# Elsevier

# Statistics & Probability Letters

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

**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.

### 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

### 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

### 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

### 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.**1242-1252 Marginal longitudinal semiparametric regression via penalized splines***by*Al Kadiri, M. & Carroll, R.J. & Wand, M.P.**1253-1259 Hybrid bootstrap for mapping quantitative trait loci***by*Sun, Hokeun & Keener, Robert W. & Kim, Dong-Yun**1260-1264 A note on asymptotic approximations of inverse moments of nonnegative random variables***by*Shi, Xiaoping & Wu, Yuehua & Liu, Yu

### 2010, Volume 80, Issue 13-14

**1043-1055 On the density of the sum of two independent Student t-random vectors***by*Berg, C. & Vignat, C.**1056-1064 Consistency of random survival forests***by*Ishwaran, Hemant & Kogalur, Udaya B.**1065-1069 A method for resolving ties in asymptotic relative efficiency***by*Gerke, Travis A. & Randles, Ronald H.**1070-1078 On the residual dependence index of elliptical distributions***by*Hashorva, Enkelejd**1079-1084 Exact bounds on the probability of at least k successes in n exchangeable Bernoulli trials as a function of correlation coefficients***by*Zaigraev, Alexander & Kaniovski, Serguei**1085-1092 Some criteria on pth moment stability of impulsive stochastic functional differential equations***by*Peng, Shiguo & Jia, Baoguo**1093-1102 The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions***by*Withers, Christopher S. & Nadarajah, Saralees**1103-1110 Diversity analysis in multiple-choice questionnaires***by*Wu, Haizhen & Kvizhinadze, Giorgi**1111-1120 Lower limits and upper limits for tails of random sums supported on***by*Yu, Changjun & Wang, Yuebao & Cui, Zhaolei**1121-1127 Diffusion approximation of birth-death processes: Comparison in terms of large deviations and exit points***by*Pakdaman, Khashayar & Thieullen, Michèle & Wainrib, Gilles**1128-1135 Weak type inequalities for vector-valued martingales***by*Jiao, Yong & Peng, Lihua**1136-1140 Generalizing a theorem of Katz***by*Spataru, Aurel**1141-1145 A note on stochastic integrals as L2-curves***by*Tappe, Stefan

### 2010, Volume 80, Issue 11-12

**911-915 Identifiability conditions for covariate effects model on survival times under informative censoring***by*Ding, A. Adam**916-921 On the supremum of certain families of stochastic processes***by*Li, Wenbo V. & Pillai, Natesh S. & Wolpert, Robert L.**922-925 On asymptotic convergence of the block-iterative Fisher scoring algorithm***by*Hudson, Malcolm & Ma, Jun**926-931 Two-level fractional factorial designs in blocks of size two for the orthogonal estimation of all main effects and two-factor interactions***by*Jacroux, Mike**932-938 The distribution of partially exchangeable random variables***by*Peng, Hanxiang & Dang, Xin & Wang, Xueqin**939-944 Characterization of multinomial exponential families by generalized variance***by*Ghribi, Abdelaziz & Masmoudi, Afif**945-949 Some stochastic comparisons in series systems with active redundancy***by*Valdés, José E. & Arango, Gerardo & Zequeira, Romulo I. & Brito, Gerandy**950-957 Examples of optimal prediction in the infinite horizon case***by*Cohen, Albert**958-961 Estimating the principal stratum direct effect when the total effects are consistent between two standard populations***by*Chiba, Yasutaka**962-968 Finite and infinite time interval BSDEs with non-Lipschitz coefficients***by*Fan, ShengJun & Jiang, Long**969-974 Ordering properties of convolutions of heterogeneous Erlang and Pascal random variables***by*Zhao, Peng & Balakrishnan, N.**975-981 Functional limit theorems for linear processes in the domain of attraction of stable laws***by*Tyran-Kaminska, Marta**982-989 Descriptive measures for nominal categorical variables***by*Biswas, Atanu & Mandal, Saumen**990-996 A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation***by*Wang, Xue & Walker, Stephen G.**997-1004 A modification of profile empirical likelihood for the exponential-tilt model***by*Inagaki, Kazuhisa & Komaki, Fumiyasu**1005-1014 The generalized linear exponential distribution***by*Mahmoud, M.A.W. & Alam, Farouq Mohammad A.**1015-1021 On an asymptotic distribution of dependent random variables on a 3-dimensional lattice***by*Harvey, Danielle J. & Weng, Qian & Beckett, Laurel A.**1022-1029 Empirical likelihood method for intermediate quantiles***by*Li, Zhouping & Gong, Yun & Peng, Liang**1030-1038 Parameter estimation for fractional Ornstein-Uhlenbeck processes***by*Hu, Yaozhong & Nualart, David**1039-1042 Chebyshev's inequality for Hilbert-space-valued random elements***by*Prakasa Rao, B.L.S.

### 2010, Volume 80, Issue 9-10

**747-751 A limit theorem for random sums modulo 1***by*Szewczak, Zbigniew S.**752-755 Characterization of distributions through failure rate and mean residual life functions***by*Nanda, Asok K.**756-763 Strong laws of large numbers for random fields in martingale type p Banach spaces***by*Dung, Le Van & Tien, Nguyen Duy**764-770 On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity***by*Rozovsky, Leonid**771-778 Limit theorems for projections of random walk on a hypersphere***by*Skipper, Max**779-783 An extension of cusp estimation problem in ergodic diffusion processes***by*Fujii, Takayuki**784-791 Tail dependence for two skew t distributions***by*Fung, Thomas & Seneta, Eugene**792-796 A new proof that the product of three or more exponential random variables is moment-indeterminate***by*Ostrovska, Sofiya & Stoyanov, Jordan**797-806 On generalized mean residual life of record values***by*Kundu, Chanchal & Nanda, Asok K.**807-815 The Kullback information criterion for mixture regression models***by*Hafidi, Bezza & Mkhadri, Abdallah**816-824 A clustering-based discretization for supervised learning***by*Gupta, Ankit & Mehrotra, Kishan G. & Mohan, Chilukuri**825-833 Comparison of length-intensity estimators for segment processes***by*Pawlas, Zbynek & Honzl, Ondrej**834-839 On system reliability in stress-strength setup***by*EryIlmaz, Serkan**840-847 Polar sets for anisotropic Gaussian random fields***by*Söhl, Jakob**848-859 Some properties of the residual lifetime of progressively Type-II right censored order statistics***by*Hashemi, Marzieh & Tavangar, Mahdi & Asadi, Majid**860-863 On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables***by*Sreehari, M.**864-873 On L[infinity] convergence of Neumann series approximation in missing data problems***by*Chen, Hua Yun**874-885 On the conditional and unconditional distributions of the number of success runs on a circle with applications***by*Inoue, Kiyoshi & Aki, Sigeo**886-891 A quantile based test for comparing cumulative incidence functions of competing risks models***by*Sankaran, P.G. & Unnikrishnan Nair, N. & Sreedevi, E.P.**892-898 Asymptotic skewness in Birnbaum-Saunders nonlinear regression models***by*Lemonte, Artur J. & Cordeiro, Gauss M.**899-902 On the Kolmogorov-Feller law for exchangeable random variables***by*Stoica, George & Li, Deli**903-909 On the existence of solutions to BSDEs with generalized uniformly continuous generators***by*Tian, Dejian & Jiang, Long & Davison, Matt**910-910 Corrigendum to: "On matricial measures of dependence in vector ARCH models with applications to diagnostic checking" [Statist. Probab. Lett. 68 (2004) 149-160]***by*Duchesne, Pierre

### 2010, Volume 80, Issue 7-8

**527-533 A note on assessing agreement for frailty models***by*Guo, Ying & Manatunga, Amita K.**534-539 Distribution of extremal order statistics from large subsets of concomitants***by*Wang, Ke & Nagaraja, H.N.**540-547 Local adaptive smoothing in kernel regression estimation***by*Zheng, Qi & Kulasekera, K.B. & Gallagher, Colin**548-557 A note on the performance of the gamma kernel estimators at the boundary***by*Zhang, Shunpu**558-565 Asymptotics for increments of stopped renewal processes***by*Gut, Allan & Steinebach, Josef**566-572 Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion***by*Jolis, Maria & Viles, Noèlia**573-580 On the structure of generalized threshold arch processes***by*Gonçalves, E. & Mendes-Lopes, N.**581-586 Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing***by*Ghalibaf, M. Bolbolian & Fakoor, V. & Azarnoosh, H.A.**587-591 Some maximal inequalities for quadratic forms of negative superadditive dependence random variables***by*Eghbal, N. & Amini, M. & Bozorgnia, A.**592-596 Further comments on the representation problem for stationary processes***by*Laurent, Stéphane**597-607 A generalized penalty function in the Sparre-Andersen risk model with two-sided jumps***by*Zhang, Zhimin & Yang, Hu**608-611 On the non-equilibrium density of geometric mean reversion***by*Yang, Zhaojun & Ewald, Christian-Oliver**612-620 An asymptotic expansion for the tail of compound sums of Burr distributed random variables***by*Kortschak, Dominik & Albrecher, Hansjörg**621-630 Doubly robust semiparametric estimation for the missing censoring indicator model***by*Subramanian, Sundarraman & Bandyopadhyay, Dipankar**631-638 A note on the geometric ergodicity of a nonlinear AR-ARCH model***by*Meitz, Mika & Saikkonen, Pentti**639-647 The AU algorithm for estimating equations in the presence of missing data***by*Zhao, Huixiu & Ma, Wen-Qing & Guo, Jianhua**648-653 Minimum-norm estimation for a bi-exponential survival model***by*Nov, Yuval & Davidov, Ori**654-661 On reversed hazard rate in general mixture models***by*Li, Xiaohu & Da, Gaofeng & Zhao, Peng**662-669 Ruin probability in a one-sided linear model with constant interest rate***by*Peng, Jiangyan & Huang, Jin**670-677 Compatibility of conditionally specified models***by*Chen, Hua Yun**678-682 Logarithmic estimates for nonsymmetric martingale transforms***by*Ose[combining cedilla]kowski, Adam**683-689 Dominated concentration***by*Maurer, Andreas**690-696 A note on the doubly reflected backward stochastic differential equations driven by a Lévy process***by*Fan, Xiliang & Ren, Yong & Zhu, Dongjin**697-705 Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes***by*Veillette, Mark & Taqqu, Murad S.**706-710 Generalized incomplete Trojan-type designs***by*Jaggi, Seema & Varghese, Cini & Varghese, Eldho & Sharma, V.K.**711-717 Ordered properties on the residual life and inactivity time of (n-k+1)-out-of-n systems under double monitoring***by*Zhang, Zhengcheng & Yang, Yonghong**718-725 Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models***by*Rocha, Andréa V. & Simas, Alexandre B. & Cordeiro, Gauss M.**726-732 Robust inference strategy in the presence of measurement error***by*Ahmed, S. Ejaz & Hussein, Abdulkadir & Nkurunziza, Sévérien**733-738 Coverage probabilities of simultaneous confidence bands and regions for log-location-scale distributions***by*Hong, Yili & Escobar, Luis A. & Meeker, William Q.**739-746 Comparing extreme models when the sign of the extreme value index is known***by*Li, Deyuan & Peng, Liang

### 2010, Volume 80, Issue 5-6

**263-269 A note on the path to extinction of critical Markov branching processes***by*Wu, Xiaowei & Kimmel, Marek**270-276 Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing***by*Binkowski, Karol & Kozek, Andrzej