Statistics & Probability Letters

1982 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 80, issue 23-24, 2010

Multivariate skewing mechanisms: A unified perspective based on the transformation approach pp. 1685-1694

Christophe Ley and Davy Paindaveine

A note on marginal and conditional independence pp. 1695-1699

Nicola Loperfido

Characterizations based on certain regression assumptions of adjacent order statistics pp. 1700-1704

Wen-Jang Huang and Nan-Cheng Su

Subset selection for vector autoregressive processes via adaptive Lasso pp. 1705-1712

Yunwen Ren and Xinsheng Zhang

Sufficient conditions for Benford's law pp. 1713-1719

Eugenio P. Balanzario and Jorge Sánchez-Ortiz

A note on max-sum equivalence pp. 1720-1723

Jinzhu Li and Qihe Tang

Relation between unit operators proximity and their associated spectral measures pp. 1724-1732

Alain Boudou and Sylvie Viguier-Pla

On closure methods in nonlinear stochastic dynamics pp. 1733-1738

Roman V. Bobryk

On a characterization of variance and covariance pp. 1739-1743

Norbert Poschadel

Approximations for the distributions of bounded variation Lévy processes pp. 1744-1757

José E. Figueroa-López

Tail behaviour of [beta]-TARCH models pp. 1758-1763

Péter Elek and László Márkus

Uncertainty and the conditional variance pp. 1764-1770

Jiahua Chen, Constance van Eeden and James Zidek

INARCH(1) processes: Higher-order moments and jumps pp. 1771-1780

Christian H. Weiß

Modeling heterogeneity for bivariate survival data by the compound Poisson distribution with random scale pp. 1781-1790

David D. Hanagal

Highest posterior density regions with approximate frequentist validity: The role of data-dependent priors pp. 1791-1797

In Hong Chang and Rahul Mukerjee

On waiting time distributions for patterns in a sequence of multistate trials pp. 1798-1805

P.G. Sankaran and N.N. Midhu

Improved penalization for determining the number of factors in approximate factor models pp. 1806-1813

Lucia Alessi, Matteo Barigozzi and Marco Capasso

On limiting cluster size distributions for processes of exceedances for stationary sequences pp. 1814-1818

Konstantin Borovkov and Serguei Novak

Identification of parameters and the distribution of the minimum of the tri-variate normal pp. 1819-1826

L. Bi and A. Mukherjea

Multivariate shuffles and approximation of copulas pp. 1827-1834

Fabrizio Durante and Juan Fernández-Sánchez

Consistent estimation of the tail index for dependent data pp. 1835-1843

Margarida Brito and Ana Cristina Moreira Freitas

Characteristics of multivariate distributions and the invariant coordinate system pp. 1844-1853

Pauliina Ilmonen, Jaakko Nevalainen and Hannu Oja

Global exponential stability of impulsive stochastic functional differential systems pp. 1854-1862

Pei Cheng and Feiqi Deng

A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions pp. 1863-1869

Shun Matsuura and Hiroshi Kurata

The limiting behavior of some infinitely divisible exponential dispersion models pp. 1870-1874

Shaul K. Bar-Lev and Gérard Letac

Edgeworth expansions and rates of convergence for normalized sums: Chung's 1946 method revisited pp. 1875-1880

Helmut Finner and Thorsten Dickhaus

Fisher information of scale pp. 1881-1885

Peter Ruckdeschel and Helmut Rieder

Chung's law of the iterated logarithm for anisotropic Gaussian random fields pp. 1886-1895

Nana Luan and Yimin Xiao

On a coloured tree with non i.i.d. random labels pp. 1896-1903

Skevi Michael and Stanislav Volkov

Order selection for heteroscedastic autoregression: A study on concentration pp. 1904-1910

Gabriel Chandler

A new piecewise exponential estimator of a survival function pp. 1911-1917

Ganesh Malla and Hari Mukerjee

Model selection using modified AIC and BIC in joint modeling of paired functional data pp. 1918-1924

Jiawei Wei and Lan Zhou

A note on bootstrap approximations for the empirical copula process pp. 1925-1932

Axel Bücher and Holger Dette

Estimation of moments for linear panel data models with potential existence of time effects pp. 1933-1939

Jianhong Wu and Weihua Su

Finite-sample distribution of regression quantiles pp. 1940-1946

Jana Jurecková

An adaptive nonparametric method in benchmark analysis for bioassay and environmental studies pp. 1947-1953

Rabi Bhattacharya and Lizhen Lin

Edgeworth expansions for the product of two complex random matrices each with IID components pp. 1954-1961

Christopher S. Withers and Saralees Nadarajah

On the dynamic survival entropy pp. 1962-1971

M. Abbasnejad, N.R. Arghami, S. Morgenthaler and G.R. Mohtashami Borzadaran

How close are alternative bootstrap P-values? pp. 1972-1976

Chris J. Lloyd

A note on explicit bounds for a stopped Feynman-Kac functional pp. 1977-1979

Cloud Makasu

A convolution identity and more with illustrations pp. 1980-1984

Nitis Mukhopadhyay

Inference in binomial models pp. 1985-1990

Yunwei Cui and Robert Lund

A note on a bivariate gamma distribution pp. 1991-1994

Makoto Maejima and Yohei Ueda

A note on comparing several variances with a control variance pp. 1995-2002

Parminder Singh, Anju Goyal and A.N. Gill

Limiting mixture distributions for AR(1) model indexed by a branching process pp. 2003-2008

S.Y. Hwang and J.S. Baek

Weak type inequalities for conditionally symmetric martingales pp. 2009-2013

Ose[combining cedilla]kowski, Adam

Regularization and integral representations of Hermite processes pp. 2014-2023

Vladas Pipiras and Murad S. Taqqu

A class of BSDE with integrable parameters pp. 2024-2031

ShengJun Fan and DeQun Liu

A characterization of the Poisson distribution pp. 2032-2034

Victor M. Kruglov

Volume 80, issue 21-22, 2010

Reflected forward-backward stochastic differential equations with continuous monotone coefficients pp. 1569-1576

Zongyuan Huang, Jean-Pierre Lepeltier and Zhen Wu

Pitman closeness of current records for location-scale families pp. 1577-1583

Jafar Ahmadi and N. Balakrishnan

Bridge estimation for generalized linear models with a diverging number of parameters pp. 1584-1596

Mingqiu Wang, Lixin Song and Xiaoguang Wang

Random linear recursions with dependent coefficients pp. 1597-1605

Arka P. Ghosh, Diana Hay, Vivek Hirpara, Reza Rastegar, Alexander Roitershtein, Ashley Schulteis and Jiyeon Suh

Random self-decomposability and autoregressive processes pp. 1606-1611

Tomasz J. Kozubowski and Krzysztof Podgórski

Lp-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations pp. 1612-1617

Yang Li and Weidong Zhao

Small deviation of Brownian motion with large drift pp. 1618-1622

Vitalii Gasanenko

Lévy density estimation via information projection onto wavelet subspaces pp. 1623-1632

Seongjoo Song

Parameter estimation in a condition-based maintenance model pp. 1633-1639

Michael Jong Kim, Viliam Makis and Rui Jiang

Spurious spatial regression with equal weights pp. 1640-1642

Badi Baltagi and Long Liu

Penalized maximum likelihood estimation of a stochastic multivariate regression model pp. 1643-1649

Elizabeth Hansen and Kung-Sik Chan

Adjusting for confounding by cluster using generalized linear mixed models pp. 1650-1654

Babette A. Brumback, Amy B. Dailey, Lyndia C. Brumback, Melvin D. Livingston and Zhulin He

Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions pp. 1655-1662

Célestin C. Kokonendji and Silvio S. Zocchi

Nonparametric prediction intervals for future record intervals based on order statistics pp. 1663-1672

Jafar Ahmadi, S.M.T.K. MirMostafaee and N. Balakrishnan

A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields pp. 1673-1679

Lionel Truquet

A CLT for renewal processes with a finite set of interarrival distributions pp. 1680-1683

Aurel Spataru

Volume 80, issue 19-20, 2010

A study on design uniformity under errors in the level values pp. 1467-1471

Jianfeng Yang, Fasheng Sun, Dennis K.J. Lin and Min-Qian Liu

Bootstrap procedures for the pseudo empirical likelihood method in sample surveys pp. 1472-1478

Changbao Wu and J.N.K. Rao

Cox limit theorem for large excursions of a norm of a Gaussian vector process pp. 1479-1485

Biljana Stamatovic and Sinisa Stamatovic

A new generalized p-value approach for testing the homogeneity of variances pp. 1486-1491

Xuhua Liu and Xingzhong Xu

On Bayesian inference for generalized multivariate gamma distribution pp. 1492-1499

Sourish Das and Dipak K. Dey

On the second-order correlation of characteristic polynomials of Hermite [beta] ensembles pp. 1500-1507

Zhonggen Su

Local averaging estimates of the regression function with twice censored data pp. 1508-1511

Fatiha Messaci

[beta]-entropy for Pareto-type distributions and related weighted distributions pp. 1512-1519

Mehdi Yaghoobi Avval Riabi, G.R. Mohtashami Borzadaran and G.H. Yari

Monitoring change in persistence in linear time series pp. 1520-1527

Zhanshou Chen, Zheng Tian and Yuesong Wei

A note on "Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises" pp. 1528-1531

Chunhua Ma

Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models pp. 1532-1542

Abdelouahab Bibi and Ines Lescheb

When does fractional Brownian motion not behave as a continuous function with bounded variation? pp. 1543-1550

Ehsan Azmoodeh, Heikki Tikanmäki and Esko Valkeila

On mixed AR(1) time series model with approximated beta marginal pp. 1551-1558

Bozidar V. Popovic, Tibor K. Pogány and Saralees Nadarajah

Local precise large deviations for sums of random variables with O-regularly varying densities pp. 1559-1567

Yang Yang, Remigijus Leipus and Jonas Siaulys

Volume 80, issue 17-18, 2010

On the strong law of large numbers for identically distributed random variables irrespective of their joint distributions pp. 1265-1270

Andrew Rosalsky and George Stoica

Sieve least squares estimation for partially nonlinear models pp. 1271-1283

Lixin Song, Yue Zhao and Xiaoguang Wang

Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data pp. 1284-1288

Megan M. Romer and Donald St. P. Richards

On the quadratic moment of self-normalized sums pp. 1289-1296

Fredrik Jonsson

Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps pp. 1297-1305

Jiang Hui

Characterization of the law of a finite exchangeable sequence through the finite-dimensional distributions of the empirical measure pp. 1306-1312

Pier Giovanni Bissiri

An integrative pathway-based clinical-genomic model for cancer survival prediction pp. 1313-1319

Xi Chen, Lily Wang and Hemant Ishwaran

Fixed points of mappings of infinitely divisible distributions on pp. 1320-1328

Ken Ichifuji, Makoto Maejima and Yohei Ueda

A remark on LSL for weighted sums of i.i.d random elements pp. 1329-1334

Pingyan Chen and Ran Chen

Approximation for the ruin probabilities in a discrete time risk model with dependent risks pp. 1335-1342

Yinfeng Wang and Chuancun Yin

A spatial covariance model with a single wave effect and a finite range pp. 1343-1347

Edwige Bellier and Pascal Monestiez

The asymptotic efficiency of improved prediction intervals pp. 1348-1353

Paul Kabaila and Khreshna Syuhada

A note on the parameterized EM method pp. 1354-1357

Christophe Roland

Subsampling p-values pp. 1358-1364

Arthur Berg, Timothy L. McMurry and Dimitris N. Politis

Adjusted R-squared type measure for exponential dispersion models pp. 1365-1368

Lila Ricci

An approximation result for a quasi-linear stochastic heat equation pp. 1369-1377

Brahim Boufoussi and Salah Hajji

Distribution-free lack-of-fit tests in balanced mixed models pp. 1378-1387

Weixing Song and Juan Du

Probabilistic representation and approximation for coupled systems of variational inequalities pp. 1388-1396

Romuald Elie and Idris Kharroubi

A note on the properties of the reproductive dispersion model pp. 1397-1404

Tian Xia and Yuebao Wang

Sharp maximal bound for continuous martingales pp. 1405-1408

Ose[combining cedilla]kowski, Adam

A note on multivariate location and scatter statistics for sparse data sets pp. 1409-1413

David E. Tyler

A note on the universal consistency of the kernel distribution function estimator pp. 1414-1419

José E. Chacón and Alberto Rodríguez-Casal

Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models pp. 1420-1430

Jinyu Li, Wei Liang, Shuyuan He and Xianbin Wu

A note on pooling of labels in random fields pp. 1431-1436

M.N.M. Van Lieshout and R.S. Stoica

The uniform laws of large numbers for the tent map pp. 1437-1441

Jongsig Bae, Changha Hwang and Doobae Jun

The almost-sure population growth rate in branching Brownian motion with a quadratic breeding potential pp. 1442-1446

J. Berestycki, É. Brunet, J.W. Harris and S.C. Harris

Robust quantile estimation and prediction for spatial processes pp. 1447-1458

Sophie Dabo-Niang and Baba Thiam

A class of semiparametric rank-based tests for right-truncated data pp. 1459-1466

Pao-sheng Shen

Volume 80, issue 15-16, 2010

Strong consistency of kernel estimates of regression function under dependence pp. 1147-1156

Harro Walk

Patterns generated by -order Markov chains pp. 1157-1166

Evan Fisher and Shiliang Cui

The convergence of the Rényi entropy of the normalized sums of IID random variables pp. 1167-1173

Hongfei Cui and Yiming Ding

About conditional masking probability models pp. 1174-1179

Qiqing Yu, Hao Qin and Jiaping Wang

The central limit theorem and ergodicity pp. 1180-1184

Yingxuan Niu and Yi Wang

On a robust local estimator for the scale function in heteroscedastic nonparametric regression pp. 1185-1195

Graciela Boente, Marcelo Ruiz and Ruben H. Zamar

Gluing and coupling pp. 1196-1199

Shun-Xiang Ouyang

Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions pp. 1200-1209

Gabriele Stabile and Giovanni Luca Torrisi

Testing for lack of dependence between functional variables pp. 1210-1217

Jean Gérard Aghoukeng Jiofack and Guy Martial Nkiet

Controlling a stopped diffusion process to reach a goal pp. 1218-1222

Cloud Makasu

Some limit properties for the mth-order nonhomogeneous Markov chains indexed by an m rooted Cayley tree pp. 1223-1233

Zhiyan Shi and Weiguo Yang

A note on some algorithms for the Gibbs posterior pp. 1234-1241

Kun Chen, Wenxin Jiang and Martin A. Tanner

Marginal longitudinal semiparametric regression via penalized splines pp. 1242-1252

M. Al Kadiri, R.J. Carroll and M.P. Wand

Hybrid bootstrap for mapping quantitative trait loci pp. 1253-1259

Hokeun Sun, Robert W. Keener and Dong-Yun Kim

A note on asymptotic approximations of inverse moments of nonnegative random variables pp. 1260-1264

Xiaoping Shi, Yuehua Wu and Yu Liu

Volume 80, issue 13-14, 2010

On the density of the sum of two independent Student t-random vectors pp. 1043-1055

C. Berg and C. Vignat

Consistency of random survival forests pp. 1056-1064

Hemant Ishwaran and Udaya B. Kogalur

A method for resolving ties in asymptotic relative efficiency pp. 1065-1069

Travis A. Gerke and Ronald H. Randles

On the residual dependence index of elliptical distributions pp. 1070-1078

Enkelejd Hashorva

Exact bounds on the probability of at least k successes in n exchangeable Bernoulli trials as a function of correlation coefficients pp. 1079-1084

Alexander Zaigraev and Serguei Kaniovski

Some criteria on pth moment stability of impulsive stochastic functional differential equations pp. 1085-1092

Shiguo Peng and Baoguo Jia

The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions pp. 1093-1102

Christopher S. Withers and Saralees Nadarajah

Diversity analysis in multiple-choice questionnaires pp. 1103-1110

Haizhen Wu and Giorgi Kvizhinadze

Lower limits and upper limits for tails of random sums supported on pp. 1111-1120

Changjun Yu, Yuebao Wang and Zhaolei Cui

Diffusion approximation of birth-death processes: Comparison in terms of large deviations and exit points pp. 1121-1127

Khashayar Pakdaman, Michèle Thieullen and Gilles Wainrib

Weak type inequalities for vector-valued martingales pp. 1128-1135

Yong Jiao and Lihua Peng

Generalizing a theorem of Katz pp. 1136-1140

Aurel Spataru

A note on stochastic integrals as L2-curves pp. 1141-1145

Stefan Tappe

Volume 80, issue 11-12, 2010

Identifiability conditions for covariate effects model on survival times under informative censoring pp. 911-915

A. Adam Ding

On the supremum of certain families of stochastic processes pp. 916-921

Wenbo V. Li, Natesh S. Pillai and Robert L. Wolpert

On asymptotic convergence of the block-iterative Fisher scoring algorithm pp. 922-925

Malcolm Hudson and Jun Ma

Two-level fractional factorial designs in blocks of size two for the orthogonal estimation of all main effects and two-factor interactions pp. 926-931

Mike Jacroux

The distribution of partially exchangeable random variables pp. 932-938

Hanxiang Peng, Xin Dang and Xueqin Wang

Characterization of multinomial exponential families by generalized variance pp. 939-944

Abdelaziz Ghribi and Afif Masmoudi

Some stochastic comparisons in series systems with active redundancy pp. 945-949

José E. Valdés, Gerardo Arango, Romulo I. Zequeira and Gerandy Brito

Examples of optimal prediction in the infinite horizon case pp. 950-957

Albert Cohen

Estimating the principal stratum direct effect when the total effects are consistent between two standard populations pp. 958-961

Yasutaka Chiba

Finite and infinite time interval BSDEs with non-Lipschitz coefficients pp. 962-968

ShengJun Fan and Long Jiang

Ordering properties of convolutions of heterogeneous Erlang and Pascal random variables pp. 969-974

Peng Zhao and N. Balakrishnan

Functional limit theorems for linear processes in the domain of attraction of stable laws pp. 975-981

Marta Tyran-Kaminska

Descriptive measures for nominal categorical variables pp. 982-989

Atanu Biswas and Saumen Mandal

A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation pp. 990-996

Xue Wang and Stephen G. Walker

A modification of profile empirical likelihood for the exponential-tilt model pp. 997-1004

Kazuhisa Inagaki and Fumiyasu Komaki

The generalized linear exponential distribution pp. 1005-1014

M.A.W. Mahmoud and Farouq Mohammad A. Alam

On an asymptotic distribution of dependent random variables on a 3-dimensional lattice pp. 1015-1021

Danielle J. Harvey, Qian Weng and Laurel A. Beckett

Empirical likelihood method for intermediate quantiles pp. 1022-1029

Zhouping Li, Yun Gong and Liang Peng

Parameter estimation for fractional Ornstein-Uhlenbeck processes pp. 1030-1038

Yaozhong Hu and David Nualart

Chebyshev's inequality for Hilbert-space-valued random elements pp. 1039-1042

B.L.S. Prakasa Rao

Volume 80, issue 9-10, 2010

A limit theorem for random sums modulo 1 pp. 747-751

Zbigniew S. Szewczak

Characterization of distributions through failure rate and mean residual life functions pp. 752-755

Asok K. Nanda

Strong laws of large numbers for random fields in martingale type p Banach spaces pp. 756-763

Le Van Dung and Nguyen Duy Tien

On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity pp. 764-770

Leonid Rozovsky

Limit theorems for projections of random walk on a hypersphere pp. 771-778

Max Skipper

An extension of cusp estimation problem in ergodic diffusion processes pp. 779-783

Takayuki Fujii

Tail dependence for two skew t distributions pp. 784-791

Thomas Fung and Eugene Seneta

A new proof that the product of three or more exponential random variables is moment-indeterminate pp. 792-796

Sofiya Ostrovska and Jordan Stoyanov

On generalized mean residual life of record values pp. 797-806

Chanchal Kundu and Asok K. Nanda

The Kullback information criterion for mixture regression models pp. 807-815

Bezza Hafidi and Abdallah Mkhadri

A clustering-based discretization for supervised learning pp. 816-824

Ankit Gupta, Kishan G. Mehrotra and Chilukuri Mohan

Comparison of length-intensity estimators for segment processes pp. 825-833

Zbynek Pawlas and Ondrej Honzl

On system reliability in stress-strength setup pp. 834-839

Serkan EryIlmaz

Polar sets for anisotropic Gaussian random fields pp. 840-847

Jakob Söhl

Some properties of the residual lifetime of progressively Type-II right censored order statistics pp. 848-859

Marzieh Hashemi, Mahdi Tavangar and Majid Asadi

On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables pp. 860-863

M. Sreehari

On L[infinity] convergence of Neumann series approximation in missing data problems pp. 864-873

Hua Yun Chen

On the conditional and unconditional distributions of the number of success runs on a circle with applications pp. 874-885

Kiyoshi Inoue and Sigeo Aki

A quantile based test for comparing cumulative incidence functions of competing risks models pp. 886-891

P.G. Sankaran, N. Unnikrishnan Nair and E.P. Sreedevi

Asymptotic skewness in Birnbaum-Saunders nonlinear regression models pp. 892-898

Artur J. Lemonte and Gauss M. Cordeiro

On the Kolmogorov-Feller law for exchangeable random variables pp. 899-902

George Stoica and Deli Li

On the existence of solutions to BSDEs with generalized uniformly continuous generators pp. 903-909

Dejian Tian, Long Jiang and Matt Davison

Corrigendum to: "On matricial measures of dependence in vector ARCH models with applications to diagnostic checking" [Statist. Probab. Lett. 68 (2004) 149-160] pp. 910-910

Pierre Duchesne

Volume 80, issue 7-8, 2010

A note on assessing agreement for frailty models pp. 527-533

Ying Guo and Amita K. Manatunga

Distribution of extremal order statistics from large subsets of concomitants pp. 534-539

Ke Wang and H.N. Nagaraja

Local adaptive smoothing in kernel regression estimation pp. 540-547

Qi Zheng, K.B. Kulasekera and Colin Gallagher

A note on the performance of the gamma kernel estimators at the boundary pp. 548-557

Shunpu Zhang

Asymptotics for increments of stopped renewal processes pp. 558-565

Allan Gut and Josef Steinebach

Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion pp. 566-572

Maria Jolis and Noèlia Viles

On the structure of generalized threshold arch processes pp. 573-580

E. Gonçalves and N. Mendes-Lopes

Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing pp. 581-586

M. Bolbolian Ghalibaf, V. Fakoor and H.A. Azarnoosh

Some maximal inequalities for quadratic forms of negative superadditive dependence random variables pp. 587-591

N. Eghbal, M. Amini and A. Bozorgnia

Further comments on the representation problem for stationary processes pp. 592-596

Stéphane Laurent

A generalized penalty function in the Sparre-Andersen risk model with two-sided jumps pp. 597-607

Zhimin Zhang and Hu Yang

On the non-equilibrium density of geometric mean reversion pp. 608-611

Zhaojun Yang and Christian-Oliver Ewald

An asymptotic expansion for the tail of compound sums of Burr distributed random variables pp. 612-620

Dominik Kortschak and Hansjörg Albrecher

Doubly robust semiparametric estimation for the missing censoring indicator model pp. 621-630

Sundarraman Subramanian and Dipankar Bandyopadhyay

A note on the geometric ergodicity of a nonlinear AR-ARCH model pp. 631-638

Mika Meitz and Pentti Saikkonen

The AU algorithm for estimating equations in the presence of missing data pp. 639-647

Huixiu Zhao, Wen-Qing Ma and Jianhua Guo

Minimum-norm estimation for a bi-exponential survival model pp. 648-653

Yuval Nov and Ori Davidov

On reversed hazard rate in general mixture models pp. 654-661

Xiaohu Li, Gaofeng Da and Peng Zhao

Ruin probability in a one-sided linear model with constant interest rate pp. 662-669

Jiangyan Peng and Jin Huang

Compatibility of conditionally specified models pp. 670-677

Hua Yun Chen

Logarithmic estimates for nonsymmetric martingale transforms pp. 678-682

Ose[combining cedilla]kowski, Adam

Dominated concentration pp. 683-689

Andreas Maurer

A note on the doubly reflected backward stochastic differential equations driven by a Lévy process pp. 690-696

Xiliang Fan, Yong Ren and Dongjin Zhu

Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes pp. 697-705

Mark Veillette and Murad S. Taqqu

Generalized incomplete Trojan-type designs pp. 706-710

Seema Jaggi, Cini Varghese, Eldho Varghese and V.K. Sharma

Ordered properties on the residual life and inactivity time of (n-k+1)-out-of-n systems under double monitoring pp. 711-717

Zhengcheng Zhang and Yonghong Yang

Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models pp. 718-725

Andréa V. Rocha, Alexandre B. Simas and Gauss M. Cordeiro

Robust inference strategy in the presence of measurement error pp. 726-732

S. Ejaz Ahmed, Abdulkadir Hussein and Sévérien Nkurunziza

Coverage probabilities of simultaneous confidence bands and regions for log-location-scale distributions pp. 733-738

Yili Hong, Luis A. Escobar and William Q. Meeker

Comparing extreme models when the sign of the extreme value index is known pp. 739-746

Deyuan Li and Liang Peng

Volume 80, issue 5-6, 2010

A note on the path to extinction of critical Markov branching processes pp. 263-269

Xiaowei Wu and Marek Kimmel

Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing pp. 270-276

Karol Binkowski and Andrzej Kozek

On the first passage problem for correlated Brownian motion pp. 277-284

Adam Metzler

Complete moment convergence of moving average processes under [phi]-mixing assumptions pp. 285-292

Xingcai Zhou

A simple characterization of Student's t3 distribution pp. 293-295

I. Akhundov and V.B. Nevzorov

On the collision local time of sub-fractional Brownian motions pp. 296-308

Litan Yan and Guangjun Shen

On numbers of observations near randomly indexed order statistics pp. 309-317

Anna Dembinska

Strong uniform consistency of kernel density estimators under a censored dependent model pp. 318-323

V. Fakoor

Successive approximation of neutral functional stochastic differential equations with jumps pp. 324-332

Brahim Boufoussi and Salah Hajji

Evaluations of the mean residual lifetime of an m-out-of-n system pp. 333-342

Mohammad Z. Raqab

The discovery of mean square error consistency of a ridge estimator pp. 343-347

June Luo

A weak limit theorem for generalized multifractional Brownian motion pp. 348-356

Hongshuai Dai and Yuqiang Li

The Pickands representation of survival Marshall-Olkin copulas pp. 357-360

Jan-Frederik Mai and Matthias Scherer

A note on the cross-covariance operator and on congruence relations for Hilbert space valued stochastic processes pp. 361-365

David King

On a multi-threshold compound Poisson process perturbed by diffusion pp. 366-375

Ilie-Radu Mitric, Kristina P. Sendova and Cary Chi-Liang Tsai

Consistency of multivariate log-concave density estimators pp. 376-380

Dominic Schuhmacher and Lutz Dümbgen

On the optimal amount of experimentation in sequential decision problems pp. 381-385

Dinah Rosenberg, Eilon Solan and Nicolas Vieille

A queuing system with time varying rates pp. 386-389

Allen Flick and Ming Liao

Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence pp. 390-402

Haiyan Wang, James Higgins and Dale Blasi

Shape-restricted inference for Lorenz curves using duality theory pp. 403-412

Darinka Dentcheva and Spiridon Penev

Some remarks on Lp dispersion orderings pp. 413-420

Miguel López-Díaz

Quasi-martingales with a linearly ordered index set pp. 421-426

Gianluca Cassese

On the classical risk model with credit and debit interests under absolute ruin pp. 427-436

Chunwei Wang, Chuancun Yin and Erqiang Li

Detecting finiteness in the right endpoint of light-tailed distributions pp. 437-444

Cláudia Neves and António Pereira

Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution pp. 445-451

A. Jamalizadeh, N. Balakrishnan and Mehdi Salehi

Exponential inequalities and inverse moment for NOD sequence pp. 452-461

Xuejun Wang, Shuhe Hu, Wenzhi Yang and Nengxiang Ling

The closure of the convolution equivalent distribution class under convolution roots with applications to random sums pp. 462-472

Changjun Yu, Yuebao Wang and Yang Yang

On the relationships between copulas of order statistics and marginal distributions pp. 473-479

Jorge Navarro and Fabio Spizzichino

On the association of sum- and max-stable processes pp. 480-488

Yizao Wang and Stilian A. Stoev

Remarks on the SLLN for linear random fields pp. 489-496

Povilas Banys, Youri Davydov and Vygantas Paulauskas

Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates pp. 497-504

Zhensheng Huang, Zhangong Zhou, Rong Jiang, Weimin Qian and Riquan Zhang

Sanov's theorem in the Wasserstein distance: A necessary and sufficient condition pp. 505-512

Ran Wang, Xinyu Wang and Liming Wu

Sufficient conditions for stochastic equality of two distributions under some partial orders pp. 513-518

B.L.S. Prakasa Rao and Harshinder Singh

Dynkin's formula under the G-expectation pp. 519-526

Xiaoyan Chen

Volume 80, issue 3-4, 2010

Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims pp. 143-154

Yang Yang and Yuebao Wang

Sharpened versions of a Kolmogorov's inequality pp. 155-160

Sergei N. Antonov and Victor M. Kruglov

Semiparametric estimation of survival function when data are subject to dependent censoring and left truncation pp. 161-168

Pao-sheng Shen

Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors pp. 169-176

Weixing Song

An optimal response-adaptive design with dual constraints pp. 177-185

Atanu Biswas and Rahul Bhattacharya

A note on adiabatic theorem for Markov chains pp. 186-190

Yevgeniy Kovchegov

Generalized Peng's g-expectations and related properties pp. 191-195

Feng Hu and Zengjing Chen

Numbers of near-maxima for the bivariate case pp. 196-205

I. Bairamov and A. Stepanov

Hypothesis testing for two discrete populations based on the Hellinger distance pp. 206-214

A. Basu, A. Mandal and L. Pardo

Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution pp. 215-220

Hisayuki Tsukuma

No-information secretary problems with cardinal payoffs and Poisson arrivals pp. 221-227

Elzbieta Z. Ferenstein and Anna Krasnosielska

On the asymptotic behavior of general projection-pursuit estimators under the common principal components model pp. 228-235

Graciela Boente, Julieta Molina and Mariela Sued

Consistent density deconvolution under partially known error distribution pp. 236-241

Maik Schwarz and Sebastien Van Bellegem

Simulating the Dickman distribution pp. 242-247

Luc Devroye and Omar Fawzi

Generalized continuous isotonic regression pp. 248-253

Piet Groeneboom and Geurt Jongbloed

Least squares approximation with a diverging number of parameters pp. 254-261

Chenlei Leng and Bo Li

Volume 80, issue 2, 2010

A sharp minimax lower bound for the nonparametric estimation of Sobolev densities of order pp. 77-81

Sam Efromovich

Stigler's approach to recovering the distribution of first significant digits in natural data sets pp. 82-88

Joanne Lee, Wendy K. Tam Cho and George Judge

A generalized regression model for a binary response pp. 89-95

Maria Kateri and Alan Agresti

Centered and non-centered principal component analyses in the frequency domain pp. 96-103

A. Boudou, E.N. Cabral and Y. Romain

Occupation times and Bessel densities pp. 104-110

Yevgeniy Kovchegov, Nick Meredith and Eyal Nir

Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data pp. 111-121

Hu Yang and Tingting Li

Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process pp. 122-127

Aliou Diop and Armel Fabrice Yode

Marcus-Talpaz simultaneous lower confidence bounds for contrasts between treatment and control means pp. 128-133

Kane Nashimoto and F.T. Wright

On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring pp. 134-142

C.Y. Robert

Volume 80, issue 1, 2010

Tests for normality in classes of skew-t alternatives pp. 1-8

Cinzia Carota

A method for obtaining Laplace transforms of order statistics of Erlang random variables pp. 9-18

M. Hlynka, P.H. Brill and W. Horn

Some applications of indicator function in two-level factorial designs pp. 19-25

Zujun Ou and Hong Qin

Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations pp. 26-33

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

Large deviations in testing Jacobi model pp. 34-41

Shoujiang Zhao and Fuqing Gao

Sensitivity analysis for averaged asset price dynamics with gamma processes pp. 42-49

Reiichiro Kawai and Atsushi Takeuchi

Impulsive-integral inequality and exponential stability for stochastic partial differential equations with delays pp. 50-56

Huabin Chen

A note on the existence of the posteriors for one-way random effect probit models pp. 57-62

Xiaoyan Lin and Dongchu Sun

A fast and simple algorithm for finding the modes of a multinomial distribution pp. 63-68

W.T.J. White and M.D. Hendy

Testing independence of two autocorrelated binary time series pp. 69-75

Cheng Chou and Chia-Shang J. Chu