Statistics & Probability Letters

1982 - 2025

Current editor(s): Somnath Datta and Hira L. Koul

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Volume 82, issue 12, 2012

The optimal number of items in a group for group testing pp. 2083-2085

Andrey L. Gusev

Inference for random coefficient volatility models pp. 2086-2090

A. Thavaneswaran, You Liang and Julieta Frank

Almost sure asymptotic for Ornstein–Uhlenbeck processes of Poisson potential pp. 2091-2102

Fei Xing

The connectivity threshold of random geometric graphs with Cantor distributed vertices pp. 2103-2107

Antar Bandyopadhyay and Farkhondeh Sajadi

Asymptotic properties of sieve bootstrap prediction intervals for FARIMA processes pp. 2108-2114

Maduka Rupasinghe and V.A. Samaranayake

The two-parameter Volterra multifractional process pp. 2115-2124

Ibrahima Mendy

Objective Bayesian analysis for a truncated model pp. 2125-2135

Haiying Wang and Dongchu Sun

Estimating an endpoint with high order moments in the Weibull domain of attraction pp. 2136-2144

Stéphane Girard, Armelle Guillou and Gilles Stupfler

A note on spatial–temporal lattice modeling and maximum likelihood estimation pp. 2145-2155

Xiang Zhang and Yanbing Zheng

On the number of failed components in a coherent operating system pp. 2156-2163

Majid Asadi and Alexandre Berred

A Generalized Hyperbolic model for a risky asset with dependence pp. 2164-2169

Richard Finlay and Eugene Seneta

Shrinkage estimation strategy in quasi-likelihood models pp. 2170-2179

S. Ejaz Ahmed and Saber Fallahpour

Efficiency factors for natural contrasts in partially confounded factorial designs pp. 2180-2188

Aloke Dey and Rahul Mukerjee

Bounds for probabilities of unions of events and the Borel–Cantelli lemma pp. 2189-2197

Andrei N. Frolov

Normal reference bandwidths for the general order, multivariate kernel density derivative estimator pp. 2198-2205

Daniel Henderson and Christopher Parmeter

Estimating frequencies of frequencies in finite populations pp. 2206-2212

C.J. Skinner and N. Shlomo

Permutation-based tests of perfect ranking pp. 2213-2220

Ehsan Zamanzade, Nasser Reza Arghami and Michael Vock

A note on improving the efficiency of inverse probability weighted estimator using the augmentation term pp. 2221-2228

Peisong Han

Time changes that result in multiple points in continuous-time Markov counting processes pp. 2229-2234

Carles Bretó

Asymptotic normality of conditional density estimation in the single index model for functional time series data pp. 2235-2243

Nengxiang Ling and Qian Xu

Multivariate inverse Gaussian and skew-normal densities pp. 2244-2251

Harry Joe, Vanamamalai Seshadri and Barry C. Arnold

Estimating the parameters of a Poisson process model for predator–prey interactions pp. 2252-2259

Sorana Froda and René Ferland

Pitman closeness results concerning ranked set sampling pp. 2260-2269

Mohammad Jafari Jozani, Katherine F. Davies and Narayanaswamy Balakrishnan

Invariance principles for a multivariate Student process in the generalized domain of attraction of the multivariate normal law pp. 2270-2277

Yuliya V. Martsynyuk

On the uniqueness of distance covariance pp. 2278-2282

Gábor J. Székely and Maria L. Rizzo

Volume 82, issue 11, 2012

Statistical properties of a blind source separation estimator for stationary time series pp. 1865-1873

Jari Miettinen, Klaus Nordhausen, Hannu Oja and Sara Taskinen

Large deviation principles for telegraph processes pp. 1874-1882

Alessandro De Gregorio and Claudio Macci

Ratio estimation of the population mean using auxiliary information in simple random sampling and median ranked set sampling pp. 1883-1890

Amer Ibrahim Al-Omari

On unbiased optimal L-statistics quantile estimators pp. 1891-1897

Ling-Wei Li, Loo-Hay Lee, Chun-Hung Chen and Bo Guo

A causal framework for surrogate endpoints with semi-competing risks data pp. 1898-1902

Debashis Ghosh

A Matsumoto–Yor property for Kummer and Wishart random matrices pp. 1903-1907

Angelo Efoevi Koudou

Rate of the almost complete convergence of a kernel regression estimate with twice censored data pp. 1908-1913

Khedidja Kebabi and Fatiha Messaci

A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error’s structure pp. 1914-1922

Xing-cai Zhou and Jin-guan Lin

Strongly consistent density estimation of the regression residual pp. 1923-1929

László Györfi and Harro Walk

Second order branching process with continuous state space pp. 1930-1934

Akanksha S. Kashikar and S.R. Deshmukh

Partial monotonicity of entropy measures pp. 1935-1940

Dhruv Shangari and Jiahua Chen

On weak dependence conditions: The case of discrete valued processes pp. 1941-1948

Paul Doukhan, Konstantinos Fokianos and Xiaoyin Li

A note on one-factor analysis pp. 1949-1952

Benchong Li and Jianhua Guo

Confidence intervals in regression centred on the SCAD estimator pp. 1953-1960

Davide Farchione and Paul Kabaila

Mean-field reflected backward stochastic differential equations pp. 1961-1968

Zhi Li and Jiaowan Luo

Generalized logistic frailty model pp. 1969-1977

Chin-Diew Lai and Muhyiddin Izadi

Rate of complete convergence for maximums of moving average sums of martingale difference fields in Banach spaces pp. 1978-1985

Ta Cong Son, Dang Hung Thang and Le Van Dung

Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates pp. 1986-1989

Mike Tsionas

On closeness of the Mantel–Haenszel estimator and the profile likelihood based estimator of the common odds ratio from multiple 2×2 tables pp. 1990-1993

Buddhananda Banerjee and Atanu Biswas

A note on the Lynden-Bell estimator under association pp. 1994-2000

Zohra Guessoum, Elias Ould Saïd, Ourida Sadki and Abdelkader Tatachak

A novel Univariate Marginal Distribution Algorithm based discretization algorithm pp. 2001-2007

Jing Zhao, ChongZhao Han, Bin Wei and DeQiang Han

Generalized Cordeiro–Ferrari Bartlett-type adjustment pp. 2008-2016

Yoshihide Kakizawa

Isotonicity properties of generalized quantiles pp. 2017-2024

Fabio Bellini

On cumulative residual Kullback–Leibler information pp. 2025-2032

Sangun Park, Murali Rao and Dong Wan Shin

Mean squared error of James–Stein estimators for measurement error models pp. 2033-2043

Meixi Guo and Malay Ghosh

On the distribution of functionals of discrete ordinal variables pp. 2044-2049

Paola Cerchiello and Paolo Giudici

Using OLS to test for normality pp. 2050-2058

Haim Shalit

Comparisons of concordance in additive models pp. 2059-2067

Franco Pellerey, Moshe Shaked and Salimeh Yasaei Sekeh

On bounded redundancy of universal codes pp. 2068-2071

Łukasz Dębowski

Expected earnings of invested overflow strategies for M/M/1 queue with constrained workload pp. 2072-2081

Kimberly K.J. Kinateder

Volume 82, issue 10, 2012

Testing the homogeneity of inverse Gaussian scale-like parameters pp. 1755-1760

Ming Chang, Xuqun You and Muqing Wen

On the approximation of copulas via shuffles of Min pp. 1761-1767

Fabrizio Durante and Juan Fernández Sánchez

Kac’s rescaling for jump-telegraph processes pp. 1768-1776

Oscar López and Nikita Ratanov

Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility pp. 1777-1785

Xiaonan Su, Wensheng Wang and Kyo-Shin Hwang

An optimal k-nearest neighbor for density estimation pp. 1786-1791

Yi-Hung Kung, Pei-Sheng Lin and Cheng-Hsiung Kao

One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators pp. 1792-1798

ShengJun Fan and Long Jiang

Majorization bounds for distribution functions pp. 1799-1806

Ismihan Bairamov

Partially linear varying coefficient models stratified by a functional covariate pp. 1807-1814

Arnab Maity and Jianhua Z. Huang

Local Walsh-average regression for semiparametric varying-coefficient models pp. 1815-1822

Suoping Shang, Changliang Zou and Zhaojun Wang

How close are pairwise and mutual independence? pp. 1823-1828

Roger B. Nelsen and Manuel Úbeda-Flores

Objective Bayesian analysis of Pareto distribution under progressive Type-II censoring pp. 1829-1836

Jiayu Fu, Ancha Xu and Yincai Tang

Characterization properties of the log-normal distribution obtained with the help of divergence measures pp. 1837-1840

George Tzavelas and Polychronis Economou

One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients pp. 1841-1848

Zhi Li and Jiaowan Luo

Asymptotic equidistribution of congruence classes with respect to the convolution iterates of a probability vector pp. 1849-1852

Gilles Gnacadja

An optimal L-statistics quantile estimator for a set of location–scale populations pp. 1853-1858

Ling-Wei Li, Loo-Hay Lee, Chun-Hung Chen, Bo Guo and Ya-Jie Liu

Weighted Frechet means as convex combinations in metric spaces: Properties and generalized median inequalities pp. 1859-1863

Cedric E. Ginestet, Andrew Simmons and Eric D. Kolaczyk

Volume 82, issue 9, 2012

A note on maximum likelihood estimation for covariance reducing models pp. 1629-1631

James R. Schott

The perils of inferring serial dependence from sample autocorrelations of moving average series pp. 1632-1636

Tucker McElroy

On efficient estimation of densities for sums of squared observations pp. 1637-1640

Anton Schick and Wolfgang Wefelmeyer

The application of order statistics to multiple integration over a canonical simplex pp. 1641-1647

Sun Ping

The Gerber–Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy pp. 1648-1656

Chao Deng, Jieming Zhou and Yingchun Deng

Maximum deviation of error density estimators in censored linear regression pp. 1657-1664

Fuxia Cheng

Generalized Fibonacci numbers and Blackwell’s renewal theorem pp. 1665-1668

Sören Christensen

Almost sure exponential stability of the θ-method for stochastic differential equations pp. 1669-1676

Lin Chen and Fuke Wu

The quadratic variation of Brownian motion on a time scale pp. 1677-1680

David Grow and Suman Sanyal

New nonparametric tests for testing homogeneity of scale parameters against umbrella alternative pp. 1681-1689

Anil Gaur, Kalpana K. Mahajan and Sangeeta Arora

Diagnostic analysis for heterogeneous log-Birnbaum–Saunders regression models pp. 1690-1698

Ai-Ping Li, Zhao-Xia Chen and Feng-Chang Xie

Global attracting set and stability of stochastic neutral partial functional differential equations with impulses pp. 1699-1709

Shujun Long, Lingying Teng and Daoyi Xu

Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters pp. 1710-1717

Sangin Lee, Yongdai Kim and Sunghoon Kwon

Asymptotic behavior of random time absolute ruin probability with D∩L tailed and conditionally independent claim sizes pp. 1718-1726

Xiaodong Bai and Lixin Song

Tail probability of randomly weighted sums of subexponential random variables under a dependence structure pp. 1727-1736

Yang Yang, Remigijus Leipus and Jonas Šiaulys

Relationships between distributions with certain symmetries pp. 1737-1744

M.C. Jones

The uniform law for sojourn measures of random fields pp. 1745-1749

Konstantin Borovkov and Shaun McKinlay

Variance of the game duration in the gambler’s ruin problem pp. 1750-1754

Jiří Anděl and Šárka Hudecová

Volume 82, issue 8, 2012

Multivariate maxima of moving multivariate maxima pp. 1489-1496

Helena Ferreira

Embedded Markov chain analysis of the superposition of renewal processes pp. 1497-1503

Wolfgang Stadje

On the Amato inequality index pp. 1504-1506

Barry C. Arnold

A sharp upper bound for the expected number of false rejections pp. 1507-1514

Alexander Y. Gordon

Randomly weighted averages with beta random proportions pp. 1515-1520

H. Homei

Hierarchical reinforced urn processes pp. 1521-1529

S. Fortini and S. Petrone

Product autoregressive models for non-negative variables pp. 1530-1537

B. Abraham and N. Balakrishna

Asymptotics related to a series of T.L. Lai pp. 1538-1548

Deli Li and Aurel Spătaru

Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space pp. 1549-1558

Brahim Boufoussi and Salah Hajji

A general measure of skewness pp. 1559-1568

Magnus Ekström and Sreenivasa Rao Jammalamadaka

Linear fractional stable motion: A wavelet estimator of the α parameter pp. 1569-1575

Antoine Ayache and Julien Hamonier

Rate of convergence in a theorem of Heyde pp. 1576-1582

Tingfan Xie and Jianjun He

Markov processes on the adeles and Dedekind’s zeta function pp. 1583-1589

Roman Urban

Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables pp. 1590-1596

Xiaoyong Xiao and Hongwei Yin

On the probabilistic structure of power threshold generalized arch stochastic processes pp. 1597-1609

E. Gonçalves, J. Leite and N. Mendes-Lopes

Deviation probability bounds for fractional martingales and related remarks pp. 1610-1618

Bruno Saussereau

Improved power of one-sided tests pp. 1619-1622

Mary C. Meyer and Jianqiang C. Wang

An inductive order construction for the difference of two dependent proportions pp. 1623-1628

Weizhen Wang

Volume 82, issue 7, 2012

Causality with finite horizon of the past in continuous time pp. 1219-1223

Ljiljana Petrović and Sladjana Dimitrijević

A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty pp. 1224-1228

Heng Lian

The local time of the Markov processes of Ornstein–Uhlenbeck type pp. 1229-1234

Changqing Tong, Zhengyan Lin and Jing Zheng

Karhunen–Loeve expansions for the detrended Brownian motion pp. 1235-1241

Xiaohui Ai, Wenbo V. Li and Guoqing Liu

Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model pp. 1242-1250

Dawei Lu

Optimal surrender strategies for equity-indexed annuity investors with partial information pp. 1251-1258

Jiaqin Wei, Rongming Wang and Hailiang Yang

On latent process models in multi-dimensional space pp. 1259-1266

Zuofeng Shang

An exponential bound for Cox regression pp. 1267-1272

Y. Goldberg and M.R. Kosorok

Local M-estimation for jump-diffusion processes pp. 1273-1284

Yunyan Wang, Lixin Zhang and Mingtian Tang

On interval and point estimators based on a penalization of the modified profile likelihood pp. 1285-1289

Laura Ventura and Walter Racugno

Some recursive formulas related to inverse moments of the random variables with binomial-type distributions pp. 1290-1296

Feng-Zhen Zhao

A practical ad hoc adjustment to the Simes P-value pp. 1297-1302

Chris J. Lloyd

A note on exponential state feedback stabilizability by a Razumikhin type theorem of mild solutions of SDEs with delay pp. 1303-1309

T.E. Govindan and N.U. Ahmed

Bayesian estimation of parameters for the bivariate Gompertz regression model with shared gamma frailty under random censoring pp. 1310-1317

David D. Hanagal and Richa Sharma

Estimating common mean and heterogeneity variance in two study case meta-analysis pp. 1318-1325

Andrew L. Rukhin

Statistical causality and orthogonality of local martingales pp. 1326-1330

Dragana Valjarević and Ljiljana Petrović

The compound Pascal model with dividends paid under random interest pp. 1331-1336

Xianmin Geng and Ying Wang

Varying kernel density estimation on R+ pp. 1337-1345

Robert Mnatsakanov and Khachatur Sarkisian

A simplified representation of the covariance structure of axially symmetric processes on the sphere pp. 1346-1351

Chunfeng Huang, Haimeng Zhang and Scott M. Robeson

Bounds on the complier average causal effect in randomized trials with noncompliance pp. 1352-1357

Yasutaka Chiba

The discounted penalty function with multi-layer dividend strategy in the phase-type risk model pp. 1358-1366

Wuyuan Jiang, Zhaojun Yang and Xinping Li

Some new lower bounds to centered and wrap-round L2-discrepancies pp. 1367-1373

Kashinath Chatterjee, Zhaohai Li and Hong Qin

Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes pp. 1374-1382

Lijun Bo and Xuewei Yang

Canonical higher-order kernels for density derivative estimation pp. 1383-1387

Daniel Henderson and Christopher Parmeter

Remarks on maximal inequalities for non-negative demisubmartingales pp. 1388-1390

B.L.S. Prakasa Rao

Estimation with left-truncated and right censored data: A comparison study pp. 1391-1400

Jafar Ahmadi, Mahdi Doostparast and Ahmad Parsian

The Hausman–Taylor panel data model with serial correlation pp. 1401-1406

Badi Baltagi and Long Liu

Conditional dependence diagnostic in the latent class model: A simulation study pp. 1407-1412

Ana Subtil, M. Rosário de Oliveira and Luzia Gonçalves

On spatial conditional mode estimation for a functional regressor pp. 1413-1421

Sophie Dabo-Niang, Zoulikha Kaid and Ali Laksaci

A note on bounds for the causal infectiousness effect in vaccine trials pp. 1422-1429

Yasutaka Chiba

Limiting spectral distribution of block matrices with Toeplitz block structure pp. 1430-1438

Riddhipratim Basu, Arup Bose, Shirshendu Ganguly and Rajat Subhra Hazra

Asymmetry tests for bifurcating auto-regressive processes with missing data pp. 1439-1444

Benoîte de Saporta, Anne Gégout-Petit and Laurence Marsalle

A multi-point Metropolis scheme with generic weight functions pp. 1445-1453

Luca Martino, Victor Pascual Del Olmo and Jesse Read

Additive hazards models for gap time data with multiple causes pp. 1454-1462

P.G. Sankaran and P. Anisha

An empirical likelihood confidence interval for the volume under ROC surface pp. 1463-1467

Shuwen Wan

Structure of a double autoregressive process driven by a hidden Markov chain pp. 1468-1473

Ji-Chun Liu

Constraints placed on random sequences by their compressibility pp. 1474-1478

George Davie

Invertibility of random submatrices via tail-decoupling and a matrix Chernoff inequality pp. 1479-1487

Stéphane Chrétien and Sébastien Darses

Volume 82, issue 6, 2012

Set valued probability and its connection with set valued measure pp. 1043-1048

Mila Stojaković

Quantile based entropy function pp. 1049-1053

S.M. Sunoj and P.G. Sankaran

A Dubins type solution to the Skorokhod embedding problem pp. 1054-1058

David M. Baker

An EPPF from independent sequences of geometric random variables pp. 1059-1066

Ramsés H. Mena and Stephen G. Walker

An exponentiated exponential binomial distribution with application pp. 1067-1081

Hassan S. Bakouch, Miroslav M. Ristić, A. Asgharzadeh, L. Esmaily and Bander M. Al-Zahrani

A martingale transformation for superprocesses pp. 1082-1087

Hui He and Nana Luan

Pseudo-Bayesian A-optimal designs for estimating the point of maximum in component-amount Darroch–Waller mixture model pp. 1088-1094

N.K. Mandal, Manisha Pal and M.L. Aggarwal

D-optimal designs for quadratic mixture canonical polynomials with spline pp. 1095-1101

Chongqi Zhang and Heng Peng

The missing mass problem pp. 1102-1110

Daniel Berend and Aryeh Kontorovich

Regression quantiles and their two-step modifications pp. 1111-1115

Jana Jurečková and Jan Picek

Is the p-value a good measure of evidence? Asymptotic consistency criteria pp. 1116-1119

Marian Grendar

Bounds on exponential moments of hitting times for reflected processes on the positive orthant pp. 1120-1128

Chihoon Lee

Some aspects of minimum variance unbiased estimation in presence of ancillary statistics pp. 1129-1135

Tapan K. Nayak and Bimal Sinha

Numerical issues in estimation of integral curves from noisy diffusion tensor data pp. 1136-1144

Lyudmila Sakhanenko

Strongly consistent nonparametric tests of conditional independence pp. 1145-1150

László Györfi and Harro Walk

Exponential stability in terms of two measures of impulsive stochastic functional differential systems via comparison principle pp. 1151-1159

Fengqi Yao and Feiqi Deng

A note on the domination inequalities and their applications pp. 1160-1168

Yaofeng Ren and Jing Shen

Analytic calculations for the EM algorithm for multivariate skew-t mixture models pp. 1169-1174

I. Vrbik and P.D. McNicholas

Moderate deviations for some nonparametric estimators with errors in variables pp. 1175-1184

Shoujiang Zhao and Qiaojing Liu

Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier pp. 1185-1192

Xiaoming Xu

A simple variance inequality for U-statistics of a Markov chain with applications pp. 1193-1201

G. Fort, E. Moulines, P. Priouret and P. Vandekerkhove

On Dobrushin’s inequality pp. 1202-1207

Zbigniew S. Szewczak

Strong law of large numbers for weighted U-statistics: Application to incomplete U-statistics pp. 1208-1217

Masoud M. Nasari

Volume 82, issue 5, 2012

A note on the construction of locally D- and DS-optimal designs for the binary logistic model with several explanatory variables pp. 865-870

M. Gaëtan Kabera, Linda M. Haines and Principal Ndlovu

A note on the bilateral inequality for a sequence of random variables pp. 871-875

Jicheng Liu

Two sample distribution-free inference based on partially rank-ordered set samples pp. 876-884

Jinguo Gao and Omer Ozturk

Best constants in the weak type inequalities for a martingale conditional square function pp. 885-893

Adam Osȩkowski

Strong convergence of ESD for the generalized sample covariance matrices when p/n→0 pp. 894-901

Zhigang Bao

A note on the robustness of the continual reassessment method pp. 902-906

David Azriel

On parametrization, robustness and sensitivity analysis in a marginal structural Cox proportional hazards model for point exposure pp. 907-915

Eric J. Tchetgen Tchetgen and James Robins

On a rapid simulation of the Dirichlet process pp. 916-924

Mahmoud Zarepour and Luai Al Labadi

Chebyshev’s inequality for Banach-space-valued random elements pp. 925-931

Ling Zhou and Ze-Chun Hu

Nonparametric estimation of density under bias and multiplicative censoring via wavelet methods pp. 932-941

Mohammad Abbaszadeh, Christophe Chesneau and Hassan Doosti

On weak dependence conditions for Poisson autoregressions pp. 942-948

Paul Doukhan, Konstantinos Fokianos and Dag Tjøstheim

On tail index estimation using a sample with missing observations pp. 949-958

Ivana Ilić

Semicircle law of Tyler’s M-estimator for scatter pp. 959-964

Gabriel Frahm and Konstantin Glombek

A law of the single logarithm for weighted sums of arrays applied to bootstrap model selection in regression pp. 965-971

Pierre Lafaye de Micheaux and Christian Léger

Approximate maximum entropy on the mean for instrumental variable regression pp. 972-978

Jean-Michel Loubes and Paul Rochet

Reflected backward stochastic differential equations with time delayed generators pp. 979-990

Qing Zhou and Yong Ren

Objective priors for generative star-shape models pp. 991-997

Ye Liang and Dongchu Sun

Fitting birth-and-death queueing models to data pp. 998-1004

Ward Whitt

A functional linear model for time series prediction with exogenous variables pp. 1005-1011

Aldo Goia

On distribution of randomly ordered uniform incremental weighted averages: Divided difference approach pp. 1012-1020

Ahmad Reza Soltani and Rasool Roozegar

The uniform central limit theorem for the tent map pp. 1021-1027

Jongsig Bae, Changha Hwang and Doobae Jun

On the smoothness of conditional expectation functionals pp. 1028-1034

Kyungchul Song

A note on generating random variables with log-concave densities pp. 1035-1039

Luc Devroye

Volume 82, issue 4, 2012

A note on a dependent risk model with constant interest rate pp. 707-712

Xijun Liu, Qingwu Gao and Yuebao Wang

Limit distribution of a roundoff error pp. 713-719

Takaaki Shimura

On the infinitesimal dispersion of multivariate Markov counting systems pp. 720-725

Carles Bretó

On the robustness of two-stage estimators pp. 726-732

Mikhail Zhelonkin, Marc G. Genton and Elvezio Ronchetti

On areas of random triangles pp. 733-738

Ludwig Baringhaus

A note on the structure of the quadratic subspace in discriminant analysis pp. 739-747

Santiago Velilla

An approximation to the Rosenblatt process using martingale differences pp. 748-757

Chao Chen, Liya Sun and Litan Yan

Crossing points of distributions and a theorem that relates them to second order stochastic dominance pp. 758-764

Edgar Elias Osuna

Robustifying principal component analysis with spatial sign vectors pp. 765-774

Sara Taskinen, Inge Koch and Hannu Oja

Step-up procedure controlling generalized family-wise error rate pp. 775-782

Li Wang and Xingzhong Xu

On partial sums of hitting times pp. 783-785

José Luis Palacios and José M. Renom

Enhanced consistency of the Resampled Convolution Particle Filter pp. 786-797

Jean-Pierre Vila

Characterizations of symmetric distributions based on Rényi entropy pp. 798-804

M. Fashandi and Jafar Ahmadi

Some geometric mixed integer-valued autoregressive (INAR) models pp. 805-811

Aleksandar S. Nastić and Miroslav M. Ristić

V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model pp. 812-817

Oesook Lee

Constructing archimedean copulas from diagonal sections pp. 818-826

Włodzimierz Wysocki

A note on fuzzy set-valued Brownian motion pp. 827-832

Enea G. Bongiorno

On standardizing the signed root log likelihood ratio statistic pp. 833-839

L. Jiang and A.C.M. Wong

A note on conflict of information and subexponential densities pp. 840-842

L.R. Rifo and J.D. Santos

Nonparametric estimation of the regression function having a change point in generalized linear models pp. 843-851

Jib Huh

The space-fractional Poisson process pp. 852-858

Enzo Orsingher and Federico Polito

Classification loss function for parameter ensembles in Bayesian hierarchical models pp. 859-863

Cedric E. Ginestet, Nicky G. Best and Sylvia Richardson

Volume 82, issue 3, 2012

Weak norm inequalities for martingales and geometry of Banach spaces pp. 411-418

Adam Osȩkowski

Asymmetric GARCH processes featuring both threshold effect and bilinear structure pp. 419-426

M.S. Choi, J.A. Park and S.Y. Hwang

New examples of heavy-tailed O-subexponential distributions and related closure properties pp. 427-432

Jianxi Lin and Yuebao Wang

A characterization of the bivariate negative binomial distribution via α-monotonicity pp. 433-437

M. Sreehari

Prior influence in linear regression when the number of covariates increases to infinity pp. 438-445

Luis Leon-Novelo and George Casella

On extensions of Hoeffding’s inequality for panel data pp. 446-454

Lili Yao and Wenxin Jiang

Asymptotics for dependent Bernoulli random variables pp. 455-463

Lan Wu, Yongcheng Qi and Jingping Yang

Strong approximations and sequential change-point analysis for diffusion processes pp. 464-472

Stefan Mihalache

A theory for the multiset sampler pp. 473-477

Yuguo Chen

An estimate of the remainder of a limit theorem pp. 478-487

Jianjun He

Strong consistency of the stationary bootstrap under ψ-weak dependence pp. 488-495

Eunju Hwang and Dong Wan Shin

On the Gerber–Shiu function for a risk model with multi-layer dividend strategy pp. 496-504

Mykola Bratiichuk

Spline estimators for semi-functional linear model pp. 505-513

Jianjun Zhou and Min Chen

Some optimal bounds in the central limit theorem using zero biasing pp. 514-518

I.S. Tyurin

A note on the modified two-way MANOVA tests pp. 519-527

Jin-Ting Zhang and Shengning Xiao

A rough margin-based linear ν support vector regression pp. 528-534

Yitian Xu

Rank-based inference for the single-index model pp. 535-541

Long Feng, Changliang Zou and Zhaojun Wang

Complementary design theory for sliced equidistance designs pp. 542-547

Yuanzhen He and Mingyao Ai

Optimal rates of convergence in the Weibull model based on kernel-type estimators pp. 548-556

Cécile Mercadier and Philippe Soulier

Absolutely continuous measure for a jump-type Fleming–Viot process pp. 557-564

Telles Timóteo da Silva and Marcelo Dutra Fragoso

Asymptotically unbiased estimation of the second order tail parameter pp. 565-573

Tertius de Wet, Yuri Goegebeur and Maria Reimert Munch

Preservation properties of a homogeneous Poisson process stopped at an independent random time pp. 574-585

E.T. Salehi, F.G. Badía and M. Asadi

A note on transition density for the reflected Ornstein–Uhlenbeck process pp. 586-591

Xiaoyu Xing, Yongsheng Xing and Xuewei Yang

Universally optimal designs under an interference model with equal left- and right-neighbor effects pp. 592-598

Katarzyna Filipiak

A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn pp. 599-605

S. Vakeroudis and M. Yor

Testing the covariance function of stationary Gaussian random fields pp. 606-613

Ali Reza Taheriyoun

Asymptotic behavior of the solution of heat equation driven by fractional white noise pp. 614-620

Jian Song

On the nonidentifiability property of Archimedean copula models under dependent censoring pp. 621-625

Antai Wang

Model-based likelihood ratio confidence intervals for survival functions pp. 626-635

Sundarraman Subramanian

Two-sample Dvoretzky–Kiefer–Wolfowitz inequalities pp. 636-644

Fan Wei and Richard M. Dudley

Exact asymptotics of supremum of a stationary Gaussian process over a random interval pp. 645-652

Marek Arendarczyk and Krzysztof Dȩbicki

Weighted composite quantile estimation and variable selection method for censored regression model pp. 653-663

Linjun Tang, Zhangong Zhou and Changchun Wu

Atomic decompositions of Banach lattice-valued martingales pp. 664-671

Xueying Zhang and Chuanzhou Zhang

Anticipated backward stochastic differential equations with non-Lipschitz coefficients pp. 672-682

Hao Wu, Wenyuan Wang and Jie Ren

Maximal and moment inequalities for demimartingales and N-demimartingales pp. 683-691

Tasos C. Christofides and Milto Hadjikyriakou

Asymptotic power comparison of three tests in GMANOVA when the number of observed points is large pp. 692-698

Takayuki Yamada and Tetsuro Sakurai

Heat equation with a general stochastic measure on nested fractals pp. 699-704

Vadym Radchenko and Martina Zähle

Volume 82, issue 2, 2012

Approximation of the variance gamma model with a finite mixture of normals pp. 217-224

Angela Loregian, Lorenzo Mercuri and Edit Rroji

Shrinkage estimation for identification of linear components in additive models pp. 225-231

Heng Lian

Some inequalities for demimartingales and N-demimartingales pp. 232-239

Shuhe Hu, Xinghui Wang, Wenzhi Yang and Xuejun Wang

Stochastic integration with respect to the sub-fractional Brownian motion with H∈(0,12) pp. 240-251

Guangjun Shen and Chao Chen

A two-parameter of weighted exponential distributions pp. 252-261

M.K. Shakhatreh

An order-theoretic mixing condition for monotone Markov chains pp. 262-267

Takashi Kamihigashi and John Stachurski

A short note on the GI/Geo/1 queueing system pp. 268-273

A. Pacheco, S.K. Samanta and M.L. Chaudhry

A bias corrected nonparametric regression estimator pp. 274-282

Weixin Yao

New results on stochastic comparisons of two-component series and parallel systems pp. 283-290

Neeraj Misra and Amit Kumar Misra

An elementary proof of the lower bound of Cramér’s Theorem in Rd pp. 291-294

Xiangfeng Yang

Stochastic orders of the Marshall–Olkin extended distribution pp. 295-302

Asok K. Nanda and Suchismita Das

Continuous inspection with memory pp. 303-307

Andrey L. Gusev

Variable selection and coefficient estimation via composite quantile regression with randomly censored data pp. 308-317

Rong Jiang, Weimin Qian and Zhangong Zhou

Weighted-mean regions of a probability distribution pp. 318-325

Rainer Dyckerhoff and Karl Mosler

Generalized δ-shock model via runs pp. 326-331

Serkan Eryılmaz

Prediction with measurement errors in finite populations pp. 332-339

Julio M. Singer, Edward J. Stanek, Viviana B. Lencina, Luz Mery González, Wenjun Li and Silvina San Martino

Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path pp. 340-347

Termeh Kousha

A simple extension of boosting for asymmetric mislabeled data pp. 348-356

Kenichi Hayashi

Sufficient statistic likelihood construction for age- and time-dependent multi-state joint recapture and recovery data pp. 357-359

R.S. McCrea

On the asymptotic distribution of a unit root test against ESTAR alternatives pp. 360-364

Christoph Hanck

On equivalencies between design-based and regression-based variance estimators for randomized experiments pp. 365-370

Cyrus Samii and Peter M. Aronow

Testing the no-treatment effect based on a possibly misspecified accelerated failure time model pp. 371-377

Satoshi Hattori

Convergence rate for predictive recursion estimation of finite mixtures pp. 378-384

Ryan Martin

Rates of convergence of extreme for general error distribution under power normalization pp. 385-395

Shouquan Chen, Chao Wang and Geng Zhang

Missing information and an optimal one-step plan in a Type II progressive censoring scheme pp. 396-402

Sangun Park and Hon Keung Tony Ng

An explicit representation of Verblunsky coefficients pp. 403-410

N.H. Bingham, Akihiko Inoue and Yukio Kasahara

Volume 82, issue 1, 2012

Bootstrap confidence interval for a correlation curve pp. 1-6

William Nilsson and Tomás del Barrio Castro

An inverse first-passage problem for one-dimensional diffusions with random starting point pp. 7-14

Mario Abundo

On the estimation of the shape parameter of the gamma distribution in second-order asymptotics pp. 15-21

Yoshiji Takagi

A note on a Marčenko–Pastur type theorem for time series pp. 22-28

Jianfeng Yao

An empirical likelihood approach to quantile regression with auxiliary information pp. 29-36

Cheng Yong Tang and Chenlei Leng

On convex hull of d-dimensional fractional Brownian motion pp. 37-39

Yu. Davydov

The first-passage times of phase semi-Markov processes pp. 40-48

Xuan Zhang and Zhenting Hou

The class of tenable zero-balanced Pólya urns with an initially dominant subset of colors pp. 49-57

Sanaa Kholfi and Hosam M. Mahmoud

Asymptotic efficiency of ridge estimator in linear and semiparametric linear models pp. 58-62

June Luo

Empirical likelihood for the parametric part in partially linear errors-in-function models pp. 63-66

Zhensheng Huang

A generalized Isserlis theorem for location mixtures of Gaussian random vectors pp. 67-71

C. Vignat

Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails pp. 72-76

Leonid Rozovsky

Wrapped weighted exponential distributions pp. 77-83

Shongkour Roy and Mian Arif Shams Adnan

A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers pp. 84-95

Charles Castaing, Nguyen Van Quang and Nguyen Tran Thuan

A new generalized p-value for testing equality of inverse Gaussian means under heterogeneity pp. 96-102

Jian-Hong Shi and Jiang-Long Lv

Spectral analytic comparisons for data augmentation pp. 103-108

Vivekananda Roy

A normal inverse Gaussian model for a risky asset with dependence pp. 109-115

N.N. Leonenko, S. Petherick and A. Sikorskii

Moderate deviations for a risk model based on the customer-arrival process pp. 116-122

Xinmei Shen and Yi Zhang

A law of large numbers result for a bifurcating process with an infinite moving average representation pp. 123-129

Jeff T. Terpstra and Tamer Elbayoumi

Ruin probabilities of a bidimensional risk model with investment pp. 130-138

Yuanyuan Zhang and Wensheng Wang

Backbone decomposition for continuous-state branching processes with immigration pp. 139-144

A.E. Kyprianou and Y.-X. Ren

On the convergence of LePage series in Skorokhod space pp. 145-150

Youri Davydov and Clément Dombry

On the orthogonal component of BSDEs in a Markovian setting pp. 151-157

Anthony Réveillac

A note on using periodogram-based distances for comparing spectral densities pp. 158-164

Carsten Jentsch and Markus Pauly

A note on first-passage times of continuously time-changed Brownian motion pp. 165-172

Peter Hieber and Matthias Scherer

L1-consistent estimation of the density of residuals in random design regression models pp. 173-179

Luc Devroye, Tina Felber, Michael Kohler and Adam Krzyżak

Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information pp. 180-185

Zongwu Cai, Ying Fang and Jia Su

Inequalities for martingale transforms and related characterizations of Hilbert spaces pp. 186-190

Adam Osȩkowski

The diminishing segment process pp. 191-195

Gergely Ambrus, Péter Kevei and Viktor Vígh

A note on Gaussian correlation inequalities for nonsymmetric sets pp. 196-202

Adrian P.C. Lim and Dejun Luo

The K-level crossings of a random algebraic polynomial with dependent coefficients pp. 203-211

Jeffrey Matayoshi

Almost surely convergent summands of a random sum pp. 212-216

S. Chobanyan, S. Levental and V. Mandrekar