# Elsevier

# Statistics & Probability Letters

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### 2013, Volume 83, Issue 1

**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**1853-1858 An optimal L-statistics quantile estimator for a set of location–scale populations***by*Li, Ling-Wei & Lee, Loo-Hay & Chen, Chun-Hung & Guo, Bo & Liu, Ya-Jie**1859-1863 Weighted Frechet means as convex combinations in metric spaces: Properties and generalized median inequalities***by*Ginestet, Cedric E. & Simmons, Andrew & Kolaczyk, Eric D.

### 2012, Volume 82, Issue 9

**1629-1631 A note on maximum likelihood estimation for covariance reducing models***by*Schott, James R.**1632-1636 The perils of inferring serial dependence from sample autocorrelations of moving average series***by*McElroy, Tucker**1637-1640 On efficient estimation of densities for sums of squared observations***by*Schick, Anton & Wefelmeyer, Wolfgang**1641-1647 The application of order statistics to multiple integration over a canonical simplex***by*Ping, Sun**1648-1656 The Gerber–Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy***by*Deng, Chao & Zhou, Jieming & Deng, Yingchun**1657-1664 Maximum deviation of error density estimators in censored linear regression***by*Cheng, Fuxia**1665-1668 Generalized Fibonacci numbers and Blackwell’s renewal theorem***by*Christensen, Sören**1669-1676 Almost sure exponential stability of the θ-method for stochastic differential equations***by*Chen, Lin & Wu, Fuke**1677-1680 The quadratic variation of Brownian motion on a time scale***by*Grow, David & Sanyal, Suman**1681-1689 New nonparametric tests for testing homogeneity of scale parameters against umbrella alternative***by*Gaur, Anil & Mahajan, Kalpana K. & Arora, Sangeeta**1690-1698 Diagnostic analysis for heterogeneous log-Birnbaum–Saunders regression models***by*Li, Ai-Ping & Chen, Zhao-Xia & Xie, Feng-Chang**1699-1709 Global attracting set and stability of stochastic neutral partial functional differential equations with impulses***by*Long, Shujun & Teng, Lingying & Xu, Daoyi**1710-1717 Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters***by*Lee, Sangin & Kim, Yongdai & Kwon, Sunghoon**1718-1726 Asymptotic behavior of random time absolute ruin probability with D∩L tailed and conditionally independent claim sizes***by*Bai, Xiaodong & Song, Lixin**1727-1736 Tail probability of randomly weighted sums of subexponential random variables under a dependence structure***by*Yang, Yang & Leipus, Remigijus & Šiaulys, Jonas**1737-1744 Relationships between distributions with certain symmetries***by*Jones, M.C.**1745-1749 The uniform law for sojourn measures of random fields***by*Borovkov, Konstantin & McKinlay, Shaun**1750-1754 Variance of the game duration in the gambler’s ruin problem***by*Anděl, Jiří & Hudecová, Šárka

### 2012, Volume 82, Issue 8

**1489-1496 Multivariate maxima of moving multivariate maxima***by*Ferreira, Helena**1497-1503 Embedded Markov chain analysis of the superposition of renewal processes***by*Stadje, Wolfgang**1504-1506 On the Amato inequality index***by*Arnold, Barry C.**1507-1514 A sharp upper bound for the expected number of false rejections***by*Gordon, Alexander Y.**1515-1520 Randomly weighted averages with beta random proportions***by*Homei, H.**1521-1529 Hierarchical reinforced urn processes***by*Fortini, S. & Petrone, S.**1530-1537 Product autoregressive models for non-negative variables***by*Abraham, B. & Balakrishna, N.**1538-1548 Asymptotics related to a series of T.L. Lai***by*Li, Deli & Spătaru, Aurel**1549-1558 Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space***by*Boufoussi, Brahim & Hajji, Salah**1559-1568 A general measure of skewness***by*Ekström, Magnus & Jammalamadaka, Sreenivasa Rao**1569-1575 Linear fractional stable motion: A wavelet estimator of the α parameter***by*Ayache, Antoine & Hamonier, Julien**1576-1582 Rate of convergence in a theorem of Heyde***by*Xie, Tingfan & He, Jianjun**1583-1589 Markov processes on the adeles and Dedekind’s zeta function***by*Urban, Roman**1590-1596 Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables***by*Xiao, Xiaoyong & Yin, Hongwei**1597-1609 On the probabilistic structure of power threshold generalized arch stochastic processes***by*Gonçalves, E. & Leite, J. & Mendes-Lopes, N.**1610-1618 Deviation probability bounds for fractional martingales and related remarks***by*Saussereau, Bruno**1619-1622 Improved power of one-sided tests***by*Meyer, Mary C. & Wang, Jianqiang C.**1623-1628 An inductive order construction for the difference of two dependent proportions***by*Wang, Weizhen

### 2012, Volume 82, Issue 7

**1219-1223 Causality with finite horizon of the past in continuous time***by*Petrović, Ljiljana & Dimitrijević, Sladjana**1224-1228 A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty***by*Lian, Heng**1229-1234 The local time of the Markov processes of Ornstein–Uhlenbeck type***by*Tong, Changqing & Lin, Zhengyan & Zheng, Jing**1235-1241 Karhunen–Loeve expansions for the detrended Brownian motion***by*Ai, Xiaohui & Li, Wenbo V. & Liu, Guoqing**1242-1250 Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model***by*Lu, Dawei**1251-1258 Optimal surrender strategies for equity-indexed annuity investors with partial information***by*Wei, Jiaqin & Wang, Rongming & Yang, Hailiang**1259-1266 On latent process models in multi-dimensional space***by*Shang, Zuofeng**1267-1272 An exponential bound for Cox regression***by*Goldberg, Y. & Kosorok, M.R.**1273-1284 Local M-estimation for jump-diffusion processes***by*Wang, Yunyan & Zhang, Lixin & Tang, Mingtian**1285-1289 On interval and point estimators based on a penalization of the modified profile likelihood***by*Ventura, Laura & Racugno, Walter**1290-1296 Some recursive formulas related to inverse moments of the random variables with binomial-type distributions***by*Zhao, Feng-Zhen**1297-1302 A practical ad hoc adjustment to the Simes P-value***by*Lloyd, Chris J.**1303-1309 A note on exponential state feedback stabilizability by a Razumikhin type theorem of mild solutions of SDEs with delay***by*Govindan, T.E. & Ahmed, N.U.**1310-1317 Bayesian estimation of parameters for the bivariate Gompertz regression model with shared gamma frailty under random censoring***by*Hanagal, David D. & Sharma, Richa**1318-1325 Estimating common mean and heterogeneity variance in two study case meta-analysis***by*Rukhin, Andrew L.**1326-1330 Statistical causality and orthogonality of local martingales***by*Valjarević, Dragana & Petrović, Ljiljana**1331-1336 The compound Pascal model with dividends paid under random interest***by*Geng, Xianmin & Wang, Ying**1337-1345 Varying kernel density estimation on R+***by*Mnatsakanov, Robert & Sarkisian, Khachatur**1346-1351 A simplified representation of the covariance structure of axially symmetric processes on the sphere***by*Huang, Chunfeng & Zhang, Haimeng & Robeson, Scott M.**1352-1357 Bounds on the complier average causal effect in randomized trials with noncompliance***by*Chiba, Yasutaka**1358-1366 The discounted penalty function with multi-layer dividend strategy in the phase-type risk model***by*Jiang, Wuyuan & Yang, Zhaojun & Li, Xinping**1367-1373 Some new lower bounds to centered and wrap-round L2-discrepancies***by*Chatterjee, Kashinath & Li, Zhaohai & Qin, Hong**1374-1382 Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes***by*Bo, Lijun & Yang, Xuewei**1383-1387 Canonical higher-order kernels for density derivative estimation***by*Henderson, Daniel J. & Parmeter, Christopher F.**1388-1390 Remarks on maximal inequalities for non-negative demisubmartingales***by*Prakasa Rao, B.L.S.**1391-1400 Estimation with left-truncated and right censored data: A comparison study***by*Ahmadi, Jafar & Doostparast, Mahdi & Parsian, Ahmad**1401-1406 The Hausman–Taylor panel data model with serial correlation***by*Baltagi, Badi H. & Liu, Long**1407-1412 Conditional dependence diagnostic in the latent class model: A simulation study***by*Subtil, Ana & de Oliveira, M. Rosário & Gonçalves, Luzia**1413-1421 On spatial conditional mode estimation for a functional regressor***by*Dabo-Niang, Sophie & Kaid, Zoulikha & Laksaci, Ali**1422-1429 A note on bounds for the causal infectiousness effect in vaccine trials***by*Chiba, Yasutaka**1430-1438 Limiting spectral distribution of block matrices with Toeplitz block structure***by*Basu, Riddhipratim & Bose, Arup & Ganguly, Shirshendu & Hazra, Rajat Subhra**1439-1444 Asymmetry tests for bifurcating auto-regressive processes with missing data***by*de Saporta, Benoîte & Gégout-Petit, Anne & Marsalle, Laurence**1445-1453 A multi-point Metropolis scheme with generic weight functions***by*Martino, Luca & Del Olmo, Victor Pascual & Read, Jesse**1454-1462 Additive hazards models for gap time data with multiple causes***by*Sankaran, P.G. & Anisha, P.**1463-1467 An empirical likelihood confidence interval for the volume under ROC surface***by*Wan, Shuwen**1468-1473 Structure of a double autoregressive process driven by a hidden Markov chain***by*Liu, Ji-Chun**1474-1478 Constraints placed on random sequences by their compressibility***by*Davie, George**1479-1487 Invertibility of random submatrices via tail-decoupling and a matrix Chernoff inequality***by*Chrétien, Stéphane & Darses, Sébastien

### 2012, Volume 82, Issue 6

**1043-1048 Set valued probability and its connection with set valued measure***by*Stojaković, Mila**1049-1053 Quantile based entropy function***by*Sunoj, S.M. & Sankaran, P.G.**1054-1058 A Dubins type solution to the Skorokhod embedding problem***by*Baker, David M.**1059-1066 An EPPF from independent sequences of geometric random variables***by*Mena, Ramsés H. & Walker, Stephen G.**1067-1081 An exponentiated exponential binomial distribution with application***by*Bakouch, Hassan S. & Ristić, Miroslav M. & Asgharzadeh, A. & Esmaily, L. & Al-Zahrani, Bander M.**1082-1087 A martingale transformation for superprocesses***by*He, Hui & Luan, Nana**1088-1094 Pseudo-Bayesian A-optimal designs for estimating the point of maximum in component-amount Darroch–Waller mixture model***by*Mandal, N.K. & Pal, Manisha & Aggarwal, M.L.**1095-1101 D-optimal designs for quadratic mixture canonical polynomials with spline***by*Zhang, Chongqi & Peng, Heng**1102-1110 The missing mass problem***by*Berend, Daniel & Kontorovich, Aryeh**1111-1115 Regression quantiles and their two-step modifications***by*Jurečková, Jana & Picek, Jan**1116-1119 Is the p-value a good measure of evidence? Asymptotic consistency criteria***by*Grendár, M.**1120-1128 Bounds on exponential moments of hitting times for reflected processes on the positive orthant***by*Lee, Chihoon**1129-1135 Some aspects of minimum variance unbiased estimation in presence of ancillary statistics***by*Nayak, Tapan K. & Sinha, Bimal**1136-1144 Numerical issues in estimation of integral curves from noisy diffusion tensor data***by*Sakhanenko, Lyudmila**1145-1150 Strongly consistent nonparametric tests of conditional independence***by*Györfi, László & Walk, Harro**1151-1159 Exponential stability in terms of two measures of impulsive stochastic functional differential systems via comparison principle***by*Yao, Fengqi & Deng, Feiqi**1160-1168 A note on the domination inequalities and their applications***by*Ren, Yaofeng & Shen, Jing**1169-1174 Analytic calculations for the EM algorithm for multivariate skew-t mixture models***by*Vrbik, I. & McNicholas, P.D.**1175-1184 Moderate deviations for some nonparametric estimators with errors in variables***by*Zhao, Shoujiang & Liu, Qiaojing**1185-1192 Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier***by*Xu, Xiaoming**1193-1201 A simple variance inequality for U-statistics of a Markov chain with applications***by*Fort, G. & Moulines, E. & Priouret, P. & Vandekerkhove, P.**1202-1207 On Dobrushin’s inequality***by*Szewczak, Zbigniew S.**1208-1217 Strong law of large numbers for weighted U-statistics: Application to incomplete U-statistics***by*Nasari, Masoud M.

### 2012, Volume 82, Issue 5

**865-870 A note on the construction of locally D- and DS-optimal designs for the binary logistic model with several explanatory variables***by*Kabera, M. Gaëtan & Haines, Linda M. & Ndlovu, Principal**871-875 A note on the bilateral inequality for a sequence of random variables***by*Liu, Jicheng**876-884 Two sample distribution-free inference based on partially rank-ordered set samples***by*Gao, Jinguo & Ozturk, Omer