# Elsevier

# Statistics & Probability Letters

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### 2012, Volume 82, Issue 3

**438-445 Prior influence in linear regression when the number of covariates increases to infinity***by*Leon-Novelo, Luis & Casella, George**446-454 On extensions of Hoeffding’s inequality for panel data***by*Yao, Lili & Jiang, Wenxin**455-463 Asymptotics for dependent Bernoulli random variables***by*Wu, Lan & Qi, Yongcheng & Yang, Jingping**464-472 Strong approximations and sequential change-point analysis for diffusion processes***by*Mihalache, Stefan**473-477 A theory for the multiset sampler***by*Chen, Yuguo**478-487 An estimate of the remainder of a limit theorem***by*He, Jianjun**488-495 Strong consistency of the stationary bootstrap under ψ-weak dependence***by*Hwang, Eunju & Shin, Dong Wan**496-504 On the Gerber–Shiu function for a risk model with multi-layer dividend strategy***by*Bratiichuk, Mykola**505-513 Spline estimators for semi-functional linear model***by*Zhou, Jianjun & Chen, Min**514-518 Some optimal bounds in the central limit theorem using zero biasing***by*Tyurin, I.S.**519-527 A note on the modified two-way MANOVA tests***by*Zhang, Jin-Ting & Xiao, Shengning**528-534 A rough margin-based linear ν support vector regression***by*Xu, Yitian**535-541 Rank-based inference for the single-index model***by*Feng, Long & Zou, Changliang & Wang, Zhaojun**542-547 Complementary design theory for sliced equidistance designs***by*He, Yuanzhen & Ai, Mingyao**548-556 Optimal rates of convergence in the Weibull model based on kernel-type estimators***by*Mercadier, Cécile & Soulier, Philippe**557-564 Absolutely continuous measure for a jump-type Fleming–Viot process***by*da Silva, Telles Timóteo & Fragoso, Marcelo Dutra**565-573 Asymptotically unbiased estimation of the second order tail parameter***by*de Wet, Tertius & Goegebeur, Yuri & Munch, Maria Reimert**574-585 Preservation properties of a homogeneous Poisson process stopped at an independent random time***by*Salehi, E.T. & Badía, F.G. & Asadi, M.**586-591 A note on transition density for the reflected Ornstein–Uhlenbeck process***by*Xing, Xiaoyu & Xing, Yongsheng & Yang, Xuewei**592-598 Universally optimal designs under an interference model with equal left- and right-neighbor effects***by*Filipiak, Katarzyna**599-605 A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn***by*Vakeroudis, S. & Yor, M.**606-613 Testing the covariance function of stationary Gaussian random fields***by*Taheriyoun, Ali Reza**614-620 Asymptotic behavior of the solution of heat equation driven by fractional white noise***by*Song, Jian**621-625 On the nonidentifiability property of Archimedean copula models under dependent censoring***by*Wang, Antai**626-635 Model-based likelihood ratio confidence intervals for survival functions***by*Subramanian, Sundarraman**636-644 Two-sample Dvoretzky–Kiefer–Wolfowitz inequalities***by*Wei, Fan & Dudley, Richard M.**645-652 Exact asymptotics of supremum of a stationary Gaussian process over a random interval***by*Arendarczyk, Marek & Dȩbicki, Krzysztof**653-663 Weighted composite quantile estimation and variable selection method for censored regression model***by*Tang, Linjun & Zhou, Zhangong & Wu, Changchun**664-671 Atomic decompositions of Banach lattice-valued martingales***by*Zhang, Xueying & Zhang, Chuanzhou**672-682 Anticipated backward stochastic differential equations with non-Lipschitz coefficients***by*Wu, Hao & Wang, Wenyuan & Ren, Jie**683-691 Maximal and moment inequalities for demimartingales and N-demimartingales***by*Christofides, Tasos C. & Hadjikyriakou, Milto**692-698 Asymptotic power comparison of three tests in GMANOVA when the number of observed points is large***by*Yamada, Takayuki & Sakurai, Tetsuro**699-704 Heat equation with a general stochastic measure on nested fractals***by*Radchenko, Vadym & Zähle, Martina

### 2012, Volume 82, Issue 2

**217-224 Approximation of the variance gamma model with a finite mixture of normals***by*Loregian, Angela & Mercuri, Lorenzo & Rroji, Edit**225-231 Shrinkage estimation for identification of linear components in additive models***by*Lian, Heng**232-239 Some inequalities for demimartingales and N-demimartingales***by*Hu, Shuhe & Wang, Xinghui & Yang, Wenzhi & Wang, Xuejun**240-251 Stochastic integration with respect to the sub-fractional Brownian motion with H∈(0,12)***by*Shen, Guangjun & Chen, Chao**252-261 A two-parameter of weighted exponential distributions***by*Shakhatreh, M.K.**262-267 An order-theoretic mixing condition for monotone Markov chains***by*Kamihigashi, Takashi & Stachurski, John**268-273 A short note on the GI/Geo/1 queueing system***by*Pacheco, A. & Samanta, S.K. & Chaudhry, M.L.**274-282 A bias corrected nonparametric regression estimator***by*Yao, Weixin**283-290 New results on stochastic comparisons of two-component series and parallel systems***by*Misra, Neeraj & Misra, Amit Kumar**291-294 An elementary proof of the lower bound of Cramér’s Theorem in Rd***by*Yang, Xiangfeng**295-302 Stochastic orders of the Marshall–Olkin extended distribution***by*Nanda, Asok K. & Das, Suchismita**303-307 Continuous inspection with memory***by*Gusev, Andrey L.**308-317 Variable selection and coefficient estimation via composite quantile regression with randomly censored data***by*Jiang, Rong & Qian, Weimin & Zhou, Zhangong**318-325 Weighted-mean regions of a probability distribution***by*Dyckerhoff, Rainer & Mosler, Karl**326-331 Generalized δ-shock model via runs***by*Eryılmaz, Serkan**332-339 Prediction with measurement errors in finite populations***by*Singer, Julio M. & Stanek, Edward J. & Lencina, Viviana B. & González, Luz Mery & Li, Wenjun & San Martino, Silvina**340-347 Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path***by*Kousha, Termeh**348-356 A simple extension of boosting for asymmetric mislabeled data***by*Hayashi, Kenichi**357-359 Sufficient statistic likelihood construction for age- and time-dependent multi-state joint recapture and recovery data***by*McCrea, R.S.**360-364 On the asymptotic distribution of a unit root test against ESTAR alternatives***by*Hanck, Christoph**365-370 On equivalencies between design-based and regression-based variance estimators for randomized experiments***by*Samii, Cyrus & Aronow, Peter M.**371-377 Testing the no-treatment effect based on a possibly misspecified accelerated failure time model***by*Hattori, Satoshi**378-384 Convergence rate for predictive recursion estimation of finite mixtures***by*Martin, Ryan**385-395 Rates of convergence of extreme for general error distribution under power normalization***by*Chen, Shouquan & Wang, Chao & Zhang, Geng**396-402 Missing information and an optimal one-step plan in a Type II progressive censoring scheme***by*Park, Sangun & Ng, Hon Keung Tony**403-410 An explicit representation of Verblunsky coefficients***by*Bingham, N.H. & Inoue, Akihiko & Kasahara, Yukio

### 2012, Volume 82, Issue 1

**1-6 Bootstrap confidence interval for a correlation curve***by*Nilsson, William & del Barrio Castro, Tomás**7-14 An inverse first-passage problem for one-dimensional diffusions with random starting point***by*Abundo, Mario**15-21 On the estimation of the shape parameter of the gamma distribution in second-order asymptotics***by*Takagi, Yoshiji**22-28 A note on a Marčenko–Pastur type theorem for time series***by*Yao, Jianfeng**29-36 An empirical likelihood approach to quantile regression with auxiliary information***by*Tang, Cheng Yong & Leng, Chenlei**37-39 On convex hull of d-dimensional fractional Brownian motion***by*Davydov, Yu.**40-48 The first-passage times of phase semi-Markov processes***by*Zhang, Xuan & Hou, Zhenting**49-57 The class of tenable zero-balanced Pólya urns with an initially dominant subset of colors***by*Kholfi, Sanaa & Mahmoud, Hosam M.**58-62 Asymptotic efficiency of ridge estimator in linear and semiparametric linear models***by*Luo, June**63-66 Empirical likelihood for the parametric part in partially linear errors-in-function models***by*Huang, Zhensheng**67-71 A generalized Isserlis theorem for location mixtures of Gaussian random vectors***by*Vignat, C.**72-76 Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails***by*Rozovsky, Leonid**77-83 Wrapped weighted exponential distributions***by*Roy, Shongkour & Adnan, Mian Arif Shams**84-95 A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers***by*Castaing, Charles & Quang, Nguyen Van & Thuan, Nguyen Tran**96-102 A new generalized p-value for testing equality of inverse Gaussian means under heterogeneity***by*Shi, Jian-Hong & Lv, Jiang-Long**103-108 Spectral analytic comparisons for data augmentation***by*Roy, Vivekananda**109-115 A normal inverse Gaussian model for a risky asset with dependence***by*Leonenko, N.N. & Petherick, S. & Sikorskii, A.**116-122 Moderate deviations for a risk model based on the customer-arrival process***by*Shen, Xinmei & Zhang, Yi**123-129 A law of large numbers result for a bifurcating process with an infinite moving average representation***by*Terpstra, Jeff T. & Elbayoumi, Tamer**130-138 Ruin probabilities of a bidimensional risk model with investment***by*Zhang, Yuanyuan & Wang, Wensheng**139-144 Backbone decomposition for continuous-state branching processes with immigration***by*Kyprianou, A.E. & Ren, Y.-X.**145-150 On the convergence of LePage series in Skorokhod space***by*Davydov, Youri & Dombry, Clément**151-157 On the orthogonal component of BSDEs in a Markovian setting***by*Réveillac, Anthony**158-164 A note on using periodogram-based distances for comparing spectral densities***by*Jentsch, Carsten & Pauly, Markus**165-172 A note on first-passage times of continuously time-changed Brownian motion***by*Hieber, Peter & Scherer, Matthias**173-179 L1-consistent estimation of the density of residuals in random design regression models***by*Devroye, Luc & Felber, Tina & Kohler, Michael & Krzyżak, Adam**180-185 Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information***by*Cai, Zongwu & Fang, Ying & Su, Jia**186-190 Inequalities for martingale transforms and related characterizations of Hilbert spaces***by*Osȩkowski, Adam**191-195 The diminishing segment process***by*Ambrus, Gergely & Kevei, Péter & Vígh, Viktor**196-202 A note on Gaussian correlation inequalities for nonsymmetric sets***by*Lim, Adrian P.C. & Luo, Dejun**203-211 The K-level crossings of a random algebraic polynomial with dependent coefficients***by*Matayoshi, Jeffrey**212-216 Almost surely convergent summands of a random sum***by*Chobanyan, S. & Levental, S. & Mandrekar, V.

### 2011, Volume 81, Issue 12

**1743-1750 Representation of Downton’s bivariate exponential random vector and its applications***by*Kim, Bara & Kim, Jeongsim**1751-1755 Simultaneous estimation of negative binomial dispersion parameters***by*Grevstad, Nels**1756-1759 Correction in Bayesian nonparametric estimation in a series system or a competing-risk model***by*Polpo, A. & Sinha, D.**1760-1765 Generalization of ℓ1 constraints for high dimensional regression problems***by*Alquier, Pierre & Hebiri, Mohamed**1766-1770 Hidden Markov partition models***by*Farcomeni, Alessio**1771-1781 On the number of groups in clustering***by*Fischer, Aurélie**1782-1791 A class of probability distribution functions preserving the packing dimension***by*Li, Jinjun**1792-1801 A lack-of-fit test in Tobit errors-in-variables regression models***by*Song, Weixing & Yao, Weixin**1802-1807 Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing***by*Chen, Ziqi & Shi, Ning-Zhong & Gao, Wei**1808-1812 A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices***by*Chen, Pingyan & Hao, Chunyan**1813-1821 On a generalized mixture of standard normal and skew normal distributions***by*Satheesh Kumar, C. & Anusree, M.R.**1822-1822 Acknowledgement of priority to: “Universal residuals: A multivariate transformation. Statistics & Probability Letters 27, 2007, 1473–1478”***by*Brockwell, A.E.**1823-1826 A note on two measures of dependence***by*Bradley, Richard C.**1827-1832 Limiting behavior of the search cost distribution for the move-to-front rule in the stable case***by*Leisen, Fabrizio & Lijoi, Antonio & Paroissin, Christian**1833-1840 Distribution-free monitoring of univariate processes***by*Qiu, Peihua & Li, Zhonghua**1841-1846 Optimality of the threshold dividend strategy for the compound Poisson model***by*Yin, Chuancun & Yuen, Kam Chuen**1847-1858 Weak consistency of the Support Vector Machine Quantile Regression approach when covariates are functions***by*Crambes, Christophe & Gannoun, Ali & Henchiri, Yousri**1859-1861 Convergence in distribution of point processes on Polish spaces to a simple limit***by*Peterson, Lisa D.**1862-1866 Portfolio separation properties of the skew-elliptical distributions, with generalizations***by*Framstad, N.C.**1867-1870 A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality***by*Farcomeni, Alessio & Pacillo, Simona**1871-1875 Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence***by*Wishart, Justin Rory**1876-1882 The tail probability of the product of dependent random variables from max-domains of attraction***by*Yang, Yingying & Hu, Shuhe & Wu, Tao**1883-1890 The strong law of large numbers and the Shannon–McMillan theorem for nonhomogeneous Markov chains indexed by a Cayley tree***by*Dong, Yan & Yang, Weiguo & Bai, Jianfang**1891-1898 The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails***by*Bai, Xiaodong & Song, Lixin**1899-1910 Time-changed Poisson processes***by*Kumar, A. & Nane, Erkan & Vellaisamy, P.**1911-1919 Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model***by*Lu, Dawei**1920-1928 Consistency of spike and slab regression***by*Ishwaran, Hemant & Sunil Rao, J.**1929-1939 On the fractional counterpart of the higher-order equations***by*D’Ovidio, Mirko**1940-1944 Deviations of discrete distributions and a question of Móri***by*Berenhaut, Kenneth S. & Baxley, John V. & Lyday, Robert G.**1945-1952 Sharp maximal inequality for nonnegative martingales***by*Osȩkowski, Adam**1953-1960 Analytic and numerical analysis of some statistical features of fragmentation processes***by*Ghorbel, M.**1961-1969 Parameter estimation for first-order bifurcating autoregressive processes with Weibull innovations***by*Zhang, Chenhua**1970-1977 Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps***by*Cui, Jing & Yan, Litan & Sun, Xichao**1978-1985 Asymptotic limit properties of the occupation measure for a transient Brownian sheet***by*Lin, Huonan & Wang, Jian**1986-1994 Robust estimation for nonparametric generalized regression***by*Bianco, Ana M. & Boente, Graciela & Sombielle, Susana**1995-2003 Invariant dependence structures and Archimedean copulas***by*Durante, Fabrizio & Jaworski, Piotr & Mesiar, Radko**2004-2010 Spurious regression and lurking variables***by*García-Belmonte, Lizeth & Ventosa-Santaulària, Daniel**2011-2015 Some inequalities for absolute moments***by*Ushakov, N.G.**2016-2025 Ageing concepts: An approach based on quantile function***by*Unnikrishnan Nair, N. & Vineshkumar, B.**2026-2029 A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth***by*Li, Yi-Ting & Liu, Dang-Zheng & Sun, Xin & Wang, Zheng-Dong

### 2011, Volume 81, Issue 11

**1561-1564 Large deviations for the radial processes of the Brownian motions on hyperbolic spaces***by*Hirao, Masatake**1565-1570 Concentration of measure for the number of isolated vertices in the Erdos-Rényi random graph by size bias couplings***by*Ghosh, Subhankar & Goldstein, Larry & Raic, Martin**1571-1579 A uniform asymptotic expansion for weighted sums of exponentials***by*van Leeuwaarden, J.S.H. & Temme, N.M.**1580-1587 Preliminary test estimation for spectra***by*Maeyama, Yusuke & Tamaki, Kenichiro & Taniguchi, Masanobu**1588-1593 Least squares estimators of the regression function with twice censored data***by*Kebabi, K. & Laroussi, I. & Messaci, F.**1594-1598 Characterizations of bivariate models using dynamic Kullback-Leibler discrimination measures***by*Navarro, J. & Sunoj, S.M. & Linu, M.N.**1599-1603 Likelihood ratio tests for continuous monotone hazards with an unknown change point***by*Williams, M.R. & Kim, D.**1604-1611 Fluctuation limits of site-dependent branching systems in critical and large dimensions***by*Li, Yuqiang**1612-1622 Estimation for a class of nonstationary processes***by*Lii, Keh-Shin & Rosenblatt, Murray**1623-1626 A Central Limit Theorem for linear random fields***by*Mallik, Atul & Woodroofe, Michael**1627-1634 On periodically isotonic climate change***by*Shen, Gang**1635-1647 Estimates of low bias for the multivariate normal***by*Withers, Christopher S. & Nadarajah, Saralees**1648-1653 On infinitely divisible distributions with light tails of Lévy measures***by*Braverman, Michael**1654-1663 Uniform convergence of nonparametric regressions in competing risk models with right censoring***by*Bordes, Laurent & Gneyou, Kossi Essona**1664-1669 Selfdecomposability of moving average fractional Lévy processes***by*Cohen, Serge & Maejima, Makoto**1670-1676 The bivariate normal copula function is regularly varying***by*Fung, Thomas & Seneta, Eugene**1677-1682 Some new results on unimodality of generalized order statistics and their spacings***by*Alimohammadi, Mahdi & Alamatsaz, Mohammad Hossein**1683-1689 The packing indices for some Lévy processes***by*Zheng, Jing & Lin, Zhengyan & Tong, Changqing**1690-1694 Khasminskii-type theorems for stochastic functional differential equations with infinite delay***by*Wu, Fuke & Hu, Shigeng**1695-1705 Deriving and comparing the distribution for the number of false positives in single step methods to control k-FWER***by*Miecznikowski, Jeffrey C. & Gold, David & Shepherd, Lori & Liu, Song**1706-1716 Circulant type matrices with heavy tailed entries***by*Bose, Arup & Guha, Suman & Hazra, Rajat Subhra & Saha, Koushik**1717-1724 Robust Bayesian prediction and estimation under a squared log error loss function***by*Kiapour, A. & Nematollahi, N.**1725-1732 Relative deficiency of quantile estimators for left truncated and right censored data***by*Zhao, Mu & Bai, Fangfang & Zhou, Yong**1733-1737 The exact null distribution of the generalized Hollander-Proschan type test for NBUE alternatives***by*Anis, M.Z. & Basu, Kinjal**1738-1741 A note on Marcinkiewicz laws for strictly stationary [phi]-mixing sequences***by*Szewczak, Zbigniew S.

### 2011, Volume 81, Issue 10

**1471-1475 Properties of graphical regression models for multidimensional categorical data***by*Johnson, Devin S. & Hoeting, Jennifer A.**1476-1481 Direct consequences of the basic Ballot Theorem***by*Lengyel, Tamás**1482-1485 A new proof of convergence of MCMC via the ergodic theorem***by*Asmussen, Søren & Glynn, Peter W.**1486-1492 An intermediate Baum-Katz theorem***by*Gut, Allan & Stadtmüller, Ulrich**1493-1501 On Kendall-Ressel and related distributions***by*Vinogradov, Vladimir**1502-1506 A nonparametric version of Wilks' lambda--Asymptotic results and small sample approximations***by*Liu, Chunxu & Bathke, Arne C. & Harrar, Solomon W.**1507-1517 Simultaneous testing for the successive differences of exponential location parameters under heteroscedasticity***by*Maurya, Vishal & Goyal, Anju & Gill, Amar Nath**1518-1523 A note on active redundancy allocations in k-out-of-n systems***by*Misra, Amit Kumar & Misra, Neeraj**1524-1534 A new kind of modified transportation cost inequalities and polynomial concentration inequalities***by*Ding, Ying & Zhang, Xinsheng**1535-1540 Offline and online weighted least squares estimation of nonstationary power ARCH processes***by*Aknouche, Abdelhakim & Al-Eid, Eid M. & Hmeid, Aboubakry M.**1541-1546 A test for self-exciting clustering mechanism***by*Fama, Yuchen & Pozdnyakov, Vladimir**1547-1551 Only the first term of some series counts***by*Spataru, Aurel**1552-1558 On the first passage time of a simple random walk on a tree***by*Bapat, R.B.**1559-1559 Corrigendum to: "Improved additive adjustments for the LR/ELR test statistics" [Statist. Probab. Lett. 81 (2011) 1245-1255]***by*Kakizawa, Yoshihide

### 2011, Volume 81, Issue 9

**1339-1347 Combining empirical likelihood and generalized method of moments estimators: Asymptotics and higher order bias***by*Israelov, Roni & Lugauer, Steven**1348-1353 Maximal inequalities for N-demimartingale and strong law of large numbers***by*Wang, Xuejun & Hu, Shuhe & Prakasa Rao, B.L.S. & Yang, Wenzhi**1354-1364 Marginal density estimation for linear processes with cyclical long memory***by*Ould Haye, Mohamedou & Philippe, Anne**1365-1369 Multivariate copulas, quasi-copulas and lattices***by*Fernández-Sánchez, Juan & Nelsen, Roger B. & Úbeda-Flores, Manuel**1370-1379 A multivariate semi-logistic autoregressive process and its characterization***by*Yeh, Hsiaw-Chan**1380-1391 Lévy area for Gaussian processes: A double Wiener-Itô integral approach***by*Ferreiro-Castilla, Albert & Utzet, Frederic**1392-1397 Simulating tail asymptotics of a Markov chain***by*Khanchi, Aziz & Lamothe, Gilles**1398-1406 Bayesian estimation of regression parameters in elliptical measurement error models***by*Vidal, Ignacio & Bolfarini, Heleno**1407-1418 The dispersive effect of cross-aging with archimedean copulas***by*Denuit, Michel M. & Mesfioui, Mhamed**1419-1424 Local asymptotics for the time of first return to the origin of transient random walk***by*Doney, R.A. & Korshunov, D.A.**1425-1435 Asymptotic behaviors of the Lorenz curve and Gini index in sampling from a length-biased distribution***by*Fakoor, V. & Ghalibaf, M. Bolbolian & Azarnoosh, H.A.**1436-1444 Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes***by*Wang, Jian**1445-1448 Invariance of statistical causality under convergence***by*Petrovic, Ljiljana & Dimitrijevic, Sladjana**1449-1457 Consistent estimation of species abundance from a presence-absence map***by*Müller, Christine H. & Huggins, Richard & Hwang, Wen-Han**1458-1462 An elementary proof of the L1 log-Sobolev inequality for Poisson point processes***by*Deng, Chang-Song & Song, Yan-Hong**1463-1464 A correction on approximation of smoothing probabilities for hidden Markov models***by*Lember, Jüri**1465-1470 The Mantel-Haenszel estimator adapted for complex survey designs is not dually consistent***by*Brumback, Babette A. & He, Zhulin

### 2011, Volume 81, Issue 8

**903-906 A simple characterization of Student's distributions and normal distributions***by*Wang, Jiantian**907-914 Estimation of the offspring mean in a supercritical branching process with non-stationary immigration***by*Rahimov, I.**915-920 On simulated annealing with temperature-dependent energy and temperature-dependent communication***by*Robini, Marc C. & Reissman, Pierre-Jean**921-929 Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications***by*Wang, Baobin & Jiang, Hui & Yu, Jinyou**930-936 A robust alternative to the ratio estimator under non-normality***by*Oral, Evrim & Oral, Ece**937-946 On stochastic orderings of the Wilcoxon Rank Sum test statistic--With applications to reproducibility probability estimation testing***by*De Capitani, L. & De Martini, D.**947-956 An empirical likelihood approach to data analysis under two-stage sampling designs***by*Zheng, Ming & Yu, Wen**957-961 The product of two dependent random variables with regularly varying or rapidly varying tails***by*Jiang, Jun & Tang, Qihe**962-972 Power variation of fractional integral processes with jumps***by*Liu, Guangying & Zhang, Xinsheng**973-982 The beta Laplace distribution***by*Cordeiro, Gauss M. & Lemonte, Artur J.**983-988 A nonparametric test for a two-sample scale problem based on subsample medians***by*Mahajan, Kalpana K. & Gaur, Anil & Arora, Sangeeta**989-997 Tempered stable laws as random walk limits***by*Chakrabarty, Arijit & Meerschaert, Mark M.**998-1002 On the Hougaard subordinated Gaussian Lévy processes***by*Grigelionis, Bronius