## Content

### 2015, Volume 105, Issue C

**6-13 A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density***by*Bulla, Ingo & Chesneau, Christophe & Navarro, Fabien & Mark, Tanya**14-19 On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound***by*Shiu, Shang-Ying & Chen, Ting-Li**20-28 Conditional tail expectation of randomly weighted sums with heavy-tailed distributions***by*Yang, Yang & Ignatavičiūtė, Eglė & Šiaulys, Jonas**29-36 A note on high-dimensional two-sample test***by*Feng, Long & Sun, Fasheng**37-46 Bounds of the remainder in a combinatorial central limit theorem***by*Frolov, Andrei N.**47-56 Asymptotics for a class of dependent random variables***by*Zhang, Li-Xin & Zhang, Yang**57-64 On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution***by*Wang, HaiYing & Flournoy, Nancy**65-73 On a weighted bootstrap approximation of the Lp norms of kernel density estimators***by*Liu, Bo & Mojirsheibani, Majid**74-79 Using proportional odds models for semiparametric ROC surface estimation***by*Wan, Shuwen & Zhang, Biao**80-87 New independent component analysis tools for time series***by*Matilainen, Markus & Nordhausen, Klaus & Oja, Hannu**88-95 An interesting property of the arcsine distribution and its applications***by*Jiang, Jia-Jian & He, Ping & Fang, Kai-Tai**96-105 Two-step semiparametric estimation of the Type-3 Tobit model***by*Zhou, Xianbo & Pan, Zhewen**106-113 Influence diagnostic in ridge semiparametric models***by*Emami, Hadi**114-119 A sharp maximal inequality for one-dimensional Dunkl martingales***by*Osȩkowski, Adam**120-129 Feynman–Kac for functional jump diffusions with an application to Credit Value Adjustment***by*Kromer, E. & Overbeck, L. & Röder, J.A.L.**130-135 Exact confidence intervals in the presence of interference***by*Rigdon, Joseph & Hudgens, Michael G.**136-142 Combining inferences on the common mean of several inverse Gaussian distributions based on confidence distribution***by*Liu, Xuhua & Li, Na & Hu, Yuqin**143-148 Large deviations for a Poisson random indexed branching process***by*Gao, Zhenlong & Wang, Weigang**149-156 Threshold effect test in censored quantile regression***by*Tang, Yanlin & Song, Xinyuan & Zhu, Zhongyi**157-162 Testing order constraints: Qualitative differences between Bayes factors and normalized maximum likelihood***by*Heck, Daniel W. & Wagenmakers, Eric-Jan & Morey, Richard D.**163-167 A note on the Davis–Gut law***by*Liu, Xiangdong & Guo, Hui**168-175 Likelihood-based inference for singly and multiply imputed synthetic data under a normal model***by*Klein, Martin & Sinha, Bimal**176-180 Sums of totally positive functions of order 2 and applications***by*Laradji, A.**181-188 Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion***by*Kim, Yoon Tae & Park, Hyun Suk**189-194 Tests of fit for Inverse Gaussian distributions***by*Villaseñor, José A. & González-Estrada, Elizabeth**195-202 Weighted sums of strongly mixing random variables with an application to nonparametric regression***by*Thanh, Le Van & Yin, G.**203-208 On descents after maximal values in samples of discrete random variables***by*Yakubovich, Yu.**209-220 On asymptotic behavior of U-statistics for associated random variables***by*Garg, Mansi & Dewan, Isha

### 2015, Volume 104, Issue C

**1-6 The Davis–Gut law for moving average processes***by*Liu, Xiangdong & Qian, Hangyong & Cao, Linqiu**7-13 Multivariate EWMA control chart based on a variable selection using AIC for multivariate statistical process monitoring***by*Nishimura, Kazuya & Matsuura, Shun & Suzuki, Hideo**14-21 Robust parameter change test for Poisson autoregressive models***by*Kang, Jiwon & Song, Junmo**22-25 A simple proof for the convexity of the Choquet integral***by*Alfonsi, Aurélien**26-35 Model verification for Lévy-driven Ornstein–Uhlenbeck processes with estimated parameters***by*Abdelrazeq, Ibrahim**36-48 Large deviations for a class of counting processes and some statistical applications***by*Macci, Claudio & Pacchiarotti, Barbara**49-57 The strong representation for the nonparametric estimator of length-biased and right-censored data***by*Shi, Jianhua & Chen, Xiaoping & Zhou, Yong**58-67 Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes***by*Bai, Shuyang & Ginovyan, Mamikon S. & Taqqu, Murad S.**68-74 Intuitive approximations in discrete renewal theory, Part 1: Regularly varying case***by*Omey, Edward & Van Gulck, Stefan**75-81 The Kumaraswamy skew-normal distribution***by*Mameli, Valentina**82-86 Sharp L1(ℓq) estimate for a sequence and its predictable projection***by*Osȩkowski, Adam**87-93 A dynamic view to moment matching of truncated distributions***by*Liquet, Benoit & Nazarathy, Yoni**94-101 A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale***by*Kreher, Dörte & Nikeghbali, Ashkan**102-108 A generalization of the Petrov strong law of large numbers***by*Korchevsky, Valery**109-116 Pivotal inference for the scaled half logistic distribution based on progressively Type-II censored samples***by*Seo, Jung-In & Kang, Suk-Bok**117-122 Bounds on the expected value of maximum loss of fractional Brownian motion***by*Vardar-Acar, Ceren & Bulut, Hatice**123-132 Mixture discrepancy on symmetric balanced designs***by*Elsawah, A.M. & Qin, Hong**133-140 Berry–Esseen bounds for the percentile residual life function estimators***by*Zhao, Mu & Jiang, Hongmei**141-145 Spherically symmetric multivariate beta family kernels***by*Duong, Tarn**146-152 An efficient monotone data augmentation algorithm for Bayesian analysis of incomplete longitudinal data***by*Tang, Yongqiang**153-162 A moment-based test for individual effects in the error component model with incomplete panels***by*Wu, Jianhong & Qin, Jinxu & Ding, Qing**163-168 Cross-classified sampling: Some estimation theory***by*Skinner, C.J.**169-180 Statistical Skorohod embedding problem: Optimality and asymptotic normality***by*Belomestny, Denis & Schoenmakers, John

### 2015, Volume 103, Issue C

**1-5 Large and moderate deviations for a class of renewal random indexed branching process***by*Gao, Zhenlong & Zhang, Yanhua**6-7 A probabilistic proof of the Hardy inequality***by*Walker, Stephen G.**8-16 An estimator for the tail index of an integrated conditional Pareto–Weibull-type model***by*Goegebeur, Yuri & Guillou, Armelle & Osmann, Michael**17-23 On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model***by*Kang, Shuaimin & Wang, Min & Lu, Tao**24-29 On the upper bound in Varadhan’s Lemma***by*Jansen, H.M. & Mandjes, M.R.H. & De Turck, K. & Wittevrongel, S.**30-36 Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains***by*Zeifman, A.I. & Korolev, V. Yu.**37-45 Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression***by*Xia, Tian & Jiang, Xuejun & Wang, Xueren**46-56 Weak convergence of equity derivatives pricing with default risk***by*Qiao, Gaoxiu & Yao, Qiang**57-61 Reducing sample size in negative binomial UMPU test***by*Bandyopadhyay, Uttam & Mukherjee, Shirsendu & Dutta, Dhiman**62-72 Maxima of a triangular array of multivariate Gaussian sequence***by*Hashorva, Enkelejd & Peng, Liang & Weng, Zhichao**73-79 On shape properties of the receiver operating characteristic curve***by*Bhattacharya, Bhaskar & Hughes, Gareth**80-85 Partial stochastic dominance for the multivariate Gaussian distribution***by*Turner, Amanda & Whitehead, John**86-92 Model selection and estimation in high dimensional regression models with group SCAD***by*Guo, Xiao & Zhang, Hai & Wang, Yao & Wu, Jiang-Lun**93-99 On the generalized multivariate Gumbel distribution***by*Demirhan, Haydar & Kalaylioglu, Zeynep**100-104 Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors***by*Pati, Debdeep & Bhattacharya, Anirban**105-109 A note on the e–a histogram***by*Kirschenmann, T.H. & Damien, P. & Walker, S.G.**110-115 Semi-strong linearity testing in linear models with dependent but uncorrelated errors***by*Boubacar Maïnassara, Yacouba & Raïssi, Hamdi**116-126 A new strategy for optimal foldover two-level designs***by*Elsawah, A.M. & Qin, Hong**127-133 Complete asymptotic expansions for normal extremes***by*Nadarajah, Saralees**134-141 Inverse tempered stable subordinators***by*Kumar, A. & Vellaisamy, P.**142-147 Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix***by*Madar, Vered**148-159 On Bayesian asymptotics in stochastic differential equations with random effects***by*Maitra, Trisha & Bhattacharya, Sourabh**160-168 Fast approximate likelihood evaluation for stable VARFIMA processes***by*Pai, Jeffrey & Ravishanker, Nalini**169-175 Spline-based sieve estimation in monotone constrained varying-coefficient partially linear EV model***by*Liang, Baosheng & Hu, Tao & Tong, Xingwei**176-185 Discrete strong unimodality of order statistics***by*Alimohammadi, Mahdi & Alamatsaz, Mohammad Hossein & Cramer, Erhard

### 2015, Volume 102, Issue C

**1-7 A correction term for the covariance of renewal-reward processes with multivariate rewards***by*Patch, Brendan & Nazarathy, Yoni & Taimre, Thomas**8-16 Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations***by*You, Surong & Hu, Liangjian & Mao, Wei & Mao, Xuerong**17-21 A note on allocation policy in two-parallel–series and two-series–parallel systems with respect to likelihood ratio order***by*Wang, Jiantian & Laniado, Henry**22-29 Time series regression with persistent level shifts***by*Woody, Jonathan**30-37 Moment for the inverse Riesz distributions***by*Louati, Mahdi & Masmoudi, Afif**38-41 Diffusion hitting times and the bell-shape***by*Jedidi, Wissem & Simon, Thomas**42-50 Stochastic comparisons of weighted sums of arrangement increasing random variables***by*Pan, Xiaoqing & Yuan, Min & Kochar, Subhash C.**51-60 On mixed δ-shock models***by*Parvardeh, A. & Balakrishnan, N.**61-68 A generalization of Φ-moment martingale inequalities***by*Peng, Lihua & Li, Junping

### 2015, Volume 101, Issue C

**1-10 Birnbaum–Saunders distribution based on Laplace kernel and some properties and inferential issues***by*Zhu, Xiaojun & Balakrishnan, N.**11-20 Further results on estimation of covariance matrix***by*Xu, Kai & He, Daojiang**21-32 On the construction of nested Archimedean copulas for d-monotone generators***by*Rezapour, Mohsen**33-37 Orthogonal decomposition of symmetry model using the ordinal quasi-symmetry model based on f-divergence for square contingency tables***by*Saigusa, Yusuke & Tahata, Kouji & Tomizawa, Sadao**38-39 Convergence of heteroscedastic extremes***by*de Haan, Laurens**40-48 The truncated geometric election algorithm: Duration of the election***by*Louchard, Guy & Ward, Mark Daniel**49-53 On the problem of optimal instant observations of the linear birth and death process***by*Butov, Alexander A.**54-63 Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series***by*Krampe, J. & Kreiss, J.-P. & Paparoditis, E.**64-72 A formula of small time expansion for Young SDE driven by fractional Brownian motion***by*Yamada, Toshihiro**73-82 Joint aggregation of random-coefficient AR(1) processes with common innovations***by*Pilipauskaitė, Vytautė & Surgailis, Donatas**83-91 Large deviations for the stochastic present value of aggregate claims in the renewal risk model***by*Jiang, Tao & Cui, Sheng & Ming, Ruixing

### 2015, Volume 100, Issue C

**1-11 Strong convergence of robust equivariant nonparametric functional regression estimators***by*Boente, Graciela & Vahnovan, Alejandra**12-18 A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments***by*Liu, Wei & Ma, Chaoqun & Li, Yingqiu & Wang, Suming**19-26 Stein’s method for conditional compound Poisson approximation***by*Gan, H.L. & Xia, A.**27-34 Explicit formulae for product moments of multivariate Gaussian random variables***by*Song, Iickho & Lee, Seungwon**35-41 Robust procedures for experimental design in group testing considering misclassification***by*Xiong, Wenjun & Ding, Juan**42-47 Limit theorems for the estimation of L1 integrals using the Brownian motion***by*Athreya, Krishna B. & Normand, Raoul & Roy, Vivekananda & Wu, Sheng-Jhih**48-55 Studying mixability with supermodular aggregating functions***by*Bignozzi, Valeria & Puccetti, Giovanni**56-66 Deviations of convex and coherent entropic risk measures***by*Yan, Jun**67-76 Two-sided discounted potential measures for spectrally negative Lévy processes***by*Li, Yingqiu & Zhou, Xiaowen & Zhu, Na**77-84 Expansions for bivariate copulas***by*Nadarajah, Saralees**85-92 Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries***by*Atkinson, Michael P. & Singham, Dashi I.**93-97 L1-Poincaré inequality for discrete time Markov chains***by*Zhang, Lihua & Wang, Yingzhe**98-103 Sequential change point detection in linear quantile regression models***by*Zhou, Mi & Wang, Huixia Judy & Tang, Yanlin**104-114 Sobolev inequalities for harmonic measures on spheres***by*Du, Jing & Lei, Liangzhen & Ma, Yutao**115-123 A note on quadratic transportation and divergence inequality***by*Ding, Ying**124-129 Estimators in step regression models***by*Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang**130-136 On the consistency of a spatial-type interval-valued median for random intervals***by*Sinova, Beatriz & Van Aelst, Stefan**137-141 A note on the sharp Lp-convergence rate of upcrossings to the Brownian local time***by*Ohashi, Alberto & Simas, Alexandre B.**142-148 On the extended two-parameter generalized skew-normal distribution***by*Ogundimu, Emmanuel O. & Hutton, Jane L.**149-157 On kernel estimators of density for reversible Markov chains***by*Longla, Martial & Peligrad, Magda & Sang, Hailin**158-163 On the distribution of a max-stable process conditional on max-linear functionals***by*Oesting, Marco**164-171 Conditional MLE for the proportional hazards model with left-truncated and interval-censored data***by*Shen, Pao-sheng**172-175 Elicitable distortion risk measures: A concise proof***by*Wang, Ruodu & Ziegel, Johanna F.**176-181 Bayesian sequential tests of the initial size of a linear pure death process***by*Goudie, I.B.J.**182-191 Regression mean residual life of a system with three dependent components with normal lifetimes***by*Madadi, Mohsen & Khalilpoor, Parisa & Jamalizadeh, Ahad**192-202 Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models***by*Bibi, Abdelouahab & Ghezal, Ahmed

### 2015, Volume 99, Issue C

**1-5 Causality and separability***by*Renault, Eric & Triacca, Umberto**6-12 Error bounds of MCMC for functions with unbounded stationary variance***by*Rudolf, Daniel & Schweizer, Nikolaus**13-19 Exact upper tail probabilities of random series***by*Yang, Xiangfeng**20-26 The weighted rank correlation coefficient rW2 in the case of ties***by*Pinto Da Costa, Joaquim & Roque, Luís A.C. & Soares, Carlos**27-35 On large deviations of extremes under power normalization***by*Feng, Bo & Chen, Shouquan**36-43 A hybrid test for the isotonic change-point problem***by*Shen, Gang & D’Silva, Karl**44-53 Generalized continuous time random walks and Hermite processes***by*Chen, Zhenlong & Xu, Lin & Zhu, Dongjin**54-60 Some convergence theorems for RM algorithm***by*Wang, Zhen & Mu, Jianyong & Miao, Yu**61-69 On some spectral properties of large block Laplacian random matrices***by*Ding, Xue**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.