# Elsevier

# Statistics & Probability Letters

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### 2015, Volume 99, Issue C

**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

### 2015, Volume 98, Issue C

**1-5 A note on asymptotic distributions in maximum entropy models for networks***by*Yan, Ting**6-11 Central limit theorem and moderate deviation principle for CKLS model with small random perturbation***by*Cai, Yujie & Wang, Shaochen**12-19 Logarithmic Sobolev inequality on free path space over a compact Riemannian manifold***by*Pei, Ling**20-28 On the equilibrium state of the one-dimensional near-symmetric simple exclusion process***by*Zhang, Fuxi & Zhang, Wei**29-38 A general class of linearly extrapolated variance estimators***by*Wang, Qing & Chen, Shiwen**39-43 On the type I optimality of blocked 2-level main effects plans having blocks of different sizes***by*Jacroux, Mike & Kealy-Dichone, Bonni**44-49 Connecting continuum regression with sufficient dimension reduction***by*Chen, Xin & Zhu, Li-Ping**50-53 First hitting time of the integer lattice by symmetric stable processes***by*Isozaki, Yasuki**54-58 Markov limit of line of decent types in a multitype supercritical branching process***by*Hong, Jyy-I & Athreya, K.B.**59-64 On the degrees of freedom in MCMC-based Wishart models for time series data***by*Xiao, Yuewen & Ku, Yu-Cheng & Bloomfield, Peter & Ghosh, Sujit K.**65-72 A simulation algorithm for non-causal VARMA processes***by*Giurcanu, Mihai C.**73-78 A residual-based test for variance components in linear mixed models***by*Li, Zaixing**79-88 Subadditivity of Value-at-Risk for Bernoulli random variables***by*Hofert, Marius & McNeil, Alexander J.**89-97 A kernel-assisted imputation estimating method for the additive hazards model with missing censoring indicator***by*Qiu, Zhiping & Chen, Xiaoping & Zhou, Yong**98-106 Large and moderate deviations for modified Engel continued fractions***by*Fang, Lulu**107-114 Multiclass classification of the scalar Gaussian random field observation with known spatial correlation function***by*Dučinskas, Kęstutis & Dreižienė, Lina & Zikarienė, Eglė**115-122 Interval estimation for proportional reversed hazard family based on lower record values***by*Wang, Bing Xing & Yu, Keming & Coolen, Frank P.A.**123-130 On testing for sphericity with non-normality in a fixed effects panel data model***by*Baltagi, Badi H. & Kao, Chihwa & Peng, Bin**131-135 A note on stochastic domination for discrete exponential families***by*Chang, Yuan-Tsung & Strawderman, William E.**136-143 Supermodular ordering of Poisson arrays***by*Kızıldemir, Bünyamin & Privault, Nicolas**144-150 The difference of symmetric quantiles under long range dependence***by*Tarr, G. & Weber, N.C. & Müller, S.

### 2015, Volume 97, Issue C

**1-8 Tests for successive differences of quantiles***by*Soni, Pooja & Dewan, Isha & Jain, Kanchan**9-15 The exponential moment tail of inhomogeneous renewal process***by*Bernackaitė, Emilija & Šiaulys, Jonas**16-24 Some remarks on general linear model with new regressors***by*Lu, Changli & Gan, Shengjun & Tian, Yongge**25-31 Stochastic comparisons of parallel systems with exponentiated Weibull components***by*Fang, Longxiang & Zhang, Xinsheng**32-40 Confidence interval construction for sensitivity difference of two continuous-scale diagnostic tests at the fixed level of two specificities***by*Tang, Nian-Sheng & Luo, Xian-Gui**41-45 Approximate ellipsoidal tolerance regions for multivariate normal populations***by*Mbodj, Malick & Mathew, Thomas**46-53 Likelihood ratio order of sample minimum from heterogeneous Weibull random variables***by*Li, Chen & Li, Xiaohu**54-62 Some Stein-type inequalities for multivariate elliptical distributions and applications***by*Landsman, Zinoviy & Vanduffel, Steven & Yao, Jing**63-68 On the discrepancy between Bayes credibility and frequentist probability of coverage***by*Bahamyirou, Asma & Marchand, Éric**69-75 Large deviations for one-dimensional random walks on discrete point processes***by*Zhu, Lingjiong**76-82 Constructing uniform designs under mixture discrepancy***by*Chen, Wen & Qi, Zong-Feng & Zhou, Yong-Dao**83-87 On expected occupation time of Brownian bridge***by*Chi, Zhiyi & Pozdnyakov, Vladimir & Yan, Jun**88-98 Robust inference in partially linear models with missing responses***by*Bianco, Ana M. & Boente, Graciela & González-Manteiga, Wenceslao & Pérez-González, Ana**99-107 A conditional version of the extended Kolmogorov–Feller weak law of large numbers***by*Yuan, Demei & Hu, Xuemei**108-115 Weighted least squares-based inference for stable and unstable threshold power ARCH processes***by*Aknouche, Abdelhakim & Touche, Nassim**116-119 A generalization of an integral arising in the theory of distance correlation***by*Dueck, Johannes & Edelmann, Dominic & Richards, Donald**120-124 On full efficiency of the maximum composite likelihood estimator***by*Kenne Pagui, E.C. & Salvan, A. & Sartori, N.**125-131 On residual inaccuracy of order statistics***by*Thapliyal, Richa & Taneja, H.C.**132-141 Robust adaptive estimation for semivarying coefficient models***by*Zhao, Weihua & Zhang, Riquan & Liu, Jicai & Hu, Hongchang**142-149 On the Fisher information and design of a flexible progressive censored experiment***by*Park, Sangun & Ng, Hon Keung Tony & Chan, Ping Shing**150-154 A matching prior for the shape parameter of the exponential power distribution***by*Wang, Min & Lu, Tao**155-164 L2 differentiability of generalized linear models***by*Pupashenko, Daria & Ruckdeschel, Peter & Kohl, Matthias**165-175 On Hong–Tamer’s estimator in nonlinear errors-in-variable regression models***by*Wu, Jianghong & Song, Weixing**176-184 Weber’s optimal stopping problem and generalizations***by*Dendievel, Rémi**185-191 Optimal restricted estimation for more efficient longitudinal causal inference***by*Kennedy, Edward H. & Joffe, Marshall M. & Small, Dylan S.**192-196 A sequential hypothesis test based on a generalized Azuma inequality***by*Reijsbergen, Daniël & Scheinhardt, Werner & de Boer, Pieter-Tjerk**197-205 Representation theorems for generators of BSDEs with monotonic and convex growth generators***by*Zheng, Shiqiu & Li, Shoumei**206-211 Statistical properties of gene–gene correlations in omics experiments***by*Qin, Huaizhen & Ouyang, Weiwei**212-215 A note on random variables with an infinite absolute first moment***by*Hu, Tien-Chung & Rosalsky, Andrew**216-221 Extremes of random variables observed in renewal times***by*Basrak, Bojan & Špoljarić, Drago**222-228 Lower bounds of the Hausdorff dimension for the images of Feller processes***by*Knopova, V. & Schilling, R.L. & Wang, J.**229-240 Descents following maximal values in samples of geometric random variables***by*Archibald, Margaret & Blecher, Aubrey & Brennan, Charlotte & Knopfmacher, Arnold**241-246 Almost sure behavior of functionals of stationary Gibbs point processes***by*Coeurjolly, Jean-François

### 2015, Volume 96, Issue C

**1-9 Large deviations of mean-field stochastic differential equations with jumps***by*Cai, Yujie & Huang, Jianhui & Maroulas, Vasileios**10-20 On the timing to switch on the standby in k-out-of-n:G redundant systems***by*Li, Xiaohu & Fang, Rui & Mi, Jie**21-27 Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data***by*Lai, Peng & Meng, Jie & Lian, Heng**28-37 Length of the minimum sequence containing repeats of success runs***by*Makri, Frosso S. & Psillakis, Zaharias M. & Arapis, Anastasios N.**38-44 On the comparison theorem for multi-dimensional G-SDEs***by*Luo, Peng & Wang, Falei**45-53 Composite estimating equation approach for additive risk model with length-biased and right-censored data***by*Ma, Huijuan & Zhang, Feipeng & Zhou, Yong**54-60 Constructions for a bivariate beta distribution***by*Olkin, Ingram & Trikalinos, Thomas A.**61-67 Association of zero-inflated continuous variables***by*Pimentel, Ronald S. & Niewiadomska-Bugaj, Magdalena & Wang, Jung-Chao**68-74 A general set up for minimum disparity estimation***by*Kuchibhotla, Arun Kumar & Basu, Ayanendranath**75-84 Backward doubly stochastic differential equations with stochastic Lipschitz condition***by*Owo, Jean-Marc**85-94 Some strong laws of large number for double array of random upper semicontinuous functions in convex combination spaces***by*Quang, Nguyen Van & Nguyen, Pham Tri**95-101 Multifractional Poisson process, multistable subordinator and related limit theorems***by*Molchanov, Ilya & Ralchenko, Kostiantyn**102-108 Linear increment in efficiency with the inclusion of surrogate endpoint***by*Banerjee, Buddhananda & Biswas, Atanu**109-116 The quantile-based skew logistic distribution***by*van Staden, Paul J. & King, Robert A.R.**117-122 On renewal increasing mean residual life distributions: An age replacement model with hypothesis testing application***by*Sepehrifar, Mohammad B. & Khorshidian, Kavoos & Jamshidian, Ahmad R.**123-132 On generalized dynamic survival and failure entropies of order (α,β)***by*Kayal, Suchandan**133-140 A new lower bound for wrap-around L2-discrepancy on two and three mixed level factorials***by*Zhang, Qionghui & Wang, Zhenghong & Hu, Jianwei & Qin, Hong**141-148 A note on global suprema of band-limited spherical random functions***by*Marinucci, Domenico & Vadlamani, Sreekar**149-153 Explicit characterization of moments of balanced triangular Pólya urns by an elementary approach***by*Zhang, Panpan & Chen, Chen & Mahmoud, Hosam**154-161 On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions***by*Rubio, F.J.**162-169 Note on the service time in an M/G/1 queue with bounded workload***by*Brill, Percy H.**170-179 Weak convergence of the weighted sequential empirical process of some long-range dependent data***by*Buchsteiner, Jannis**180-184 Exact tail asymptotics of the supremum attained by a Lévy process***by*Asghari, N.M. & Dȩbicki, K. & Mandjes, M.**185-189 Counterexamples to a Central Limit Theorem and a Weak Law of Large Numbers for capacities***by*Terán, Pedro**190-195 Convergence of the EM algorithm for continuous mixing distributions***by*Chung, Yeojin & Lindsay, Bruce G.**196-203 On missing-at-random mechanism in two-way incomplete contingency tables***by*Kim, Seongyong & Park, Yousung & Kim, Daeyoung**204-211 Regression trees and forests for non-homogeneous Poisson processes***by*Mathlouthi, Walid & Fredette, Marc & Larocque, Denis**212-222 First hitting times for doubly skewed Ornstein–Uhlenbeck processes***by*Song, Shiyu & Wang, Suxin & Wang, Yongjin**223-231 Logarithmic Lambert W×F random variables for the family of chi-squared distributions and their applications***by*Witkovský, Viktor & Wimmer, Gejza & Duby, Tomy**232-240 Local linear quantile regression with truncated and dependent data***by*Wang, Jiang-Feng & Ma, Wei-Min & Fan, Guo-Liang & Wen, Li-Min**241-246 On improved shrinkage estimators for concave loss***by*Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E.**247-254 Moderate deviation principles for Engel’s, Sylvester’s series and Cantor’s products***by*Hu, Wei**255-261 Rate of strong consistency for nonparametric estimators based on twice censored data***by*Kitouni, Abderrahim & Boukeloua, Mohamed & Messaci, Fatiha**262-268 Large deviations for the boundary local time of doubly reflected Brownian motion***by*Forde, Martin & Kumar, Rohini & Zhang, Hongzhong**269-272 On the asymptotic behavior of randomly weighted averages***by*Roozegar, Rasool & Soltani, A.R.**273-280 Lee discrepancy on symmetric three-level combined designs***by*Elsawah, A.M. & Qin, Hong**281-286 A variance ratio test of fit for Gamma distributions***by*Villaseñor, José A. & González-Estrada, Elizabeth**287-291 A note on exponential inequalities for the distribution tails of canonical von Mises’ statistics of dependent observations***by*Borisov, I.S. & Volodko, N.V.**292-298 The multivariate Gini ratio***by*Eisenberg, Bennett**299-306 On Trotter–Kato approximations of semilinear stochastic evolution equations in infinite dimensions***by*Govindan, T.E.**307-314 Limit distributions of generalized St. Petersburg games***by*Nakata, Toshio**315-321 On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients***by*Semrau-Giłka, Alina**322-327 A note on cumulative mean estimation***by*Zeng, Bilin & Yu, Zhou & Wen, Xuerong Meggie**328-332 A note on the direction maximizing skewness in multivariate skew-t vectors***by*Arevalillo, Jorge M. & Navarro, Hilario**333-340 A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix***by*Bai, Zhidong & Wang, Chen**341-345 Extreme-trimmed St. Petersburg games***by*Gut, Allan & Martin-Löf, Anders**346-355 Nonparametric adaptive density estimation on random fields using wavelet method***by*Li, Linyuan**356-364 Comonotonicity, orthant convex order and sums of random variables***by*Mesfioui, Mhamed & Denuit, Michel M.

### 2014, Volume 95, Issue C

**1-5 When the bispectrum is real-valued***by*Iglói, E. & Terdik, Gy.**6-14 A note on intermittency for the fractional heat equation***by*Balan, Raluca M. & Conus, Daniel**15-25 Estimation and test procedures for composite quantile regression with covariates missing at random***by*Ning, Zijun & Tang, Linjun**26-32 Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs***by*Govindan, T.E.**33-38 An asymptotically minimax kernel machine***by*Ghosh, Debashis**39-47 Records with confirmation***by*Nevzorov, V.B. & Stepanov, A.**48-56 The distribution of the maximum of the multivariate AR(p) and multivariate MA(p) processes***by*Withers, Christopher S. & Nadarajah, Saralees**57-62 The one-sided posterior predictive p-value for Fieller’s problem***by*Zhao, Guimei & Xu, Xingzhong**63-70 Adaptive FWER control procedure for grouped hypotheses***by*Zhao, Haibing**71-76 Semi-Markov and reward fields***by*Soltani, A.R. & Ghasemi, H.**77-84 Extension of Mood’s median test for survival data***by*Chen, Zhongxue**85-91 On the moments of order statistics coming from the Topp–Leone distribution***by*MirMostafaee, S.M.T.K.**92-100 Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors***by*Jung, Yeun Ji & Hobert, James P.**101-109 Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables***by*Sreehari, Maddipatla & Divanji, Gooty**110-117 A generalized boxplot for skewed and heavy-tailed distributions***by*Bruffaerts, Christopher & Verardi, Vincenzo & Vermandele, Catherine**118-124 A linear regression model with persistent level shifts: An alternative to infill asymptotics***by*Woody, Jonathan & Lund, Robert**125-131 Default barrier intensity model for credit risk evaluation***by*Elhiwi, Majdi**132-138 Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion***by*Donald, Stephen G. & Hsu, Yu-Chin & Lieli, Robert P.**139-143 A weak-type inequality for the martingale square function***by*Osȩkowski, Adam**144-149 On location mixtures with Pólya frequency components***by*Balabdaoui, Fadoua & Butucea, Cristina**150-154 A simple root-N-consistent semiparametric estimator for discrete duration models***by*Reza, Sadat & Rilstone, Paul

### 2014, Volume 94, Issue C

**1-11 Small noise fluctuations of the CIR model driven by α-stable noises***by*Ma, Chunhua & Yang, Xu**12-20 Variable selection in infinite-dimensional problems***by*Aneiros, Germán & Vieu, Philippe**21-28 Optimal rejection curves for exact false discovery rate control***by*Habiger, Joshua D. & Adekpedjou, Akim**29-38 A fluctuation limit theorem for a critical branching process with dependent immigration***by*Guo, Hongsong & Zhang, Mei**39-47 A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion***by*Kim, Jeong-Hoon & Park, Sang-Hyeon**48-55 On pre-exit joint occupation times for spectrally negative Lévy processes***by*Li, Yingqiu & Zhou, Xiaowen**56-62 On infinitely divisible distributions with polynomially decaying characteristic functions***by*Trabs, Mathias**63-68 A Baum–Katz theorem for i.i.d. random variables with higher order moments***by*Chen, Pingyan & Sung, Soo Hak**69-76 Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models***by*Wu, Rongning**77-85 Wasserstein-Divergence transportation inequalities and polynomial concentration inequalities***by*Ding, Ying**86-90 On dynamics of volatilities in nonstationary GARCH models***by*Li, Dong & Li, Muyi & Wu, Wuqing**91-97 Sharp L2logL inequalities for the Haar system and martingale transforms***by*Osȩkowski, Adam**98-105 Estimating the transition matrix of a Markov chain observed at random times***by*Barsotti, Flavia & De Castro, Yohann & Espinasse, Thibault & Rochet, Paul**106-112 Improving bias in kernel density estimation***by*Mynbaev, Kairat T. & Nadarajah, Saralees & Withers, Christopher S. & Aipenova, Aziza S.**113-118 Non-causal strictly stationary solutions of random recurrence equations***by*Brandes, Dirk-Philip & Lindner, Alexander**119-127 A robust and efficient estimation method for single-index varying-coefficient models***by*Yang, Hu & Guo, Chaohui & Lv, Jing**128-134 Computing subsignatures of systems with exchangeable component lifetimes***by*Marichal, Jean-Luc**135-143 Approximation of inverse moments of discrete distributions***by*Phillips, T.R.L. & Zhigljavsky, A.**144-152 Structure of the third moment of the generalized Rosenblatt distribution***by*Bai, Shuyang & Taqqu, Murad S.**153-161 A note on processes with random stationary increments***by*Zhang, Haimeng & Huang, Chunfeng**162-169 On the construction of restricted minimum aberration designs***by*Suen, Chung-yi & Das, Ashish & Midha, C.K.**170-175 On cumulative residual entropy of order statistics***by*Park, Sangun & Kim, Ilmun**176-180 The limiting failure rate for a convolution of gamma distributions***by*Block, Henry W. & Langberg, Naftali A. & Savits, Thomas H.**181-191 Consistency of a numerical approximation to the first principal component projection pursuit estimator***by*Bali, Juan Lucas & Boente, Graciela**192-195 Remarks on the factorization property of some random integrals***by*Jurek, Zbigniew J.**196-203 A multiple window scan statistic for time series models***by*Wang, Xiao & Zhao, Bo & Glaz, Joseph**204-213 Aggregation of spectral density estimators***by*Chang, Christopher & Politis, Dimitris**214-220 The finite sample breakdown point of PCS***by*Schmitt, Eric & Öllerer, Viktoria & Vakili, Kaveh**221-229 Uniform asymptotics for the tail probability of weighted sums with heavy tails***by*Zhang, Chenhua**230-235 Necessary and sufficient conditions for Hölder continuity of Gaussian processes***by*Azmoodeh, Ehsan & Sottinen, Tommi & Viitasaari, Lauri & Yazigi, Adil**236-238 A general central limit theorem for strong mixing sequences***by*Ekström, Magnus**239-247 Space-filling Latin hypercube designs based on randomization restrictions in factorial experiments***by*Ranjan, Pritam & Spencer, Neil**248-256 Assessing the relationship of evolutionary rates and functional variables by mixture estimating equations***by*Lin, Pei-Sheng & Chen, Feng-Chi & Kuo, Shu-Fu & Kung, Yi-Hung**257-266 On integration with respect to the q-Brownian motion***by*Bryc, Włodek**267-272 Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives***by*Liu, Kai

### 2014, Volume 93, Issue C

**1-6 Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators***by*Park, Junyong**7-13 Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations***by*Efromovich, Sam**14-18 A new test of independence for high-dimensional data***by*Mao, Guangyu**19-26 Bayesian dynamic financial networks with time-varying predictors***by*Durante, Daniele & Dunson, David B.**27-33 Minimum divergence estimators, maximum likelihood and exponential families***by*Broniatowski, Michel**34-40 Identification of the occurrence of boundary solutions in a contingency table with nonignorable nonresponse***by*Park, Yousung & Kim, Daeyoung & Kim, Seongyong**41-45 A note on the identifiability of nonparametric and semiparametric mixtures of GLMs***by*Wang, Shaoli & Yao, Weixin & Huang, Mian**46-57 Extremal behavior of pMAX processes***by*Ferreira, Helena & Ferreira, Marta**58-64 A note on the first passage time of diffusions with holding and jumping boundary***by*Peng, Jun**65-71 New lower bound for centered L2-discrepancy of four-level U-type designs***by*Elsawah, A.M. & Qin, Hong**72-77 A stochastic model for assessing the utility of chance***by*Bose, Sudip**78-86 Bias-correction of the maximum likelihood estimator for the α-Brownian bridge***by*Görgens, Maik & Thulin, Måns**87-95 Small value probabilities for supercritical multitype branching processes with immigration***by*Chu, Weijuan**96-101 Bayes minimax estimation of the multivariate normal mean vector under balanced loss function***by*Zinodiny, S. & Rezaei, S. & Nadarajah, S.**102-107 Nonparametric recursive quantile estimation***by*Kohler, Michael & Krzyżak, Adam & Walk, Harro**108-115 Resolvable orthogonal array-based uniform sliced Latin hypercube designs***by*Yang, Xue & Chen, Hao & Liu, Min-Qian**116-125 A smoothing stochastic algorithm for quantile estimation***by*Amiri, Aboubacar & Thiam, Baba**126-133 A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint***by*Wang, Lu & Shen, Jincheng & Thall, Peter F.**134-142 Bootstrapping the empirical distribution of a linear process***by*El Ktaibi, Farid & Gail Ivanoff, B. & Weber, Neville C.