# Elsevier

# Statistics & Probability Letters

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### 2011, Volume 81, Issue 12

**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**1003-1012 Remarks on the intersection local time of fractional Brownian motions***by*Chen, Chao & Yan, Litan**1013-1020 A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter***by*Diop, Mamadou Abdoul & Ouknine, Youssef**1021-1026 Goal achieving probabilities of constrained mean-variance strategies***by*Scott, Alexandre & Watier, François**1027-1033 Small Box-Behnken design***by*Zhang, Tian-Fang & Yang, Jian-Feng & Lin, Dennis K.J.**1034-1038 A limit result for the prior predictive applied to checking for prior-data conflict***by*Evans, Michael & Jang, Gun Ho**1039-1045 The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysis***by*Masry, Elias**1046-1051 Frame theory in directional statistics***by*Ehler, Martin & Galanis, Jennifer**1052-1055 Importance sampling as a variational approximation***by*Nott, David J. & Li, Jialiang & Fielding, Mark**1056-1062 Sparse variational analysis of linear mixed models for large data sets***by*Armagan, Artin & Dunson, David**1063-1071 Multivariate causality tests with simulation and application***by*Bai, Zhidong & Li, Heng & Wong, Wing-Keung & Zhang, Bingzhi**1072-1077 Some characterization results on generalized cumulative residual entropy measure***by*Kumar, Vikas & Taneja, H.C.**1078-1085 The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test***by*Bai, Zhidong & Wang, Keyan & Wong, Wing-Keung**1086-1093 Martingale transforms between Hardy-Orlicz spaces and of martingales***by*Yu, Lin**1094-1097 Relaxation time is monotone in temperature in the mean-field Ising model***by*Kargin, Vladislav**1098-1103 The generalized Cantor distribution and its corresponding inverse distribution***by*Arnold, Barry C.**1104-1111 Estimation for discretely observed continuous state branching processes with immigration***by*Huang, Jianhui & Ma, Chunhua & Zhu, Cai**1112-1120 On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables***by*Eghbal, N. & Amini, M. & Bozorgnia, A.**1121-1127 Godambe estimating functions and asymptotic optimal inference***by*Hwang, S.Y. & Basawa, I.V.**1128-1135 Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies***by*Wu, Haizhen & Kvizhinadze, Giorgi**1136-1142 High-dimensional generation of Bernoulli random vectors***by*Modarres, Reza**1143-1149 A Laplace transform method for order statistics from nonidentical random variables and its application in Phase-type distribution***by*Abdelkader, Yousry H.**1150-1154 An equivalent representation of the Brown-Resnick process***by*Engelke, S. & Kabluchko, Z. & Schlather, M.**1155-1160 Optimal response-adaptive allocation designs in phase III clinical trials: Incorporating ethics in optimality***by*Biswas, Atanu & Bhattacharya, Rahul**1161-1172 On the solution process for a stochastic fractional partial differential equation driven by space-time white noise***by*Wu, Dongsheng**1173-1178 Applying Brownian motion to the study of birth-death chains***by*Markowsky, Greg**1179-1182 The p-folded cumulative distribution function and the mean absolute deviation from the p-quantile***by*Xue, Jing-Hao & Titterington, D. Michael**1183-1189 Mean first passage times of two-dimensional processes with jumps***by*Bo, Lijun & Lefebvre, Mario**1190-1195 The mixing advantage for bounded random variables***by*Hamza, K. & Sudbury, A.W.**1196-1207 Pricing basket default swaps in a tractable shot noise model***by*Herbertsson, Alexander & Jang, Jiwook & Schmidt, Thorsten**1208-1217 Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions***by*Lachos, Victor H. & Bandyopadhyay, Dipankar & Garay, Aldo M.**1218-1229 General Freidlin-Wentzell Large Deviations and positive diffusions***by*Baldi, P. & Caramellino, L.**1230-1232 Large-time asymptotics for an uncorrelated stochastic volatility model***by*Forde, Martin**1233-1240 A general Isserlis theorem for mixed-Gaussian random variables***by*Michalowicz, J.V. & Nichols, J.M. & Bucholtz, F. & Olson, C.C.**1241-1244 A law of the iterated logarithm for the product limit estimator with doubly censored data***by*Messaci, Fatiha & Nemouchi, Nahima**1245-1255 Improved additive adjustments for the LR/ELR test statistics***by*Kakizawa, Yoshihide**1256-1259 On the visibility in well-behaved random sets in Euclidean space***by*Tykesson, Johan**1260-1266 A sharp inequality for martingales and its applications***by*Li, Bainian & Zhang, Kongsheng & Wu, Libin**1267-1275 A general criterion to determine the number of change-points***by*Ciuperca, Gabriela**1276-1284 Deterministic and stochastic stability of a mathematical model of smoking***by*Lahrouz, A. & Omari, L. & Kiouach, D. & Belmaâti, A.**1285-1291 Efficiency of the OLS estimator in the vicinity of a spatial unit root***by*Martellosio, Federico**1292-1299 Renewal theory with a trend***by*Gut, Allan**1300-1305 On a stochastic interacting model with stepping-stone noises***by*Bo, Lijun & Wang, Yongjin**1306-1310 The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data***by*Ajami, M. & Fakoor, V. & Jomhoori, S.**1311-1318 Finite-sample density and its small sample asymptotic approximation***by*Jurecková, Jana & Sabolová, Radka**1319-1325 The behavior of warm standby components with respect to a coherent system***by*Eryilmaz, Serkan**1326-1335 Uniform Hölder exponent of a stationary increments Gaussian process: Estimation starting from average values***by*Peng, Qidi**1336-1337 Corrigendum to "Prediction for some processes related to a fractional Brownian motion"***by*Duncan, Tyrone E. & Fink, Holger

### 2011, Volume 81, Issue 7

**715-716 Statistics in biological and medical sciences***by*Datta, Somnath & van Houwelingen, Hans C.**717-723 Testing for constant nonparametric effects in general semiparametric regression models with interactions***by*Wei, Jiawei & Carroll, Raymond J. & Maity, Arnab**724-729 Accelerated failure time regression for backward recurrence times and current durations***by*Keiding, Niels & Fine, Jason P. & Hansen, Oluf H. & Slama, Rémy**730-738 A hidden Markov model for informative dropout in longitudinal response data with crisis states***by*Spagnoli, Alessandra & Henderson, Robin & Boys, Richard J. & Houwing-Duistermaat, Jeanine J.**739-748 Asymptotics of Bonferroni for dependent normal test statistics***by*Proschan, Michael A. & Shaw, Pamela A.**749-758 Bias-corrected Pearson estimating functions for Taylor's power law applied to benthic macrofauna data***by*Jørgensen, Bent & Demétrio, Clarice G.B. & Kristensen, Erik & Banta, Gary T. & Petersen, Hans Christian & Delefosse, Matthieu**759-766 On the use of double cross-validation for the combination of proteomic mass spectral data for enhanced diagnosis and prediction***by*Mertens, B.J.A. & van der Burgt, Y.E.M. & Velstra, B. & Mesker, W.E. & Tollenaar, R.A.E.M. & Deelder, A.M.**767-772 Using randomization tests to preserve type I error with response adaptive and covariate adaptive randomization***by*Simon, Richard & Simon, Noah Robin**773-782 A very fast algorithm for matrix factorization***by*Nikulin, Vladimir & Huang, Tian-Hsiang & Ng, Shu-Kay & Rathnayake, Suren I. & McLachlan, Geoffrey J.**783-791 The use of ROC for defining the validity of the prognostic index in censored data***by*Wolf, Petra & Schmidt, Georg & Ulm, Kurt**792-796 Finding quantitative trait loci genes with collaborative targeted maximum likelihood learning***by*Wang, Hui & Rose, Sherri & van der Laan, Mark J.**797-806 Presmoothing the transition probabilities in the illness-death model***by*Amorim, Ana Paula & de Uña-Álvarez, Jacobo & Meira-Machado, Luís**807-812 Variance computations for functionals of absolute risk estimates***by*Pfeiffer, R.M. & Petracci, E.**813-820 Propensity score modelling in observational studies using dimension reduction methods***by*Ghosh, Debashis**821-828 Higher order inference on a treatment effect under low regularity conditions***by*Li, Lingling & Tchetgen Tchetgen, Eric & van der Vaart, Aad & Robins, James M.**829-835 On the maximum total sample size of a group sequential test about bivariate binomial proportions***by*Yu, Jihnhee & Kepner, James L.**836-841 Bayes factors in the presence of population stratification***by*Wang, Linglu & Li, Qizhai & Li, Zhaohai & Zheng, Gang**842-851 Creating a suite of macros for meta-analysis in SASÂ®: A case study in collaboration***by*Senn, Stephen & Weir, James & Hua, Tsushung A. & Berlin, Conny & Branson, Michael & Glimm, Ekkehard**852-860 Power, sample size and sampling costs for clustered data***by*Tokola, K. & Larocque, D. & Nevalainen, J. & Oja, H.**861-869 Effect partitioning under interference in two-stage randomized vaccine trials***by*VanderWeele, Tyler J. & Tchetgen Tchetgen, Eric J.**870-875 Sample size calculation for a regularized t-statistic in microarray experiments***by*Hirakawa, Akihiro & Hamada, Chikuma & Yoshimura, Isao**876-883 A Bayesian approach for analyzing case 2 interval-censored data under the semiparametric proportional odds model***by*Wang, Lianming & Lin, Xiaoyan**884-891 The two-dimensional beta binomial distribution***by*Bibby, Bo Martin & Væth, Michael**892-901 Pseudo-likelihood methodology for partitioned large and complex samples***by*Molenberghs, Geert & Verbeke, Geert & Iddi, Samuel

### 2011, Volume 81, Issue 6

**627-631 Algebraic polynomials and moments of stochastic integrals***by*Langovoy, Mikhail**632-638 Stochastic orderings, folded beta distributions and fairness in coin flips***by*Berenhaut, Kenneth S. & Bergen, Lauren D.**639-641 A note on Left-Spherically Distributed test with covariates***by*Finos, Livio**642-646 Functional central limit theorem for the volume of excursion sets generated by associated random fields***by*Meschenmoser, D. & Shashkin, A.**647-651 Shape restriction of the multi-dimensional Bernstein prior for density functions***by*Zheng, Yanbing**652-661 Bootstrap with larger resample size for root-n consistent density estimation with time series data***by*Chang, Christopher C. & Politis, Dimitris N.**662-672 Almost sure limit theorems for stable distributions***by*Wu, Qunying**673-677 On the degree evolution of a fixed vertex in some growing networks***by*Lindholm, Mathias & Vallier, Thomas**678-684 Marcinkiewicz-Zygmund inequality for nonnegative N-demimartingales and related results***by*Hadjikyriakou, Milto**685-693 Estimation of the essential supremum of a regression function***by*Kohler, Michael & Krzyzak, Adam & Walk, Harro**694-703 NM-QELE for ARMA-GARCH models with non-Gaussian innovations***by*Ha, Jeongcheol & Lee, Taewook**704-713 On the weighted multivariate Wilcoxon rank regression estimate***by*Zhou, Weihua & Wang, Jin

### 2011, Volume 81, Issue 5

**539-547 Central limit theorems for a supercritical branching process in a random environment***by*Wang, Hesong & Gao, Zhiqiang & Liu, Quansheng**548-551 The L1 strong consistency of ARCH innovation density estimator***by*Cheng, Fuxia & Wen, Miin-Jye**552-559 Log-likelihood ratio test for detecting transient change***by*Jarusková, Daniela & Piterbarg, Vladimir I.**560-562 Moment explosion in the LIBOR market model***by*Gerhold, Stefan**563-570 On efficient estimators of two seemingly unrelated regressions***by*Wang, Lichun & Lian, Heng & Singh, Radhey S.**571-579 Kernel adjusted density estimation***by*Srihera, Ramidha & Stute, Winfried**580-585 A note on the stochastic differential equations driven by G-Brownian motion***by*Ren, Yong & Hu, Lanying**586-591 Dependence between two multivariate extremes***by*Ferreira, H.**592-602 Spectral convergence for a general class of random matrices***by*Rubio, Francisco & Mestre, Xavier**603-610 Empirical likelihood inference for the accelerated failure time model***by*Zhao, Yichuan**611-613 Poisson distributions: Identification of parameters from the distribution of the maximum and a conjecture on the partial sums of the power series for exp(x)***by*Bi, L. & Mukherjea, A.**614-617 One characterization of symmetry***by*Ushakov, N.G.**618-625 Stability of L-statistics from weakly dependent observations***by*Kaluszka, Marek & Okolewski, Andrzej

### 2011, Volume 81, Issue 4

**451-459 Mixed effects regression trees for clustered data***by*Hajjem, Ahlem & Bellavance, François & Larocque, Denis**460-469 On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling***by*Kawai, Reiichiro & Masuda, Hiroki**470-477 An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise***by*León, Jorge A. & Villa, José**478-488 The multifractal structure of the product of two stable occupation measures***by*Shen, Dan & Hu, Xiaoyu**489-501 On the expected discounted penalty function for risk process with tax***by*Wang, Wenyuan & Ming, Ruixing & Hu, Yijun**502-505 On convergence of moment generating functions***by*Ushakov, N.G. & Ushakov, V.G.**506-517 The exponentiated generalized inverse Gaussian distribution***by*Lemonte, Artur J. & Cordeiro, Gauss M.