Table of contents for issues of Statistics & Probability Letters

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Volume 35, Number 1, August 15, 1997
Volume 38, Number 1, May 15, 1998
Volume 43, Number 1, May 15, 1999
Volume 46, Number 1, January 1, 2000
Volume 46, Number 2, January 15, 2000
Volume 46, Number 3, February 1, 2000
Volume 46, Number 4, February 15, 2000
Volume 47, Number 1, March 15, 2000
Volume 47, Number 2, April 1, 2000
Volume 47, Number 3, April 15, 2000
Volume 47, Number 4, May 1, 2000
Volume 48, Number 1, May 15, 2000
Volume 48, Number 2, June 15, 2000
Volume 48, Number 3, July 1, 2000
Volume 48, Number 4, July 15, 2000
Volume 49, Number 1, August 1, 2000
Volume 49, Number 2, August 15, 2000
Volume 49, Number 3, September 15, 2000
Volume 49, Number 4, October 1, 2000
Volume 50, Number 1, October 15, 2000
Volume 50, Number 2, November 1, 2000
Volume 50, Number 3, November 15, 2000
Volume 50, Number 4, December 1, 2000
Volume 51, Number 1, January 1, 2001
Volume 51, Number 2, January 15, 2001
Volume 51, Number 3, February 1, 2001
Volume 51, Number 4, February 15, 2001
Volume 52, Number 1, March 15, 2001
Volume 52, Number 2, April 1, 2001
Volume 52, Number 3, April 15, 2001
Volume 52, Number 4, May 1, 2001
Volume 53, Number 1, May 15, 2001
Volume 53, Number 2, June 1, 2001
Volume 53, Number 3, June 15, 2001
Volume 53, Number 4, July 1, 2001
Volume 54, Number 1, August 1, 2001
Volume 54, Number 2, September 15, 2001
Volume 54, Number 3, October 1, 2001
Volume 54, Number 4, October 15, 2001
Volume 55, Number 1, November 1, 2001
Volume 55, Number 2, November 15, 2001
Volume 55, Number 3, December 1, 2001
Volume 55, Number 4, December 15, 2001
Volume 56, Number 1, January 1, 2002
Volume 56, Number 2, January 15, 2002
Volume 56, Number 3, February 1, 2002
Volume 56, Number 4, February 15, 2002
Volume 57, Number 1, March 1, 2002
Volume 57, Number 2, April 1, 2002
Volume 57, Number 3, April 15, 2002
Volume 57, Number 4, May 1, 2002
Volume 58, Number 1, May 15, 2002
Volume 58, Number 2, June 1, 2002
Volume 58, Number 3, July 1, 2002
Volume 58, Number 4, July 15, 2002
Volume 59, Number 1, August 15, 2002
Volume 59, Number 2, September 1, 2002
Volume 59, Number 3, October 1, 2002
Volume 59, Number 4, October 15, 2002
Volume 60, Number 1, November 1, 2002
Volume 60, Number 2, November 15, 2002
Volume 60, Number 3, December 1, 2002
Volume 60, Number 4, December 15, 2002
Volume 61, Number 1, January 1, 2003
Volume 61, Number 2, January 15, 2003
Volume 61, Number 3, February 1, 2003
Volume 61, Number 4, February 15, 2003
Volume 62, Number 1, March 15, 2003
Volume 62, Number 2, April 1, 2003
Volume 62, Number 3, April 15, 2003
Volume 62, Number 4, May 1, 2003
Volume 63, Number 1, May 15, 2003
Volume 63, Number 2, June 15, 2003
Volume 63, Number 3, July 1, 2003
Volume 63, Number 4, July 15, 2003
Volume 64, Number 1, August 1, 2003
Volume 64, Number 2, August 15, 2003
Volume 64, Number 3, September 15, 2003
Volume 64, Number 4, October 1, 2003
Volume 65, Number 1, October 15, 2003
Volume 65, Number 2, November 1, 2003
Volume 65, Number 3, November 15, 2003
Volume 65, Number 4, December 15, 2003
Volume 66, Number 1, January 1, 2004
Volume 66, Number 2, January 15, 2004
Volume 66, Number 3, February 15, 2004
Volume 66, Number 4, March 1, 2004
Volume 67, Number 1, March 15, 2004
Volume 67, Number 2, April 1, 2004
Volume 67, Number 3, April 15, 2004
Volume 67, Number 4, May 1, 2004
Volume 68, Number 1, June 1, 2004
Volume 68, Number 2, June 15, 2004
Volume 68, Number 3, July 1, 2004
Volume 68, Number 4, July 15, 2004
Volume 69, Number 1, August 1, 2004
Volume 69, Number 2, August 15, 2004
Volume 69, Number 3, September 15, 2004
Volume 69, Number 4, October 1, 2004
Volume 70, Number 1, October 15, 2004
Volume 70, Number 2, November 15, 2004
Volume 70, Number 3, December 1, 2004
Volume 70, Number 4, December 15, 2004
Volume 71, Number 1, January 1, 2005
Volume 71, Number 2, February 15, 2005
Volume 71, Number 3, March 1, 2005
Volume 71, Number 4, March 15, 2005
Volume 72, Number 1, April 1, 2005
Volume 72, Number 2, April 15, 2005
Volume 72, Number 3, May 1, 2005
Volume 72, Number 4, May 15, 2005
Volume 73, Number 1, June 1, 2005
Volume 73, Number 2, June 15, 2005
Volume 73, Number 3, July 1, 2005
Volume 73, Number 4, July 15, 2005
Volume 74, Number 1, August 1, 2005
Volume 74, Number 2, September 1, 2005
Volume 74, Number 3, October 1, 2005
Volume 74, Number 4, October 15, 2005
Volume 75, Number 1, November 1, 2005
Volume 75, Number 2, November 15, 2005
Volume 75, Number 3, December 1, 2005
Volume 75, Number 4, December 15, 2005
Volume 76, Number 1, January 1, 2006
Volume 76, Number 2, January 15, 2006
Volume 76, Number 3, February 1, 2006
Volume 76, Number 4, February 15, 2006
Volume 76, Number 5, March 1, 2006
Volume 76, Number 6, March 15, 2006
Volume 76, Number 7, April 1, 2006
Volume 76, Number 8, April 15, 2006
Volume 76, Number 9, May 1, 2006
Volume 76, Number 10, May 15, 2006
Volume 76, Number 11, June 1, 2006
Volume 76, Number 12, July 1, 2006
Volume 76, Number 13, July 15, 2006
Volume 76, Number 14, August 1, 2006
Volume 76, Number 15, September 1, 2006
Volume 76, Number 16, October 1, 2006
Volume 76, Number 17, November 1, 2006
Volume 76, Number 18, December 1, 2006
Volume 77, Number 1, January 1, 2007
Volume 77, Number 2, January 15, 2007
Volume 77, Number 3, February 1, 2007
Volume 77, Number 4, February 15, 2007
Volume 77, Number 5, March 1, 2007
Volume 77, Number 6, March 15, 2007
Volume 77, Number 7, April 1, 2007
Volume 77, Number 8, April 15, 2007
Volume 77, Number 9, May, 2007
Volume 77, Number 10, June 1, 2007
Volume 77, Number 11, June 15, 2007
Volume 77, Number 12, July 1, 2007
Volume 77, Number 13, July 15, 2007
Volume 77, Number 14, August, 2007
Volume 77, Number 15, September, 2007
Volume 77, Number 16, October, 2007
Volume 77, Number 17, November, 2007
Volume 77, Number 18, December, 2007
Volume 78, Number 1, January, 2008
Volume 78, Number 2, February 1, 2008
Volume 78, Number 3, February 15, 2008
Volume 78, Number 4, March, 2008
Volume 78, Number 5, April 1, 2008
Volume 78, Number 6, April 15, 2008
Volume 78, Number 7, May, 2008
Volume 78, Number 8, June 1, 2008
Volume 78, Number 9, July 15, 2008
Volume 78, Number 10, August 1, 2008
Volume 78, Number 11, August 15, 2008
Volume 78, Number 12, September 1, 2008
Volume 78, Number 13, September 15, 2008
Volume 78, Number 14, October 1, 2008
Volume 78, Number 15, October 15, 2008
Volume 78, Number 16, November, 2008
Volume 78, Number 17, December 1, 2008
Volume 78, Number 18, December 15, 2008
Volume 79, Number 1, January 1, 2009
Volume 79, Number 2, January 15, 2009
Volume 79, Number 3, February 1, 2009
Volume 79, Number 4, February 15, 2009
Volume 79, Number 5, March 1, 2009
Volume 79, Number 6, March 15, 2009
Volume 79, Number 7, April 1, 2009
Volume 79, Number 8, April 15, 2009
Volume 79, Number 9, May 1, 2009
Volume 79, Number 10, May 15, 2009
Volume 79, Number 11, June 1, 2009
Volume 79, Number 12, June 15, 2009
Volume 79, Number 13, July 1, 2009
Volume 79, Number 14, July 15, 2009
Volume 79, Number 15, August 1, 2009
Volume 79, Number 16, August 15, 2009
Volume 79, Number 17, September 1, 2009
Volume 79, Number 18, September 15, 2009
Volume 79, Number 19, October 1, 2009
Volume 79, Number 20, October 15, 2009
Volume 79, Number 21, November 1, 2009
Volume 79, Number 22, November 15, 2009
Volume 79, Number 23, December 1, 2009
Volume 79, Number 24, December 15, 2009
Volume 80, Number 9--10, May 1--15, 2010
Volume 81, Number 8, August, 2011
Volume 81, Number 12, December, 2011
Volume 82, Number 5, May, 2012
Volume 83, Number 8, August, 2013
Volume &, Number Letters, November 1--300, 2015


Statistics & Probability Letters
Volume 35, Number 1, August 15, 1997

                   Gwo Dong Lin   On the moment problems . . . . . . . . . 85--90


Statistics & Probability Letters
Volume 38, Number 1, May 15, 1998

                   T.-C. Hu and   
                  D. Szynal and   
                  A. I. Volodin   A note on complete convergence for
                                  arrays . . . . . . . . . . . . . . . . . 27--31


Statistics & Probability Letters
Volume 43, Number 1, May 15, 1999

  José Luis Palacios and   
   José Miguel Renom and   
             Pedro Berrizbeitia   Random walks on edge-transitive graphs
                                  (II) . . . . . . . . . . . . . . . . . . 25--32


Statistics & Probability Letters
Volume 46, Number 1, January 1, 2000

                    Qi-Hua Wang   Moment and probability inequalities for
                                  the bivariate product-limit estimator    1--12
                Murray D. Burke   Multivariate tests-of-fit and uniform
                                  confidence bands using a weighted
                                  bootstrap  . . . . . . . . . . . . . . . 13--20
              Thomas H. Scheike   Comparison of non-parametric regression
                                  functions through their cumulatives  . . 21--32
            Wataru Yamamoto and   
                Nobuo Shinozaki   On uniqueness of two principal points
                                  for univariate location mixtures . . . . 33--42
               Wolfgang Stummer   On Novikov and arbitrage properties of
                                  multidimensional diffusion processes
                                  with exploding drift . . . . . . . . . . 43--51
                    Sanjib Basu   Uniform stability of posteriors  . . . . 53--58
            Nian-Sheng Tang and   
               Bo-Cheng Wei and   
                   Xue-Ren Wang   Influence diagnostics in nonlinear
                                  reproductive dispersion models . . . . . 59--68
                    Jianguo Sun   A note on principal component analysis
                                  for multi-dimensional data . . . . . . . 69--73
  Agustín G. Nogales and   
       José A. Oyola and   
            Paloma Pérez   On conditional independence and the
                                  relationship between sufficiency and
                                  invariance under the Bayesian point of
                                  view . . . . . . . . . . . . . . . . . . 75--84
             Michael R. Kosorok   Monte Carlo error estimation for
                                  multivariate Markov chains . . . . . . . 85--93
                  Chris D. Orme   On the sensitivity of the overdispersion
                                  test in a Weibull model  . . . . . . . . 95--100
                  I. S. Borisov   A note on Poisson approximation of
                                  rescaled set-indexed empirical processes 101--103

Statistics & Probability Letters
Volume 46, Number 2, January 15, 2000

                  Z. D. Bai and   
                Philip E. Cheng   Marcinkiewicz strong laws for linear
                                  statistics . . . . . . . . . . . . . . . 105--112
               Kai-Tai Fang and   
                  Zhen-Hai Yang   On uniform design of experiments with
                                  restricted mixtures and generation of
                                  uniform distribution on some domains . . 113--120
                     Oesook Lee   On probabilistic properties of nonlinear
                                  ARMA(p, q) models  . . . . . . . . . . . 121--131
                Ja-Yong Koo and   
             Charles Kooperberg   Logspline density estimation for binned
                                  data . . . . . . . . . . . . . . . . . . 133--147
Hortensia López-García and   
Miguel López-Díaz and   
       María Angeles Gil   Interval-valued quantification of the
                                  inequality associated with a random set  149--159
               Michel Blais and   
           Brenda MacGibbon and   
                       Roch Roy   Limit theorems for regression models of
                                  time series of counts  . . . . . . . . . 161--168
              Zengjing Chen and   
                     Shige Peng   A general downcrossing inequality for
                                  $g$-martingales  . . . . . . . . . . . . 169--175
               Dug Hun Hong and   
Manuel Ordóñez Cabrera and   
               Soo Hak Sung and   
              Andrei I. Volodin   On the weak law for randomly indexed
                                  partial sums for arrays of random
                                  elements in martingale type $p$ Banach
                                  spaces . . . . . . . . . . . . . . . . . 177--185
                         J. Yao   On constrained simulation and
                                  optimization by Metropolis chains  . . . 187--193
                   Seong W. Kim   Intrinsic priors for testing exponential
                                  means  . . . . . . . . . . . . . . . . . 195--201
              Wei-Shih Yang and   
                    David Klein   An ``FKG equality'' with applications to
                                  random environments  . . . . . . . . . . 203--209

Statistics & Probability Letters
Volume 46, Number 3, February 1, 2000

                  T. Dunker and   
                   W. V. Li and   
                       W. Linde   Small ball probabilities for integrals
                                  of weighted Brownian motion  . . . . . . 211--216
                J. L. Geluk and   
                     Liang Peng   An adaptive optimal estimate of the tail
                                  index for MA(l) time series  . . . . . . 217--227
                  Xiaohu Li and   
                   Zehui Li and   
                   Bing-Yi Jing   Some results about the NBUC class of
                                  life distributions . . . . . . . . . . . 229--237
                  Marco Muselli   Useful inequalities for the longest run
                                  distribution . . . . . . . . . . . . . . 239--249
                 Ben Hansen and   
                     Jim Pitman   Prediction rules for exchangeable
                                  sequences related to species sampling    251--256
         Baha-Eldin Khaledi and   
                 Subhash Kochar   On dispersive ordering between order
                                  statistics in one-sample and two-sample
                                  problems . . . . . . . . . . . . . . . . 257--261
         Rameshwar D. Gupta and   
         Donald St. P. Richards   Radix expansions and the uniform
                                  distribution . . . . . . . . . . . . . . 263--270
                Shlomo Levental   Permutations, signs and the Brownian
                                  bridge . . . . . . . . . . . . . . . . . 271--276
                Idzi Siatkowski   Some properties of multi-way block
                                  designs  . . . . . . . . . . . . . . . . 277--282
            Constance van Eeden   Minimax estimation of a lower-bounded
                                  scale parameter of an $F$ distribution   283--286
                   Zhiyi Du and   
               Douglas P. Wiens   Jackknifing, weighting, diagnostics and
                                  variance estimation in generalized
                                  $M$-estimation . . . . . . . . . . . . . 287--299
            Ramesh C. Gupta and   
                Pushpa L. Gupta   On the crossings of reliability measures 301--305
                   Holger Dette   On a nonparametric test for linear
                                  relationships  . . . . . . . . . . . . . 307--316

Statistics & Probability Letters
Volume 46, Number 4, February 15, 2000

          Gauss M. Cordeiro and   
       Silvia L. P. Ferrari and   
      Miguel A. Uribe-Opazo and   
       Klaus L. P. Vasconcellos   Corrected maximum-likelihood estimation
                                  in a class of symmetric nonlinear
                                  regression models  . . . . . . . . . . . 317--328
                     C. T. Liao   Orthogonal parallel-flats designs for
                                  hierarchical models  . . . . . . . . . . 329--335
          V. G. S. Vasdekis and   
                A. Trichopoulou   Nonparametric estimation of individual
                                  food availability along with bootstrap
                                  confidence intervals in household budget
                                  surveys  . . . . . . . . . . . . . . . . 337--345
                 R. Liptser and   
                    V. Spokoiny   Deviation probability bound for
                                  martingales with applications to
                                  statistical estimation . . . . . . . . . 347--357
                  C. D. Lai and   
                         M. Xie   A new family of positive quadrant
                                  dependent bivariate distributions  . . . 359--364
                 Ornella Arcudi   On convergences of probability measures
                                  in different Prohorov-type metrics . . . 365--369
               Teresa Kowalczyk   Link between grade measures of
                                  dependence and of separability in pairs
                                  of conditional distributions . . . . . . 371--379
                Gary W. Oehlert   Student--Newman--Kuels controls the
                                  false discovery rate . . . . . . . . . . 381--383
            Rebecca A. Betensky   Redistribution algorithms for censored
                                  data . . . . . . . . . . . . . . . . . . 385--389
               Jae-Chun Kim and   
           Alexander Korostelev   Rates of convergence for the sup-norm
                                  risk in image models under sequential
                                  designs  . . . . . . . . . . . . . . . . 391--399
     F. Javier López and   
                   Gerardo Sanz   Stochastic comparisons for general
                                  probabilistic cellular automata  . . . . 401--410
                Xiaoping Su and   
             Sylvan Wallenstein   New approximations for the distribution
                                  of the $r$-scan statistic  . . . . . . . 411--419
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 421--422


Statistics & Probability Letters
Volume 47, Number 1, March 15, 2000

              Dong Wan Shin and   
                Seuck Heun Song   Asymptotic efficiency of the OLSE for
                                  polynomial regression models with
                                  spatially correlated errors  . . . . . . 1--10
                   Jack Jie Dai   A result regarding convergence of random
                                  logistic maps  . . . . . . . . . . . . . 11--14
 Ömer Öztürk and   
               Douglas A. Wolfe   Alternative ranked set sampling
                                  protocols for the sign test  . . . . . . 15--23
                 Ai Hua Fan and   
               Narn-Rueih Shieh   Multifractal spectra of certain random
                                  Gibbs measures . . . . . . . . . . . . . 25--31
          Claude Bélisle   Slow hit-and-run sampling  . . . . . . . 33--43
                Chikara Uno and   
                  Eiichi Isogai   Sequential estimation of a linear
                                  combination of means . . . . . . . . . . 45--52
Miguel A. Gómez-Villegas and   
                      Luis Sanz   $ \epsilon $-contaminated priors in
                                  testing point null hypothesis: a
                                  procedure to determine the prior
                                  probability  . . . . . . . . . . . . . . 53--60
Clémentine Coulon-Prieur and   
                   Paul Doukhan   A triangular Central Limit Theorem under
                                  a new weak dependence condition  . . . . 61--68
                Abram Kagan and   
              Jacek Weso\lowski   An extension of the Darmois--Skitovitch
                                  theorem to a class of dependent random
                                  variables  . . . . . . . . . . . . . . . 69--73
             Martin L. Hazelton   Marginal density estimation from
                                  incomplete bivariate data  . . . . . . . 75--84
               Cristina Butucea   The adaptive rate of convergence in a
                                  problem of pointwise density estimation  85--90
       Steven N. MacEachern and   
                 Mario Peruggia   Subsampling the Gibbs sampler: variance
                                  reduction  . . . . . . . . . . . . . . . 91--98
                I. H. Dinwoodie   Conditional expectations in network
                                  traffic estimation . . . . . . . . . . . 99--103

Statistics & Probability Letters
Volume 47, Number 2, April 1, 2000

            Mustapha Rachdi and   
                   Rachid Sabre   Consistent estimates of the mode of the
                                  probability density function in
                                  nonparametric deconvolution problems . . 105--114
           Joseph P. Romano and   
                   Michael Wolf   A more general Central Limit Theorem for
                                  $m$-dependent random variables with
                                  unbounded $m$  . . . . . . . . . . . . . 115--124
        Mario Cortina-Borja and   
                  Tony Robinson   Estimating the asymptotic constants of
                                  the total length of Euclidean minimal
                                  spanning trees with power-weighted edges 125--128
                   Songyong Sim   A test for spatial correlation for
                                  binary data  . . . . . . . . . . . . . . 129--134
              K. J. Worsley and   
                  K. J. Friston   A test for a conjunction . . . . . . . . 135--140
       Michael D. deB. Edwardes   Is variance larger if and only if tails
                                  are larger?  . . . . . . . . . . . . . . 141--147
         Ricardo A. Maronna and   
Matías Salibian Barrera and   
         Víctor J. Yohai   Improving bias-robustness of regression
                                  estimates through projections  . . . . . 149--158
                  Z. D. Bai and   
                     Mosuk Chow   A note on sequential estimation of the
                                  size of a population under a general
                                  loss function  . . . . . . . . . . . . . 159--164
                  C. S. Withers   A simple expression for the multivariate
                                  Hermite polynomials  . . . . . . . . . . 165--169
          Paulo M. M. Rodrigues   A note on the application of the DF test
                                  to seasonal data . . . . . . . . . . . . 171--175
   Vilijandas Bagdonavicius and   
                Mikhail Nikulin   On goodness-of-fit for the linear
                                  transformation and frailty models  . . . 177--188
               Paul Kabaila and   
                 Chris J. Lloyd   A computable confidence upper limit from
                                  discrete data with good coverage
                                  properties . . . . . . . . . . . . . . . 189--198
                  Bernhard Klar   A class of tests for exponentiality
                                  against HNBUE alternatives . . . . . . . 199--207
              Tien-Chung Hu and   
                 Andrei Volodin   Addendum to ``A note on complete
                                  convergence for arrays'', Statist.
                                  Probab. Lett. \bf 38 (1) (1998) 27--31   209--211

Statistics & Probability Letters
Volume 47, Number 3, April 15, 2000

              Hironori Fujisawa   Variance stabilizing transformation and
                                  Studentization for estimator of
                                  correlation coefficient  . . . . . . . . 213--217
              Bernard Garel and   
                    Marc Hallin   Rank-based partial autocorrelations are
                                  not asymptotically distribution-free . . 219--227
                   Lynn Kuo and   
                 Tae Young Yang   Bayesian reliability modeling for masked
                                  system lifetime data . . . . . . . . . . 229--241
                        Tong Li   Estimation of nonlinear
                                  errors-in-variables models: a simulated
                                  minimum distance estimator . . . . . . . 243--248
                Peter A. Wright   The cumulative distribution function of
                                  process capability index $ C_{p m} $ . . 249--251
                       Xia Chen   Chung's law for additive functionals of
                                  positive recurrent Markov chains . . . . 253--264
              Subrata Kundu and   
             Suman Majumdar and   
              Kanchan Mukherjee   Central Limit Theorems revisited . . . . 265--275
              Kee-Hoon Kang and   
                Ja-Yong Koo and   
                 Cheol-Woo Park   Kernel estimation of discontinuous
                                  regression functions . . . . . . . . . . 277--285
              Michel Denuit and   
           Claude Lef\`evre and   
                   Moshe Shaked   On the theory of high convexity
                                  stochastic orders  . . . . . . . . . . . 287--293
            Slawomir Kolodynski   A note on the sequence of expected
                                  extremes . . . . . . . . . . . . . . . . 295--300
      José Luis Palacios   A note on circular Markov chains . . . . 301--306
               Xavier Guyon and   
                 Olivier Perrin   Identification of space deformation
                                  using linear and superficial quadratic
                                  variations . . . . . . . . . . . . . . . 307--316

Statistics & Probability Letters
Volume 47, Number 4, May 1, 2000

      Harrison W. Kelly III and   
              Joseph O. Voelkel   Asymptotic-power problems in the
                                  analysis of supersaturated designs . . . 317--324
             W. L. Martinez and   
                   E. J. Wegman   An alternative criterion useful for
                                  finding exact $E$-optimal designs  . . . 325--328
          Anthony Y. C. Kuk and   
                  David J. Nott   A pairwise likelihood approach to
                                  analyzing correlated binary data . . . . 329--335
                   Yudi Pawitan   Computing empirical likelihood from the
                                  bootstrap  . . . . . . . . . . . . . . . 337--345
             M. L. Aggarwal and   
            Mithilesh Kumar Jha   Some constructions for balanced $n$-ary
                                  residual treatment effects designs . . . 347--350
             Edilberto Ruiz and   
                 Fabio H. Nieto   A note on linear combination of
                                  predictors . . . . . . . . . . . . . . . 351--356
             Paul Gustafson and   
                  Nhu D. Le and   
             Marc Vallée   Parametric Bayesian analysis of
                                  case-control data with imprecise
                                  exposure measurements  . . . . . . . . . 357--363
                  Michael Iltis   Sharp asymptotics of large deviations
                                  for general state-space Markov-additive
                                  chains in $ \mathbb {R}^d $  . . . . . . 365--380
           Peter M. Bentler and   
                        Jun Xie   Corrections to test statistics in
                                  principal Hessian directions . . . . . . 381--389
              W\lodzimierz Bryc   Specifying bivariate distributions by
                                  polynomial regressions . . . . . . . . . 391--394
             Makoto Maejima and   
               Ken-iti Sato and   
               Toshiro Watanabe   Distributions of selfsimilar and
                                  semi-selfsimilar processes with
                                  independent increments . . . . . . . . . 395--401
                    Gang Li and   
                    Yanqing Sun   A simulation-based goodness-of-fit test
                                  for survival data  . . . . . . . . . . . 403--410
                 Tadeusz Inglot   On large deviation theorem for
                                  data-driven Neyman's statistic . . . . . 411--419
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 421--422


Statistics & Probability Letters
Volume 48, Number 1, May 15, 2000

                   G. A. Ghazal   Recurrence formula for expectations of
                                  products of bilinear forms and
                                  expectations of bilinear forms and
                                  random matrices  . . . . . . . . . . . . 1--9
       Jorge A. León and   
               Constantin Tudor   Chaos decomposition of stochastic
                                  bilinear equations with drift in the
                                  first Poisson--Itô chaos  . . . . . . . . 11--22
             Olivier Perrin and   
                Rachid Senoussi   Reducing non-stationary random fields to
                                  stationarity and isotropy using a space
                                  deformation  . . . . . . . . . . . . . . 23--32
                  Irwin Guttman   A contrast of EB, modal and EM-algorithm
                                  estimates arising in the one-way
                                  analysis of variance situation . . . . . 33--58
       Lajos Horváth and   
             Piotr Kokoszka and   
               Josef Steinebach   Approximations for weighted bootstrap
                                  processes with an application  . . . . . 59--70
               Thomas C. M. Lee   Regression spline smoothing using the
                                  minimum description length principle . . 71--82
                     Haiyan Cai   A normal approximation theorem in
                                  comparing two binomial distributions . . 83--89
                   Cui Hengjian   A projection type distribution function
                                  and quantile estimates in the presence
                                  of auxiliary information . . . . . . . . 91--100
  Sandrine Poiraud-Casanova and   
         Christine Thomas-Agnan   About monotone regression quantiles  . . 101--104

Statistics & Probability Letters
Volume 48, Number 2, June 15, 2000

                 Isha Dewan and   
           B. L. S. Prakasa Rao   Explicit bounds on Levy--Prohorov
                                  distance for a class of multidimensional
                                  distribution functions . . . . . . . . . 105--119
        Nikolai N. Leonenko and   
        Michail M. Sharapov and   
          Ahmed H. El-Bassiouny   On the exactness of normal approximation
                                  of LSE of regression coefficient of
                                  long-memory random fields  . . . . . . . 121--130
           Norman R. Draper and   
           Friedrich Pukelsheim   Ridge analysis of mixture response
                                  surfaces . . . . . . . . . . . . . . . . 131--140
                Evan Fisher and   
             Matthew Berman and   
             Natalie Vowels and   
               Christine Wilson   Excursions of a normal random walk above
                                  a boundary . . . . . . . . . . . . . . . 141--151
       José G. Leite and   
          Josemar Rodrigues and   
                  Luis A. Milan   A Bayesian analysis for estimating the
                                  number of species in a population using
                                  nonhomogeneous Poisson process . . . . . 153--161
             S. Sivaganesan and   
                Rama T. Lingham   Bayes factors for a test about the drift
                                  of the Brownian motion under
                                  noninformative priors  . . . . . . . . . 163--171
       Vanderlei da Costa Bueno   Component importance in a random
                                  environment  . . . . . . . . . . . . . . 173--179
             Gerd Christoph and   
               Karina Schreiber   Scaled Sibuya distribution and discrete
                                  self-decomposability . . . . . . . . . . 181--187
            A. M. Abouammoh and   
                   R. Ahmad and   
                    A. Khalique   On new renewal better than used classes
                                  of life distributions  . . . . . . . . . 189--194
                 Alan D. Hutson   Estimating the covariance of bivariate
                                  order statistics with applications . . . 195--203
        M. Fraiwan Al-Saleh and   
               M. Ali Al-Kadiri   Double-ranked set sampling . . . . . . . 205--212

Statistics & Probability Letters
Volume 48, Number 3, July 1, 2000

              Daniel Rabinowitz   Testing current status data for
                                  dependent censoring  . . . . . . . . . . 213--216
                Liuquan Sun and   
                     Lixing Zhu   A semiparametric model for truncated and
                                  censored data  . . . . . . . . . . . . . 217--227
                 Oesook Lee and   
                  Dong Wan Shin   On geometric ergodicity of the MTAR
                                  process  . . . . . . . . . . . . . . . . 229--237
                  V. V. Anh and   
                 N. N. Leonenko   Scaling laws for fractional
                                  diffusion-wave equations with singular
                                  data . . . . . . . . . . . . . . . . . . 239--252
             Marc G. Genton and   
                 Xavier de Luna   Robust simulation-based estimation . . . 253--259
                  Hongyi Li and   
                    Zhijie Xiao   On bootstrapping regressions with unit
                                  root processes . . . . . . . . . . . . . 261--267
    Hussain Elalaoui-Talibi and   
       Kameswarrao S. Casukhela   A note on the multivariate local time
                                  intensity of exchangeable interval
                                  partitions . . . . . . . . . . . . . . . 269--273
                  M. S. Ermakov   On distinguishability of two
                                  nonparametric sets of hypothesis . . . . 275--282
                  Zhiqiang Chen   Breakdown point of Schuster--Narvarte's
                                  location estimator . . . . . . . . . . . 283--286
                Nabendu Pal and   
            Wei-Hsiung Shen and   
                 Bimal K. Sinha   Estimation of the support of a discrete
                                  distribution . . . . . . . . . . . . . . 287--292
           Steven T. Garren and   
             Shyamal D. Peddada   Asymptotic normality in multivariate
                                  nonlinear regression and multivariate
                                  generalized linear regression models
                                  under repeated measurements with missing
                                  data . . . . . . . . . . . . . . . . . . 293--302
                     Xikui Wang   A bandit process with delayed responses  303--307
       Alessandra Guglielmi and   
                Eugenio Melilli   Approximating de Finetti's measures for
                                  partially exchangeable sequences . . . . 309--315

Statistics & Probability Letters
Volume 48, Number 4, July 15, 2000

                 Han-Ying Liang   Complete convergence for weighted sums
                                  of negatively associated random
                                  variables  . . . . . . . . . . . . . . . 317--325
                Zhenjun Liu and   
           Thanasis Stengos and   
                          Qi Li   Nonparametric model check based on local
                                  polynomial fitting . . . . . . . . . . . 327--334
            Graciela Boente and   
                Ricardo Fraiman   Kernel-based functional principal
                                  components . . . . . . . . . . . . . . . 335--345
              Lars Larsson-Cohn   Invariance principles for the first
                                  passage times of perturbed random walks  347--351
             V. I. Serdobolskii   Normal model for distribution-free
                                  multivariate analysis  . . . . . . . . . 353--360
                W. Y. Wendy Lou   The exact distribution of the continuity
                                  of care measure NOP  . . . . . . . . . . 361--368
              Tien-Chung Hu and   
                 Eunwoo Nam and   
            Andrew Rosalsky and   
              Andrei I. Volodin   An application of the
                                  Ryll--Nardzewski--Woyczy\'nski theorem
                                  to a uniform weak law for tail series of
                                  weighted sums of random elements in
                                  Banach spaces  . . . . . . . . . . . . . 369--374
               T. Kowalczyk and   
          M. Niewiadomska-Bugaj   Decomposition of Kendall's $ \tau $:
                                  implications for clustering  . . . . . . 375--383
                     Jim Bishop   Bounds on $p$-values for a class of
                                  stopping rules . . . . . . . . . . . . . 385--392
     Arturo J. Fernández   Bayesian inference from type II doubly
                                  censored Rayleigh data . . . . . . . . . 393--399
Antonio Montañés and   
                  Marcelo Reyes   Structural breaks, unit roots and
                                  methods for removing the autocorrelation
                                  pattern  . . . . . . . . . . . . . . . . 401--409
            Majid Mojirsheibani   A kernel-based combined classification
                                  rule . . . . . . . . . . . . . . . . . . 411--419
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 421--422


Statistics & Probability Letters
Volume 49, Number 1, August 1, 2000

            Jiin-Huarng Guo and   
                   Wei-Ming Luh   An invertible transformation two-sample
                                  trimmed $t$-statistic under
                                  heterogeneity and nonnormality . . . . . 1--7
                 Kai-Sheng Song   Limit theorems for nonparametric sample
                                  entropy estimators . . . . . . . . . . . 9--18
         M. González and   
                  M. Molina and   
                        M. Mota   Limit behaviour for a subcritical
                                  bisexual Galton--Watson branching
                                  process with immigration . . . . . . . . 19--24
            Chihiro Hirotsu and   
             Muni S. Srivastava   Simultaneous confidence intervals based
                                  on one-sided max $t$ test  . . . . . . . 25--37
                  H. Carnal and   
                  G. M. Feldman   A stability property for probability
                                  measures on Abelian groups . . . . . . . 39--44
    Catherine Donati-Martin and   
         Hiroyuki Matsumoto and   
                       Marc Yor   On positive and negative moments of the
                                  integral of geometric Brownian motions   45--52
          Jana Jurecková   Test of tails based on extreme
                                  regression quantiles . . . . . . . . . . 53--61
Fernando López-Blázquez and   
Begoña Salamanca-Miño   A reverse martingale property that
                                  characterizes the natural exponential
                                  family with quadratic variance function  63--68
                   Jiti Gao and   
                         Vo Anh   A Central Limit Theorem for a random
                                  quadratic form of strictly stationary
                                  processes  . . . . . . . . . . . . . . . 69--79
             Takamasa Mizushima   Multisample tests for scale based on
                                  kernel density estimation  . . . . . . . 81--91
                   Ingo Fahrner   An extension of the almost sure
                                  max-limit theorem  . . . . . . . . . . . 93--103

Statistics & Probability Letters
Volume 49, Number 2, August 15, 2000

           Nadia Bensa\"\id and   
                   Pierre Jacob   Large deviations inequalities for
                                  partial sums of random measures  . . . . 105--112
                   Nina Gantert   A note on logarithmic tail asymptotics
                                  and mixing . . . . . . . . . . . . . . . 113--118
              Yakov Nikitin and   
                 Enzo Orsingher   The intermediate arc-sine law  . . . . . 119--125
                  Damiano Brigo   On SDEs with marginal laws evolving in
                                  finite-dimensional exponential families  127--134
               Pontus Andersson   Small variance of subgraph counts in a
                                  random tournament  . . . . . . . . . . . 135--138
            Gerda Claeskens and   
                     Marc Aerts   On local estimating equations in
                                  additive multiparameter models . . . . . 139--148
                  F. Coquet and   
                     Y. Ouknine   Some identities on semimartingales local
                                  times  . . . . . . . . . . . . . . . . . 149--153
                   Zhenmin Chen   A new two-parameter lifetime
                                  distribution with bathtub shape or
                                  increasing failure rate function . . . . 155--161
                Samuel Kotz and   
              Hosam Mahmoud and   
                Philippe Robert   On generalized Pólya urn models . . . . . 163--173
            Ralf-Dieter Hilgers   $D$-optimal design for Becker's minimum
                                  polynomial . . . . . . . . . . . . . . . 175--179
            Robert Serfling and   
                   Wenyang Wang   A large deviation theorem for
                                  $U$-processes  . . . . . . . . . . . . . 181--193
                    Edit Gombay   Sequential change-point detection with
                                  likelihood ratios  . . . . . . . . . . . 195--204
               Arthur Cohen and   
               H. B. Sackrowitz   Properties of Bayes testing procedures
                                  in order restricted inference  . . . . . 205--209

Statistics & Probability Letters
Volume 49, Number 3, September 15, 2000

              Manzoor Ahmad and   
              Serge Alalouf and   
            Yogendra P. Chaubey   Estimation of the population total when
                                  the population size is unknown . . . . . 211--216
                 Anat Sakov and   
                Peter J. Bickel   An Edgeworth expansion for the $m$ out
                                  of $n$ bootstrapped median . . . . . . . 217--223
        Romanas Yanushkevichius   Stability of the characterization of
                                  normal distribution in the Laha--Lukacs
                                  theorem  . . . . . . . . . . . . . . . . 225--233
                 Shuyuan He and   
                  Grace L. Yang   On the strong convergence of the
                                  product-limit estimator and its
                                  integrals under censoring and random
                                  truncation . . . . . . . . . . . . . . . 235--244
                Weiguo Yang and   
                        Wen Liu   Strong Law of Large Numbers for Markov
                                  chains field on a Bethe tree . . . . . . 245--250
                   A. Adam Ding   Can coverage of confidence intervals be
                                  used to judge the goodness of point
                                  estimators in finite population double
                                  sampling?  . . . . . . . . . . . . . . . 251--256
         Daniel Peña and   
            Francisco J. Prieto   The kurtosis coefficient and the linear
                                  discriminant function  . . . . . . . . . 257--261
                Majid Asadi and   
                 Nader Ebrahimi   Residual entropy and its
                                  characterizations in terms of hazard
                                  function and mean residual life function 263--269
              Dean M. Young and   
           Patrick L. Odell and   
                   William Hahn   Nonnegative-definite covariance
                                  structures for which the blu, wls, and
                                  ls estimators are equal  . . . . . . . . 271--276
            Mohamed T. Madi and   
             Thomas Leonard and   
                   Kam-Wah Tsui   Bayes inference for treatment effects
                                  with uncertain order constraints . . . . 277--283
            Barry C. Arnold and   
               Robert J. Beaver   The skew-Cauchy distribution . . . . . . 285--290
                 Akira Date and   
            Chii-Ruey Hwang and   
                Shuenn-Jyi Sheu   On the number of equilibrium states in
                                  weakly coupled random networks . . . . . 291--297
                        Wen Liu   A limit property of random conditional
                                  probabilities  . . . . . . . . . . . . . 299--304
             M. J. Phillips and   
             Graham V. Weinberg   Non-uniform bounds for geometric
                                  approximation  . . . . . . . . . . . . . 305--311

Statistics & Probability Letters
Volume 49, Number 4, October 1, 2000

                 Pao-sheng Shen   Testing for sufficient follow-up in
                                  survival data  . . . . . . . . . . . . . 313--322
                 Sam Efromovich   Sharp linear and block shrinkage wavelet
                                  estimation . . . . . . . . . . . . . . . 323--329
                Laurent Mazliak   A note on weak viability for controlled
                                  diffusion  . . . . . . . . . . . . . . . 331--336
            Brad C. Johnson and   
                    James C. Fu   The distribution of increasing
                                  $l$-sequences in random permutations: a
                                  Markov chain approach  . . . . . . . . . 337--344
        Òivind Skare and   
           Fred Espen Benth and   
               Arnoldo Frigessi   Smoothed Langevin proposals in
                                  Metropolis--Hastings algorithms  . . . . 345--354
            Barry C. Arnold and   
           Enrique Castillo and   
José María Sarabia and   
  Laureano González-Vega   Multiple modes in densities with normal
                                  conditionals . . . . . . . . . . . . . . 355--363
               Anna Gerardi and   
          Fabio Spizzichino and   
                  Barbara Torti   Exchangeable mixture models for
                                  lifetimes: the role of ``occupation
                                  numbers''  . . . . . . . . . . . . . . . 365--375
             Beatriz Lacruz and   
               Pilar Lasala and   
                Alberto Lekuona   Dynamic graphical models and
                                  nonhomogeneous hidden Markov models  . . 377--385
              Zbigniew J. Jurek   A note on gamma random variables and
                                  Dirichlet series . . . . . . . . . . . . 387--392
                  Jeankyung Kim   Rate of convergence of depth contours:
                                  with application to a multivariate
                                  metrically trimmed mean  . . . . . . . . 393--400
              Gersende Fort and   
                  Eric Moulines   $V$-Subgeometric ergodicity for a
                                  Hastings--Metropolis algorithm . . . . . 401--410
                K. S. Kwong and   
                         W. Liu   Calculation of critical values for
                                  Dunnett and Tamhane's step-up multiple
                                  test procedure . . . . . . . . . . . . . 411--416
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 417--418


Statistics & Probability Letters
Volume 50, Number 1, October 15, 2000

              George G. Roussas   Asymptotic normality of the kernel
                                  estimate of a probability density
                                  function under association . . . . . . . 1--12
             O. L. V. Costa and   
                      F. Dufour   Invariant probability measures for a
                                  class of Feller Markov chains  . . . . . 13--21
             Alan T. K. Wan and   
                 Guohua Zou and   
                    Andy H. Lee   Minimax and $ \Gamma $-minimax
                                  estimation for the Poisson distribution
                                  under LINEX loss when the parameter
                                  space is restricted  . . . . . . . . . . 23--32
              George Iliopoulos   A note on decision theoretic estimation
                                  of ordered parameters  . . . . . . . . . 33--38
                 F. Requena and   
               N. Martin Ciudad   Characterization of maximum probability
                                  points in the Multivariate
                                  Hypergeometric distribution  . . . . . . 39--47
                 Feifang Hu and   
                     Jianhua Hu   A note on breakdown theory for bootstrap
                                  methods  . . . . . . . . . . . . . . . . 49--53
       Vanderlei da Costa Bueno   Asymptotic reliability of a linearly
                                  connected system with an infinite number
                                  of components  . . . . . . . . . . . . . 55--62
       José A. Vilar and   
                  Juan M. Vilar   Finite sample performance of density
                                  estimators from unequally spaced data    63--73
       I. Barranco-Chamorro and   
F. López-Blázquez and   
           J. L. Moreno-Rebollo   Lower bounds for the variance in certain
                                  nonregular distributions . . . . . . . . 75--81
                  Ling Chen and   
                       Jun Shao   A Bayesian decision rule for remediation
                                  actions at toxic waste sites . . . . . . 83--88
              Somnath Datta and   
                 Glen A. Satten   Estimating future stage entry and
                                  occupation probabilities in a multistage
                                  model based on randomly right-censored
                                  data . . . . . . . . . . . . . . . . . . 89--95
              Takemi Yanagimoto   A pair of estimating equations for a
                                  mean vector  . . . . . . . . . . . . . . 97--103

Statistics & Probability Letters
Volume 50, Number 2, November 1, 2000

               Atanu Biswas and   
               Jyotirmoy Sarkar   Availability of a system maintained
                                  through several imperfect repairs before
                                  a replacement or a perfect repair  . . . 105--114
               Paul Kabaila and   
                 Chris J. Lloyd   When do best confidence limits exist?    115--120
         Jaros\law Bartoszewicz   Stochastic orders based on the Laplace
                                  transform and infinitely divisible
                                  distributions  . . . . . . . . . . . . . 121--129
       Chris A. J. Klaassen and   
          Philip J. Mokveld and   
                    Bert van Es   Squared skewness minus kurtosis bounded
                                  by 186/125 for unimodal distributions    131--135
         Michael H. Neumann and   
         Efstathios Paparoditis   On bootstrapping $ L_2 $-type statistics
                                  in density testing . . . . . . . . . . . 137--147
                 Radu Zaharopol   Fortet--Mourier norms associated with
                                  some iterated function systems . . . . . 149--154
                      A. Krajka   Characterization of weak limits of
                                  randomly indexed sequences . . . . . . . 155--163
          Alberto Luceño   Minimum cost dead band adjustment
                                  schemes under tool-wear effects and
                                  delayed dynamics . . . . . . . . . . . . 165--178
                Tsung-Shan Tsou   Exchangeable cluster binary data
                                  correlation coefficient estimation with
                                  generalized estimating equations . . . . 179--186
                     J. Preater   Sequential selection with a
                                  better-than-average rule . . . . . . . . 187--191
                    Lang Wu and   
             Michael D. Perlman   Testing lattice conditional independence
                                  models based on monotone missing data    193--201
       Michael D. deB. Edwardes   Is variance larger if and only if tails
                                  are larger? [Statist. Probab. Lett. \bf
                                  47 (2000) 141--147]  . . . . . . . . . . 203--203
                   Gwo Dong Lin   Erratum: ``On the moment problems''
                                  [Statist. Probab. Lett. \bf 35 (1997)
                                  85--90]  . . . . . . . . . . . . . . . . 205--205

Statistics & Probability Letters
Volume 50, Number 3, November 15, 2000

              Dong Wan Shin and   
                     Man-Suk Oh   Semiparametric tests for seasonal unit
                                  roots based on a semiparametric feasible
                                  GLSE . . . . . . . . . . . . . . . . . . 207--218
              Roger Koenker and   
                Stephen Portnoy   Some pathological regression asymptotics
                                  under stable conditions  . . . . . . . . 219--228
               Harry van Zanten   A multivariate Central Limit Theorem for
                                  continuous local martingales . . . . . . 229--235
                    G. Forchini   The density of the sufficient statistics
                                  for a Gaussian AR(1) model in terms of
                                  generalized functions  . . . . . . . . . 237--243
             Xavier Bardina and   
                Maria Jolis and   
                  Carles Rovira   Weak approximation of the Wiener process
                                  from a Poisson process: the
                                  multidimensional parameter set case  . . 245--255
           Heleno Bolfarine and   
         Mário de Castro   ANOCOVA models with measurement errors   257--263
                Franco Pellerey   Random vectors with HNBUE-type marginal
                                  distributions  . . . . . . . . . . . . . 265--271
                    Kai Liu and   
                  Aubrey Truman   A note on almost sure exponential
                                  stability for stochastic partial
                                  functional differential equations  . . . 273--278
                Geurt Jongbloed   Minimax lower bounds and moduli of
                                  continuity . . . . . . . . . . . . . . . 279--284
                Zacharie Dindar   Random fractals generated by
                                  oscillations of the uniform empirical
                                  process  . . . . . . . . . . . . . . . . 285--291
            Jordan Stoyanov and   
               Christo Pirinsky   Random motions, classes of ergodic
                                  Markov chains and beta distributions . . 293--304
              Andrei Frolov and   
      Alexander Martikainen and   
               Josef Steinebach   Strong laws for the maximal gain over
                                  increasing runs  . . . . . . . . . . . . 305--312

Statistics & Probability Letters
Volume 50, Number 4, December 1, 2000

           Antonio Di Crescenzo   Some results on the proportional
                                  reversed hazards model . . . . . . . . . 313--321
                 Yanhong Wu and   
                     Yongxia Xu   Local likelihood ratio tests in the
                                  normal mixture model . . . . . . . . . . 323--329
               T. N. Sriram and   
             A. N. Vidyashankar   Minimum Hellinger distance estimation
                                  for supercritical Galton--Watson
                                  processes  . . . . . . . . . . . . . . . 331--342
                John E. Kolassa   Saddlepoint approximation at the edges
                                  of a conditional sample space  . . . . . 343--349
                S. S. Nayak and   
              Madhusudhan Zalki   On the fluctuations of independent
                                  copies of moving maxima  . . . . . . . . 351--356
          Tasos C. Christofides   Maximal inequalities for demimartingales
                                  and a Strong Law of Large Numbers  . . . 357--363
              Nityananda Sarkar   Arch model with Box--Cox transformed
                                  dependent variable . . . . . . . . . . . 365--374
                Wolfgang Stadje   An iterative approximation procedure for
                                  the distribution of the maximum of a
                                  random walk  . . . . . . . . . . . . . . 375--381
                Dean DeCock and   
                   John Stufken   On finding mixed orthogonal arrays of
                                  strength 2 with many $2$-level factors   383--388
           Zacharias Psaradakis   Bootstrap tests for unit roots in
                                  seasonal autoregressive models . . . . . 389--395
              Naveen Bansal and   
             G. G. Hamedani and   
                      Hao Zhang   A note on random fields forming
                                  conditional bases  . . . . . . . . . . . 397--400
       Anna A. Kwieci\'nska and   
         Wojciech Slomczy\'nski   Random dynamical systems arising from
                                  iterated function systems with
                                  place-dependent probabilities  . . . . . 401--407
           Jennie C. Hansen and   
                     Paul Hulse   Subadditive ergodic theorems for random
                                  sets in infinite dimensions  . . . . . . 409--416
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 417--418


Statistics & Probability Letters
Volume 51, Number 1, January 1, 2001

       Kimberly K. J. Kinateder   Understanding average Brownian exit time 1--8
               L. De Cesare and   
                D. E. Myers and   
                        D. Posa   Estimating and modeling space-time
                                  correlation structures . . . . . . . . . 9--14
                   Anton Schick   On asymptotic differentiability of
                                  averages . . . . . . . . . . . . . . . . 15--23
               Kai-Tai Fang and   
              Song-Gui Wang and   
                       Gang Wei   A stratified sampling model in spherical
                                  feature inspection using coordinate
                                  measuring machines . . . . . . . . . . . 25--34
                    P. Heinrich   The size of diagonal two-order Gaussian
                                  chaoses  . . . . . . . . . . . . . . . . 35--39
                 Neil A. Butler   On weighted design optimality criteria
                                  and response surface parameterizations   41--46
               Yosef Rinott and   
                 Vladimir Rotar   A remark on quadrant normal
                                  probabilities in high dimensions . . . . 47--51
              Adam T. Martinsek   Sequential estimation of the mean in a
                                  random coefficient autoregressive model
                                  with beta marginals  . . . . . . . . . . 53--61
                In-Kwon Yeo and   
             Richard A. Johnson   A uniform Strong Law of Large Numbers
                                  for $U$-statistics with application to
                                  transforming to near symmetry  . . . . . 63--69
                    Kanta Naito   On a certain class of nonparametric
                                  density estimators with reduced bias . . 71--78
                     Ilia Negri   On efficient estimation of invariant
                                  density for ergodic diffusion processes  79--85
                 David J. Olive   High breakdown analogs of the trimmed
                                  mean . . . . . . . . . . . . . . . . . . 87--92
               Gwo Dong Lin and   
                   Chin-Yuan Hu   Characterizations of distributions via
                                  the stochastic ordering property of
                                  random linear forms  . . . . . . . . . . 93--99

Statistics & Probability Letters
Volume 51, Number 2, January 15, 2001

                     Liang Peng   Semi-parametric estimation of long-range
                                  dependence index in infinite variance
                                  time series  . . . . . . . . . . . . . . 101--109
              Rosa E. Lillo and   
              Asok K. Nanda and   
                   Moshe Shaked   Preservation of some likelihood ratio
                                  stochastic orders by order statistics    111--119
                    Zudi Lu and   
                   Zhenyu Jiang   $ L_1 $ geometric ergodicity of a
                                  multivariate nonlinear AR model with an
                                  ARCH term  . . . . . . . . . . . . . . . 121--130
               D. Marinucci and   
                   S. Poghosyan   Asymptotics for linear random fields . . 131--141
          Rainer Schlittgen and   
                 Rainer Schwabe   An alternative definition of the
                                  influence function . . . . . . . . . . . 143--153
              Tien-Chung Hu and   
Manuel Ordóñez Cabrera and   
              Andrei I. Volodin   Convergence of randomly weighted sums of
                                  Banach space valued random elements and
                                  uniform integrability concerning the
                                  random weights . . . . . . . . . . . . . 155--164
        Jeffrey T. Terpstra and   
           Joseph W. McKean and   
              Joshua D. Naranjo   GR-estimates for an autoregressive time
                                  series . . . . . . . . . . . . . . . . . 165--172
                     Yanxia Ren   Boundary singularity problem of some
                                  nonlinear elliptic equations . . . . . . 173--179
                S. S. Nayak and   
              Madhusudhan Zalki   Almost sure limit points of record
                                  values from two independent populations  181--187
            Christoph Kühn   An estimator of the number of change
                                  points based on a weak invariance
                                  principle  . . . . . . . . . . . . . . . 189--196
          Jean Mémin and   
              Yulia Mishura and   
                  Esko Valkeila   Inequalities for the moments of Wiener
                                  integrals with respect to a fractional
                                  Brownian motion  . . . . . . . . . . . . 197--206

Statistics & Probability Letters
Volume 51, Number 3, February 1, 2001

         Raúl Fierro and   
                 Soledad Torres   The Euler scheme for Hilbert space
                                  valued stochastic differential equations 207--213
                   Bin Chen and   
    Miklós Csörg\Ho   A functional modulus of continuity for a
                                  Wiener process . . . . . . . . . . . . . 215--223
                  Jim Clark and   
       Lajos Horváth and   
                     Mark Lewis   On the estimation of spread rate for a
                                  biological population  . . . . . . . . . 225--234
                   Julien Worms   Large and moderate deviations upper
                                  bounds for the Gaussian autoregressive
                                  process  . . . . . . . . . . . . . . . . 235--243
           Ibrahim A. Ahmad and   
                     Yanqin Fan   Optimal bandwidths for kernel density
                                  estimators of functions of observations  245--251
            Ir\`ene Gijbels and   
               Valentin Rousson   A nonparametric least-squares test for
                                  checking a polynomial relationship . . . 253--261
             M. A. Lifshits and   
               E. S. Stankevich   On the large deviation principle for the
                                  almost sure CLT  . . . . . . . . . . . . 263--267
              Andrei Khrennikov   Limit behaviour of sums of independent
                                  random variables with respect to the
                                  uniform $p$-adic distribution  . . . . . 269--276
        Constance van Eeden and   
                 James V. Zidek   Estimating one of two normal means when
                                  their difference is bounded  . . . . . . 277--284
               Wenming Hong and   
                      Zenghu Li   Fluctuations of a super-Brownian motion
                                  with randomly controlled immigration . . 285--291
  Célestin C. Kokonendji   First passage times on zero and one and
                                  natural exponential families . . . . . . 293--298
               Tae-Sung Kim and   
                   Jong-Il Baek   A Central Limit Theorem for stationary
                                  linear processes generated by linearly
                                  positively quadrant-dependent process    299--305
                     Zongwu Cai   Weighted Nadaraya--Watson regression
                                  estimation . . . . . . . . . . . . . . . 307--318

Statistics & Probability Letters
Volume 51, Number 4, February 15, 2001

             Marc G. Genton and   
                      Li He and   
                   Xiangwei Liu   Moments of skew-normal random vectors
                                  and their quadratic forms  . . . . . . . 319--325
               K. B. Kulasekera   Variable selection by stepwise slicing
                                  in nonparametric regression  . . . . . . 327--336
                 Kwanho Cho and   
                In-Kwon Yeo and   
         Richard A. Johnson and   
                    Wei-Yin Loh   Asymptotic theory for Box--Cox
                                  transformations in linear models . . . . 337--343
                 Kwanho Cho and   
                In-Kwon Yeo and   
         Richard A. Johnson and   
                    Wei-Yin Loh   Prediction interval estimation in
                                  transformed linear models  . . . . . . . 345--350
               Alberto L. Maltz   A Central Limit Theorem for nonuniform $
                                  \phi $-mixing random fields with
                                  infinite variance  . . . . . . . . . . . 351--359
           Christophe Croux and   
            Catherine Dehon and   
         Peter J. Rousseeuw and   
               Stefan Van Aelst   Robust estimation of the conditional
                                  median function at elliptical models . . 361--368
                      Yijun Zuo   Some quantitative relationships between
                                  two types of finite sample breakdown
                                  point  . . . . . . . . . . . . . . . . . 369--375
                   D. R. Jensen   Properties of selected subset
                                  diagnostics in regression  . . . . . . . 377--388
                  Kuo-Hwa Chang   Stochastic orders of the sums of two
                                  exponential random variables . . . . . . 389--396
              George G. Roussas   An Esseen-type inequality for
                                  probability density functions, with an
                                  application  . . . . . . . . . . . . . . 397--408
              Ranjini Natarajan   On the propriety of a modified
                                  Jeffreys's prior for variance components
                                  in binary random effects models  . . . . 409--414
                 A. S. Fainleib   Multifold sumsets and fast decreasing of
                                  concentration functions  . . . . . . . . 415--421
        Stergios Fotopoulos and   
              Venkata Jandhyala   Maximum likelihood estimation of a
                                  change-point for exponentially
                                  distributed random variables . . . . . . 423--429
                Gary W. Oehlert   Correction on ``Student--Newman--Kuels
                                  controls the false discovery rate''
                                  [Statist. Probab. Lett. \bf 46 (2000)
                                  381--383]  . . . . . . . . . . . . . . . 431--431
                      Anonymous   Author Index for Volume 51 (2001)  . . . 433--434


Statistics & Probability Letters
Volume 52, Number 1, March 15, 2001

                  A. R. Darwich   About the absolute continuity and
                                  orthogonality for two probability
                                  measures . . . . . . . . . . . . . . . . 1--8
               Somesh Kumar and   
                      Aditi Kar   Estimating quantiles of a selected
                                  exponential population . . . . . . . . . 9--19
                 S. De Iaco and   
                D. E. Myers and   
                        D. Posa   Space-time analysis using a general
                                  product-sum model  . . . . . . . . . . . 21--28
       Andrej Pázman and   
          Werner G. Müller   Optimal design of experiments subject to
                                  correlated errors  . . . . . . . . . . . 29--34
                   Yoon Tae Kim   A geometric approach to singularity for
                                  Hilbert space-valued SDEs  . . . . . . . 35--45
                Liuquan Sun and   
                      Xian Zhou   Survival function and density estimation
                                  for truncated dependent data . . . . . . 47--57
     Brajendra C. Sutradhar and   
                     Kalyan Das   A higher-order approximation to
                                  likelihood inference in the Poisson
                                  mixed model  . . . . . . . . . . . . . . 59--67
                 Byeong U. Park   On estimating the slope of increasing
                                  boundaries . . . . . . . . . . . . . . . 69--72
             Alfred Müller   Bounds for optimal stopping values of
                                  dependent random variables with given
                                  marginals  . . . . . . . . . . . . . . . 73--78
            M. V. Menshikov and   
               S. Yu. Popov and   
                M. Vachkovskaia   Multiscale percolation on $k$-symmetric
                                  mosaic . . . . . . . . . . . . . . . . . 79--84
                  Li-Shan Huang   A roughness-penalty view of kernel
                                  smoothing  . . . . . . . . . . . . . . . 85--89
                  Qihe Tang and   
                    Chun Su and   
                  Tao Jiang and   
                  Jinsong Zhang   Large deviations for heavy-tailed random
                                  sums in compound renewal model . . . . . 91--100
                  Allan Gut and   
                  Svante Janson   Tightness and weak convergence for jump
                                  processes  . . . . . . . . . . . . . . . 101--107
       Gloria García and   
                 Josep M. Oller   Minimum Riemannian risk equivariant
                                  estimator for the univariate normal
                                  model  . . . . . . . . . . . . . . . . . 109--113

Statistics & Probability Letters
Volume 52, Number 2, April 1, 2001

               Piero Barone and   
        Giovanni Sebastiani and   
                 Julian Stander   General over-relaxation Markov chain
                                  Monte Carlo algorithms for Gaussian
                                  densities  . . . . . . . . . . . . . . . 115--124
               Hanfeng Chen and   
                    Jiahua Chen   Large sample distribution of the
                                  likelihood ratio test for normal
                                  mixtures . . . . . . . . . . . . . . . . 125--133
        Andreas I. Sashegyi and   
           K. Stephen Brown and   
             Patrick J. Farrell   On the correspondence between
                                  population-averaged models and a class
                                  of cluster-specific models for
                                  correlated binary data . . . . . . . . . 135--144
                   Paul Kabaila   Better Buehler confidence limits . . . . 145--154
                      Bero Roos   Sharp constants in the Poisson
                                  approximation  . . . . . . . . . . . . . 155--168
  Víctor M. Guerrero and   
      Rodrigo Juárez and   
                  Pilar Poncela   Data graduation based on statistical
                                  time series methods  . . . . . . . . . . 169--175
              Toshiaki Watanabe   On sampling the degree-of-freedom of
                                  Student's-$t$ disturbances . . . . . . . 177--181
            Byron Schmuland and   
                        Wei Sun   On the equation $ \mu_{t + s} = \mu_s *
                                  T_s \mu_t $  . . . . . . . . . . . . . . 183--188
            L. Di Consiglio and   
                       M. Scanu   Some results on asymptotics in adaptive
                                  cluster sampling . . . . . . . . . . . . 189--197
            Ana F. Militino and   
              M. Dolores Ugarte   Assessing the covariance function in
                                  geostatistics  . . . . . . . . . . . . . 199--206
          Andrzej Okolewski and   
                 Tomasz Rychlik   Sharp distribution-free bounds on the
                                  bias in estimating quantiles via order
                                  statistics . . . . . . . . . . . . . . . 207--213
        Stefanie Biedermann and   
                   Holger Dette   Optimal designs for testing the
                                  functional form of a regression via
                                  nonparametric estimation techniques  . . 215--224

Statistics & Probability Letters
Volume 52, Number 3, April 15, 2001

              Minoru Tanaka and   
                  Kunio Shimizu   Discrete and continuous expectation
                                  formulae for level-crossings,
                                  upcrossings and excursions of
                                  ellipsoidal processes  . . . . . . . . . 225--232
               Michael Falk and   
              Rolf-Dieter Reiss   Estimation of canonical dependence
                                  parameters in a class of bivariate
                                  peaks-over-threshold models  . . . . . . 233--242
           Leng-Cheng Hwang and   
                 Chia-Chen Yang   An interval estimation procedure with
                                  deterministic stopping rule in Bayes
                                  sequential interval estimation . . . . . 243--248
                     Gang Zheng   A characterization of the factorization
                                  of hazard function by the Fisher
                                  information under Type II censoring with
                                  application to the Weibull family  . . . 249--253
                     Liang Peng   Estimating the mean of a heavy tailed
                                  distribution . . . . . . . . . . . . . . 255--264
                         J. Yao   On square-integrability of an AR process
                                  with Markov switching  . . . . . . . . . 265--270
             Arvydas Astrauskas   On high-level exceedances of i.i.d.
                                  random fields  . . . . . . . . . . . . . 271--277
                   Peter Spreij   On the Markov property of a finite
                                  hidden Markov chain  . . . . . . . . . . 279--288
           Pawe\l J. Szablowski   Discrete normal distribution and its
                                  relationship with Jacobi Theta functions 289--299
                  M. S. Sgibnev   Exact asymptotic behaviour of the
                                  distribution of the supremum . . . . . . 301--311
     Jesús de la Cal and   
                   Ana M. Valle   Monotonicity properties of certain
                                  expected extreme order statistics  . . . 313--319
              D. M. Bravata and   
               R. W. Cottle and   
                B. C. Eaves and   
                       I. Olkin   Measuring conformability of
                                  probabilities  . . . . . . . . . . . . . 321--327
                  Wensheng Wang   On the properties for increments of a
                                  local time --- a look through the set of
                                  limit points . . . . . . . . . . . . . . 329--340

Statistics & Probability Letters
Volume 52, Number 4, May 1, 2001

                M. Courbage and   
                      D. Hamdan   Examples of ergodic processes uniquely
                                  determined by their two-marginal laws    341--345
                 Thomas Laitila   Properties of the QME under
                                  asymmetrically distributed disturbances  347--352
            Randy R. Sitter and   
                    Changbao Wu   A note on Woodruff confidence intervals
                                  for quantiles  . . . . . . . . . . . . . 353--358
               Gejza Wimmer and   
                Gabriel Altmann   A new type of partial-sums distributions 359--364
                 Heung Wong and   
               Waicheung Ip and   
                        Yuan Li   Detection of jumps by wavelets in a
                                  heteroscedastic autoregressive model . . 365--372
      Sebastian Döhler and   
        Ludger Rüschendorf   An approximation result for nets in
                                  functional estimation  . . . . . . . . . 373--380
               Sun Y. Hwang and   
                   I. V. Basawa   Nonlinear time series contiguous to
                                  AR(1) processes and a related efficient
                                  test for linearity . . . . . . . . . . . 381--390
            Majid Mojirsheibani   Classifier selection from a totally
                                  bounded class of functions . . . . . . . 391--400
                     C. T. Liao   Some classes of orthogonal $ 2^{n_1}
                                  \times 3^{n_2} $ mixed factorial designs
                                  of median-resolution . . . . . . . . . . 401--411
                   Soo Hak Sung   Strong laws for weighted sums of i.i.d.
                                  random variables . . . . . . . . . . . . 413--419
                 Gang Zheng and   
            Joseph L. Gastwirth   On the Fisher information in randomly
                                  censored data  . . . . . . . . . . . . . 421--426
               J. P. N. Bishwal   Accuracy of normal approximation for the
                                  maximum likelihood estimator and Bayes
                                  estimators in the Ornstein--Uhlenbeck
                                  process using random normings  . . . . . 427--439
                    Bert van Es   On the expansion of the mean integrated
                                  squared error of a kernel density
                                  estimator  . . . . . . . . . . . . . . . 441--450
                      Anonymous   Author Index Volume 52 . . . . . . . . . 451--452


Statistics & Probability Letters
Volume 53, Number 1, May 15, 2001

            George Tzavelas and   
        Athanasios G. Paliatsos   Truncated quasi-score function in the
                                  $1$-dependent and stationary case  . . . 1--9
                S. Y. Hwang and   
                      Mi-Ja Woo   Threshold ARCH(1) processes: asymptotic
                                  inference  . . . . . . . . . . . . . . . 11--20
                   Li-Xin Zhang   The strong approximation for the
                                  Kesten--Spitzer random walk  . . . . . . 21--26
       Amparo Baíllo and   
    Juan A. Cuesta-Albertos and   
                 Antonio Cuevas   Convergence rates in nonparametric
                                  estimation of level sets . . . . . . . . 27--35
      Jaromír Antoch and   
           Marie Husková   Permutation tests in change point
                                  analysis . . . . . . . . . . . . . . . . 37--46
             O. L. V. Costa and   
                      F. Dufour   Necessary and sufficient conditions for
                                  non-singular invariant probability
                                  measures for Feller Markov chains  . . . 47--57
          Bennett Eisenberg and   
                    B. K. Ghosh   A generalization of Markov's inequality  59--65
                   Jie Chen and   
                Joseph Glaz and   
                Joseph Naus and   
             Sylvan Wallenstein   Bonferroni-type inequalities for
                                  conditional scan statistics  . . . . . . 67--77
              Claudio Macci and   
               Silvia Polettini   Bayes factor for non-dominated
                                  statistical models . . . . . . . . . . . 79--89
                Taizhong Hu and   
                       Ying Wei   Stochastic comparisons of spacings from
                                  restricted families of distributions . . 91--99
                   Jiming Jiang   A nonstandard $ \chi^2$-test with
                                  application to generalized linear model
                                  diagnostics  . . . . . . . . . . . . . . 101--109
      José Luis Palacios   Correction on ``Random walks on
                                  edge-transitive graphs (II)'' [Statist.
                                  Probab. Lett. \bf 43 (1999) 25--32]  . . 111--112

Statistics & Probability Letters
Volume 53, Number 2, June 1, 2001

                   Bo Cheng and   
                       Xizhi Wu   Assessing local influence in PLS
                                  regression by the second order approach  113--121
               Laird Breyer and   
          Gareth O. Roberts and   
           Jeffrey S. Rosenthal   A note on geometric ergodicity and
                                  floating-point roundoff error  . . . . . 123--127
                  Rong-Xian Yue   A comparison of random and quasirandom
                                  points for nonparametric response
                                  surface design . . . . . . . . . . . . . 129--142
                     Lu Lin and   
                   Runchu Zhang   Blockwise empirical Euclidean likelihood
                                  for weakly dependent processes . . . . . 143--152
              Michel Denuit and   
  Sébastien Van Bellegem   On the stop-loss and total variation
                                  distances between random sums  . . . . . 153--165
                 Yihui Luan and   
                   Zhongjie Xie   The wavelet identification for jump
                                  points of derivative in regression model 167--180
                Ji Hwan Cha and   
                    Jae Joo Kim   On availability of Bayesian imperfect
                                  repair model . . . . . . . . . . . . . . 181--187
             Lucio Barabesi and   
              Abdel El-Sharaawi   The efficiency of ranked set sampling
                                  for parameter estimation . . . . . . . . 189--199
                   Jiming Jiang   Mixed-effects models with random cluster
                                  sizes  . . . . . . . . . . . . . . . . . 201--206
           Jyotirmoy Sarkar and   
                 Sahadeb Sarkar   Availability of a periodically inspected
                                  system supported by a spare unit, under
                                  perfect repair or perfect upgrade  . . . 207--217
                    R. M. Balan   A strong Markov property for set-indexed
                                  processes  . . . . . . . . . . . . . . . 219--226

Statistics & Probability Letters
Volume 53, Number 3, June 15, 2001

               Yao-Feng Ren and   
                 Han-Ying Liang   On the best constant in
                                  Marcinkiewicz--Zygmund inequality  . . . 227--233
         Nancy Lopes Garcia and   
      José Luis Palacios   On inverse moments of nonnegative random
                                  variables  . . . . . . . . . . . . . . . 235--239
             L. B. Klebanov and   
           T. J. Kozubowski and   
               S. T. Rachev and   
                V. E. Volkovich   Characterization of distributions
                                  symmetric with respect to a group of
                                  transformations and testing of
                                  corresponding statistical hypothesis . . 241--247
                   Shunpu Zhang   Improvements on the kernel estimation in
                                  line transect sampling without the
                                  shoulder condition . . . . . . . . . . . 249--258
               Li-Xin Zhang and   
                      Jiwei Wen   A weak convergence for negatively
                                  associated fields  . . . . . . . . . . . 259--267
                 Ana Colubi and   
J. Santos Domínguez-Menchero and   
Miguel López-Díaz and   
               Ralf Körner   A method to derive strong laws of large
                                  numbers for random upper semicontinuous
                                  functions  . . . . . . . . . . . . . . . 269--275
       Costas A. Christophi and   
               Hosam M. Mahmoud   Distribution of the size of random hash
                                  trees, pebbled hash trees and $N$-trees  277--282
                Carlos Tenreiro   On the asymptotic behaviour of the
                                  integrated square error of kernel
                                  density estimators with data-dependent
                                  bandwidth  . . . . . . . . . . . . . . . 283--292
                  Yongzhao Shao   Rate of convergence of bootstrapped
                                  empirical measures . . . . . . . . . . . 293--298
              A. S. Padmanabhan   Random walks strictly confined to a
                                  subspace . . . . . . . . . . . . . . . . 299--303
                  Ouagnina Hili   Hellinger distance estimation of SSAR
                                  models . . . . . . . . . . . . . . . . . 305--314
                Taizhong Hu and   
                       Ying Wei   Multivariate stochastic comparisons of
                                  inspection and repair policies . . . . . 315--324
               Martin Schlather   Examples for the coefficient of tail
                                  dependence and the domain of attraction
                                  of a bivariate extreme value
                                  distribution . . . . . . . . . . . . . . 325--329
                    Wen Dai and   
                  John Robinson   Empirical saddlepoint approximations of
                                  the Studentized mean under simple random
                                  sampling . . . . . . . . . . . . . . . . 331--337

Statistics & Probability Letters
Volume 53, Number 4, July 1, 2001

            Richard Dykstra and   
                  Yeh-Fong Chen   The distribution of sizes of ordered
                                  level sets . . . . . . . . . . . . . . . 339--346
                 C. Y. Wang and   
                   Yijian Huang   Functional methods for logistic
                                  regression on random-effect-coefficients
                                  for longitudinal measurements  . . . . . 347--356
                 Denys Pommeret   Posterior variance for quadratic natural
                                  exponential families . . . . . . . . . . 357--362
      Félix Belzunce and   
                   Moshe Shaked   Stochastic comparisons of mixtures of
                                  convexly ordered distributions with
                                  applications in reliability theory . . . 363--372
     Sara Sjöstedt-de Luna   Resampling non-homogeneous spatial data
                                  with smoothly varying mean values  . . . 373--379
             Colin M. Gallagher   A method for fitting stable
                                  autoregressive models using the
                                  autocovariation function . . . . . . . . 381--390
           Christian Genest and   
              Louis-Paul Rivest   On the multivariate probability integral
                                  transformation . . . . . . . . . . . . . 391--399
  Agustín G. Nogales and   
       José A. Oyola and   
            Paloma Pérez   A weak notion of equivalence in Bayesian
                                  statistical theory . . . . . . . . . . . 401--407
                   Johan Segers   On the normal uniform local domain of
                                  attraction for intermediate order
                                  statistics . . . . . . . . . . . . . . . 409--413
            Augustyn Markiewicz   On dependence structures preserving
                                  optimality . . . . . . . . . . . . . . . 415--419
                K. Borovkov and   
                     A. Novikov   On a piece-wise deterministic Markov
                                  process model  . . . . . . . . . . . . . 421--428
                Chandranath Pal   On a locally Bahadur optimal test for no
                                  contamination in mixtures from the
                                  one-parameter exponential family . . . . 429--434
Jean-François Coeurjolly and   
                  Jacques Istas   Cram\`er-Rao bounds for fractional
                                  Brownian motions . . . . . . . . . . . . 435--447
                      Anonymous   Author Index Volume 53 (2001)  . . . . . 449--450


Statistics & Probability Letters
Volume 54, Number 1, August 1, 2001

           Theophilos Cacoullos   The $F$-test of homoscedasticity for
                                  correlated normal variables  . . . . . . 1--3
                  Chu-chih Chen   Rank estimating equations for random
                                  effects models . . . . . . . . . . . . . 5--12
        Sílvia Moret and   
                  David Nualart   Exponential inequalities for
                                  two-parameter martingales  . . . . . . . 13--19
               Nickos Papadatos   Distribution and expectation bounds on
                                  order statistics from possibly dependent
                                  variates . . . . . . . . . . . . . . . . 21--31
              Choongrak Kim and   
                 Yonjoo Lee and   
                 Byeong U. Park   Cook's distance in local polynomial
                                  regression . . . . . . . . . . . . . . . 33--40
                       Min Tsao   A small sample calibration method for
                                  the empirical likelihood ratio . . . . . 41--45
          M. D. Ruiz-Medina and   
                  V. V. Anh and   
                   J. M. Angulo   Stochastic fractional-order differential
                                  models with fractal boundary conditions  47--60
            Hwashin H. Shin and   
           Glen K. Takahara and   
              Duncan J. Murdoch   Uniqueness, consistency and optimality
                                  in spherical regression experiments  . . 61--65
                 Giacomo Aletti   On different topologies for set-indexing
                                  collections  . . . . . . . . . . . . . . 67--73
             Abhay G. Bhatt and   
          Rajeeva L. Karandikar   Path continuity of the nonlinear filter  75--78
                F. Belzunce and   
                J. F. Pinar and   
                     J. M. Ruiz   A family of tests for right spread order 79--92
                    Takuji Arai   The $p$-optimal martingale measure in
                                  continuous trading models  . . . . . . . 93--99
           Marco Dall'Aglio and   
                 Marco Scarsini   When Lorenz met Lyapunov . . . . . . . . 101--105
               Sorana Froda and   
            Constance van Eeden   A uniform bound on the characteristic
                                  function of the exponentially tilted
                                  null-distribution of a simple linear
                                  rank statistic and its rate of
                                  convergence  . . . . . . . . . . . . . . 107--112
         Raúl Fierro and   
                 Soledad Torres   Correction on ``The Euler scheme for
                                  Hilbert space valued stochastic
                                  differential equations'' [Statist.
                                  Probab. Lett. \bf 51 (3) (2001)
                                  207--213]  . . . . . . . . . . . . . . . 113--113
                      Anonymous   Contents Direct  . . . . . . . . . . . . EX2--EX2
                      Anonymous   Science Direct . . . . . . . . . . . . . EX1--EX1

Statistics & Probability Letters
Volume 54, Number 2, September 15, 2001

                  Luca Tardella   A note on estimating the diameter of a
                                  truncated moment class . . . . . . . . . 115--124
        Michel Broniatowski and   
                  Pascal Mignot   A self-adaptive technique for the
                                  estimation of the multifractal spectrum  125--135
             X. Shirley Hou and   
                    C. F. J. Wu   On the determination of robust settings
                                  in parameter design experiments  . . . . 137--145
                Richard Huggins   A note on the difficulties associated
                                  with the analysis of capture-recapture
                                  experiments with heterogeneous capture
                                  probabilities  . . . . . . . . . . . . . 147--152
             Nils Lid Hjort and   
              Stephen G. Walker   A note on kernel density estimators with
                                  optimal bandwidths . . . . . . . . . . . 153--159
                  Xicheng Zhang   On the quasi-everywhere regularity of
                                  the local time of one-dimensional
                                  diffusion process in Besov space . . . . 161--169
                Samuel Kotz and   
             Saralees Nadarajah   Some extremal type elliptical
                                  distributions  . . . . . . . . . . . . . 171--182
             Örjan Stenflo   A note on a theorem of Karlin  . . . . . 183--187
              Ling-Yau Chan and   
               Kai-Tai Fang and   
                 Rahul Mukerjee   A characterization for orthogonal arrays
                                  of strength two via a regression model   189--192
               Philippe Soulier   Moment bounds and Central Limit Theorem
                                  for functions of Gaussian vectors  . . . 193--203
                  Eric A. Cator   Deconvolution with arbitrarily smooth
                                  kernels  . . . . . . . . . . . . . . . . 205--214
         Alexander Bulinski and   
                 Charles Suquet   Normal approximation for
                                  quasi-associated random fields . . . . . 215--226

Statistics & Probability Letters
Volume 54, Number 3, October 1, 2001

     Reinaldo B. Arellano-Valle   On some characterizations of spherical
                                  distributions  . . . . . . . . . . . . . 227--232
                  Patrick Marsh   Edgeworth expansions in Gaussian
                                  autoregression . . . . . . . . . . . . . 233--241
              J. S. Athreya and   
                  S. Sethuraman   On the asymptotics of discrete order
                                  statistics . . . . . . . . . . . . . . . 243--249
    Jaime San Martín and   
                 Soledad Torres   Euler scheme for solutions of a
                                  countable system of stochastic
                                  differential equations . . . . . . . . . 251--259
               Paul Janssen and   
              Jan Swanepoel and   
          Noël Veraverbeke   Modified bootstrap consistency rates for
                                  $U$-quantiles  . . . . . . . . . . . . . 261--268
                W. Y. Wendy Lou   The distribution of the usual provider
                                  continuity index under Markov dependence 269--276
            Roger B. Nelsen and   
José Juan Quesada-Molina and   
José Antonio Rodríguez-Lallena and   
     Manuel Úbeda-Flores   Distribution functions of copulas: a
                                  class of bivariate probability integral
                                  transforms . . . . . . . . . . . . . . . 277--282
               Arthur Cohen and   
           Harold B. Sackrowitz   Wherefore similar tests? . . . . . . . . 283--290
          Ulug Çapar and   
           Hüseyin Aktuglu   A new construction of random Colombeau
                                  distributions  . . . . . . . . . . . . . 291--299
            N. Balakrishnan and   
                  E. Cramer and   
                       U. Kamps   Bounds for means and variances of
                                  progressive type II censored order
                                  statistics . . . . . . . . . . . . . . . 301--315
                   Ken-iti Sato   Subordination and self-decomposability   317--324
              Umberto Amato and   
           Daniela De Canditiis   Convergence in probability of the
                                  Mallows and GCV wavelet and Fourier
                                  regularization methods . . . . . . . . . 325--329
                Kazuhiro Ohtani   MSE dominance of the pre-test iterative
                                  variance estimator over the iterative
                                  variance estimator in regression . . . . 331--340

Statistics & Probability Letters
Volume 54, Number 4, October 15, 2001

                   Yu-Shan Shih   Selecting the best splits for
                                  classification trees with categorical
                                  variables  . . . . . . . . . . . . . . . 341--345
                Qiying Wang and   
                Yan-Xia Lin and   
              Chandra M. Gulati   Asymptotics for moving average processes
                                  with dependent innovations . . . . . . . 347--356
                  M. S. Sgibnev   On the exact asymptotic behaviour of the
                                  distribution of the supremum in the
                                  ``critical'' case  . . . . . . . . . . . 357--362
             Anna V. Osmoukhina   Large deviations probabilities for a
                                  test of symmetry based on kernel density
                                  estimator  . . . . . . . . . . . . . . . 363--371
               Stuart Coles and   
                Francesco Pauli   Extremal limit laws for a class of
                                  bivariate Poisson vectors  . . . . . . . 373--379
               Nicola Loperfido   Quadratic forms of skew-normal random
                                  vectors  . . . . . . . . . . . . . . . . 381--387
              Chin-Shang Li and   
        Jeremy M. G. Taylor and   
                     Judy P. Sy   Identifiability of cure models . . . . . 389--395
             Glen A. Satten and   
              Somnath Datta and   
                   James Robins   Estimating the marginal survival
                                  function in the presence of time
                                  dependent covariates . . . . . . . . . . 397--403
                Antonietta Mira   Efficiency of finite state space Monte
                                  Carlo Markov chains  . . . . . . . . . . 405--411
          Carlos A. León   Maximum asymptotic variance of sums of
                                  finite Markov chains . . . . . . . . . . 413--415
              Enkelejd Hashorva   Asymptotic results for FGM random
                                  sequences  . . . . . . . . . . . . . . . 417--425
      Ursula U. Müller and   
               Anton Schick and   
            Wolfgang Wefelmeyer   Improved estimators for constrained
                                  Markov chain models  . . . . . . . . . . 427--435
                  Keming Yu and   
                 Rana A. Moyeed   Bayesian quantile regression . . . . . . 437--447
                  G. G. Roussas   Erratum: ``An Esseen-type inequality for
                                  probability density functions, with an
                                  application'' [Statist. Probab. Lett.
                                  \bf 51 (2001) 397--408]  . . . . . . . . 449--449
                      Anonymous   Author Index for Volume 54 (2001)  . . . 451--452


Statistics & Probability Letters
Volume 55, Number 1, November 1, 2001

           Ying-Kuen Cheung and   
                  Jason P. Fine   Likelihood estimation after
                                  nonparametric transformation . . . . . . 1--7
          Jean-Michel Poggi and   
                  Bruno Portier   Asymptotic local test for linearity in
                                  adaptive control . . . . . . . . . . . . 9--17
              Hajime Yamato and   
             Masaaki Sibuya and   
              Toshifumi Nomachi   Ordered sample from two-parameter GEM
                                  distribution . . . . . . . . . . . . . . 19--27
              Michael Baron and   
               Andrew L. Rukhin   Perpetuities and asymptotic change-point
                                  analysis . . . . . . . . . . . . . . . . 29--38
             Jens Breckling and   
               Philip Kokic and   
              Oliver Lübke   A note on multivariate $M$-quantiles . . 39--44
                Italo Simonelli   Convergence and symmetry of infinite
                                  products of independent random variables 45--52
     Brajendra C. Sutradhar and   
                  Pranesh Kumar   On the efficiency of extended
                                  generalized estimating equation
                                  approaches . . . . . . . . . . . . . . . 53--61
               Hanjun Zhang and   
                 Anyue Chen and   
                  Xiang Lin and   
                   Zhenting Hou   Strong ergodicity of monotone transition
                                  functions  . . . . . . . . . . . . . . . 63--69
             F. Spizzichino and   
                  G. L. Torrisi   Multivariate negative aging in an
                                  exchangeable model of heterogeneity  . . 71--82
            Stefano Maria Iacus   Statistical analysis of the
                                  inhomogeneous telegrapher's process  . . 83--88
             Jean-Louis Bon and   
           Vladimir Kalashnikov   Some estimates of geometric sums . . . . 89--97
                Abram Kagan and   
                  Sergei Nagaev   How many moments can be estimated from a
                                  large sample?  . . . . . . . . . . . . . 99--105
         Jaros\law Bartoszewicz   Stochastic comparisons of random minima
                                  and maxima from life distributions . . . 107--112

Statistics & Probability Letters
Volume 55, Number 2, November 15, 2001

                      Anonymous   sd0971+es0971  . . . . . . . . . . . . . I--II
          Enkelejd Hashorva and   
          Jürg Hüsler   On the number of points near the
                                  multivariate maxima  . . . . . . . . . . 113--124
                Roger P. Qu and   
                   Jun Shao and   
                     Mari Palta   Efficiency comparison of methods for
                                  estimation in longitudinal regression
                                  models . . . . . . . . . . . . . . . . . 125--135
              Jianping Dong and   
                   Chuang Zheng   Generalized edge frequency polygon for
                                  density estimation . . . . . . . . . . . 137--145
                Hannelore Liero   $ L_2 $-tests for sparse multinomials    147--158
         Krzysztof Oleszkiewicz   Concentration of capital --- the product
                                  form of the Law of Large Numbers in $
                                  L_1 $  . . . . . . . . . . . . . . . . . 159--162
                Gerold Alsmeyer   Two comparison theorems for nonlinear
                                  first passage times and their linear
                                  counterparts . . . . . . . . . . . . . . 163--171
            V. S. M. Campos and   
                 C. C. Y. Dorea   Kernel density estimation: the general
                                  case . . . . . . . . . . . . . . . . . . 173--180
                M. Kaluszka and   
                   A. Okolewski   An extension of the Erd\Hos--Neveu--Rényi
                                  theorem with applications to order
                                  statistics . . . . . . . . . . . . . . . 181--186
          Rabi Bhattacharya and   
            Enrique Thomann and   
                 Edward Waymire   A note on the distribution of integrals
                                  of geometric Brownian motion . . . . . . 187--192
             G. N. Milstein and   
                    M. Nussbaum   Maximum likelihood estimation of a
                                  nonparametric signal in white noise by
                                  optimal control  . . . . . . . . . . . . 193--203
                   L. Gajek and   
                   A. Okolewski   Improved Steffensen type bounds on
                                  expectations of record statistics  . . . 205--212
        Hassairi Abdelhamid and   
                  Masmoudi Afif   The mean radius of curvature of an
                                  exponential family . . . . . . . . . . . 213--220
            L. G. Gorostiza and   
  E. Díaz-Francés   Species accumulation functions and pure
                                  birth processes  . . . . . . . . . . . . 221--226

Statistics & Probability Letters
Volume 55, Number 3, December 1, 2001

S. J. M. Clémençon   Moment and probability inequalities for
                                  sums of bounded additive functionals of
                                  regular Markov chains via the Nummelin
                                  splitting technique  . . . . . . . . . . 227--238
            Carey E. Priebe and   
          Jason G. DeVinney and   
             David J. Marchette   On the distribution of the domination
                                  number for random class cover catch
                                  digraphs . . . . . . . . . . . . . . . . 239--246
               Nicolas Privault   Extended covariance identities and
                                  inequalities . . . . . . . . . . . . . . 247--255
                       Amit Sen   Behaviour of Dickey--Fuller $F$-tests
                                  under the trend-break stationary
                                  alternative  . . . . . . . . . . . . . . 257--268
          Gauss M. Cordeiro and   
               Denise A. Botter   Second-order biases of maximum
                                  likelihood estimates in overdispersed
                                  generalized linear models  . . . . . . . 269--280
                  Serge Guillas   Rates of convergence of autocorrelation
                                  estimates for autoregressive Hilbertian
                                  processes  . . . . . . . . . . . . . . . 281--291
              Jeankyung Kim and   
                   Jinsoo Hwang   Asymptotic properties of location
                                  estimators based on projection depth . . 293--299
Manuel Ordóñez Cabrera and   
              Andrei I. Volodin   On conditional compactly uniform $p$
                                  th-order integrability of random
                                  elements in Banach spaces  . . . . . . . 301--309
              Hong-Bin Fang and   
                    Jianguo Sun   Consistency of nonparametric maximum
                                  likelihood estimation of a distribution
                                  function based on doubly
                                  interval-censored failure time data  . . 311--318
                  Arup Bose and   
          Snigdhansu Chatterjee   Generalised bootstrap in non-regular
                                  $M$-estimation problems  . . . . . . . . 319--328
              Hailiang Yang and   
                   Lihong Zhang   On the distribution of surplus
                                  immediately before ruin under interest
                                  force  . . . . . . . . . . . . . . . . . 329--338

Statistics & Probability Letters
Volume 55, Number 4, December 15, 2001

                      Anonymous   SD0971 . . . . . . . . . . . . . . . . . I
                      Anonymous   Author advert  . . . . . . . . . . . . . II
            N. Balakrishnan and   
                    H. A. David   A note on the variance of a lightly
                                  trimmed mean when multiple outliers are
                                  present in the sample  . . . . . . . . . 339--343
                     Fuqing Gao   Moderate deviations for the maximum
                                  likelihood estimator . . . . . . . . . . 345--352
             Alain Berlinet and   
            Beno\^\it Cadre and   
                    Ali Gannoun   Estimation of conditional $ L_1 $-median
                                  from dependent observations  . . . . . . 353--358
               Sofiya Ostrovska   Sets of random variables with a given
                                  uncorrelation structure  . . . . . . . . 359--366
               R. Ibragimov and   
               Sh. Sharakhmetov   The best constant in the Rosenthal
                                  inequality for nonnegative random
                                  variables  . . . . . . . . . . . . . . . 367--376
      Jana Jurecková and   
              Roger Koenker and   
                Stephen Portnoy   Tail behavior of the least-squares
                                  estimator  . . . . . . . . . . . . . . . 377--384
            Majid Mojirsheibani   The Glivenko--Cantelli theorem based on
                                  data with randomly imputed missing
                                  values . . . . . . . . . . . . . . . . . 385--396
         Panagiotis Besbeas and   
             Byron J. T. Morgan   Integrated squared error estimation of
                                  Cauchy parameters  . . . . . . . . . . . 397--401
              Somnath Datta and   
                 Glen A. Satten   Validity of the Aalen--Johansen
                                  estimators of stage occupation
                                  probabilities and Nelson--Aalen
                                  estimators of integrated transition
                                  hazards for non-Markov models  . . . . . 403--411
         Gianfranco Adimari and   
                  Laura Ventura   Robust inference for generalized linear
                                  models with application to logistic
                                  regression . . . . . . . . . . . . . . . 413--419
             Yuliya Mishura and   
                  Esko Valkeila   Martingale transforms and Girsanov
                                  theorem for long-memory Gaussian
                                  processes  . . . . . . . . . . . . . . . 421--430
           István Berkes   The Law of Large Numbers with
                                  exceptional sets . . . . . . . . . . . . 431--438
                Suojin Wang and   
                     C. Y. Wang   A note on kernel assisted estimators in
                                  missing covariate regression . . . . . . 439--449
                      Anonymous   Author index . . . . . . . . . . . . . . 451--452


Statistics & Probability Letters
Volume 56, Number 1, January 1, 2002

                     W. Liu and   
                B. J. R. Bailey   Sample size determination for
                                  constructing a constant width confidence
                                  interval for a binomial success
                                  probability  . . . . . . . . . . . . . . 1--5
               André Mas   Rates of weak convergence for images of
                                  measures by families of mappings . . . . 7--12
               Nicola Loperfido   Statistical implications of selectively
                                  reported inferential results . . . . . . 13--22
               Sangyeol Lee and   
                  Seongryong Na   On the Bickel--Rosenblatt test for
                                  first-order autoregressive models  . . . 23--35
                  H. M. Barakat   On the confidence region for the
                                  bivariate co-ordinate-wise quantiles of
                                  the continuous bivariate distribution
                                  functions  . . . . . . . . . . . . . . . 37--43
        Viktor Witkovský   Exact distribution of positive linear
                                  combinations of inverted chi-square
                                  random variables with odd degrees of
                                  freedom  . . . . . . . . . . . . . . . . 45--50
          Jan G. De Gooijer and   
                Ali Gannoun and   
                    Dawit Zerom   Mean squared error properties of the
                                  kernel-based multi-stage median
                                  predictor for time series  . . . . . . . 51--56
             L. Györfi and   
                       I. Vajda   Asymptotic distributions for
                                  goodness-of-fit statistics in a sequence
                                  of multinomial models  . . . . . . . . . 57--67
                  D. M. Salopek   A new class of nearly self-financing
                                  strategies . . . . . . . . . . . . . . . 69--75
                Mohamed T. Madi   On the invariant estimation of an
                                  exponential scale using doubly censored
                                  data . . . . . . . . . . . . . . . . . . 77--82
               Sungchul Lee and   
                    Zhonggen Su   The symmetry in the martingale
                                  inequality . . . . . . . . . . . . . . . 83--91
                Jicheng Liu and   
                    Jiagang Ren   Comparison theorem for solutions of
                                  backward stochastic differential
                                  equations with continuous coefficient    93--100
                 Guoqi Qian and   
                    Chris Field   Law of iterated logarithm and consistent
                                  model selection criterion in logistic
                                  regression . . . . . . . . . . . . . . . 101--112

Statistics & Probability Letters
Volume 56, Number 2, January 15, 2002

             Patrizia Berti and   
                    Pietro Rigo   A uniform limit theorem for predictive
                                  distributions  . . . . . . . . . . . . . 113--120
               Idir Ouassou and   
         William E. Strawderman   Estimation of a parameter vector
                                  restricted to a cone . . . . . . . . . . 121--129
                 Hsiaw-Chan Yeh   Six multivariate Zipf distributions and
                                  their related properties . . . . . . . . 131--141
             Peter W. Glynn and   
                  Dirk Ormoneit   Hoeffding's inequality for uniformly
                                  ergodic Markov chains  . . . . . . . . . 143--146
                     Lu Lin and   
                   Runchu Zhang   Profile quasi-likelihood . . . . . . . . 147--154
     William F. Rosenberger and   
                     Mingxiu Hu   On the use of generalized linear models
                                  following a sequential design  . . . . . 155--161
                    M. C. Jones   A dependent bivariate $t$ distribution
                                  with marginals on different degrees of
                                  freedom  . . . . . . . . . . . . . . . . 163--170
                   Su-Yun Huang   On a Bayesian aspect for soft wavelet
                                  shrinkage estimation under an asymmetric
                                  Linex loss . . . . . . . . . . . . . . . 171--175
              Alexander Aue and   
               Josef Steinebach   A note on estimating the change-point of
                                  a gradually changing stochastic process  177--191
             Mokhtar H. Konsowa   Random walks on trees and the law of
                                  iterated logarithm . . . . . . . . . . . 193--197
              Martin Hildebrand   A note on various holding probabilities
                                  for random lazy random walks on finite
                                  groups . . . . . . . . . . . . . . . . . 199--206
            Suzanne R. Dubnicka   Testing against ordered alternatives for
                                  multivariate censored survival data  . . 207--216
           Koon-Shing Kwong and   
                   Ee-Hwee Wong   A more powerful step-up procedure for
                                  controlling the false discovery rate
                                  under independence . . . . . . . . . . . 217--225
                      Anonymous   Zipf's law and maximum sustainable
                                  growth . . . . . . . . . . . . . . . . . ??

Statistics & Probability Letters
Volume 56, Number 3, February 1, 2002

                  Prabir Burman   Estimation of equifrequency histograms   227--238
            Belkacem Abdous and   
    Stéphane Germain and   
                 Nadia Ghazzali   A unified treatment of direct and
                                  indirect estimation of a probability
                                  density and its derivatives  . . . . . . 239--250
 Raúl Jiménez and   
                   J. E. Yukich   Strong laws for Euclidean graphs with
                                  general edge weights . . . . . . . . . . 251--259
                Marianna Pensky   Density deconvolution based on wavelets
                                  with bounded supports  . . . . . . . . . 261--269
               Jason J. Z. Liao   An insight into linear calibration:
                                  univariate case  . . . . . . . . . . . . 271--281
          Daren B. H. Cline and   
                 Huay-min H. Pu   A note on a simple Markov bilinear
                                  stochastic process . . . . . . . . . . . 283--288
            Claudio Agostinelli   Robust model selection in regression via
                                  weighted likelihood methodology  . . . . 289--300
                   Jerzy Szulga   Hausdorff dimension of
                                  Weierstrass--Mandelbrot process  . . . . 301--307
             Petros Hadjicostas   Symmetric and isomorphic properties of
                                  qualitative probability structures on a
                                  finite set . . . . . . . . . . . . . . . 309--319
         Zdzis\law Porosi\'nski   On best choice problems having similar
                                  solutions  . . . . . . . . . . . . . . . 321--327
                     J. Huh and   
               K. C. Carri\`ere   Estimation of regression functions with
                                  a discontinuity in a derivative with
                                  local polynomial fits  . . . . . . . . . 329--343

Statistics & Probability Letters
Volume 56, Number 4, February 15, 2002

              Glenn Hofmann and   
                 H. N. Nagaraja   A random power record model  . . . . . . 345--353
                 R. C. Blei and   
                  Nasser Towghi   Variations of Frechet measures of
                                  $p$-stable motions . . . . . . . . . . . 355--360
                Mark G. Low and   
                Yung-Gyung Kang   Estimating monotone functions  . . . . . 361--367
                James C. Fu and   
            Fred A. Spiring and   
                   Hansheng Xie   On the average run lengths of quality
                                  control schemes using a Markov chain
                                  approach . . . . . . . . . . . . . . . . 369--380
              Adam T. Martinsek   Estimation of the maximum and minimum in
                                  a model for bounded, dependent data  . . 381--393
             Prasanta Basak and   
                  Indrani Basak   Unimodality of the distribution of
                                  record statistics  . . . . . . . . . . . 395--398
      Sòren Asmussen and   
       Vladimir Kalashnikov and   
   Dimitrios Konstantinides and   
   Claudia Klüppelberg and   
           Gurami Tsitsiashvili   A local limit theorem for random walk
                                  maxima with heavy tails  . . . . . . . . 399--404
            Gerard Hooghiemstra   On explicit occupation time
                                  distributions for Brownian processes . . 405--417
         Zdzis\law Porosi\'nski   Characterization of the monotone case
                                  for a best choice problem with a random
                                  number of objects  . . . . . . . . . . . 419--423
              Jeffrey S. Morris   The BLUPs are not ``best'' when it comes
                                  to bootstrapping . . . . . . . . . . . . 425--430
              Sigit Nugroho and   
               Z. Govindarajulu   Nonparametric tests for random effects
                                  in the balanced incomplete block design  431--437
             Michael R. Kosorok   On global consistency of a bivariate
                                  survival estimator under univariate
                                  censoring  . . . . . . . . . . . . . . . 439--446
                      Anonymous   Author index . . . . . . . . . . . . . . 447--448


Statistics & Probability Letters
Volume 57, Number 1, March 1, 2002

          Enkelejd Hashorva and   
          Jürg Hüsler   Remarks on compound Poisson
                                  approximation of Gaussian random
                                  sequences  . . . . . . . . . . . . . . . 1--8
                 Isha Dewan and   
           B. L. S. Prakasa Rao   Central limit theorem for $U$-statistics
                                  of associated random variables . . . . . 9--15
            Gérard Letac   Donkey walk and Dirichlet distributions  17--22
         Jaros\law Bartoszewicz   Mixtures of exponential distributions
                                  and stochastic orders  . . . . . . . . . 23--31
           Christian Genest and   
     Étienne Marceau and   
                Mhamed Mesfioui   Upper stop-loss bounds for sums of
                                  possibly dependent risks with given
                                  means and variances  . . . . . . . . . . 33--41
                Dimitris Karlis   An EM type algorithm for maximum
                                  likelihood estimation of the
                                  normal-inverse Gaussian distribution . . 43--52
                   Faming Liang   Some connections between Bayesian and
                                  non-Bayesian methods for regression
                                  model selection  . . . . . . . . . . . . 53--63
              Jeongcheol Ha and   
                   Sangyeol Lee   Coefficient constancy test in AR--ARCH
                                  models . . . . . . . . . . . . . . . . . 65--77
                Ivan Mizera and   
       Christine H. Müller   Breakdown points of Cauchy
                                  regression-scale estimators  . . . . . . 79--89
       Georgy L. Shevlyakov and   
           Nikita O. Vilchevski   Minimax variance estimation of a
                                  correlation coefficient for $ \epsilon
                                  $-contaminated bivariate normal
                                  distributions  . . . . . . . . . . . . . 91--100
           Zacharias Psaradakis   On the asymptotic behaviour of unit-root
                                  tests in the presence of a Markov trend  101--109
        Constance van Eeden and   
                 James V. Zidek   Correction on ``Estimating one of two
                                  normal means when their difference is
                                  bounded'': [Statist. Probab. Lett. \bf
                                  51 (2001) 277--284]  . . . . . . . . . . 111--111

Statistics & Probability Letters
Volume 57, Number 2, April 1, 2002

       Miroslav M. Risti\'c and   
           Biljana C. Popovi\'c   The uniform autoregressive process of
                                  the second order (UAR(2))  . . . . . . . 113--119
                   Jian Tao and   
             Ning-Zhong Shi and   
                Jianhua Guo and   
                        Wei Gao   Stepwise procedures for the
                                  identification of minimum effective dose
                                  with unknown variances . . . . . . . . . 121--131
           B. L. S. Prakasa Rao   Application of Whittle's inequality for
                                  Banach space valued martingales  . . . . 133--137
           B. L. S. Prakasa Rao   Hajek--Rényi-type inequality for
                                  associated sequences . . . . . . . . . . 139--143
            Kuey Chung Choi and   
       Kashinath Chatterjee and   
                 Ashish Das and   
                   Sudhir Gupta   Optimality of orthogonally blocked
                                  diallels with specific combining
                                  abilities  . . . . . . . . . . . . . . . 145--150
             Jean-Louis Bon and   
                   Abbas Illayk   A note on some new renewal ageing
                                  notions  . . . . . . . . . . . . . . . . 151--155
Victor H. de la Peña and   
         Ingrid-Mona Zamfirescu   Decoupling and domination inequalities
                                  with application to Wald's identity for
                                  martingales  . . . . . . . . . . . . . . 157--170
              S. E. Abu-Youssef   A moment inequality for decreasing
                                  (increasing) mean residual life
                                  distributions with hypothesis testing
                                  application  . . . . . . . . . . . . . . 171--177
      V. Grunert da Fonseca and   
                  C. M. Fonseca   A link between the multivariate
                                  cumulative distribution function and the
                                  hitting function for random closed sets  179--182
              Wen-Tao Huang and   
                        Bing Xu   Some maximal inequalities and complete
                                  convergences of negatively associated
                                  random sequences . . . . . . . . . . . . 183--191
            N. Balakrishnan and   
                   N. Papadatos   The use of spacings in the estimation of
                                  a scale parameter  . . . . . . . . . . . 193--204
             Young Hun Choi and   
     Ömer Öztürk   A new class of score generating
                                  functions for regression models  . . . . 205--214

Statistics & Probability Letters
Volume 57, Number 3, April 15, 2002

               Ibrahim A. Ahmad   On moment inequalities of the supremum
                                  of empirical processes with applications
                                  to kernel estimation . . . . . . . . . . 215--220
                  I. Dreier and   
                        S. Kotz   A note on the characteristic function of
                                  the $t$-distribution . . . . . . . . . . 221--224
                    Abram Kagan   Transfer theorems in exponential
                                  families . . . . . . . . . . . . . . . . 225--229
Graciela Estévez-Pérez   On convergence rates for quadratic
                                  errors in kernel hazard estimation . . . 231--241
                 Johan Jonasson   Uniqueness of uniform random colorings
                                  of regular trees . . . . . . . . . . . . 243--248
                    Luc Devroye   Simulating Bessel random variables . . . 249--257
Wenceslao González-Manteiga and   
Alejandro Quintela-del-Río and   
                  Philippe Vieu   A note on variable selection in
                                  nonparametric regression with dependent
                                  data . . . . . . . . . . . . . . . . . . 259--268
                     B. Q. Fang   Estimation of the location parameter of
                                  the $ l_1$-norm symmetric matrix variate
                                  distributions  . . . . . . . . . . . . . 269--280
                 Mayer Alvo and   
                  Jincheol Park   Multivariate non-parametric tests of
                                  trend when the data are incomplete . . . 281--290
           Danuta Kachlicka and   
                    Iwona Mejza   On the efficiency of some supplemented $
                                  (\alpha_1, \alpha_2, \ldots {},
                                  \alpha_R) $-resolvable block designs . . 291--299

Statistics & Probability Letters
Volume 57, Number 4, May 1, 2002

              Lincheng Zhao and   
                     Limin Peng   Model selection under order restriction  301--306
            Tsung-Lin Cheng and   
                 Yuan-Shih Chow   On stable convergence in the Central
                                  Limit Theorem  . . . . . . . . . . . . . 307--313
              Miguel A. Arcones   Large and moderate deviations of
                                  empirical processes with nonstandard
                                  rates  . . . . . . . . . . . . . . . . . 315--326
         Richard A. Johnson and   
                 Grace S. Shieh   On tests of independence for spherical
                                  data-invariance and centering  . . . . . 327--335
                Reinhard Furrer   $M$-Estimation for dependent random
                                  variables  . . . . . . . . . . . . . . . 337--341
                     Zhide Fang   $D$-optimal designs for polynomial
                                  regression models through origin . . . . 343--351
       Silvia L. P. Ferrari and   
         Francisco Cribari-Neto   Corrected modified profile likelihood
                                  heteroskedasticity tests . . . . . . . . 353--361
                   Chang Yu and   
               Daniel Zelterman   Sums of dependent Bernoulli random
                                  variables and disease clustering . . . . 363--373
                   Gang Wei and   
                    Taizhong Hu   Supermodular dependence ordering on a
                                  class of multivariate copulas  . . . . . 375--385
           Christian Genest and   
         François Verret   The TP$_2$ ordering of Kimeldorf and
                                  Sampson has the normal-agreeing property 387--391
Germán Aneiros-Pérez   On bandwidth selection in partial linear
                                  regression models under dependence . . . 393--401
                 Alan D. Hutson   Quasi-medians are robust and relatively
                                  efficient estimators of a common mean
                                  given multivariate normality . . . . . . 403--408
                      Anonymous   Author index . . . . . . . . . . . . . . 409--410


Statistics & Probability Letters
Volume 58, Number 1, May 15, 2002

      Avinash Dharmadhikari and   
           S. B. Kulathinal and   
            Vidyadhar Mandrekar   An algorithm for the estimation of
                                  minimal cut and path sets from field
                                  failure data . . . . . . . . . . . . . . 1--11
         Peter Mörters and   
               Narn-Rueih Shieh   Thin and thick points for branching
                                  measure on a Galton--Watson tree . . . . 13--22
                 Xuefeng Li and   
                  Linda H. Zhao   Bayesian nonparametric point estimation
                                  under a conjugate prior  . . . . . . . . 23--30
               Paul Janssen and   
              Jan Swanepoel and   
          Noël Veraverbeke   The modified bootstrap error process for
                                  Kaplan--Meier quantiles  . . . . . . . . 31--39
                  Wensheng Wang   Self-normalized lag increments of
                                  partial sums . . . . . . . . . . . . . . 41--51
              E. Schechtman and   
                  G. Schechtman   On characterization of two-sample
                                  $U$-statistics . . . . . . . . . . . . . 53--59
                        Heng Li   Likelihood-based quadratic analyses for
                                  diallel cross and other experiments
                                  involving data collected on ordered
                                  pairs of sampling units  . . . . . . . . 61--69
             Riccardo Gatto and   
           S. Rao Jammalamadaka   A saddlepoint approximation for testing
                                  exponentiality against some increasing
                                  failure rate alternatives  . . . . . . . 71--81
                V. Cekanavicius   On the convergence of Markov binomial to
                                  Poisson distribution . . . . . . . . . . 83--91
                    M. C. Jones   On fractional uniform order statistics   93--96
           José Mira and   
María Jesús Sánchez   Analytical results for a Bayesian
                                  bivariate cokriging model  . . . . . . . 97--109

Statistics & Probability Letters
Volume 58, Number 2, June 1, 2002

       R. B. Arellano-Valle and   
                G. del Pino and   
           E. San Martín   Definition and probabilistic properties
                                  of skew-distributions  . . . . . . . . . 111--121
                 Andrea Cerioli   Tests of homogeneity for spatial
                                  populations  . . . . . . . . . . . . . . 123--130
                   Mario Abundo   Some conditional crossing results of
                                  Brownian motion over a piecewise-linear
                                  boundary . . . . . . . . . . . . . . . . 131--145
                Subashan Perera   Maximum quasilikelihood estimation for a
                                  simplified NEAR(1) model . . . . . . . . 147--155
             Mark Braverman and   
                  Yan Lumelskii   Chebyshev systems and estimation theory
                                  for discrete distributions . . . . . . . 157--165
                     Liang Peng   Asymptotic expansions of densities of
                                  sums of random vectors without third
                                  moment . . . . . . . . . . . . . . . . . 167--174
                 Tomasz Rychlik   Best upper quantile evaluations for NWU
                                  distributions  . . . . . . . . . . . . . 175--184
              S. Ejaz Ahmed and   
     Rita Giuliano Antonini and   
                 Andrei Volodin   On the rate of complete convergence for
                                  weighted sums of arrays of Banach space
                                  valued random elements with application
                                  to moving average processes  . . . . . . 185--194
         Endre Csáki and   
     Khurelbaatar Gonchigdanzan   Almost sure limit theorems for the
                                  maximum of stationary Gaussian sequences 195--203
                    Elias Masry   Multivariate probability density
                                  estimation for associated processes:
                                  strong consistency and rates . . . . . . 205--219

Statistics & Probability Letters
Volume 58, Number 3, July 1, 2002

        Jeremy M. G. Taylor and   
               Susan Murray and   
                 Chiu-Hsieh Hsu   Survival estimation and testing via
                                  multiple imputation  . . . . . . . . . . 221--232
             R. Dennis Cook and   
                  Xiangrong Yin   Asymptotic distributions for testing
                                  dimensionality in $q$-based pHd  . . . . 233--243
             Daniel A. Griffith   A spatial filtering specification for
                                  the auto-Poisson model . . . . . . . . . 245--251
                    Yves Romain   Perturbation of functional tensors with
                                  applications to covariance operators . . 253--264
              Swagata Nandi and   
           Srikanth K. Iyer and   
                  Debasis Kundu   Estimation of frequencies in presence of
                                  heavy tail errors  . . . . . . . . . . . 265--282
             Valentin V. Petrov   A note on the Borel--Cantelli lemma  . . 283--286
                   Jie Chen and   
                    Joseph Glaz   Approximations for a conditional
                                  two-dimensional scan statistic . . . . . 287--296
      Rajeeva L. Karandikar and   
                  M. Vidyasagar   Rates of uniform convergence of
                                  empirical means with mixing processes    297--307
                Liuquan Sun and   
                      Xian Zhou   Regression analysis for a semiparametric
                                  model with panel data  . . . . . . . . . 309--317
                Francesco Bravo   Blockwise empirical Cressie--Read test
                                  statistics for $ \alpha $-mixing
                                  processes  . . . . . . . . . . . . . . . 319--325

Statistics & Probability Letters
Volume 58, Number 4, July 15, 2002

       Éric Marchand and   
         François Perron   On the minimax estimator of a bounded
                                  normal mean  . . . . . . . . . . . . . . 327--333
               Odd O. Aalen and   
                 Nils Lid Hjort   Frailty models that yield proportional
                                  hazards  . . . . . . . . . . . . . . . . 335--342
           Andrzej S. Kozek and   
               Miros\law Pawlak   Distribution-free consistency of kernel
                                  non-parametric $M$-estimators  . . . . . 343--353
           Longcheen Huwang and   
               J. T. Gene Hwang   Prediction and confidence intervals for
                                  nonlinear measurement error models
                                  without identifiability information  . . 355--362
               Sungchul Lee and   
                    Zhonggen Su   Gaussian tail for empirical
                                  distributions of MST on random graphs    363--368
                  Rong-Xian Yue   Model-robust designs in multiresponse
                                  situations . . . . . . . . . . . . . . . 369--379
              Christian Kleiber   Variability ordering of heavy-tailed
                                  distributions with applications to order
                                  statistics . . . . . . . . . . . . . . . 381--388
               Holger Dette and   
       Viatcheslav B. Melas and   
            Stefanie Biedermann   A functional-algebraic determination of
                                  $D$-optimal designs for trigonometric
                                  regression models on a partial circle    389--397
           Abdelouahab Bibi and   
                 Alwell J. Oyet   A note on the properties of some time
                                  varying bilinear models  . . . . . . . . 399--411
            U. Stadtmüller   Almost sure versions of distributional
                                  limit theorems for certain order
                                  statistics . . . . . . . . . . . . . . . 413--426
                     Liqun Wang   A simple adjustment for measurement
                                  errors in some limited dependent
                                  variable models  . . . . . . . . . . . . 427--433
                      Anonymous   Author index . . . . . . . . . . . . . . 435--436


Statistics & Probability Letters
Volume 59, Number 1, August 15, 2002

              C. Satheesh Kumar   Extended generalized hypergeometric
                                  probability distributions  . . . . . . . 1--7
                 Grace Chiu and   
           Richard Lockhart and   
              Richard Routledge   Bent-cable asymptotics when the bend is
                                  missing  . . . . . . . . . . . . . . . . 9--16
                Pang Shanqi and   
                Liu Sanyang and   
                 Zhang Yingshan   Satisfactory orthogonal array and its
                                  checking method  . . . . . . . . . . . . 17--22
               Takuhisa Shikimi   Large deviations for kernel-type
                                  empirical distributions  . . . . . . . . 23--28
                  Z. D. Bai and   
                    K. S. Kwong   Solution to Dalal and Mallows conjecture
                                  on monotone property of the joint
                                  distribution of order statistics . . . . 29--35
             Glaysar Castro and   
               Valerie Girardin   Maximum of entropy and extension of
                                  covariance matrices for periodically
                                  correlated and multivariate processes    37--52
                 Koji Akita and   
                 Makoto Maejima   On certain self-decomposable
                                  self-similar processes with independent
                                  increments . . . . . . . . . . . . . . . 53--59
                Ali Gannoun and   
    Jérôme Saracco   A new proof of strong consistency of
                                  kernel estimation of density function
                                  and mode under random censorship . . . . 61--66
                Brad C. Johnson   The distribution of increasing
                                  $2$-sequences in random permutations of
                                  arbitrary multi-sets . . . . . . . . . . 67--74
               Xinxin Jiang and   
               Marjorie G. Hahn   Empirical Central Limit Theorems for
                                  exchangeable random variables  . . . . . 75--81
              Hanxiang Peng and   
                   Anton Schick   On efficient estimation of linear
                                  functionals of a bivariate distribution
                                  with known marginals . . . . . . . . . . 83--91
                    Nizam Uddin   A method of construction of a class of
                                  universally optimal structurally
                                  incomplete row-column designs  . . . . . 93--98
                 Chris J. Lloyd   Estimation of a convex ROC curve . . . . 99--111

Statistics & Probability Letters
Volume 59, Number 2, September 1, 2002

                     Harro Walk   On cross-validation in kernel and
                                  partitioning regression estimation . . . 113--123
             H. Evangelaras and   
             C. Koukouvinos and   
                      P. Mantas   A unified approach in addition or
                                  deletion of two level factorial designs  125--133
                   Runze Li and   
               Dennis K. J. Lin   Data analysis in supersaturated designs  135--144
               Alain Boudou and   
                    Yves Romain   On spectral and random measures
                                  associated to discrete and
                                  continuous-time processes  . . . . . . . 145--157
             Vytaras Brazauskas   Fisher information matrix for the
                                  Feller--Pareto distribution  . . . . . . 159--167
              Mara Tableman and   
               Alix I. Gitelman   The scaled $ \alpha $-Winsorized
                                  estimate of exponential scale for
                                  censored data: an analysis based on two
                                  influence functions  . . . . . . . . . . 169--181
                    Cheng Cheng   Almost-sure uniform error bounds of
                                  general smooth estimators of quantile
                                  density functions  . . . . . . . . . . . 183--194
                Samuel Kotz and   
              Hong-Bin Fang and   
                       Gang Wei   Multiple square tray distributions . . . 195--207
                Faouzi Chaabane   Invariance principles with logarithmic
                                  averaging for continuous local
                                  martingales  . . . . . . . . . . . . . . 209--217

Statistics & Probability Letters
Volume 59, Number 3, October 1, 2002

      Viswanath Devanarayan and   
           Leonard A. Stefanski   Empirical simulation extrapolation for
                                  measurement error models with replicate
                                  measurements . . . . . . . . . . . . . . 219--225
                   M. Bloznelis   A note on the multivariate local limit
                                  theorem  . . . . . . . . . . . . . . . . 227--233
             Jeong-gun Park and   
                   I. V. Basawa   Estimation for mixtures of Markov
                                  processes  . . . . . . . . . . . . . . . 235--244
               Brahim Ouhbi and   
               Nikolaos Limnios   The rate of occurrence of failures for
                                  semi-Markov processes and estimation . . 245--255
                    Fuxia Cheng   Consistency of error density and
                                  distribution function estimators in
                                  nonparametric regression . . . . . . . . 257--270
         Kestutis Ducinskas and   
                 Jurate Saltyte   Second-order asymptotic expansion for
                                  the risk in classification of curved
                                  exponential populations  . . . . . . . . 271--279
                Yannis Yatracos   Assessing the quality of bootstrap
                                  samples and of the bootstrap estimates
                                  obtained with finite resampling  . . . . 281--292
        Theodoros Nicoleris and   
                 Anthony Sagris   Random function prediction and Stein's
                                  identity . . . . . . . . . . . . . . . . 293--305
                  Hsiuying Wang   Improved confidence estimators for the
                                  usual one-sided confidence intervals for
                                  the ratio of two normal variances  . . . 307--315
                Yan-Xia Ren and   
                Xiu-Yun Suo and   
                  Xiang-Dong Yu   Interior singularity problem of some
                                  nonlinear elliptic equations . . . . . . 317--328

Statistics & Probability Letters
Volume 59, Number 4, October 15, 2002

              Youri Davydov and   
               Ricardas Zitikis   Convergence of generalized Lorenz curves
                                  based on stationary ergodic random
                                  sequences with deterministic noise . . . 329--340
               Michael Falk and   
              Rolf Dieter Reiss   A characterization of the rate of
                                  convergence in bivariate extreme value
                                  models . . . . . . . . . . . . . . . . . 341--351
                J. H. Hwang and   
                 B. U. Park and   
                         W. Ryu   Limit theorems for boundary function
                                  estimators . . . . . . . . . . . . . . . 353--360
                 Gregory Gagnon   Stability of option prices under uniform
                                  ellipticity  . . . . . . . . . . . . . . 361--365
                Yebin Cheng and   
                  Qihe Tang and   
                  Hailiang Yang   Approximations for moments of deficit at
                                  ruin with exponential and subexponential
                                  claims . . . . . . . . . . . . . . . . . 367--378
            Raouf Ghomrasni and   
           Svend Erik Graversen   An extension of Seshadri's identities
                                  for Brownian motion  . . . . . . . . . . 379--384
             M. L. Aggarwal and   
                   V. Sarin and   
                   Poonam Singh   Optimal orthogonal designs in two blocks
                                  for Becker's mixture models in three and
                                  four components  . . . . . . . . . . . . 385--396
              Erhard Cramer and   
                  Udo Kamps and   
                 Tomasz Rychlik   On the existence of moments of
                                  generalized order statistics . . . . . . 397--404
                     Lirong Cui   The IFR property for
                                  consecutive-k-out-of-n:F systems . . . . 405--414
                    R. M. Balan   Set-indexed processes with independent
                                  increments . . . . . . . . . . . . . . . 415--424
             Jason DeVinney and   
                John C. Wierman   A SLLN for a one-dimensional class cover
                                  problem  . . . . . . . . . . . . . . . . 425--435
                      Anonymous   Author index . . . . . . . . . . . . . . 437--438


Statistics & Probability Letters
Volume 60, Number 1, November 1, 2002

             A. V. Serdobolskii   Unimprovable solution to systems of
                                  empirical linear algebraic equations . . 1--6
             Mostafa Mashayekhi   Compound estimation of a monotone
                                  sequence . . . . . . . . . . . . . . . . 7--15
                Jinhong You and   
               Xiaoqian Sun and   
               Wan-kai Pang and   
                 Ping-kei Leung   Jackknifing type weighted least squares
                                  estimators in partially linear
                                  regression models  . . . . . . . . . . . 17--31
                 Ana Bianco and   
                Graciela Boente   On the asymptotic behavior of one-step
                                  estimates in heteroscedastic regression
                                  models . . . . . . . . . . . . . . . . . 33--47
              Choongrak Kim and   
             Byeong U. Park and   
                    Woochul Kim   Influence diagnostics in semiparametric
                                  regression models  . . . . . . . . . . . 49--58
            Mohamed Lemdani and   
             Elias Ould-Sa\"\id   Exact asymptotic $ \mathcal {L}_1
                                  $-error of a kernel density estimator
                                  under censored data  . . . . . . . . . . 59--68
                  Anna Nicolaou   Conditional score tests in the
                                  exponential family . . . . . . . . . . . 69--74
                    Steven Cook   Correcting size distortion of the
                                  Dickey--Fuller test via recursive mean
                                  adjustment . . . . . . . . . . . . . . . 75--79
             Tue Gòrgens   Nonparametric comparison of regression
                                  curves by local linear fitting . . . . . 81--89
               Dirk Metzler and   
          Steffen Grossmann and   
              Anton Wakolbinger   A Poisson model for gapped local
                                  alignments . . . . . . . . . . . . . . . 91--100
              Enkelejd Hashorva   Remarks on domination of maxima  . . . . 101--109
                  Arup Bose and   
                   Joydip Mitra   Limiting spectral distribution of a
                                  special circulant  . . . . . . . . . . . 111--120
                     Haiyan Cai   A law of iterated logarithm for the
                                  wavelet transforms of i.i.d. random
                                  variables  . . . . . . . . . . . . . . . 121--127

Statistics & Probability Letters
Volume 60, Number 2, November 15, 2002

                Kazuhiro Ohtani   Exact distribution of a pre-test
                                  estimator for regression error variance
                                  when there are omitted variables . . . . 129--140
      Félix Belzunce and   
        José M. Ruiz and   
                 M. Carmen Ruiz   On preservation of some shifted and
                                  proportional orders by systems . . . . . 141--154
             K. Dzhaparidze and   
                 J. A. Ferreira   A frequency domain approach to some
                                  results on fractional Brownian motion    155--168
                 Don Fallis and   
                Gerrard Liddell   Further results on inquiry and truth
                                  possession . . . . . . . . . . . . . . . 169--182
              James T. Kost and   
           Michael P. McDermott   Combining dependent $p$-values . . . . . 183--190
           B. L. S. Prakasa Rao   Another Esseen-type inequality for
                                  multivariate probability density
                                  functions  . . . . . . . . . . . . . . . 191--199
                 Magda Peligrad   Some remarks on coupling of dependent
                                  random variables . . . . . . . . . . . . 201--209
                     Xikui Wang   Asymptotic properties of bandit
                                  processes with geometric responses . . . 211--217
        Jeffrey T. Terpstra and   
                M. Bhaskara Rao   On the asymptotic distribution of a
                                  multivariate GR-estimate for a $ {\rm
                                  VAR}(p) $ time series  . . . . . . . . . 219--230
               Atanu Biswas and   
              Jing-Shiang Hwang   A new bivariate binomial distribution    231--240

Statistics & Probability Letters
Volume 60, Number 3, December 1, 2002

           Abdelazziz Allam and   
                   Tahar Mourid   Geometric absolute regularity of Banach
                                  space-valued autoregressive processes    241--252
              Zbigniew Szkutnik   A note on quasi-maximum likelihood
                                  solutions to an inverse problem for
                                  Poisson processes  . . . . . . . . . . . 253--263
                J. Beirlant and   
                  B. Vandewalle   Some comments on the estimation of a
                                  dependence index in bivariate extreme
                                  value statistics . . . . . . . . . . . . 265--278
                      Rong Situ   On solutions of backward stochastic
                                  differential equations with jumps and
                                  with non-Lipschitzian coefficients in
                                  Hilbert spaces and stochastic control    279--288
       Niels Richard Hansen and   
                   Ernst Hansen   Establishing geometric drift via the
                                  Laplace transform of symmetric measures  289--295
             Gérard Biau   Optimal asymptotic quadratic errors of
                                  density estimators on random fields  . . 297--307
               Rogemar S. Mamon   A time-varying Markov chain model of
                                  term structure . . . . . . . . . . . . . 309--312
                J. M. Stern and   
                       S. Zacks   Testing the independence of Poisson
                                  variates under the Holgate bivariate
                                  distribution: the power of a new
                                  evidence test  . . . . . . . . . . . . . 313--320
           Alexander Krantsberg   Khinchin and Marcinkiewicz--Zygmund-type
                                  inequalities for quadratic forms of
                                  independent random variables . . . . . . 321--327
               Guijing Chen and   
                Jiahua Chen and   
                    Yuming Chen   Statistical inference on comparing two
                                  distribution functions with a possible
                                  crossing point . . . . . . . . . . . . . 329--341

Statistics & Probability Letters
Volume 60, Number 4, December 15, 2002

             Barry A. Evans and   
                David A. Dickey   Normalizations for periodogram-based
                                  unit root tests  . . . . . . . . . . . . 343--350
         Martin J. B. Appel and   
                 Ralph P. Russo   The connectivity of a graph on uniform
                                  points on $ [0, 1]^d $ . . . . . . . . . 351--357
            N. Balakrishnan and   
                  A. Childs and   
                B. Chandrasekar   An efficient computational method for
                                  moments of order statistics under
                                  progressive censoring  . . . . . . . . . 359--365
                   Chen Pingyan   Limiting behavior of weighted sums with
                                  stable distributions . . . . . . . . . . 367--375
           Christophe Croux and   
      Cécile Flandre and   
            Gentiane Haesbroeck   The breakdown behavior of the maximum
                                  likelihood estimator in the logistic
                                  regression model . . . . . . . . . . . . 377--386
                Tae Soo Kim and   
              Hae Kyung Kim and   
                        Sun Hur   Asymptotic properties of a particular
                                  nonlinear regression quantile estimation 387--394
                James R. Schott   Testing for elliptical symmetry in
                                  covariance-matrix-based analyses . . . . 395--404
            Ian W. McKeague and   
                   Yichuan Zhao   Simultaneous confidence bands for ratios
                                  of survival functions via empirical
                                  likelihood . . . . . . . . . . . . . . . 405--415
              Sung Nok Chiu and   
                  Chuan Cun Yin   The first exit time and ruin time for a
                                  risk process with reserve-dependent
                                  income . . . . . . . . . . . . . . . . . 417--424
                 Daniel Gervini   The influence function of the
                                  Stahel--Donoho estimator of multivariate
                                  location and scatter . . . . . . . . . . 425--435
     Mohammad Jafari Jozani and   
          Nader Nematollahi and   
                  Khalil Shafie   An admissible minimax estimator of a
                                  bounded scale-parameter in a subclass of
                                  the exponential family under
                                  scale-invariant squared-error loss . . . 437--444
                 I. Epifani and   
                 S. Fortini and   
                     L. Ladelli   A characterization for mixtures of
                                  semi-Markov processes  . . . . . . . . . 445--457
                T. Fukasawa and   
                   I. V. Basawa   Estimation for a class of generalized
                                  state-space time series models . . . . . 459--473
                H. Ferreira and   
                      M. Scotto   On the asymptotic location of high
                                  values of a stationary sequence  . . . . 475--482
                      Anonymous   Author index . . . . . . . . . . . . . . 483--484


Statistics & Probability Letters
Volume 61, Number 1, January 1, 2003

            B. Gail Ivanoff and   
                      P. Sawyer   Local time for processes indexed by a
                                  partially ordered set  . . . . . . . . . 1--15
               Ali S. Dabye and   
        Christian Farinetto and   
              Yury A. Kutoyants   On Bayesian estimators in misspecified
                                  change-point problems for Poisson
                                  process  . . . . . . . . . . . . . . . . 17--30
             Marcin Dudzi\'nski   A note on the almost sure Central Limit
                                  Theorem for some dependent random
                                  variables  . . . . . . . . . . . . . . . 31--40
                        Wen Liu   Some limit properties of the
                                  multivariate function sequences of
                                  discrete random variables  . . . . . . . 41--50
                W. Y. Wendy Lou   The exact distribution of the $k$-tuple
                                  statistic for sequence homology  . . . . 51--59
M. D. Jiménez-Gamero and   
J. Muñoz-García and   
          R. Pino-Mejías   Bootstrapping parameter estimated
                                  degenerate $U$ and $V$ statistics  . . . 61--70
                   Sangyeol Lee   The sequential estimation in stochastic
                                  regression model with random
                                  coefficients . . . . . . . . . . . . . . 71--81
          Steven J. Kathman and   
              George R. Terrell   Poisson approximation by constrained
                                  exponential tilting  . . . . . . . . . . 83--89
         Lucio Bertoli-Barsotti   An order-preserving property of the
                                  maximum likelihood estimates for the
                                  Rasch model  . . . . . . . . . . . . . . 91--96
             Alwell J. Oyet and   
            Brajendra Sutradhar   Testing variances in wavelet regression
                                  models . . . . . . . . . . . . . . . . . 97--109
             Alwell J. Oyet and   
               Douglas P. Wiens   On exact minimax wavelet designs
                                  obtained by simulated annealing  . . . . 111--121

Statistics & Probability Letters
Volume 61, Number 2, January 15, 2003

     Héctor M. Ramos and   
                Miguel A. Sordo   Dispersion measures and dispersive
                                  orderings  . . . . . . . . . . . . . . . 123--131
       István Berkes and   
           Lajos Horváth   The rate of consistency of the
                                  quasi-maximum likelihood estimator . . . 133--143
        Valentine Genon-Catalot   A non-linear explicit filter . . . . . . 145--154
     Jesús Montanero and   
  Agustín G. Nogales and   
       José A. Oyola and   
            Paloma Pérez   Strong invariance under a Bayesian point
                                  of view  . . . . . . . . . . . . . . . . 155--162
              M. V. Koutras and   
             S. Tsitmidelis and   
               V. Zissimopoulos   Evaluation of reliability bounds by set
                                  covering models  . . . . . . . . . . . . 163--175
           Remigijus Leipus and   
             Marie-Claude Viano   Long memory and stochastic trend . . . . 177--190
          Werner Hürlimann   Hutchinson--Lai's conjecture for
                                  bivariate extreme value copulas  . . . . 191--198
              M. Husková   Serial rank statistics for detection of
                                  changes  . . . . . . . . . . . . . . . . 199--213
               Kai-Tai Fang and   
                       Hong Qin   A note on construction of nearly uniform
                                  designs with large number of runs  . . . 215--224

Statistics & Probability Letters
Volume 61, Number 3, February 1, 2003

                K. Filipiak and   
                  A. Markiewicz   Optimality of neighbor balanced designs
                                  under mixed effects model  . . . . . . . 225--234

Statistics & Probability Letters
Volume 61, Number 4, February 15, 2003

              Huai-Zhen Qin and   
                  Shi-Yong Feng   Deconvolution kernel estimator for mean
                                  transformation with ordinary smooth
                                  error  . . . . . . . . . . . . . . . . . 337--346
          Zdzis\law Rychlik and   
              Konrad S. Szuster   On strong versions of the Central Limit
                                  Theorem  . . . . . . . . . . . . . . . . 347--357
        Saulius Minkevicius and   
               Stasys Steisunas   A law of the iterated logarithm for
                                  global values of waiting time in
                                  multiphase queues  . . . . . . . . . . . 359--371
       Christophe Biernacki and   
Stéphane Chrétien   Degeneracy in the maximum likelihood
                                  estimation of univariate Gaussian
                                  mixtures with EM . . . . . . . . . . . . 373--382
            Gerda Claeskens and   
                 Marc Aerts and   
              Geert Molenberghs   A quadratic bootstrap method and
                                  improved estimation in logistic
                                  regression . . . . . . . . . . . . . . . 383--394
              Brunero Liseo and   
               Nicola Loperfido   A Bayesian interpretation of the
                                  multivariate skew-normal distribution    395--401
            Bronius Grigelionis   On point measures of $ \epsilon
                                  $-upcrossings for stationary diffusions  403--410
                   Chunsheng Ma   Nonstationary covariance functions that
                                  model space-time interactions  . . . . . 411--419
            Jorge M. Arevalillo   Inverting a saddlepoint approximation    421--428
                   A. V. Nagaev   Asymptotic properties of stable
                                  densities and the asymmetric large
                                  deviation problems . . . . . . . . . . . 429--438
               Songyong Sim and   
               Seongbum Kim and   
                 Gilju Park and   
                   Jaesoon Park   A two sample quantile test with
                                  applications to randomized block designs 439--445
                      Anonymous   Author index . . . . . . . . . . . . . . 447--448


Statistics & Probability Letters
Volume 62, Number 1, March 15, 2003

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
      Syed N. U. A. Kirmani and   
              Jean-Yves Dauxois   Testing relative risk under random
                                  censoring  . . . . . . . . . . . . . . . 1--7
              Sara Taskinen and   
        Annaliisa Kankainen and   
                      Hannu Oja   Sign test of independence between two
                                  random vectors . . . . . . . . . . . . . 9--21
José María González-Barrios and   
               Adolfo J. Quiroz   A clustering procedure based on the
                                  comparison between the $k$ nearest
                                  neighbors graph and the minimal spanning
                                  tree . . . . . . . . . . . . . . . . . . 23--34
                    S. Y. Novak   On the accuracy of multivariate compound
                                  Poisson approximation  . . . . . . . . . 35--43
               Daniel Dubischar   Lipschitz continuous processes for given
                                  marginals  . . . . . . . . . . . . . . . 45--48
         Mokhtar H. Konsowa and   
                 Tamer F. Oraby   Dimensions of random trees . . . . . . . 49--60
             Ming-Dauh Wang and   
                Seymour Geisser   Optimal dichotomization for repeated
                                  screening tests  . . . . . . . . . . . . 61--70
                  George Stoica   Functional local law of the iterated
                                  logarithm for geometrically weighted
                                  random series  . . . . . . . . . . . . . 71--77
                    Wen Liu and   
                 Jia-an Yan and   
                    Weiguo Yang   A limit theorem for partial sums of
                                  random variables and its applications    79--86
            James L. Kepner and   
                 Myron N. Chang   On the maximum total sample size of a
                                  group sequential test about binomial
                                  proportions  . . . . . . . . . . . . . . 87--92
                   Yongcheng Qi   Limit distributions for products of sums 93--100

Statistics & Probability Letters
Volume 62, Number 2, April 1, 2003

                  Shanchao Yang   Uniformly asymptotic normality of the
                                  regression weighted estimator for
                                  negatively associated samples  . . . . . 101--110
               Loukianova Daria   Remark on semigroup techniques and the
                                  maximum likelihood estimation  . . . . . 111--115
               Per Hörfelt   A probabilistic interpretation of the $
                                  \theta $-method  . . . . . . . . . . . . 117--122
         Gregory C. Reinsel and   
               Wai-Kwong Cheang   Approximate ML and REML estimation for
                                  regression models with spatial or time
                                  series AR(1) noise . . . . . . . . . . . 123--135
             Michael Hamers and   
                 Michael Kohler   A bound on the expected maximal
                                  deviation of averages from their means   137--144
           Steven P. Lalley and   
                   Andrew Nobel   Indistinguishability of absolutely
                                  continuous and singular distributions    145--154
            Laurent Mazliak and   
               Catherine Rainer   Exact and possible viability for
                                  controlled diffusions  . . . . . . . . . 155--161
       Lajos Horváth and   
                 Piotr Kokoszka   A bootstrap approximation to a unit root
                                  test statistic for heavy-tailed
                                  observations . . . . . . . . . . . . . . 163--173
          Lawrence D. Brown and   
                         Yi Lin   Racetrack betting and consensus of
                                  subjective probabilities . . . . . . . . 175--187
                   Peter Spreij   On hidden Markov chains and finite
                                  stochastic systems . . . . . . . . . . . 189--201
                 I. Rahimov and   
                  H. A. Muttlak   Estimation of the population mean using
                                  random selection in ranked set samples   203--209
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 62, Number 3, April 15, 2003

            Eutichia Vaggelatou   On the length of the longest run in a
                                  multi-state Markov chain . . . . . . . . 211--221
              In Hong Chang and   
             Byung Hwee Kim and   
                 Rahul Mukerjee   Probability matching priors for
                                  predicting unobservable random effects
                                  with application to ANOVA models . . . . 223--228
                     Jie Mi and   
                 Arlene Naranjo   Inferences about the scale parameter of
                                  the gamma distribution based on data
                                  mixed from censoring and grouping  . . . 229--243
               Kai-Tai Fang and   
           Dennis K. J. Lin and   
                       Hong Qin   A note on optimal foldover design  . . . 245--250
          István Fazekas   Limit theorems for the empirical
                                  distribution function in the spatial
                                  case . . . . . . . . . . . . . . . . . . 251--262
           Zacharias Psaradakis   A sieve bootstrap test for stationarity  263--274
                   Jack Jie Dai   A note on vertex-reinforced random walks 275--280
              Changsun Choi and   
                      Dougu Nam   Some boundary-crossing results for
                                  linear diffusion processes . . . . . . . 281--291
             Petros Hadjicostas   Consistency of logistic regression
                                  coefficient estimates calculated from a
                                  training sample  . . . . . . . . . . . . 293--303
             Guo-Liang Tian and   
                       Ming Tan   Exact statistical solutions using the
                                  inverse Bayes formulae . . . . . . . . . 305--315
                       Yulin Li   A martingale inequality and large
                                  deviations . . . . . . . . . . . . . . . 317--321

Statistics & Probability Letters
Volume 62, Number 4, May 1, 2003

       Françoise Le Gall   Determination of the modes of a
                                  multinomial distribution . . . . . . . . 325--333
         John A. D. Appleby and   
              David W. Reynolds   Non-exponential stability of scalar
                                  stochastic Volterra equations  . . . . . 335--343
      Carlos A. León and   
         François Perron   Extremal properties of sums of Bernoulli
                                  random variables . . . . . . . . . . . . 345--354
                   Thomas Klein   Information matrices of maximal
                                  parameter subsystems in linear models    355--360
              Lennart Bondesson   On a minimum correlation problem . . . . 361--370
              M. S. Finkelstein   A model for spatial survival . . . . . . 371--378
                     Zongwu Cai   Nonparametric estimation equations for
                                  time series data . . . . . . . . . . . . 379--390
                James R. Schott   Distributions on spheres and random
                                  variables distributed on the interval
                                  (-1,1) . . . . . . . . . . . . . . . . . 391--396
               Jean Diebolt and   
         Stéphane Girard   A note on the asymptotic normality of
                                  the ET method for extreme quantile
                                  estimation . . . . . . . . . . . . . . . 397--405
               Ingram Olkin and   
                     Ruixue Liu   A bivariate beta distribution  . . . . . 407--412
               Mausumi Bose and   
              Bhramar Mukherjee   Optimal crossover designs under a
                                  general model  . . . . . . . . . . . . . 413--418
             H. Evangelaras and   
                 C. Koukouvinos   On maximizing a design estimation
                                  efficiency using hidden projection
                                  properties . . . . . . . . . . . . . . . 419--427
                      Anonymous   Author Index . . . . . . . . . . . . . . 429--430
                      Anonymous   Inside Front Cover (Editorial Board) . . ifc--ifc


Statistics & Probability Letters
Volume 63, Number 1, May 15, 2003

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
                 Yasuhiro Omori   Estimation for unequally spaced time
                                  series of counts with serially
                                  correlated random effects  . . . . . . . 1--12
               Andrei N. Frolov   On asymptotics of the maximal gain
                                  without losses . . . . . . . . . . . . . 13--23
                  Reza Modarres   Estimation of a bivariate symmetric
                                  distribution function  . . . . . . . . . 25--34
                 H. Shalabh and   
                  H. Toutenburg   Pseudo-minimax linear and mixed
                                  regression estimation of regression
                                  coefficients when prior estimates are
                                  available  . . . . . . . . . . . . . . . 35--39
                   C. Q. Wu and   
                 L. C. Zhao and   
                       Y. H. Wu   Estimation in change-point hazard
                                  function models  . . . . . . . . . . . . 41--48
            Sanjoy K. Sinha and   
       Christopher A. Field and   
                    Bruce Smith   Robust estimation of nonlinear
                                  regression with autoregressive errors    49--59
        Jeannette H. C. Woerner   Local asymptotic normality for the scale
                                  parameter of stable processes  . . . . . 61--65
      Tasos C. Christofides and   
          Petroula M. Mavrikiou   Central limit theorem for dependent
                                  multidimensionally indexed random
                                  variables  . . . . . . . . . . . . . . . 67--78
               August M. Zapala   A criterion for right continuity of
                                  filtrations generated by group-valued
                                  additive processes . . . . . . . . . . . 79--87
                J. Galambos and   
                   I. Simonelli   Comments on a recent limit theorem of
                                  Quine  . . . . . . . . . . . . . . . . . 89--95
                    A. Hall and   
                   M. G. Scotto   Extremes of sub-sampled integer-valued
                                  moving average models with heavy-tailed
                                  innovations  . . . . . . . . . . . . . . 97--105
              Andrew. L. Rukhin   Covariance identity for multinomial
                                  trials . . . . . . . . . . . . . . . . . 107--112

Statistics & Probability Letters
Volume 63, Number 2, June 15, 2003

                    Wen Liu and   
                    Liying Wang   The Markov approximation of the random
                                  fields on Cayley trees and a class of
                                  small deviation theorems . . . . . . . . 113--121
                S. Eryilmaz and   
                 I. G. Bairamov   On a new sample rank of an order
                                  statistics and its concomitant . . . . . 123--131
                      Wei Huang   A law of the iterated logarithm for
                                  geometrically weighted series of
                                  negatively associated random variables   133--143
            Mohamed Lemdani and   
             Elias Ould-Sa\"\id   $ \mathcal {L}_1 $-deficiency of the
                                  Kaplan--Meier estimator  . . . . . . . . 145--155
François Vandenhende and   
               Philippe Lambert   Improved rank-based dependence measures
                                  for categorical data . . . . . . . . . . 157--163
               Laisheng Wei and   
                    Jiahua Chen   Empirical Bayes estimation and its
                                  superiority for two-way classification
                                  model  . . . . . . . . . . . . . . . . . 165--175
                  Ouagnina Hili   Hellinger distance estimation of
                                  nonlinear dynamical systems  . . . . . . 177--184
               Yoon Tae Kim and   
                    Kee Won Lee   On a criterion of Riemannian distance
                                  for singularity and absolute continuity
                                  of probability measures  . . . . . . . . 185--195
                  Ruma Basu and   
                J. K. Ghosh and   
                 Rahul Mukerjee   Empirical Bayes prediction intervals in
                                  a normal regression model: higher order
                                  asymptotics  . . . . . . . . . . . . . . 197--203
                     Zhide Fang   $D$-optimal designs for weighted
                                  polynomial regression  . . . . . . . . . 205--213
           Shaul K. Bar-Lev and   
                 Denys Pommeret   A note on natural exponential families
                                  with cuts  . . . . . . . . . . . . . . . 215--221
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 63, Number 3, July 1, 2003

                   Luc Pronzato   Removing non-optimal support points in
                                  $D$-optimum design algorithms  . . . . . 223--228
                 Zhishui Hu and   
                        Chun Su   Limit theorems for the number and sum of
                                  near-maxima for medium tails . . . . . . 229--237
                 Sam Efromovich   On the limit in the equivalence between
                                  heteroscedastic regression and filtering
                                  model  . . . . . . . . . . . . . . . . . 239--242
                     Denis Bosq   Berry--Esseen inequality for linear
                                  processes in Hilbert spaces  . . . . . . 243--247
                Donald Lien and   
                N. Balakrishnan   Conditional correlation analysis of
                                  order statistics from bivariate normal
                                  distribution with an application to
                                  evaluating inventory effects in futures
                                  market . . . . . . . . . . . . . . . . . 249--257
             David J. Olive and   
             Douglas M. Hawkins   Robust regression with high coverage . . 259--266
                C. J. Chang and   
              C. S. J. Fann and   
                 W. C. Chou and   
                     I. B. Lian   On the tail probability of the longest
                                  well-matching run  . . . . . . . . . . . 267--274
              Gabriel Frahm and   
              Markus Junker and   
             Alexander Szimayer   Elliptical copulas: applicability and
                                  limitations  . . . . . . . . . . . . . . 275--286
Jacobo de Uña-Álvarez   Large sample results under biased
                                  sampling when covariables are present    287--293
Ignacio Cascos Fernández and   
                 Ilya Molchanov   A stochastic order for random vectors
                                  and random sets based on the Aumann
                                  expectation  . . . . . . . . . . . . . . 295--305
              Robert H. Shumway   Time-frequency clustering and
                                  discriminant analysis  . . . . . . . . . 307--314
                 Brent R. Logan   A cone order monotone test for the
                                  one-sided multivariate testing problem   315--323
José E. Valdés and   
      Rómulo I. Zequeira   On the optimal allocation of an active
                                  redundancy in a two-component series
                                  system . . . . . . . . . . . . . . . . . 325--332
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 63, Number 4, July 15, 2003

                    H. Ferreira   Extremes of associated variables . . . . 333--338
                S. Georgiou and   
             C. Koukouvinos and   
                      P. Mantas   Construction methods for three-level
                                  supersaturated designs based on weighing
                                  matrices . . . . . . . . . . . . . . . . 339--352
            Georgi N. Boshnakov   Confidence characteristics of
                                  distributions  . . . . . . . . . . . . . 353--360
         Hans-Andreas Engel and   
          Christoph Leuenberger   Benford's law for exponential random
                                  variables  . . . . . . . . . . . . . . . 361--365
                   Irene Hueter   Geometric decay of infection
                                  probabilities for the anisotropic
                                  contact process  . . . . . . . . . . . . 367--374
                     Akio Namba   PMSE dominance of the positive-part
                                  shrinkage estimator in a regression
                                  model when relevant regressors are
                                  omitted  . . . . . . . . . . . . . . . . 375--385
              Jean-Renaud Pycke   Multivariate extensions of the
                                  Anderson--Darling process  . . . . . . . 387--399
           Norman R. Draper and   
           Friedrich Pukelsheim   Canonical reduction of second-order
                                  fitted models subject to linear
                                  restrictions . . . . . . . . . . . . . . 401--410
                Shanqi Pang and   
                Sanyang Liu and   
                 Yingshan Zhang   A note on orthogonal arrays obtained by
                                  orthogonal decomposition of projection
                                  matrices . . . . . . . . . . . . . . . . 411--416
            Hyoung-Moon Kim and   
                Bani K. Mallick   Moments of random vectors with skew $t$
                                  distribution and their quadratic forms   417--423
            Cécile Durot   A Kolmogorov-type test for monotonicity
                                  of regression  . . . . . . . . . . . . . 425--433
            N. Balakrishnan and   
                 I. S. Akhundov   A characterization by linearity of the
                                  regression function based on order
                                  statistics . . . . . . . . . . . . . . . 435--440
                      Anonymous   Author Index . . . . . . . . . . . . . . 441--442
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 64, Number 1, August 1, 2003

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
             Stephen Walker and   
                 Pietro Muliere   A bivariate Dirichlet process  . . . . . 1--7
               Alyaa Zahran and   
            C. M. Anderson-Cook   A general equation and optimal design
                                  for a $2$-factor restricted region . . . 9--16
         Robert W. Jernigan and   
                Robert H. Baran   Testing lumpability in Markov chains . . 17--23
                Zacharie Dindar   Some more results on increments of the
                                  partially observed empirical process . . 25--37
            Fazil Alioglu Aliev   A comment on `Unimodality of the
                                  distribution of record statistics' . . . 39--40
José A. Rodríguez-Lallena and   
     Manuel Úbeda-Flores   Distribution functions of multivariate
                                  copulas  . . . . . . . . . . . . . . . . 41--50
               Holger Drees and   
            Laurens de Haan and   
                      Deyuan Li   On large deviation for extremes  . . . . 51--62
                    Gang Li and   
                  Xiong Gao and   
                 Minqiang Huang   Testing multivariate one-sided
                                  hypotheses . . . . . . . . . . . . . . . 63--68
             A. V. Stepanov and   
            N. Balakrishnan and   
                  Glenn Hofmann   Exact distribution and Fisher
                                  information of weak record values  . . . 69--81
                    Steven Cook   Modified unit root tests and momentum
                                  threshold autoregressive processes . . . 83--88
       Daniela Jarusková   Asymptotic distribution of a statistic
                                  testing a change in simple linear
                                  regression with equidistant design . . . 89--95
            Mario Antonio Gneri   Resistant estimators for stationary
                                  ergodic stochastic processes . . . . . . 97--103
             H. Evangelaras and   
                 C. Koukouvinos   Effects confounded with blocks in
                                  factorial designs: a projective
                                  geometric approach with two blocks . . . 105--111

Statistics & Probability Letters
Volume 64, Number 2, August 15, 2003

    Manish C. Bhattacharjee and   
                    S. Ravi and   
                R. Vasudeva and   
                    N. R. Mohan   New order preserving properties of
                                  geometric compounds  . . . . . . . . . . 113--120
                    Wen Liu and   
                    Weiguo Yang   A class of strong limit theorems for the
                                  sequences of arbitrary random variables  121--131
                 Ji-Wei Wen and   
                   Li-Xin Zhang   Precise asymptotics in laws of the
                                  iterated logarithm for Wiener local time 133--145
             Vladas Pipiras and   
             Murad S. Taqqu and   
                   Patrice Abry   Can continuous-time stationary stable
                                  processes have discrete linear
                                  representations? . . . . . . . . . . . . 147--157
      José R. Berrendero   Uniform strong consistency of robust
                                  estimators . . . . . . . . . . . . . . . 159--168
Pilar H. García-Soidán and   
Wenceslao González-Manteiga and   
           Manuel Febrero-Bande   Local linear regression estimation of
                                  the variogram  . . . . . . . . . . . . . 169--179
              Peter G. Hall and   
                 Rob J. Hyndman   Improved methods for bandwidth selection
                                  when estimating ROC curves . . . . . . . 181--189
                J. P. Lepeltier   Nonanticipative risk sensitive control:
                                  the martingale method  . . . . . . . . . 191--199
           Ya. Belopolskaya and   
                 G. N. Milstein   An approximation method for
                                  Navier--Stokes equations based on
                                  probabilistic approach . . . . . . . . . 201--211
              Zbigniew J. Jurek   Generalized Lévy stochastic areas and
                                  selfdecomposability  . . . . . . . . . . 213--222
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 64, Number 3, September 15, 2003

                      Anonymous   Publisher's note . . . . . . . . . . . . 223--223
              Leonid Bekker and   
                         Jie Mi   Shape and crossing properties of mean
                                  residual life functions  . . . . . . . . 225--234
          Steven G. Gilmour and   
                     Roger Mead   A Bayesian design criterion for locating
                                  the optimum point on a response surface  235--242
        Bronius Grigelionis and   
           Vigirdas Mackevicius   The finiteness of moments of a
                                  stochastic exponential . . . . . . . . . 243--248
               Michael C. Wendl   Collision probability between sets of
                                  random variables . . . . . . . . . . . . 249--254
                    O. Thas and   
                    J. P. Ottoy   Some generalizations of the
                                  Anderson--Darling statistic  . . . . . . 255--261
           Céline Delmas   Projections on spherical cones, maximum
                                  of Gaussian fields and Rice's method . . 263--270
            Hyoung-Moon Kim and   
                Bani K. Mallick   A note on Bayesian spatial prediction
                                  using the elliptical distribution  . . . 271--276
                 Dianliang Deng   On the self-normalized bounded laws of
                                  iterated logarithm in Banach space . . . 277--286
             Raúl Fierro   A test of goodness of fit testing for
                                  stochastic intensities associated to
                                  counting processes . . . . . . . . . . . 287--292
                   Beong Soo So   Maximized log-likelihood updating and
                                  model selection  . . . . . . . . . . . . 293--303
              Kunio Shimizu and   
                  Minoru Tanaka   Expected number of level-crossings for a
                                  strictly stationary ellipsoidal process  305--310
                Carlos Tenreiro   On the asymptotic normality of
                                  multistage integrated density
                                  derivatives kernel estimators  . . . . . 311--322
           Alberto L. Maltz and   
                 Jorge D. Samur   On a CLT for Gibbs fields and its
                                  functional version . . . . . . . . . . . 323--333
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 64, Number 4, October 1, 2003

               Zhenhai Yang and   
                    Samuel Kotz   Center-similar distributions with
                                  applications in multivariate analysis    335--345
                 Arnold Janssen   A nonparametric Cramér-Rao inequality for
                                  estimators of statistical functionals    347--358
    Sándor Csörg\Ho   Rates in the complete convergence of
                                  bootstrap means  . . . . . . . . . . . . 359--368
                   Zhi Geng and   
                      Kaican Li   Factorization of posteriors and partial
                                  imputation algorithm for graphical
                                  models with missing data . . . . . . . . 369--379
                      Haijun Li   Association of multivariate phase-type
                                  distributions, with applications to
                                  shock models . . . . . . . . . . . . . . 381--392
              Mohammad Z. Raqab   $P$-Norm bounds for moments of
                                  progressive type II censored order
                                  statistics . . . . . . . . . . . . . . . 393--402
              Alexander Shapiro   Scheffe's method for constructing
                                  simultaneous confidence intervals
                                  subject to cone constraints  . . . . . . 403--406
            N. Balakrishnan and   
                         Jie Mi   Existence and uniqueness of the MLEs for
                                  normal distribution based on general
                                  progressively Type-II censored samples   407--414
                 Alan D. Hutson   Nonparametric estimation of normal
                                  ranges given one-way ANOVA random
                                  effects assumptions  . . . . . . . . . . 415--424
              Jeong Han Kim and   
                   Sungchul Lee   Tail bound for the minimal spanning tree
                                  of a complete graph  . . . . . . . . . . 425--430
                   M. Nadar and   
       T. P. Hettmansperger and   
                         H. Oja   The asymptotic covariance matrix of the
                                  Oja median . . . . . . . . . . . . . . . 431--442
                      Anonymous   Author Index . . . . . . . . . . . . . . 443--444
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 65, Number 1, October 15, 2003

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
              M. S. Finkelstein   On one class of bivariate distributions  1--6
      Ulrike Graßhoff and   
                 Rainer Schwabe   On the analysis of paired observations   7--12
    Andrés M. Alonso and   
         Daniel Peña and   
                      Juan Romo   On sieve bootstrap prediction intervals  13--20
               Paul Kabaila and   
                 Chris J. Lloyd   The efficiency of Buehler confidence
                                  limits . . . . . . . . . . . . . . . . . 21--28
               Song Xi Chen and   
                       Jing Qin   Empirical likelihood-based confidence
                                  intervals for data with possible zero
                                  observations . . . . . . . . . . . . . . 29--37
                   Qing Han and   
                 Katuomi Hirano   Waiting time problem for an almost
                                  perfect match  . . . . . . . . . . . . . 39--49
           A. Thavaneswaran and   
                 Shelton Peiris   Generalized smoothed estimating
                                  functions for nonlinear time series  . . 51--56
         Jürgen Groß   Restricted ridge estimation  . . . . . . 57--64
               Daniel Z. Zanger   Concentration of measure and cluster
                                  analysis . . . . . . . . . . . . . . . . 65--70

Statistics & Probability Letters
Volume 65, Number 2, November 1, 2003

        B. B. Bhattacharyya and   
                  J.-J. Ren and   
           G. D. Richardson and   
                       J. Zhang   Spatial autoregression model: strong
                                  consistency  . . . . . . . . . . . . . . 71--77
    M. C. Iglesias-Pérez   Strong representation of a conditional
                                  quantile function estimator with
                                  truncated and censored data  . . . . . . 79--91
             Wilfredo Palma and   
                  Pascal Bondon   On the eigenstructure of generalized
                                  fractional processes . . . . . . . . . . 93--101
                  George Mathew   Limit points of independent copies of
                                  sample maxima  . . . . . . . . . . . . . 103--109
               Charles El-Nouty   The fractional mixed fractional Brownian
                                  motion . . . . . . . . . . . . . . . . . 111--120
                E. N. Zwane and   
       P. G. M. van der Heijden   Implementing the parametric bootstrap in
                                  capture-recapture models with continuous
                                  covariates . . . . . . . . . . . . . . . 121--125
                   M. G. Scotto   A note on the asymptotic distribution of
                                  the maxima in disaggregated time-series
                                  models . . . . . . . . . . . . . . . . . 127--137
                      S. C. Kou   Is $ C_p $ an empirical Bayes method for
                                  smoothing parameter choice?  . . . . . . 139--146
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 65, Number 3, November 15, 2003

            M. Ivette Gomes and   
               Orlando Oliveira   Censoring estimators of a positive tail
                                  index  . . . . . . . . . . . . . . . . . 147--159
                  Chung-Yi Suen   Construction of mixed orthogonal arrays
                                  by juxtaposition . . . . . . . . . . . . 161--163
              Pierre Collet and   
     F. Javier López and   
         Servet Martínez   Order relations of measures when
                                  avoiding decreasing sets . . . . . . . . 165--175
                 Jianjun Li and   
                Shanti S. Gupta   Optimal rate of empirical Bayes tests
                                  for lower truncation parameters  . . . . 177--185
        Sudesh K. Srivastav and   
                   Arti Shankar   On the $E$-optimality of certain class
                                  of block designs . . . . . . . . . . . . 187--193
            Yashowanto N. Ghosh   On the probability of extinction of a
                                  Galton--Watson process . . . . . . . . . 195--198
            Gerold Alsmeyer and   
                Uwe Rösler   The best constant in the
                                  Topchii--Vatutin inequality for
                                  martingales  . . . . . . . . . . . . . . 199--206
               Jianhua Z. Huang   Asymptotics for polynomial spline
                                  regression under weak conditions . . . . 207--216
                   Yonghong Gao   Data depth based on spatial rank . . . . 217--225
           S. T. Boris Choy and   
              Stephen G. Walker   The extended exponential power
                                  distribution and Bayesian robustness . . 227--232
                    Ji-Hyun Kim   Assessing practical significance of the
                                  proportional odds assumption . . . . . . 233--239
                    Weiguo Yang   Some limit properties for Markov chains
                                  indexed by a homogeneous tree  . . . . . 241--250
             Pedro Terán   A Strong Law of Large Numbers for random
                                  upper semicontinuous functions under
                                  exchangeability conditions . . . . . . . 251--258
             Katuomi Hirano and   
                      Sigeo Aki   Number of occurrences of subpattern
                                  until the first appearance of a pattern
                                  and geometric distribution . . . . . . . 259--262
            Roger B. Nelsen and   
José Juan Quesada-Molina and   
José Antonio Rodríguez-Lallena and   
     Manuel Úbeda-Flores   Kendall distribution functions . . . . . 263--268
         Saralees Nadarajah and   
                    Samuel Kotz   Skewed distributions generated by the
                                  normal kernel  . . . . . . . . . . . . . 269--277
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 65, Number 4, December 15, 2003

               Neeraj Misra and   
           Harshinder Singh and   
                E. James Harner   Stochastic comparisons of Poisson and
                                  binomial random variables with their
                                  mixtures . . . . . . . . . . . . . . . . 279--290
                  L. Beghin and   
                 Y. Nikitin and   
                   E. Orsingher   How the sojourn time distributions of
                                  Brownian motion are affected by
                                  different forms of conditioning  . . . . 291--302
         Katarzyna Danielak and   
                 Tomasz Rychlik   Sharp bounds for expectations of
                                  spacings from DDA and DFRA families  . . 303--316
             Xavier Bardina and   
                Maria Jolis and   
               Ciprian A. Tudor   Weak convergence to the fractional
                                  Brownian sheet and other two-parameter
                                  Gaussian processes . . . . . . . . . . . 317--329
       Lajos Horváth and   
               Ricardas Zitikis   Asymptotics of the $ L_p $-norms of
                                  density estimators in the first-order
                                  autoregressive models  . . . . . . . . . 331--342
                       Cong Han   A note on optimal designs for a two-part
                                  model  . . . . . . . . . . . . . . . . . 343--351
           Masako Nishikawa and   
                  Toshiro Tango   Counter-intuitive properties of the
                                  Kaplan--Meier estimator  . . . . . . . . 353--361
              Lancelot F. James   A simple proof of the almost sure
                                  discreteness of a class of random
                                  measures . . . . . . . . . . . . . . . . 363--368
         Richard N. McGrath and   
               Dennis K. J. Lin   Analyzing location and dispersion in
                                  unreplicated fractional factorials . . . 369--377
             Kosto V. Mitov and   
           Anthony G. Pakes and   
                George P. Yanev   Extremes of geometric variables with
                                  applications to branching processes  . . 379--388
                 Jesse Frey and   
                   Noel Cressie   Some results on constrained Bayes
                                  estimators . . . . . . . . . . . . . . . 389--399
                 Liang Peng and   
                   Yongcheng Qi   Chover-type laws of the iterated
                                  logarithm for weighted sums  . . . . . . 401--410
           Amparo Baíllo   Total error in a plug-in estimator of
                                  level sets . . . . . . . . . . . . . . . 411--417
         Zdzis\law Porosi\'nski   On optimal choosing of one of the $k$
                                  best objects . . . . . . . . . . . . . . 419--432
                 Zongwu Cai and   
             Elias Ould-Sa\"\id   Local $M$-estimator for nonparametric
                                  time series  . . . . . . . . . . . . . . 433--449
                  George Haiman   Extreme values of the tent map process   451--456
                James C. Fu and   
              Galit Shmueli and   
                    Y. M. Chang   A unified Markov chain approach for
                                  computing the run length distribution in
                                  control charts with simple or compound
                                  rules  . . . . . . . . . . . . . . . . . 457--466
                      Anonymous   Author Index . . . . . . . . . . . . . . 467--468
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 66, Number 1, January 1, 2004

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
                         R. Lee   An optimal choice problem for uniform
                                  random variables seen simultaneously or
                                  sequentially with availability depending
                                  on the observation . . . . . . . . . . . 1--8
                Chen Haiyan and   
                     Zhang Fuji   The expected hitting times for graphs
                                  with cutpoints . . . . . . . . . . . . . 9--17
                  Rosa E. Lillo   On the characterizing property of the
                                  convex conditional mean function . . . . 19--24
               Sangyeol Lee and   
                  Seongryong Na   A nonparametric test for the change of
                                  the density function in strong mixing
                                  processes  . . . . . . . . . . . . . . . 25--34
                  Litan Yan and   
                        Bei Zhu   A ratio inequality for Bessel processes  35--44
                M. Kaluszka and   
                   A. Okolewski   On Fatou-type lemma for monotone moments
                                  of weakly convergent random variables    45--50
                   Hong Qin and   
                   Yin-Bao Chen   Some results on generalized minimum
                                  aberration for symmetrical fractional
                                  factorial designs  . . . . . . . . . . . 51--57
Miguel A. Gómez-Villegas and   
         Paloma Maín and   
                  Luis Sanz and   
                Hilario Navarro   Asymptotic relationships between
                                  posterior probabilities and $p$-values
                                  using the hazard rate  . . . . . . . . . 59--66
                    Changbao Wu   Weighted empirical likelihood inference  67--79
         Stéphane Girard   On the asymptotic normality of the $ L_1
                                  $-error for Haar series estimates of
                                  Poisson point processes boundaries . . . 81--90
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 66, Number 2, January 15, 2004

       Lajos Horváth and   
               Ricardas Zitikis   Asymptotics of the $ L_p $-norms of
                                  density estimators in the first-order
                                  autoregressive models  . . . . . . . . . 91--103
          Wolfgang Bischoff and   
          Enkelejd Hashorva and   
      Jürg Hüsler and   
                   Frank Miller   On the power of the Kolmogorov test to
                                  detect the trend of a Brownian bridge
                                  with applications to a change-point
                                  problem in regression models . . . . . . 105--115
     Stergios B. Fotopoulos and   
           Venkata K. Jandhyala   Bessel inequalities with applications to
                                  conditional log returns under GIG scale
                                  mixtures of normal vectors . . . . . . . 117--125
               Z. Shishebor and   
                     M. Towhidi   On the generalization of negative
                                  binomial distribution  . . . . . . . . . 127--133
                 Nobuoki Eshima   Canonical exponential models for
                                  analysis of association between two sets
                                  of variables . . . . . . . . . . . . . . 135--144
               Uwe Küchler   On integrals with respect to Lévy
                                  processes  . . . . . . . . . . . . . . . 145--151
              Gauss M. Cordeiro   Second-order covariance matrix of
                                  maximum likelihood estimates in
                                  generalized linear models  . . . . . . . 153--160
          K. Krishnamoorthy and   
                      Jianqi Yu   Modified Nel and Van der Merwe test for
                                  the multivariate Behrens--Fisher problem 161--169
           C. Matthew Jones and   
         Anatoly A. Zhigljavsky   Approximating the negative moments of
                                  the Poisson distribution . . . . . . . . 171--181
           George Marsaglia and   
                  Wai Wan Tsang   The $ 64$-bit universal RNG  . . . . . . 183--187
                K. S. Weems and   
                    P. J. Smith   On robustness of maximum likelihood
                                  estimates for Poisson-lognormal models   189--196
                   Tryfon Daras   Large deviations for the empirical
                                  process of a symmetric measure: a lower
                                  bound  . . . . . . . . . . . . . . . . . 197--204
                Maozai Tian and   
                     Guoying Li   A Quasi-residuals method in sliced
                                  inverse regression . . . . . . . . . . . 205--212
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 66, Number 3, February 15, 2004

              Gauss M. Cordeiro   On Pearson's residuals in generalized
                                  linear models  . . . . . . . . . . . . . 213--219
                   Daniell Toth   Adding interior points to an existing
                                  Brownian sheet lattice . . . . . . . . . 221--227
           Rasmus Waagepetersen   Convergence of posteriors for
                                  discretized log Gaussian Cox processes   229--235
            Javiera Barrera and   
                Thierry Huillet   On random splitting of the interval  . . 237--250
         Panagiotis Besbeas and   
             Byron J. T. Morgan   Efficient and robust estimation for the
                                  one-sided stable distribution of index
                                  12 . . . . . . . . . . . . . . . . . . . 251--257
                   Jack Jie Dai   Some results regarding vertex-reinforced
                                  random walks . . . . . . . . . . . . . . 259--266
                   D. R. Jensen   Condition numbers and $D$-efficiency . . 267--274
            Gilles Faÿ and   
              Eric Moulines and   
               Philippe Soulier   Edgeworth expansions for linear
                                  statistics of possibly
                                  long-range-dependent linear processes    275--288
             Chunming Zhang and   
                   Holger Dette   A power comparison between nonparametric
                                  regression tests . . . . . . . . . . . . 289--301
     Vill\Ho Csiszár and   
    Tamás F. Móri   The convexity method of proving
                                  moment-type inequalities . . . . . . . . 303--313
José Antonio Rodríguez-Lallena and   
     Manuel Úbeda-Flores   A new class of bivariate copulas . . . . 315--325
      Syed N. U. A. Kirmani and   
              Jean-Yves Dauxois   Testing the Koziol--Green model against
                                  monotone conditional odds for censoring  327--334
             Spiridon Penev and   
              Hanxiang Peng and   
               Anton Schick and   
            Wolfgang Wefelmeyer   Efficient estimators for functionals of
                                  Markov chains with parametric marginals  335--345
                  Jianfeng Wang   Maximal inequalities for associated
                                  random variables and demimartingales . . 347--354
          Werner Hürlimann   On the rate of convergence to asymptotic
                                  independence between order statistics    355--362
    János Engländer   An example and a conjecture concerning
                                  scaling limits of superdiffusions  . . . 363--368
                Taizhong Hu and   
                  Jianping Yang   Further developments on sufficient
                                  conditions for negative dependence of
                                  random variables . . . . . . . . . . . . 369--381
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 66, Number 4, March 1, 2004

               Hengjian Cui and   
                  Xuming He and   
                      Kai W. Ng   M-estimation for linear models with
                                  spatially-correlated errors  . . . . . . 383--393
               Jiuzhou Wang and   
               Joseph Boyer and   
                 Marc G. Genton   A note on an equivalence between
                                  chi-square and generalized skew-normal
                                  distributions  . . . . . . . . . . . . . 395--398
             Anna Kuczmaszewska   On some conditions for complete
                                  convergence for arrays . . . . . . . . . 399--405
              Mary M. Louie and   
               Eric D. Kolaczyk   On the covariance properties of certain
                                  multiscale spatial processes . . . . . . 407--416
               V. S. Borkar and   
                V. R. Konda and   
                   S. K. Mitter   On de Finetti coherence and Kolmogorov
                                  probability  . . . . . . . . . . . . . . 417--421
             M. L. Aggarwal and   
               Poonam Singh and   
                    Nidhi Gupta   Orthogonal block designs in two blocks
                                  for second degree $K$-model  . . . . . . 423--434
             Cheol-Woo Park and   
                   Woo-Chul Kim   Estimation of a regression function with
                                  a sharp change point using boundary
                                  wavelets . . . . . . . . . . . . . . . . 435--448
    János Engländer   Large deviations for the growth rate of
                                  the support of supercritical
                                  super-Brownian motion  . . . . . . . . . 449--456
                      Anonymous   Author Index . . . . . . . . . . . . . . 457--458
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 67, Number 1, March 15, 2004

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
Victor H. De La Peña and   
                      Ming Yang   Bounding the first passage time on an
                                  average  . . . . . . . . . . . . . . . . 1--7
                       Yu Cheng   Asymptotic probabilities of
                                  misclassification of two discriminant
                                  functions in cases of high dimensional
                                  data . . . . . . . . . . . . . . . . . . 9--17
               John T. Chen and   
                  Fred M. Hoppe   A connection between successive
                                  comparisons and ranking procedures . . . 19--25
                   Jack Jie Dai   A computable version of the random signs
                                  problem and Kolmogorov complexity  . . . 27--31
              Andrea Ongaro and   
                 Carla Cattaneo   Discrete random probability measures: a
                                  general framework for nonparametric
                                  Bayesian inference . . . . . . . . . . . 33--45
              Himadri Ghosh and   
                     Ashish Das   Optimal diallel cross designs for the
                                  interval estimation of heredity  . . . . 47--55
                       Yulin Li   Closure of NBU(2) class under the
                                  formation of parallel systems  . . . . . 57--63
              In Hong Chang and   
                 Rahul Mukerjee   Asymptotic results on the frequentist
                                  mean squared error of generalized Bayes
                                  point predictors . . . . . . . . . . . . 65--71
               Natalie Neumeyer   A Central Limit Theorem for two-sample
                                  $U$-processes  . . . . . . . . . . . . . 73--85
                Yumiharu Nakano   Minimization of shortfall risk in a
                                  jump-diffusion model . . . . . . . . . . 87--95

Statistics & Probability Letters
Volume 67, Number 2, April 1, 2004

                 Rui-Bo Sun and   
                   Bo-Cheng Wei   On influence assessment for LAD
                                  regression . . . . . . . . . . . . . . . 97--110
                     Gan Shixin   Moment inequalities for $B$-valued
                                  random vectors with applications to the
                                  strong limit theorems  . . . . . . . . . 111--119
                 Neil A. Butler   Minimum $ G_2 $-aberration properties of
                                  two-level foldover designs . . . . . . . 121--132
               Thomas C. M. Lee   Improved smoothing spline regression by
                                  combining estimates of different
                                  smoothness . . . . . . . . . . . . . . . 133--140
                 Irene Crimaldi   On the behavior of the conditional
                                  expectations in Skorohod representation
                                  theorem  . . . . . . . . . . . . . . . . 141--148
                  Dong Wan Shin   Estimation of spectral density for
                                  seasonal time series models  . . . . . . 149--159
           Jens C. Eickhoff and   
                    Jun Zhu and   
                  Yasuo Amemiya   On the simulation size and the
                                  convergence of the Monte Carlo EM
                                  algorithm via likelihood-based distances 161--171
       Antonio Di Crescenzo and   
               Maria Longobardi   A measure of discrimination between past
                                  lifetime distributions . . . . . . . . . 173--182
                       Hu Shuhe   Consistency for the least squares
                                  estimator in nonlinear regression model  183--192
                  A. Miller and   
                   R. R. Sitter   Choosing columns from the $ 12$-run
                                  Plackett--Burman design  . . . . . . . . 193--201
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 67, Number 3, April 15, 2004

               Yi-Hsuan Lai and   
             Peter Thompson and   
                    Lin-An Chen   Generalized and pseudo-generalized
                                  trimmed means for the linear regression
                                  with AR(1) error model . . . . . . . . . 203--211
                  Jason T. Shaw   Random fields and the limit of their
                                  spectral densities: existence and bounds 213--220
              Alexander Aue and   
           Lajos Horváth   Delay time in sequential detection of
                                  change . . . . . . . . . . . . . . . . . 221--231
             Valentin V. Petrov   A generalization of the Borel--Cantelli
                                  Lemma  . . . . . . . . . . . . . . . . . 233--239
Gábor J. Székely and   
                 Maria L. Rizzo   Mean distance test of Poisson
                                  distribution . . . . . . . . . . . . . . 241--247
                Andrzej Rozkosz   On existence of solutions of BSDEs with
                                  continuous coefficient . . . . . . . . . 249--256
         Stergios B. Fotopoulos   Tempered distributions and their
                                  application in computing conditional
                                  moments for normal mixtures  . . . . . . 257--266
              Vincent Rivoirard   Maxisets for linear procedures . . . . . 267--275
         M. González and   
                  M. Molina and   
                  I. del Puerto   Limiting distribution for subcritical
                                  controlled branching processes with
                                  random control function  . . . . . . . . 277--284
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 67, Number 4, May 1, 2004

                 J. A. Hartigan   Uniform priors on convex sets improve
                                  risk . . . . . . . . . . . . . . . . . . 285--288
                     Gan Shixin   Almost sure convergence for $ \rho
                                  {\dbar }$-mixing random variable
                                  sequences  . . . . . . . . . . . . . . . 289--298
               I. V. Basawa and   
                Robert Lund and   
                       Qin Shao   First-order seasonal autoregressive
                                  processes with periodically varying
                                  parameters . . . . . . . . . . . . . . . 299--306
                    Steven Cook   A momentum-threshold autoregressive unit
                                  root test with increased power . . . . . 307--310
                 P. Gregori and   
      M. N. M. van Lieshout and   
                       J. Mateu   Mixture formulae for shot noise weighted
                                  point processes  . . . . . . . . . . . . 311--320
         Richard M. Huggins and   
             Paul S. F. Yip and   
                 Eric H. Y. Lau   A note on the estimation of the initial
                                  number of susceptible individuals in the
                                  general epidemic model . . . . . . . . . 321--330
                 Yuu Hariya and   
                       Marc Yor   On an extension of Dufresne's relation
                                  between exponential Brownian functionals
                                  from opposite drifts to two different
                                  drifts: a short proof  . . . . . . . . . 331--341
                      Anonymous   Author Index . . . . . . . . . . . . . . 343--344
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 68, Number 1, June 1, 2004

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
                        A. Irle   A measure-theoretic approach to
                                  completeness of financial markets  . . . 1--7
             Kazuhiro Ozawa and   
           Stanis\law Mejza and   
             Masakazu Jimbo and   
                Iwona Mejza and   
                  Shinji Kuriki   Incomplete split-plot designs generated
                                  by some resolvable balanced designs  . . 9--15
                Shanqi Pang and   
             Yingshan Zhang and   
                    Sanyang Liu   Further results on the orthogonal arrays
                                  obtained by generalized Hadamard product 17--25
                Hubert Wong and   
                Bertrand Clarke   A characterization of consistency of
                                  model weights given partial information
                                  in normal linear models  . . . . . . . . 27--37
           A. Goldenshluger and   
                    A. Tsybakov   Estimating the endpoint of a
                                  distribution in the presence of additive
                                  observation errors . . . . . . . . . . . 39--49
      Bernhard Gittenberger and   
                   Guy Louchard   Reflected Brownian bridge local time
                                  conditioned on its local time at the
                                  origin . . . . . . . . . . . . . . . . . 51--60
      Aleksander M. Iksanov and   
                  Che-Soong Kim   On a Pitman--Yor problem . . . . . . . . 61--72
                         Yi Lin   A note on margin-based loss functions in
                                  classification . . . . . . . . . . . . . 73--82
                  Erhard Cramer   Logconcavity and unimodality of
                                  progressively censored order statistics  83--90
                  Xian Zhou and   
                    Jinhong You   Wavelet estimation in
                                  varying-coefficient partially linear
                                  regression models  . . . . . . . . . . . 91--104
              Wai Cheung Ip and   
                 Heung Wong and   
              Song-Gui Wang and   
                 Zhong-Zhen Jia   A GIC rule for assessing data
                                  transformation in regression . . . . . . 105--110
     Sergio Alvarez-Andrade and   
                 Laurent Bordes   Empirical quantile process under type-II
                                  progressive censoring  . . . . . . . . . 111--123
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 68, Number 2, June 15, 2004

                    Zudi Lu and   
                      Xing Chen   Spatial kernel regression estimation:
                                  weak consistency . . . . . . . . . . . . 125--136
                 James Davidson   Forecasting Markov-switching dynamic,
                                  conditionally heteroscedastic processes  137--147
                Pierre Duchesne   On matricial measures of dependence in
                                  vector ARCH models with applications to
                                  diagnostic checking  . . . . . . . . . . 149--160
         Thomas S. Ferguson and   
                Curtis Tatsuoka   An optimal strategy for sequential
                                  classification on partially ordered sets 161--168
              Marcelo Fernandes   Bounds for the probability distribution
                                  function of the linear ACD process . . . 169--176
       S. Rao Jammalamadaka and   
                    M. N. Goria   A test of goodness-of-fit based on
                                  Gini's index of spacings . . . . . . . . 177--187
                  Ta Chen Liang   On optimal convergence rate of empirical
                                  Bayes tests  . . . . . . . . . . . . . . 189--198
  Jean-François Chamayou   Products of double gamma, gamma and beta
                                  distributions  . . . . . . . . . . . . . 199--208
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 68, Number 3, July 1, 2004

                S. Y. Hwang and   
                   I. V. Basawa   Stationarity and moment structure for
                                  Box--Cox transformed threshold
                                  GARCH(1,1) processes . . . . . . . . . . 209--220
         Krzystof D\kebicki and   
                 Bert Zwart and   
                      Sem Borst   The supremum of a Gaussian process over
                                  a random interval  . . . . . . . . . . . 221--234
                D. A. Ioannides   Fixed design regression quantiles for
                                  time series  . . . . . . . . . . . . . . 235--245
                  Xiaohu Li and   
                   Moshe Shaked   The observed total time on test and the
                                  observed excess wealth . . . . . . . . . 247--258
                K. Filipiak and   
                  A. Markiewicz   Optimality of type I orthogonal arrays
                                  for general interference model with
                                  correlated observations  . . . . . . . . 259--265
                        C. Hory   Formulation of the EM algorithm for a
                                  mixture of central and non-central $
                                  \chi^2 $ distributions . . . . . . . . . 267--272
                       Fubao Xi   Stability of a random diffusion with
                                  nonlinear drift  . . . . . . . . . . . . 273--286
             Dingcheng Wang and   
                      Qihe Tang   Maxima of sums and random sums for
                                  negatively associated random variables
                                  with heavy tails . . . . . . . . . . . . 287--295
                     M. Yor and   
                    L. Zambotti   A remark about the norm of a Brownian
                                  bridge . . . . . . . . . . . . . . . . . 297--304
                       Min Tsao   A new method of calibration for the
                                  empirical loglikelihood ratio  . . . . . 305--314
              Reza Modarres and   
                     Gang Zheng   Maximum likelihood estimation of
                                  dependence parameter using ranked set
                                  sampling . . . . . . . . . . . . . . . . 315--323
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 68, Number 4, July 15, 2004

                   Luc Pronzato   A minimax equivalence theorem for
                                  optimum bounded design measures  . . . . 325--331
                  Fateh Chebana   On the optimization of the weighted
                                  Bickel--Rosenblatt test  . . . . . . . . 333--345
                  Y. K. Lee and   
                    H. Choi and   
                 B. U. Park and   
                       K. S. Yu   Local likelihood density estimation on
                                  random fields  . . . . . . . . . . . . . 347--357
               Eva Herrmann and   
                  Klaus Ziegler   Rates of consistency for nonparametric
                                  estimation of the mode in absence of
                                  smoothness assumptions . . . . . . . . . 359--368
                  Alexander Aue   Strong approximation for RCA(1) time
                                  series with applications . . . . . . . . 369--382
               Zhengyan Lin and   
             Kyo-Shin Hwang and   
               Sungchul Lee and   
                  Yong-Kab Choi   Path properties of a $d$-dimensional
                                  Gaussian process . . . . . . . . . . . . 383--393
                  J. Ahmadi and   
                N. Balakrishnan   Confidence intervals for quantiles in
                                  terms of record range  . . . . . . . . . 395--405
                  Xuewen Lu and   
                   Yongcheng Qi   A note on asymptotic distribution of
                                  products of sums . . . . . . . . . . . . 407--413
            N. Balakrishnan and   
                    A. Stepanov   A note on the paper of Khmaladze et al.  415--419
              Xiangrong Yin and   
                 R. Dennis Cook   Asymptotic distribution of test
                                  statistic for the covariance dimension
                                  reduction methods in regression  . . . . 421--427
             H. Evangelaras and   
                 C. Koukouvinos   On generalized projectivity of two-level
                                  screening designs  . . . . . . . . . . . 429--434
                      Anonymous   Author Index . . . . . . . . . . . . . . 435--436
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 69, Number 1, August 1, 2004

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
             G. G. Hamedani and   
                Eric S. Key and   
                   Hans Volkmer   Solution to a functional equation and
                                  its application to stable and
                                  stable-type distributions  . . . . . . . 1--9
                  Ming Yuan and   
                    Grace Wahba   Doubly penalized likelihood estimator in
                                  heteroscedastic regression . . . . . . . 11--20
                     Sudip Bose   On the robustness of the predictive
                                  distribution for sampling from finite
                                  populations  . . . . . . . . . . . . . . 21--27
          Adel Mohammadpour and   
                A. Reza Soltani   On simulating exchangeable sub-Gaussian
                                  random vectors . . . . . . . . . . . . . 29--36
               Karine Tribouley   Adaptive simultaneous confidence
                                  intervals in non-parametric estimation   37--51
        Sándor Baran and   
                  Gyula Pap and   
      Martien C. A. van Zuijlen   Asymptotic inference for a nearly
                                  unstable sequence of stationary spatial
                                  AR models  . . . . . . . . . . . . . . . 53--61
                     Jaap Geluk   Asymptotics in the symmetrization
                                  inequality . . . . . . . . . . . . . . . 63--68
                      Litan Yan   Maximal inequalities for the iterated
                                  fractional integrals . . . . . . . . . . 69--79
                   Cong Han and   
               Kathryn Chaloner   A note on optimal designs for two or
                                  more treatment groups  . . . . . . . . . 81--89
             Tahir Khaniyev and   
                    Zafer Kucuk   Asymptotic expansions for the moments of
                                  the Gaussian random walk with two
                                  barriers . . . . . . . . . . . . . . . . 91--103
                Peng-Fei Li and   
               Min-Qian Liu and   
                  Run-Chu Zhang   Some theory and the construction of
                                  mixed-level supersaturated designs . . . 105--116
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 69, Number 2, August 15, 2004

              Enkelejd Hashorva   Bivariate maximum insurance claim and
                                  related point processes  . . . . . . . . 117--128
                Richard Huggins   A note on nonparametric estimation for
                                  clustered data . . . . . . . . . . . . . 129--133
                    Jianxin Pan   Discordant outlier detection in the
                                  growth curve model with Rao's simple
                                  covariance structure . . . . . . . . . . 135--142
                P. Ibarrola and   
      A. Pérez-Palomares   Linear completeness in a continuous time
                                  Gauss--Markov model  . . . . . . . . . . 143--149
                 Mingyao Ai and   
                   Runchu Zhang   $ s^{n - m} $ Designs containing clear
                                  main effects or clear two-factor
                                  interactions . . . . . . . . . . . . . . 151--160
                 Mingyao Ai and   
                   Runchu Zhang   Multistratum fractional factorial
                                  split-plot designs with minimum
                                  aberration and maximum estimation
                                  capacity . . . . . . . . . . . . . . . . 161--170
              Hiroshi Takahashi   Recurrence and transience of
                                  multi-dimensional diffusion processes in
                                  reflected Brownian environments  . . . . 171--174
         Katarzyna Danielak and   
              Mohammad Z. Raqab   Sharp bounds on expectations of $k$ th
                                  record spacings from restricted families 175--187
          Fahimah Al-Awadhi and   
              Merrilee Hurn and   
           Christopher Jennison   Improving the acceptance rate of
                                  reversible jump MCMC proposals . . . . . 189--198
             C. Koukouvinos and   
                   S. Stylianou   Optimal multi-level supersaturated
                                  designs constructed from linear and
                                  quadratic functions  . . . . . . . . . . 199--211
            Jordan Stoyanov and   
                 Leonid Tolmatz   New Stieltjes classes involving
                                  generalized gamma distributions  . . . . 213--219
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 69, Number 3, September 15, 2004

           Abdelouahab Bibi and   
               Moon-ho Ringo Ho   Properties of some bilinear models with
                                  periodic regime switching  . . . . . . . 221--231
              Zhiqiang Chen and   
                 David E. Tyler   On the finite sample breakdown points of
                                  redescending $M$-estimates of location   233--242
           Janice L. DuBien and   
           William D. Warde and   
                  Seong S. Chae   Moments of Rand's C statistic in cluster
                                  analysis . . . . . . . . . . . . . . . . 243--252
María Jesús Barcena and   
                Fernando Tusell   Fitting multivariate responses using
                                  scalar trees . . . . . . . . . . . . . . 253--259
              Hajo Holzmann and   
               Susanne Koch and   
                    Aleksey Min   Almost sure limit theorems for
                                  $U$-statistics . . . . . . . . . . . . . 261--269
              Raffaella Carbone   Binomial approximation of Brownian
                                  motion and its maximum . . . . . . . . . 271--285
                    Q. Shao and   
                       P. P. Ni   Least-squares estimation and ANOVA for
                                  periodic autoregressive time series  . . 287--297
                    S. Y. Novak   On Gebelein's correlation coefficient    299--303
               S. Meintanis and   
                  N. G. Ushakov   Binned goodness-of-fit tests based on
                                  the empirical characteristic function    305--314
      Jaromír Antoch and   
     Gérard Gregoire and   
       Daniela Jarusková   Detection of structural changes in
                                  generalized linear models  . . . . . . . 315--332
               Ibrahim A. Ahmad   Some properties of classes of life
                                  distributions with unknown age . . . . . 333--342
              Rong-Xian Yue and   
                    Jing-Wen Wu   U-type and factorial designs for
                                  nonparametric Bayesian regression  . . . 343--356
               H. Lanzinger and   
            U. Stadtmüller   Refined Baum--Katz laws for weighted
                                  sums of iid random variables . . . . . . 357--368
               Gary Sneddon and   
         Brajendra C. Sutradhar   On semiparametric familial-longitudinal
                                  models . . . . . . . . . . . . . . . . . 369--379
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 69, Number 4, October 1, 2004

              Chao-Wei Chou and   
                 Wen-Jang Huang   On characterizations of the gamma and
                                  generalized inverse Gaussian
                                  distributions  . . . . . . . . . . . . . 381--388
                  Ying Ding and   
                 Xinsheng Zhang   Some stochastic orders of Kotz-type
                                  distributions  . . . . . . . . . . . . . 389--396
              L. G. Esteves and   
                S. Wechsler and   
                 P. L. Iglesias   Some characterizations of uniform models 397--404
            Tomasz Bojdecki and   
          Luis G. Gorostiza and   
                 Anna Talarczyk   Sub-fractional Brownian motion and its
                                  relation to occupation times . . . . . . 405--419
            Monika Klimczak and   
                 Tomasz Rychlik   Maximum variance of K th records . . . . 421--430
                Shanqi Pang and   
             Yingshan Zhang and   
                    Sanyang Liu   Normal mixed difference matrix and the
                                  construction of orthogonal arrays  . . . 431--437
              Veronika Esaulova   Large deviations of $ L_1 $-error of
                                  empirical measures on partitions . . . . 439--445
               V. Arakelian and   
               V. Papathanasiou   On bounding the absolute mean value  . . 447--450
              Ignacio Moral and   
          Juan M. Rodriguez-Poo   An efficient marginal integration
                                  estimator of a semiparametric additive
                                  modelling  . . . . . . . . . . . . . . . 451--463
                  Ph. Barbe and   
                M. Broniatowski   Blowing number of a distribution for a
                                  statistics and loyal estimators  . . . . 465--475
                      Anonymous   Author Index . . . . . . . . . . . . . . 477--478
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 70, Number 1, October 15, 2004

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
                   Ari Nieminen   Fractional Brownian motion and
                                  martingale-differences . . . . . . . . . 1--10
             Mina Ketan Mahanti   Expected number of real zeros of random
                                  hyperbolic polynomial  . . . . . . . . . 11--18
      Alexander A. Gushchin and   
               Uwe Küchler   On oscillations of the geometric
                                  Brownian motion with time-delayed drift  19--24
                   Atanu Biswas   Generating correlated ordinal
                                  categorical random samples . . . . . . . 25--35
              Hiroki Masuda and   
               Nakahiro Yoshida   An application of the double Edgeworth
                                  expansion to a filtering model with
                                  Gaussian limit . . . . . . . . . . . . . 37--48
         Alexander Bulinski and   
              Andrei Khrennikov   Nonclassical total probability formula
                                  and quantum interference of
                                  probabilities  . . . . . . . . . . . . . 49--58
               Atanu Biswas and   
                   J. N. K. Rao   Missing responses in adaptive allocation
                                  design . . . . . . . . . . . . . . . . . 59--70
              Kuo-Nan Huang and   
                 Shu-Kai S. Fan   A note on minimum bias estimation in
                                  response surfaces  . . . . . . . . . . . 71--85
           Anna Amirdjanova and   
              Michael Woodroofe   Shrinkage estimation for convex
                                  polyhedral cones . . . . . . . . . . . . 87--94
            B. Gail Ivanoff and   
                    N. C. Weber   Predictable sampling for partially
                                  exchangeable arrays  . . . . . . . . . . 95--108
       Essam K. AL-Hussaini and   
               Magdy E. El-Adll   Asymptotic distribution of normalized
                                  maximum under finite mixture models  . . 109--117
               Piet de Jong and   
                  Jeremy Penzer   The ARMA model in state space form . . . 119--125
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 70, Number 2, November 15, 2004

                      B. Lacaze   Matched shapes for uniform sampling  . . 127--135
            Vladimir Pozdnyakov   On the functional CLT for partial sums
                                  of truncated bounded from below random
                                  variables  . . . . . . . . . . . . . . . 137--144
     Miguel González and   
    Rodrigo Martínez and   
                    Manuel Mota   Multitype population size-dependent
                                  branching processes with dependent
                                  offspring  . . . . . . . . . . . . . . . 145--154
                      Bo Li and   
                      Luqin Liu   The characterization of equilibrium
                                  potentials and last exit distributions
                                  for elliptic diffusion processes . . . . 155--169
                     Denis Bosq   Erratum and complements to
                                  ``Berry--Esseen inequality for linear
                                  processes in Hilbert Spaces''  . . . . . 171--174
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 70, Number 3, December 1, 2004

                Steven Cook and   
               Dimitrios Vougas   On the finite-sample size distortion of
                                  smooth transition unit root tests  . . . 175--182
              Jiajuan Liang and   
          William S. Y. Pan and   
                  Zhen-Hai Yang   Characterization-based $Q$--$Q$ plots
                                  for testing multinormality . . . . . . . 183--190
                 Yun-xia Li and   
                   Li-xin Zhang   Complete moment convergence of
                                  moving-average processes under
                                  dependence assumptions . . . . . . . . . 191--197
            Ilie Grigorescu and   
                       Min Kang   Path collapse for multidimensional
                                  Brownian motion with rebirth . . . . . . 199--209
                Pavel V. Gapeev   On arbitrage and Markovian short rates
                                  in fractional bond markets . . . . . . . 211--222
                   A. Cohen and   
                 J. Kolassa and   
               H. B. Sackrowitz   A four action problem with ordered
                                  categorical data: are two distributions
                                  the same, ordered, or otherwise? . . . . 223--234
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 70, Number 4, December 15, 2004

      Félix Belzunce and   
                 Xiaoli Gao and   
                Taizhong Hu and   
                Franco Pellerey   Characterizations of the hazard rate
                                  order and IFR aging notion . . . . . . . 235--242
           Christian Francq and   
                 Antony Gautier   Estimation of time-varying ARMA models
                                  with Markovian changes in regime . . . . 243--251
                Yu. Mishura and   
                     D. Nualart   Weak solutions for stochastic
                                  differential equations with additive
                                  fractional noise . . . . . . . . . . . . 253--261
       István Berkes and   
       Lajos Horváth and   
                 Piotr Kokoszka   Testing for parameter constancy in $
                                  {\rm GARCH}(p, q) $ models . . . . . . . 263--273
           Shaul K. Bar-Lev and   
 Frank A. Van der Duyn Schouten   A note on exponential dispersion models
                                  which are invariant under length-biased
                                  sampling . . . . . . . . . . . . . . . . 275--284
                    David Kraus   Goodness-of-fit inference for the
                                  Cox--Aalen additive-multiplicative
                                  regression model . . . . . . . . . . . . 285--298
           Narn-Rueih Shieh and   
                      Jinghu Yu   Dimensions of supercritical branching
                                  processes in varying environments  . . . 299--308
                      Anonymous   Author Index . . . . . . . . . . . . . . 309--310
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2


Statistics & Probability Letters
Volume 71, Number 1, January 1, 2005

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
                 Ansgar Steland   On the distribution of the clipping
                                  median under a mixture model . . . . . . 1--13
        Mark M. Meerschaert and   
           Hans-Peter Scheffler   Limit theorems for continuous time
                                  random walks with slowly varying waiting
                                  times  . . . . . . . . . . . . . . . . . 15--22
              Vartan Choulakian   Transposition invariant principal
                                  component analysis in $ L_1 $ for long
                                  tailed data  . . . . . . . . . . . . . . 23--31
              Benoit Liquet and   
               Daniel Commenges   Computation of the $p$-value of the
                                  maximum of score tests in the
                                  generalized linear model; application to
                                  multiple coding  . . . . . . . . . . . . 33--38
             Salem S. Reyen and   
                 John J. Miller   The moment of inertia and the linear
                                  discriminant function  . . . . . . . . . 39--46
                 M. Ghorbel and   
                     T. Huillet   Fragment size distributions in random
                                  fragmentations with cutoff . . . . . . . 47--60
            Wing-Keung Wong and   
                    Guorui Bian   Estimating parameters in autoregressive
                                  models with asymmetric innovations . . . 61--70
                K. Zografos and   
                   S. Nadarajah   Expressions for Rényi and Shannon
                                  entropies for multivariate distributions 71--84
                Majid Asadi and   
             Nader Ebrahimi and   
                 Ehsan S. Soofi   Dynamic generalized information measures 85--98
              Yung-Feng Hsu and   
                 Chao-Ping Ting   A-optimal and efficient diallel cross
                                  experiments for comparing test
                                  treatments with a control  . . . . . . . 99--110
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 71, Number 2, February 15, 2005

               Paul Janssen and   
              Jan Swanepoel and   
          Noël Veraverbeke   Bootstrapping modified goodness-of-fit
                                  statistics with estimated parameters . . 111--121
              Gooty Divanji and   
                 Tadewos Koroto   Limit infimum results for subsequences
                                  of partial sums and random sums  . . . . 123--129
                 Isha Dewan and   
           B. L. S. Prakasa Rao   Wilcoxon-signed rank test for associated
                                  sequences  . . . . . . . . . . . . . . . 131--142
          Stephen M. S. Lee and   
              G. Alastair Young   Parametric bootstrapping with nuisance
                                  parameters . . . . . . . . . . . . . . . 143--153
    Patricia Giménez and   
       María Laura Patat   Estimation in comparative calibration
                                  models with replicate measurement  . . . 155--164
           Sofiya Ostrovska and   
                Jordan Stoyanov   Stieltjes classes for $M$-indeterminate
                                  powers of inverse Gaussian distributions 165--171
                     Long Jiang   Converse comparison theorems for
                                  backward stochastic differential
                                  equations  . . . . . . . . . . . . . . . 173--183
       José A. Adell and   
             Pedro Jodrá   Sharp estimates for the median of the $
                                  \Gamma (n + 1, 1) $ distribution . . . . 185--191
                Oleg Klesov and   
            Andrew Rosalsky and   
              Andrei I. Volodin   On the almost sure growth rate of sums
                                  of lower negatively dependent
                                  nonnegative random variables . . . . . . 193--202
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 71, Number 3, March 1, 2005

           Anna Dembi\'nska and   
Fernando López-Blázquez   $k$ th records from discrete
                                  distributions  . . . . . . . . . . . . . 203--214
                    Ori Davidov   Estimating the slope in measurement
                                  error models --- a different perspective 215--223
                     Yungtai Lo   Likelihood ratio tests of the number of
                                  components in a normal mixture with
                                  unequal variances  . . . . . . . . . . . 225--235
              Kingsley Agho and   
                    Wen Dai and   
                  John Robinson   Empirical saddlepoint approximations of
                                  the Studentized ratio and regression
                                  estimates for finite populations . . . . 237--247
          Sabrina Antonelli and   
                Giuliana Regoli   On the Poisson-binomial relative error   249--256
  Julián de la Horra and   
María Teresa Rodríguez-Bernal   Bayesian model selection: a predictive
                                  approach with losses based on distances
                                  $ L^1 $ and $ L^2 $  . . . . . . . . . . 257--265
           Sanjay Chaudhuri and   
             Michael D. Perlman   Biases of the maximum likelihood and
                                  Cohen--Sackrowitz estimators for the
                                  tree-order model . . . . . . . . . . . . 267--276
                   Milan Merkle   Jensen's inequality for medians  . . . . 277--281
             Michael Drmota and   
  Jean-François Marckert   Reinforced weak convergence of
                                  stochastic processes . . . . . . . . . . 283--294
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 71, Number 4, March 15, 2005

          Kacha Dzhaparidze and   
               Harry van Zanten   Optimality of an explicit series
                                  expansion of the fractional Brownian
                                  sheet  . . . . . . . . . . . . . . . . . 295--301
               Soo Hak Sung and   
          Andrei I. Volodin and   
                  Tien-Chung Hu   More on complete convergence for arrays  303--311
         Alexandre Carvalho and   
             Georgios Skoulakis   Ergodicity and existence of moments for
                                  local mixtures of linear autoregressions 313--322
Villó Csiszár and   
Tamás F. Móri and   
 Gábor J. Székely   Chebyshev-type inequalities for scale
                                  mixtures . . . . . . . . . . . . . . . . 323--335
                    Zhonggen Su   The law of the iterated logarithm for
                                  character ratios . . . . . . . . . . . . 337--346
         D. Leão Jr. and   
              M. D. Fragoso and   
            J. B. R. do Val and   
                  M. G. Andrade   Separable Hausdorff measurable Radon
                                  spaces . . . . . . . . . . . . . . . . . 347--359
                 Jian Xiong and   
             Augustine Wong and   
                  Donna Salopek   Saddlepoint approximations to option
                                  price in a general equilibrium model . . 361--369
                    Man Jin and   
                 Yixin Fang and   
                  Lincheng Zhao   Variable selection in generalized linear
                                  models with canonical link functions . . 371--382
                Samuel Kotz and   
        J. René van Dorp   A link between two-sided power and
                                  asymmetric Laplace distributions: with
                                  applications to mean and variance
                                  approximations . . . . . . . . . . . . . 383--394
                      Anonymous   Author Index . . . . . . . . . . . . . . 395--396
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2


Statistics & Probability Letters
Volume 72, Number 1, April 1, 2005

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
                   Zehui Li and   
                 Jinxia Zhu and   
                      Feng Chen   Study of a risk model based on the
                                  entrance process . . . . . . . . . . . . 1--10
             P. K. Bhattacharya   A maximal inequality for nonnegative
                                  submartingales . . . . . . . . . . . . . 11--12
               You-Gan Wang and   
                        Min Zhu   Optimal sign tests for data from ranked
                                  set samples  . . . . . . . . . . . . . . 13--22
         Stergios B. Fotopoulos   Type $G$ and spherical distributions on
                                  $ \mathbb {R}^d$ . . . . . . . . . . . . 23--32
          Erik A. van Doorn and   
           Alexander I. Zeifman   Birth-death processes with killing . . . 33--42
              Weiping Zhang and   
               Laisheng Wei and   
                    Yaning Yang   The superiority of empirical Bayes
                                  estimator of parameters in linear model  43--50
              Glenn Hofmann and   
            N. Balakrishnan and   
                   Jafar Ahmadi   Characterization of hazard function
                                  factorization by Fisher information in
                                  minima and upper record values . . . . . 51--57
     Tibor Tómács   Convergence rates in the Law of Large
                                  Numbers for arrays of Banach space
                                  valued random elements . . . . . . . . . 59--69
                   Xiaoming Huo   Minimax correlation between a line
                                  segment and a beamlet  . . . . . . . . . 71--81
             Yanqiong Zhang and   
         William F. Rosenberger   On linear rank tests for truncated
                                  binomial randomization . . . . . . . . . 83--92
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 72, Number 2, April 15, 2005

              Yoko Watamori and   
                  Peter E. Jupp   Improved likelihood ratio and score
                                  tests on concentration parameters of von
                                  Mises--Fisher distributions  . . . . . . 93--102
                    Bo Yang and   
                John E. Kolassa   A refinement to approximate conditional
                                  inference  . . . . . . . . . . . . . . . 103--112
               Andrei N. Frolov   Converses to the Csörg\Ho-Révész laws . . . 113--123
              Enkelejd Hashorva   Elliptical triangular arrays in the
                                  max-domain of attraction of Hüsler--Reiss
                                  distribution . . . . . . . . . . . . . . 125--135
                   G. Letac and   
                    V. Seshadri   Exponential stopping and drifted stable
                                  processes  . . . . . . . . . . . . . . . 137--143
               J. de la Cal and   
              J. Cárcamo   A general Ostrowski-type inequality  . . 145--152
             Timothy Hanson and   
         Jayaram Sethuraman and   
                        Ling Xu   On choosing the centering distribution
                                  in Dirichlet process mixture models  . . 153--162
                Taizhong Hu and   
                  Weiwei Zhuang   A note on stochastic comparisons of
                                  generalized order statistics . . . . . . 163--170
                   Roger Mansuy   An interpretation and some
                                  generalizations of the Anderson--Darling
                                  statistics in terms of squared Bessel
                                  bridges  . . . . . . . . . . . . . . . . 171--177
              Jorge Navarro and   
               Jose M. Ruiz and   
             Carlos J. Sandoval   A note on comparisons among coherent
                                  systems with dependent components using
                                  signatures . . . . . . . . . . . . . . . 179--185
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 72, Number 3, May 1, 2005

                        R. Wang   A mixture and self-exciting model for
                                  software reliability . . . . . . . . . . 187--194
                 Vladimir Kuzin   Recursive demeaning and deterministic
                                  seasonality  . . . . . . . . . . . . . . 195--204
                    Li-Juan Sun   The expected discounted penalty at ruin
                                  in the Erlang (2) risk process . . . . . 205--217
                    In-Kwon Yeo   Variable selection and transformation in
                                  linear regression models . . . . . . . . 219--226
            Antanas Laurincikas   Limit theorems for the Estermann
                                  zeta-function. I . . . . . . . . . . . . 227--235
             Yoshiyuki Ninomiya   Information criterion for Gaussian
                                  change-point model . . . . . . . . . . . 237--247
           Pawe\l Hitczenko and   
                 Robin Pemantle   Central limit theorem for the size of
                                  the range of a renewal process . . . . . 249--264
                K. Borovkov and   
                      A. Motyer   On the asymptotic behaviour of a simple
                                  growing point process model  . . . . . . 265--275
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 72, Number 4, May 15, 2005

                     Yuguo Chen   Another look at rejection sampling
                                  through importance sampling  . . . . . . 277--283
      Gusztáv Morvai and   
                 Benjamin Weiss   Limitations on intermittent forecasting  285--290
               Soo Hak Sung and   
              Tien-Chung Hu and   
                 Andrei Volodin   On the weak laws for arrays of random
                                  variables  . . . . . . . . . . . . . . . 291--298
                  Koji Inui and   
             Masaaki Kijima and   
                 Atsushi Kitano   VaR is subject to a significant positive
                                  bias . . . . . . . . . . . . . . . . . . 299--311
          Sebastiano Manzan and   
                    Dawit Zerom   Kernel estimation of a partially linear
                                  additive model . . . . . . . . . . . . . 313--322
            Francesco Battaglia   Outliers in functional autoregressive
                                  time series  . . . . . . . . . . . . . . 323--332
               Pier Luigi Conti   A nonparametric sequential test with
                                  power 1 for the ruin probability in some
                                  risk models  . . . . . . . . . . . . . . 333--343
           Brent A. Johnson and   
                 Dennis D. Boos   A note on the use of kernel functions in
                                  weighted estimators  . . . . . . . . . . 345--355
                      Anonymous   Author Index . . . . . . . . . . . . . . 357--358
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2


Statistics & Probability Letters
Volume 73, Number 1, June 1, 2005

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
               Xiaoqian Sun and   
                    Dongchu Sun   Estimation of the Cholesky decomposition
                                  of the covariance matrix for a
                                  conditional independent normal model . . 1--12
               K. Neammanee and   
               S. Pianskool and   
                  R. Chonchaiya   On the AIDS incubation distribution  . . 13--23
                     O. Lee and   
                     D. W. Shin   On stationarity and $ \beta $-mixing
                                  property of certain nonlinear $ {\rm
                                  GARCH}(p, q)$ models . . . . . . . . . . 25--35
               Elvan Ceyhan and   
                Carey E. Priebe   The use of domination number of a random
                                  proximity catch digraph for testing
                                  spatial patterns of segregation and
                                  association  . . . . . . . . . . . . . . 37--50
                     O. Wittich   An explicit local uniform large
                                  deviation bound for Brownian bridges . . 51--56
                 Harri Nyrhinen   Upper bounds of the Gärtner-Ellis theorem
                                  for the sequences of random variables    57--60
                Jinhong You and   
                     Gemai Chen   Testing heteroscedasticity in partially
                                  linear regression models . . . . . . . . 61--70
              Pedro Galeano and   
             Daniel Peña   A note on prediction and interpolation
                                  errors in time series  . . . . . . . . . 71--78
         Leszek Slomi\'nski and   
            Bartosz Ziemkiewicz   Inequalities for the $ \mathbb {L}^p $
                                  norms of integrals with respect to a
                                  fractional Brownian motion . . . . . . . 79--90
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 73, Number 2, June 15, 2005

                 Chris J. Lloyd   Monotonicity of likelihood support
                                  bounds for system failure rates  . . . . 91--97
              A. P. Martins and   
                    H. Ferreira   Measuring the extremal dependence  . . . 99--103
         Gérard Biau and   
                 Marten Wegkamp   A note on minimum distance estimation of
                                  copula densities . . . . . . . . . . . . 105--114
                   Jack Jie Dai   A Once edge-reinforced random walk on a
                                  Galton--Watson tree is transient . . . . 115--124
            Joanna Tarasi\'nska   Confidence intervals for the power of
                                  Student's $t$-test . . . . . . . . . . . 125--130
               Abdelouahab Bibi   A note on the stability and causality of
                                  general time-dependent bilinear models   131--138
                 Neil A. Butler   Minimax $ 16$-run supersaturated designs 139--145
          R. Keith Freeland and   
                 Brendan McCabe   Asymptotic properties of CLS estimators
                                  in the Poisson AR(1) model . . . . . . . 147--153
            Samir Ben Hariz and   
              Jonathan J. Wylie   Rates of convergence for the
                                  change-point estimator for long-range
                                  dependent sequences  . . . . . . . . . . 155--164
                 Fuqing Gao and   
                   Qinghua Wang   The rate of convergence in the
                                  functional limit theorem for increments
                                  of a Brownian motion . . . . . . . . . . 165--177
                  Chia-Ding Hou   A simple approximation for the
                                  distribution of the weighted combination
                                  of non-independent or independent
                                  probabilities  . . . . . . . . . . . . . 179--187
         Paulo Eduardo Oliveira   An exponential inequality for associated
                                  variables  . . . . . . . . . . . . . . . 189--197
                Yanhua Wang and   
                     Shuyuan He   Fisher information in censored data  . . 199--206
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 73, Number 3, July 1, 2005

           Sevgi Yurt Oncel and   
        Mohammad Ahsanullah and   
             Fazil A. Aliev and   
                    Funda Aygun   Switching record and order statistics
                                  via random contractions  . . . . . . . . 207--217
               J. de la Cal and   
              J. Cárcamo   Inequalities for expected extreme order
                                  statistics . . . . . . . . . . . . . . . 219--231
              Zengjing Chen and   
                  Reg Kulperger   Inequalities for upper and lower
                                  probabilities  . . . . . . . . . . . . . 233--241
           Walter Oberhofer and   
                    Harry Haupt   The asymptotic distribution of the
                                  unconditional quantile estimator under
                                  dependence . . . . . . . . . . . . . . . 243--250
           Donald A. Dawson and   
          Klaus Fleischmann and   
                      Jie Xiong   Strong uniqueness for cyclically
                                  symbiotic branching diffusions . . . . . 251--257
      Konstantinos Adamidis and   
   Theodora Dimitrakopoulou and   
                Sotirios Loukas   On an extension of the
                                  exponential-geometric distribution . . . 259--269
                     R. Willink   Normal moments and Hermite polynomials   271--275
   V. Alba-Fernández and   
J. Muñoz-García and   
    M. D. Jiménez-Gamero   Bootstrap estimation of the distribution
                                  of Matusita distance in the mixed case   277--285
               Roland Fried and   
                Vanessa Didelez   Latent variable analysis and partial
                                  correlation graphs for multivariate time
                                  series . . . . . . . . . . . . . . . . . 287--296
                Bruno Pelletier   Kernel density estimation on Riemannian
                                  manifolds  . . . . . . . . . . . . . . . 297--304
             Anna Kuczmaszewska   The Strong Law of Large Numbers for
                                  dependent random variables . . . . . . . 305--314
          Subir K. Bhandari and   
             Ayanendranath Basu   On Gaussian correlation inequalities for
                                  ``periodic'' sets  . . . . . . . . . . . 315--320
                   H. Saigo and   
                   R. R. Sitter   Jackknife variance estimator with
                                  reimputation for randomly imputed survey
                                  data . . . . . . . . . . . . . . . . . . 321--331
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 73, Number 4, July 15, 2005

            Madhusudan Bhandary   Test for the equality of autocorrelation
                                  coefficients for two populations in
                                  multivariate data when the errors are
                                  autocorrelated . . . . . . . . . . . . . 333--342
           Tomasz J. Kozubowski   A note on self-decomposability of stable
                                  process subordinated to
                                  self-decomposable subordinator . . . . . 343--345
                  Matthew Haner   The nonorthogonal estimator  . . . . . . 347--356
         Baha-Eldin Khaledi and   
                 Subhash Kochar   Dependence orderings for generalized
                                  order statistics . . . . . . . . . . . . 357--367
         Nitai Mukhopadhyay and   
           Jayanta K. Ghosh and   
                James O. Berger   Some Bayesian predictive approaches to
                                  model selection  . . . . . . . . . . . . 369--379
                    Jun Cai and   
              Gordon E. Willmot   Monotonicity and aging properties of
                                  random sums  . . . . . . . . . . . . . . 381--392
             Kane Nashimoto and   
                   F. T. Wright   A note on multiple comparison procedures
                                  for detecting differences in simply
                                  ordered means  . . . . . . . . . . . . . 393--401
           Miroslav M. Risti\'c   A Beta--Gamma autoregressive process of
                                  the second-order (BGAR(2)) . . . . . . . 403--410
         Sherzod A. Mirakhmedov   Lower estimation of the remainder term
                                  in the CLT for a sum of the functions of
                                  $k$-spacings . . . . . . . . . . . . . . 411--424
                      Juan Mora   Comparing distribution functions of
                                  errors in linear models: a nonparametric
                                  approach . . . . . . . . . . . . . . . . 425--432
                   E. Andersson   On-line detection of turning points
                                  using non-parametric surveillance: The
                                  effect of the growth after the turn  . . 433--439
             Paul S. Clarke and   
              Peter W. F. Smith   On maximum likelihood estimation for
                                  log-linear models with non-ignorable
                                  non-response . . . . . . . . . . . . . . 441--448
                  Nelson Lu and   
              Dale L. Zimmerman   The likelihood ratio test for a
                                  separable covariance matrix  . . . . . . 449--457
               Manuel Galea and   
          Gilberto A. Paula and   
Francisco José A. Cysneiros   On diagnostics in symmetrical nonlinear
                                  models . . . . . . . . . . . . . . . . . 459--467
                      Anonymous   Author Index . . . . . . . . . . . . . . 469--470
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2


Statistics & Probability Letters
Volume 74, Number 1, August 1, 2005

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
                    P.-Y. Louis   Increasing coupling of probabilistic
                                  cellular automata  . . . . . . . . . . . 1--13
         Jürgen Dippon and   
                     Harro Walk   Simplified analytical proof of
                                  Blackwell's renewal theorem  . . . . . . 15--20
              Yoshiaki Itoh and   
               Hosam M. Mahmoud   Age statistics in the Moran population
                                  model  . . . . . . . . . . . . . . . . . 21--30
          Yves Tillé and   
           Anne-Catherine Favre   Optimal allocation in balanced sampling  31--37
         Juan Miguel Medina and   
   Bruno Cernuschi Frías   On the a.s. convergence of certain
                                  random series to a fractional random
                                  field in $ \mathcal {D}'(\mathbb {R}^d)
                                  $  . . . . . . . . . . . . . . . . . . . 39--49
                   Nils Lehmann   Principal components selection given
                                  extensively many variables . . . . . . . 51--58
             Przemys\law Matula   On almost sure limit theorems for
                                  positively dependent random variables    59--66
              Sang Yeol Joo and   
              Yun Kyung Kim and   
                Joong Sung Kwon   On Chung's type Law of Large Numbers for
                                  fuzzy random variables . . . . . . . . . 67--75
                    J. Zhou and   
                   I. V. Basawa   Least-squares estimation for bifurcating
                                  autoregressive processes . . . . . . . . 77--88
           Tomasz J. Kozubowski   A note on self-decomposability of stable
                                  process subordinated to
                                  self-decomposable subordinator . . . . . 89--91
                  Litan Yan and   
                   Jingyun Ling   Iterated integrals with respect to
                                  Bessel processes . . . . . . . . . . . . 93--102
                    Peijie Wang   Statistical distributions of time series
                                  in the frequency domain and the patterns
                                  of violation of white noise conditions   103--108

Statistics & Probability Letters
Volume 74, Number 2, September 1, 2005

           Anoop Chaturvedi and   
                 Jitendra Kumar   Bayesian unit root test for model with
                                  maintained trend . . . . . . . . . . . . 109--115
             Alain Berlinet and   
         Gérard Biau and   
             Laurent Rouvi\`ere   Optimal $ L_1 $ bandwidth selection for
                                  variable kernel density estimates  . . . 116--128
           Grzegorz Rempala and   
              Jacek Weso\lowski   Asymptotics for products of independent
                                  sums with an application to Wishart
                                  determinants . . . . . . . . . . . . . . 129--138
              Zhi-shan Dong and   
                  Tan Xi-li and   
                  Xiao-yun Yang   Moderate deviation principles for moving
                                  average processes of real stationary
                                  sequences  . . . . . . . . . . . . . . . 139--150
             Irene Crimaldi and   
                  Luca Pratelli   Two inequalities for conditional
                                  expectations and convergence results for
                                  filters  . . . . . . . . . . . . . . . . 151--162
                    Takuji Arai   Some properties of the variance-optimal
                                  martingale measure for discontinuous
                                  semimartingales  . . . . . . . . . . . . 163--170
              Ronald Paul Barry   The local approximation of variograms in
                                  $ \mathcal {R}^2 $ by covariance
                                  functions  . . . . . . . . . . . . . . . 171--177
              Tien-Chung Hu and   
Manuel Ordóñez Cabrera and   
                 Andrei Volodin   Asymptotic probability for the
                                  bootstrapped means deviations from the
                                  sample mean  . . . . . . . . . . . . . . 178--186
                  Allan Gut and   
          Jürg Hüsler   Realistic variation of shock models  . . 187--204
                      Johan Lim   Testing independent sparse heterogeneous
                                  mixtures . . . . . . . . . . . . . . . . 205--211
           Richard Lockhart and   
              Federico O'Reilly   A note on Moore's conjecture . . . . . . 212--220
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 74, Number 3, October 1, 2005

              Dirk Bachmann and   
                   Holger Dette   A note on the Bickel--Rosenblatt test in
                                  autoregressive time series . . . . . . . 221--234
                 Dianliang Deng   The complete convergence of subsequence
                                  for sums of independent $B$-valued
                                  random variables . . . . . . . . . . . . 235--244
           Michael J. Klass and   
              Krzysztof Nowicki   The Grossman and Zhou investment
                                  strategy is not always optimal . . . . . 245--252
             Henry W. Block and   
                   Yulin Li and   
               Thomas H. Savits   Mixtures of normal distributions:
                                  Modality and failure rate  . . . . . . . 253--264
          Wolfgang Bischoff and   
              Enkelejd Hashorva   A lower bound for boundary crossing
                                  probabilities of Brownian bridge/motion
                                  with trend . . . . . . . . . . . . . . . 265--271
            Dariusz Majerek and   
             Wioletta Nowak and   
                 Wies\law Zieba   On uniform integrability of random
                                  variables  . . . . . . . . . . . . . . . 272--280
              Melanie Birke and   
                   Holger Dette   A note on testing the covariance matrix
                                  for large dimension  . . . . . . . . . . 281--289
               Hira L. Koul and   
            Lyudmila Sakhanenko   Goodness-of-fit testing in regression: a
                                  finite sample comparison of bootstrap
                                  methodology and Khmaladze transformation 290--302
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 74, Number 4, October 15, 2005

                Wolfgang Stadje   The evolution of aggregated Markov
                                  chains . . . . . . . . . . . . . . . . . 303--311
             C. Koukouvinos and   
                      P. Mantas   Construction of some $ E(f_{\rm NOD}) $
                                  optimal mixed-level supersaturated
                                  designs  . . . . . . . . . . . . . . . . 312--321
             H. Evangelaras and   
             C. Koukouvinos and   
                   S. Stylianou   Evaluation of some non-orthogonal
                                  saturated designs with two levels  . . . 322--329
                   Johan Segers   Approximate distributions of clusters of
                                  extremes . . . . . . . . . . . . . . . . 330--336
               Holger Dette and   
              Weng Kee Wong and   
                        Wei Zhu   On the equivalence of optimality design
                                  criteria for the placebo-treatment
                                  problem  . . . . . . . . . . . . . . . . 337--346
              D. Loukianova and   
                   O. Loukianov   Uniform Law of Large Numbers and
                                  consistency of estimators for Harris
                                  diffusions . . . . . . . . . . . . . . . 347--355
     Efstathios Paparoditis and   
            Dimitris N. Politis   Bootstrap hypothesis testing in
                                  regression models  . . . . . . . . . . . 356--365
           Paul H. Bezandry and   
           George E. Bonney and   
                    Ali Gannoun   Consistent estimation of the density and
                                  hazard rate functions for censored data
                                  via the wavelet method . . . . . . . . . 366--372
                   Kosei Fukuda   Unit-root detection allowing for
                                  measurement error  . . . . . . . . . . . 373--377
                      Anonymous   Author Index . . . . . . . . . . . . . . 379--380
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2


Statistics & Probability Letters
Volume 75, Number 1, November 1, 2005

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
           A. Thavaneswaran and   
              S. S. Appadoo and   
                      S. Peiris   Forecasting volatility . . . . . . . . . 1--10
          Enkelejd Hashorva and   
          Jürg Hüsler   Multiple maxima in multivariate samples  11--17
                   Olcay Arslan   A new class of multivariate
                                  distributions: Scale mixture of
                                  Kotz-type distributions  . . . . . . . . 18--28
                Yung-Ming Chang   Distribution of waiting time until the
                                  $r$ th occurrence of a compound pattern  29--38
                        In Choi   Inconsistency of bootstrap for
                                  nonstationary, vector autoregressive
                                  processes  . . . . . . . . . . . . . . . 39--48
                  A. R. de Leon   Pairwise likelihood approach to grouped
                                  continuous model and its extension . . . 49--57
            J.-P. Lepeltier and   
                          M. Xu   Penalization method for reflected
                                  backward stochastic differential
                                  equations with one r.c.l.l. barrier  . . 58--66
             Saralees Nadarajah   On the product XY for some elliptically
                                  symmetric distributions  . . . . . . . . 67--75
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 75, Number 2, November 15, 2005

             Lynn E. Eberly and   
              Lisa M. Thackeray   On Lange and Ryan's plotting technique
                                  for diagnosing non-normality of random
                                  effects  . . . . . . . . . . . . . . . . 77--85
    Lúcia P. Barroso and   
              Gauss M. Cordeiro   Bartlett corrections in heteroskedastic
                                  $t$ regression models  . . . . . . . . . 86--96
                Zhihua Qiao and   
              J. Michael Steele   Random walks whose concave majorants
                                  often have few faces . . . . . . . . . . 97--102
              Guy Martial Nkiet   On estimation of the dimensionality in
                                  linear canonical analysis  . . . . . . . 103--112
                   Seongbaek Yi   The asymptotic distribution of the
                                  constant behavior of the generalized
                                  partial autocorrelation function of an
                                  ARMA process . . . . . . . . . . . . . . 113--118
          Sjöstedt-de Luna   Some properties of weakly approaching
                                  sequences of distributions . . . . . . . 119--126
                   Don Hush and   
                   Clint Scovel   Concentration of the hypergeometric
                                  distribution . . . . . . . . . . . . . . 127--132
                  Johan Lyhagen   The exact covariance matrix of dynamic
                                  models with latent variables . . . . . . 133--139
              Sudesh Pundir and   
             Sangeeta Arora and   
                   Kanchan Jain   Bonferroni Curve and the related
                                  statistical inference  . . . . . . . . . 140--150
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 75, Number 3, December 1, 2005

              Guangming Pan and   
                  Boqi Miao and   
                     Baisuo Jin   Some limiting theorems of some random
                                  quadratic forms  . . . . . . . . . . . . 151--157
               Alessio Sancetta   Distance between nonidentically weakly
                                  dependent random vectors and Gaussian
                                  random vectors under the bounded
                                  Lipschitz metric . . . . . . . . . . . . 158--168
          Warren F. Kuhfeld and   
                  Chung-yi Suen   Some new orthogonal arrays $ {\rm OA}(4
                                  r, r^1 2^p, 2) $ . . . . . . . . . . . . 169--178
              Michael Braverman   On a class of Lévy processes  . . . . . . 179--189
                  J. Ahmadi and   
                N. Balakrishnan   Distribution-free confidence intervals
                                  for quantile intervals based on current
                                  records  . . . . . . . . . . . . . . . . 190--202
                Abhyuday Mandal   An approach for studying aliasing
                                  relations of mixed fractional factorials
                                  based on product arrays  . . . . . . . . 203--210
        Wessel N. van Wieringen   On identifiability of certain latent
                                  class models . . . . . . . . . . . . . . 211--218
               Petre Stoica and   
                  Luzhou Xu and   
                        Jian Li   A new type of parameter estimation
                                  algorithm for missing data problems  . . 219--229
           Probal Chaudhuri and   
                Amites Dasgupta   On some stochastic models for
                                  replication of character strings . . . . 230--236
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 75, Number 4, December 15, 2005

         Matthias Löwe and   
                  Franck Vermet   The storage capacity of the Hopfield
                                  model and moderate deviations  . . . . . 237--248
                 Suman Majumdar   On convergence of random linear
                                  functionals  . . . . . . . . . . . . . . 249--255
              Eugene Seneta and   
                   John T. Chen   A generator for explicit univariate
                                  lower bounds . . . . . . . . . . . . . . 256--266
                Jinhong You and   
                      Xian Zhou   The law of iterated logarithm of
                                  estimators for partially linear panel
                                  data models  . . . . . . . . . . . . . . 267--279
             Masashi Kitano and   
              Kunio Shimizu and   
                      S. H. Ong   The generalized Charlier series
                                  distribution as a distribution with
                                  two-step recursion . . . . . . . . . . . 280--290
             M. L. Aggarwal and   
           Mukta Datta Mazumder   Optimal fractional factorial plans using
                                  minihypers . . . . . . . . . . . . . . . 291--297
                      Aloke Dey   Projection properties of some orthogonal
                                  arrays . . . . . . . . . . . . . . . . . 298--306
                   Michael Falk   On the generation of a multivariate
                                  extreme value distribution with
                                  prescribed tail dependence parameter
                                  matrix . . . . . . . . . . . . . . . . . 307--314
                Alan P. Ker and   
               A. T. Ergün   Empirical Bayes nonparametric kernel
                                  density estimation . . . . . . . . . . . 315--324
F. López-Blázquez and   
   B. Salamanca Miño and   
                 A. Dembi\'nska   A note on the distribution of $k$ th
                                  records from discrete distributions  . . 325--330
                      Anonymous   Author Index . . . . . . . . . . . . . . 331--332
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2


Statistics & Probability Letters
Volume 76, Number 1, January 1, 2006

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
               Daniel Zelterman   An occupancy distribution arising in a
                                  limiting dilution assay for HIV-1  . . . 1--9
           Christian Genest and   
Jean-François Quessy and   
         Bruno Rémillard   On the joint asymptotic behavior of two
                                  rank-based estimators of the association
                                  parameter in the gamma frailty model . . 10--18
           Milan Stehlík   Exact likelihood ratio scale and
                                  homogeneity testing of some loss
                                  processes  . . . . . . . . . . . . . . . 19--26
            Dimitrios V. Vougas   Remark on the asymptotic distribution of
                                  the OLS estimator in a simple Gaussian
                                  unit-root autoregression . . . . . . . . 27--34
                  H. M. Barakat   Comments on the rate of convergence to
                                  asymptotic independence between order
                                  statistics . . . . . . . . . . . . . . . 35--38
                 J. A. Cano and   
                 M. Kessler and   
             D. Salmerón   Approximation of the posterior density
                                  for diffusion processes  . . . . . . . . 39--44
         Endre Csáki and   
 Antónia Földes and   
Pál Révész   Heavy points of a $d$-dimensional simple
                                  random walk  . . . . . . . . . . . . . . 45--57
         Chafik Bouhaddioui and   
                       Roch Roy   On the distribution of the residual
                                  cross-correlations of infinite order
                                  vector autoregressive series and
                                  applications . . . . . . . . . . . . . . 58--68
          Miguel A. Arcones and   
                     Yishi Wang   Some new tests for normality based on
                                  $U$-processes  . . . . . . . . . . . . . 69--82
                    Bernd Droge   Minimax regret comparison of hard and
                                  soft thresholding for estimating a
                                  bounded normal mean  . . . . . . . . . . 83--92
               Tahar Mourid and   
                 Nawel Bensmain   Sieves estimator of the operator of a
                                  functional autoregressive process  . . . 93--108

Statistics & Probability Letters
Volume 76, Number 2, January 15, 2006

   É. Youndjé and   
                        P. Vieu   A note on quantile estimation for
                                  long-range dependent stochastic
                                  processes  . . . . . . . . . . . . . . . 109--116
                Monika Klimczak   Prediction of $k$ th records . . . . . . 117--127
                   T. E. Duncan   Prediction for some processes related to
                                  a fractional Brownian motion . . . . . . 128--134
               Andreia Hall and   
                Orlando Moreira   A note on the extremes of a particular
                                  moving average count data model  . . . . 135--141
        Adelaide Figueiredo and   
                    Paolo Gomes   Goodness-of-fit methods for the bipolar
                                  Watson distribution defined on the
                                  hypersphere  . . . . . . . . . . . . . . 142--152
                  Junjian Zhang   Empirical likelihood for NA series . . . 153--160
                    J. Peng and   
               C. I. C. Lee and   
                     L. Liu and   
                       J. Jiang   Orthogonal multiple contrast test for
                                  testing monotone on the average  . . . . 161--168
               Junshan Shen and   
                     Shuyuan He   Empirical likelihood for the difference
                                  of two survival functions under right
                                  censorship . . . . . . . . . . . . . . . 169--181
     Jean-François Dupuy   Estimation in a change-point hazard
                                  regression model . . . . . . . . . . . . 182--190
         Siegfried Hörmann   An extension of almost sure central
                                  limit theory . . . . . . . . . . . . . . 191--202
               Neiping Chen and   
                 Wenbin Liu and   
                  Jianfeng Feng   Sufficient and necessary condition for
                                  the convergence of stochastic
                                  approximation algorithms . . . . . . . . 203--210
           R. J. Karunamuni and   
               T. N. Sriram and   
                          J. Wu   Asymptotic normality of an adaptive
                                  kernel density estimator for finite
                                  mixture models . . . . . . . . . . . . . 211--220
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 3, February 1, 2006

           R. J. Karunamuni and   
               T. N. Sriram and   
                          J. Wu   Rates of convergence of an adaptive
                                  kernel density estimator for finite
                                  mixture models . . . . . . . . . . . . . 221--230
                 Esther Frostig   On risk dependence and mrl ordering  . . 231--243
                    Pang Du and   
                       Chong Gu   Penalized likelihood hazard estimation:
                                  Efficient approximation and Bayesian
                                  confidence intervals . . . . . . . . . . 244--254
  Audrey H. M. A. Cysneiros and   
           Silvia L. P. Ferrari   An improved likelihood ratio test for
                                  varying dispersion in exponential family
                                  nonlinear models . . . . . . . . . . . . 255--265
                 E. Kolaiti and   
                 C. Koukouvinos   On the use of three level orthogonal
                                  arrays in robust parameter design  . . . 266--273
             H. Evangelaras and   
                 E. Kolaiti and   
                 C. Koukouvinos   Non-isomorphic orthogonal arrays
                                  obtained by juxtaposition  . . . . . . . 274--279
       István Berkes and   
                   Michel Weber   Almost sure versions of the
                                  Darling-Erd\Hos theorem  . . . . . . . . 280--290
        Tomas del Barrio Castro   On the performance of the DHF tests
                                  against nonstationary alternatives . . . 291--297
         Nacereddine Belili and   
                  Henri Heinich   Approximation of distributions . . . . . 298--303
         Michael R. Kosorok and   
              Ronald E. Gangnon   Resolving the tail instability in
                                  weighted log-rank statistics for
                                  clustered survival data  . . . . . . . . 304--309
                S. Y. Hwang and   
               I. V. Basawa and   
                   Tae Yoon Kim   Least squares estimation for critical
                                  random coefficient first-order
                                  autoregressive processes . . . . . . . . 310--317
          V. Seetha Lekshmi and   
                     K. K. Jose   Autoregressive processes with Pakes and
                                  geometric Pakes generalized Linnik
                                  marginals  . . . . . . . . . . . . . . . 318--326
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 4, February 15, 2006

            Ian W. McKeague and   
                   Yichuan Zhao   Width-scaled confidence bands for
                                  survival functions . . . . . . . . . . . 327--339
                Jinhong You and   
                     Gemai Chen   Wild bootstrap estimation in partially
                                  linear models with heteroscedasticity    340--348
               L. J. Fitzgibbon   On sampling stationary autoregressive
                                  model parameters uniformly in $ r^2 $
                                  value  . . . . . . . . . . . . . . . . . 349--352
         Patrick J. Farrell and   
         Brajendra C. Sutradhar   A non-linear conditional probability
                                  model for generating correlated binary
                                  data . . . . . . . . . . . . . . . . . . 353--361
                Wenyaw Chan and   
                    Nan Fu Peng   Continuous time Markov chains observed
                                  on an alternating renewal process with
                                  exponentially distributed durations  . . 362--368
          A. R. Nematollahi and   
                  A. R. Soltani   An inequality involving correlations . . 369--372
               Ching-Ho Leu and   
                    Fei-Fei Kao   Modified balanced circular systematic
                                  sampling . . . . . . . . . . . . . . . . 373--383
               Li-Fei Huang and   
             Richard A. Johnson   Confidence regions for the ratio of
                                  percentiles  . . . . . . . . . . . . . . 384--392
              Xiangrong Yin and   
                 R. Dennis Cook   Dimension reduction via marginal high
                                  moments in regression  . . . . . . . . . 393--400
                  Zenghu Li and   
                      Mei Zhang   Fluctuation limit theorems of
                                  immigration superprocesses with small
                                  branching  . . . . . . . . . . . . . . . 401--411
                Jinhong You and   
                      Yong Zhou   Empirical likelihood for semiparametric
                                  varying-coefficient partially linear
                                  regression models  . . . . . . . . . . . 412--422
              Roberto D'Angi\`o   Three random variable transformations
                                  giving Heisenberg-type uncertainty
                                  relations  . . . . . . . . . . . . . . . 423--430
                A. Futschik and   
                      E. Isogai   On the consistency of kernel density
                                  estimates under modality constraints . . 431--437
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 5, March 1, 2006

           Miroslav M. Risti\'c   Stationary bivariate minification
                                  processes  . . . . . . . . . . . . . . . 439--445
                 Anyue Chen and   
                 Junping Li and   
                   N. I. Ramesh   General Harris regularity criterion for
                                  non-linear Markov branching processes    446--452
             Mykola Shykula and   
                 Oleg Seleznjev   Stochastic structure of asymptotic
                                  quantization errors  . . . . . . . . . . 453--464
     Rita Giuliano Antonini and   
              Tien-Chung Hu and   
                 Andrei Volodin   On the concentration phenomenon for $
                                  \phi $-subgaussian random elements . . . 465--469
                Vandna Jowaheer   Model misspecification effects in
                                  clustered count data analysis  . . . . . 470--478
              C. S. Withers and   
                  P. N. McGavin   Expressions for the normal distribution
                                  and repeated normal integrals  . . . . . 479--487
           Zinoviy Landsman and   
               Andreas Tsanakas   Stochastic ordering of bivariate
                                  elliptical distributions . . . . . . . . 488--494
                 I. Epifani and   
               A. Guglielmi and   
                     E. Melilli   A stochastic equation for the law of the
                                  random Dirichlet variance  . . . . . . . 495--502
                    Deli Li and   
                  Aurel Spataru   A converse to precise asymptotic results 503--506
                    Dale Umbach   Some moment relationships for
                                  skew-symmetric distributions . . . . . . 507--512
            Raghunath Arnab and   
                Sarjinder Singh   A new method for estimating variance
                                  from data imputed with ratio method of
                                  imputation . . . . . . . . . . . . . . . 513--519
                  Meng Zhao and   
               K. B. Kulasekera   Consistent linear model selection  . . . 520--530
              Jean-Marie Monnez   Almost sure convergence of stochastic
                                  gradient processes with matrix step
                                  sizes  . . . . . . . . . . . . . . . . . 531--536
            N. Balakrishnan and   
                    A. Stepanov   On the Fisher information in record data 537--545
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 6, March 15, 2006

       Éric Marchand and   
                  Ahmad Parsian   Minimax estimation of a bounded
                                  parameter of a discrete distribution . . 547--554
             Kosto V. Mitov and   
               Nikolay M. Yanev   Superposition of renewal processes with
                                  heavy-tailed interarrival times  . . . . 555--561
           Zacharias Psaradakis   Blockwise bootstrap testing for
                                  stationarity . . . . . . . . . . . . . . 562--570
                   Alain Boudou   Approximation of the principal
                                  components analysis of a stationary
                                  function . . . . . . . . . . . . . . . . 571--578
              Elias Ould-Sai\"d   A strong uniform convergence rate of
                                  kernel conditional quantile estimator
                                  under random censorship  . . . . . . . . 579--586
     Jaros\law Bartoszewicz and   
          Magdalena Skolimowska   Preservation of classes of life
                                  distributions and stochastic orders
                                  under weighting  . . . . . . . . . . . . 587--596
             M. L. Aggarwal and   
              Lih-Yuan Deng and   
            Mithilesh Kumar Jha   Balanced residual treatment effects
                                  designs of first and second order  . . . 597--600
            Pavel V. Gapeev and   
              Markus Reiß   An optimal stopping problem in a
                                  diffusion-type model with delay  . . . . 601--608
                        Q. Shao   Mixture periodic autoregressive time
                                  series models  . . . . . . . . . . . . . 609--618
       Françoise Le Gall   The modes of a negative multinomial
                                  distribution . . . . . . . . . . . . . . 619--624
        Alessandra Amendola and   
            Marcella Niglio and   
                  Cosimo Vitale   The moments of SETARMA models  . . . . . 625--633
              Shangli Zhang and   
                       Hong Qin   Minimum projection uniformity criterion
                                  and its application  . . . . . . . . . . 634--640
        B. B. Bhattacharyya and   
           G. D. Richardson and   
                   P. V. Flores   Unit roots: Periodogram ordinate . . . . 641--651
                      Anonymous   IFC (Editorial Board)  . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 7, April 1, 2006

         Bronis\law Ceranka and   
        Ma\lgorzata Graczyk and   
              Krystyna Katulska   $A$-optimal chemical balance weighing
                                  design with nonhomogeneity of variances
                                  of errors  . . . . . . . . . . . . . . . 653--665
          Srinivasan Balaji and   
           Hosam M. Mahmoud and   
                 Osamu Watanabe   Distributions in the Ehrenfest process   666--674
            Tatsuhiko Saigo and   
                    Yozo Tamura   Operator semi-self-similar processes and
                                  their space-scaling matrices . . . . . . 675--681
                 H. Radjavi and   
                C. C. A. Sastri   A function arising in the estimation of
                                  unobserved probability . . . . . . . . . 682--688
M. D. Jiménez-Gamero and   
J. Muñoz-García and   
       M. D. Cubiles-de-la-Vega   Consistency of the reduced bootstrap for
                                  sample means . . . . . . . . . . . . . . 689--697
                   Yuhua Su and   
                       Mai Zhou   On a connection between the
                                  Bradley--Terry model and the Cox
                                  proportional hazards model . . . . . . . 698--702
                   Slavko Simic   Extreme values and entire functions of
                                  finite order . . . . . . . . . . . . . . 703--708
               Hira L. Koul and   
                    Tingting Yi   Goodness-of-fit testing in interval
                                  censoring case 1 . . . . . . . . . . . . 709--718
                    John W. Lau   Bayesian semi-parametric modeling for
                                  mixed proportional hazard models with
                                  right censoring  . . . . . . . . . . . . 719--728
                         Jie Mi   Limiting availability of system with
                                  non-identical lifetime distributions and
                                  non-identical repair time distributions  729--736
                    Gang Li and   
                  Kan Cheng and   
                  Xiaoyue Jiang   Negative ageing property of random sum   737--742
                    Xiaojing Lu   On the distribution of a statistic
                                  arising in exact simultaneous confidence
                                  bands  . . . . . . . . . . . . . . . . . 743--747
                Liu Weidong and   
                   Lin Zhengyan   A supplement to the complete convergence 748--754

Statistics & Probability Letters
Volume 76, Number 8, April 15, 2006

               Adam Paszkiewicz   When transition count for a Markov
                                  chains is a complete sufficient
                                  statistic  . . . . . . . . . . . . . . . 757--763
               Jade Freeman and   
                  Reza Modarres   Inverse Box--Cox: The power-normal
                                  distribution . . . . . . . . . . . . . . 764--772
     Mohammad Jafari Jozani and   
       Éric Marchand and   
                  Ahmad Parsian   On estimation with weighted
                                  balanced-type loss function  . . . . . . 773--780
             N. N. Leonenko and   
                   L. M. Sakhno   On the Whittle estimators for some
                                  classes of continuous-parameter random
                                  processes and fields . . . . . . . . . . 781--795
         Telles T. da Silva and   
             Marcelo D. Fragoso   Invariant measures for jump-type
                                  Fleming--Viot processes  . . . . . . . . 796--802
        Ewaryst Rafajlowicz and   
                 Rainer Schwabe   Halton and Hammersley sequences in
                                  multivariate nonparametric regression    803--812
              Haimeng Zhang and   
                M. Bhaskara Rao   A note on the generalized maximum
                                  likelihood estimator in partial
                                  Koziol--Green model  . . . . . . . . . . 813--820
         Telles T. da Silva and   
             Marcelo D. Fragoso   A note on jump-type Fleming--Viot
                                  processes  . . . . . . . . . . . . . . . 821--830
                D. J. Daley and   
              Charles M. Goldie   The moment index of minima (II)  . . . . 831--837
              In Hong Chang and   
                 Rahul Mukerjee   Probability matching property of
                                  adjusted likelihoods . . . . . . . . . . 838--842
                   Hu Shuhe and   
                        Hu Ming   A general approach rate to the Strong
                                  Law of Large Numbers . . . . . . . . . . 843--851
               L. Galtchouk and   
            S. Pergamenshchikov   Asymptotically efficient estimates for
                                  nonparametric regression models  . . . . 852--860
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 9, May 1, 2006

                  A. Nagaev and   
               G. Tsitsiashvili   Tail asymptotics of the $n$ th
                                  convolution of super-exponential
                                  distributions  . . . . . . . . . . . . . 861--870
             Wen-Jang Huang and   
                   Yan-Hau Chen   Quadratic forms of multivariate skew
                                  normal-symmetric distributions . . . . . 871--879
              Asok K. Nanda and   
      Subarna Bhattacharjee and   
                     S. S. Alam   Properties of proportional mean residual
                                  life model . . . . . . . . . . . . . . . 880--890
               Stanislav Volkov   A note on the simple random walk on $
                                  \mathbb {Z}^2 $: Probability of exiting
                                  sequences of sets  . . . . . . . . . . . 891--897
                 Akio Namba and   
                Kazuhiro Ohtani   PMSE performance of the Stein-rule and
                                  positive-part Stein-rule estimators in a
                                  regression model with or without proxy
                                  variables  . . . . . . . . . . . . . . . 898--906
               Ivan Nourdin and   
                   Thomas Simon   On the absolute continuity of
                                  one-dimensional SDEs driven by a
                                  fractional Brownian motion . . . . . . . 907--912
              Zhiqiang Chen and   
                   Eswar Phadia   An optimal completion of the product
                                  limit estimator  . . . . . . . . . . . . 913--919
      Jürg Hüsler and   
                  Deyuan Li and   
             Samuel Müller   Weighted least squares estimation of the
                                  extreme value index  . . . . . . . . . . 920--930
                 I. Pereira and   
                   M. G. Scotto   On the non-negative first-order
                                  exponential bilinear time series model   931--938
              Maxim Finkelstein   On relative ordering of mean residual
                                  lifetime functions . . . . . . . . . . . 939--944
             G. G. Hamedani and   
                     H. Volkmer   An inverse problem for a class of
                                  continuous distributions with skewness   945--951
                     Odile Pons   Semi-parametric estimation for a
                                  semi-Markov process with left-truncated
                                  and right-censored observations  . . . . 952--958
             G. Jogesh Babu and   
            Yogendra P. Chaubey   Smooth estimation of a distribution and
                                  density function on a hypercube using
                                  Bernstein polynomials for dependent
                                  random vectors . . . . . . . . . . . . . 959--969
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 10, May 15, 2006

                Yiqing Chen and   
                  Kai W. Ng and   
                 Xiangsheng Xie   On the maximum of randomly weighted sums
                                  with regularly varying tails . . . . . . 971--975
                      Xiaomi Hu   Unbiasedness on rays of the tests of
                                  locations of homogeneous means in
                                  isotonic regression  . . . . . . . . . . 976--980
               Paul H. Bezandry   Laws of large numbers for $ D[0, 1] $    981--985
              Soo Jung Park and   
                  Dong Wan Shin   A sign test for unit roots in a momentum
                                  threshold autoregressive process . . . . 986--990
            Gilda Garibotti and   
           John V. Tsimikas and   
                Joseph Horowitz   Likelihood-look-ahead inference on the
                                  equilibrium distribution of Markov
                                  chains . . . . . . . . . . . . . . . . . 991--1000
       Demetrios Papanastassiou   Computing the covariance matrix of QML
                                  estimators for a state space model . . . 1001--1006
                Peng-Fei Li and   
             Bao-Jiang Chen and   
               Min-Qian Liu and   
                  Run-Chu Zhang   A note on minimum aberration and clear
                                  criteria . . . . . . . . . . . . . . . . 1007--1011
               Zinoviy Landsman   On the generalization of Stein's Lemma
                                  for elliptical class of distributions    1012--1016
               Arthur Cohen and   
               John Kolassa and   
               H. B. Sackrowitz   A new test for stochastic order of $ k
                                  \geq 3 $ ordered multinomial populations 1017--1024
            Dimitrios Cheliotis   A note on recurrent random walks . . . . 1025--1031
               M. Burkschat and   
                  E. Cramer and   
                       U. Kamps   On optimal schemes in progressive
                                  censoring  . . . . . . . . . . . . . . . 1032--1036
              Abdoul G. Sam and   
                    Alan P. Ker   Nonparametric regression under
                                  alternative data environments  . . . . . 1037--1046
              Enkelejd Hashorva   A novel class of bivariate max-stable
                                  distributions  . . . . . . . . . . . . . 1047--1055
               Zhihong Xiao and   
                      Luqin Liu   Moderate deviations of maximum
                                  likelihood estimator for independent not
                                  identically distributed case . . . . . . 1056--1064
               R. L. Shinde and   
                   K. S. Kotwal   On the joint distribution of runs in the
                                  sequence of Markov-dependent multi-state
                                  trials . . . . . . . . . . . . . . . . . 1065--1074
                    Gaowen Wang   A note on unit root tests with
                                  heavy-tailed GARCH errors  . . . . . . . 1075--1079
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 11, June 1, 2006

                 Lirong Cui and   
                    Way Kuo and   
                  Jinlin Li and   
                        Min Xie   On the dual reliability systems of $ (n,
                                  f, k) $ and $ \langle n, f, k \rangle $  1081--1088
       Andrej Pázman and   
                   Luc Pronzato   On the irregular behavior of LS
                                  estimators for asymptotically singular
                                  designs  . . . . . . . . . . . . . . . . 1089--1096
    Angelo Efoévi Koudou   A link between the Matsumoto--Yor
                                  property and an independence property on
                                  trees  . . . . . . . . . . . . . . . . . 1097--1101
Germán Aneiros-Pérez and   
                  Philippe Vieu   Semi-functional partial linear
                                  regression . . . . . . . . . . . . . . . 1102--1110
      Torben Maack Bisgaard and   
   Zoltán Sasvári   When does $ E(X^k \cdot Y^\ell) = E(X^k)
                                  \cdot E(Y^\ell) $ imply independence?    1111--1116
     A. Quintela-del-Río   Nonparametric estimation of the maximum
                                  hazard under dependence conditions . . . 1117--1124
                  Wei Huang and   
                   Lin-Xi Zhang   Asymptotic normality for $U$-statistics
                                  of negatively associated random
                                  variables  . . . . . . . . . . . . . . . 1125--1131
            Tapas Kumar Chandra   On a problem of Simons and Johnson . . . 1132--1136
                   Tian Xia and   
            Nian-Sheng Tang and   
                   Xue-Ren Wang   Consistency and asymptotic normality of
                                  the maximum likelihood estimates in
                                  reproductive dispersion linear models    1137--1146
       A. D. Dharamadhikari and   
                     Isha Dewan   Association in time of a vector valued
                                  process  . . . . . . . . . . . . . . . . 1147--1155
         Samprit Chatterjee and   
                   Ingram Olkin   Nonparametric estimation for quadratic
                                  regression . . . . . . . . . . . . . . . 1156--1163
                    Paul McGill   An asymptotic estimate for Brownian
                                  motion with drift  . . . . . . . . . . . 1164--1169
           Fredrik Andreas Dahl   On the conservativeness of posterior
                                  predictive $p$-values  . . . . . . . . . 1170--1174
              Shouquan Chen and   
                   Zhengyan Lin   Almost sure max-limits for nonstationary
                                  Gaussian sequence  . . . . . . . . . . . 1175--1184
               A. Mukherjea and   
                     M. Rao and   
                        S. Suen   A note on moment generating functions    1185--1189
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 12, July 1, 2006

        Vladimir V. Ulyanov and   
            Hirofumi Wakaki and   
             Yasunori Fujikoshi   Berry--Esseen bound for high dimensional
                                  asymptotic approximation of Wilks'
                                  Lambda distribution  . . . . . . . . . . 1191--1200
     Hans-Georg Müller and   
                     Newton Wai   Asymptotic fluctuations of mutagrams . . 1201--1210
                H. Y. Zhang and   
                    M. Zhou and   
                      J. Y. Guo   The Gerber--Shiu discounted penalty
                                  function for classical risk model with a
                                  two-step premium rate  . . . . . . . . . 1211--1218
            Michael K. Pitt and   
              Stephen G. Walker   Extended constructions of stationary
                                  autoregressive processes . . . . . . . . 1219--1224
           Djalil Chafa\"\i and   
             Jean-Michel Loubes   On nonparametric maximum likelihood for
                                  a class of stochastic inverse problems   1225--1237
                     Shuxia Sun   The Bahadur representation for sample
                                  quantiles under weak dependence  . . . . 1238--1244
             Kazuhiro Ozawa and   
                  Shinji Kuriki   Incomplete split-plot designs generated
                                  from $ \alpha $-resolvable designs . . . 1245--1254
  Sébastien Chivoret and   
               Anna Amirdjanova   Product formula and independence
                                  criterion for multiple Huang--Cambanis
                                  integrals  . . . . . . . . . . . . . . . 1255--1260
               Hyeong Soo Chang   On convergence rate of the Shannon
                                  entropy rate of ergodic Markov chains
                                  via sample-path simulation . . . . . . . 1261--1264
                Yongge Tian and   
               Douglas P. Wiens   On equality and proportionality of
                                  ordinary least squares, weighted least
                                  squares and best linear unbiased
                                  estimators in the general linear model   1265--1272
              Jean-Luc Marichal   Cumulative distribution functions and
                                  moments of lattice polynomials . . . . . 1273--1279
                   Guy P. Nason   On the sum of $t$ and Gaussian random
                                  variables  . . . . . . . . . . . . . . . 1280--1286
        Matias Salibian-Barrera   Bootstrapping MM-estimators for linear
                                  regression with fixed designs  . . . . . 1287--1297
          Federico Bassetti and   
           Antonella Bodini and   
              Eugenio Regazzini   On minimum Kantorovich distance
                                  estimators . . . . . . . . . . . . . . . 1298--1302
           Martin Schlather and   
               Tilmann Gneiting   Local approximation of variograms by
                                  covariance functions . . . . . . . . . . 1303--1304
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 13, July 15, 2006

                     Li Yun-Xia   Precise asymptotics in complete moment
                                  convergence of moving-average processes  1305--1315
                Joseph Glaz and   
                  Zhenkui Zhang   Maximum scan score-type statistics . . . 1316--1322
                    Ji-Chun Liu   On the tail behaviors of Box--Cox
                                  transformed threshold GARCH(1,1) process 1323--1330
                   Y. Zhang and   
                   A. I. McLeod   Fitting MA($q$) models in the closed
                                  invertible region  . . . . . . . . . . . 1331--1334
            Graciela Boente and   
              Daniela Rodriguez   Robust estimators of high order
                                  derivatives of regression functions  . . 1335--1344
                  Hamzeh Torabi   A new method for hypotheses testing
                                  using spacings . . . . . . . . . . . . . 1345--1347
                   Wai-Yin Poon   Identifying influential observations in
                                  logistic discriminant analysis . . . . . 1348--1355
              Yoshiaki Itoh and   
              Hosam Mahmoud and   
                  Robert Smythe   Probabilistic analysis of maximal gap
                                  and total accumulated length in interval
                                  division . . . . . . . . . . . . . . . . 1356--1363
Célestin C. Kokonendji and   
                Mohamed Khoudar   On Lévy measures for infinitely divisible
                                  natural exponential families . . . . . . 1364--1368
                Manisha Pal and   
               Nripes K. Mandal   Optimum designs for optimum mixtures . . 1369--1379
                    Steven Cook   Testing for cointegration in the
                                  presence of mis-specified structural
                                  change . . . . . . . . . . . . . . . . . 1380--1384
                   W. Stute and   
       M. Presedo Quindimil and   
W. González Manteiga and   
                     H. L. Koul   Model checks of higher order time series 1385--1396
             Jaya P. N. Bishwal   Rates of weak convergence of approximate
                                  minimum contrast estimators for the
                                  discretely observed Ornstein--Uhlenbeck
                                  process  . . . . . . . . . . . . . . . . 1397--1409
                   Zhang Yi and   
                  Chengguo Weng   On the correlation order . . . . . . . . 1410--1416
                Marlo Brown and   
               Shelemyahu Zacks   A note on optimal stopping for possible
                                  change in the intensity of an ordinary
                                  Poisson process  . . . . . . . . . . . . 1417--1425
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 14, August 1, 2006

              Enkelejd Hashorva   On the regular variation of elliptical
                                  random vectors . . . . . . . . . . . . . 1427--1434
                S. Satheesh and   
                     E. Sandhya   Max-semi-selfdecomposable laws and
                                  related processes  . . . . . . . . . . . 1435--1440
                Farida Enikeeva   Adaptive minimax estimation of a
                                  fractional derivative  . . . . . . . . . 1441--1448
           Ismihan Bairamov and   
                Alexei Stepanov   A note on large deviations for weak
                                  records  . . . . . . . . . . . . . . . . 1449--1453
             A. Dembi\'nska and   
                    A. Stepanov   Limit theorems for the ratio of weak
                                  records  . . . . . . . . . . . . . . . . 1454--1464
                Thomas Fung and   
                  John Robinson   Continuity corrections for
                                  integer-valued saddlepoint
                                  approximations . . . . . . . . . . . . . 1465--1469
                  Gabriel Frahm   On the extremal dependence coefficient
                                  of multivariate distributions  . . . . . 1470--1481
                   Michel Weber   A weighted Central Limit Theorem . . . . 1482--1487
              J. Behboodian and   
             A. Jamalizadeh and   
                N. Balakrishnan   A new class of skew-Cauchy distributions 1488--1493
                   Sangyeol Lee   The Bickel--Rosenblatt test for
                                  diffusion processes  . . . . . . . . . . 1494--1502
               André Mas   A sufficient condition for the CLT in
                                  the space of nuclear operators ---
                                  Application to covariance of random
                                  functions  . . . . . . . . . . . . . . . 1503--1509
                    Horst Alzer   A convexity property of the median of
                                  the gamma distribution . . . . . . . . . 1510--1513
              P. Reynaud-Bouret   Compensator and exponential inequalities
                                  for some suprema of counting processes   1514--1521
               Renming Song and   
                Zoran Vondracek   On the monotonicity of a function
                                  related to the local time of a symmetric
                                  Lévy process  . . . . . . . . . . . . . . 1522--1528
                   Michael Vock   Graphical comparison of multivariate
                                  nonparametric location tests for
                                  restricted alternatives  . . . . . . . . 1529--1535
                     N. Limnios   Estimation of the stationary
                                  distribution of semi-Markov processes
                                  with Borel state space . . . . . . . . . 1536--1542
Beatriz Pateiro-López and   
Wenceslao González-Manteiga   Multivariate partially linear models . . 1543--1549
                    Liuquan Sun   The strong law under a semiparametric
                                  model for truncated and censored data    1550--1558
            Fabio Antonelli and   
              Sai\"d Hamad\`ene   Existence of the solutions of
                                  backward-forward SDE's with continuous
                                  monotone coefficients  . . . . . . . . . 1559--1569
                 Ashish Das and   
                  Aloke Dey and   
                 Chand K. Midha   Allocating factors to the columns of an
                                  orthogonal array when certain
                                  interactions are important . . . . . . . 1570--1577
                  Jacques Istas   Karhunen--Lo\`eve expansion of spherical
                                  fractional Brownian motions  . . . . . . 1578--1583

Statistics & Probability Letters
Volume 76, Number 15, September 1, 2006

               Zsolt Katona and   
    Tamás F. Móri   A new class of scale free random graphs  1587--1593
            Aurore Delaigle and   
                     Peter Hall   On optimal kernel choice for
                                  deconvolution  . . . . . . . . . . . . . 1594--1602
       José A. Adell and   
                Alberto Lekuona   Every random variable satisfies a
                                  certain nontrivial integrability
                                  condition  . . . . . . . . . . . . . . . 1603--1606
                 Ionut Bebu and   
               Andrew L. Rukhin   Stationary distributions in the
                                  atom-on-demand problem . . . . . . . . . 1607--1616
            Laurens de Haan and   
           Luisa Canto e Castro   A class of distribution functions with
                                  less bias in extreme value estimation    1617--1624
              Alain Slakmon and   
                      Luc Macot   On the almost sure convergence of
                                  Syracuse sequences . . . . . . . . . . . 1625--1630
          Victor M. Kruglov and   
          Andrei I. Volodin and   
                  Tien-Chung Hu   On complete convergence for arrays . . . 1631--1640
                Satoshi Hattori   Some properties of misspecified additive
                                  hazards models . . . . . . . . . . . . . 1641--1646
                   Bezza Hafidi   A small-sample criterion based on
                                  Kullback's symmetric divergence for
                                  vector autoregressive modeling . . . . . 1647--1654
               Isabel Silva and   
               M. Eduarda Silva   Asymptotic distribution of the
                                  Yule--Walker estimator for $ {\rm
                                  INAR}(p) $ processes . . . . . . . . . . 1655--1663
          W\lodzimierz Bryc and   
              Jacek Weso\lowski   The classical bi-Poisson process: An
                                  invertible quadratic harness . . . . . . 1664--1674
            F. P. A. Coolen and   
            P. Coolen-Schrijner   Nonparametric predictive subset
                                  selection for proportions  . . . . . . . 1675--1684
              Xiaobing Zhao and   
                      Xian Zhou   Proportional hazards models for survival
                                  data with long-term survivors  . . . . . 1685--1693
               Neal L. Oden and   
            Matthew J. McIntosh   Exact moments and probabilities for
                                  Wei's urn randomization model  . . . . . 1694--1700
          Wolfgang Bischoff and   
                   Frank Miller   Lack-of-fit-efficiently optimal designs
                                  to estimate the highest coefficient of a
                                  polynomial with large degree . . . . . . 1701--1704
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 16, October 1, 2006

                  Johan Lim and   
                 Sungim Lee and   
                  Hyungwon Choi   Information loss from censoring in
                                  rank-based procedures  . . . . . . . . . 1705--1713
Víctor Hernández and   
                 Henar Urmeneta   Convergence rates for the Law of Large
                                  Numbers for arrays . . . . . . . . . . . 1714--1722
  Udo Schwingenschlögl and   
                  Mathias Drton   Seat excess variances of apportionment
                                  methods for proportional representation  1723--1730
                     Baibing Li   The $p$-values of the hypothesis testing
                                  about relative risks . . . . . . . . . . 1731--1734
              F. Giummol\`e and   
                     L. Ventura   Robust prediction limits based on
                                  $M$-estimators . . . . . . . . . . . . . 1735--1740
                   M. Fekri and   
                  A. Ruiz-Gazen   Robust estimation in the simple
                                  errors-in-variables model  . . . . . . . 1741--1747
                    Chun Su and   
                    Jie Liu and   
                  Qunqiang Feng   A note on the distance in random
                                  recursive trees  . . . . . . . . . . . . 1748--1755
               Anton Schick and   
            Wolfgang Wefelmeyer   Pointwise convergence rates and Central
                                  Limit Theorems for kernel density
                                  estimators in linear processes . . . . . 1756--1760
              Seemon Thomas and   
                      Joy Jacob   A generalized Dirichlet model  . . . . . 1761--1767
              Himadri Ghosh and   
                 Ashish Das and   
                    C. K. Midha   On some efficient partial diallel cross
                                  designs  . . . . . . . . . . . . . . . . 1768--1774
        Yashowanto N. Ghosh and   
              Bhramar Mukherjee   On probabilistic properties of
                                  conditional medians and quantiles  . . . 1775--1780
        Vladimir N. Kulikov and   
        Hendrik P. Lopuhaä   The limit process of the difference
                                  between the empirical distribution
                                  function and its concave majorant  . . . 1781--1786
                Weidong Liu and   
                   Zhengyan Lin   Precise asymptotics for a new kind of
                                  complete moment convergence  . . . . . . 1787--1799
             Chunming Zhang and   
                       Haoda Fu   Masking effects on linear regression in
                                  multi-class classification . . . . . . . 1800--1807
                    Offer Kella   Reflecting thoughts  . . . . . . . . . . 1808--1811
                    Yu Chen and   
                        Chun Su   Finite time ruin probability with
                                  heavy-tailed insurance and financial
                                  risks  . . . . . . . . . . . . . . . . . 1812--1820
              Wen-Tao Huang and   
                 Hui-Hsin Huang   Empirical Bayes estimation of the
                                  guarantee lifetime in a two-parameter
                                  exponential distribution . . . . . . . . 1821--1829
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 17, November 1, 2006

Mátyás Barczy and   
                      Gyula Pap   Portmanteau theorem for unbounded
                                  measures . . . . . . . . . . . . . . . . 1831--1835
              Youri Davydov and   
                Vladimir Egorov   On convergence of empirical point
                                  processes  . . . . . . . . . . . . . . . 1836--1844
                    Jin Qiu and   
                   Zhengyan Lin   The variance of partial sums of strong
                                  near-epoch dependent variables . . . . . 1845--1854
                 Subhash Kochar   Lorenz ordering of order statistics  . . 1855--1860
               C. Devon Lin and   
               Wilson W. Lu and   
                   R. R. Sitter   Fast approximately balanced bootstrap
                                  without construction . . . . . . . . . . 1861--1872
                 Elena Shmileva   Small ball probabilities for jump Lévy
                                  processes from the Wiener domain of
                                  attraction . . . . . . . . . . . . . . . 1873--1881
                  Afif Masmoudi   Conditional natural exponential families 1882--1888
                 Mingyao Ai and   
                     Shuyuan He   An efficient method for identifying
                                  clear effects in blocked fractional
                                  factorial designs  . . . . . . . . . . . 1889--1894
                     Long Jiang   A note on $g$-expectation with
                                  comonotonic additivity . . . . . . . . . 1895--1903
         Jean-Christophe Breton   Convergence in variation of the joint
                                  laws of multiple Wiener--Itô integrals    1904--1913
                Offer Kella and   
                Wolfgang Stadje   Superposition of renewal processes and
                                  an application to multi-server queues    1914--1924
             Wenjiang J. Fu and   
                     Peter Hall   Asymptotic properties of estimators in
                                  age-period-cohort analysis . . . . . . . 1925--1929
            Claudio Agostinelli   Notes on Pearson residuals and weighted
                                  likelihood estimating equations  . . . . 1930--1934
                      Allan Gut   Gnedenko--Raikov's theorem, central
                                  limit theory, and the Weak Law of Large
                                  Numbers  . . . . . . . . . . . . . . . . 1935--1939
       José A. Moler and   
               Fernando Plo and   
              Miguel San Miguel   An adaptive design for clinical trials
                                  with non-dichotomous response and
                                  prognostic factors . . . . . . . . . . . 1940--1946
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 76, Number 18, December 1, 2006

                    Rafal Kulik   Limit theorems for self-normalized
                                  linear processes . . . . . . . . . . . . 1947--1953
                Dongmei Guo and   
                 Shaolin Ji and   
                 Huaizhong Zhao   On the solvability of infinite horizon
                                  forward-backward stochastic differential
                                  equations with absorption coefficients   1954--1960
                  M. Rosenblatt   An example and transition function
                                  equicontinuity . . . . . . . . . . . . . 1961--1964
           Jyotirmoy Sarkar and   
                        Fang Li   Limiting average availability of a
                                  system supported by several spares and
                                  several repair facilities  . . . . . . . 1965--1974
             Emmanuel Nowak and   
                Emmanuel Thilly   A local invariance principle for
                                  Gibbsian fields  . . . . . . . . . . . . 1975--1982
            Ching-Sung Chou and   
                  Hsien-Jen Lin   Asian options with jumps . . . . . . . . 1983--1993
                  Yang Shanchao   Moment inequalities for sums of products
                                  of independent random variables  . . . . 1994--2000
               Shaojun Wang and   
                    Yunxin Zhao   Almost sure convergence of
                                  Titterington's recursive estimator for
                                  mixture models . . . . . . . . . . . . . 2001--2006
          Christian M. Dahl and   
                 Michael Levine   Nonparametric estimation of volatility
                                  models with serially dependent
                                  innovations  . . . . . . . . . . . . . . 2007--2016
                 Zhong-zhi Wang   A class of random deviation theorems for
                                  sums of nonnegative stochastic sequence
                                  and Strong Law of Large Numbers  . . . . 2017--2026
              Enkelejd Hashorva   On the multivariate Hüsler--Reiss
                                  distribution attracting the maxima of
                                  elliptical triangular arrays . . . . . . 2027--2035
                      Anonymous   Erratum to ``Product formula and
                                  independence criterion for multiple
                                  Huang--Cambanis integrals'' [Stat. Prob.
                                  Lett. \bf 76 (2006) 1255--1260]  . . . . 2036--2036
  Sébastien Chivoret and   
               Anna Amirdjanova   Product formula and independence
                                  criterion for multiple Huang--Cambanis
                                  integrals  . . . . . . . . . . . . . . . 2037--2042
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2


Statistics & Probability Letters
Volume 77, Number 1, January 1, 2007

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
                Shijie Tang and   
                   Kam-Wah Tsui   Distributional properties for the
                                  generalized $p$-value for the
                                  Behrens--Fisher problem  . . . . . . . . 1--8
               Hee-Jin Moon and   
                  Yong-Kab Choi   Asymptotic properties for partial sum
                                  processes of a Gaussian random field . . 9--18
                      Heng Lian   Consistency of Bayesian estimation of a
                                  step function  . . . . . . . . . . . . . 19--24
            Stelios D. Georgiou   New two-variable full orthogonal designs
                                  and related experiments with linear
                                  regression models  . . . . . . . . . . . 25--31
   Demetrios L. Antzoulakos and   
           Michael V. Boutsikas   A direct method to obtain the joint
                                  distribution of successes, failures and
                                  patterns in enumeration problems . . . . 32--39
            Christophe Chesneau   Regression with random design: a minimax
                                  study  . . . . . . . . . . . . . . . . . 40--53
                   Sheng-Hua Yu   The linear minimax estimator of
                                  stochastic regression coefficients and
                                  parameters under quadratic loss function 54--62
                       Amit Sen   On the distribution of Dickey--Fuller
                                  unit root statistics when there is a
                                  break in the innovation variance . . . . 63--68
Enrique Calderín Ojeda and   
Emilio Gómez Déniz and   
      Ignacio J. Cabrera Ortega   Bayesian local robustness under weighted
                                  squared-error loss function
                                  incorporating unimodality  . . . . . . . 69--74
              Dong Wan Shin and   
               Han Joon Kim and   
                  Won-Chul Jhee   Asymptotic efficiency of the ordinary
                                  least-squares estimator for sur models
                                  with integrated regressors . . . . . . . 75--82
                   E. Porcu and   
                   J. Mateu and   
                    A. Zini and   
                        R. Pini   Modelling spatio-temporal data: a new
                                  variogram and covariance structure
                                  proposal . . . . . . . . . . . . . . . . 83--89
            Radoslav Harman and   
                   Luc Pronzato   Improvements on removing nonoptimal
                                  support points in $D$-optimum design
                                  algorithms . . . . . . . . . . . . . . . 90--94
                    S. Y. Novak   A new characterization of the normal law 95--98
               Jong-Min Kim and   
            Engin A. Sungur and   
                  Tae-Young Heo   Calibration approach estimators in
                                  stratified sampling  . . . . . . . . . . 99--103
           Francesco Bartolucci   A penalized version of the empirical
                                  likelihood ratio for the population mean 104--110
        Sudesh K. Srivastav and   
                   Arti Shankar   On the construction and existence of a
                                  certain class of complete diallel cross
                                  designs  . . . . . . . . . . . . . . . . 111--115

Statistics & Probability Letters
Volume 77, Number 2, January 15, 2007

            Alexander Y. Gordon   Unimprovability of the Bonferroni
                                  procedure in the class of general
                                  step-up multiple testing procedures  . . 117--122
           Daniel L. Gillen and   
               Scott S. Emerson   Nontransitivity in a class of weighted
                                  logrank statistics under nonproportional
                                  hazards  . . . . . . . . . . . . . . . . 123--130
                    Omer Ozturk   Two-sample median test for order
                                  restricted randomized designs  . . . . . 131--141
               Mausumi Bose and   
                 Sunanda Bagchi   Optimal main effect plans in blocks of
                                  small size . . . . . . . . . . . . . . . 142--147
                   David Hobson   A short proof of an identity for a
                                  Brownian Bridge due to Donati--Martin,
                                  Matsumoto and Yor  . . . . . . . . . . . 148--150
     Fátima Ferreira and   
         António Pacheco   Comparison of level-crossing times for
                                  Markov and semi-Markov processes . . . . 151--157
                      Qihe Tang   The overshoot of a random walk with
                                  negative drift . . . . . . . . . . . . . 158--165
             Makoto Maejima and   
Víctor Pérez-Abreu   A class of random matrices with
                                  infinitely divisible determinants  . . . 166--168
                  Edward Furman   On the convolution of the negative
                                  binomial random variables  . . . . . . . 169--172
              P. Vellaisamy and   
                  N. S. Upadhye   On the negative binomial distribution
                                  and its generalizations  . . . . . . . . 173--180
                        Yan Liu   Precise large deviations for negatively
                                  associated random variables with
                                  consistently varying tails . . . . . . . 181--189
            Reinhard Furrer and   
                Philippe Naveau   Probability weighted moments properties
                                  for small samples  . . . . . . . . . . . 190--195
              L. Ramprasath and   
                    Kesar Singh   Statistical options: Crash resistant
                                  financial contracts based on robust
                                  estimation . . . . . . . . . . . . . . . 196--203
            F. J. Samaniego and   
              E. M. Vestrup and   
                D. Bhattacharya   On constrained estimation problems in
                                  time-use surveys . . . . . . . . . . . . 204--210
                  Shujin Wu and   
                       Dong Han   Algorithmic analysis of Euler scheme for
                                  a class of stochastic differential
                                  equations with jumps . . . . . . . . . . 211--219
            P. Angelopoulos and   
                 C. Koukouvinos   Maximum estimation capacity projection
                                  designs from Hadamard matrices with 32,
                                  36 and 40 runs . . . . . . . . . . . . . 220--229
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 77, Number 3, February 1, 2007

                Cyrille Joutard   Applications of large deviations to
                                  optimal experimental designs . . . . . . 231--238
                   Yutao Ma and   
              Qiongxia Song and   
                      Liming Wu   Large deviation principles with respect
                                  to the $ \tau $-topology for
                                  exchangeable sequences: a necessary and
                                  sufficient condition . . . . . . . . . . 239--246
           M. Pilar Barrios and   
               Santiago Velilla   A bootstrap method for assessing the
                                  dimension of a general regression
                                  problem  . . . . . . . . . . . . . . . . 247--255
              Akihiko Inoue and   
            Yumiharu Nakano and   
                         Vo Anh   Binary market models with memory . . . . 256--264
            Wei-Cheng Hsiao and   
                   Yu-Shan Shih   Splitting variable selection for
                                  multivariate regression trees  . . . . . 265--271
                  M. Denker and   
                         N. Kan   On Sevast'yanov's theorem  . . . . . . . 272--279
                     Denis Bosq   Sufficiency and efficiency in
                                  statistical prediction . . . . . . . . . 280--287
                 Jihnhee Yu and   
            James L. Kepner and   
                 Brian N. Bundy   Exact power calculations for detecting
                                  hypotheses involving two correlated
                                  binary outcomes  . . . . . . . . . . . . 288--294
              Rongmao Zhang and   
                   Zhengyan Lin   Chung LIL for integrated $ \alpha $
                                  stable process . . . . . . . . . . . . . 295--302
                   Soo Hak Sung   Complete convergence for weighted sums
                                  of random variables  . . . . . . . . . . 303--311
               Anna Gottard and   
               Carla Rampichini   Chain graphs for multilevel models . . . 312--318
                Scott Holan and   
               Christine Spinka   Maximum likelihood estimation for joint
                                  mean-covariance models from unbalanced
                                  repeated-measures data . . . . . . . . . 319--328
            Adelaide Figueiredo   Comparison of tests of uniformity
                                  defined on the hypersphere . . . . . . . 329--334
              Yosihito Maruyama   On Srivastava's multivariate sample
                                  skewness and kurtosis under
                                  non-normality  . . . . . . . . . . . . . 335--342
                 Liqiang Ni and   
                 R. Dennis Cook   A robust inverse regression estimator    343--349
Juan Carlos Pardo-Fernández   Comparison of error distributions in
                                  nonparametric regression . . . . . . . . 350--356
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 77, Number 4, February 15, 2007

          Mohamed Ben Farah and   
            Abdelhamid Hassairi   Characterization of the Dirichlet
                                  distribution on symmetric matrices . . . 357--364
              Asok K. Nanda and   
      Subarna Bhattacharjee and   
                     S. S. Alam   Properties of aging intensity function   365--373
             Changliang Zou and   
                  Yukun Liu and   
                   Peng Qin and   
                   Zhaojun Wang   Empirical likelihood ratio test for the
                                  change-point problem . . . . . . . . . . 374--382
                Serkan Eryilmaz   Extension of runs to the
                                  continuous-valued sequences  . . . . . . 383--388
                     N. Etemadi   Stability of weighted averages of
                                  $2$-exchangeable random variables  . . . 389--395
                    Yangrong Li   Strongly monotone $q$-functions and a
                                  note on strong ergodicity of monotone
                                  $q$-functions  . . . . . . . . . . . . . 396--400
          Ohmar Z. Landagan and   
              Erniel B. Barrios   An estimation procedure for a
                                  spatial-temporal model . . . . . . . . . 401--406
           Friedrich Schmid and   
                 Rafael Schmidt   Multivariate extensions of Spearman's
                                  rho and related statistics . . . . . . . 407--416
              Zbigniew J. Jurek   Random integral representations for
                                  free-infinitely divisible and tempered
                                  stable distributions . . . . . . . . . . 417--425
              A. Markiewicz and   
               A. Szczepa\'nska   Optimal designs in multivariate linear
                                  models . . . . . . . . . . . . . . . . . 426--430
                 David H. Annis   A note on quasi-likelihood for
                                  exponential families . . . . . . . . . . 431--437
       M. Revan Özkale and   
   Selahattin Kaçiranlar   Superiority of the class estimator over
                                  some estimators by the mean square error
                                  matrix criterion . . . . . . . . . . . . 438--446
         Xuelei (Sherry) Ni and   
                   Xiaoming Huo   Statistical interpretation of the
                                  importance of phase information in
                                  signal and image reconstruction  . . . . 447--454
               Riquan Zhang and   
                     Guoying Li   Averaged estimation of
                                  functional-coefficient regression models
                                  with different smoothing variables . . . 455--461
               Tiee-Jian Wu and   
              Ching-Fu Chen and   
                  Huang-Yu Chen   A variable bandwidth selector in
                                  multivariate kernel density estimation   462--467
                 Xiong Chen and   
                N. Balakrishnan   Extensions of functional LIL w.r.t. $
                                  (r, p)$-Capacities on Wiener space . . . 468--473
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 77, Number 5, March 1, 2007

            Ching-Sung Chou and   
                  Hsien-Jen Lin   Pricing model for zero coupon bonds
                                  driven by Bessel-squared interest
                                  processes with a jump  . . . . . . . . . 475--482
                Xu-Qing Liu and   
                 Jian-Ying Rong   Quadratic prediction problems in finite
                                  populations  . . . . . . . . . . . . . . 483--489
                Paolo Baldi and   
             Domenico Marinucci   Some characterizations of the spherical
                                  harmonics coefficients for isotropic
                                  random fields  . . . . . . . . . . . . . 490--496
             Giacomo Aletti and   
                    Diane Saada   Randomization in survival analysis . . . 497--502
                A. Yakovlev and   
                       N. Yanev   Age and residual lifetime distributions
                                  for branching processes  . . . . . . . . 503--513
              E. Schechtman and   
                  C. Spiegelman   Mitigating the effect of measurement
                                  errors in quantile estimation  . . . . . 514--524
                    Deli Li and   
                   Yongcheng Qi   Hierarchical structures associated with
                                  order functions  . . . . . . . . . . . . 525--529
                    Yu Chen and   
                  Weiping Zhang   Large deviations for random sums of
                                  negatively dependent random variables
                                  with consistently varying tails  . . . . 530--538
        Miriam Ruth Kantorovitz   An example of a stationary, triplewise
                                  independent triangular array for which
                                  the CLT fails  . . . . . . . . . . . . . 539--542
                 Guilan Cao and   
                         Kai He   Quasi-sure $p$-variation of fractional
                                  Brownian motion  . . . . . . . . . . . . 543--548
              Gengsheng Qin and   
                   Yichuan Zhao   Empirical likelihood inference for the
                                  mean residual life under random
                                  censorship . . . . . . . . . . . . . . . 549--557
             Ted Theodosopoulos   A reversion of the Chernoff bound  . . . 558--565
                Guijun Yang and   
                 Neil A. Butler   Nonregular two-level designs of
                                  resolution IV or more containing clear
                                  two-factor interactions  . . . . . . . . 566--575
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 77, Number 6, March 15, 2007

                   Zehui Li and   
                   Xinbing Kong   Life behavior of $ \delta $-shock model  577--587
             Nobuoki Eshima and   
                  Minoru Tabata   Entropy correlation coefficient for
                                  measuring predictive power of
                                  generalized linear models  . . . . . . . 588--593
            Ralph W. Bailey and   
                 Peter Burridge   Ordering the dispersion of ordinary
                                  least squares under near-integration . . 594--597
               Maria Kateri and   
                   Alan Agresti   A class of ordinal quasi-symmetry models
                                  for square contingency tables  . . . . . 598--603
             Olivier Perrin and   
                 Edmond Redside   Generalization of Simmons' theorem . . . 604--606
         Alexandros E. Milionis   Efficient capital markets: a statistical
                                  definition and comments  . . . . . . . . 607--613
                 Xinsheng Zhang   On stochastic ordering for diffusion
                                  with jumps and applications  . . . . . . 614--620
             David J. Olive and   
             Douglas M. Hawkins   Behavior of elemental sets in regression 621--624
                  Hsiuying Wang   Modified $p$-values for one-sided
                                  testing in restricted parameter spaces   625--631
                 Dianliang Deng   Self-normalized Wittmann's laws of
                                  iterated logarithm in Banach space . . . 632--643
J. Armando Domínguez-Molina and   
          Alfonso Rocha-Arteaga   On the infinite divisibility of some
                                  skewed symmetric distributions . . . . . 644--648
                Richard Huggins   On the use of linear models in the
                                  estimation of the size of a population
                                  using capture-recapture data . . . . . . 649--653
             Michael Parzen and   
              Stuart R. Lipsitz   Perturbing the minimand resampling with
                                  Gamma(1,1) random variables as an
                                  extension of the Bayesian Bootstrap  . . 654--657
                 Ruili Song and   
                  Jiangang Ying   A formula for transition density
                                  function under Girsanov transform  . . . 658--666
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 77, Number 7, April 1, 2007

             A. De Gregorio and   
                   E. Orsingher   A Darling--Siegert formula relating some
                                  Bessel integrals and random walks  . . . 667--680
                      John Beam   Unfair gambles in probability  . . . . . 681--686
               Zhengyan Lin and   
                     Jing Zheng   Some properties of a multifractional
                                  Brownian motion  . . . . . . . . . . . . 687--692
               Natalie Neumeyer   A note on uniform consistency of
                                  monotone function estimators . . . . . . 693--703
              M. C. Agrawal and   
                 Chand K. Midha   Some efficient estimators of the domain
                                  parameters . . . . . . . . . . . . . . . 704--709
        J. E. Chacón and   
               J. Montanero and   
              A. G. Nogales and   
                P. Pérez   Stability under products of sufficient,
                                  minimal sufficient and complete $ \sigma
                                  $-fields in the Bayesian case  . . . . . 710--716
Héctor W. Gómez and   
       Fernando A. Quintana and   
            Francisco J. Torres   A new family of slash-distributions with
                                  elliptical contours  . . . . . . . . . . 717--725
             R. J. Bhansali and   
                L. Giraitis and   
                 P. S. Kokoszka   Convergence of quadratic forms with
                                  nonvanishing diagonal  . . . . . . . . . 726--734
                      Qiqing Yu   A note on the proportional hazards model
                                  with discontinuous data  . . . . . . . . 735--739
             Maura Mezzetti and   
             Pietro Muliere and   
                    Paolo Bulla   An application of reinforced urn
                                  processes to determining maximum
                                  tolerated dose . . . . . . . . . . . . . 740--747
                       Ping Sun   Moment representation of Bernoulli
                                  polynomial, Euler polynomial and
                                  Gegenbauer polynomials . . . . . . . . . 748--751
                Lukasz Debowski   On processes with summable partial
                                  autocorrelations . . . . . . . . . . . . 752--759
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 77, Number 8, April 15, 2007

                Qi-bing Gao and   
                 Yao-hua Wu and   
               Chun-hua Zhu and   
                  Guang-hua Wei   Ruin problems in risk models with
                                  dependent rates of interest  . . . . . . 761--768
           Dale N. Anderson and   
           Deborah K. Fagan and   
                 Rey Suarez and   
               Jim C. Hayes and   
             Justin I. McIntyre   Sensor analytics: radioactive gas
                                  concentration estimation and error
                                  propagation  . . . . . . . . . . . . . . 769--773
       Samruam Chongcharoen and   
                   F. T. Wright   Permutation and scale invariant
                                  one-sided approximate likelihood ratio
                                  tests  . . . . . . . . . . . . . . . . . 774--781
      Stéphane Gai\"ffas   Sharp estimation in $ \sup $ norm with
                                  random design  . . . . . . . . . . . . . 782--794
               Gianluca Cassese   Decomposition of supermartingales
                                  indexed by a linearly ordered set  . . . 795--802
                 Guohua Zou and   
             Alan T. K. Wan and   
                Xiaoyong Wu and   
                        Ti Chen   Estimation of regression coefficients of
                                  interest when other regression
                                  coefficients are of no interest: The
                                  case of non-normal errors  . . . . . . . 803--810
                 Qinfeng Xu and   
                    Jinhong You   Difference-based estimation for error
                                  variances in repeated measurement
                                  regression models  . . . . . . . . . . . 811--816
             Xuerong Meggie Wen   A note on sufficient dimension reduction 817--821
             Vadym M. Radchenko   Besov regularity of stochastic measures  822--825
               M. Mar Fenoy and   
                 Pilar Ibarrola   The optional sampling theorem for
                                  submartingales in the sequentially
                                  planned context  . . . . . . . . . . . . 826--831
                    A. Kume and   
              Andrew T. A. Wood   On the derivatives of the normalising
                                  constant of the Bingham distribution . . 832--837
             Makoto Maejima and   
                   Manabu Miura   A characterization of subclasses of
                                  semi-selfdecomposable distributions by
                                  stochastic integral representations  . . 838--842
                Zilong Lian and   
           Enrique del Castillo   Adaptive deadband control of a drifting
                                  process with unknown parameters  . . . . 843--852
               Andrew L. Rukhin   Conservative confidence intervals based
                                  on weighted means statistics . . . . . . 853--861
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 77, Number 9, May, 2007

                    J.-R. Pycke   $U$-statistics based on the Green's
                                  function of the Laplacian on the circle
                                  and the sphere . . . . . . . . . . . . . 863--872
                 Zhigang Li and   
                    Rong Wu and   
                    Yonghong Du   The distribution of the first $ \beta $
                                  point in the classical risk model with
                                  interest . . . . . . . . . . . . . . . . 873--880
             Olivier Perrin and   
               Martin Schlather   Can any multivariate Gaussian vector be
                                  interpreted as a sample from a
                                  stationary random process? . . . . . . . 881--884
       Lajos Horváth and   
             Piotr Kokoszka and   
               Josef Steinebach   On sequential detection of parameter
                                  changes in linear regression . . . . . . 885--895
              Pedro Galeano and   
             Daniel Peña   On the connection between model
                                  selection criteria and quadratic
                                  discrimination in ARMA time series
                                  models . . . . . . . . . . . . . . . . . 896--900
             M. L. Aggarwal and   
              Lih-Yuan Deng and   
            Mithilesh Kumar Jha   Balanced residual treatment effects
                                  designs of first order for correlated
                                  observations . . . . . . . . . . . . . . 901--906
          George Karabatsos and   
              Stephen G. Walker   Bayesian nonparametric inference of
                                  stochastically ordered distributions,
                                  with Pólya trees and Bernstein
                                  polynomials  . . . . . . . . . . . . . . 907--913
         Marcin Przystalski and   
               Pawe\l Krajewski   Constrained estimators of treatment
                                  parameters in semiparametric models  . . 914--919
             Juha Vuolle-Apiala   Shiga--Watanabe's time inversion
                                  property for self-similar diffusion
                                  processes  . . . . . . . . . . . . . . . 920--924
                 Sujuan Gao and   
                  Jianzhao Shen   Asymptotic properties of a double
                                  penalized maximum likelihood estimator
                                  in logistic regression . . . . . . . . . 925--930
                   Henri Comman   Variational form of the large deviation
                                  functional . . . . . . . . . . . . . . . 931--936

Statistics & Probability Letters
Volume 77, Number 10, June 1, 2007

          Federico Bassetti and   
           Antonella Bodini and   
              Eugenio Regazzini   Consistency of minimum divergence
                                  estimators based on grouped data . . . . 937--941
         Volker Krätschmer   The uniqueness of extremum estimation    942--951
       István Berkes and   
                   Michel Weber   On complete convergence of triangular
                                  arrays of independent random variables   952--963
              Morteza Amini and   
                      J. Ahmadi   Fisher information in record values and
                                  their concomitants about dependence and
                                  correlation parameters . . . . . . . . . 964--972
               Petre Stoica and   
                  Luzhou Xu and   
                    Jian Li and   
                        Yao Xie   Optimal correction of an indefinite
                                  estimated MA spectral density matrix . . 973--980
                Shande Chen and   
             Amita K. Manatunga   A note on proportional hazards and
                                  proportional odds models . . . . . . . . 981--988
             Alexander Dukhovny   Lattice polynomials of random variables  989--994
       Jesper Mòller and   
          Giovanni Luca Torrisi   The pair correlation function of spatial
                                  Hawkes processes . . . . . . . . . . . . 995--1003
            Simos Meintanis and   
                  Jan Swanepoel   Bootstrap goodness-of-fit tests with
                                  estimated parameters based on empirical
                                  transforms . . . . . . . . . . . . . . . 1004--1013
                 Yanqing Yi and   
                     Xikui Wang   Goodness-of-fit test for response
                                  adaptive clinical trials . . . . . . . . 1014--1020
           Sophie A. Ladoucette   Asymptotic behavior of the moments of
                                  the ratio of the random sum of squares
                                  to the square of the random sum  . . . . 1021--1033
                       Lan Wang   A simple nonparametric test for
                                  diagnosing nonlinearity in Tobit median
                                  regression model . . . . . . . . . . . . 1034--1042
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 77, Number 11, June 15, 2007

             Péter Kevei   Generalized $n$-Paul paradox . . . . . . 1043--1049
             Anna Kuczmaszewska   On complete convergence for arrays of
                                  rowwise dependent random variables . . . 1050--1060
         Richard A. Johnson and   
                     Wenqing Lu   Proof load designs for estimation of
                                  dependence in a bivariate Weibull model  1061--1069
               Michael Monoyios   The minimal entropy measure and an
                                  Esscher transform in an incomplete
                                  market model . . . . . . . . . . . . . . 1070--1076
      Samaradasa Weerahandi and   
              Martin A. Koschat   Experimentation on heterogeneous
                                  experimental units . . . . . . . . . . . 1077--1083
Francisco José A. Cysneiros and   
          Gilberto A. Paula and   
                   Manuel Galea   Heteroscedastic symmetrical linear
                                  models . . . . . . . . . . . . . . . . . 1084--1090
              Alexander Meister   Optimal convergence rates for density
                                  estimation from grouped data . . . . . . 1091--1097
           Dennis Gilliland and   
            Shlomo Levental and   
                     Yimin Xiao   A note on absorption probabilities in
                                  one-dimensional random walk via
                                  complex-valued martingales . . . . . . . 1098--1105
                   M. Amini and   
                   H. Zarei and   
                   A. Bozorgnia   Some strong limit theorems of weighted
                                  sums for negatively dependent
                                  generalized Gaussian random variables    1106--1110
            Georgi N. Boshnakov   Some measures for asymmetry of
                                  distributions  . . . . . . . . . . . . . 1111--1116
          Petroula M. Mavrikiou   Kolmogorov inequalities for the partial
                                  sum of independent Bernoulli random
                                  variables  . . . . . . . . . . . . . . . 1117--1122
             Ilya Molchanov and   
               Nikolay Tontchev   Optimal Poisson quantisation . . . . . . 1123--1132
               Eric Beutner and   
                      Udo Kamps   Random convex combinations of order
                                  statistics . . . . . . . . . . . . . . . 1133--1136
             Wen-Jang Huang and   
                   Yan-Hau Chen   Generalized skew-Cauchy distribution . . 1137--1147
                 David Daly and   
             Peter Buchholz and   
             William H. Sanders   A preorder relation for Markov reward
                                  processes  . . . . . . . . . . . . . . . 1148--1157
     Abdou Kâ Diongue and   
        Dominique Guégan   The stationary seasonal hyperbolic
                                  asymmetric power ARCH model  . . . . . . 1158--1164
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 77, Number 12, July 1, 2007

               Hira L. Koul and   
            Michael Akritas and   
                   Anton Schick   Preface  . . . . . . . . . . . . . . . . v--vi
             Richard A. Johnson   My 25 years as Founding Editor of
                                  \booktitleStatistics & Probability
                                  Letters  . . . . . . . . . . . . . . . . vii--viii
                      Anonymous   R. A. Johnson: a brief biography . . . . ix--xix
                      Anonymous   Contents . . . . . . . . . . . . . . . . xxi--xxii
              Alexander Aue and   
       Lajos Horváth and   
               Josef Steinebach   Rescaled range analysis in the presence
                                  of stochastic trend  . . . . . . . . . . 1165--1175
           Philip J. Boland and   
Nóra Ní Chuív   Optimal times for software release when
                                  repair is imperfect  . . . . . . . . . . 1176--1184
Sándor Csörg\Ho and   
                  Gordon Simons   St. Petersburg games with the largest
                                  gains withheld . . . . . . . . . . . . . 1185--1189
                 Paul Deheuvels   A Karhunen--Lo\`eve expansion for a
                                  mean-centered Brownian bridge  . . . . . 1190--1200
               Kjell Doksum and   
             Akichika Ozeki and   
                 Jihoon Kim and   
             Elias Chaibub Neto   Thinking outside the box: Statistical
                                  inference based on Kullback--Leibler
                                  empirical projections  . . . . . . . . . 1201--1213
                  Wentao Gu and   
          George G. Roussas and   
                   Lanh T. Tran   On the convergence rate of fixed design
                                  regression estimators for negatively
                                  associated random variables  . . . . . . 1214--1224
             Victor M. Guerrero   Time series smoothing by penalized least
                                  squares  . . . . . . . . . . . . . . . . 1225--1234
       S. Rao Jammalamadaka and   
                    D. Sengupta   Inclusion and exclusion of data or
                                  parameters in the general linear model   1235--1247
           Estate Khmaladze and   
              Ray Brownrigg and   
                   John Haywood   Brittle power: On Roman Emperors and
                                  exponential lengths of rule  . . . . . . 1248--1257
         Masha Kocherginsky and   
                      Xuming He   Extensions of the Markov chain marginal
                                  bootstrap  . . . . . . . . . . . . . . . 1258--1268
               Shu-Min Liao and   
                Michael Akritas   Test-based classification: a linkage
                                  between classification and statistical
                                  testing  . . . . . . . . . . . . . . . . 1269--1281
            W. Y. Wendy Lou and   
                    James C. Fu   On exact Type I and Type II errors of
                                  Cochran's test . . . . . . . . . . . . . 1282--1287
         Kishan G. Mehrotra and   
         Necati E. Ozgencil and   
                Nancy McCracken   Squeezing the last drop: Cluster-based
                                  classification algorithm . . . . . . . . 1288--1299
                 Yasuhiro Omori   Efficient Gibbs sampler for Bayesian
                                  analysis of a sample selection model . . 1300--1311
               Andrew L. Rukhin   Normal order statistics and sums of
                                  geometric random variables in treatment
                                  allocation problems  . . . . . . . . . . 1312--1321
               Anton Schick and   
            Wolfgang Wefelmeyer   Prediction in invertible linear
                                  processes  . . . . . . . . . . . . . . . 1322--1331
           Thorsten Schmidt and   
                 Winfried Stute   Shot-noise processes and the minimal
                                  martingale measure . . . . . . . . . . . 1332--1338
                   Moshe Shaked   Stochastic comparisons of multivariate
                                  random sums in the Laplace transform
                                  order, with applications . . . . . . . . 1339--1344
                   Songyong Sim   A test based on quantile score for
                                  $c$-sample randomized block design . . . 1345--1353
          Nozer D. Singpurwalla   Betting on residual life: The caveats of
                                  conditioning . . . . . . . . . . . . . . 1354--1361
               Kam-Wah Tsui and   
                    Shijie Tang   Simultaneous testing of multiple
                                  hypotheses using generalized $p$-values  1362--1370
                  Steve Verrill   Rate of convergence of $k$-step Newton
                                  estimators to efficient likelihood
                                  estimators . . . . . . . . . . . . . . . 1371--1376
                 Min-Yu Xie and   
              Jian-Hui Ning and   
                   Kai-Tai Fang   Orthogonality and $D$-optimality of the
                                  $U$-type design under general Fourier
                                  regression models  . . . . . . . . . . . 1377--1384
                  Song Yang and   
                   Yichuan Zhao   Testing treatment effect by combining
                                  weighted log-rank tests and using
                                  empirical likelihood . . . . . . . . . . 1385--1393
                    In-Kwon Yeo   Generalized weighted additive models
                                  based on distribution functions  . . . . 1394--1402
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 77, Number 13, July 15, 2007

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
                      Anonymous   Publisher's announcement . . . . . . . . v
             Dingcheng Wang and   
               Pingyan Chen and   
                        Chun Su   The supremum of random walk with
                                  negatively associated and heavy-tailed
                                  steps  . . . . . . . . . . . . . . . . . 1403--1412
            Badi H. Baltagi and   
                       Long Liu   Alternative ways of obtaining Hausman's
                                  test using artificial regressions  . . . 1413--1417
              Fabio Bellini and   
               Leonardo Bottolo   Stationarity domains for $ \delta
                                  $-power Garch process with heavy tails   1418--1427
                    Ji-Chun Liu   Stationarity for a Markov-switching
                                  Box--Cox transformed threshold GARCH
                                  process  . . . . . . . . . . . . . . . . 1428--1438
                S. Y. Hwang and   
                     S. Kim and   
                  S. D. Lee and   
                   I. V. Basawa   Generalized least squares estimation for
                                  explosive AR(1) processes with
                                  conditionally heteroscedastic errors . . 1439--1448
           S. B. Fotopoulos and   
                V. K. Jandhyala   On Hinkley's estimator: Inference about
                                  the change point . . . . . . . . . . . . 1449--1458
             Jeong-Soo Park and   
                   Tae Yoon Kim   Fisher information matrix for a
                                  four-parameter kappa distribution  . . . 1459--1466
         Baha-Eldin Khaledi and   
              Roohollah Shojaei   On stochastic orderings between residual
                                  record values  . . . . . . . . . . . . . 1467--1472
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 77, Number 14, August, 2007

                A. E. Brockwell   Universal residuals: a multivariate
                                  transformation . . . . . . . . . . . . . 1473--1478
      Luis E. Nieto-Barajas and   
              Stephen G. Walker   Gibbs and autoregressive Markov
                                  processes  . . . . . . . . . . . . . . . 1479--1485
                 John L. Spouge   Inequalities on the overshoot beyond a
                                  boundary for independent summands with
                                  differing distributions  . . . . . . . . 1486--1489
                    Dedi Rosadi   Identification of moving average process
                                  with infinite variance . . . . . . . . . 1490--1496
              T. Bouezmarni and   
                M. Mesfioui and   
                    J. M. Rolin   $ L_1 $-rate of convergence of smoothed
                                  histogram  . . . . . . . . . . . . . . . 1497--1504
         Matthias Löwe and   
                  Franck Vermet   The capacity of $q$-state Potts neural
                                  networks with parallel retrieval
                                  dynamics . . . . . . . . . . . . . . . . 1505--1514
                Yufen Huang and   
            Ching-Ren Cheng and   
                    Tai-Ho Wang   Influence analysis of non-Gaussianity by
                                  applying projection pursuit  . . . . . . 1515--1521
                  Qihe Tang and   
                  Raluca Vernic   The impact on ruin probabilities of the
                                  association structure among financial
                                  risks  . . . . . . . . . . . . . . . . . 1522--1525
                  David Blondin   Rates of strong uniform consistency for
                                  local least squares kernel regression
                                  estimators . . . . . . . . . . . . . . . 1526--1534
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 77, Number 15, September, 2007

           Mindaugas Juodis and   
            Alfredas Rackauskas   A Central Limit Theorem for
                                  self-normalized sums of a linear process 1535--1541
                  B. Heller and   
                        M. Wang   Posterior distribution for negative
                                  binomial parameter $p$ using a group
                                  invariant prior  . . . . . . . . . . . . 1542--1548
         Sherzod M. Mirakhmedov   Asymptotic normality associated with
                                  generalized occupancy problems . . . . . 1549--1558
                   Yong Ren and   
                     Lanying Hu   Reflected backward stochastic
                                  differential equations driven by Lévy
                                  processes  . . . . . . . . . . . . . . . 1559--1566
              Jianfeng Yang and   
               Runchu Zhang and   
                    Minqian Liu   Construction of fractional factorial
                                  split-plot designs with weak minimum
                                  aberration . . . . . . . . . . . . . . . 1567--1573
                    Haiyan Chen   The generating functions of hitting
                                  times for random walk on trees . . . . . 1574--1579
                       Lian Liu   Estimation of generalized partially
                                  linear models with measurement error
                                  using sufficiency scores . . . . . . . . 1580--1588
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 77, Number 16, October, 2007

               Chen Pingyan and   
                     Gan Shixin   Limiting behavior of weighted sums of
                                  i.i.d. random variables  . . . . . . . . 1589--1599
             Xiangfeng Yang and   
                      Litan Yan   Some remarks on local time-space
                                  calculus . . . . . . . . . . . . . . . . 1600--1607
         Anestis Antoniadis and   
       Jéremie Bigot and   
                Ir\`ene Gijbels   Penalized wavelet monotone regression    1608--1621
                 Takayuki Fujii   A note on the asymptotic distribution of
                                  the maximum likelihood estimator in a
                                  non-regular case . . . . . . . . . . . . 1622--1627
Luis J. Rodríguez-Muñiz and   
Miguel López-Díaz   On the exchange of iterated expectations
                                  of random upper semicontinuous functions 1628--1635
               K. Jayakumar and   
            A. P. Kuttykrishnan   A time-series model using asymmetric
                                  Laplace distribution . . . . . . . . . . 1636--1640
                 Zhengmin Zhang   A note on extreme magnitudes of
                                  characteristic functions . . . . . . . . 1641--1643
           Wioletta Grzenda and   
            Dariusz Majerek and   
               Wies\law Zie\cba   Comments to the paper ``On uniform
                                  integrability of random variables''  . . 1644--1646
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 77, Number 17, November, 2007

            René Blacher   Central Limit Theorem by moments . . . . 1647--1651
                     Y. Sun and   
                  A. C. M. Wong   Interval estimation for the normal
                                  correlation coefficient  . . . . . . . . 1652--1661
              Igor Melnykov and   
                   John T. Chen   A connection between self-normalized
                                  products and stable laws . . . . . . . . 1662--1665
                Jinhong You and   
                     Haibo Zhou   Two-stage efficient estimation of
                                  longitudinal nonparametric additive
                                  models . . . . . . . . . . . . . . . . . 1666--1675
            Cody Blaine Hyndman   Forward-backward SDEs and the CIR model  1676--1682
            Krzysztof Szajowski   A game version of the
                                  Cowan--Zabczyk--Bruss' problem . . . . . 1683--1689
      Udo Schwingenschlögl   Probabilities of majority and minority
                                  violation in proportional representation 1690--1695
               Valentin Rousson   The gamma coefficient revisited  . . . . 1696--1704
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 77, Number 18, December, 2007

             Annalisa Cerquetti   A note on Bayesian nonparametric priors
                                  derived from exponentially tilted
                                  Poisson--Kingman models  . . . . . . . . 1705--1711
                Alexis Devulder   The speed of a branching system of
                                  random walks in random environment . . . 1712--1721
                   Yongtao Guan   A least-squares cross-validation
                                  bandwidth selection approach in pair
                                  correlation function estimations . . . . 1722--1729
                   Soo Hak Sung   A note on the exponential inequality for
                                  associated random variables  . . . . . . 1730--1736
              Manuel Molina and   
  Inés M. del Puerto and   
                  Alfonso Ramos   A class of controlled bisexual branching
                                  processes with mating depending on the
                                  number of progenitor couples . . . . . . 1737--1743
              Susanne Ditlevsen   A result on the first-passage time of an
                                  Ornstein--Uhlenbeck process  . . . . . . 1744--1749
Marie-Françoise Barme-Delcroix and   
                  Ursula Gather   Limit laws for multidimensional extremes 1750--1755
                Yongchao Ge and   
          Stuart C. Sealfon and   
             Chi-Hong Tseng and   
               Terence P. Speed   A Holm-type procedure controlling the
                                  false discovery rate . . . . . . . . . . 1756--1762
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 78, Number 1, January, 2008

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
               Haitao Zheng and   
               Ishwar V. Basawa   First-order observation-driven
                                  integer-valued autoregressive processes  1--9
           Johannes Forkman and   
                  Steve Verrill   The distribution of McKay's
                                  approximation for the coefficient of
                                  variation  . . . . . . . . . . . . . . . 10--14
               Jerome P. Reiter   Selecting the number of imputed datasets
                                  when using multiple imputation for
                                  missing data and disclosure limitation   15--20
          Luis G. Gorostiza and   
                  Martha Takane   Some limits related to random iterations
                                  of a lamplighter group . . . . . . . . . 21--26
 Reinaldo B. Arellano-Valle and   
                 Marc G. Genton   On the exact distribution of the maximum
                                  of absolutely continuous dependent
                                  random variables . . . . . . . . . . . . 27--35
               Tsung I. Lin and   
                     Hsiu J. Ho   A simplified approach to inverting the
                                  autocovariance matrix of a general $
                                  {\rm ARMA}(p, q) $ process . . . . . . . 36--41
             Pedro Terán   On a uniform Law of Large Numbers for
                                  random sets and subdifferentials of
                                  random functions . . . . . . . . . . . . 42--49
                Fuxia Cheng and   
                     Shuxia Sun   A goodness-of-fit test of the errors in
                                  nonlinear autoregressive time series
                                  models . . . . . . . . . . . . . . . . . 50--59
                Yu. Mishura and   
                  G. Shevchenko   Approximate solutions to anticipative
                                  stochastic differential equations  . . . 60--66
         Mokhtar H. Konsowa and   
                 Tamer F. Oraby   Resistance dimensions of branching
                                  processes in varying environments trees  67--74
                  Claudio Macci   Large deviations for the time-integrated
                                  negative parts of some processes . . . . 75--83
                 Kevin Ford and   
        Gérald Tenenbaum   Localized large sums of random variables 84--89
                     Erkan Nane   Isoperimetric-type inequalities for
                                  iterated Brownian motion in $ \mathbb
                                  {R}^n $  . . . . . . . . . . . . . . . . 90--95
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 78, Number 2, February 1, 2008

             Aimé Lachal   A note on Spitzer identity for random
                                  walk . . . . . . . . . . . . . . . . . . 97--108
                Lichun Wang and   
          Noël Veraverbeke   MSE superiority of Bayes and empirical
                                  Bayes estimators in two generalized
                                  seemingly unrelated regressions  . . . . 109--117
          Fadoua Balabdaoui and   
                Kaspar Rufibach   A second Marshall inequality in convex
                                  estimation . . . . . . . . . . . . . . . 118--126
               Xiaoqian Sun and   
                      Xian Zhou   Improved minimax estimation of the
                                  bivariate normal precision matrix under
                                  the squared loss . . . . . . . . . . . . 127--134
              Bennett Eisenberg   On the expectation of the maximum of IID
                                  geometric random variables . . . . . . . 135--143
                    Kosuke Imai   Sharp bounds on the causal effects in
                                  randomized experiments with
                                  ``truncation-by-death''  . . . . . . . . 144--149
              Alexander Shapiro   Asymptotics of minimax stochastic
                                  programs . . . . . . . . . . . . . . . . 150--157
             Glaysar Castro and   
               Valerie Girardin   Characterization of periodically
                                  correlated and multivariate stationary
                                  discrete time wide Markov processes  . . 158--164
                Mohamed T. Madi   Improved estimation of an exponential
                                  scale ratio based on records . . . . . . 165--172
         Christian-Oliver Ewald   A note on the Malliavin derivative
                                  operator under change of variable  . . . 173--178
             Tomoyuki Amano and   
             Masanobu Taniguchi   Asymptotic efficiency of conditional
                                  least squares estimators for ARCH models 179--185
            Marat Ibragimov and   
               Rustam Ibragimov   Optimal constants in the Rosenthal
                                  inequality for random variables with
                                  zero odd moments . . . . . . . . . . . . 186--189
                Michael Lechner   A note on endogenous control variables
                                  in causal studies  . . . . . . . . . . . 190--195
             Saralees Nadarajah   Explicit expressions for moments of
                                  order statistics . . . . . . . . . . . . 196--205
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2

Statistics & Probability Letters
Volume 78, Number 3, February 15, 2008

                 Hong Zhang and   
               Hanfeng Chen and   
                     Zhaohai Li   An explicit representation of the limit
                                  of the LRT for interval mapping of
                                  quantitative trait loci  . . . . . . . . 207--213
      Claude Bélisle and   
                    Vince Melfi   Independence after adaptive allocation   214--224
                 I. Rahimov and   
                 W. S. Al-Sabah   Limiting behavior of a generalized
                                  branching process with immigration . . . 225--230
                   Guangyan Jia   A class of backward stochastic
                                  differential equations with
                                  discontinuous coefficients . . . . . . . 231--237
            Noureddine Berrahou   Large deviations probabilities for a
                                  symmetry test statistic based on
                                  delta-sequence density estimation  . . . 238--248
        A. G. M. Steerneman and   
 Frederieke van Perlo-ten Kleij   The rank of a normally distributed
                                  matrix and positive definiteness of a
                                  noncentral Wishart distributed matrix    249--253
                R. G. Kedia and   
                    B. L. Misra   On construction of generalized neighbor
                                  design of use in serology  . . . . . . . 254--256
               Tommaso Proietti   Missing data in time series: a note on
                                  the equivalence of the dummy variable
                                  and the skipping approaches  . . . . . . 257--264
                    Yu Miao and   
                   Guangyu Yang   The law of the iterated logarithm for
                                  additive functionals of Markov chains    265--270
      Félix Belzunce and   
        José M. Ruiz and   
  Alfonso Suárez-Llorens   On multivariate dispersion orderings
                                  based on the standard construction . . . 271--281
            A. K. Aleskeviciene   On the existence of moments of ladder
                                  heights  . . . . . . . . . . . . . . . . 282--285
                A. Zaigraev and   
          A. Podraza-Karakulska   On estimation of the shape parameter of
                                  the gamma distribution . . . . . . . . . 286--295
              Niels Haldrup and   
            Andreu Sansó   A note on the Vogelsang test for
                                  additive outliers  . . . . . . . . . . . 296--300
            N. Balakrishnan and   
                    A. Stepanov   Asymptotic properties of the ratio of
                                  order statistics . . . . . . . . . . . . 301--310
              Fred M. Hoppe and   
                 Mikhail Nediak   Fréchet optimal bounds on the probability
                                  of a union with supplementary
                                  information  . . . . . . . . . . . . . . 311--319
                     Pedro Puig   A note on the harmonic law: a
                                  two-parameter family of distributions
                                  for ratios . . . . . . . . . . . . . . . 320--326
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 4, March, 2008

         Pavle Mladenovi\'c and   
             Vladimir Piterbarg   On estimation of the exponent of regular
                                  variation using a sample with missing
                                  observations . . . . . . . . . . . . . . 327--335
         Yuri V. Borovskikh and   
                    N. C. Weber   Asymptotic distributions of
                                  non-degenerate $U$-statistics on trimmed
                                  samples  . . . . . . . . . . . . . . . . 336--346
             Marcin Dudzi\'nski   The almost sure Central Limit Theorems
                                  in the joint version for the maxima and
                                  sums of certain stationary Gaussian
                                  sequences  . . . . . . . . . . . . . . . 347--357
            Vladimir Vinogradov   On approximations for two classes of
                                  Poisson mixtures . . . . . . . . . . . . 358--366
                 Yun-Xia Li and   
                 Jian-Feng Wang   An almost sure Central Limit Theorem for
                                  products of sums under association . . . 367--375
                Weihua Zhou and   
                Robert Serfling   Generalized multivariate rank type test
                                  statistics via spatial $U$-quantiles . . 376--383
                        Lang Wu   An approximate method for nonlinear
                                  mixed-effects models with nonignorably
                                  missing covariates . . . . . . . . . . . 384--389
            Tapas Kumar Chandra   The Borel--Cantelli lemma under
                                  dependence conditions  . . . . . . . . . 390--395
                 Zhishui Hu and   
               Chunsheng Ma and   
                  John Robinson   Empirical saddlepoint approximations of
                                  the Studentized mean under stratified
                                  random sampling  . . . . . . . . . . . . 396--401
            Dimitrios V. Vougas   Generalized least squares transformation
                                  and estimation with autoregressive error 402--404
                 Shaun S. Wulff   The equality of REML and ANOVA
                                  estimators of variance components in
                                  unbalanced normal classification models  405--411
         Arthur Charpentier and   
                   Johan Segers   Convergence of Archimedean copulas . . . 412--419
            Jinadasa Gamage and   
                  Thomas Mathew   Inference on mean sub-vectors of two
                                  multivariate normal populations with
                                  unequal covariance matrices  . . . . . . 420--425
        René Ferland and   
         François Watier   FBSDE approach to utility portfolio
                                  selection in a market with random
                                  parameters . . . . . . . . . . . . . . . 426--434
            Youssef Ouknine and   
                Mohamed Erraoui   Equivalence of Volterra processes:
                                  Degenerate case  . . . . . . . . . . . . 435--444
                   James Ledoux   Strong convergence of a class of
                                  non-homogeneous Markov arrival processes
                                  to a Poisson process . . . . . . . . . . 445--455
                 F. Charlot and   
                      M. Rachdi   On the statistical properties of a
                                  stationary process sampled by a
                                  stationary point process . . . . . . . . 456--462
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 5, April 1, 2008

               Anthony G. Pakes   Order statistics and renormalization . . 463--470
              Bruno Jedynak and   
               Damianos Karakos   Finding a needle in a haystack:
                                  Conditions for reliable detection in the
                                  presence of clutter  . . . . . . . . . . 471--480
                    Zhi Jun Guo   A note on the CIR process and the
                                  existence of equivalent martingale
                                  measures . . . . . . . . . . . . . . . . 481--487
           Dennis Gilliland and   
                     Mingfei Li   A note on confidence intervals for the
                                  power of $t$-test  . . . . . . . . . . . 488--489
                     Li Wan and   
                   Jinqiao Duan   Exponential stability of non-autonomous
                                  stochastic partial differential
                                  equations with finite memory . . . . . . 490--498
           R. J. Karunamuni and   
                       S. Zhang   Some improvements on a boundary
                                  corrected kernel density estimator . . . 499--507
                Ori Davidov and   
               Vladimir Griskin   A note on constrained estimation in the
                                  simple linear measurement error model    508--517
                 Neil A. Butler   Schur- and $E$-optimal two-level
                                  factorial designs  . . . . . . . . . . . 518--527
               Shiqiu Zheng and   
                   Shengwu Zhou   A generalized existence theorem of
                                  reflected BSDEs with double obstacles    528--536
          Khalifa Es-sebaiy and   
                Youssef Ouknine   How rich is the class of processes which
                                  are infinitely divisible with respect to
                                  time?  . . . . . . . . . . . . . . . . . 537--547
                  Yukun Liu and   
             Changliang Zou and   
                   Runchu Zhang   Empirical likelihood for the two-sample
                                  mean problem . . . . . . . . . . . . . . 548--556
             Brett Presnell and   
               Pavlina Rumcheva   The mean resultant length of the
                                  spherically projected normal
                                  distribution . . . . . . . . . . . . . . 557--563
       R. Giuliano-Antonini and   
                       M. Weber   The theta-dependence coefficient and an
                                  Almost Sure Limit Theorem for random
                                  iterative models . . . . . . . . . . . . 564--575
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 6, April 15, 2008

                  Frank Aurzada   Small deviations for stable processes
                                  via compactness properties of the
                                  parameter set  . . . . . . . . . . . . . 577--581
           A. Thavaneswaran and   
                  S. Peiris and   
                     S. Appadoo   Random coefficient volatility models . . 582--593
            Carla Henriques and   
         Paulo Eduardo Oliveira   Large deviations for the empirical mean
                                  of associated random variables . . . . . 594--598
               Bing-Yi Jing and   
               Junqing Yuan and   
                      Wang Zhou   Empirical likelihood for non-degenerate
                                  $U$-statistics . . . . . . . . . . . . . 599--607
                Manisha Pal and   
            Nripes Kumar Mandal   Minimax designs for optimum mixtures . . 608--615
            N. Balakrishnan and   
             K. Balasubramanian   Revisiting Sen's inequalities on order
                                  statistics . . . . . . . . . . . . . . . 616--621
                       Amit Sen   Behaviour of Dickey--Fuller tests when
                                  there is a break under the unit root
                                  null hypothesis  . . . . . . . . . . . . 622--628
                  Hajo Holzmann   Testing parametric models in the
                                  presence of instrumental variables . . . 629--636
               Ely Merzbach and   
                  Yair Y. Shaki   Characterizations of multiparameter Cox
                                  and Poisson processes by the renewal
                                  property . . . . . . . . . . . . . . . . 637--642
            M. Ivette Gomes and   
           Cláudia Neves   Asymptotic comparison of the mixed
                                  moment and classical extreme value index
                                  estimators . . . . . . . . . . . . . . . 643--653
       Tomasz J. Kozubowski and   
                  John P. Nolan   Infinite divisibility of skew Gaussian
                                  and Laplace laws . . . . . . . . . . . . 654--660
          Jaakko Nevalainen and   
   Jyrki Möttönen and   
                      Hannu Oja   A spatial rank test and corresponding
                                  estimators for several samples . . . . . 661--668
                          H. Le   On bounded Gaussian processes  . . . . . 669--674
            Christophe Chesneau   On the maxiset comparison between hard
                                  and block thresholding methods . . . . . 675--681
                 J. M. P. Albin   A continuous non-Brownian motion
                                  martingale with Brownian motion marginal
                                  distributions  . . . . . . . . . . . . . 682--686
                   Jiti Gao and   
                    Zudi Lu and   
           Dag Tjòstheim   Moment inequalities for spatial
                                  processes  . . . . . . . . . . . . . . . 687--697
           August Michal Zapala   Unbounded mappings and weak convergence
                                  of measures  . . . . . . . . . . . . . . 698--706
                   Xiao Wei and   
                       Yijun Hu   Ruin probabilities for discrete time
                                  risk models with stochastic rates of
                                  interest . . . . . . . . . . . . . . . . 707--715
              R. P. Pakshirajan   A note on the weak convergence of
                                  probability measures in the $D[0,1]$
                                  space  . . . . . . . . . . . . . . . . . 716--719
                   Paul Kabaila   Statistical properties of exact
                                  confidence intervals from discrete data
                                  using Studentized test statistics  . . . 720--727
               Wai-Sum Chan and   
                  Yin-Ting Chan   A note on the autocorrelation properties
                                  of temporally aggregated Markov
                                  switching Gaussian models  . . . . . . . 728--735
    Hussain Elalaoui-Talibi and   
               Lisa D. Peterson   Convergence in distribution of random
                                  compact sets in Polish spaces  . . . . . 736--738
        Jean-Pierre Stockis and   
  Joseph Tadjuidje-Kamgaing and   
             Jürgen Franke   A note on the identifiability of the
                                  conditional expectation for the mixtures
                                  of neural networks . . . . . . . . . . . 739--742
                     Daiki Maki   The size performance of a nonparametric
                                  unit root test under a variance shift    743--748
                     Jianxi Lin   The general principle for precise large
                                  deviations of heavy-tailed random sums   749--758
            Serkan Eryilmaz and   
                    James C. Fu   Runs in continuous-valued sequences  . . 759--765
              Ashkan Nikeghbali   How badly are the
                                  Burkholder--Davis--Gundy inequalities
                                  affected by arbitrary random times?  . . 766--770
                 Anyue Chen and   
                 Junping Li and   
                   N. I. Ramesh   Probabilistic approach in weighted
                                  Markov branching processes . . . . . . . 771--779
                Gyeong Suk Choi   Some results on subordination,
                                  selfdecomposability and operator
                                  semi-stability . . . . . . . . . . . . . 780--784
                T. Khaniyev and   
                 T. Kesemen and   
                  R. Aliyev and   
                    A. Kokangul   Asymptotic expansions for the moments of
                                  a semi-Markovian random walk with
                                  exponential distributed interference of
                                  chance . . . . . . . . . . . . . . . . . 785--793
              Shanchao Yang and   
                    Chun Su and   
                      Keming Yu   A general method to the Strong Law of
                                  Large Numbers and its applications . . . 794--803
              Guangming Pan and   
                 Baiqi Miao and   
                     Baisuo Jin   Central limit theorem of random
                                  quadratics forms involving random
                                  matrices . . . . . . . . . . . . . . . . 804--809
            Ljiljana Petrovi\'c   Markovian extensions of a stochastic
                                  process  . . . . . . . . . . . . . . . . 810--814
     Francisco J. Samaniego and   
                   Moshe Shaked   Systems with weighted components . . . . 815--823
      Giovanni M. Marchetti and   
             Elena Stanghellini   A note on distortions induced by
                                  truncation with applications to linear
                                  regression systems . . . . . . . . . . . 824--829
            Laimonis Kavalieris   Uniform convergence of autocovariances   830--838
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 7, May, 2008

               Tae-Sung Kim and   
                      Mi-Hwa Ko   Complete moment convergence of moving
                                  average processes under dependence
                                  assumptions  . . . . . . . . . . . . . . 839--846
                 Anna Talarczyk   A functional ergodic theorem for the
                                  occupation time process of a branching
                                  system . . . . . . . . . . . . . . . . . 847--853
            F. Rassoul-Agha and   
       T. Seppäläinen   An almost sure invariance principle for
                                  additive functionals of Markov chains    854--860
               Daniel Z. Zanger   Talagrand's inductive method and
                                  isoperimetric inequalities involving
                                  random sets  . . . . . . . . . . . . . . 861--868
                Cecilia Mancini   Large deviation principle for an
                                  estimator of the diffusion coefficient
                                  in a jump-diffusion process  . . . . . . 869--879
            Nicolai Meinshausen   A note on the Lasso for Gaussian
                                  graphical model selection  . . . . . . . 880--884
                   Soo Hak Sung   A note on the Hajek--Rényi inequality for
                                  associated random variables  . . . . . . 885--889
              Victor M. Kruglov   A Strong Law of Large Numbers for
                                  pairwise independent identically
                                  distributed random variables with
                                  infinite means . . . . . . . . . . . . . 890--895
                 Mingyao Ai and   
         Fred J. Hickernell and   
               Dennis K. J. Lin   Optimal foldover plans for regular
                                  $s$-level fractional factorial designs   896--903
                   James Ledoux   On a software reliability model by Koch
                                  and Spreij . . . . . . . . . . . . . . . 904--914
                     Nao Mimoto   Convergence in distribution for the
                                  sup-norm of a kernel density estimator
                                  for GARCH innovations  . . . . . . . . . 915--923
                  George Stoica   The Baum--Katz theorem for bounded
                                  subsequences . . . . . . . . . . . . . . 924--926
              Roel Braekers and   
          Noël Veraverbeke   A conditional Koziol--Green model under
                                  dependent censoring  . . . . . . . . . . 927--937
       Debasis Bhattacharya and   
         Francisco J. Samaniego   On the optimal allocation of components
                                  within coherent systems  . . . . . . . . 938--943
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 8, June 1, 2008

           Ismihan Bairamov and   
                Barry C. Arnold   On the residual lifelengths of the
                                  remaining components in an $ n - k + 1 $
                                  out of $n$ system  . . . . . . . . . . . 945--952
             Jaya P. N. Bishwal   Large deviations in testing fractional
                                  Ornstein--Uhlenbeck models . . . . . . . 953--962
                  Li-Wen Xu and   
                  Song-Gui Wang   A new generalized $p$-value for ANOVA
                                  under heteroscedasticity . . . . . . . . 963--969
               Marcin Kozak and   
        Andrzej Zieli\'nski and   
                Sarjinder Singh   Stratified two-stage sampling in
                                  domains: Sample allocation between
                                  domains, strata, and sampling stages . . 970--974
           Damianos Karakos and   
          Sanjeev Khudanpur and   
         David J. Marchette and   
          Adrian Papamarcou and   
                Carey E. Priebe   On the minimization of concave
                                  information functionals for unsupervised
                                  classification via decision trees  . . . 975--984
          Jean-Luc Marichal and   
               Ivan Kojadinovic   Distribution functions of linear
                                  combinations of lattice polynomials from
                                  the uniform distribution . . . . . . . . 985--991
             Feike C. Drost and   
        Ramon van den Akker and   
               Bas J. M. Werker   Note on integer-valued bilinear time
                                  series models  . . . . . . . . . . . . . 992--996
Dominique Chabot-Hallé and   
                Pierre Duchesne   Diagnostic checking of multivariate
                                  nonlinear time series models with
                                  martingale difference errors . . . . . . 997--1005
              L. Baringhaus and   
                       N. Henze   A new weighted integral goodness-of-fit
                                  statistic for exponentiality . . . . . . 1006--1016
                 Qunying Wu and   
                 Yuanying Jiang   Some strong limit theorems for $ \tilde
                                  \rho $-mixing sequences of random
                                  variables  . . . . . . . . . . . . . . . 1017--1023
              Sheng-Jun Fan and   
                    Jian-Hua Hu   A limit theorem for solutions to BSDEs
                                  in the space of processes  . . . . . . . 1024--1033
     Mohammed Boukili Makhoukhi   An approximation for the power function
                                  of a non-parametric test of fit  . . . . 1034--1042
                K. Benhenni and   
            S. Hedli-Griche and   
                  M. Rachdi and   
                        P. Vieu   Consistency of the regression estimator
                                  with functional data under long memory
                                  conditions . . . . . . . . . . . . . . . 1043--1049
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 9, July 15, 2008

                 Yong Zhang and   
                  Xiao-Yun Yang   Precise asymptotics in the law of the
                                  iterated logarithm and the complete
                                  convergence for uniform empirical
                                  process  . . . . . . . . . . . . . . . . 1051--1055
             Daniele De Martini   Reproducibility probability estimation
                                  for testing statistical hypotheses . . . 1056--1061
                   Zhidong Wang   Existence and uniqueness of solutions to
                                  stochastic Volterra equations with
                                  singular kernels and non-Lipschitz
                                  coefficients . . . . . . . . . . . . . . 1062--1071
                      Yaming Yu   On the maximal correlation coefficient   1072--1075
              P. Vellaisamy and   
                  Sushmita Jain   Estimating the parameter of the
                                  population selected from discrete
                                  exponential family . . . . . . . . . . . 1076--1087
Ana Cristina Moreira Freitas and   
         Jorge Milhazes Freitas   On the link between dependence and
                                  independence in extreme value theory for
                                  dynamical systems  . . . . . . . . . . . 1088--1093
            David Farchione and   
                   Paul Kabaila   Confidence intervals for the normal mean
                                  utilizing prior information  . . . . . . 1094--1100
               David D. Hanagal   Modelling heterogeneity for bivariate
                                  survival data by the log-normal
                                  distribution . . . . . . . . . . . . . . 1101--1109
            John C. Wierman and   
                  Pengfei Xiang   A general SLLN for the one-dimensional
                                  class cover problem  . . . . . . . . . . 1110--1118
                     Lu Lin and   
                        Lin Tan   Proper Bayesian estimating equation
                                  based on Hilbert space method  . . . . . 1119--1127
                 Boris Labrador   Strong pointwise consistency of the $
                                  k_T $-occupation time density estimator  1128--1137
                   Rong Liu and   
                       Yong Shi   Sampling based succinct matrix
                                  approximation  . . . . . . . . . . . . . 1138--1147
                  Litan Yan and   
             Xiangfeng Yang and   
                    Yunsheng Lu   $p$-Variation of an integral functional
                                  driven by fractional Brownian motion . . 1148--1157
         Marcin Przystalski and   
               Pawe\l Krajewski   Erratum to ``Constrained estimators of
                                  treatment parameters in semiparametric
                                  models'' [Statist. Probab. Lett. \bf 77
                                  (2007) 914--919] . . . . . . . . . . . . 1158--1159
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 10, August 1, 2008

                Sanjib Basu and   
                 Nader Ebrahimi   A note on a transformation under
                                  censoring with application to partial
                                  least squares regression . . . . . . . . 1161--1164
              Iraj Yadegari and   
               Abbas Gerami and   
           Majid Jafari Khaledi   A generalization of the Balakrishnan
                                  skew-normal distribution . . . . . . . . 1165--1167
                     Antai Wang   A note on checking the Clayton model
                                  assumption based on left-truncated
                                  bivariate data . . . . . . . . . . . . . 1168--1173
          Maxim Finkelstein and   
              Veronica Esaulova   On asymptotic failure rates in bivariate
                                  frailty competing risks models . . . . . 1174--1180
          Michael Ludkovski and   
        Ludger Rüschendorf   On comonotonicity of Pareto optimal risk
                                  sharing  . . . . . . . . . . . . . . . . 1181--1188
              Thomas Laloë   A $k$-nearest neighbor approach for
                                  functional regression  . . . . . . . . . 1189--1193
                Lai Ping Ho and   
                      D. Stoyan   Modelling marked point patterns by
                                  intensity-marked Cox processes . . . . . 1194--1199
            Youssef Ouknine and   
                Mohamed Erraoui   Noncanonical representation with an
                                  infinite-dimensional orthogonal
                                  complement . . . . . . . . . . . . . . . 1200--1205
      Aleksandras Baltrunas and   
           Remigijus Leipus and   
                  Jonas Siaulys   Precise large deviation results for the
                                  total claim amount under subexponential
                                  claim sizes  . . . . . . . . . . . . . . 1206--1214
               Pingyan Chen and   
                     Shixin Gan   On moments of the maximum of normed
                                  partial sums of $ \rho $-mixing random
                                  variables  . . . . . . . . . . . . . . . 1215--1221
                         Yi Yan   When do cylinder $ \sigma $-algebras
                                  equal Borel $ \sigma $-algebras in
                                  Polish spaces? . . . . . . . . . . . . . 1222--1225
           Tereza Neocleous and   
                Stephen Portnoy   On monotonicity of regression quantile
                                  functions  . . . . . . . . . . . . . . . 1226--1229
      Jürg Hüsler and   
                  Yueming Zhang   On first and last ruin times of Gaussian
                                  processes  . . . . . . . . . . . . . . . 1230--1235
                  J. Ahmadi and   
                N. Balakrishnan   Nonparametric confidence intervals for
                                  quantile intervals and quantile
                                  differences based on record statistics   1236--1245
                   R. A. Vitale   On the Gaussian representation of
                                  intrinsic volumes  . . . . . . . . . . . 1246--1249
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 11, August 15, 2008

         Krzysztof Oleszkiewicz   On fake Brownian motions . . . . . . . . 1251--1254
                Yun-Zhi Yan and   
              Han-Xing Wang and   
                   Jun Wang and   
                 Xiang-Feng Yin   $ H(n) $-factors in random graphs  . . . 1255--1258
              Mohamed El Otmani   BSDE driven by a simple Lévy process with
                                  continuous coefficient . . . . . . . . . 1259--1265
        Víctor Leiva and   
           Antonio Sanhueza and   
        Andrés Silva and   
                   Manuel Galea   A new three-parameter extension of the
                                  inverse Gaussian distribution  . . . . . 1266--1273
                  V. V. Anh and   
                 N. N. Leonenko   Log-normal, log-gamma and log-negative
                                  inverted gamma scenarios in multifractal
                                  products of stochastic processes . . . . 1274--1282
                   Soo Hak Sung   A note on the complete convergence for
                                  arrays of rowwise independent random
                                  elements . . . . . . . . . . . . . . . . 1283--1289
           Andrew L. Rukhin and   
                 Ronny Vallejos   Codispersion coefficients for spatial
                                  and temporal series  . . . . . . . . . . 1290--1300
                H. Ferreira and   
                     L. Pereira   How to compute the extremal index of
                                  stationary random fields . . . . . . . . 1301--1304
               K. Farahmand and   
                  C. T. Stretch   Algebraic polynomials with random
                                  non-symmetric coefficients . . . . . . . 1305--1313
              David Kaziska and   
                Anuj Srivastava   The Karcher mean of a class of symmetric
                                  distributions on the circle  . . . . . . 1314--1316
                  Jiwei Wen and   
                   Zhengyan Lin   Asymptotic properties for Cauchy's
                                  principal values of Brownian and random
                                  walk local time  . . . . . . . . . . . . 1317--1327
             Yoshihide Kakizawa   Multiple comparisons of several
                                  heteroscedastic multivariate populations 1328--1338
                  K. S. Lii and   
                  M. Rosenblatt   Prolate spheroidal spectral estimates    1339--1348
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 12, September 1, 2008

                  Jorge Navarro   Characterizations using the bivariate
                                  failure rate function  . . . . . . . . . 1349--1354
          S. D. Krishnarani and   
                   K. Jayakumar   A class of autoregressive processes  . . 1355--1361
               Gengqian Cai and   
                Sanat K. Sarkar   Modified Simes' critical values under
                                  independence . . . . . . . . . . . . . . 1362--1368
                S. Satheesh and   
                 E. Sandhya and   
             K. E. Rajasekharan   A generalization and extension of an
                                  autoregressive model . . . . . . . . . . 1369--1374
               I. V. Basawa and   
                 U. N. Bhat and   
                        J. Zhou   Parameter estimation using partial
                                  information with applications to
                                  queueing and related models  . . . . . . 1375--1383
            Katusi Fukuyama and   
               Yôhei Ueno   On the Central Limit Theorem and the law
                                  of the iterated logarithm  . . . . . . . 1384--1387
       Jozef Kiselák and   
           Milan Stehlík   Equidistant and $D$-optimal designs for
                                  parameters of Ornstein--Uhlenbeck
                                  process  . . . . . . . . . . . . . . . . 1388--1396
             Julien Chiquet and   
               Nikolaos Limnios   A method to compute the transition
                                  function of a piecewise deterministic
                                  Markov process with application to
                                  reliability  . . . . . . . . . . . . . . 1397--1403
     Abdou Kâ Diongue and   
                 Aliou Diop and   
                     Mor Ndongo   Seasonal fractional ARIMA with stable
                                  innovations  . . . . . . . . . . . . . . 1404--1411
             Anouar Ben Mabrouk   A higher order multifractal formalism    1412--1421
              Junfeng Shang and   
            Joseph E. Cavanaugh   An assumption for the development of
                                  bootstrap variants of the Akaike
                                  information criterion in mixed models    1422--1429
         André Klein and   
          Guy Mélard and   
               Abdessamad Saidi   The asymptotic and exact Fisher
                                  information matrices of a vector ARMA
                                  process  . . . . . . . . . . . . . . . . 1430--1433
                    Fuxia Cheng   Extended Glivenko--Cantelli Theorem in $
                                  {\rm ARCH}(p) $-time series  . . . . . . 1434--1439
         Samuel Müller and   
                Kaspar Rufibach   On the max-domain of attraction of
                                  distributions with log-concave densities 1440--1444
                  Mi-Ok Kim and   
                       Mai Zhou   Empirical likelihood for linear models
                                  in the presence of nuisance parameters   1445--1451
         Vasudevan Mangalam and   
            Gopalan M. Nair and   
                       Yun Zhao   On computation of NPMLE for
                                  middle-censored data . . . . . . . . . . 1452--1458
            Bronius Grigelionis   On Pólya mixtures of multivariate
                                  Gaussian distributions . . . . . . . . . 1459--1465
                     An Jun and   
                     Yuan Demei   Complete convergence of weighted sums
                                  for $ \rho *$-mixing sequence of random
                                  variables  . . . . . . . . . . . . . . . 1466--1472
              Xiaohong Chen and   
                 Yingyao Hu and   
                  Arthur Lewbel   A note on the closed-form identification
                                  of regression models with a mismeasured
                                  binary regressor . . . . . . . . . . . . 1473--1479
                    Markus Haas   The autocorrelation structure of the
                                  Markov-switching asymmetric power GARCH
                                  process  . . . . . . . . . . . . . . . . 1480--1489
            Hemant Ishwaran and   
                   J. Sunil Rao   Clustering gene expression profile data
                                  by selective shrinkage . . . . . . . . . 1490--1497
           Adam M. Johansen and   
                  Arnaud Doucet   A note on auxiliary particle filters . . 1498--1504
                Serkan Eryilmaz   Distribution of runs in a sequence of
                                  exchangeable multi-state trials  . . . . 1505--1513
                         Xin He   A problem on extreme magnitudes of
                                  characteristic functions: The general
                                  case . . . . . . . . . . . . . . . . . . 1514--1516
        Konstantin Borovkov and   
              Alexander Novikov   On exit times of Lévy-driven
                                  Ornstein--Uhlenbeck processes  . . . . . 1517--1525
                 Isaac M. Sonin   A generalized Gittins index for a Markov
                                  chain and its recursive calculation  . . 1526--1533
                  K. B. Athreya   Growth rates for pure birth Markov
                                  chains . . . . . . . . . . . . . . . . . 1534--1540
               Xinxin Jiang and   
                  Marjorie Hahn   A self-normalized Central Limit Theorem
                                  for $ \rho $-mixing stationary sequences 1541--1547
              Jayanta Kumar Pal   Spiking problem in monotone regression:
                                  Penalized residual sum of squares  . . . 1548--1556
                         Ye Xia   Two refinements of the Chernoff bound
                                  for the sum of nonidentical Bernoulli
                                  random variables . . . . . . . . . . . . 1557--1559
                  Xuemei Hu and   
              Zhizhong Wang and   
                       Feng Liu   Zero finite-order serial correlation
                                  test in a semi-parametric
                                  varying-coefficient partially linear
                                  errors-in-variables model  . . . . . . . 1560--1569
             Joanna Jaroszewska   How to construct asymptotically stable
                                  iterated function systems  . . . . . . . 1570--1576
                 Tomasz Rychlik   Extreme variances of order statistics in
                                  dependent samples  . . . . . . . . . . . 1577--1582
           Zbigniew S. Szewczak   Edgeworth expansions in operator form    1583--1592
            Daniela Marella and   
                Mauro Scanu and   
               Pier Luigi Conti   On the matching noise of some
                                  nonparametric imputation procedures  . . 1593--1600
           Nadia Bensa\"\id and   
        Ouafae Yazourh-Benrabah   Spectral density estimation for linear
                                  processes with dependent innovations . . 1601--1611
          Robert M. Mnatsakanov   Hausdorff moment problem: Reconstruction
                                  of distributions . . . . . . . . . . . . 1612--1618
                    Dale Umbach   Some moment relationships for
                                  multivariate skew-symmetric
                                  distributions  . . . . . . . . . . . . . 1619--1623
                Xueqin Wang and   
                  Hanxiang Peng   Moment estimation in a semiparametric
                                  generalized linear model . . . . . . . . 1624--1633
     Stéphane Girard and   
                   Pierre Jacob   A note on extreme values and kernel
                                  estimators of sample boundaries  . . . . 1634--1638
             F. S. Milienos and   
                  M. V. Koutras   A lower bound for the reliability
                                  function of multiple failure mode
                                  systems  . . . . . . . . . . . . . . . . 1639--1648
                 Ajay Jasra and   
                      Chao Yang   A regeneration proof of the Central
                                  Limit Theorem for uniformly ergodic
                                  Markov chains  . . . . . . . . . . . . . 1649--1655
                  Tonglin Zhang   Limiting distribution of the $G$
                                  statistics . . . . . . . . . . . . . . . 1656--1661
               Anna Dembi\'nska   $k$ th records from geometric
                                  distribution . . . . . . . . . . . . . . 1662--1670
                  S. Freels and   
                       K. Sinha   $R$-squared for general regression
                                  models in the presence of sampling
                                  weights  . . . . . . . . . . . . . . . . 1671--1672
              M. B. Vermaat and   
       F. H. van der Meulen and   
               R. J. M. M. Does   Asymptotic behavior of the variance of
                                  the EWMA statistic for autoregressive
                                  processes  . . . . . . . . . . . . . . . 1673--1682
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 13, September 15, 2008

              Shouquan Chen and   
                   Zhengyan Lin   Almost sure functional Central Limit
                                  Theorems for weakly dependent sequences  1683--1693
                Hyoung-Moon Kim   A note on scale mixtures of skew normal
                                  distribution . . . . . . . . . . . . . . 1694--1701
              M. D. Esteban and   
                   T. Hobza and   
                 D. Morales and   
                   Y. Marhuenda   Divergence-based tests for model
                                  diagnostic . . . . . . . . . . . . . . . 1702--1710
               Claudio Asci and   
        Gérard Letac and   
                 Mauro Piccioni   Beta-hypergeometric distributions and
                                  random continued fractions . . . . . . . 1711--1721
             A. Jamalizadeh and   
              J. Behboodian and   
                N. Balakrishnan   A two-parameter generalized skew-normal
                                  distribution . . . . . . . . . . . . . . 1722--1726
               Qingbin Meng and   
                  Xin Zhang and   
                      Junyi Guo   On a risk model with dependence between
                                  claim sizes and claim intervals  . . . . 1727--1734
               Hyeonah Park and   
              Seongryong Na and   
                   Jongwoo Jeon   Estimation using response probability
                                  under callbacks  . . . . . . . . . . . . 1735--1741
                 Dayue Chen and   
                    Bei Wei and   
                     Fuxi Zhang   A note on the finite collision property
                                  of random walks  . . . . . . . . . . . . 1742--1747
                 Sam Efromovich   Nonparametric regression estimation with
                                  assigned risk  . . . . . . . . . . . . . 1748--1756
    Catalina Bolancé and   
  Montserrat Guillén and   
             Jens Perch Nielsen   Inverse beta transformation in kernel
                                  density estimation . . . . . . . . . . . 1757--1764
                  Chien-Yu Peng   The first negative moment in the sense
                                  of the Cauchy principal value  . . . . . 1765--1774
                        Kai Liu   Stationary solutions of retarded
                                  Ornstein--Uhlenbeck processes in Hilbert
                                  spaces . . . . . . . . . . . . . . . . . 1775--1783
Telles Timóteo da Silva and   
             Marcelo D. Fragoso   Sample paths of jump-type Fleming--Viot
                                  processes with bounded mutation
                                  operators  . . . . . . . . . . . . . . . 1784--1791
          Bander Al-Zahrani and   
                Jordan Stoyanov   Moment inequalities for DVRL
                                  distributions, characterization and
                                  testing for exponentiality . . . . . . . 1792--1799
             Adrian Röllin   A note on the exchangeability condition
                                  in Stein's method  . . . . . . . . . . . 1800--1806
    Tatiyana V. Apanasovich and   
               Edward Goldstein   On prediction error in functional linear
                                  regression . . . . . . . . . . . . . . . 1807--1810
                Victor J. Yohai   Optimal robust estimates using the
                                  Kullback--Leibler divergence . . . . . . 1811--1816
        Christian H. Weiß   The combined INAR(p) models for time
                                  series of counts . . . . . . . . . . . . 1817--1822
              Zhengyuan Wei and   
                 Xinsheng Zhang   A matrix version of Chernoff inequality  1823--1825
              Eiichi Isogai and   
               Andreas Futschik   On the convergence rate of sequential
                                  fixed-width confidence intervals for
                                  normal parameters  . . . . . . . . . . . 1826--1834
                    Hu Yang and   
               Zhimin Zhang and   
                    Chunmei Lan   On the time value of absolute ruin for a
                                  multi-layer compound Poisson model under
                                  interest force . . . . . . . . . . . . . 1835--1845
                     Jun Sekine   Marginal distribution of some
                                  path-dependent stochastic volatility
                                  model  . . . . . . . . . . . . . . . . . 1846--1850
            Paolo Gibilisco and   
           Daniele Imparato and   
                  Tommaso Isola   Stam inequality on $ Z_n $ . . . . . . . 1851--1856
           Ehab F. Abd-Elfattah   Bivariate stopped-sum distributions
                                  using saddlepoint methods  . . . . . . . 1857--1862
               Kevin Loquin and   
                Olivier Strauss   Histogram density estimators based upon
                                  a fuzzy partition  . . . . . . . . . . . 1863--1868
          Robert M. Mnatsakanov   Hausdorff moment problem: Reconstruction
                                  of probability density functions . . . . 1869--1877
        Alexander Y. Gordon and   
                  Peter Salzman   Optimality of the Holm procedure among
                                  general step-down multiple testing
                                  procedures . . . . . . . . . . . . . . . 1878--1884
           Rachel MacKay Altman   A variance component test for mixed
                                  hidden Markov models . . . . . . . . . . 1885--1893
                Kyungduk Ko and   
               Jaechoul Lee and   
                    Robert Lund   Confidence intervals for long memory
                                  regressions  . . . . . . . . . . . . . . 1894--1902
                  Melanie Birke   Central limit theorems for the
                                  integrated squared error of derivative
                                  estimators . . . . . . . . . . . . . . . 1903--1913
              Ray-Bing Chen and   
              Weng Kee Wong and   
                      Kun-Yu Li   Optimal minimax designs over a
                                  prespecified interval in a
                                  heteroscedastic polynomial model . . . . 1914--1921
         Guillaume Marrelec and   
                   Habib Benali   Conditional independence between two
                                  variables given any conditioning subset
                                  implies block diagonal covariance matrix
                                  for multivariate Gaussian distributions  1922--1928
                  Toshio Nakata   Collision probability for an occupancy
                                  problem  . . . . . . . . . . . . . . . . 1929--1932
              Yong-Dao Zhou and   
              Jian-Hui Ning and   
                  Xie-Bing Song   Lee discrepancy and its applications in
                                  experimental designs . . . . . . . . . . 1933--1942
            Dimitrios V. Vougas   Unit root testing based on BLUS
                                  residuals  . . . . . . . . . . . . . . . 1943--1947
                 Riccardo Gatto   A saddlepoint approximation to the
                                  probability of ruin in the compound
                                  Poisson process with diffusion . . . . . 1948--1954
          Mohammad Z. Raqab and   
                N. Balakrishnan   Prediction intervals for future records  1955--1963
            Jiang-Feng Wang and   
                 Han-Ying Liang   A note on the almost sure Central Limit
                                  Theorem for negatively associated fields 1964--1970
               Anuradha Roy and   
                  Ricardo Leiva   Likelihood ratio tests for triply
                                  multivariate data with structured
                                  correlation on spatial repeated
                                  measurements . . . . . . . . . . . . . . 1971--1980
       Fabiola Del Greco M. and   
            Marco Di Marzio and   
                 Agnese Panzera   A new class of excited random walks on
                                  trees  . . . . . . . . . . . . . . . . . 1981--1989
               Sangyeol Lee and   
                     Junmo Song   Test for parameter change in ARMA models
                                  with GARCH innovations . . . . . . . . . 1990--1998
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 14, October 1, 2008

              Tien-Chung Hu and   
            Andrew Rosalsky and   
                 Andrei Volodin   On convergence properties of sums of
                                  dependent random variables under second
                                  moment and covariance restrictions . . . 1999--2005
                Fuxiang Liu and   
                     Yanyan Liu   The failure rate properties of a bimodal
                                  mixture of normal distributions in an
                                  unequal variance case  . . . . . . . . . 2006--2009
          Raúl Gouet and   
     F. Javier López and   
                   Gerardo Sanz   Laws of large numbers for the number of
                                  weak records . . . . . . . . . . . . . . 2010--2017
                Weiguo Yang and   
                       Xue Yang   A note on strong limit theorems for
                                  arbitrary stochastic sequences . . . . . 2018--2023
                  Wenge Guo and   
                M. Bhaskara Rao   On optimality of the Benjamini--Hochberg
                                  procedure for the false discovery rate   2024--2030
              Youri Davydov and   
                 Vladimir Rotar   On a non-classical invariance principle  2031--2038
               Roy Cerqueti and   
               Mauro Costantini   On the asymptotic behaviour of random
                                  matrices in a multivariate statistical
                                  model  . . . . . . . . . . . . . . . . . 2039--2045
        Krzysztof D\kebicki and   
                Pawe\l Kisowski   A note on upper estimates for Pickands
                                  constants  . . . . . . . . . . . . . . . 2046--2051
                     Yuquan Xie   A bilateral inequality on the
                                  Borel--Cantelli Lemma  . . . . . . . . . 2052--2057
                      A. Gerami   Incomplete factorial experiments in
                                  completely randomized and randomized
                                  complete block designs . . . . . . . . . 2058--2065
                 Takayuki Fujii   On weak convergence of the likelihood
                                  ratio process in multi-phase regression
                                  models . . . . . . . . . . . . . . . . . 2066--2074
                Yaozhong Hu and   
              David Nualart and   
                  Xiaoming Song   A singular stochastic differential
                                  equation driven by fractional Brownian
                                  motion . . . . . . . . . . . . . . . . . 2075--2085
                 Haili Yuan and   
                       Yijun Hu   Absolute ruin in the compound Poisson
                                  risk model with constant dividend
                                  barrier  . . . . . . . . . . . . . . . . 2086--2094
                     H. J. Moon   The functional CLT for linear processes
                                  generated by mixing random variables
                                  with infinite variance . . . . . . . . . 2095--2101
               Tae-Sung Kim and   
                      Mi-Hwa Ko   A Central Limit Theorem for the linear
                                  process generated by associated random
                                  variables in a Hilbert space . . . . . . 2102--2109
               Tae-Sung Kim and   
                  Mi-Hwa Ko and   
                  Kwang-Hee Han   On the almost sure convergence for a
                                  linear process generated by negatively
                                  associated random variables in a Hilbert
                                  space  . . . . . . . . . . . . . . . . . 2110--2115
                    J. Gani and   
                    R. J. Swift   An unexpected result in an approximate
                                  carrier-borne epidemic process . . . . . 2116--2120
                Alexey Shashkin   A strong invariance principle for
                                  positively or negatively associated
                                  random fields  . . . . . . . . . . . . . 2121--2129
             E. Lebensztayn and   
         P. M. Rodríguez   The disk-percolation model on graphs . . 2130--2136
                      Gang Shen   Asymptotics of Oja Median Estimate . . . 2137--2141
                  M. Arashi and   
            S. M. M. Tabatabaey   Stein-type improvement under stochastic
                                  constraints: Use of multivariate
                                  Student-$t$ model in regression  . . . . 2142--2153
    Christian Houdré and   
               Nicolas Privault   Isoperimetric and related bounds on
                                  configuration spaces . . . . . . . . . . 2154--2164
           Ljuben R. Mutafchiev   Survival probabilities for $N$-ary
                                  subtrees on a Galton--Watson family tree 2165--2170
                      N. Chopin   On the equivalence between standard and
                                  sequentially ordered hidden Markov
                                  models . . . . . . . . . . . . . . . . . 2171--2174
                 Kouji Yano and   
                      Yuko Yano   Remarks on the density of the law of the
                                  occupation time for Bessel bridges and
                                  stable excursions  . . . . . . . . . . . 2175--2180
          Richard A. Vitale and   
                    Yazhen Wang   The Wills functional for Poisson
                                  processes  . . . . . . . . . . . . . . . 2181--2187
             Jorge G. Morel and   
            Nagaraj K. Neerchal   Ratio estimation via Poisson regression
                                  and Generalized Estimating Equations . . 2188--2193
                 Robert Breunig   Nonparametric density estimation for
                                  stratified samples . . . . . . . . . . . 2194--2200
               Constantin Tudor   Inner product spaces of integrands
                                  associated to subfractional Brownian
                                  motion . . . . . . . . . . . . . . . . . 2201--2209
              Jean-Marie Monnez   Stochastic approximation of the factors
                                  of a generalized canonical correlation
                                  analysis . . . . . . . . . . . . . . . . 2210--2216
             Tapan K. Nayak and   
                 Sudip Bose and   
                  Subrata Kundu   On inconsistency of estimators of
                                  parameters of non-homogeneous Poisson
                                  process models for software reliability  2217--2221
              Antonio Colangelo   A study on LTD and RTI positive
                                  dependence orderings . . . . . . . . . . 2222--2229
         Artëm Sapozhnikov   Convergence rates in the local renewal
                                  theorem  . . . . . . . . . . . . . . . . 2230--2233
 Mohammad Hossein Alamatsaz and   
                Somayyeh Abbasi   Ordering comparison of negative binomial
                                  random variables with their mixtures . . 2234--2239
               Davy Paindaveine   A canonical definition of shape  . . . . 2240--2247
            A. Di Crescenzo and   
                  V. Giorno and   
               A. G. Nobile and   
                L. M. Ricciardi   A note on birth-death processes with
                                  catastrophes . . . . . . . . . . . . . . 2248--2257
                  Yong Chen and   
              Min-Ping Qian and   
                 Jian-Sheng Xie   On the relation between reversibility
                                  and monotonicity of fluctuation spectra
                                  for discrete time finite state Markov
                                  chains . . . . . . . . . . . . . . . . . 2258--2264
                Kotaro Endo and   
                  Muneya Matsui   The stationarity of multidimensional
                                  generalized Ornstein--Uhlenbeck
                                  processes  . . . . . . . . . . . . . . . 2265--2272
Héctor W. Gómez and   
                Osvaldo Venegas   Erratum to: ``A new family of
                                  slash-distributions with elliptical
                                  contours'' [Statist. Probab. Lett. \bf
                                  77 (2007) 717--725]  . . . . . . . . . . 2273--2274
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 15, October 15, 2008

                    E. Bura and   
                    R. Pfeiffer   On the distribution of the left singular
                                  vectors of a random matrix and its
                                  applications . . . . . . . . . . . . . . 2275--2280
                       Siyan Xu   Explicit solutions for multivalued
                                  stochastic differential equations  . . . 2281--2292
             Ralph P. Russo and   
     Nariankadu D. Shyamalkumar   On the convergence of the empirical mass
                                  function . . . . . . . . . . . . . . . . 2293--2299
                  Frank Aurzada   A short note on small deviations of
                                  sequences of i.i.d. random variables
                                  with exponentially decreasing weights    2300--2307
        Abdelhamid Hassairi and   
                    Ons Regaieg   On the Tukey depth of a continuous
                                  probability distribution . . . . . . . . 2308--2313
                 Mario Lefebvre   The gambler's ruin problem for a Markov
                                  chain related to the Bessel process  . . 2314--2320
             David M. Nickerson   Counting by weighing and its effect on
                                  comparing population proportions . . . . 2321--2326
              Janine E. Janosky   Statistical testing alone and estimation
                                  plus testing: Reporting study outcomes
                                  in biomedical journals . . . . . . . . . 2327--2331
            Masahiro Kuroda and   
          Michio Sakakihara and   
                       Zhi Geng   Acceleration of the EM and ECM
                                  algorithms using the Aitken $ \delta^2 $
                                  method for log-linear models with
                                  partially classified data  . . . . . . . 2332--2338
                Barry James and   
                 Kang James and   
                   Yongcheng Qi   Limit theorems for correlated Bernoulli
                                  random variables . . . . . . . . . . . . 2339--2345
            N. Balakrishnan and   
           Tomasz J. Kozubowski   A class of weighted Poisson processes    2346--2352
                  Edward Furman   On a multivariate gamma distribution . . 2353--2360
               Jinqiao Duan and   
                     Jia-an Yan   General matrix-valued inhomogeneous
                                  linear stochastic differential equations
                                  and applications . . . . . . . . . . . . 2361--2365
                   Mike Jacroux   A note on the construction of optimal
                                  main effects plans in blocks of size two 2366--2370
            Madhuja Mallick and   
         Nalini Ravishanker and   
                 Nandini Kannan   Bivariate positive stable frailty models 2371--2377
                      J. Mi and   
                     W. Shi and   
                     Y. Y. Zhou   Some properties of convolutions of
                                  Pascal and Erlang random variables . . . 2378--2387
         Konrad Banachewicz and   
              Aad van der Vaart   Tail dependence of skewed grouped
                                  $t$-distributions  . . . . . . . . . . . 2388--2399
                 Johan Jonasson   Dynamical circle covering with
                                  homogeneous Poisson updating . . . . . . 2400--2403
                  C. Vignat and   
                   S. Bhatnagar   An extension of Wick's theorem . . . . . 2404--2407
        Alexandre Rodrigues and   
  Renato Assunção   Propriety of posterior in Bayesian space
                                  varying parameter models with normal
                                  data . . . . . . . . . . . . . . . . . . 2408--2411
                    Juliang Yin   On solutions of a class of infinite
                                  horizon FBSDEs . . . . . . . . . . . . . 2412--2419
              Yi-Ting Hwang and   
                 Chun-chao Wang   A goodness of fit test for
                                  left-truncated and right-censored data   2420--2425
             Kam-Chuen Yuen and   
                  Ming Zhou and   
                      Junyi Guo   On a risk model with debit interest and
                                  dividend payments  . . . . . . . . . . . 2426--2432
            M. F. Brilhante and   
                        S. Kotz   Infinite divisibility of the spacings of
                                  a Kotz--Kozubowski--Podgórski generalized
                                  Laplace model  . . . . . . . . . . . . . 2433--2436
            Stratis Kounias and   
            Miltiadis Chalikias   Estimability of parameters in a linear
                                  model and related characterizations  . . 2437--2439
Jacobo de Uña-Álvarez and   
          Luis F. Meira-Machado   A simple estimator of the bivariate
                                  distribution function for censored gap
                                  times  . . . . . . . . . . . . . . . . . 2440--2445
                 Guoxin Liu and   
                      Ying Wang   On the expected discounted penalty
                                  function for the continuous-time
                                  compound binomial risk model . . . . . . 2446--2455
                 K. K. Jose and   
              Lishamol Tomy and   
                   J. Sreekumar   Autoregressive processes with
                                  normal-Laplace marginals . . . . . . . . 2456--2462
         Timothy L. McMurry and   
            Dimitris N. Politis   Bootstrap confidence intervals in
                                  nonparametric regression with built-in
                                  bias correction  . . . . . . . . . . . . 2463--2469
         Katarzyna Filipiak and   
    Rafal Róza\'nski and   
           Aneta Sawikowska and   
    Dominika Wojtera-Tyrakowska   On the $E$-optimality of complete
                                  designs under an interference model  . . 2470--2477
           Uwe Küchler and   
                   Stefan Tappe   On the shapes of bilateral Gamma
                                  densities  . . . . . . . . . . . . . . . 2478--2484
Jean-François Coeurjolly   Bahadur representation of sample
                                  quantiles for functional of Gaussian
                                  dependent sequences under a minimal
                                  assumption . . . . . . . . . . . . . . . 2485--2489
           Leng-Cheng Hwang and   
           Rohana J. Karunamuni   Asymptotically pointwise optimal
                                  allocation rules in Bayes sequential
                                  estimation . . . . . . . . . . . . . . . 2490--2495
                   Jie Chen and   
                   Min-Qian Liu   Optimal mixed-level supersaturated
                                  design with general number of runs . . . 2496--2502
          George G. Roussas and   
           Debasis Bhattacharya   Hájek--Inagaki representation theorem,
                                  under a general stochastic processes
                                  framework, based on stopping times . . . 2503--2510
         Wojciech Sarnowski and   
            Krzysztof Szajowski   On-line detection of a part of a
                                  sequence with unspecified distribution   2511--2516
                   Davit Varron   Some asymptotic results on density
                                  estimators by wavelet projections  . . . 2517--2521
           Sourabh Bhattacharya   Consistent estimation of the accuracy of
                                  importance sampling using regenerative
                                  simulation . . . . . . . . . . . . . . . 2522--2527
                    K. Kubilius   On the convergence of stochastic
                                  integrals with respect to
                                  $p$-semimartingales  . . . . . . . . . . 2528--2535
                Rafal Kulik and   
            Mohamedou Ould Haye   Trimmed sums of long range dependent
                                  moving averages  . . . . . . . . . . . . 2536--2542
          Rosa M. Crujeiras and   
Rubén Fernández-Casal and   
Wenceslao González-Manteiga   An $ L_2 $-test for comparing spatial
                                  spectral densities . . . . . . . . . . . 2543--2551
               Chun-hua Zhu and   
                    Qi-bing Gao   The uniform approximation of the tail
                                  probability of the randomly weighted
                                  sums of subexponential random variables  2552--2558
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 16, November, 2008

                Liuquan Sun and   
                      Xian Zhou   Inference in the additive risk model
                                  with time-varying covariates subject to
                                  measurement errors . . . . . . . . . . . 2559--2566
             Maria Karlsson and   
                 Thomas Laitila   A semiparametric regression estimator
                                  under left truncation and right
                                  censoring  . . . . . . . . . . . . . . . 2567--2571
    Sundarraman Subramanian and   
         Dipankar Bandyopadhyay   Semiparametric left truncation and right
                                  censorship models with missing censoring
                                  indicators . . . . . . . . . . . . . . . 2572--2577
                 Antai Wang and   
                    David Oakes   Some properties of the Kendall
                                  distribution in bivariate Archimedean
                                  copula models under censoring  . . . . . 2578--2583
           Mohammed Debbarh and   
                 Vivian Viallon   Testing additivity in nonparametric
                                  regression under random censorship . . . 2584--2591
                 Chris J. Lloyd   More powerful exact tests of binary
                                  matched pairs  . . . . . . . . . . . . . 2592--2596
           K. B. Kulasekera and   
                      Meng Zhao   A pointwise Bayes-type estimator of the
                                  survival probability with censored data  2597--2603
               Yingwei Peng and   
                   Jiajia Zhang   Identifiability of a mixture cure
                                  frailty model  . . . . . . . . . . . . . 2604--2608
                 P. Cabilio and   
                        J. Peng   Multiple rank-based testing for ordered
                                  alternatives with incomplete data  . . . 2609--2613
                    Xiao Li and   
                  Yaohua Wu and   
                   Dongsheng Tu   A Bartlett type correction for Wald test
                                  in Cox regression model  . . . . . . . . 2614--2622
                Pavel V. Gapeev   The integral option in a model with
                                  jumps  . . . . . . . . . . . . . . . . . 2623--2631
     Jérôme Lelong   Almost sure convergence of randomly
                                  truncated stochastic algorithms under
                                  verifiable conditions  . . . . . . . . . 2632--2636
                    Marlo Brown   Monitoring a Poisson process in several
                                  categories subject to changes in the
                                  arrival rates  . . . . . . . . . . . . . 2637--2643
             Mostafa Mashayekhi   On construction of consistent mixing
                                  distributions for compound decisions . . 2644--2646
          K. Triantafyllopoulos   Missing observation analysis for
                                  matrix-variate time series data  . . . . 2647--2653
              Joel A. Middleton   Bias of the regression estimator for
                                  experiments using clustered random
                                  assignment . . . . . . . . . . . . . . . 2654--2659
                 Nengxiang Ling   The Bahadur representation for sample
                                  quantiles under negatively associated
                                  sequence . . . . . . . . . . . . . . . . 2660--2663
                         Lin Yu   Orlicz norm inequalities for
                                  operator-valued martingale transforms    2664--2670
                   Slavko Simic   On a new moments inequality  . . . . . . 2671--2678
                     Jianxi Lin   A one-sided large deviation local limit
                                  theorem  . . . . . . . . . . . . . . . . 2679--2684
        José M. Corcuera   Approximate predictive pivots for
                                  autoregressive processes . . . . . . . . 2685--2691
                Xiaoyu Xing and   
                  Wei Zhang and   
                   Yiming Jiang   On the time to ruin and the deficit at
                                  ruin in a risk model with double-sided
                                  jumps  . . . . . . . . . . . . . . . . . 2692--2699
            João Nicolau   Modeling financial time series through
                                  second-order stochastic differential
                                  equations  . . . . . . . . . . . . . . . 2700--2704
                 S. P. Teke and   
                 S. R. Deshmukh   Inverse renewal thinning of Cox and
                                  renewal processes  . . . . . . . . . . . 2705--2708
      Sòren Asmussen and   
       Leonardo Rojas-Nandayapa   Asymptotics of sums of lognormal random
                                  variables with Gaussian copula . . . . . 2709--2714
                   C. Comas and   
                       J. Mateu   Space-time dependence dynamics for
                                  birth-death point processes  . . . . . . 2715--2719
             Sunanda Bagchi and   
                   Mausumi Bose   Optimal main effect plans in nested
                                  row-column set-up of small size  . . . . 2720--2724
       István Berkes and   
     Siegfried Hörmann and   
           Lajos Horváth   The functional Central Limit Theorem for
                                  a family of GARCH observations with
                                  applications . . . . . . . . . . . . . . 2725--2730
             Xiao Rong Yang and   
                   Li Xin Zhang   A note on self-weighted quantile
                                  estimation for infinite variance
                                  quantile autoregression models . . . . . 2731--2738
    Rogério F. Porto and   
          Pedro A. Morettin and   
            Elisete C. Q. Aubin   Wavelet regression with correlated
                                  errors on a piecewise Hölder class  . . . 2739--2743
                    Arnab Maity   Efficient estimation of population
                                  quantiles in general semiparametric
                                  regression models  . . . . . . . . . . . 2744--2750
             B. H. Jasiulis and   
                J. K. Misiewicz   On the connections between weakly stable
                                  and pseudo-isotropic distributions . . . 2751--2755
                   Olcay Arslan   An alternative multivariate skew-slash
                                  distribution . . . . . . . . . . . . . . 2756--2761
            Vladimir Pozdnyakov   On occurrence of patterns in Markov
                                  chains: Method of gambling teams . . . . 2762--2767
                Liangjun Su and   
                    Zhijie Xiao   Testing for parameter stability in
                                  quantile regression models . . . . . . . 2768--2775
           Peter Harremoës   Some new maximal inequalities  . . . . . 2776--2780
                Sangun Park and   
            N. Balakrishnan and   
                     Gang Zheng   Fisher information in hybrid censored
                                  data . . . . . . . . . . . . . . . . . . 2781--2786
           Shaul K. Bar-Lev and   
                  Daoud Bshouty   Exponential families are not preserved
                                  by the formation of order statistics . . 2787--2792
              In Hong Chang and   
                 Rahul Mukerjee   Matching posterior and frequentist
                                  cumulative distribution functions with
                                  empirical-type likelihoods in the
                                  multiparameter case  . . . . . . . . . . 2793--2797
                   Qin Wang and   
                  Xiangrong Yin   Sufficient dimension reduction and
                                  variable selection for regression mean
                                  function with two types of predictors    2798--2803
               Rustam Ibragimov   Heavy-tailedness and threshold sex
                                  determination  . . . . . . . . . . . . . 2804--2810
                  Arup Bose and   
            Amites Dasgupta and   
                Krishanu Maulik   Maxima of Dirichlet and triangular
                                  arrays of gamma variables  . . . . . . . 2811--2820
       Theodore S. Glickman and   
                        Feng Xu   The distribution of the product of two
                                  triangular random variables  . . . . . . 2821--2826
              A. Giovagnoli and   
                     H. P. Wynn   Stochastic orderings for discrete random
                                  variables  . . . . . . . . . . . . . . . 2827--2835
                  S. Favaro and   
                   S. G. Walker   A generalized constructive definition
                                  for the Dirichlet process  . . . . . . . 2836--2838
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 17, December 1, 2008

               Arturas Dubickas   An estimate for the probability of
                                  dependent events . . . . . . . . . . . . 2839--2843
               Paul H. Bezandry   Existence of almost periodic solutions
                                  to some functional integro-differential
                                  stochastic evolution equations . . . . . 2844--2849
               S. A. Padoan and   
                     M. P. Wand   Mixed model-based additive models for
                                  sample extremes  . . . . . . . . . . . . 2850--2858
                   Cloud Makasu   On mean exit time from a curvilinear
                                  domain . . . . . . . . . . . . . . . . . 2859--2863
          Nikolaos Halidias and   
                       Yong Ren   An existence theorem for stochastic
                                  functional differential equations with
                                  delays under weak assumptions  . . . . . 2864--2867
             Shuvadeep Banerjee   A distribution free goodness of fit test
                                  for a stochastically ordered alternative 2868--2875
               D. I. Perera and   
               M. S. Peiris and   
                J. Robinson and   
                    N. C. Weber   The empirical saddlepoint method applied
                                  to testing for serial correlation in
                                  panel time series data . . . . . . . . . 2876--2882
                Thomas Fung and   
                  Eugene Seneta   A characterisation of scale mixtures of
                                  the uniform distribution . . . . . . . . 2883--2888
              Akihiko Inoue and   
             Yukio Kasahara and   
                 Punam Phartyal   Baxter's inequality for fractional
                                  Brownian motion-type processes with
                                  Hurst index less than $ 1 / 2 $  . . . . 2889--2894
                   Xia Chen and   
                   Hengjian Cui   Empirical likelihood inference for
                                  partial linear models under martingale
                                  difference sequence  . . . . . . . . . . 2895--2901
           Fabrizio Durante and   
             Rachele Foschi and   
              Fabio Spizzichino   Threshold copulas and positive
                                  dependence . . . . . . . . . . . . . . . 2902--2909
     Leonid (Aryeh) Kontorovich   Constructing processes with prescribed
                                  mixing coefficients  . . . . . . . . . . 2910--2915
            Aysen D. Akkaya and   
                   Moti L. Tiku   Estimating parameters in autoregressive
                                  models with asymmetric innovations . . . 2916
                  V. P. Kurenok   On degenerate stochastic equations of Itô
                                  type with jumps  . . . . . . . . . . . . 2917--2925
                    Nizam Uddin   MV-optimal block designs for correlated
                                  errors . . . . . . . . . . . . . . . . . 2926--2931
                Bert van Es and   
               Shota Gugushvili   Weak convergence of the supremum
                                  distance for supersmooth kernel
                                  deconvolution  . . . . . . . . . . . . . 2932--2938
               Zhengyan Lin and   
                  Yanbiao Xiang   A hypothesis test for independence of
                                  sets of variates in high dimensions  . . 2939--2946
                Yongming Li and   
              Shanchao Yang and   
                      Yong Zhou   Consistency and uniformly asymptotic
                                  normality of wavelet estimator in
                                  regression model with associated samples 2947--2956
           Tyler J. VanderWeele   Simple relations between principal
                                  stratification and direct and indirect
                                  effects  . . . . . . . . . . . . . . . . 2957--2962
             Paul D. Feigin and   
              Phillip Gould and   
             Gael M. Martin and   
                Ralph D. Snyder   Feasible parameter regions for
                                  alternative discrete state space models  2963--2970
            N. Balakrishnan and   
                      M. Kateri   On the maximum likelihood estimation of
                                  parameters of Weibull distribution based
                                  on complete and censored data  . . . . . 2971--2975
                   David Degras   Asymptotics for the nonparametric
                                  estimation of the mean function of a
                                  random process . . . . . . . . . . . . . 2976--2980
         Richard A. Johnson and   
                James R. Taylor   Preservation of some life length classes
                                  for age distributions associated with
                                  age-dependent branching processes  . . . 2981--2987
       Kashinath Chatterjee and   
                       Hong Qin   A new look at discrete discrepancy . . . 2988--2991
               Lutz Mattner and   
                      Bero Roos   Maximal probabilities of convolution
                                  powers of discrete uniform distributions 2992--2996
                Umberto Triacca   Is a subspace containing a splitting
                                  subspace a splitting subspace? . . . . . 2997--2999
               Masato Takei and   
               Masaki Takeshima   Phase diagram for once-reinforced random
                                  walks on trees with exponential
                                  weighting scheme . . . . . . . . . . . . 3000--3007
              Geoffrey W. Brown   Higher order moments of renewal counting
                                  processes and Eulerian polynomials . . . 3008--3013
               Alex Iksanov and   
                  Alex Marynych   A note on non-regular martingales  . . . 3014--3017
                 Wuyungaowa and   
                  Tianming Wang   Asymptotic expansions for inverse
                                  moments of binomial and negative
                                  binomial . . . . . . . . . . . . . . . . 3018--3022
                      Xiaoyu Hu   The law of the iterated logarithm for
                                  the Gaussian free field  . . . . . . . . 3023--3028
                 Qunshu Ren and   
            Majid Mojirsheibani   Nonparametric estimation of level sets
                                  under minimal assumptions  . . . . . . . 3029--3033
                   Yao-Feng Ren   On the Burkholder--Davis--Gundy
                                  inequalities for continuous martingales  3034--3039
                Thomas Poufinas   On the number of deviations of Geometric
                                  Brownian Motion with drift from its
                                  extreme points with applications to
                                  transaction costs  . . . . . . . . . . . 3040--3046
       Silvia L. P. Ferrari and   
      Audrey H. M. A. Cysneiros   Skovgaard's adjustment to likelihood
                                  ratio tests in exponential family
                                  nonlinear models . . . . . . . . . . . . 3047--3055
                  Pawe\l Blazej   Preservation of classes of life
                                  distributions under weighting with a
                                  general weight function  . . . . . . . . 3056--3061
                 Ajay Jasra and   
                  Arnaud Doucet   Stability of sequential Monte Carlo
                                  samplers via the Foster--Lyapunov
                                  condition  . . . . . . . . . . . . . . . 3062--3069
Miguel A. Gómez-Villegas and   
Beatriz González-Pérez   The multivariate point null testing
                                  problem: A Bayesian discussion . . . . . 3070--3074
                Mark Kliger and   
              Joseph M. Francos   Strong consistency of a family of model
                                  order selection rules for estimating
                                  $2$D sinusoids in noise  . . . . . . . . 3075--3081
            Don Coppersmith and   
                    Chai Wah Wu   Conditions for weak ergodicity of
                                  inhomogeneous Markov chains  . . . . . . 3082--3085
           Zbigniew S. Szewczak   On moments of recurrence times for
                                  positive recurrent renewal sequences . . 3086--3090
           Alicja Jokiel-Rokita   A sequential estimation procedure for
                                  the parameter of an exponential
                                  distribution under asymmetric loss
                                  function . . . . . . . . . . . . . . . . 3091--3095
                James R. Schott   A test for independence of two sets of
                                  variables when the number of variables
                                  is large relative to the sample size . . 3096--3102
               Fanchao Kong and   
                   Gaofeng Zong   The finite-time ruin probability for ND
                                  claims with constant interest force  . . 3103--3109
       Kenneth S. Berenhaut and   
               Donghui Chen and   
                        Vy Tran   On the compatibility of Dyson's
                                  conditions . . . . . . . . . . . . . . . 3110--3113
               Adam L. Kinnison   The multifractal spectrum of harmonic
                                  measure for forward moving random walks
                                  on a Galton--Watson tree . . . . . . . . 3114--3121
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 78, Number 18, December 15, 2008

             Annalisa Cerquetti   On a Gibbs characterization of
                                  normalized generalized Gamma processes   3123--3128
               F. Carbonell and   
                  K. J. Worsley   On the geometry of a generalized
                                  cross-correlation random field . . . . . 3129--3134
             Alberto Lanconelli   A note on the invariance under change of
                                  measure for stochastic test functions
                                  and distribution spaces  . . . . . . . . 3135--3138
        Sirous Fathi Manesh and   
             Baha-Eldin Khaledi   On the likelihood ratio order for
                                  convolutions of independent generalized
                                  Rayleigh random variables  . . . . . . . 3139--3144
                    Zudi Lu and   
       Dag Tjòstheim and   
                      Qiwei Yao   Spatial smoothing, Nugget effect and
                                  infill asymptotics . . . . . . . . . . . 3145--3151
              Mehmet Yilmaz and   
             Birol Topçu   Stochastic inequalities for weighted sum
                                  of two random variables independently
                                  and identically distributed as
                                  exponential  . . . . . . . . . . . . . . 3152--3158
           M. Revan Özkale   A jackknifed ridge estimator in the
                                  linear regression model with
                                  heteroscedastic or correlated errors . . 3159--3169
     Khurelbaatar Gonchigdanzan   An almost sure limit theorem for the
                                  product of partial sums with stable
                                  distribution . . . . . . . . . . . . . . 3170--3175
          Victor de la Pena and   
                Henryk Gzyl and   
               Patrick McDonald   Inverse problems for random walks on
                                  trees: Network tomography  . . . . . . . 3176--3183
               Nicola Loperfido   A note on skew-elliptical distributions
                                  and linear functions of order statistics 3184--3186
                   Shuhe Hu and   
               Guijing Chen and   
                    Xuejun Wang   On extending the Brunk--Prokhorov strong
                                  law of large numbers for martingale
                                  differences  . . . . . . . . . . . . . . 3187--3194
       Michael A. Kouritzin and   
                   Hongwei Long   On extending classical filtering
                                  equations  . . . . . . . . . . . . . . . 3195--3202
                        Biao Wu   On the weak convergence of subordinated
                                  systems  . . . . . . . . . . . . . . . . 3203--3211
                 M. Subbiah and   
               M. R. Srinivasan   Classification of $ 2 \times 2 $ sparse
                                  data sets with zero cells  . . . . . . . 3212--3215
            Nadjia Azzedine and   
                Ali Laksaci and   
             Elias Ould-Sa\"\id   On robust nonparametric regression
                                  estimation for a functional regressor    3216--3221
                Xinmei Shen and   
                   Zhengyan Lin   Precise large deviations for randomly
                                  weighted sums of negatively dependent
                                  random variables with consistently
                                  varying tails  . . . . . . . . . . . . . 3222--3229
                       Jia Chen   Asymptotics of kernel density estimators
                                  on weakly associated random fields . . . 3230--3237
               M. N. Kanaan and   
             Paul C. Taylor and   
              M. A. Mugglestone   Cross-spectral properties of a spatial
                                  point-lattice process  . . . . . . . . . 3238--3243
                 Tewfik Kernane   Conditions for stability and instability
                                  of retrial queueing systems with general
                                  retrial times  . . . . . . . . . . . . . 3244--3248
              Shifeng Xiong and   
                     Guoying Li   Some results on the convergence of
                                  conditional distributions  . . . . . . . 3249--3253
    Euloge F. Kouamé and   
                  Ouagnina Hili   Minimum distance estimation of
                                  $k$-factors GARMA processes  . . . . . . 3254--3261
        Abdelhakim Aknouche and   
               Mohamed Bentarzi   On the existence of higher-order moments
                                  of periodic GARCH models . . . . . . . . 3262--3268
Francisco José A. Cysneiros and   
          Luis Hernando Vanegas   Residuals and their statistical
                                  properties in symmetrical nonlinear
                                  models . . . . . . . . . . . . . . . . . 3269--3273
                 Mario Lefebvre   Generalized filtered Poisson processes
                                  and application in hydrology . . . . . . 3274--3276
               Arindam Sengupta   Markov processes, time-space harmonic
                                  functions and polynomials  . . . . . . . 3277--3280
                     Xuewu Wang   A class of strong deviation theorems for
                                  the sequence of nonnegative integer
                                  valued random variables  . . . . . . . . 3281--3287
                  Mathias Drton   Multiple solutions to the likelihood
                                  equations in the Behrens--Fisher problem 3288--3293
          Petroula M. Mavrikiou   A Kolmogorov inequality for weighted
                                  $U$-statistics . . . . . . . . . . . . . 3294--3297
               Tae-Sung Kim and   
                  Mi-Hwa Ko and   
                  Yong-Kab Choi   The invariance principle for linear
                                  multi-parameter stochastic processes
                                  generated by associated fields . . . . . 3298--3303
            Badi H. Baltagi and   
                       Long Liu   Testing for random effects and spatial
                                  lag dependence in panel data models  . . 3304--3306
              Eric Tchetgen and   
                Lingling Li and   
               James Robins and   
              Aad van der Vaart   Minimax estimation of the integral of a
                                  power of a density . . . . . . . . . . . 3307--3311
       N. Unnikrishnan Nair and   
                      M. Preeth   Multivariate equilibrium distributions
                                  of order $n$ . . . . . . . . . . . . . . 3312--3320
                 Alina Nicolaie   A generalization of a result concerning
                                  the asymptotic behavior of finite Markov
                                  chains . . . . . . . . . . . . . . . . . 3321--3329
                Xuejun Wang and   
                   Shuhe Hu and   
                   Yan Shen and   
                 Nengxiang Ling   Strong law of large numbers and growth
                                  rate for a class of random variable
                                  sequences  . . . . . . . . . . . . . . . 3330--3337
                  S. Mandal and   
                D. K. Ghosh and   
               R. K. Sharma and   
                    S. C. Bagui   A complete class of balanced incomplete
                                  block designs $ (7, 35, 15, 3, 5) $ with
                                  repeated blocks  . . . . . . . . . . . . 3338--3343
           Anwar H. Joarder and   
                     M. H. Omar   A mass function based on correlation
                                  coefficient and its application  . . . . 3344--3349
                T. G. Veena and   
               P. Yageen Thomas   Characterizations of bivariate
                                  distributions by properties of
                                  concomitants of order statistics . . . . 3350--3354
José E. Figueroa-López   Small-time moment asymptotics for Lévy
                                  processes  . . . . . . . . . . . . . . . 3355--3365
                   Marek Omelka   Comparison of two types of confidence
                                  intervals based on Wilcoxon-type
                                  $R$-estimators . . . . . . . . . . . . . 3366--3372
               Huiqing Wang and   
                   Chuancun Yin   Moments of the first passage time of
                                  one-dimensional diffusion with two-sided
                                  barriers . . . . . . . . . . . . . . . . 3373--3380
   Zoltán Sasvári   On generalized correlation functions of
                                  intrinsically stationary processes of
                                  order $k$  . . . . . . . . . . . . . . . 3381--3387
                  Xiaohu Li and   
                    Xiaoxiao Hu   Some new stochastic comparisons for
                                  redundancy allocations in series and
                                  parallel systems . . . . . . . . . . . . 3388--3394
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 79, Number 1, January 1, 2009

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
                      Aida Toma   Optimal robust $M$-estimators using
                                  divergences  . . . . . . . . . . . . . . 1--5
                   Jie Zhou and   
                     San Y. Liu   Inference for mean change-point in
                                  infinite variance $ {\rm AR}(p) $
                                  process  . . . . . . . . . . . . . . . . 6--15
                   Mikel Aickin   Effect of design-adaptive allocation on
                                  inference for a regression parameter:
                                  Two-group, single-covariate and
                                  double-covariate cases . . . . . . . . . 16--20
                    Hu Yang and   
               Zhimin Zhang and   
                    Chunmei Lan   Ruin problems in a discrete Markov risk
                                  model  . . . . . . . . . . . . . . . . . 21--28
                  J. Ahmadi and   
                M. Razmkhah and   
                N. Balakrishnan   Current $k$-records and their use in
                                  distribution-free confidence intervals   29--37
         Algirdas Laukaitis and   
           Olegas Vasilecas and   
             Ricardas Laukaitis   Estimation of the autoregressive
                                  operator by wavelet packets  . . . . . . 38--43
              Mohamed El Otmani   BSDEs driven by Lévy process with
                                  enlarged filtration and applications in
                                  finance  . . . . . . . . . . . . . . . . 44--49
      K. Triantafyllopoulos and   
                    G. P. Nason   A note on state space representations of
                                  locally stationary wavelet time series   50--54
              Mathieu Rosenbaum   First order $p$-variations and Besov
                                  spaces . . . . . . . . . . . . . . . . . 55--62
               Wenquan Yang and   
                       Yijun Hu   Upper bounds for ultimate ruin
                                  probabilities in the Sparre Andersen
                                  risk model with interest and a nonlinear
                                  dividend barrier . . . . . . . . . . . . 63--69
                    Hu Yang and   
                   Zhimin Zhang   The perturbed compound Poisson risk
                                  model with multi-layer dividend strategy 70--78
           Abdelouahab Bibi and   
                   Radia Lessak   On stationarity and $ \beta $-mixing of
                                  periodic bilinear processes  . . . . . . 79--87
                     Yimin Xiao   A packing dimension theorem for Gaussian
                                  random fields  . . . . . . . . . . . . . 88--97
                  Qizhai Li and   
              Junjian Zhang and   
                      Shuai Dai   On estimating the non-centrality
                                  parameter of a chi-squared distribution  98--104
               Pingyan Chen and   
              Tien-Chung Hu and   
                 Andrei Volodin   Limiting behaviour of moving average
                                  processes under $ \phi $-mixing
                                  assumption . . . . . . . . . . . . . . . 105--111
                      Heng Lian   Cross-validation for comparing multiple
                                  density estimation procedures  . . . . . 112--115
             Anna Kuczmaszewska   On complete convergence for arrays of
                                  rowwise negatively associated random
                                  variables  . . . . . . . . . . . . . . . 116--124
             Janusz Kawczak and   
              Reg Kulperger and   
                         Hao Yu   Equivalent processes of total time on
                                  test, Lorenz and inverse Lorenz
                                  processes  . . . . . . . . . . . . . . . 125--130
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 2, January 15, 2009

         Stergios B. Fotopoulos   The geometric convergence rate of the
                                  classical change-point estimate  . . . . 131--137
           K\kestutis Ducinskas   Approximation of the expected error rate
                                  in classification of the Gaussian random
                                  field observations . . . . . . . . . . . 138--144
                 S. Leorato and   
                   E. Orsingher   Branching on a Sierpinski graph  . . . . 145--154
                Miguel A. Sordo   On the relationship of
                                  location-independent riskier order to
                                  the usual stochastic order . . . . . . . 155--157
                     Yuqiang Li   Limit theorems for generalized Jirina
                                  processes  . . . . . . . . . . . . . . . 158--164
                  Zhuoxi Yu and   
                 Dehui Wang and   
                  Ningzhong Shi   Semiparametric estimation of regression
                                  functions in autoregressive models . . . 165--172
                 S. Minkevicius   Analysis of the virtual waiting time in
                                  multiphase queues  . . . . . . . . . . . 173--176
               Lidong Zhang and   
                  Chunmei Jiang   Stationary distribution of reflected
                                  O--U process with two-sided barriers . . 177--181
                         Hui He   Strong uniqueness for a class of
                                  singular SDEs for catalytic branching
                                  diffusions . . . . . . . . . . . . . . . 182--187
   Hél\`ene Boistard and   
            Eustasio del Barrio   Central Limit Theorem for multiple
                                  integrals with respect to the empirical
                                  process  . . . . . . . . . . . . . . . . 188--195
                     Long Jiang   A necessary and sufficient condition for
                                  probability measures dominated by
                                  $g$-expectation  . . . . . . . . . . . . 196--201
                 Gaorong Li and   
                Shuang Chen and   
                   Junhua Zhang   A class of random deviation theorems and
                                  the approach of Laplace transform  . . . 202--210
                Xianggui Qu and   
            Theophilus Ogunyemi   On the connectedness of saturated square
                                  designs  . . . . . . . . . . . . . . . . 211--214
              Guang-hui Cai and   
                 Jian-Feng Wang   Uniform bounds in normal approximation
                                  under negatively associated random
                                  fields . . . . . . . . . . . . . . . . . 215--222
              Pengfei Xiang and   
                John C. Wierman   A CLT for a one-dimensional class cover
                                  problem  . . . . . . . . . . . . . . . . 223--233
      José Luis Palacios   On hitting times of random walks on
                                  trees  . . . . . . . . . . . . . . . . . 234--236
                      M. Rekkas   Approximate inference for the
                                  multinomial logit model  . . . . . . . . 237--242
               V. Cammarota and   
                  A. Lachal and   
                   E. Orsingher   Some Darling--Siegert relationships
                                  connected with random flights  . . . . . 243--254
                  Claudio Macci   Convergence of large deviation rates
                                  based on a link between wave governed
                                  random motions and ruin processes  . . . 255--263
                Adrian Pizzinga   Further investigation into restricted
                                  Kalman filtering . . . . . . . . . . . . 264--269
                      Yaming Yu   Complete monotonicity of the entropy in
                                  the central limit theorem for gamma and
                                  inverse Gaussian distributions . . . . . 270--274
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 3, February 1, 2009

                M. Debruyne and   
                      M. Hubert   The influence function of the
                                  Stahel--Donoho covariance estimator of
                                  smallest outlyingness  . . . . . . . . . 275--282
              Bennett Eisenberg   The number of players tied for the
                                  record . . . . . . . . . . . . . . . . . 283--288
          Sabrina Antonelli and   
                Giuliana Regoli   Asymptotic distribution of density
                                  ratios . . . . . . . . . . . . . . . . . 289--294
            M. Ivette Gomes and   
              Dinis Pestana and   
               Frederico Caeiro   A note on the asymptotic variance at
                                  optimal levels of a bias-corrected Hill
                                  estimator  . . . . . . . . . . . . . . . 295--303
              Jens Svensson and   
               Boualem Djehiche   Large deviations for heavy-tailed factor
                                  models . . . . . . . . . . . . . . . . . 304--311
              Alexander Meister   On testing for local monotonicity in
                                  deconvolution problems . . . . . . . . . 312--319
                  George Stoica   Noncommutative Baum--Katz theorems . . . 320--323
                   Jiandong Ren   A connection between the discounted and
                                  non-discounted expected penalty
                                  functions in the Sparre Andersen risk
                                  model  . . . . . . . . . . . . . . . . . 324--330
Héctor W. Gómez and   
   Juan F. Olivares-Pacheco and   
               Heleno Bolfarine   An extension of the generalized
                                  Birnbaum--Saunders distribution  . . . . 331--338
          Gilberto A. Paula and   
            Marcio Medeiros and   
         Filidor E. Vilca-Labra   Influence diagnostics for linear models
                                  with first-order autoregressive
                                  elliptical errors  . . . . . . . . . . . 339--346
                  M. Rosenblatt   A comment on a conjecture of N. Wiener   347--348
     Sören Christensen and   
                  Albrecht Irle   A note on pasting conditions for the
                                  American perpetual optimal stopping
                                  problem  . . . . . . . . . . . . . . . . 349--353
                       Amit Sen   Unit root tests in the presence of an
                                  innovation variance break that has power
                                  against the mean break stationary
                                  alternative  . . . . . . . . . . . . . . 354--360
                    Daniel Grau   Moments of the unbalanced non-central
                                  chi-square distribution  . . . . . . . . 361--367
                Zhonghua Li and   
               Zhaojun Wang and   
                       Zhang Wu   Necessary and sufficient conditions for
                                  non-interaction of a pair of one-sided
                                  EWMA schemes with reflecting boundaries  368--374
                 Ionut Bebu and   
                  Thomas Mathew   Confidence intervals for limited moments
                                  and truncated moments in normal and
                                  lognormal models . . . . . . . . . . . . 375--380
                Zhaoyang Lu and   
                     Wei Xu and   
                  Yan Zhang and   
                   Yingling Sun   On the ruin probability for the Cox
                                  correlated risk model perturbed by
                                  diffusion  . . . . . . . . . . . . . . . 381--389
         Elisaveta Pancheva and   
              Ivan K. Mitov and   
                 Kosto V. Mitov   Limit theorems for extremal processes
                                  generated by a point process with
                                  correlated time and space components . . 390--395
               Huaihou Chen and   
                Hongmei Xie and   
                    Taizhong Hu   Log-concavity of generalized order
                                  statistics . . . . . . . . . . . . . . . 396--399
                 G. M. Leonenko   A new formula for the transient solution
                                  of the Erlang queueing model . . . . . . 400--406
        Abdelhakim Aknouche and   
              Hafida Guerbyenne   On some probabilistic properties of
                                  double periodic AR models  . . . . . . . 407--413
                      Qiqing Yu   Erratum to: ``A note on the proportional
                                  hazards model with discontinuous data''
                                  [Statist. Probab. Lett. \bf 77 (2007)
                                  735--739]  . . . . . . . . . . . . . . . 414
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 4, February 15, 2009

               Kamil Kosi\'nski   Asymptotics for sums of a function of
                                  normalized independent sums  . . . . . . 415--419
                   Huilin Huang   The degree sequences of an asymmetrical
                                  growing network  . . . . . . . . . . . . 420--425
                    Zhen Wu and   
                      Mingyu Xu   Comparison theorems for forward backward
                                  SDEs . . . . . . . . . . . . . . . . . . 426--435
                   Guangyan Jia   Some uniqueness results for
                                  one-dimensional BSDEs with uniformly
                                  continuous coefficients  . . . . . . . . 436--441
             Marco Ferrante and   
                    Nadia Frigo   Particle filtering approximations for a
                                  Gaussian-generalized inverse Gaussian
                                  model  . . . . . . . . . . . . . . . . . 442--449
                   Jae Keun Yoo   Partial moment-based sufficient
                                  dimension reduction  . . . . . . . . . . 450--456
                 Pao-sheng Shen   Hazards regression for length-biased and
                                  right-censored data  . . . . . . . . . . 457--465
                  Toshiro Tango   Sample size formula for randomized
                                  controlled trials with counts of
                                  recurrent events . . . . . . . . . . . . 466--472
                H. Y. Zhang and   
                  L. H. Bai and   
                     A. M. Zhou   Insurance control for classical risk
                                  model with fractional Brownian motion
                                  perturbation . . . . . . . . . . . . . . 473--480
              Alexander Nazarov   Log-level comparison principle for small
                                  ball probabilities . . . . . . . . . . . 481--486
             Esther Frostig and   
                  Michel Denuit   Dependence in failure times due to
                                  environmental factors  . . . . . . . . . 487--495
                     Na Zou and   
                   Ping Ren and   
                       Hong Qin   A note on Lee discrepancy  . . . . . . . 496--500
    Kenneth C. Lichtendahl, Jr.   Random quantiles of the Dirichlet
                                  process  . . . . . . . . . . . . . . . . 501--507
                     Kun He and   
               Mingshang Hu and   
                  Zengjing Chen   The relationship between risk measures
                                  and Choquet expectations in the
                                  framework of $g$-expectations  . . . . . 508--512
         Aboobacker Jahufer and   
                   Chen Jianbao   Assessing global influential
                                  observations in modified ridge
                                  regression . . . . . . . . . . . . . . . 513--518
           Stefanie Donauer and   
            Piet Groeneboom and   
                Geurt Jongbloed   Global rate results for the MLE in a
                                  class of deconvolution models  . . . . . 519--524
            Natalia Lysenko and   
              Parthanil Roy and   
                    Rolf Waeber   Multivariate extremes of generalized
                                  skew-normal distributions  . . . . . . . 525--533
                  Vilmos Prokaj   Unfolding the Skorohod reflection of a
                                  semimartingale . . . . . . . . . . . . . 534--536
            Babette A. Brumback   A note on using the estimated versus the
                                  known propensity score to estimate the
                                  average treatment effect . . . . . . . . 537--542
         Leszek Slomi\'nski and   
            Bartosz Ziemkiewicz   On weak approximations of integrals with
                                  respect to fractional Brownian motion    543--552
                    Ke Wang and   
                 H. N. Nagaraja   Concomitants of order statistics for
                                  dependent samples  . . . . . . . . . . . 553--558
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 5, March 1, 2009

                Tsung-Lin Cheng   An efficient algorithm for estimating a
                                  change-point . . . . . . . . . . . . . . 559--565
                  Peng Zhao and   
                N. Balakrishnan   Stochastic comparison and monotonicity
                                  of inactive record values  . . . . . . . 566--572
              Gabriela Ciuperca   The $M$-estimation in a multi-phase
                                  random nonlinear model . . . . . . . . . 573--580
                   Faming Liang   On the use of stochastic approximation
                                  Monte Carlo for Monte Carlo integration  581--587
                 Qingwu Gao and   
                    Yuebao Wang   Ruin probability and local ruin
                                  probability in the random multi-delayed
                                  renewal risk model . . . . . . . . . . . 588--596
               Oleksiy Ignatyev   Partial asymptotic stability in
                                  probability of stochastic differential
                                  equations  . . . . . . . . . . . . . . . 597--601
 Esmeralda Gonçalves and   
                Joana Leite and   
     Nazaré Mendes-Lopes   A mathematical approach to detect the
                                  Taylor property in TARCH processes . . . 602--610
                De Mei Yuan and   
                     Jun An and   
                        Bao Tao   Laws of large numbers for residual
                                  Ces\`aro alpha-integrable sequences
                                  under dependence assumptions . . . . . . 611--618
                  Pedro Lei and   
                  David Nualart   A decomposition of the bifractional
                                  Brownian motion and some applications    619--624
               Jiming Jiang and   
               Thuan Nguyen and   
                   J. Sunil Rao   A simplified adaptive fence procedure    625--629
                   Jun Peng and   
                    Zaiming Liu   On a class of mathematical ecosystems
                                  with random jumps  . . . . . . . . . . . 630--636
               Brendan K. Beare   A generalization of Hoeffding's lemma,
                                  and a new class of covariance
                                  inequalities . . . . . . . . . . . . . . 637--642
                    Deli Li and   
               Yongcheng Qi and   
                Andrew Rosalsky   Iterated logarithm type behavior for
                                  weighted sums of i.i.d. random variables 643--651
               Paul Kabaila and   
                 Khageswor Giri   Large-sample confidence intervals for
                                  the treatment difference in a two-period
                                  crossover trial, utilizing prior
                                  information  . . . . . . . . . . . . . . 652--658
                Dale Umbach and   
           S. Rao Jammalamadaka   Building asymmetry into circular
                                  distributions  . . . . . . . . . . . . . 659--663
                    Hua Jin and   
                        Ying Lu   Permutation test for non-inferiority of
                                  the linear to the optimal combination of
                                  multiple tests . . . . . . . . . . . . . 664--669
          Alexandra Babenko and   
                Eduard Belitser   On the posterior pointwise convergence
                                  rate of a Gaussian signal under a
                                  conjugate prior  . . . . . . . . . . . . 670--675
           Ismihan Bairamov and   
                Serkan Eryilmaz   Waiting times of exceedances in random
                                  threshold models . . . . . . . . . . . . 676--683
          Joan del Castillo and   
                  Jalila Daoudi   Estimation of the generalized Pareto
                                  distribution . . . . . . . . . . . . . . 684--688
     Christopher S. Withers and   
             Saralees Nadarajah   Accurate tests and intervals based on
                                  linear cusum statistics  . . . . . . . . 689--697
                     Li Wan and   
                   Qinghua Zhou   Stochastic Lotka--Volterra model with
                                  infinite delay . . . . . . . . . . . . . 698--706
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 6, March 15, 2009

                  Juli Atherton   A new simple interpretation of an
                                  optimal design criterion . . . . . . . . 707--710
                Jose L. Gallego   The exact likelihood function of a
                                  vector autoregressive moving average
                                  process  . . . . . . . . . . . . . . . . 711--714
                 Ren-Dao Ye and   
                  Song-Gui Wang   Improved estimation of the covariance
                                  matrix under Stein's loss  . . . . . . . 715--721
        Abdelnasser Dahmani and   
            Ahmed Ait Saidi and   
             Fatah Bouhmila and   
                Mouloud Aissani   Consistency of the Tikhonov's
                                  regularization in an ill-posed problem
                                  with random data . . . . . . . . . . . . 722--727
                     Yubin Tian   Consistency of the maximum likelihood
                                  estimator and Bayesian estimator based
                                  on sequential sensitivity experiments    728--732
         Anestis Antoniadis and   
     Efstathios Paparoditis and   
            Theofanis Sapatinas   Bandwidth selection for functional time
                                  series prediction  . . . . . . . . . . . 733--740
              Mehrdad Niaparast   On optimal design for a Poisson
                                  regression model with random intercept   741--747
                   Jerzy Szulga   On selfdecomposable Stieltjes transforms 748--752
          Josemar Rodrigues and   
          Vicente G. Cancho and   
     Mário de Castro and   
         Francisco Louzada-Neto   On the unification of long-term survival
                                  models . . . . . . . . . . . . . . . . . 753--759
           Anton Grafström   Repeated Poisson sampling  . . . . . . . 760--764
                   Weixing Song   Lack-of-fit testing in
                                  errors-in-variables regression model
                                  with validation data . . . . . . . . . . 765--773
             Georgios Psarrakos   Asymptotic results for heavy-tailed
                                  distributions using defective renewal
                                  equations  . . . . . . . . . . . . . . . 774--779
               F. Carbonell and   
              K. J. Worsley and   
         N. J. Trujillo-Barreto   On the Fisher's $Z$ transformation of
                                  correlation random fields  . . . . . . . 780--788
               Zhihong Xiao and   
                      Luqin Liu   Laws of iterated logarithm for MLE of
                                  generalized linear model randomly
                                  censored with incomplete information . . 789--796
                M. N. Pascu and   
                    A. Nicolaie   On a discrete version of the
                                  Laugesen--Morpurgo conjecture  . . . . . 797--806
               Li-Xin Zhang and   
               Wai-Sum Chan and   
            Siu-Hung Cheung and   
                  King-Chi Hung   A note on the consistency of a robust
                                  estimator for threshold autoregressive
                                  processes  . . . . . . . . . . . . . . . 807--813
   E. Strzalkowska-Kominiak and   
                       W. Stute   Martingale representations of the
                                  Lynden--Bell estimator with applications 814--820
             Feng-Chang Xie and   
               Bo-Cheng Wei and   
                   Jin-Guan Lin   Homogeneity diagnostics for skew-normal
                                  nonlinear regression models  . . . . . . 821--827
                   Wei Ning and   
               Sanguo Zhang and   
                       Chang Yu   A moment-based test for the homogeneity
                                  in mixture natural exponential family
                                  with quadratic variance functions  . . . 828--834
                   A. N. Downes   Bounds for the transition density of
                                  time-homogeneous diffusion processes . . 835--841
Manuel Ordóñez Cabrera and   
                 Andrei Volodin   On Cantrell--Rosalsky's Strong Laws of
                                  Large Numbers  . . . . . . . . . . . . . 842--847
                Harry Haupt and   
               Walter Oberhofer   On asymptotic normality in nonlinear
                                  regression . . . . . . . . . . . . . . . 848--849
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 7, April 1, 2009

             N. Balakrishna and   
                     G. Hareesh   Statistical signal extraction using
                                  stable processes . . . . . . . . . . . . 851--856
              Zhongquan Tan and   
                  Zuoxiang Peng   Almost sure convergence for
                                  non-stationary random sequences  . . . . 857--863
         Margaret Archibald and   
             Arnold Knopfmacher   The average position of the $d$ th
                                  maximum in a sample of geometric random
                                  variables  . . . . . . . . . . . . . . . 864--872
              Zhengyuan Wei and   
                 Xinsheng Zhang   Covariance matrix inequalities for
                                  functions of Beta random variables . . . 873--879
                   Bernard Wong   Explicit construction of stochastic
                                  exponentials with arbitrary expectation
                                  $ k \in (0, 1) $ . . . . . . . . . . . . 880--883
                   Shuhe Hu and   
                Xuejun Wang and   
                Wenzhi Yang and   
                      Ting Zhao   The Hájek--Rényi-type inequality for
                                  associated random variables  . . . . . . 884--888
                   Shuhe Hu and   
                Xuejun Wang and   
                 Xiaoqin Li and   
                 Yuanyuan Zhang   Comments on the paper: A bilateral
                                  inequality on the Borel--Cantelli Lemma  889--893
                Gunnar Hellmund   Completely random signed measures  . . . 894--898
     Samindra Nath Sengupta and   
             Bikas K. Sinha and   
               Srijib B. Bagchi   Estimation of mean life and reliability
                                  for exponential life distribution using
                                  time censored sample data  . . . . . . . 899--906
                 J. A. Park and   
                 J. S. Baek and   
                    S. Y. Hwang   Persistent-threshold-GARCH processes:
                                  Model and application  . . . . . . . . . 907--914
                 Jianwei Hu and   
                   Runchu Zhang   Maximal rank minimum aberration and
                                  doubling . . . . . . . . . . . . . . . . 915--919
               Modeste N'zi and   
                  Jean-Marc Owo   Backward doubly stochastic differential
                                  equations with discontinuous
                                  coefficients . . . . . . . . . . . . . . 920--926
              Enkelejd Hashorva   Asymptotics for Kotz Type III elliptical
                                  distributions  . . . . . . . . . . . . . 927--935
                    Hua Jin and   
                        Ying Lu   The ROC region of a regression tree  . . 936--942
            Zhensheng Huang and   
                   Riquan Zhang   Efficient estimation of adaptive
                                  varying-coefficient partially linear
                                  regression model . . . . . . . . . . . . 943--952
               Zakhar Kabluchko   Limiting distribution of the continuity
                                  modulus for Gaussian processes with
                                  stationary increments  . . . . . . . . . 953--956
      Ursula U. Müller and   
               Anton Schick and   
            Wolfgang Wefelmeyer   Estimating the error distribution
                                  function in nonparametric regression
                                  with multivariate covariates . . . . . . 957--964
               V. Mandrekar and   
           U. V. Naik-Nimbalkar   Identification of a Markovian system
                                  with observations corrupted by a
                                  fractional Brownian motion . . . . . . . 965--968
           Pasquale Cirillo and   
          Jürg Hüsler   An urn approach to generalized extreme
                                  shock models . . . . . . . . . . . . . . 969--976
                  J. Ahmadi and   
       S. M. T. K. MirMostafaee   Prediction intervals for future records
                                  and order statistics coming from two
                                  parameter exponential distribution . . . 977--983
               Moti L. Tiku and   
    Baris Sürücü   MMLEs are as good as $M$-estimators or
                                  better . . . . . . . . . . . . . . . . . 984--989
        Abdelhakim Aknouche and   
              Hafida Guerbyenne   Periodic stationarity of random
                                  coefficient periodic autoregressions . . 990--996
                 Riccardo Gatto   Erratum to: ``A saddlepoint
                                  approximation to the probability of ruin
                                  in the compound Poisson process with
                                  diffusion'' [Statistics & Probability
                                  Letters \bf 78 (2008) 1948--1954]  . . . 997--998
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 8, April 15, 2009

         Martin L. Hazelton and   
           Jonathan C. Marshall   Linear boundary kernels for bivariate
                                  density estimation . . . . . . . . . . . 999--1003
               Andrew L. Rukhin   Identities for negative moments of
                                  quadratic forms in normal variables  . . 1004--1007
              G. Iliopoulos and   
                N. Balakrishnan   Conditional independence of blocked
                                  ordered data . . . . . . . . . . . . . . 1008--1015
                  Allan Gut and   
        Ulrich Stadtmüller   An asymmetric Marcinkiewicz--Zygmund LLN
                                  for random fields  . . . . . . . . . . . 1016--1020
            Krzysztof Zajkowski   Covariance matrices of self-affine
                                  measures . . . . . . . . . . . . . . . . 1021--1024
               Brice Franke and   
                Tatsuhiko Saigo   The extremes of a random scenery as seen
                                  by a random walk in a random environment 1025--1030
              M. GH. Akbari and   
                   A. H. Rezaei   Order statistics using fuzzy random
                                  variables  . . . . . . . . . . . . . . . 1031--1037
                     Yun-Xia Li   Convergence rates in the law of the
                                  iterated logarithm for negatively
                                  associated random variables with
                                  multidimensional indices . . . . . . . . 1038--1043
                  Xuemei Hu and   
              Zhizhong Wang and   
                    Zhiwei Zhao   Empirical likelihood for semiparametric
                                  varying-coefficient partially linear
                                  errors-in-variables models . . . . . . . 1044--1052
                      Gang Shen   Asymptotics of a Theil-type estimate in
                                  multiple linear regression . . . . . . . 1053--1064
                Ali Laksaci and   
            Mohamed Lemdani and   
             Elias Ould-Sa\"\id   A generalized $ L^1 $-approach for a
                                  kernel estimator of conditional quantile
                                  with functional regressors: Consistency
                                  and asymptotic normality . . . . . . . . 1065--1073
        Ali Reza Taheriyoun and   
              Khalil Shafie and   
         Mohammad Jafari Jozani   A note on the higher moments of the
                                  Euler characteristic of the excursion
                                  sets of random fields  . . . . . . . . . 1074--1082
                   Arthur Yosef   Set indexed strong martingales and path
                                  independent variation  . . . . . . . . . 1083--1088
    Tamás F. Móri   Deviation of discrete
                                  distributions-positive and negative
                                  results  . . . . . . . . . . . . . . . . 1089--1096
                  Deyuan Li and   
                     Liang Peng   Goodness-of-fit test for tail copulas
                                  modeled by elliptical copulas  . . . . . 1097--1104
              Thomas R. Boucher   A Hoeffding inequality for Markov chains
                                  using a generalized inverse  . . . . . . 1105--1107
                     Jaap Geluk   Some closure properties for
                                  subexponential distributions . . . . . . 1108--1111
 Ruth Fuentes-García and   
      Ramsés H. Mena and   
              Stephen G. Walker   A nonparametric dependent process for
                                  Bayesian regression  . . . . . . . . . . 1112--1119
               Per-Erik Hagmark   A new concept for count distributions    1120--1124
                       P. Patie   A few remarks on the supremum of stable
                                  processes  . . . . . . . . . . . . . . . 1125--1128
               S. C. Harris and   
                  M. I. Roberts   Measure changes with extinction  . . . . 1129--1133
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 9, May 1, 2009

                 Tiefeng Ma and   
                   Songgui Wang   Estimation of the parameters in a two
                                  linear regression equations system with
                                  identical parameter vectors  . . . . . . 1135--1140
                      F. C. Shu   A law of large numbers and central limit
                                  theorem for the logarithm of an
                                  autoregressive process with a stationary
                                  driving sequence . . . . . . . . . . . . 1141--1145
             Ariadni Papana and   
                Hemant Ishwaran   Gene hunting with forests for multigroup
                                  time course data . . . . . . . . . . . . 1146--1154
               Enes Makalic and   
              Daniel F. Schmidt   Minimum Message Length shrinkage
                                  estimation . . . . . . . . . . . . . . . 1155--1161
                Liuquan Sun and   
                   Xingwei Tong   Analyzing longitudinal data with
                                  informative observation times under
                                  biased sampling  . . . . . . . . . . . . 1162--1168
                       Wei Wang   Maximal inequalities for $g$-martingales 1169--1174
         Damla Sentürk and   
                 Danh V. Nguyen   Asymptotic properties of
                                  covariate-adjusted regression with
                                  correlated errors  . . . . . . . . . . . 1175--1180
         Jeffrey G. Shaffer and   
            Sudesh K. Srivastav   A simple technique for constructing
                                  optimal complete diallel cross designs   1181--1185
          Carenne Ludeña   Confidence intervals for the scaling
                                  function of multifractal random walks    1186--1193
        Mark M. Meerschaert and   
                 Erkan Nane and   
                     Yimin Xiao   Correlated continuous time random walks  1194--1202
                 Dietmar Ferger   Argmax-stable marked empirical processes 1203--1206
              Xiaobing Zhao and   
                      Xian Zhou   Semiparametric modeling of medical cost
                                  data containing zeros  . . . . . . . . . 1207--1214
              A. R. Soltani and   
                       H. Homei   Weighted averages with random
                                  proportions that are jointly uniformly
                                  distributed over the unit simplex  . . . 1215--1218
               R. Sakthivel and   
                         J. Luo   Asymptotic stability of nonlinear
                                  impulsive stochastic differential
                                  equations  . . . . . . . . . . . . . . . 1219--1223
           Angshuman Sarkar and   
           Dennis K. J. Lin and   
           Kashinath Chatterjee   Probability of correct model
                                  identification in supersaturated design  1224--1230
             Georgios Psarrakos   A note on convolutions of compound
                                  geometric distributions  . . . . . . . . 1231--1237
                      Yanbo Ren   Some Orlicz-norm inequalities for
                                  martingales  . . . . . . . . . . . . . . 1238--1241
                  M. S. Sgibnev   On a renewal function when the second
                                  moment is infinite . . . . . . . . . . . 1242--1245
               Shuanming Li and   
                          Yi Lu   The distribution of total dividend
                                  payments in a Sparre Andersen model  . . 1246--1251
              H. M. Barakat and   
               Magdy E. El-Adll   Asymptotic theory of extreme dual
                                  generalized order statistics . . . . . . 1252--1259
                Lukasz Debowski   A general definition of conditional
                                  information and its application to
                                  ergodic decomposition  . . . . . . . . . 1260--1268
                 Pao-sheng Shen   An inverse-probability-weighted approach
                                  to the estimation of distribution
                                  function with doubly censored data . . . 1269--1276
           Hsiu-Khuern Tang and   
                 Chuen-Teck See   Variance inequalities using first
                                  derivatives  . . . . . . . . . . . . . . 1277--1281
                Jeffrey Pai and   
             Nalini Ravishanker   A multivariate preconditioned conjugate
                                  gradient approach for maximum likelihood
                                  estimation in vector long memory
                                  processes  . . . . . . . . . . . . . . . 1282--1289
                         Li Liu   Precise large deviations for dependent
                                  random variables with heavy tails  . . . 1290--1298
         Giovanni C. Porzio and   
             Giancarlo Ragozini   On the stochastic ordering of folded
                                  binomials  . . . . . . . . . . . . . . . 1299--1304
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 10, May 15, 2009

             Truc T. Nguyen and   
                   John T. Chen   A connection between the double gamma
                                  model and Laplace sample mean  . . . . . 1305--1310
                Sangun Park and   
                N. Balakrishnan   On simple calculation of the Fisher
                                  information in hybrid censoring schemes  1311--1319
                 Jingmin He and   
                    Rong Wu and   
                   Huayue Zhang   Total duration of negative surplus for
                                  the risk model with debit interest . . . 1320--1326
               Taras Bodnar and   
                 Arjun K. Gupta   An identity for multivariate
                                  elliptically contoured matrix
                                  distribution . . . . . . . . . . . . . . 1327--1330
                    X. Zhen and   
                   I. V. Basawa   Categorical time series models for
                                  contingency tables . . . . . . . . . . . 1331--1336
Marcos López-García   Characterization of solutions to the
                                  Stieltjes--Wigert moment problem . . . . 1337--1342
   Alassane Diédhiou and   
                      Papa Ngom   Cutoff time based on generalized
                                  divergence measure . . . . . . . . . . . 1343--1350
                   Soo Hak Sung   A law of the single logarithm for
                                  weighted sums of i.i.d. random elements  1351--1357
            Badi H. Baltagi and   
            Georges Bresson and   
                  Alain Pirotte   Testing the fixed effects restrictions?
                                  A Monte Carlo study of Chamberlain's
                                  Minimum Chi-Squared test . . . . . . . . 1358--1362
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 11, June 1, 2009

                   Cloud Makasu   Exit probability for an integrated
                                  geometric Brownian motion  . . . . . . . 1363--1365
               Tiee-Jian Wu and   
               Xiaoping Shi and   
                     Baiqi Miao   Asymptotic approximation of inverse
                                  moments of nonnegative random variables  1366--1371
               Somesh Kumar and   
      Ajaya Kumar Mahapatra and   
                  P. Vellaisamy   Reliability estimation of the selected
                                  exponential populations  . . . . . . . . 1372--1377
                 Fuqing Gao and   
                      Hui Jiang   Moderate deviations for squared radial
                                  Ornstein--Uhlenbeck process  . . . . . . 1378--1386
                   Soo Hak Sung   A note on the complete convergence of
                                  moving average processes . . . . . . . . 1387--1390
               Yongsong Qin and   
                    Ling Li and   
                    Qingzhu Lei   Empirical likelihood for linear
                                  regression models with missing responses 1391--1396
              David J. Nott and   
              Mark Fielding and   
                 Daniela Leonte   On a generalization of the Laplace
                                  approximation  . . . . . . . . . . . . . 1397--1403
                      Xinmin Li   A generalized $p$-value approach for
                                  comparing the means of several
                                  log-normal populations . . . . . . . . . 1404--1408
             Abram M. Kagan and   
                     Tinghui Yu   A geometric property of the sample mean
                                  and residuals  . . . . . . . . . . . . . 1409--1413
             Pavle Mladenovi\'c   Maximum of a partial sample in the
                                  uniform AR(1) processes  . . . . . . . . 1414--1420
                   Claudio Asci   Asymptotic behavior of an affine random
                                  recursion in $ Z^k_p $ defined by a
                                  matrix with an eigenvalue of size $1$    1421--1428
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 12, June 15, 2009

               Guodong Xing and   
              Shanchao Yang and   
                      Aiwu Chen   A maximal moment inequality for $ \alpha
                                  $-mixing sequences and its applications  1429--1437
                  Ying Wang and   
                     Zhen Huang   Backward stochastic differential
                                  equations with non-Lipschitz
                                  coefficients . . . . . . . . . . . . . . 1438--1443
     Sudheesh Kumar Kattumannil   On Stein's identity and its applications 1444--1449
                  Nancy Wozabal   Uniform limit theorems for functions of
                                  order statistics . . . . . . . . . . . . 1450--1455
                Patrick Chareka   The central limit theorem for capacities 1456--1462
               Yonghong Liu and   
                 Luoqing Li and   
                   Chenggao Wan   The rate of convergence for increments
                                  of a Brownian motion in Hölder norm . . . 1463--1472
                Mario Romanazzi   Data depth, random simplices and
                                  multivariate dispersion  . . . . . . . . 1473--1479
                    G. Asha and   
                C. John Rejeesh   Characterizations using the generalized
                                  reversed lack of memory property . . . . 1480--1487
                 Tomasz Rychlik   Tight evaluations for expectations of
                                  small order statistics from symmetric
                                  and symmetric unimodal populations . . . 1488--1493
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 13, July 1, 2009

                Leonid Rozovsky   Small deviations of series of weighted
                                  i.i.d. non-negative random variables
                                  with a positive mass at the origin . . . 1495--1500
                Leonid Rozovsky   Remarks on a link between the Laplace
                                  transform and distribution function of a
                                  nonnegative random variable  . . . . . . 1501--1508
               Michael J. Klass   A denormalized $U$-statistic which
                                  cannot be decoupled from some associated
                                  stopping times . . . . . . . . . . . . . 1509--1511
            Georgi K. Mitov and   
             Kosto V. Mitov and   
               Nikolay M. Yanev   Critical randomly indexed branching
                                  processes  . . . . . . . . . . . . . . . 1512--1521
            Kamil M. Kosi\'nski   On the functional limits for sums of a
                                  function of partial sums . . . . . . . . 1522--1527
               Masoud M. Nasari   On weak approximations of $U$-statistics 1528--1535
               Adam Os\kekowski   On the best constant in the weak type
                                  inequality for the square function of a
                                  conditionally symmetric martingale . . . 1536--1538
               Yanjiao Meng and   
                   Zhengyan Lin   Maximal inequalities and laws of large
                                  numbers for $ L_q $-mixingale arrays . . 1539--1547
            N. Balakrishnan and   
                   U. Kamps and   
                      M. Kateri   Minimal repair under a step-stress test  1548--1558
           Maria Teresa Giraudo   An approximate formula for the
                                  first-crossing-time density of a Wiener
                                  process perturbed by random jumps  . . . 1559--1567
            Athanasia Petsa and   
            Theofanis Sapatinas   Minimax convergence rates under the $
                                  L^p $-risk in the functional
                                  deconvolution model  . . . . . . . . . . 1568--1576
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 14, July 15, 2009

                     Yuquan Xie   A bilateral inequality on a nonnegative
                                  bounded random sequence  . . . . . . . . 1577--1580
                  Yong Jiao and   
                 Lihua Peng and   
                      Peide Liu   Weak type inequalities on Lorentz
                                  martingale spaces  . . . . . . . . . . . 1581--1584
             Nitis Mukhopadhyay   On $ p \times 1 $ dependent random
                                  variables having each $ (p - 1) \times 1
                                  $ sub-vector made up of IID observations
                                  with examples  . . . . . . . . . . . . . 1585--1589
              M. A. El-Shehawey   On the gambler's ruin problem for a
                                  finite Markov chain  . . . . . . . . . . 1590--1595
       Tomasz J. Kozubowski and   
            Mark M. Meerschaert   A bivariate infinitely divisible
                                  distribution with exponential and
                                  Mittag--Leffler marginals  . . . . . . . 1596--1601
                      Qing Zhou   Optimal investment for an insurer in the
                                  Lévy market: The martingale approach  . . 1602--1607
              A. R. Soltani and   
                A. Shirvani and   
                    F. Alqallaf   A class of discrete distributions
                                  induced by stable laws . . . . . . . . . 1608--1614
              Lishamol Tomy and   
                     K. K. Jose   Generalized normal-Laplace AR process    1615--1620
                        Guan Yu   Variance stabilizing transformations of
                                  Poisson, binomial and negative binomial
                                  distributions  . . . . . . . . . . . . . 1621--1629
                 Lorenz Goenner   On an inequality by Kulikova and
                                  Prokhorov  . . . . . . . . . . . . . . . 1630--1633
              George Stoica and   
                        Deli Li   Expected gains in the MacQueen--Heyde
                                  model  . . . . . . . . . . . . . . . . . 1634--1636
             Yukio Kasahara and   
          Mohsen Pourahmadi and   
                  Akihiko Inoue   Duals of random vectors and processes
                                  with applications to prediction problems
                                  with missing values  . . . . . . . . . . 1637--1646
          Khalifa Es-Sebaiy and   
               Idir Ouassou and   
                Youssef Ouknine   Estimation of the drift of fractional
                                  Brownian motion  . . . . . . . . . . . . 1647--1653
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 15, August 1, 2009

      Alexandre G. Patriota and   
               Artur J. Lemonte   Bias correction in a multivariate normal
                                  regression model with general
                                  parameterization . . . . . . . . . . . . 1655--1662
                Jianhai Bao and   
               Zhenting Hou and   
                  Chenggui Yuan   Stability in distribution of neutral
                                  stochastic differential delay equations
                                  with Markovian switching . . . . . . . . 1663--1673
                    Markus Haas   Persistence in volatility, conditional
                                  kurtosis, and the Taylor property in
                                  absolute value GARCH processes . . . . . 1674--1683
             Danh V. Nguyen and   
             Damla Sentürk   A consistent local linear estimator of
                                  the covariate adjusted correlation
                                  coefficient  . . . . . . . . . . . . . . 1684--1689
         Jaros\law Bartoszewicz   On a representation of weighted
                                  distributions  . . . . . . . . . . . . . 1690--1694
                   Rong Zhu and   
                      Harry Joe   Modelling heavy-tailed count data using
                                  a generalised Poisson-inverse Gaussian
                                  family . . . . . . . . . . . . . . . . . 1695--1703
            Georgi N. Boshnakov   Analytic expressions for predictive
                                  distributions in mixture autoregressive
                                  models . . . . . . . . . . . . . . . . . 1704--1709
                     Chunhua Ma   A limit theorem of two-type
                                  Galton--Watson branching processes with
                                  immigration  . . . . . . . . . . . . . . 1710--1716
                  Peng Zhao and   
                N. Balakrishnan   Likelihood ratio ordering of
                                  convolutions of heterogeneous
                                  exponential and geometric random
                                  variables  . . . . . . . . . . . . . . . 1717--1723
              Manuel Franco and   
        Juana-María Vivo   Constraints for generalized mixtures of
                                  Weibull distributions with a common
                                  shape parameter  . . . . . . . . . . . . 1724--1730
         Konrad Banachewicz and   
              Aad van der Vaart   Corrigendum to: ``Tail dependence of
                                  skewed grouped $t$-distributions''
                                  [Statist. Probab. Lett. 78 (2008)
                                  2388--2399]  . . . . . . . . . . . . . . 1731
                   Shuhe Hu and   
                Xuejun Wang and   
                Wenzhi Yang and   
                      Ting Zhao   Acknowledgement of priority concerning
                                  ``The Hájek--R\`enyi-type inequality for
                                  associated random variables'' [Statist.
                                  Probab. Lett. \bf 79 (2009) 884--888]    1732
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 16, August 15, 2009

           Arthur Chiragiev and   
               Zinoviy Landsman   Multivariate flexible Pareto model:
                                  Dependency structure, properties and
                                  characterizations  . . . . . . . . . . . 1733--1743
                     Erkan Nane   Laws of the iterated logarithm for a
                                  class of iterated processes  . . . . . . 1744--1751
         Zbigniew Palmowski and   
              Martijn Pistorius   Cramér asymptotics for finite time first
                                  passage probabilities of general Lévy
                                  processes  . . . . . . . . . . . . . . . 1752--1758
            N. Balakrishnan and   
              G. Iliopoulos and   
              J. P. Keating and   
                    R. L. Mason   Pitman closeness of sample median to
                                  population median  . . . . . . . . . . . 1759--1766
            Robert Serfling and   
               Satyaki Mazumder   Exponential probability inequality and
                                  convergence results for the median
                                  absolute deviation and its modifications 1767--1773
           Satyaki Mazumder and   
                Robert Serfling   Bahadur representations for the median
                                  absolute deviation and its modifications 1774--1783
               Adam Os\kekowski   Sharp norm comparison of the maxima of a
                                  sequence and its predictable projection  1784--1788
              Hongsheng Dai and   
                    Yanchun Bao   An inverse probability weighted
                                  estimator for the bivariate distribution
                                  function under right censoring . . . . . 1789--1797
            Zhensheng Huang and   
                   Riquan Zhang   Empirical likelihood for nonparametric
                                  parts in semiparametric
                                  varying-coefficient partially linear
                                  models . . . . . . . . . . . . . . . . . 1798--1808
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 17, September 1, 2009

               Vahid Fakoor and   
             Sarah Jomhoori and   
             Hasanali Azarnoosh   Asymptotic expansion for ISE of kernel
                                  density estimators under censored
                                  dependent model  . . . . . . . . . . . . 1809--1817
 Khurelbaatar Gonchigdanzan and   
            Kamil M. Kosi\'nski   On the functional limits for partial
                                  sums under stable law  . . . . . . . . . 1818--1822
              S. Ejaz Ahmed and   
          Andrei I. Volodin and   
                Igor N. Volodin   High order approximation for the
                                  coverage probability by a confident set
                                  centered at the positive-part
                                  James--Stein estimator . . . . . . . . . 1823--1828
              Saeed Golnabi and   
             Martin S. Levy and   
               James J. Cochran   Finitizing power series distributions    1829--1832
            Satoshi Hattori and   
                       Mai Kato   Approximate subject-deletion influence
                                  diagnostics for Inverse Probability of
                                  Censoring Weighted (IPCW) method . . . . 1833--1838
              Debasis Kundu and   
              Mohammad Z. Raqab   Estimation of $ R = P(Y < X) $ for
                                  three-parameter Weibull distribution . . 1839--1846
            N. Balakrishnan and   
                  E. Cramer and   
                      K. Davies   Some results on order statistics
                                  generated by two simulation methods  . . 1847--1857
            Juan Lucas Bali and   
                Graciela Boente   Principal points and elliptical
                                  distributions from the multivariate
                                  setting to the functional case . . . . . 1858--1865
               Xiaoping Shi and   
                  Yuehua Wu and   
                     Baiqi Miao   A note on the convergence rate of the
                                  kernel density estimator of the mode . . 1866--1871
                  Jinghu Yu and   
                      Jinli Pei   Extinction of branching processes in
                                  varying environments . . . . . . . . . . 1872--1877
            Morris L. Eaton and   
               Robb J. Muirhead   The ``North Pole Problem'' and random
                                  orthogonal matrices  . . . . . . . . . . 1878--1883
               Atanu Biswas and   
               Peter X.-K. Song   Discrete-valued ARMA processes . . . . . 1884--1889
            Athanasia Petsa and   
            Theofanis Sapatinas   Erratum to: ``Minimax convergence rates
                                  under the $ L^p$-risk in the functional
                                  deconvolution model'' [Statist. Probab.
                                  Lett. 79 (2009) 1568--1576]  . . . . . . 1890
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 18, September 15, 2009

           Nguyen Van Quang and   
                Nguyen Van Huan   On the strong law of large numbers and $
                                  L_p $-convergence for double arrays of
                                  random elements in $p$-uniformly smooth
                                  Banach spaces  . . . . . . . . . . . . . 1891--1899
             Derya Caliskan and   
           Christophe Croux and   
                   Sarah Gelper   Efficient and robust scale estimation
                                  for trended time series  . . . . . . . . 1900--1905
        Sundarraman Subramanian   The multiple imputations based
                                  Kaplan--Meier estimator  . . . . . . . . 1906--1914
                Kjell Konis and   
          Konstantinos Fokianos   Safe density ratio modeling  . . . . . . 1915--1920
       Yuan-chin Ivan Chang and   
                    Eunsik Park   Constructing the best linear combination
                                  of diagnostic markers via sequential
                                  sampling . . . . . . . . . . . . . . . . 1921--1927
            Vandna Jowaheer and   
            Brajendra Sutradhar   GMM versus GQL inferences for panel
                                  count data . . . . . . . . . . . . . . . 1928--1934
           Toshiya Iwashita and   
         Yoshihide Kakizawa and   
              Tatsuki Inoue and   
                    Takashi Seo   An asymptotic expansion of the
                                  distribution of Student's $t$ type
                                  statistic under spherical distributions  1935--1942
                S. Y. Hwang and   
                     M. S. Choi   Modeling and large sample estimation for
                                  multi-casting autoregression . . . . . . 1943--1950
                Guoqing Liu and   
                    Wenbo V. Li   Moment bounds for truncated random
                                  variables  . . . . . . . . . . . . . . . 1951--1956
            Masahisa Magome and   
                Tetsuo Nakagawa   The asymptotic relative generation
                                  distribution of the closest common
                                  ancestor of the multitype Galton--Watson
                                  tree conditioned on non-extinction . . . 1957--1962
        Govind S. Mudholkar and   
            Yogendra P. Chaubey   On defining $p$-values . . . . . . . . . 1963--1971
              Theodore Kypraios   A note on maximum likelihood estimation
                                  of the initial number of susceptibles in
                                  the general stochastic epidemic model    1972--1976
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 19, October 1, 2009

                 C. Flecher and   
                  P. Naveau and   
                      D. Allard   Estimating the closed skew-normal
                                  distribution parameters using weighted
                                  moments  . . . . . . . . . . . . . . . . 1977--1984
                    Hao Jin and   
                 Zheng Tian and   
                    Ruibing Qin   Bootstrap tests for structural change
                                  with infinite variance observations  . . 1985--1995
            Alexander Y. Gordon   Inequalities between generalized
                                  familywise error rates of a multiple
                                  testing procedure  . . . . . . . . . . . 1996--2004
                      Xiaomi Hu   $p$-Values of a test on homogeneous
                                  means in a multivariate isotonic
                                  regression . . . . . . . . . . . . . . . 2005--2011
        Christian H. Weiß   Jumps in binomial AR(1) processes  . . . 2012--2019
                Bhupendra Gupta   Vertex degree of random geometric graph
                                  on exponentially distributed points  . . 2020--2027
          Herold G. Dehling and   
           Olimjon Sh. Sharipov   Marcinkiewicz--Zygmund strong laws for
                                  $U$-statistics of weakly dependent
                                  observations . . . . . . . . . . . . . . 2028--2036
               Jafar Ahmadi and   
                N. Balakrishnan   Pitman closeness of record values to
                                  population quantiles . . . . . . . . . . 2037--2044
                 Eugen Ursu and   
                Pierre Duchesne   On multiplicative seasonal modelling for
                                  vector time series . . . . . . . . . . . 2045--2052
               Jafar Ahmadi and   
                    M. Fashandi   Some characterization and ordering
                                  results based on entropies of current
                                  records  . . . . . . . . . . . . . . . . 2053--2059
      Tasos C. Christofides and   
            Milto Hadjikyriakou   Exponential inequalities for
                                  $N$-demimartingales and negatively
                                  associated random variables  . . . . . . 2060--2065
            Marco Di Marzio and   
             Agnese Panzera and   
              Charles C. Taylor   Local polynomial regression for circular
                                  predictors . . . . . . . . . . . . . . . 2066--2075
                   Hongwei Long   Least squares estimator for discretely
                                  observed Ornstein--Uhlenbeck processes
                                  with small Lévy noises  . . . . . . . . . 2076--2085
          Yaakov Malinovsky and   
                   Yosef Rinott   On stochastic orders of absolute value
                                  of order statistics in symmetric
                                  distributions  . . . . . . . . . . . . . 2086--2091
          Aniello Buonocore and   
             Enrica Pirozzi and   
                  Luigia Caputo   A note on the sum of uniform random
                                  variables  . . . . . . . . . . . . . . . 2092--2097
            Hyoung-Moon Kim and   
                Bani K. Mallick   Corrigendum to: ``Moments of random
                                  vectors with skew $t$ distribution and
                                  their quadratic forms'' [Statist.
                                  Probab. Lett. 63 (2003) 417--423]  . . . 2098--2099
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 20, October 15, 2009

                 Guoyou Qin and   
                   Yang Bai and   
                    Zhongyi Zhu   Robust empirical likelihood inference
                                  for longitudinal data  . . . . . . . . . 2101--2108
               Jae Keun Yoo and   
         Becky S. Patterson and   
                  Susmita Datta   An OLS-based predictor test for a
                                  single-index model for predicting
                                  transcription rate from histone
                                  acetylation level  . . . . . . . . . . . 2109--2114
                 Lixin Song and   
                   Dawei Lu and   
                   Jinghai Feng   The first exit time for a Bessel process
                                  from the minimum and maximum random
                                  domains  . . . . . . . . . . . . . . . . 2115--2123
               Jiajia Zhang and   
                   Yingwei Peng   Crossing hazard functions in common
                                  survival models  . . . . . . . . . . . . 2124--2130
                     J. Preater   A species of voter model driven by
                                  immigration  . . . . . . . . . . . . . . 2131--2137
              Toshihiro Abe and   
              Arthur Pewsey and   
                  Kunio Shimizu   On Papakonstantinou's extension of the
                                  cardioid distribution  . . . . . . . . . 2138--2147
                Peixin Zhao and   
                     Liugen Xue   Variable selection for semiparametric
                                  varying coefficient partially linear
                                  models . . . . . . . . . . . . . . . . . 2148--2157
                   Olcay Arslan   Maximum likelihood parameter estimation
                                  for the multivariate skew-slash
                                  distribution . . . . . . . . . . . . . . 2158--2165
                     L. Pereira   The asymptotic location of the maximum
                                  of a stationary random field . . . . . . 2166--2169
         Biswabrata Pradhan and   
                   Anup Dewanji   On induced dependent censoring for
                                  quality adjusted lifetime (QAL) data in
                                  a simple illness-death model . . . . . . 2170--2176
Carlos G. Pacheco-González   Ergodicity of a bounded Markov chain
                                  with attractiveness towards the centre   2177--2181
                    B. M. Brown   The logit-stable distributions and
                                  latent utility scales in categorical
                                  data applications  . . . . . . . . . . . 2182--2188
            Badi H. Baltagi and   
                       Long Liu   A note on the application of EC2SLS and
                                  EC3SLS estimators in panel data models   2189--2192
         Alessandro De Gregorio   Parametric estimation for planar random
                                  flights  . . . . . . . . . . . . . . . . 2193--2199
               Yasutaka Shimizu   Notes on drift estimation for certain
                                  non-recurrent diffusion processes from
                                  sampled data . . . . . . . . . . . . . . 2200--2207
                   TaChen Liang   Comments on ``Estimating the parameter
                                  of the population selected from discrete
                                  exponential family'' . . . . . . . . . . 2208--2211
                   TaChen Liang   Empirical Bayes estimation for
                                  Borel--Tanner distributions  . . . . . . 2212--2219
              Nikolaos Halidias   Remarks and corrections on ``An
                                  existence theorem for stochastic
                                  functional differential equations with
                                  delays under weak assumptions'',
                                  Statistics & Probability Letters \bf 78,
                                  2008, by N. Halidias and Y. Ren  . . . . 2220--2222
                       Qian Lin   A class of backward doubly stochastic
                                  differential equations with
                                  non-Lipschitz coefficients . . . . . . . 2223--2229
             Mokhtar H. Konsowa   On the speed of random walks on random
                                  trees  . . . . . . . . . . . . . . . . . 2230--2236
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 21, November 1, 2009

               D. R. Jensen and   
                  D. E. Ramirez   Concentration reversals in ridge
                                  regression . . . . . . . . . . . . . . . 2237--2241
     Christopher S. Withers and   
             Saralees Nadarajah   Accurate tests and intervals based on
                                  nonlinear cusum statistics . . . . . . . 2242--2250
                    Luc Devroye   On exact simulation algorithms for some
                                  distributions related to Jacobi theta
                                  functions  . . . . . . . . . . . . . . . 2251--2259
                Jiaowan Luo and   
                     Guolie Lan   Stochastically bounded solutions and
                                  stationary solutions of stochastic
                                  differential equations in Hilbert spaces 2260--2265
         Mohammad Mohammadi and   
              Adel Mohammadpour   Best linear prediction for $ \alpha
                                  $-stable random processes  . . . . . . . 2266--2272
             Lorenzo Trippa and   
                 Pietro Muliere   Bayesian nonparametric binary regression
                                  via random tessellations . . . . . . . . 2273--2280
                Edward Omey and   
            Georgi K. Mitov and   
                 Kosto V. Mitov   On the number of renewals in random time 2281--2288
             A. Jamalizadeh and   
                N. Balakrishnan   Prediction in a trivariate normal
                                  distribution via a linear combination of
                                  order statistics . . . . . . . . . . . . 2289--2296
                    Lihong Wang   Memory parameter estimation for long
                                  range dependent random fields  . . . . . 2297--2306
                   Luc Pronzato   Asymptotic properties of nonlinear
                                  estimates in stochastic models with
                                  finite design space  . . . . . . . . . . 2307--2313
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 22, November 15, 2009

            Parminder Singh and   
             Amar Nath Gill and   
                 Narendra Kumar   A test of homogeneity of several
                                  variances against tree ordered
                                  alternative  . . . . . . . . . . . . . . 2315--2320
                    Hua Jin and   
                        Ying Lu   The optimal linear combination of
                                  multiple predictors under the
                                  generalized linear models  . . . . . . . 2321--2327
                Weiwei Meng and   
                         Lin Yu   Martingale transforms between $ Q_1 $
                                  and $ Q_\phi $ of martingale spaces  . . 2328--2333
                   Slavko Simic   On a moment inequality for laws on $ ( -
                                  \infty, + \infty) $  . . . . . . . . . . 2334--2337
                   Guoqing Zhao   Lenglart domination inequalities for
                                  $g$-expectations . . . . . . . . . . . . 2338--2342
              Minjung Kyung and   
                  Jeff Gill and   
                 George Casella   Characterizing the variance improvement
                                  in linear Dirichlet random effects
                                  models . . . . . . . . . . . . . . . . . 2343--2350
               Jeffrey S. Buzas   A note on corrected scores for logistic
                                  regression . . . . . . . . . . . . . . . 2351--2358
                V. K. Gupta and   
               Poonam Singh and   
               Basudev Kole and   
                Rajender Parsad   Construction of efficient unbalanced
                                  mixed-level supersaturated designs . . . 2359--2366
                    Huiyan Zhao   On existence and uniqueness of
                                  stochastic evolution equation with
                                  Poisson jumps  . . . . . . . . . . . . . 2367--2373
             Kyo-Shin Hwang and   
                 Tian-Xiao Pang   Asymptotic inference for nearly
                                  nonstationary AR(1) processes with
                                  possibly infinite variance . . . . . . . 2374--2379
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 23, December 1, 2009

          Daniel V. Tokarev and   
         Konstantin A. Borovkov   On the expectations of maxima of sets of
                                  independent random variables . . . . . . 2381--2388
           Takahide Ishioka and   
          Shunsuke Kawamura and   
             Tomoyuki Amano and   
             Masanobu Taniguchi   Spectral analysis for intrinsic time
                                  processes  . . . . . . . . . . . . . . . 2389--2396
                  K. Nidhin and   
                    C. Chandran   Limit theorems of general functions of
                                  independent and identically distributed
                                  random variables . . . . . . . . . . . . 2397--2404
               Yanjiao Meng and   
                   Zhengyan Lin   On the weak laws of large numbers for
                                  arrays of random variables . . . . . . . 2405--2414
Frédéric Lavancier and   
              Anne Philippe and   
              Donatas Surgailis   Covariance function of vector
                                  self-similar processes . . . . . . . . . 2415--2421
                Ken Jackson and   
          Alexander Kreinin and   
                    Wanhe Zhang   Randomization in the first hitting time
                                  problem  . . . . . . . . . . . . . . . . 2422--2428
             Anna Krasnosielska   A version of the Elfving problem with
                                  random starting time . . . . . . . . . . 2429--2436
              Hanxiang Peng and   
                   Anton Schick   Improving efficient marginal estimators
                                  in bivariate models with parametric
                                  marginals  . . . . . . . . . . . . . . . 2437--2442
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 79, Number 24, December 15, 2009

              Rituparna Sen and   
                  Fushing Hsieh   A note on testing regime switching
                                  assumption based on recurrence times . . 2443--2450
       Karl Michael Schmidt and   
            Anatoly Zhigljavsky   A characterization of the arcsine
                                  distribution . . . . . . . . . . . . . . 2451--2455
           Fernando Esponda and   
             Victor M. Guerrero   Surveys with negative questions for
                                  sensitive items  . . . . . . . . . . . . 2456--2461
                    X. Zhen and   
                   I. V. Basawa   Observation-driven generalized state
                                  space models for categorical time series 2462--2468
                   Teresa Rajba   Nested classes of
                                  $C$-semi-selfdecomposable distributions  2469--2475
               Daisuke Nagakura   Asymptotic theory for explosive random
                                  coefficient autoregressive models and
                                  inconsistency of a unit root test
                                  against a stochastic unit root process   2476--2483
                    Anis Gassem   On parameter estimation for switching
                                  diffusion process  . . . . . . . . . . . 2484--2492
       Wagner Barreto-Souza and   
         Francisco Cribari-Neto   A generalization of the
                                  exponential-Poisson distribution . . . . 2493--2500
           Carl P. Dettmann and   
               Orestis Georgiou   Product of $n$ independent uniform
                                  random variables . . . . . . . . . . . . 2501--2503
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 80, Number 9--10, May 1--15, 2010

                Pierre Duchesne   Corrigendum to: ``On matricial measures
                                  of dependence in vector ARCH models with
                                  applications to diagnostic checking''
                                  [Statist. Probab. Lett. \bf 68 (2004)
                                  149--160]  . . . . . . . . . . . . . . . 910--910


Statistics & Probability Letters
Volume 81, Number 8, August, 2011

           Tyrone E. Duncan and   
                    Holger Fink   Corrigendum to ``Prediction for some
                                  processes related to a fractional
                                  Brownian motion''  . . . . . . . . . . . 1336--1337

Statistics & Probability Letters
Volume 81, Number 12, December, 2011

                A. E. Brockwell   Acknowledgement of priority to:
                                  ``Universal residuals: a multivariate
                                  transformation. Statistics & Probability
                                  Letters \bf 27, 2007, 1473--1478'' . . . 1822--1822


Statistics & Probability Letters
Volume 82, Number 5, May, 2012

                  Jianxi Su and   
                  Edward Furman   Erratum to ``On a multivariate Gamma
                                  distribution'' by E. Furman [Statist.
                                  Probab. Lett. \bf 78 (2008) 2353--2360]  1040--1041


Statistics & Probability Letters
Volume 83, Number 8, August, 2013

                Hyoung-Moon Kim   Corrigendum to ``A note on scale
                                  mixtures of skew normal distribution''
                                  [Statist. Probab. Lett. \bf 78 (2008)
                                  1694--1701]  . . . . . . . . . . . . . . 1937--1937


Statistics & Probability Letters
Volume &, Number Letters, November 1--300, 2015

                 Isha Dewan and   
           B. L. S. Prakasa Rao   Corrigendum to ``Central limit theorem
                                  for $U$-statistics of associated random
                                  variables" [Statist. Probab. Lett.
                                  57 (1) (2002) 9--15] . . . . . . . . . . 147--148