# Springer

# Statistical Papers

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Werner G. Müller
Liqun Wang
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**ISSN:**0932-5026

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### August 2012, Volume 53, Issue 3

**739-752 Identifying the determinants of foreign direct investment: a data-specific model selection approach***by*Erhard Reschenhofer & Michael Schilde & Eva Oberecker & Ellen Payr & Hasan Tandogan & Lea Wakolbinger**753-766 Approximate tests in unbalanced two-way random models without interaction***by*Bilgehan Güven**767-774 Multiple unit root tests under uncertainty over the initial condition: some powerful modifications***by*Christoph Hanck**775-788 Inference for comparing a multinomial distribution with a known standard***by*Chu-In Lee & Wei Liu & Chul Park & Jianan Peng**789-802 Outer and inner prediction intervals for order statistics intervals based on current records***by*Jafar Ahmadi & N. Balakrishnan**803-804 Panik, M. (2009): Regression Modeling - Methods, Theory, and Computation with SAS***by*Karsten Webel**805-806 Annette J. Dobson and Adrian G. Barnett: An introduction to generalized linear models***by*Christian Kleiber**807-808 Tomohiro Ando: Bayesian model selection and statistical modeling***by*Thoralf Mildenberger**809-810 André I. Khuri: Linear model methodology***by*Thoralf Mildenberger

### May 2012, Volume 53, Issue 2

**251-251 Letter to the Editor***by*M. Jones**253-254 Reply to the “Letter to the Editor” of M. C. Jones***by*F. de Gusmão & E. Ortega & G. Cordeiro**255-263 Comparing aggregate and disaggregate forecasts of first order moving average models***by*Giacomo Sbrana & Andrea Silvestrini**265-280 Efficiency of the modified jackknifed Liu-type estimator***by*Esra Akdeniz Duran & Fikri Akdeniz**281-298 Errors of misclassification in discrimination with data from truncated t populations***by*Apostolos Batsidis**299-304 A bound for the Euclidean distance between restricted and unrestricted estimators of parametric functions in the general linear model***by*Pawel Pordzik**305-309 The uniformly minimum variance unbiased estimator of odds ratio in case–control studies under inverse sampling***by*Piero Quatto & Antonella Zambon**311-321 Minimax versions of the two-stage t test***by*Wolf Krumbholz & Andreas Rohr & Eno Vangjeli**323-344 Distributions of patterns of two successes separated by a string of k-2 failures***by*Spiros Dafnis & Andreas Philippou & Demetrios Antzoulakos**345-355 How to improve the fit of Archimedean copulas by means of transforms***by*Frederik Michiels & Ann De Schepper**357-370 Testing for a break in persistence under long-range dependencies and mean shifts***by*Philipp Sibbertsen & Juliane Willert**371-386 Robust second-order least-squares estimator for regression models***by*Xin Chen & Min Tsao & Julie Zhou**387-400 Pseudolikelihood ratio test with biased observations***by*X. Hu & Bin Zhang**401-408 Likelihood ratio inference for mean residual life***by*Junshan Shen & Wei Liang & Shuyuan He**409-426 Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates***by*Qian Chen & David Giles**427-437 A new Liu-type estimator in linear regression model***by*Yalian Li & Hu Yang**439-455 Rounded data analysis based on ranked set sample***by*Weiming Li & Tianqing Liu & Zhidong Bai**457-467 SB-robust estimator for the concentration parameter of circular normal distribution***by*Arnab Laha & K. Mahesh**469-484 Testing fuzzy hypotheses based on vague observations: a p-value approach***by*Abbas Parchami & S. Taheri & Mashaallah Mashinchi**485-496 Empirical likelihood for partially linear additive errors-in-variables models***by*Chuanhua Wei & Yubo Luo & Xizhi Wu**497-503 Some comments on: Özkale, M.R., Kaciranlar, K. (2008): Comparisons of the r–k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion. Statistical Papers, 49:503–512***by*Wenxue Li & Hu Yang & Jibo Wu**505-505 Erratum to: Comparisons of the r − k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion***by*M. Özkale & Selahattin Kaçıranlar

### February 2012, Volume 53, Issue 1

**1-21 Consistency of the kernel density estimator: a survey***by*Dominik Wied & Rafael Weißbach**23-31 On residual lifetimes in sequential (n − k + 1)-out-of-n systems***by*S. Gurler**33-49 When does Heckman’s two-step procedure for censored data work and when does it not?***by*Robert Jonsson**51-60 Bayesian and Robust Bayesian analysis under a general class of balanced loss functions***by*Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian**61-72 A combined test for differences in scale based on the interquantile range***by*Marco Marozzi**73-82 Complete convergence for weighted sums of negatively dependent random variables***by*Soo Sung**83-93 Two-sample empirical likelihood method for difference between coefficients in linear regression model***by*Xuemin Zi & Changliang Zou & Yukun Liu**95-106 Comparing two sampling schemes based on entropy of record statistics***by*M. Razmkhah & H. Morabbi & J. Ahmadi**107-115 A convergent algorithm for a generalized multivariate isotonic regression problem***by*Jürgen Hansohm & Xiaomi Hu**117-131 Moments of order statistics of Topp–Leone distribution***by*Ali Genç**133-149 Multivariate normal distribution approaches for dependently truncated data***by*Takeshi Emura & Yoshihiko Konno**151-164 Minimax prediction in the linear model with a relative squared error***by*Maciej Wilczyński**165-176 A Bayesian analysis of the Conway–Maxwell–Poisson cure rate model***by*Vicente Cancho & Mário Castro & Josemar Rodrigues**177-193 The doubly truncated function of indices on discrete distributions***by*Milenko Bernadic & José Candel**195-203 Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences***by*N. Hosseinioun & H. Doosti & H. Nirumand**205-218 Bayesian spatial regression models with closed skew normal correlated errors and missing observations***by*Omid Karimi & Mohsen Mohammadzadeh**219-228 A new generalized Balakrishnan skew-normal distribution***by*P. Hasanalipour & M. Sharafi**229-238 ASN-minimax double sampling plans by variables for two-sided specification limits when the standard deviation is known***by*Eno Vangjeli**239-240 Thomas P. Ryan, Modern regression methods (2nd edn)***by*Ricardo Maronna**241-242 Alex Dmitrienko, Ajit C. Tamhane, Frank Bretz (eds.): Multiple testing problems in pharmaceutical statistics***by*Sylvia Lenz**243-244 Stephen T. Ziliak and Deirdre N. McCloskey, The cult of statistical significance: how the standard error costs us jobs. justice and lives***by*Walter Krämer**245-246 S. J. Morrison: Statistics for Engineers: an introduction***by*Editha Lockow**247-248 David W. Hosmer, Stanley Lemeshow, Susanne May: Applied survival analysis: regression modeling of time-to-event data***by*Holger Schwender**249-249 Erratum to: Small sample properties of a ridge regression estimator when there exist omitted variables***by*Ryo Uemukai

### November 2011, Volume 52, Issue 4

**751-771 Automatic estimation procedure in partial linear model with functional data***by*Germán Aneiros-Pérez & Philippe Vieu**773-788 Robust inference for the stress–strength reliability***by*Luca Greco & Laura Ventura**789-798 Marshall–Olkin bivariate Weibull distributions and processes***by*K. Jose & Miroslav Ristić & Ancy Joseph**799-811 A unification and some corrections to Markov chain approaches to develop variable ratio sampling scheme control charts***by*Alireza Faraz & Erwin Saniga**813-833 Bias-variance trade-off for prequential model list selection***by*Ernest Fokoue & Bertrand Clarke**835-845 Finite mixture of Burr type XII distribution and its reciprocal: properties and applications***by*Khalaf Ahmad & Zeinhum Jaheen & Heba Mohammed**847-870 Detecting changes from short to long memory***by*Uwe Hassler & Jan Scheithauer**871-883 Epsilon Birnbaum–Saunders distribution family: properties and inference***by*Nabor Castillo & Héctor Gómez & Heleno Bolfarine**885-892 Regression analysis using order statistics***by*Ayyub Sheikhi & Ahad Jamalizadeh**893-909 Chernoff distance for truncated distributions***by*K. Nair & P. Sankaran & S. Smitha**911-920 Some equalities for estimations of partial coefficients under a general linear regression model***by*Yongge Tian & Jieping Zhang**921-936 A new bivariate distribution with weighted exponential marginals and its multivariate generalization***by*D. Al-Mutairi & M. Ghitany & D. Kundu**937-952 Spatial analysis of auto-multivariate lattice data***by*Amir Kavousi & Mohammad Meshkani & Mohsen Mohammadzadeh**953-969 Small sample properties of a ridge regression estimator when there exist omitted variables***by*Ryo Uemukai**971-977 Expectation of a uniform random variable with uniform observation errors after selection of the highest observations***by*Cornelis Van Bochove**979-980 Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data***by*Walter Krämer**981-982 Richard Berk: Statistical learning from a regression perspective***by*Ricardo Maronna**983-984 Greene, W. H., Econometric analysis***by*Karsten Webel**985-986 G. Parmigiani and L. Inoue: Decision theory–principles and approaches***by*Björn Bornkamp**987-988 New publications on R***by*Wolfgang Polasek**989-990 Peter Winker: Empirische Wirtschaftsforschung und Ökonometrie***by*Peter Hackl**991-991 Erratum to: Problem “4/SP08”***by*S. Puntanen

### August 2011, Volume 52, Issue 3

**511-522 Generalized Mahalanobis depth in the reproducing kernel Hilbert space***by*Yonggang Hu & Yong Wang & Yi Wu & Qiang Li & Chenping Hou**523-529 Preservation properties of the moment generating function ordering of residual lives***by*M. Kayid**531-551 On runs of length exceeding a threshold: normal approximation***by*Frosso Makri & Zaharias Psillakis**553-565 Hypotheses testing for structural calibration model***by*Filidor Vilca-Labra & Reiko Aoki & Camila Zeller**567-590 On estimation and local influence analysis for measurement errors models under heavy-tailed distributions***by*V. Lachos & T. Angolini & C. Abanto-Valle**591-619 The generalized inverse Weibull distribution***by*Felipe Gusmão & Edwin Ortega & Gauss Cordeiro**621-632 Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models***by*Shuangzhe Liu & Chris Heyde & Wing-Keung Wong**633-650 A class of estimators for quantitative sensitive data***by*Giancarlo Diana & Pier Perri**651-655 A characterization of geometric distribution based on weak records***by*Mohammad Ahsanullah & Fazil Aliev**657-675 Characterization of the mixtures of Rayleigh distributions by conditional expectation of order statistics***by*Wen-Chuan Lee & Jong-Wuu Wu & Chun-Te Li**677-682 A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break***by*Mauro Costantini & Stephan Popp**683-707 Sine-skewed circular distributions***by*Toshihiro Abe & Arthur Pewsey**709-731 Comparing point and interval estimates in the bivariate t-copula model with application to financial data***by*Rada Dakovic & Claudia Czado**733-734 Alan Julian Izenman (2008): Modern Multivariate Statistical Techniques: Regression, Classification and Manifold Learning***by*Ricardo Maronna**735-736 Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction***by*Dominik Wied**737-738 Philippe Jorion, Value at Risk, 3rd Ed: The New Benchmark for Managing Financial Risk***by*Pavel Stoimenov**739-740 Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition)***by*J. Pardo**741-742 Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models***by*Walter Krämer**743-747 Comments on “Testing for NBUL using goodness of fit approach with applications” (Statistical Papers (2010) 51: 27–40, DOI 10.1007/s00362-007-0113-0)***by*M. Anis**749-749 Erratum to: Exact expression of the density of the sample generalized variance and applications***by*T. Pham-Gia & N. Turkkan

### May 2011, Volume 52, Issue 2

**263-286 Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors***by*Jinhong You & Xian Zhou & Lixing Zhu & Bin Zhou**287-307 Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion***by*Luis Firinguetti & Gladys Bobadilla**309-325 Gamma distribution and extensions by using pathway idea***by*Dhannya Joseph**327-342 Life test sampling plans for Weibull distributed lifetimes under accelerated hybrid censoring***by*Min Kim & Bong-Jin Yum**343-354 Estimation of a sensitive proportion by Warner’s randomized response data through inverse sampling***by*Arijit Chaudhuri & Mausumi Bose & Kajal Dihidar**355-370 Convex transformation on survival functions and related dependence concepts***by*Mehmet Yilmaz**371-390 Penalized least absolute deviations estimation for nonlinear model with change-points***by*Gabriela Ciuperca**391-412 Empirical likelihood for density-weighted average derivatives***by*Wanrong Liu & Xuewen Lu**413-418 Complete convergence of weighted sums under negative dependence***by*H. Zarei & H. Jabbari**419-429 Exponentially weighted moving average control charts for three-level products***by*Tzong-Ru Tsai & Wen-Pin Yen**431-446 A generalized skew two-piece skew-normal distribution***by*A. Jamalizadeh & A. Arabpour & N. Balakrishnan**447-454 On the strong convergence for weighted sums of random variables***by*Soo Sung**455-467 Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model***by*Alexandre Patriota & Artur Lemonte & Heleno Bolfarine**469-489 An appropriate empirical version of skew-normal density***by*A. Abtahi & M. Towhidi & J. Behboodian**491-492 O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics***by*Walter Krämer**493-494 James Le Sage, Robert K. Pace: Introduction to spatial econometrics***by*Matthias Arnold**495-496 Bernhard Pfaff (2006): Analysis of Integrated and Cointegrated Time Series with R***by*Helmut Lütkepohl**497-499 I Gusti Ngurah Agung (2009): Time Series Data Analysis Using EViews***by*Helmut Lütkepohl**501-502 Michael J. Daniels, Joseph W. Hogan: Missing data in longitudinal studies***by*Michael Bücker**503-504 Joshua D. Angrist and Jörn-Steffen Pischke (2009): Mostly Harmless Econometrics: An Empiricist’s Companion***by*Christoph Hanck**509-510 Solution to problem 4/SP08 in statistical paper (problem proposed by Götz Trenkler and Dietrich Trenkler)***by*Simo Puntanen

### February 2011, Volume 52, Issue 1

**1-15 Symmetry of functions and exchangeability of random variables***by*Karl Siburg & Pavel Stoimenov**17-31 Mutual information and redundancy for categorical data***by*Chong Hong & Beom Kim**33-51 Tests of symmetry with one-sided alternatives in three-way contingency tables***by*Ping Ye & Bhaskar Bhattacharya**53-70 Bayesian estimation for the exponentiated Weibull model under Type II progressive censoring***by*Chansoo Kim & Jinhyouk Jung & Younshik Chung**71-85 A new unit root test against ESTAR based on a class of modified statistics***by*Robinson Kruse**87-109 Data augmentation, frequentist estimation, and the Bayesian analysis of multinomial logit models***by*Steven Scott**111-124 Estimating sensitive proportions by Warner’s randomized response technique using multiple randomized responses from distinct persons sampled***by*Arijit Chaudhuri & Mausumi Bose & Kajal Dihidar**125-138 Bivariate odds ratio and association measures***by*Ramesh Gupta**139-152 Non-central bivariate beta distribution***by*Arjun Gupta & Johanna Orozco-Castañeda & Daya Nagar**153-169 Generalized confidence intervals for the process capability indices in general random effect model with balanced data***by*Rendao Ye & Tiefeng Ma & Songgui Wang**171-201 Mean square error comparison among variance estimators with known coefficient of variation***by*A. Laheetharan & P. Wijekoon**203-217 Truncating estimation for the change in stochastic trend with heavy-tailed innovations***by*Ruibing Qin & Zheng Tian & Hao Jin**219-231 The two-sample t test: pre-testing its assumptions does not pay off***by*Dieter Rasch & Klaus Kubinger & Karl Moder**233-234 Takayuki Saito, Hiroshi Yadohisa (2005): Data analysis of asymmetric structures: advanced approaches in computational statistics***by*Ricardo Maronna**235-237 Finn V. Jensen, Thomas D. Nielsen (2007): Bayesian Networks and Decision Graphs***by*Hans-J. Lenz**239-240 Jim Albert (2007): Bayesian computation with R***by*Wolfgang Polasek**241-241 N. D. Singpurwalla (2006): Reliability and risk: a Bayesian perspective***by*R. Viertl**243-244 Shein-Chung Chow, Jun Shao, Hansheng Wang (2008): Sample Size Calculations in Clinical Research, 2nd edition***by*Sylvia Lenz**245-246 James Raymer (ed), Frans Wiilekens (Co-editor): International migration in Europe: data, models and estimates***by*Wolfgang Polasek**247-249 Nassim Nicholas Taleb: The black swan: the impact of the highly improbable***by*Wolfgang Polasek**251-252 J. H. Stock, M. W. Watson: Introduction to Econometrics***by*Karsten Webel**253-254 Shalabh, Heumann: Recent Advances in Linear Models and Related Areas: Essays in Honour of Helge Toutenburg***by*J. Pardo

### December 2010, Volume 51, Issue 4

**757-773 Preliminary test estimation of the parameters of exponential and Pareto distributions for censored samples***by*B. Kibria & A. Saleh**775-787 Inference on effect size indices from several two-armed experiments***by*Sana BuHamra & Noriah Al-Kandari & S. Ahmed**789-812 Linear statistical inference for global and local minimum variance portfolios***by*Gabriel Frahm**813-836 Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors***by*Chun-Zheng Cao & Jin-Guan Lin & Li-Xing Zhu**837-851 Marshall–Olkin q-Weibull distribution and max–min processes***by*K. Jose & Shanoja Naik & Miroslav Ristić**853-864 Box–Cox transformation for spatial linear models: a study on lattice data***by*Dejian Lai**865-887 An alternative multivariate skew Laplace distribution: properties and estimation***by*Olcay Arslan**889-914 Improved estimation of the population parameters when some additional information is available***by*A. Laheetharan & P. Wijekoon**915-929 Schwarz information criterion based tests for a change-point in regression models***by*Konrad Nosek**931-945 Exact expression of the density of the sample generalized variance and applications***by*T. Pham-Gia & N. Turkkan**947-958 Modeling heterogeneity for bivariate survival data by the Weibull distribution***by*David Hanagal**959-973 Run statistics in a sequence of arbitrarily dependent binary trials***by*Sevcan Demir & Serkan Eryılmaz**975-996 Estimation of population product in presence of non-response in successive sampling***by*Housila Singh & Sunil Kumar**997-998 Douglas C. Montgomory, Elizabeth A. Peck, G. Geoffrey Vining (2006): An Introduction to Linear Regression Analysis***by*Hilmar Drygas**999-1000 Jim Albert and Ruud H. Koning (editors): Statistical thinking in sports***by*Jonas Kaiser**1001-1003 Anirban DasGupta: Asymptotic theory of statistics and probability***by*Björn Bornkamp**1005-1006 K. Krishnamoorthy (2006): Handbook of statistical distributions with applications***by*David Giles**1007-1008 Youngjo Lee, John A. Nelder, Yudi Pawitan: Generalized linear models with random effects: unified analysis via H-likelihood***by*Hilmar Drygas**1009-1010 Walter W. Piegorsch and A. John Bailer (2005): Analyzing environmental data***by*Ricardo Maronna**1011-1012 Steland, Ansgar: Basiswissen statistik, Springer, Berlin, 2007***by*Karsten Webel**1013-1013 Jiti Gao: Nonlinear time series—semiparametric and nonparametric methods***by*Matthias Fischer**1015-1015 Hendrik Madsen: Time series analysis***by*Matthias Fischer**1017-1018 Michael Greenacre, Jörg Blasius (2006): Multiple correspondence analysis and related methods***by*Heinz Neudecker**1019-1020 Michael Goldstein, David Wooff (2007): Bayes linear statistics***by*Wolfgang Polasek**1021-1022 Peter Brown, Shuangzhe Liu and Dharmendra Sharma: Contributions to probability and statistics: applications an challenges***by*Wolfgang Polasek

### September 2010, Volume 51, Issue 3

**497-509 Synthetic and composite estimation under a superpopulation model***by*Wojciech Niemiro & Jacek Wesołowski**511-529 Optimal sequential estimation procedures of a function of a probability of success under LINEX loss***by*Jerzy Baran & Ryszard Magiera**531-545 Bayesian analysis of skew-t multivariate null intercept measurement error model***by*Victor Lachos & Vicente Cancho & Reiko Aoki**547-558 A nonlinear regression model with skew-normal errors***by*Vicente Cancho & Víctor Lachos & Edwin Ortega**559-582 Estimation of mean in presence of non-response using two phase sampling scheme***by*Housila Singh & Sunil Kumar**583-597 Bayesian estimation of the parameters of the generalized exponential distribution from doubly censored samples***by*Chansoo Kim & Seongho Song**599-612 Life expectancy of a bathtub shaped failure distribution***by*Mark Bebbington & Chin-Diew Lai & Ričardas Zitikis**613-628 Eliciting vague but proper maximal entropy priors in Bayesian experiments***by*Nicolas Bousquet**629-650 Statistical inference for fixed-effects partially linear regression models with errors in variables***by*Haibo Zhou & Jinhong You & Bin Zhou**651-672 Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies***by*M. Alkhamisi**673-685 Simultaneous confidence intervals on partial means of classes in the two-stage stratified sampling***by*Paolo Cozzucoli**687-699 Measures of non-exchangeability for bivariate random vectors***by*Fabrizio Durante & Erich Klement & Carlo Sempi & Manuel Úbeda-Flores**701-715 Inference for a skew extension of the Grubbs model***by*Lourdes Montenegro & Víctor Lachos & Heleno Bolfarine**717-748 Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information***by*Shalabh & Gaurav Garg & Neeraj Misra**749-749 David Skillicorn (2007): Understanding Complex Datasets: Data Mining with Matrix Decompositions***by*Ricardo Maronna**751-751 Jiti Gao: Nonlinear time series – semiparametric and nonparametric methods***by*Matthias Fischer**753-754 Hendrik Madsen (2007): Time Series Analysis***by*Matthias Fischer**755-756 Gönen, Mithat (2007):Analyzing Receiver Operating Characteristic Curves with SAS***by*Sylvia Lenz

### June 2010, Volume 51, Issue 2

**241-246 Some comments on Statistical Papers 46, 270–395 (2005)***by*Helmut Waldl**247-257 Expansions for log densities of asymptotically normal estimates***by*Christopher Withers & Saralees Nadarajah**259-271 Acceptance sampling plans under progressive interval censoring with likelihood ratio***by*Tzong-Ru Tsai & Chin-Wei Lin**273-284 Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models***by*Audrey Cysneiros & Katya Rodrigues & Gauss Cordeiro & Silvia Ferrari**285-296 Test and confidence set for the difference of the x-coordinates of the vertices of two quadratic regression models***by*Martin Bachmaier**297-305 Exact calculation of the Dodge-Romig LTPD single sampling plans for inspection by variables***by*J. Klufa**307-313 Computing the moments of order statistics from independent nonidentically distributed Beta random variables***by*Yousry Abdelkader**315-323 A new stochastic mixed ridge estimator in linear regression model***by*Yalian Li & Hu Yang**325-336 Testing for the Marshall–Olkin extended form of the Weibull distribution***by*Chrys Caroni**337-347 A note on convergence rates for posterior distributions via large deviations techniques***by*Andrea Martinelli & Matteo Ruggiero & Stephen Walker**349-355 A modified unrelated question randomized response device for complex surveys***by*Amitava Saha**357-368 Difference-based ridge estimator of parameters in partial linear model***by*Gülin Tabakan & Fikri Akdeniz**369-373 Conditionally stochastic domination of generalized order statistics from two samples***by*Yashi Wang & Weiwei Zhuang & Taizhong Hu**375-387 Estimation of the scale parameter of the half-logistic distribution under progressively type II censored sample***by*Chansoo Kim & Keunhee Han**389-395 A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error***by*Hiroshi Kurata**397-407 Ratio test for variance change point in linear process with long memory***by*Wenzhi Zhao & Zheng Tian & Zhiming Xia**409-419 A note on the mean past and the mean residual life of a (n − k + 1)-out-of-n system under multi monitoring***by*M. Poursaeed