# Elsevier

# Statistics & Probability Letters

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### 2015, Volume 97, Issue C

**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.

### 2014, Volume 91, Issue C

**1-5 Can the bounds in the multivariate Chebyshev inequality be attained?***by*Navarro, Jorge**6-13 On the non existence of unbiased estimators of risk for spherically symmetric distributions***by*Fourdrinier, Dominique & Strawderman, William**14-19 Langevin diffusions and the Metropolis-adjusted Langevin algorithm***by*Xifara, T. & Sherlock, C. & Livingstone, S. & Byrne, S. & Girolami, M.**20-26 On idiosyncratic stochasticity of financial leverage effects***by*Bretó, Carles**27-31 A theorem on CUB models for rank data***by*Iannario, Maria & Piccolo, Domenico**32-40 On wavelet projection kernels and the integrated squared error in density estimation***by*Giné, Evarist & Madych, W.R.**41-46 On finite long run costs and rewards in infinite Markov chains***by*Baumann, Hendrik & Sandmann, Werner**47-51 On the probability of two randomly generated S-permutation matrices to be disjoint***by*Yordzhev, Krasimir**52-54 A non-commutative version of Lépingle–Yor martingale inequality***by*Qiu, Yanqi**55-61 Geometric ergodicity of the Gibbs sampler for the Poisson change-point model***by*Fitzpatrick, Matthew**62-68 Chaos expansion and asymptotic behavior of the Pareto distribution***by*Tudor, Ciprian A.**69-75 Shorter nonparametric prediction intervals for an order statistic from a future sample***by*Frey, Jesse**76-82 Complete moment convergence for i.i.d. random variables***by*Qiu, Dehua & Chen, Pingyan**83-89 Stochastic equations for two-type continuous-state branching processes with immigration and competition***by*Ma, Rugang**90-97 Robust variable selection for nonlinear models with diverging number of parameters***by*Lv, Zhike & Zhu, Huiming & Yu, Keming**98-106 On positivity of the variance of a tracer moving in a divergence-free Gaussian random field***by*Chojecki, Tymoteusz & Komorowski, Tomasz**107-109 On the support of the simple branching random walk***by*Johnson, Torrey**110-116 On reparametrization and the Gibbs sampler***by*Román, Jorge Carlos & Hobert, James P. & Presnell, Brett**117-123 Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models***by*Wang, Hui & Pan, Jiazhu**124-134 Parameter estimation in two-type continuous-state branching processes with immigration***by*Xu, Wei**135-144 Large deviation for a least squares estimator in a nonlinear regression model***by*Yang, Wenzhi & Hu, Shuhe**145-152 The large-maturity smile for the Stein–Stein model***by*Forde, Martin**153-161 An improved robust association test for GWAS with multiple diseases***by*Chen, Zhongxue & Huang, Hanwen & Ng, Hon Keung Tony**162-170 Closure property and maximum of randomly weighted sums with heavy-tailed increments***by*Yang, Yang & Leipus, Remigijus & Šiaulys, Jonas**171-180 Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables***by*Yan, Jun**181-191 Distribution of eigenvalues of large Euclidean matrices generated from lp ellipsoid***by*Zeng, Xingyuan

### 2014, Volume 90, Issue C

**1-10 On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models***by*Ren, Xingwei**11-16 Convergence bound in total variation for an image restoration model***by*Jovanovski, Oliver**17-24 Inference for the treatment effects in two sample problems with right-censored and length-biased data***by*Lin, Cunjie & Zhou, Yong**25-32 Asymptotic theory for LAD estimation of moderate deviations from a unit root***by*Zhou, Zhiyong & Lin, Zhengyan**33-41 Convergence to the maximum process of a fractional Brownian motion with shot noise***by*Wang, Yizao**42-45 A dexterous randomized response model for estimating a rare sensitive attribute using Poisson distribution***by*Singh, Housila P. & Tarray, Tanveer A.**46-52 A stable manifold MCMC method for high dimensions***by*Beskos, Alexandros**53-59 A new class of distribution-free tests for testing ordered location parameters based on sub-samples***by*Gaur, Anil**60-67 On piecewise linear processes***by*Ratanov, Nikita**68-77 Correlation structure of time-changed Pearson diffusions***by*Mijena, Jebessa B. & Nane, Erkan**78-84 Estimating the parameters of an α-stable distribution using the existence of moments of order statistics***by*Mohammadi, Mohammad & Mohammadpour, Adel**85-92 The randomly stopped geometric Brownian motion***by*Balanzario, Eugenio P. & Ramírez, Rosalva Mendoza & Ortiz, Jorge Sánchez**93-99 Karhunen–Loève expansion for additive Slepian processes***by*Liu, Jin V. & Huang, Zongfu & Mao, Hongjun**100-107 Asymptotic approximation for the probability density function of an arbitrary sequence of random variables***by*Joutard, Cyrille**108-113 Combining a regression model with a multivariate Markov chain in a forecasting problem***by*Damásio, Bruno & Nicolau, João**114-120 Coherent and convex risk measures for portfolios with applications***by*Wei, Linxiao & Hu, Yijun**121-128 On testing the coefficient of variation in an inverse Gaussian population***by*Chaubey, Yogendra P. & Sen, Debaraj & Saha, Krishna K.**129-135 Non-parametric estimation of the generalized past entropy function with censored dependent data***by*Maya, R. & Abdul-Sathar, E.I. & Rajesh, G.**136-139 Asymptotic normality for discretely observed Markov jump processes with an absorbing state***by*Kremer, Alexander & Weißbach, Rafael**140-148 Worst-case optimal investment with a random number of crashes***by*Belak, Christoph & Christensen, Sören & Menkens, Olaf**149-154 On the use of the Borel–Cantelli lemma in Markov chains***by*Stepanov, Alexei

### 2014, Volume 88, Issue C

**1-8 On the effect of perturbation of conditional probabilities in total variation***by*Abate, Alessandro & Redig, Frank & Tkachev, Ilya**9-14 Bayesian model comparison: Log scores and DIC***by*Krnjajić, Milovan & Draper, David**15-26 Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time***by*Li, Xiaohu & Wu, Jintang**27-39 Estimation of the Cholesky decomposition in a conditional independent normal model with missing data***by*He, Daojiang & Xu, Kai**40-49 Type II bivariate Pólya–Aeppli distribution***by*Minkova, Leda D. & Balakrishnan, N.**50-55 Efficient almost-exact Lévy area sampling***by*Malham, Simon J.A. & Wiese, Anke**56-61 On the limiting probabilities of the M/Er/1 queueing system***by*Martínez V., José M. & Vallejos C., Reinaldo A. & Barría M., Marta**62-65 A generalization of Chebyshev’s inequality for Hilbert-space-valued random elements***by*Budny, Katarzyna**66-72 On perturbation bounds for continuous-time Markov chains***by*Zeifman, A.I. & Korolev, V.Yu.**73-79 On stochastic comparisons of residual life time at random time***by*Dewan, Isha & Khaledi, Baha-Eldin**80-87 Capturing patterns via parsimonious t mixture models***by*Lin, Tsung-I & McNicholas, Paul D. & Ho, Hsiu J.**88-90 A determinantal inequality for correlation matrices***by*Olkin, Ingram**91-98 Trajectory composition of Poisson time changes and Markov counting systems***by*Bretó, Carles**99-106 Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale***by*Zaigraev, A. & Podraza-Karakulska, A.**107-117 A limit theorem for local time and application to random sets***by*Laissaoui, Diffalah & Benchérif-Madani, Abdelatif**118-126 Bounds on convergence for the empirical vector of the Curie–Weiss–Potts model with a non-zero external field vector***by*Martschink, Bastian**127-132 R-optimal designs in random coefficient regression models***by*Liu, Xin & Yue, Rong-Xian & Chatterjee, Kashinath**133-140 Some new normal comparison inequalities related to Gordon’s inequality***by*Lu, Dawei & Wang, Xiaoguang**141-148 On the probability of conjunctions of stationary Gaussian processes***by*Dȩbicki, Krzysztof & Hashorva, Enkelejd & Ji, Lanpeng & Tabiś, Kamil**149-156 Large deviations for subordinated Brownian motion and applications***by*Gajda, Janusz & Magdziarz, Marcin**157-164 MTD models for aggregate data from higher order Markov chains***by*Kaur, Inderdeep**165-173 The M-estimator for functional linear regression model***by*Huang, Lele & Wang, Huiwen & Zheng, Andi**174-183 A probabilistic approach for gradient estimates on time-inhomogeneous manifolds***by*Cheng, Li-Juan**184-189 Asymptotic power of likelihood ratio tests for high dimensional data***by*Wang, Cheng**190-196 Gamma shared frailty model based on reversed hazard rate for bivariate survival data***by*Hanagal, David D. & Pandey, Arvind

### 2014, Volume 87, Issue C

**1-6 Uniqueness condition for an auto-logistic model***by*Rulloni, Valeria**7-11 A note on a result by W. Hoeffding***by*Borisov, I.S.