# Elsevier

# Statistics & Probability Letters

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### 2012, Volume 82, Issue 5

**885-893 Best constants in the weak type inequalities for a martingale conditional square function***by*Osȩkowski, Adam**894-901 Strong convergence of ESD for the generalized sample covariance matrices when p/n→0***by*Bao, Zhigang**902-906 A note on the robustness of the continual reassessment method***by*Azriel, David**907-915 On parametrization, robustness and sensitivity analysis in a marginal structural Cox proportional hazards model for point exposure***by*Tchetgen Tchetgen, Eric J. & Robins, James**916-924 On a rapid simulation of the Dirichlet process***by*Zarepour, Mahmoud & Labadi, Luai Al**925-931 Chebyshev’s inequality for Banach-space-valued random elements***by*Zhou, Ling & Hu, Ze-Chun**932-941 Nonparametric estimation of density under bias and multiplicative censoring via wavelet methods***by*Abbaszadeh, Mohammad & Chesneau, Christophe & Doosti, Hassan**942-948 On weak dependence conditions for Poisson autoregressions***by*Doukhan, Paul & Fokianos, Konstantinos & Tjøstheim, Dag**949-958 On tail index estimation using a sample with missing observations***by*Ilić, Ivana**959-964 Semicircle law of Tyler’s M-estimator for scatter***by*Frahm, Gabriel & Glombek, Konstantin**965-971 A law of the single logarithm for weighted sums of arrays applied to bootstrap model selection in regression***by*Lafaye de Micheaux, Pierre & Léger, Christian**972-978 Approximate maximum entropy on the mean for instrumental variable regression***by*Loubes, Jean-Michel & Rochet, Paul**979-990 Reflected backward stochastic differential equations with time delayed generators***by*Zhou, Qing & Ren, Yong**991-997 Objective priors for generative star-shape models***by*Liang, Ye & Sun, Dongchu**998-1004 Fitting birth-and-death queueing models to data***by*Whitt, Ward**1005-1011 A functional linear model for time series prediction with exogenous variables***by*Goia, Aldo**1012-1020 On distribution of randomly ordered uniform incremental weighted averages: Divided difference approach***by*Soltani, Ahmad Reza & Roozegar, Rasool**1021-1027 The uniform central limit theorem for the tent map***by*Bae, Jongsig & Hwang, Changha & Jun, Doobae**1028-1034 On the smoothness of conditional expectation functionals***by*Song, Kyungchul**1035-1039 A note on generating random variables with log-concave densities***by*Devroye, Luc

### 2012, Volume 82, Issue 4

**707-712 A note on a dependent risk model with constant interest rate***by*Liu, Xijun & Gao, Qingwu & Wang, Yuebao**713-719 Limit distribution of a roundoff error***by*Shimura, Takaaki**720-725 On the infinitesimal dispersion of multivariate Markov counting systems***by*Bretó, Carles**726-732 On the robustness of two-stage estimators***by*Zhelonkin, Mikhail & Genton, Marc G. & Ronchetti, Elvezio**733-738 On areas of random triangles***by*Baringhaus, Ludwig**739-747 A note on the structure of the quadratic subspace in discriminant analysis***by*Velilla, Santiago**748-757 An approximation to the Rosenblatt process using martingale differences***by*Chen, Chao & Sun, Liya & Yan, Litan**758-764 Crossing points of distributions and a theorem that relates them to second order stochastic dominance***by*Osuna, Edgar Elias**765-774 Robustifying principal component analysis with spatial sign vectors***by*Taskinen, Sara & Koch, Inge & Oja, Hannu**775-782 Step-up procedure controlling generalized family-wise error rate***by*Wang, Li & Xu, Xingzhong**783-785 On partial sums of hitting times***by*Palacios, José Luis & Renom, José M.**786-797 Enhanced consistency of the Resampled Convolution Particle Filter***by*Vila, Jean-Pierre**798-804 Characterizations of symmetric distributions based on Rényi entropy***by*Fashandi, M. & Ahmadi, Jafar**805-811 Some geometric mixed integer-valued autoregressive (INAR) models***by*Nastić, Aleksandar S. & Ristić, Miroslav M.**812-817 V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model***by*Lee, Oesook**818-826 Constructing archimedean copulas from diagonal sections***by*Wysocki, Włodzimierz**827-832 A note on fuzzy set-valued Brownian motion***by*Bongiorno, Enea G.**833-839 On standardizing the signed root log likelihood ratio statistic***by*Jiang, L. & Wong, A.C.M.**840-842 A note on conflict of information and subexponential densities***by*Rifo, L.R. & Santos, J.D.**843-851 Nonparametric estimation of the regression function having a change point in generalized linear models***by*Huh, Jib**852-858 The space-fractional Poisson process***by*Orsingher, Enzo & Polito, Federico**859-863 Classification loss function for parameter ensembles in Bayesian hierarchical models***by*Ginestet, Cedric E. & Best, Nicky G. & Richardson, Sylvia

### 2012, Volume 82, Issue 3

**411-418 Weak norm inequalities for martingales and geometry of Banach spaces***by*Osȩkowski, Adam**419-426 Asymmetric GARCH processes featuring both threshold effect and bilinear structure***by*Choi, M.S. & Park, J.A. & Hwang, S.Y.**427-432 New examples of heavy-tailed O-subexponential distributions and related closure properties***by*Lin, Jianxi & Wang, Yuebao**433-437 A characterization of the bivariate negative binomial distribution via α-monotonicity***by*Sreehari, M.**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

### November 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