# Elsevier

# Statistics & Probability Letters

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### May 2011, Volume 81, Issue 5

**560-562 Moment explosion in the LIBOR market model***by*Gerhold, Stefan**563-570 On efficient estimators of two seemingly unrelated regressions***by*Wang, Lichun & Lian, Heng & Singh, Radhey S.**571-579 Kernel adjusted density estimation***by*Srihera, Ramidha & Stute, Winfried**580-585 A note on the stochastic differential equations driven by G-Brownian motion***by*Ren, Yong & Hu, Lanying**586-591 Dependence between two multivariate extremes***by*Ferreira, H.**592-602 Spectral convergence for a general class of random matrices***by*Rubio, Francisco & Mestre, Xavier**603-610 Empirical likelihood inference for the accelerated failure time model***by*Zhao, Yichuan**611-613 Poisson distributions: Identification of parameters from the distribution of the maximum and a conjecture on the partial sums of the power series for exp(x)***by*Bi, L. & Mukherjea, A.**614-617 One characterization of symmetry***by*Ushakov, N.G.**618-625 Stability of L-statistics from weakly dependent observations***by*Kaluszka, Marek & Okolewski, Andrzej

### April 2011, Volume 81, Issue 4

**451-459 Mixed effects regression trees for clustered data***by*Hajjem, Ahlem & Bellavance, François & Larocque, Denis**460-469 On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling***by*Kawai, Reiichiro & Masuda, Hiroki**470-477 An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise***by*León, Jorge A. & Villa, José**478-488 The multifractal structure of the product of two stable occupation measures***by*Shen, Dan & Hu, Xiaoyu**489-501 On the expected discounted penalty function for risk process with tax***by*Wang, Wenyuan & Ming, Ruixing & Hu, Yijun**502-505 On convergence of moment generating functions***by*Ushakov, N.G. & Ushakov, V.G.**506-517 The exponentiated generalized inverse Gaussian distribution***by*Lemonte, Artur J. & Cordeiro, Gauss M.**518-523 Some correlations in intersection-union tests and their relationship with complete power***by*Liu, Fang**524-528 Stochastic ordering of folded normal random variables***by*Wang, Bing & Wang, Min**529-537 A matrix formula for the skewness of maximum likelihood estimators***by*Patriota, Alexandre G. & Cordeiro, Gauss M.

### March 2011, Volume 81, Issue 3

**345-351 A pseudo-empirical log-likelihood estimator using scrambled responses***by*Singh, Sarjinder & Kim, Jong-Min**352-359 Admissibility of the usual confidence interval for the normal mean***by*Kabaila, Paul**360-370 Point prediction of future order statistics from an exponential distribution***by*MirMostafaee, S.M.T.K. & Ahmadi, Jafar**371-381 A generalization of Bartlett's decomposition***by*Barone, P.**382-391 Bounds for some general sums of random variables***by*Landsman, Zinoviy & Vanduffel, Steven**392-401 Empirical likelihood for the contrast of two hazard functions with right censoring***by*Zhao, Yichuan & Zhao, Meng**402-410 Minimum and maximum distances between failures in binary sequences***by*Makri, Frosso S.**411-416 A geometric approach to a class of optimization problems concerning exchangeable binary variables***by*Di Cecco, Davide**417-419 Truncation functions and Laplace transform***by*Yen, Ju-Yi & Yor, Marc**420-428 Maintaining tail dependence in data shuffling using t copula***by*Trottini, Mario & Muralidhar, Krish & Sarathy, Rathindra**429-437 Multivariate Cramér-Rao inequality for prediction and efficient predictors***by*Onzon, Emmanuel**438-445 A note on improving quadratic inference functions using a linear shrinkage approach***by*Han, Peisong & Song, Peter X.-K.**446-450 Comparison of two repairable systems***by*Nanda, Asok K. & Kundu, Amarjit

### February 2011, Volume 81, Issue 2

**175-180 Lower bound for the oracle projection posterior convergence rate***by*Babenko, Alexandra & Belitser, Eduard**181-187 The shape of the hazard rate for finite continuous-time birth-death processes***by*Crossman, Richard J. & Coolen-Schrijner, Pauline & Coolen, Frank P.A.**188-194 On weighted interval entropy***by*Misagh, F. & Yari, G.H.**195-200 Limit theorem for derivative martingale at criticality w.r.t branching Brownian motion***by*Yang, Ting & Ren, Yan-Xia**201-206 On the hazard rate and reversed hazard rate orderings in two-component series systems with active redundancies***by*Brito, Gerandy & Zequeira, Romulo I. & Valdés, José E.**207-211 A revision of Kimberling's results -- With an application to max-infinite divisibility of some Archimedean copulas***by*Ressel, Paul**212-219 Empirical likelihood for LAD estimators in infinite variance ARMA models***by*Li, Jinyu & Liang, Wei & He, Shuyuan**220-230 A Gaussian mixed model for learning discrete Bayesian networks***by*Balov, Nikolay**231-235 Formula for the supremum distribution of a spectrally positive [alpha]-stable Lévy process***by*Michna, Zbigniew**236-242 On the polygon generated by n random points on a circle***by*Bélisle, Claude**243-249 Drift parameter estimation in fractional diffusions driven by perturbed random walks***by*Bertin, Karine & Torres, Soledad & Tudor, Ciprian A.**250-258 Some inequalities for strong mixing random variables with applications to density estimation***by*Li, Yongming & Yang, Shanchao & Wei, Chengdong**259-266 A-optimal designs for an additive cubic model***by*Aggrawal, Manohar & Singh, Poonam & Panda, Mahesh Kumar**267-276 Smooth estimation of survival and density functions for a stationary associated process using Poisson weights***by*Chaubey, Yogendra P. & Dewan, Isha & Li, Jun**277-282 Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution***by*Greenwood, Priscilla E. & Schick, Anton & Wefelmeyer, Wolfgang**283-291 Bayesian variable selection via particle stochastic search***by*Shi, Minghui & Dunson, David B.**292-297 A longitudinal model for repeated interval-observed data with informative dropouts***by*Chen, Huichao & Manatunga, Amita K.**298-301 A converse comparison theorem for backward stochastic differential equations with jumps***by*De Scheemaekere, Xavier**302-309 Finite size percolation in regular trees***by*Arias-Castro, Ery**310-316 On approximation of smoothing probabilities for hidden Markov models***by*Lember, Jüri**317-325 Shrinkage strategy in stratified random sample subject to measurement error***by*Nkurunziza, Sévérien**326-336 The asymptotic behavior of linear placement statistics***by*Kim, Dongjae & Lee, Sungchul & Wang, Wensheng**337-343 Tests for normality based on density estimators of convolutions***by*Schick, Anton & Wang, Yishi & Wefelmeyer, Wolfgang

### January 2011, Volume 81, Issue 1

**1-7 Moment-recovered approximations of multivariate distributions: The Laplace transform inversion***by*Mnatsakanov, Robert M.**8-15 Recursive equations for the predictive distributions of some determinantal processes***by*Cifarelli, D.M. & Fortini, S.**16-24 Large deviations for estimators of unknown probabilities, with applications in risk theory***by*Macci, Claudio**25-30 Extreme shock models: An alternative perspective***by*Cirillo, Pasquale & Hüsler, Jürg**31-35 Convergence of multi-class systems of fixed possibly infinite sizes***by*Graham, Carl**36-44 New results on comparisons of parallel systems with heterogeneous gamma components***by*Zhao, Peng & Balakrishnan, N.**45-53 A note on the conditional density estimate in the single functional index model***by*Attaoui, Said & Laksaci, Ali & Ould Said, Elias**54-61 Limit theorems for runs based on 'small spacings'***by*Stepanov, A.**62-70 Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space***by*Park, Jinho & Kim, Jeankyung**71-76 Nonparametric multi-step prediction in nonlinear state space dynamic systems***by*Vila, Jean-Pierre**77-82 Renewal theory for random variables with a heavy tailed distribution and finite variance***by*Geluk, J.L. & Frenk, J.B.G.**83-91 The asymptotic behavior of the R/S statistic for fractional Brownian motion***by*Li, Wen & Yu, Cindy & Carriquiry, Alicia & Kliemann, Wolfgang**92-102 Some limit behaviors for the LS estimator in simple linear EV regression models***by*Miao, Yu & Wang, Ke & Zhao, Fangfang**103-110 Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors***by*Li, Yongming & Wei, Chengdong & Xing, Guodong**111-115 On the false discovery proportion convergence under Gaussian equi-correlation***by*Delattre, S. & Roquain, E.**116-120 On the D-optimality of orthogonal and nonorthogonal blocked main effects plans***by*Jacroux, Mike**121-125 Assessing log-concavity of multivariate densities***by*Hazelton, Martin L.**126-132 A generalized Hollander-Proschan type test for NBUE alternatives***by*Anis, M.Z. & Mitra, M.**133-139 On the Gini measure decomposition***by*Giudici, P. & Raffinetti, E.**140-145 Test to distinguish a Brownian motion from a Brownian bridge using Polya tree process***by*Bharath, Karthik & Dey, Dipak K.**146-152 Fractional normal inverse Gaussian diffusion***by*Kumar, A. & Meerschaert, Mark M. & Vellaisamy, P.**153-156 A note on variance bounding for continuous time Markov Chains***by*Leisen, Fabrizio & Prosdocimi, Cecilia**157-162 Insuring against loss of evidence in game-theoretic probability***by*Dawid, A. Philip & de Rooij, Steven & Shafer, Glenn & Shen, Alexander & Vereshchagin, Nikolai & Vovk, Vladimir**163-168 Joint distribution of run statistics in partially exchangeable processes***by*EryIlmaz, Serkan**169-174 A note on the de La Vallée Poussin criterion for uniform integrability***by*Hu, Tien-Chung & Rosalsky, Andrew

### December 2010, Volume 80, Issue 23-24

**1685-1694 Multivariate skewing mechanisms: A unified perspective based on the transformation approach***by*Ley, Christophe & Paindaveine, Davy**1695-1699 A note on marginal and conditional independence***by*Loperfido, Nicola**1700-1704 Characterizations based on certain regression assumptions of adjacent order statistics***by*Huang, Wen-Jang & Su, Nan-Cheng**1705-1712 Subset selection for vector autoregressive processes via adaptive Lasso***by*Ren, Yunwen & Zhang, Xinsheng**1713-1719 Sufficient conditions for Benford's law***by*Balanzario, Eugenio P. & Sánchez-Ortiz, Jorge**1720-1723 A note on max-sum equivalence***by*Li, Jinzhu & Tang, Qihe**1724-1732 Relation between unit operators proximity and their associated spectral measures***by*Boudou, Alain & Viguier-Pla, Sylvie**1733-1738 On closure methods in nonlinear stochastic dynamics***by*Bobryk, Roman V.**1739-1743 On a characterization of variance and covariance***by*Poschadel, Norbert**1744-1757 Approximations for the distributions of bounded variation Lévy processes***by*Figueroa-López, José E.**1758-1763 Tail behaviour of [beta]-TARCH models***by*Elek, Péter & Márkus, László**1764-1770 Uncertainty and the conditional variance***by*Chen, Jiahua & van Eeden, Constance & Zidek, James**1771-1780 INARCH(1) processes: Higher-order moments and jumps***by*Weiß, Christian H.**1781-1790 Modeling heterogeneity for bivariate survival data by the compound Poisson distribution with random scale***by*Hanagal, David D.**1791-1797 Highest posterior density regions with approximate frequentist validity: The role of data-dependent priors***by*Chang, In Hong & Mukerjee, Rahul**1798-1805 On waiting time distributions for patterns in a sequence of multistate trials***by*Sankaran, P.G. & Midhu, N.N.**1806-1813 Improved penalization for determining the number of factors in approximate factor models***by*Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco**1814-1818 On limiting cluster size distributions for processes of exceedances for stationary sequences***by*Borovkov, Konstantin & Novak, Serguei**1819-1826 Identification of parameters and the distribution of the minimum of the tri-variate normal***by*Bi, L. & Mukherjea, A.**1827-1834 Multivariate shuffles and approximation of copulas***by*Durante, Fabrizio & Fernández-Sánchez, Juan**1835-1843 Consistent estimation of the tail index for dependent data***by*Brito, Margarida & Freitas, Ana Cristina Moreira**1844-1853 Characteristics of multivariate distributions and the invariant coordinate system***by*Ilmonen, Pauliina & Nevalainen, Jaakko & Oja, Hannu**1854-1862 Global exponential stability of impulsive stochastic functional differential systems***by*Cheng, Pei & Deng, Feiqi**1863-1869 A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions***by*Matsuura, Shun & Kurata, Hiroshi**1870-1874 The limiting behavior of some infinitely divisible exponential dispersion models***by*Bar-Lev, Shaul K. & Letac, Gérard**1875-1880 Edgeworth expansions and rates of convergence for normalized sums: Chung's 1946 method revisited***by*Finner, Helmut & Dickhaus, Thorsten**1881-1885 Fisher information of scale***by*Ruckdeschel, Peter & Rieder, Helmut**1886-1895 Chung's law of the iterated logarithm for anisotropic Gaussian random fields***by*Luan, Nana & Xiao, Yimin**1896-1903 On a coloured tree with non i.i.d. random labels***by*Michael, Skevi & Volkov, Stanislav**1904-1910 Order selection for heteroscedastic autoregression: A study on concentration***by*Chandler, Gabriel**1911-1917 A new piecewise exponential estimator of a survival function***by*Malla, Ganesh & Mukerjee, Hari**1918-1924 Model selection using modified AIC and BIC in joint modeling of paired functional data***by*Wei, Jiawei & Zhou, Lan**1925-1932 A note on bootstrap approximations for the empirical copula process***by*Bücher, Axel & Dette, Holger**1933-1939 Estimation of moments for linear panel data models with potential existence of time effects***by*Wu, Jianhong & Su, Weihua**1940-1946 Finite-sample distribution of regression quantiles***by*Jurecková, Jana**1947-1953 An adaptive nonparametric method in benchmark analysis for bioassay and environmental studies***by*Bhattacharya, Rabi & Lin, Lizhen**1954-1961 Edgeworth expansions for the product of two complex random matrices each with IID components***by*Withers, Christopher S. & Nadarajah, Saralees**1962-1971 On the dynamic survival entropy***by*Abbasnejad, M. & Arghami, N.R. & Morgenthaler, S. & Mohtashami Borzadaran, G.R.**1972-1976 How close are alternative bootstrap P-values?***by*Lloyd, Chris J.**1977-1979 A note on explicit bounds for a stopped Feynman-Kac functional***by*Makasu, Cloud**1980-1984 A convolution identity and more with illustrations***by*Mukhopadhyay, Nitis**1985-1990 Inference in binomial models***by*Cui, Yunwei & Lund, Robert**1991-1994 A note on a bivariate gamma distribution***by*Maejima, Makoto & Ueda, Yohei**1995-2002 A note on comparing several variances with a control variance***by*Singh, Parminder & Goyal, Anju & Gill, A.N.**2003-2008 Limiting mixture distributions for AR(1) model indexed by a branching process***by*Hwang, S.Y. & Baek, J.S.**2009-2013 Weak type inequalities for conditionally symmetric martingales***by*Ose[combining cedilla]kowski, Adam**2014-2023 Regularization and integral representations of Hermite processes***by*Pipiras, Vladas & Taqqu, Murad S.**2024-2031 A class of BSDE with integrable parameters***by*Fan, ShengJun & Liu, DeQun**2032-2034 A characterization of the Poisson distribution***by*Kruglov, Victor M.

### November 2010, Volume 80, Issue 21-22

**1569-1576 Reflected forward-backward stochastic differential equations with continuous monotone coefficients***by*Huang, Zongyuan & Lepeltier, Jean-Pierre & Wu, Zhen**1577-1583 Pitman closeness of current records for location-scale families***by*Ahmadi, Jafar & Balakrishnan, N.**1584-1596 Bridge estimation for generalized linear models with a diverging number of parameters***by*Wang, Mingqiu & Song, Lixin & Wang, Xiaoguang**1597-1605 Random linear recursions with dependent coefficients***by*Ghosh, Arka P. & Hay, Diana & Hirpara, Vivek & Rastegar, Reza & Roitershtein, Alexander & Schulteis, Ashley & Suh, Jiyeon**1606-1611 Random self-decomposability and autoregressive processes***by*Kozubowski, Tomasz J. & Podgórski, Krzysztof**1612-1617 Lp-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations***by*Li, Yang & Zhao, Weidong**1618-1622 Small deviation of Brownian motion with large drift***by*Gasanenko, Vitalii**1623-1632 Lévy density estimation via information projection onto wavelet subspaces***by*Song, Seongjoo**1633-1639 Parameter estimation in a condition-based maintenance model***by*Kim, Michael Jong & Makis, Viliam & Jiang, Rui**1640-1642 Spurious spatial regression with equal weights***by*Baltagi, Badi H. & Liu, Long**1643-1649 Penalized maximum likelihood estimation of a stochastic multivariate regression model***by*Hansen, Elizabeth & Chan, Kung-Sik**1650-1654 Adjusting for confounding by cluster using generalized linear mixed models***by*Brumback, Babette A. & Dailey, Amy B. & Brumback, Lyndia C. & Livingston, Melvin D. & He, Zhulin**1655-1662 Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions***by*Kokonendji, Célestin C. & Zocchi, Silvio S.**1663-1672 Nonparametric prediction intervals for future record intervals based on order statistics***by*Ahmadi, Jafar & MirMostafaee, S.M.T.K. & Balakrishnan, N.**1673-1679 A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields***by*Truquet, Lionel**1680-1683 A CLT for renewal processes with a finite set of interarrival distributions***by*Spataru, Aurel

### October 2010, Volume 80, Issue 19-20

**1467-1471 A study on design uniformity under errors in the level values***by*Yang, Jianfeng & Sun, Fasheng & Lin, Dennis K.J. & Liu, Min-Qian**1472-1478 Bootstrap procedures for the pseudo empirical likelihood method in sample surveys***by*Wu, Changbao & Rao, J.N.K.**1479-1485 Cox limit theorem for large excursions of a norm of a Gaussian vector process***by*Stamatovic, Biljana & Stamatovic, Sinisa**1486-1491 A new generalized p-value approach for testing the homogeneity of variances***by*Liu, Xuhua & Xu, Xingzhong**1492-1499 On Bayesian inference for generalized multivariate gamma distribution***by*Das, Sourish & Dey, Dipak K.**1500-1507 On the second-order correlation of characteristic polynomials of Hermite [beta] ensembles***by*Su, Zhonggen**1508-1511 Local averaging estimates of the regression function with twice censored data***by*Messaci, Fatiha**1512-1519 [beta]-entropy for Pareto-type distributions and related weighted distributions***by*Riabi, Mehdi Yaghoobi Avval & Mohtashami Borzadaran, G.R. & Yari, G.H.**1520-1527 Monitoring change in persistence in linear time series***by*Chen, Zhanshou & Tian, Zheng & Wei, Yuesong**1528-1531 A note on "Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises"***by*Ma, Chunhua**1532-1542 Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models***by*Bibi, Abdelouahab & Lescheb, Ines**1543-1550 When does fractional Brownian motion not behave as a continuous function with bounded variation?***by*Azmoodeh, Ehsan & Tikanmäki, Heikki & Valkeila, Esko**1551-1558 On mixed AR(1) time series model with approximated beta marginal***by*Popovic, Bozidar V. & Pogány, Tibor K. & Nadarajah, Saralees**1559-1567 Local precise large deviations for sums of random variables with O-regularly varying densities***by*Yang, Yang & Leipus, Remigijus & Siaulys, Jonas

### September 2010, Volume 80, Issue 17-18

**1265-1270 On the strong law of large numbers for identically distributed random variables irrespective of their joint distributions***by*Rosalsky, Andrew & Stoica, George**1271-1283 Sieve least squares estimation for partially nonlinear models***by*Song, Lixin & Zhao, Yue & Wang, Xiaoguang**1284-1288 Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data***by*Romer, Megan M. & Richards, Donald St. P.**1289-1296 On the quadratic moment of self-normalized sums***by*Jonsson, Fredrik**1297-1305 Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps***by*Hui, Jiang**1306-1312 Characterization of the law of a finite exchangeable sequence through the finite-dimensional distributions of the empirical measure***by*Bissiri, Pier Giovanni**1313-1319 An integrative pathway-based clinical-genomic model for cancer survival prediction***by*Chen, Xi & Wang, Lily & Ishwaran, Hemant**1320-1328 Fixed points of mappings of infinitely divisible distributions on***by*Ichifuji, Ken & Maejima, Makoto & Ueda, Yohei**1329-1334 A remark on LSL for weighted sums of i.i.d random elements***by*Chen, Pingyan & Chen, Ran**1335-1342 Approximation for the ruin probabilities in a discrete time risk model with dependent risks***by*Wang, Yinfeng & Yin, Chuancun**1343-1347 A spatial covariance model with a single wave effect and a finite range***by*Bellier, Edwige & Monestiez, Pascal**1348-1353 The asymptotic efficiency of improved prediction intervals***by*Kabaila, Paul & Syuhada, Khreshna**1354-1357 A note on the parameterized EM method***by*Roland, Christophe**1358-1364 Subsampling p-values***by*Berg, Arthur & McMurry, Timothy L. & Politis, Dimitris N.**1365-1368 Adjusted R-squared type measure for exponential dispersion models***by*Ricci, Lila**1369-1377 An approximation result for a quasi-linear stochastic heat equation***by*Boufoussi, Brahim & Hajji, Salah**1378-1387 Distribution-free lack-of-fit tests in balanced mixed models***by*Song, Weixing & Du, Juan**1388-1396 Probabilistic representation and approximation for coupled systems of variational inequalities***by*Elie, Romuald & Kharroubi, Idris**1397-1404 A note on the properties of the reproductive dispersion model***by*Xia, Tian & Wang, Yuebao**1405-1408 Sharp maximal bound for continuous martingales***by*Ose[combining cedilla]kowski, Adam**1409-1413 A note on multivariate location and scatter statistics for sparse data sets***by*Tyler, David E.**1414-1419 A note on the universal consistency of the kernel distribution function estimator***by*Chacón, José E. & Rodríguez-Casal, Alberto**1420-1430 Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models***by*Li, Jinyu & Liang, Wei & He, Shuyuan & Wu, Xianbin**1431-1436 A note on pooling of labels in random fields***by*Van Lieshout, M.N.M. & Stoica, R.S.**1437-1441 The uniform laws of large numbers for the tent map***by*Bae, Jongsig & Hwang, Changha & Jun, Doobae**1442-1446 The almost-sure population growth rate in branching Brownian motion with a quadratic breeding potential***by*Berestycki, J. & Brunet, É. & Harris, J.W. & Harris, S.C.**1447-1458 Robust quantile estimation and prediction for spatial processes***by*Dabo-Niang, Sophie & Thiam, Baba**1459-1466 A class of semiparametric rank-based tests for right-truncated data***by*Shen, Pao-sheng

### August 2010, Volume 80, Issue 15-16

**1147-1156 Strong consistency of kernel estimates of regression function under dependence***by*Walk, Harro**1157-1166 Patterns generated by -order Markov chains***by*Fisher, Evan & Cui, Shiliang**1167-1173 The convergence of the Rényi entropy of the normalized sums of IID random variables***by*Cui, Hongfei & Ding, Yiming**1174-1179 About conditional masking probability models***by*Yu, Qiqing & Qin, Hao & Wang, Jiaping**1180-1184 The central limit theorem and ergodicity***by*Niu, Yingxuan & Wang, Yi**1185-1195 On a robust local estimator for the scale function in heteroscedastic nonparametric regression***by*Boente, Graciela & Ruiz, Marcelo & Zamar, Ruben H.**1196-1199 Gluing and coupling***by*Ouyang, Shun-Xiang**1200-1209 Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions***by*Stabile, Gabriele & Torrisi, Giovanni Luca**1210-1217 Testing for lack of dependence between functional variables***by*Aghoukeng Jiofack, Jean Gérard & Nkiet, Guy Martial**1218-1222 Controlling a stopped diffusion process to reach a goal***by*Makasu, Cloud**1223-1233 Some limit properties for the mth-order nonhomogeneous Markov chains indexed by an m rooted Cayley tree***by*Shi, Zhiyan & Yang, Weiguo**1234-1241 A note on some algorithms for the Gibbs posterior***by*Chen, Kun & Jiang, Wenxin & Tanner, Martin A.