# Elsevier

# Statistics & Probability Letters

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### 2013, Volume 83, Issue 6

**1513-1519 Integer valued stable random variables***by*Klebanov, Lev B. & Slámová, Lenka**1520-1526 F tests with random sample sizes. Theory and applications***by*Moreira, Elsa E. & Mexia, João T. & Minder, Christoph E.**1527-1538 Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest***by*Gao, Qingwu & Liu, Xijun**1539-1546 On the Jeffreys prior for the multivariate Ewens distribution***by*Rodríguez, Abel**1547-1552 Simultaneous fiducial generalized confidence intervals for the successive differences of exponential location parameters under heteroscedasticity***by*Kharrati-Kopaei, Mahmood & Malekzadeh, Ahad & Sadooghi-Alvandi, Mohammad**1553-1558 A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions***by*Westgate, Philip M.**1559-1566 A large deviation theorem for a branching Brownian motion with random immigration***by*Sun, Hongyan**1567-1570 On comparison of reversed hazard rates of two parallel systems comprising of independent gamma components***by*Misra, Neeraj & Misra, Amit Kumar**1571-1579 Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data***by*Wang, Jiang-Feng & Ma, Wei-Min & Zhang, Hui-Zeng & Wen, Li-Min**1580-1587 On the optimal designs for the prediction of Ornstein–Uhlenbeck sheets***by*Baran, Sándor & Sikolya, Kinga & Stehlík, Milan**1588-1594 The Lp Cauchy sequence for one-dimensional BSDEs with linear growth generators***by*Izumi, Yuki**1595-1602 Semiparametric estimation of fixed effects panel data single-index model***by*Lai, Peng & Li, Gaorong & Lian, Heng

### 2013, Volume 83, Issue 5

**1301-1310 On representation theorem of sublinear expectation related to G-Lévy process and paths of G-Lévy process***by*Ren, Liying**1311-1320 Identification for semiparametric varying coefficient partially linear models***by*Wang, Mingqiu & Song, Lixin**1321-1329 Asymptotic expansions for moments of skew-normal extremes***by*Liao, Xin & Peng, Zuoxiang & Nadarajah, Saralees**1330-1338 On partial monotonic behaviour of some entropy measures***by*Gupta, Nitin & Bajaj, Rakesh Kumar**1339-1345 Exact tests of the superiority under the Poisson distribution***by*Liu, MingTe & Hsueh, Huey-Miin**1346-1352 Estimation of distributions with the new better than used in expectation property***by*Lorenzo, Edgardo & Malla, Ganesh & Mukerjee, Hari**1353-1363 M-estimation for the partially linear regression model under monotonic constraints***by*Du, Jiang & Sun, Zhimeng & Xie, Tianfa**1364-1371 Reliability analysis using ageing intensity function***by*Bhattacharjee, Subarna & Nanda, Asok K. & Misra, Satya Kr.**1372-1381 Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data***by*Liu, Qiaojing & Zhao, Shoujiang**1382-1387 Bias and bandwidth for local likelihood density estimation***by*Otneim, Håkon & Karlsen, Hans Arnfinn & Tjøstheim, Dag**1388-1396 Properties and computation of interval availability of system***by*Huang, Kai & Mi, Jie**1397-1403 The second-order version of Karamata’s theorem with applications***by*Pan, Xiaoqing & Leng, Xuan & Hu, Taizhong**1404-1410 On Chung’s law of the iterated logarithm for the Brownian time Lévy’s area process***by*Liu, Jin V.**1411-1415 Weak convergence in the near unit root setting***by*Bailey, N. & Giraitis, L.**1416-1419 A monotonicity property of variances***by*Aldaz, J.M.**1420-1423 Asymptotic theory for a two-stage procedure in sequential interval estimation of a normal mean***by*Uno, Chikara**1424-1432 Harnack inequality for mean-field stochastic differential equations***by*Zong, Gaofeng & Chen, Zengjing**1433-1442 Likelihood computation for hidden Markov models via generalized two-filter smoothing***by*Persing, Adam & Jasra, Ajay**1443-1447 Accelerating Brownian motion on N-torus***by*Pai, Hui-Ming & Hwang, Chii-Ruey**1448-1456 Nonlinear mixed-effects state space models with applications to HIV dynamics***by*Zhou, Jie & Han, Lu & Liu, Sanyang**1457-1463 One dimensional scan statistics generated by some dependent stationary sequences***by*Haiman, George & Preda, Cristian**1464-1471 Doubly truncated (interval) cumulative residual and past entropy***by*Khorashadizadeh, M. & Rezaei Roknabadi, A.H. & Mohtashami Borzadaran, G.R.**1472-1478 A variation of the Newton–Pepys problem and its connections to size-estimation problems***by*Varagnolo, Damiano & Schenato, Luca & Pillonetto, Gianluigi

### 2013, Volume 83, Issue 4

**953-959 Estimates on the effective resistance in anisotropic long-range percolation on Z2***by*Misumi, Jun**960-968 Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence***by*Lahrouz, Aadil & Omari, Lahcen**969-978 Hazard function estimation with nonnegative “wavelets”***by*Angers, Jean-Francois & MacGibbon, Brenda**979-986 Bayesian model selection based on parameter estimates from subsamples***by*Zhang, Jingsi & Jiang, Wenxin & Shao, Xiaofeng**987-992 On determining the structural dimension via directional regression***by*Yu, Zhou & Dong, Yuexiao & Guo, Ranwei**993-998 The maximum severity of ruin in a perturbed risk process with Markovian arrivals***by*Li, Shuanming & Ren, Jiandong**999-1005 The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables***by*Nagatsuka, Hideki & Kawakami, Hiroshi & Kamakura, Toshinari & Yamamoto, Hisashi**1006-1017 On the integral of fractional Poisson processes***by*Orsingher, Enzo & Polito, Federico**1018-1027 A class of continuous kernels and Cauchy type heavy tail distributions***by*Soltani, A.R. & Tafakori, L.**1028-1035 Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data***by*Sharipov, Olimjon Sh. & Wendler, Martin**1036-1045 Comparison of concentration for several families of income distributions***by*Belzunce, Félix & Pinar, José F. & Ruiz, José M. & Sordo, Miguel A.**1046-1053 On the trivariate joint distribution of Brownian motion and its maximum and minimum***by*Choi, ByoungSeon & Roh, JeongHo**1054-1061 Symmetric representations of bivariate distributions***by*Domansky, Victor**1062-1070 A simple test of optimal hedging policy***by*Chiu, Wan-Yi**1071-1077 An alternative REML estimation of covariance matrices in linear mixed models***by*Li, Erning & Pourahmadi, Mohsen**1078-1082 Moderate deviations for the energy of charged polymer***by*Wang, Yanqing**1083-1093 Fractal dimension results for continuous time random walks***by*Meerschaert, Mark M. & Nane, Erkan & Xiao, Yimin**1094-1099 A range reduction method for generating discrete random variables***by*Shmerling, Efraim**1100-1105 Identifying the source of proportion shifts in a multinomial process using a simple statistical test procedure***by*Hou, Chia-Ding & Huang, Sheng**1106-1110 Notes on entropic convergence and the weak entropy inequality***by*Li, Lina**1111-1116 Optimal reinsurance under the Haezendonck risk measure***by*Zhu, Yunzhou & Zhang, Lixin & Zhang, Yi**1117-1126 Mosco convergence of SLLN for triangular arrays of rowwise independent random sets***by*Quang, Nguyen Van & Giap, Duong Xuan**1127-1135 Estimation of the Shannon’s entropy of several shifted exponential populations***by*Kayal, Suchandan & Kumar, Somesh**1136-1142 Probability inequalities for bounded random vectors***by*Ahmad, I.A. & Amezziane, M.**1143-1150 K-distributed vector random fields in space and time***by*Ma, Chunsheng**1151-1162 Estimation of nonparametric regression models with a mixture of Berkson and classical errors***by*Yin, Zanhua & Gao, Wei & Tang, Man-Lai & Tian, Guo-Liang**1163-1166 A note on the optimality of 2-level main effects plans in blocks of odd size***by*Jacroux, Mike**1167-1173 Simultaneous multiple comparisons with a control using median differences and permutation tests***by*Richter, Scott J. & McCann, Melinda H.**1174-1183 Comparing spectral densities of stationary time series with unequal sample sizes***by*Preuß, Philip & Hildebrandt, Thimo**1184-1192 Harnack inequality for semilinear SPDE with multiplicative noise***by*Zhang, Shao-Qin**1193-1202 Large deviations for fractional Poisson processes***by*Beghin, Luisa & Macci, Claudio**1203-1212 Bayesian efficiency***by*Withers, Christopher S. & Nadarajah, Saralees**1213-1218 On a strong law of large numbers for monotone measures***by*Agahi, Hamzeh & Mohammadpour, Adel & Mesiar, Radko & Ouyang, Yao**1219-1226 On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis***by*Ilmonen, Pauliina**1227-1232 Sharp bounds on the expected shortfall for a sum of dependent random variables***by*Puccetti, Giovanni**1233-1239 On a Birnbaum–Saunders distribution arising from a non-homogeneous Poisson process***by*Fierro, Raúl & Leiva, Víctor & Ruggeri, Fabrizio & Sanhueza, Antonio**1240-1246 The existence of a positive solution for a generalized delay logistic equation with multifractional noise***by*Nguyen Tien, Dung**1247-1253 A moment method for the multivariate asymmetric Laplace distribution***by*Hürlimann, Werner**1254-1259 A sharp estimate of the binomial mean absolute deviation with applications***by*Berend, Daniel & Kontorovich, Aryeh**1260-1261 Remarks on moment inequalities and identities for martingales***by*Novikov, Alexander & Shiryaev, Albert**1262-1270 Consistency results for the kernel density estimate on continuous time stationary and dependent data***by*Didi, Sultana & Louani, Djamal**1271-1281 Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition***by*Qin, Yan & Xia, Ning-Mao**1282-1286 Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables***by*Hadjikyriakou, Milto**1287-1299 Influence analysis on the direction of optimal response***by*Huang, Yufen & Wang, Sheng-Wen

### 2013, Volume 83, Issue 3

**677-679 Sharp bounds for complier average potential outcomes in experiments with noncompliance and incomplete reporting***by*Aronow, Peter M. & Green, Donald P.**680-688 Sharp estimates on the tail behavior of a multistable distribution***by*Ayache, Antoine**689-699 Records in subsets of a random field***by*Gut, Allan & Stadtmüller, Ulrich**700-709 Some inequalities for conditional demimartingales and conditional N-demimartingales***by*Wang, Xinghui & Wang, Xuejun**710-717 Computing system signatures through reliability functions***by*Marichal, Jean-Luc & Mathonet, Pierre**718-723 Functional strong law of large numbers for loads in a planar network model***by*Torrisi, Giovanni Luca**724-734 A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators***by*Zhang, HengMin & Fan, ShengJun**735-743 Moderate and large deviation principles for the hazard rate function kernel estimator under censoring***by*Diallo, Amadou Oury Korbe & Louani, Djamal**744-752 Expansions for bivariate extreme value distributions***by*Nadarajah, Saralees**753-760 On the trace approximations of products of Toeplitz matrices***by*Ginovyan, Mamikon S. & Sahakyan, Artur A.**761-767 The strong Feller property of switching jump-diffusion processes***by*Xi, Fubao & Yin, George**768-773 Maximum entropy mixing time of circulant Markov processes***by*Avrachenkov, Konstantin & Cottatellucci, Laura & Maggi, Lorenzo & Mao, Yong-Hua**774-782 Alpha–Skew–Laplace distribution***by*Shams Harandi, S. & Alamatsaz, M.H.**783-789 Small parameter behavior of families of distributions***by*Bar-Lev, Shaul K. & Kella, Offer & Löpker, Andreas**790-796 Markov chain approximations to singular stable-like processes***by*Xu, Fangjun**797-804 A note on geodesics for supercritical continuum percolation***by*Yao, Changlong**805-811 Generalized BSDEs driven by fractional Brownian motion***by*Jańczak-Borkowska, Katarzyna**812-819 Estimating genotyping error rates from parent–offspring dyads***by*Haaland, Øystein A. & Skaug, Hans J.**820-823 Fixed jumps of additive processes***by*Liao, Ming**824-828 Strong solutions of Tsirel’son’s equation in discrete time taking values in compact spaces with semigroup action***by*Hirayama, Takao & Yano, Kouji**829-835 Does adding data always improve linear regression estimates?***by*den Boer, A.V.**836-840 Positions of the ranks of factors in certain finite long length words***by*Zohoorian Azad, Elahe**841-849 Dividend problems in the dual risk model with exponentially distributed observation time***by*Peng, Dan & Liu, Donghai & Liu, Zaiming**850-855 A note on moving average models for Gaussian random fields***by*Hansen, Linda V. & Thorarinsdottir, Thordis L.**856-862 On characterizing and generalizing the optional m-stability property for pricing set***by*Berkaoui, Abdelkarem**863-874 Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs***by*Aman, Auguste & Mrhardy, Naoul**875-884 Testing the linear errors-in-variables model with randomly censored data***by*Tang, Linjun & Zhou, Zhangong & Wu, Changchun**885-890 Moderate deviations for Hawkes processes***by*Zhu, Lingjiong**891-897 The existence of regular conditional probabilities for Markov kernels***by*Nogales, A.G.**898-901 On the evolution of set-valued functions: An example***by*Khmaladze, Estáte V.**902-908 Nonparametric M-regression for functional ergodic data***by*Gheriballah, Abdelkader & Laksaci, Ali & Sekkal, Soumeya**909-915 Minimax designs for the difference between two estimated responses in a trigonometric regression model***by*Alqallaf, Fatemah & Huda, S.**916-922 Entropic kernels for data smoothing***by*Bowden, Roger**923-929 Power series with i.i.d. coefficients***by*Arnold, Barry C. & Athreya, Krishna B.**930-935 Bayes classifiers of three-dimensional rotations and the sphere with symmetries***by*Rau, Christian**936-942 The Radon transform inversion using moments***by*Mnatsakanov, Robert M. & Li, Shengqiao**943-951 On asymptotic equicontinuity of Markov transition functions***by*Jaroszewska, Joanna

### 2013, Volume 83, Issue 2

**431-435 Absolutely continuous random power series in reciprocals of Pisot numbers***by*Neunhäuserer, J.**436-444 The limit theorems on extremes for Gaussian random fields***by*Tan, Zhongquan**445-451 Nonparametric density estimation based on the truncated mean***by*Zhu, Ying**452-458 Mixture and reciprocity of exponential models***by*Louati, Mahdi**459-466 On the Fourier structure of the zero set of fractional Brownian motion***by*Fouché, Willem L. & Mukeru, Safari**467-473 Improved bounds for approximations to compound distributions***by*Upadhye, N.S. & Vellaisamy, P.**474-480 Stationary bootstrapping for cointegrating regressions***by*Shin, Dong Wan & Hwang, Eunju**481-492 Penalization schemes for multi-valued stochastic differential equations***by*Wu, Jing & Zhang, Hua**493-502 Comparisons of k-out-of-n systems with heterogenous components***by*Ding, Weiyong & Zhang, Yiying & Zhao, Peng**503-510 Lp solutions to backward stochastic differential equations with discontinuous generators***by*Tian, Dejian & Jiang, Long & Shi, Xuejun**511-518 Bounds on the Poincaré constant under negative dependence***by*Daly, Fraser & Johnson, Oliver**519-526 A note on EM algorithm for mixture models***by*Yao, Weixin**527-533 RCA models: Joint prediction of mean and volatility***by*Liang, Y. & Thavaneswaran, A. & Ravishanker, N.**534-542 On the asymptotic behavior of the sequence and series of running maxima from a real random sequence***by*Giuliano Antonini, Rita & Ngamkham, Thuntida & Volodin, Andrei**543-550 Limiting spectral distribution of normalized sample covariance matrices with p/n→0***by*Xie, Junshan**551-558 Estimating positive surveys from negative surveys***by*Bao, Yafei & Luo, Wenjian & Zhang, Xin**559-567 On the linear combination of the Gaussian and student’s t random field and the integral geometry of its excursion sets***by*Ahmad, Ola & Pinoli, Jean-Charles**568-572 A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models***by*Li, Mengyuan & Yu, Dalei & Bai, Peng**573-579 An almost sure local limit theorem for Markov chains***by*Giuliano-Antonini, Rita & Szewczak, Zbigniew S.**580-583 The stationary distribution and ergodicity of a stochastic generalized logistic system***by*Li, Dingshi**584-587 On orthogonality of (X+Y) and X/(X+Y) rather than independence***by*Arnold, Barry C. & Villasenor, Jose A.**588-595 Convergence rate of the limit theorem of a Galton–Watson tree with neutral mutations***by*Chen, Xinxin**596-601 Exponential characterizations motivated by the structure of order statistics in samples of size two***by*Arnold, Barry C. & Villasenor, Jose A.**602-607 Strong order one convergence of a drift implicit Euler scheme: Application to the CIR process***by*Alfonsi, Aurélien**608-615 Nonparametric estimation problem for a time-periodic signal in a periodic noise***by*Dehay, D. & El Waled, K.**616-623 Precise rates in the generalized law of the iterated logarithm***by*Xiao, Xiao-Yong & Zhang, Li-Xin & Yin, Hong-Wei**624-630 Optimal blocking and semifoldover plans for 2n−p designs***by*Yang, Po**631-636 Unbiased modified likelihood ratio tests for simple and double separability of a variance–covariance structure***by*Manceur, A.M. & Dutilleul, P.**637-643 A functional central limit theorem for the level measure of a Gaussian random field***by*Shashkin, A.**644-649 More efficient unconditional tests for exchangeable binary data with equal cluster sizes***by*Shan, Guogen**650-654 A characterization of conjugate priors in exponential families with application to inverse regression***by*Luo, Wei & Altman, Naomi S.**655-664 The stationary distribution of the facultative population model with a degenerate noise***by*Tong, Jinying & Zhang, Zhenzhong & Bao, Jianhai**665-673 Estimation of C-MGARCH models based on the MBP method***by*Li, Lihui & Wen, Tao

### 2013, Volume 83, Issue 1

**1-6 An approach alternative to the binomial UMPU test***by*Bandyopadhyay, Uttam & Mukherjee, Shirsendu & Dutta, Dhiman**9-12 Self-inverse and exchangeable random variables***by*Cacoullos, Theophilos & Papadatos, Nickos**13-20 Equivalent conditions of complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables***by*Guo, Mingle & Zhu, Dongjin**21-27 Maximum likelihood estimate for the dispersion parameter of the negative binomial distribution***by*Dai, Hongsheng & Bao, Yanchun & Bao, Mingtang**28-36 On sample marginal quantiles for stationary processes***by*Dominicy, Yves & Hörmann, Siegfried & Ogata, Hiroaki & Veredas, David**37-45 When a copula is archimax***by*Wysocki, Włodzimierz**46-51 Prior value incorporated calibration estimator in stratified random sampling***by*Ohyama, Tetsuji**52-60 The quenched law of the iterated logarithm for one-dimensional random walks in a random environment***by*Mao, Mingzhi & Liu, Ting & Foryś, Urszula**61-69 Variable selection in a partially linear proportional hazards model with a diverging dimensionality***by*Hu, Yuao & Lian, Heng**70-77 A generalised Student’s t-distribution***by*Papastathopoulos, Ioannis & Tawn, Jonathan A.**78-82 Monotonicity in the sample size of the length of classical confidence intervals***by*Kagan, Abram M. & Malinovsky, Yaakov**83-88 The minimal entropy martingale measure of a jump process influenced by jump times***by*Yan, Jun & Gao, Fuqing**89-92 Stability of no-arbitrage property under model uncertainty***by*Ostrovski, Vladimir**93-99 Skewness and the linear discriminant function***by*Loperfido, Nicola**100-114 Semiparametric analysis of additive isotonic errors-in-variables regression models***by*Sun, Zhimeng & Zhang, Zhongzhan**115-122 Robust stabilization with a general decay of mild solutions of stochastic evolution equations***by*Govindan, T.E. & Ahmed, N.U.**123-126 Note on a paradox in decision-theoretic interval estimation***by*Kabaila, Paul**127-134 Arbitrary initial values and random norm for explosive AR(1) processes generated by stationary errors***by*Hwang, S.Y.**135-140 Local-EM and mismeasured data***by*Brown, Patrick E. & Nguyen, Paul & Stafford, Jamie & Ashta, Shiva**141-147 Estimation of the variance of partial sums of dependent processes***by*Dehling, Herold & Fried, Roland & Sharipov, Olimjon Sh. & Vogel, Daniel & Wornowizki, Max**148-156 Pitman closeness of current k-records to population quantiles***by*Razmkhah, M. & Ahmadi, Jafar**157-162 A sufficient condition of crossing type for the bivariate orthant convex order***by*Denuit, Michel & Mesfioui, Mhamed**163-167 Testing unilateral versus bilateral normal contamination***by*Charnigo, Richard & Fan, Qian & Bittel, Douglas & Dai, Hongying**168-176 The double-barrier inverse first-passage problem for Wiener process with random starting point***by*Abundo, Mario**177-183 Invariant measures under random integral mappings and marginal distributions of fractional Lévy processes***by*Jurek, Zbigniew J.**184-195 Empirical likelihood inference for the second-order jump-diffusion model***by*Song, Yuping & Lin, Zhengyan**196-202 Optimal designs for mixture models with amount constraints***by*Zhang, Chongqi & Wong, Weng Kee**203-212 Testing in generalized partially linear models: A robust approach***by*Boente, Graciela & Cao, Ricardo & González Manteiga, Wenceslao & Rodriguez, Daniela**213-218 An empirical depth function for multivariate data***by*Tsao, Min**219-226 Bootstrap based model checks with missing binary response data***by*Dikta, Gerhard & Subramanian, Sundarraman & Winkler, Thorsten**227-232 The multivariate-t distribution and the Simes inequality***by*Block, Henry W. & Savits, Thomas H. & Wang, Jie & Sarkar, Sanat K.**233-237 Martingale approximation of eigenvalues for common factor representation***by*Bystrov, Victor & di Salvatore, Antonietta**238-244 Markov processes on the adeles and Chebyshev function***by*Yasuda, Kumi**245-256 Density estimation using bootstrap bandwidth selector***by*Bose, Arup & Dutta, Santanu**257-264 Error covariance matrix estimation using ridge estimator***by*Luo, June & Kulasekera, K.B.**265-271 Phases in the two-color tenable zero-balanced Pólya process***by*Sparks, Joshua & Mahmoud, Hosam M.**272-277 Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme***by*Calabrese, Raffaella**278-285 Decidable lim sup and Borel–Cantelli-like lemmas for random sequences***by*Davie, George**286-291 Examples of α-selfdecomposable distributions***by*Maejima, Makoto & Ueda, Yohei**292-296 Note on the threshold theorem of a heterogeneous SIR epidemic***by*El Maroufy, Hamid**297-303 On optimal confidence sets for parameters in discrete distributions***by*Habiger, Joshua D. & McCann, Melinda H. & Tebbs, Joshua M.**304-314 A remark on the lasso and the Dantzig selector***by*de Castro, Yohann**315-319 Simple and elegant derivations for some asymptotic results in the discrete-time renewal process***by*Chaudhry, Mohan & Fisher, Brent**320-330 Limit laws for extremes of dependent stationary Gaussian arrays***by*Hashorva, Enkelejd & Weng, Zhichao**331-338 Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables***by*He, Wei & Cheng, Dongya & Wang, Yuebao**339-344 On waiting time distribution of runs of ones or zeros in a Bernoulli sequence***by*Kim, Sungsu & Park, Chongjin & Oh, Jungtaek**345-349 On simple representations of stopping times and stopping time sigma-algebras***by*Fischer, Tom**350-356 The Hopfield model with superlinearly many patterns***by*Zhao, James Y.**357-365 On Cesáro convergence of iterates of the star product of copulas***by*Trutschnig, Wolfgang**366-372 Quantile based entropy function in past lifetime***by*Sunoj, S.M. & Sankaran, P.G. & Nanda, Asok K.**373-381 A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives***by*Liang, Xue & Wang, Guojing & Dong, Yinghui