & Yoshida, Nakahiro
- 49-58 Nonclassical total probability formula and quantum interference of probabilities
by Bulinski, Alexander & Khrennikov, Andrei
- 59-70 Missing responses in adaptive allocation design
by Biswas, Atanu & Rao, J.N.K.
- 71-85 A note on minimum bias estimation in response surfaces
by Huang, Kuo-Nan & Fan, Shu-Kai S.
- 87-94 Shrinkage estimation for convex polyhedral cones
by Amirdjanova, Anna & Woodroofe, Michael
- 95-108 Predictable sampling for partially exchangeable arrays
by Ivanoff, B. Gail & Weber, N.C.
- 109-117 Asymptotic distribution of normalized maximum under finite mixture models
by AL-Hussaini, Essam K. & El-Adll, Magdy E.
- 119-125 The ARMA model in state space form
by de Jong, Piet & Penzer, Jeremy
October 2004, Volume 69, Issue 4
Printed from https://ideas.repec.org/s/eee/stapro29.html
