# Elsevier

# Statistics & Probability Letters

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### 2013, Volume 83, Issue 4

**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**382-389 Stochastic order characterization of uniform integrability and tightness***by*Leskelä, Lasse & Vihola, Matti**390-398 On the gradient statistic under model misspecification***by*Lemonte, Artur J.**399-409 Estimating at least seven measures of qualitative variables from a single sample using randomized response technique***by*Lee, Cheon-Sig & Sedory, Stephen A. & Singh, Sarjinder**410-413 A stochastic dominance property common to the boy-or-girl paradox and the lottery***by*Pollak, Moshe**414-421 A note on Bayesian and frequentist parametric inference for a scalar parameter of interest***by*Wong, A.C.M.**422-429 Stochastic monotonicity and order-preservation for a type of nonlinear semigroups***by*Zhang, Na & Jia, Guangyan

### 2012, Volume 82, Issue 12

**2083-2085 The optimal number of items in a group for group testing***by*Gusev, Andrey L.**2086-2090 Inference for random coefficient volatility models***by*Thavaneswaran, A. & Liang, You & Frank, Julieta**2091-2102 Almost sure asymptotic for Ornstein–Uhlenbeck processes of Poisson potential***by*Xing, Fei**2103-2107 The connectivity threshold of random geometric graphs with Cantor distributed vertices***by*Bandyopadhyay, Antar & Sajadi, Farkhondeh**2108-2114 Asymptotic properties of sieve bootstrap prediction intervals for FARIMA processes***by*Rupasinghe, Maduka & Samaranayake, V.A.**2115-2124 The two-parameter Volterra multifractional process***by*Mendy, Ibrahima**2125-2135 Objective Bayesian analysis for a truncated model***by*Wang, Haiying & Sun, Dongchu**2136-2144 Estimating an endpoint with high order moments in the Weibull domain of attraction***by*Girard, Stéphane & Guillou, Armelle & Stupfler, Gilles**2145-2155 A note on spatial–temporal lattice modeling and maximum likelihood estimation***by*Zhang, Xiang & Zheng, Yanbing**2156-2163 On the number of failed components in a coherent operating system***by*Asadi, Majid & Berred, Alexandre**2164-2169 A Generalized Hyperbolic model for a risky asset with dependence***by*Finlay, Richard & Seneta, Eugene**2170-2179 Shrinkage estimation strategy in quasi-likelihood models***by*Ejaz Ahmed, S. & Fallahpour, Saber**2180-2188 Efficiency factors for natural contrasts in partially confounded factorial designs***by*Dey, Aloke & Mukerjee, Rahul**2189-2197 Bounds for probabilities of unions of events and the Borel–Cantelli lemma***by*Frolov, Andrei N.**2198-2205 Normal reference bandwidths for the general order, multivariate kernel density derivative estimator***by*Henderson, Daniel J. & Parmeter, Christopher F.**2206-2212 Estimating frequencies of frequencies in finite populations***by*Skinner, C.J. & Shlomo, N.**2213-2220 Permutation-based tests of perfect ranking***by*Zamanzade, Ehsan & Arghami, Nasser Reza & Vock, Michael**2221-2228 A note on improving the efficiency of inverse probability weighted estimator using the augmentation term***by*Han, Peisong**2229-2234 Time changes that result in multiple points in continuous-time Markov counting processes***by*Bretó, Carles**2235-2243 Asymptotic normality of conditional density estimation in the single index model for functional time series data***by*Ling, Nengxiang & Xu, Qian**2244-2251 Multivariate inverse Gaussian and skew-normal densities***by*Joe, Harry & Seshadri, Vanamamalai & Arnold, Barry C.**2252-2259 Estimating the parameters of a Poisson process model for predator–prey interactions***by*Froda, Sorana & Ferland, René**2260-2269 Pitman closeness results concerning ranked set sampling***by*Jafari Jozani, Mohammad & Davies, Katherine F. & Balakrishnan, Narayanaswamy**2270-2277 Invariance principles for a multivariate Student process in the generalized domain of attraction of the multivariate normal law***by*Martsynyuk, Yuliya V.**2278-2282 On the uniqueness of distance covariance***by*Székely, Gábor J. & Rizzo, Maria L.

### 2012, Volume 82, Issue 11

**1865-1873 Statistical properties of a blind source separation estimator for stationary time series***by*Miettinen, Jari & Nordhausen, Klaus & Oja, Hannu & Taskinen, Sara**1874-1882 Large deviation principles for telegraph processes***by*De Gregorio, Alessandro & Macci, Claudio**1883-1890 Ratio estimation of the population mean using auxiliary information in simple random sampling and median ranked set sampling***by*Al-Omari, Amer Ibrahim**1891-1897 On unbiased optimal L-statistics quantile estimators***by*Li, Ling-Wei & Lee, Loo-Hay & Chen, Chun-Hung & Guo, Bo**1898-1902 A causal framework for surrogate endpoints with semi-competing risks data***by*Ghosh, Debashis**1903-1907 A Matsumoto–Yor property for Kummer and Wishart random matrices***by*Koudou, Angelo Efoevi**1908-1913 Rate of the almost complete convergence of a kernel regression estimate with twice censored data***by*Kebabi, Khedidja & Messaci, Fatiha**1914-1922 A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error’s structure***by*Zhou, Xing-cai & Lin, Jin-guan**1923-1929 Strongly consistent density estimation of the regression residual***by*Györfi, László & Walk, Harro**1930-1934 Second order branching process with continuous state space***by*Kashikar, Akanksha S. & Deshmukh, S.R.**1935-1940 Partial monotonicity of entropy measures***by*Shangari, Dhruv & Chen, Jiahua**1941-1948 On weak dependence conditions: The case of discrete valued processes***by*Doukhan, Paul & Fokianos, Konstantinos & Li, Xiaoyin**1949-1952 A note on one-factor analysis***by*Li, Benchong & Guo, Jianhua**1953-1960 Confidence intervals in regression centred on the SCAD estimator***by*Farchione, Davide & Kabaila, Paul**1961-1968 Mean-field reflected backward stochastic differential equations***by*Li, Zhi & Luo, Jiaowan**1969-1977 Generalized logistic frailty model***by*Lai, Chin-Diew & Izadi, Muhyiddin**1978-1985 Rate of complete convergence for maximums of moving average sums of martingale difference fields in Banach spaces***by*Son, Ta Cong & Thang, Dang Hung & Dung, Le Van**1986-1989 Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates***by*Tsionas, Efthymios G.**1990-1993 On closeness of the Mantel–Haenszel estimator and the profile likelihood based estimator of the common odds ratio from multiple 2×2 tables***by*Banerjee, Buddhananda & Biswas, Atanu**1994-2000 A note on the Lynden-Bell estimator under association***by*Guessoum, Zohra & Ould Saïd, Elias & Sadki, Ourida & Tatachak, Abdelkader**2001-2007 A novel Univariate Marginal Distribution Algorithm based discretization algorithm***by*Zhao, Jing & Han, ChongZhao & Wei, Bin & Han, DeQiang**2008-2016 Generalized Cordeiro–Ferrari Bartlett-type adjustment***by*Kakizawa, Yoshihide**2017-2024 Isotonicity properties of generalized quantiles***by*Bellini, Fabio**2025-2032 On cumulative residual Kullback–Leibler information***by*Park, Sangun & Rao, Murali & Shin, Dong Wan**2033-2043 Mean squared error of James–Stein estimators for measurement error models***by*Guo, Meixi & Ghosh, Malay**2044-2049 On the distribution of functionals of discrete ordinal variables***by*Cerchiello, Paola & Giudici, Paolo**2050-2058 Using OLS to test for normality***by*Shalit, Haim**2059-2067 Comparisons of concordance in additive models***by*Pellerey, Franco & Shaked, Moshe & Yasaei Sekeh, Salimeh**2068-2071 On bounded redundancy of universal codes***by*Dębowski, Łukasz**2072-2081 Expected earnings of invested overflow strategies for M/M/1 queue with constrained workload***by*Kinateder, Kimberly K.J.

### 2012, Volume 82, Issue 10

**1755-1760 Testing the homogeneity of inverse Gaussian scale-like parameters***by*Chang, Ming & You, Xuqun & Wen, Muqing**1761-1767 On the approximation of copulas via shuffles of Min***by*Durante, Fabrizio & Sánchez, Juan Fernández**1768-1776 Kac’s rescaling for jump-telegraph processes***by*López, Oscar & Ratanov, Nikita**1777-1785 Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility***by*Su, Xiaonan & Wang, Wensheng & Hwang, Kyo-Shin**1786-1791 An optimal k-nearest neighbor for density estimation***by*Kung, Yi-Hung & Lin, Pei-Sheng & Kao, Cheng-Hsiung**1792-1798 One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators***by*Fan, ShengJun & Jiang, Long**1799-1806 Majorization bounds for distribution functions***by*Bairamov, Ismihan**1807-1814 Partially linear varying coefficient models stratified by a functional covariate***by*Maity, Arnab & Huang, Jianhua Z.**1815-1822 Local Walsh-average regression for semiparametric varying-coefficient models***by*Shang, Suoping & Zou, Changliang & Wang, Zhaojun**1823-1828 How close are pairwise and mutual independence?***by*Nelsen, Roger B. & Úbeda-Flores, Manuel**1829-1836 Objective Bayesian analysis of Pareto distribution under progressive Type-II censoring***by*Fu, Jiayu & Xu, Ancha & Tang, Yincai**1837-1840 Characterization properties of the log-normal distribution obtained with the help of divergence measures***by*Tzavelas, George & Economou, Polychronis**1841-1848 One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients***by*Li, Zhi & Luo, Jiaowan**1849-1852 Asymptotic equidistribution of congruence classes with respect to the convolution iterates of a probability vector***by*Gnacadja, Gilles