# Elsevier

# Statistics & Probability Letters

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### 2009, Volume 79, Issue 9

**1194-1202 Correlated continuous time random walks***by*Meerschaert, Mark M. & Nane, Erkan & Xiao, Yimin**1203-1206 Argmax-stable marked empirical processes***by*Ferger, Dietmar**1207-1214 Semiparametric modeling of medical cost data containing zeros***by*Zhao, Xiaobing & Zhou, Xian**1215-1218 Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex***by*Soltani, A.R. & Homei, H.**1219-1223 Asymptotic stability of nonlinear impulsive stochastic differential equations***by*Sakthivel, R. & Luo, J.**1224-1230 Probability of correct model identification in supersaturated design***by*Sarkar, Angshuman & Lin, Dennis K.J. & Chatterjee, Kashinath**1231-1237 A note on convolutions of compound geometric distributions***by*Psarrakos, Georgios**1238-1241 Some Orlicz-norm inequalities for martingales***by*Ren, Yanbo**1242-1245 On a renewal function when the second moment is infinite***by*Sgibnev, M.S.**1246-1251 The distribution of total dividend payments in a Sparre Andersen model***by*Li, Shuanming & Lu, Yi**1252-1259 Asymptotic theory of extreme dual generalized order statistics***by*Barakat, H.M. & El-Adll, Magdy E.**1260-1268 A general definition of conditional information and its application to ergodic decomposition***by*Debowski, Lukasz**1269-1276 An inverse-probability-weighted approach to the estimation of distribution function with doubly censored data***by*Shen, Pao-sheng**1277-1281 Variance inequalities using first derivatives***by*Tang, Hsiu-Khuern & See, Chuen-Teck**1282-1289 A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes***by*Pai, Jeffrey & Ravishanker, Nalini**1290-1298 Precise large deviations for dependent random variables with heavy tails***by*Liu, Li**1299-1304 On the stochastic ordering of folded binomials***by*Porzio, Giovanni C. & Ragozini, Giancarlo

### 2009, Volume 79, Issue 8

**999-1003 Linear boundary kernels for bivariate density estimation***by*Hazelton, Martin L. & Marshall, Jonathan C.**1004-1007 Identities for negative moments of quadratic forms in normal variables***by*Rukhin, Andrew L.**1008-1015 Conditional independence of blocked ordered data***by*Iliopoulos, G. & Balakrishnan, N.**1016-1020 An asymmetric Marcinkiewicz-Zygmund LLN for random fields***by*Gut, Allan & Stadtmüller, Ulrich**1021-1024 Covariance matrices of self-affine measures***by*Zajkowski, Krzysztof**1025-1030 The extremes of a random scenery as seen by a random walk in a random environment***by*Franke, Brice & Saigo, Tatsuhiko**1031-1037 Order statistics using fuzzy random variables***by*Akbari, M.GH. & Rezaei, A.H.**1038-1043 Convergence rates in the law of the iterated logarithm for negatively associated random variables with multidimensional indices***by*Li, Yun-Xia**1044-1052 Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models***by*Hu, Xuemei & Wang, Zhizhong & Zhao, Zhiwei**1053-1064 Asymptotics of a Theil-type estimate in multiple linear regression***by*Shen, Gang**1065-1073 A generalized L1-approach for a kernel estimator of conditional quantile with functional regressors: Consistency and asymptotic normality***by*Laksaci, Ali & Lemdani, Mohamed & Ould-Sad, Elias**1074-1082 A note on the higher moments of the Euler characteristic of the excursion sets of random fields***by*Taheriyoun, Ali Reza & Shafie, Khalil & Jozani, Mohammad Jafari**1083-1088 Set indexed strong martingales and path independent variation***by*Yosef, Arthur**1089-1096 Deviation of discrete distributions--positive and negative results***by*Mri, Tams F.**1097-1104 Goodness-of-fit test for tail copulas modeled by elliptical copulas***by*Li, Deyuan & Peng, Liang**1105-1107 A Hoeffding inequality for Markov chains using a generalized inverse***by*Boucher, Thomas R.**1108-1111 Some closure properties for subexponential distributions***by*Geluk, Jaap**1112-1119 A nonparametric dependent process for Bayesian regression***by*Fuentes-García, Ruth & Mena, Ramsés H. & Walker, Stephen G.**1120-1124 A new concept for count distributions***by*Hagmark, Per-Erik**1125-1128 A few remarks on the supremum of stable processes***by*Patie, P.**1129-1133 Measure changes with extinction***by*Harris, S.C. & Roberts, M.I.

### 2009, Volume 79, Issue 7

**851-856 Statistical signal extraction using stable processes***by*Balakrishna, N. & Hareesh, G.**857-863 Almost sure convergence for non-stationary random sequences***by*Tan, Zhongquan & Peng, Zuoxiang**864-872 The average position of the dth maximum in a sample of geometric random variables***by*Archibald, Margaret & Knopfmacher, Arnold**873-879 Covariance matrix inequalities for functions of Beta random variables***by*Wei, Zhengyuan & Zhang, Xinsheng**880-883 Explicit construction of stochastic exponentials with arbitrary expectation k[set membership, variant](0,1)***by*Wong, Bernard**884-888 The Hjek-Rnyi-type inequality for associated random variables***by*Hu, Shuhe & Wang, Xuejun & Yang, Wenzhi & Zhao, Ting**889-893 Comments on the paper: A bilateral inequality on the Borel-Cantelli Lemma***by*Hu, Shuhe & Wang, Xuejun & Li, Xiaoqin & Zhang, Yuanyuan**894-898 Completely random signed measures***by*Hellmund, Gunnar**899-906 Estimation of mean life and reliability for exponential life distribution using time censored sample data***by*Sengupta, Samindra Nath & Sinha, Bikas K. & Bagchi, Srijib B.**907-914 Persistent-threshold-GARCH processes: Model and application***by*Park, J.A. & Baek, J.S. & Hwang, S.Y.**915-919 Maximal rank minimum aberration and doubling***by*Hu, Jianwei & Zhang, Runchu**920-926 Backward doubly stochastic differential equations with discontinuous coefficients***by*N'zi, Modeste & Owo, Jean-Marc**927-935 Asymptotics for Kotz Type III elliptical distributions***by*Hashorva, Enkelejd**936-942 The ROC region of a regression tree***by*Jin, Hua & Lu, Ying**943-952 Efficient estimation of adaptive varying-coefficient partially linear regression model***by*Huang, Zhensheng & Zhang, Riquan**953-956 Limiting distribution of the continuity modulus for Gaussian processes with stationary increments***by*Kabluchko, Zakhar**957-964 Estimating the error distribution function in nonparametric regression with multivariate covariates***by*Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang**965-968 Identification of a Markovian system with observations corrupted by a fractional Brownian motion***by*Mandrekar, V. & Naik-Nimbalkar, U.V.**969-976 An urn approach to generalized extreme shock models***by*Cirillo, Pasquale & Hüsler, Jürg**977-983 Prediction intervals for future records and order statistics coming from two parameter exponential distribution***by*Ahmadi, J. & MirMostafaee, S.M.T.K.**984-989 MMLEs are as good as M-estimators or better***by*Tiku, Moti L. & Sürücü, Baris**990-996 Periodic stationarity of random coefficient periodic autoregressions***by*Aknouche, Abdelhakim & Guerbyenne, Hafida**997-998 Erratum to: "A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion" [Statistics & Probability Letters 78 (2008) 1948-1954]***by*Gatto, Riccardo

### 2009, Volume 79, Issue 6

**707-710 A new simple interpretation of an optimal design criterion***by*Atherton, Juli**711-714 The exact likelihood function of a vector autoregressive moving average process***by*Gallego, Jose L.**715-721 Improved estimation of the covariance matrix under Stein's loss***by*Ye, Ren-Dao & Wang, Song-Gui**722-727 Consistency of the Tikhonov's regularization in an ill-posed problem with random data***by*Dahmani, Abdelnasser & Ait Saidi, Ahmed & Bouhmila, Fatah & Aissani, Mouloud**728-732 Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments***by*Tian, Yubin**733-740 Bandwidth selection for functional time series prediction***by*Antoniadis, Anestis & Paparoditis, Efstathios & Sapatinas, Theofanis**741-747 On optimal design for a Poisson regression model with random intercept***by*Niaparast, Mehrdad**748-752 On selfdecomposable Stieltjes transforms***by*Szulga, Jerzy**753-759 On the unification of long-term survival models***by*Rodrigues, Josemar & Cancho, Vicente G. & de Castro, Mrio & Louzada-Neto, Francisco**760-764 Repeated Poisson sampling***by*Grafström, Anton**765-773 Lack-of-fit testing in errors-in-variables regression model with validation data***by*Song, Weixing**774-779 Asymptotic results for heavy-tailed distributions using defective renewal equations***by*Psarrakos, Georgios**780-788 On the Fisher's Z transformation of correlation random fields***by*Carbonell, F. & Worsley, K.J. & Trujillo-Barreto, N.J.**789-796 Laws of iterated logarithm for MLE of generalized linear model randomly censored with incomplete information***by*Xiao, Zhihong & Liu, Luqin**797-806 On a discrete version of the Laugesen-Morpurgo conjecture***by*Pascu, M.N. & Nicolaie, A.**807-813 A note on the consistency of a robust estimator for threshold autoregressive processes***by*Zhang, Li-Xin & Chan, Wai-Sum & Cheung, Siu-Hung & Hung, King-Chi**814-820 Martingale representations of the Lynden-Bell estimator with applications***by*Strzalkowska-Kominiak, E. & Stute, W.**821-827 Homogeneity diagnostics for skew-normal nonlinear regression models***by*Xie, Feng-Chang & Wei, Bo-Cheng & Lin, Jin-Guan**828-834 A moment-based test for the homogeneity in mixture natural exponential family with quadratic variance functions***by*Ning, Wei & Zhang, Sanguo & Yu, Chang**835-841 Bounds for the transition density of time-homogeneous diffusion processes***by*Downes, A.N.**842-847 On Cantrell-Rosalsky's strong laws of large numbers***by*Ordez Cabrera, Manuel & Volodin, Andrei**848-849 On asymptotic normality in nonlinear regression***by*Haupt, Harry & Oberhofer, Walter

### 2009, Volume 79, Issue 5

**559-565 An efficient algorithm for estimating a change-point***by*Cheng, Tsung-Lin**566-572 Stochastic comparison and monotonicity of inactive record values***by*Zhao, Peng & Balakrishnan, N.**573-580 The M-estimation in a multi-phase random nonlinear model***by*Ciuperca, Gabriela**581-587 On the use of stochastic approximation Monte Carlo for Monte Carlo integration***by*Liang, Faming**588-596 Ruin probability and local ruin probability in the random multi-delayed renewal risk model***by*Gao, Qingwu & Wang, Yuebao**597-601 Partial asymptotic stability in probability of stochastic differential equations***by*Ignatyev, Oleksiy**602-610 A mathematical approach to detect the Taylor property in TARCH processes***by*Gonçalves, Esmeralda & Leite, Joana & Mendes-Lopes, Nazaré**611-618 Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions***by*Yuan, De Mei & An, Jun & Tao, Bao**619-624 A decomposition of the bifractional Brownian motion and some applications***by*Lei, Pedro & Nualart, David**625-629 A simplified adaptive fence procedure***by*Jiang, Jiming & Nguyen, Thuan & Rao, J. Sunil**630-636 On a class of mathematical ecosystems with random jumps***by*Peng, Jun & Liu, Zaiming**637-642 A generalization of Hoeffding's lemma, and a new class of covariance inequalities***by*Beare, Brendan K.**643-651 Iterated logarithm type behavior for weighted sums of i.i.d. random variables***by*Li, Deli & Qi, Yongcheng & Rosalsky, Andrew**652-658 Large-sample confidence intervals for the treatment difference in a two-period crossover trial, utilizing prior information***by*Kabaila, Paul & Giri, Khageswor**659-663 Building asymmetry into circular distributions***by*Umbach, Dale & Jammalamadaka, S. Rao**664-669 Permutation test for non-inferiority of the linear to the optimal combination of multiple tests***by*Jin, Hua & Lu, Ying**670-675 On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior***by*Babenko, Alexandra & Belitser, Eduard**676-683 Waiting times of exceedances in random threshold models***by*Bairamov, Ismihan & EryIlmaz, Serkan**684-688 Estimation of the generalized Pareto distribution***by*del Castillo, Joan & Daoudi, Jalila**689-697 Accurate tests and intervals based on linear cusum statistics***by*Withers, Christopher S. & Nadarajah, Saralees**698-706 Stochastic Lotka-Volterra model with infinite delay***by*Wan, Li & Zhou, Qinghua

### 2009, Volume 79, Issue 4

**415-419 Asymptotics for sums of a function of normalized independent sums***by*Kosinski, Kamil**420-425 The degree sequences of an asymmetrical growing network***by*Huang, Huilin**426-435 Comparison theorems for forward backward SDEs***by*Wu, Zhen & Xu, Mingyu**436-441 Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients***by*Jia, Guangyan**442-449 Particle filtering approximations for a Gaussian-generalized inverse Gaussian model***by*Ferrante, Marco & Frigo, Nadia**450-456 Partial moment-based sufficient dimension reduction***by*Yoo, Jae Keun**457-465 Hazards regression for length-biased and right-censored data***by*Shen, Pao-sheng**466-472 Sample size formula for randomized controlled trials with counts of recurrent events***by*Tango, Toshiro**473-480 Insurance control for classical risk model with fractional Brownian motion perturbation***by*Zhang, H.Y. & Bai, L.H. & Zhou, A.M.**481-486 Log-level comparison principle for small ball probabilities***by*Nazarov, Alexander**487-495 Dependence in failure times due to environmental factors***by*Frostig, Esther & Denuit, Michel**496-500 A note on Lee discrepancy***by*Zou, Na & Ren, Ping & Qin, Hong**501-507 Random quantiles of the Dirichlet process***by*Lichtendahl Jr., Kenneth C.**508-512 The relationship between risk measures and choquet expectations in the framework of g-expectations***by*He, Kun & Hu, Mingshang & Chen, Zengjing**513-518 Assessing global influential observations in modified ridge regression***by*Jahufer, Aboobacker & Jianbao, Chen**519-524 Global rate results for the MLE in a class of deconvolution models***by*Donauer, Stefanie & Groeneboom, Piet & Jongbloed, Geurt**525-533 Multivariate extremes of generalized skew-normal distributions***by*Lysenko, Natalia & Roy, Parthanil & Waeber, Rolf**534-536 Unfolding the Skorohod reflection of a semimartingale***by*Prokaj, Vilmos**537-542 A note on using the estimated versus the known propensity score to estimate the average treatment effect***by*Brumback, Babette A.**543-552 On weak approximations of integrals with respect to fractional Brownian motion***by*Slominski, Leszek & Ziemkiewicz, Bartosz**553-558 Concomitants of order statistics for dependent samples***by*Wang, Ke & Nagaraja, H.N.

### 2009, Volume 79, Issue 3

**275-282 The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness***by*Debruyne, M. & Hubert, M.**283-288 The number of players tied for the record***by*Eisenberg, Bennett**289-294 Asymptotic distribution of density ratios***by*Antonelli, Sabrina & Regoli, Giuliana**295-303 A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator***by*Gomes, M. Ivette & Pestana, Dinis & Caeiro, Frederico**304-311 Large deviations for heavy-tailed factor models***by*Svensson, Jens & Djehiche, Boualem**312-319 On testing for local monotonicity in deconvolution problems***by*Meister, Alexander**320-323 Noncommutative Baum-Katz theorems***by*Stoica, George**324-330 A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model***by*Ren, Jiandong**331-338 An extension of the generalized Birnbaum-Saunders distribution***by*Gómez, Héctor W. & Olivares-Pacheco, Juan F. & Bolfarine, Heleno**339-346 Influence diagnostics for linear models with first-order autoregressive elliptical errors***by*Paula, Gilberto A. & Medeiros, Marcio & Vilca-Labra, Filidor E.**347-348 A comment on a conjecture of N. Wiener***by*Rosenblatt, M.**349-353 A note on pasting conditions for the American perpetual optimal stopping problem***by*Christensen, Sören & Irle, Albrecht**354-360 Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative***by*Sen, Amit**361-367 Moments of the unbalanced non-central chi-square distribution***by*Grau, Daniel**368-374 Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries***by*Li, Zhonghua & Wang, Zhaojun & Wu, Zhang**375-380 Confidence intervals for limited moments and truncated moments in normal and lognormal models***by*Bebu, Ionut & Mathew, Thomas**381-389 On the ruin probability for the Cox correlated risk model perturbed by diffusion***by*Lu, Zhaoyang & Xu, Wei & Zhang, Yan & Sun, Yingling**390-395 Limit theorems for extremal processes generated by a point process with correlated time and space components***by*Pancheva, Elisaveta & Mitov, Ivan K. & Mitov, Kosto V.**396-399 Log-concavity of generalized order statistics***by*Chen, Huaihou & Xie, Hongmei & Hu, Taizhong**400-406 A new formula for the transient solution of the Erlang queueing model***by*Leonenko, G.M.**407-413 On some probabilistic properties of double periodic AR models***by*Aknouche, Abdelhakim & Guerbyenne, Hafida**414-414 Erratum to: "A note on the proportional hazards model with discontinuous data" [Statist. Probab. Lett. 77 (2007) 735-739]***by*Yu, Qiqing

### 2009, Volume 79, Issue 2

**131-137 The geometric convergence rate of the classical change-point estimate***by*Fotopoulos, Stergios B.**138-144 Approximation of the expected error rate in classification of the Gaussian random field observations***by*Ducinskas, Ke[combining cedilla]stutis**145-154 Branching on a Sierpinski graph***by*Leorato, S. & Orsingher, E.**155-157 On the relationship of location-independent riskier order to the usual stochastic order***by*Sordo, Miguel A.**158-164 Limit theorems for generalized Jirina processes***by*Li, Yuqiang**165-172 Semiparametric estimation of regression functions in autoregressive models***by*Yu, Zhuoxi & Wang, Dehui & Shi, Ningzhong**173-176 Analysis of the virtual waiting time in multiphase queues***by*Minkevicius, S.**177-181 Stationary distribution of reflected O-U process with two-sided barriers***by*Zhang, Lidong & Jiang, Chunmei**182-187 Strong uniqueness for a class of singular SDEs for catalytic branching diffusions***by*He, Hui**188-195 Central limit theorem for multiple integrals with respect to the empirical process***by*Boistard, Hélène & del Barrio, Eustasio**196-201 A necessary and sufficient condition for probability measures dominated by g-expectation***by*Jiang, Long**202-210 A class of random deviation theorems and the approach of Laplace transform***by*Li, Gaorong & Chen, Shuang & Zhang, Junhua**211-214 On the connectedness of saturated square designs***by*Qu, Xianggui & Ogunyemi, Theophilus**215-222 Uniform bounds in normal approximation under negatively associated random fields***by*Cai, Guang-hui & Wang, Jian-Feng**223-233 A CLT for a one-dimensional class cover problem***by*Xiang, Pengfei & Wierman, John C.**234-236 On hitting times of random walks on trees***by*Palacios, José Luis**237-242 Approximate inference for the multinomial logit model***by*Rekkas, M.**243-254 Some Darling-Siegert relationships connected with random flights***by*Cammarota, V. & Lachal, A. & Orsingher, E.**255-263 Convergence of large deviation rates based on a link between wave governed random motions and ruin processes***by*Macci, Claudio**264-269 Further investigation into restricted Kalman filtering***by*Pizzinga, Adrian**270-274 Complete monotonicity of the entropy in the central limit theorem for gamma and inverse Gaussian distributions***by*Yu, Yaming

### 2009, Volume 79, Issue 1

**1-5 Optimal robust M-estimators using divergences***by*Toma, Aida**6-15 Inference for mean change-point in infinite variance AR(p) process***by*Zhou, Jie & Liu, San Y.**16-20 Effect of design-adaptive allocation on inference for a regression parameter: Two-group, single-covariate and double-covariate cases***by*Aickin, Mikel**21-28 Ruin problems in a discrete Markov risk model***by*Yang, Hu & Zhang, Zhimin & Lan, Chunmei**29-37 Current k-records and their use in distribution-free confidence intervals***by*Ahmadi, J. & Razmkhah, M. & Balakrishnan, N.**38-43 Estimation of the autoregressive operator by wavelet packets***by*Laukaitis, Algirdas & Vasilecas, Olegas & Laukaitis, Ricardas**44-49 BSDEs driven by Lévy process with enlarged filtration and applications in finance***by*El Otmani, Mohamed**50-54 A note on state space representations of locally stationary wavelet time series***by*Triantafyllopoulos, K. & Nason, G.P.**55-62 First order p-variations and Besov spaces***by*Rosenbaum, Mathieu**63-69 Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier***by*Yang, Wenquan & Hu, Yijun**70-78 The perturbed compound Poisson risk model with multi-layer dividend strategy***by*Yang, Hu & Zhang, Zhimin**79-87 On stationarity and [beta]-mixing of periodic bilinear processes***by*Bibi, Abdelouahab & Lessak, Radia**88-97 A packing dimension theorem for Gaussian random fields***by*Xiao, Yimin**98-104 On estimating the non-centrality parameter of a chi-squared distribution***by*Li, Qizhai & Zhang, Junjian & Dai, Shuai**105-111 Limiting behaviour of moving average processes under [phi]-mixing assumption***by*Chen, Pingyan & Hu, Tien-Chung & Volodin, Andrei**112-115 Cross-validation for comparing multiple density estimation procedures***by*Lian, Heng**116-124 On complete convergence for arrays of rowwise negatively associated random variables***by*Kuczmaszewska, Anna**125-130 Equivalent processes of total time on test, Lorenz and inverse Lorenz processes***by*Kawczak, Janusz & Kulperger, Reg & Yu, Hao

### 2008, Volume 78, Issue 18

**3123-3128 On a Gibbs characterization of normalized generalized Gamma processes***by*Cerquetti, Annalisa**3129-3134 On the geometry of a generalized cross-correlation random field***by*Carbonell, F. & Worsley, K.J.**3135-3138 A note on the invariance under change of measure for stochastic test functions and distribution spaces***by*Lanconelli, Alberto**3139-3144 On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables***by*Fathi Manesh, Sirous & Khaledi, Baha-Eldin**3145-3151 Spatial smoothing, Nugget effect and infill asymptotics***by*Lu, Zudi & Tjøstheim, Dag & Yao, Qiwei**3152-3158 Stochastic inequalities for weighted sum of two random variables independently and identically distributed as exponential***by*Yilmaz, Mehmet & Topçu, Birol**3159-3169 A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors***by*Özkale, M. Revan**3170-3175 An almost sure limit theorem for the product of partial sums with stable distribution***by*Gonchigdanzan, Khurelbaatar**3176-3183 Inverse problems for random walks on trees: Network tomography***by*de la Pena, Victor & Gzyl, Henryk & McDonald, Patrick**3184-3186 A note on skew-elliptical distributions and linear functions of order statistics***by*Loperfido, Nicola**3187-3194 On extending the Brunk-Prokhorov strong law of large numbers for martingale differences***by*Hu, Shuhe & Chen, Guijing & Wang, Xuejun**3195-3202 On extending classical filtering equations***by*Kouritzin, Michael A. & Long, Hongwei**3203-3211 On the weak convergence of subordinated systems***by*Wu, Biao**3212-3215 Classification of 2x2 sparse data sets with zero cells***by*Subbiah, M. & Srinivasan, M.R.