Table of contents for issues of Statistics & Probability Letters

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Volume 57, Number 1, March 1, 2002
Volume 68, Number 2, June 15, 2004
Volume 76, Number 2, January 15, 2006
Volume 77, Number 14, August, 2007
Volume 78, Number 13, September 15, 2008
Volume 78, Number 15, October 15, 2008
Volume 80, Number 1, January, 2010
Volume 80, Number 2, January 15, 2010
Volume 80, Number 3--4, February 1--15, 2010
Volume 80, Number 5--6, March 1--15, 2010
Volume 80, Number 7--8, April 1--15, 2010
Volume 80, Number 9--10, May 1--15, 2010
Volume 80, Number 11--12, June 1--15, 2010
Volume 80, Number 13--14, July 1--15, 2010
Volume 80, Number 15--16, August 1--15, 2010
Volume 80, Number 17--18, September 1--15, 2010
Volume 80, Number 19--20, October 1--15, 2010
Volume 80, Number 21--22, November 1--15, 2010
Volume 80, Number 23--24, December 1--15, 2010
Volume 81, Number 1, January, 2011
Volume 81, Number 2, February, 2011
Volume 81, Number 3, March, 2011
Volume 81, Number 4, April, 2011
Volume 81, Number 5, May, 2011
Volume 81, Number 6, June, 2011
Volume 81, Number 7, July, 2011
Volume 81, Number 8, August, 2011
Volume 81, Number 9, September, 2011
Volume 81, Number 10, October, 2011
Volume 81, Number 11, November, 2011
Volume 81, Number 12, December, 2011
Volume 82, Number 1, January, 2012
Volume 82, Number 2, February, 2012
Volume 82, Number 3, March, 2012
Volume 82, Number 4, April, 2012
Volume 82, Number 5, May, 2012
Volume 82, Number 6, June, 2012
Volume 82, Number 7, July, 2012
Volume 82, Number 8, August, 2012
Volume 82, Number 9, September, 2012
Volume 82, Number 10, October, 2012
Volume 82, Number 11, November, 2012
Volume 82, Number 12, December, 2012
Volume 83, Number 1, January, 2013
Volume 83, Number 2, February, 2013
Volume 83, Number 3, March, 2013
Volume 83, Number 4, April, 2013
Volume 83, Number 5, May, 2013
Volume 83, Number 6, June, 2013
Volume 83, Number 7, July, 2013
Volume 83, Number 8, August, 2013
Volume 83, Number 9, September, 2013
Volume 83, Number 10, October, 2013
Volume 83, Number 11, November, 2013
Volume 83, Number 12, December, 2013
Volume 84, Number ??, January, 2014
Volume 85, Number ??, February, 2014
Volume 86, Number ??, March, 2014
Volume 87, Number ??, April, 2014
Volume 88, Number ??, May, 2014
Volume 89, Number ??, June, 2014
Volume 90, Number ??, July, 2014
Volume 91, Number ??, August, 2014
Volume 92, Number ??, September, 2014
Volume 93, Number ??, October 1--142, 2014
Volume 94, Number ??, November 1--272, 2014
Volume 95, Number ??, 2014
Volume 96, Number ??, January, 2015
Volume 97, Number ??, February, 2015
Volume 98, Number ??, March, 2015
Volume 99, Number ??, April, 2015
Volume 100, Number ??, May, 2015
Volume 101, Number ??, June, 2015
Volume 102, Number ??, July, 2015
Volume 103, Number ??, August, 2015
Volume 104, Number ??, September, 2015
Volume 105, Number ??, October, 2015
Volume 106, Number ??, November, 2015
Volume 107, December, 2015
Volume 109, December, 2015
Volume 108, January, 2016
Volume 109, January, 2016
Volume 110, Number ??, March, 2016
Volume 111, Number ??, April, 2016
Volume 112, Number ??, May, 2016
Volume 113, Number ??, June, 2016
Volume 114, Number ??, July, 2016
Volume 115, Number ??, August, 2016
Volume 116, Number ??, September, 2016
Volume 117, Number ??, October, 2016
Volume 118, Number ??, November, 2016
Volume 119, Number ??, December, 2016
Volume 120, Number ??, January, 2017
Volume 121, Number ??, February, 2017
Volume 122, Number ??, March, 2017
Volume 123, Number ??, April, 2017
Volume 124, Number ??, May, 2017
Volume 125, Number ??, June, 2017
Volume 126, Number ??, July, 2017
Volume 127, Number ??, August, 2017
Volume 128, Number ??, September, 2017
Volume 129, Number ??, October, 2017
Volume 130, Number ??, November, 2017
Volume 131, Number ??, December, 2017
Volume 132, Number ??, January, 2018
Volume 133, Number ??, February, 2018


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

                 Isha Dewan and   
           B. L. S. Prakasa Rao   Central limit theorem for $U$-statistics
                                  of associated random variables . . . . . 9--15


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

                Pierre Duchesne   On matricial measures of dependence in
                                  vector ARCH models with applications to
                                  diagnostic checking  . . . . . . . . . . 149--160


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

                   T. E. Duncan   Prediction for some processes related to
                                  a fractional Brownian motion . . . . . . 128--134


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

                A. E. Brockwell   Universal residuals: a multivariate
                                  transformation . . . . . . . . . . . . . 1473--1478


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

                Hyoung-Moon Kim   A note on scale mixtures of skew normal
                                  distribution . . . . . . . . . . . . . . 1694--1701

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

                  Edward Furman   On a multivariate gamma distribution . . 2353--2360


Statistics & Probability Letters
Volume 80, Number 1, January, 2010

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
                  Cinzia Carota   Tests for normality in classes of
                                  skew-$t$ alternatives  . . . . . . . . . 1--8
                  M. Hlynka and   
                P. H. Brill and   
                        W. Horn   A method for obtaining Laplace
                                  transforms of order statistics of Erlang
                                  random variables . . . . . . . . . . . . 9--18
                   Zujun Ou and   
                       Hong Qin   Some applications of indicator function
                                  in two-level factorial designs . . . . . 19--25
                S. Y. Hwang and   
                 J. S. Baek and   
                 J. A. Park and   
                     M. S. Choi   Explosive volatilities for
                                  threshold-GARCH processes generated by
                                  asymmetric innovations . . . . . . . . . 26--33
             Shoujiang Zhao and   
                     Fuqing Gao   Large deviations in testing Jacobi model 34--41
            Reiichiro Kawai and   
               Atsushi Takeuchi   Sensitivity analysis for averaged asset
                                  price dynamics with gamma processes  . . 42--49
                    Huabin Chen   Impulsive-integral inequality and
                                  exponential stability for stochastic
                                  partial differential equations with
                                  delays . . . . . . . . . . . . . . . . . 50--56
                Xiaoyan Lin and   
                    Dongchu Sun   A note on the existence of the
                                  posteriors for one-way random effect
                                  probit models  . . . . . . . . . . . . . 57--62
             W. T. J. White and   
                    M. D. Hendy   A fast and simple algorithm for finding
                                  the modes of a multinomial distribution  63--68
                 Cheng Chou and   
              Chia-Shang J. Chu   Testing independence of two
                                  autocorrelated binary time series  . . . 69--75
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 80, Number 2, January 15, 2010

                 Sam Efromovich   A sharp minimax lower bound for the
                                  nonparametric estimation of Sobolev
                                  densities of order $ 1 / 2 $ . . . . . . 77--81
                 Joanne Lee and   
           Wendy K. Tam Cho and   
                George G. Judge   Stigler's approach to recovering the
                                  distribution of first significant digits
                                  in natural data sets . . . . . . . . . . 82--88
               Maria Kateri and   
                   Alan Agresti   A generalized regression model for a
                                  binary response  . . . . . . . . . . . . 89--95
                  A. Boudou and   
               E. N. Cabral and   
                      Y. Romain   Centered and non-centered principal
                                  component analyses in the frequency
                                  domain . . . . . . . . . . . . . . . . . 96--103
         Yevgeniy Kovchegov and   
              Nick Meredith and   
                       Eyal Nir   Occupation times and Bessel densities    104--110
                    Hu Yang and   
                    Tingting Li   Empirical likelihood for semiparametric
                                  varying coefficient partially linear
                                  models with longitudinal data  . . . . . 111--121
                 Aliou Diop and   
             Armel Fabrice Yode   Minimum distance parameter estimation
                                  for Ornstein--Uhlenbeck processes driven
                                  by Lévy process . . . . . . . . . . . . . 122--127
             Kane Nashimoto and   
                   F. T. Wright   Marcus--Talpaz simultaneous lower
                                  confidence bounds for contrasts between
                                  treatment and control means  . . . . . . 128--133
                   C. Y. Robert   On asymptotic distribution of maxima of
                                  stationary sequences subject to random
                                  failure or censoring . . . . . . . . . . 134--142
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 80, Number 3--4, February 1--15, 2010

                  Yang Yang and   
                    Yuebao Wang   Asymptotics for ruin probability of some
                                  negatively dependent risk models with a
                                  constant interest rate and
                                  dominatedly-varying-tailed claims  . . . 143--154
          Sergei N. Antonov and   
              Victor M. Kruglov   Sharpened versions of a Kolmogorov's
                                  inequality . . . . . . . . . . . . . . . 155--160
                 Pao-sheng Shen   Semiparametric estimation of survival
                                  function when data are subject to
                                  dependent censoring and left truncation  161--168
                   Weixing Song   Moderate deviations for deconvolution
                                  kernel density estimators with ordinary
                                  smooth measurement errors  . . . . . . . 169--176
               Atanu Biswas and   
             Rahul Bhattacharya   An optimal response-adaptive design with
                                  dual constraints . . . . . . . . . . . . 177--185
             Yevgeniy Kovchegov   A note on adiabatic theorem for Markov
                                  chains . . . . . . . . . . . . . . . . . 186--190
                    Feng Hu and   
                  Zengjing Chen   Generalized Peng's $g$-expectations and
                                  related properties . . . . . . . . . . . 191--195
                I. Bairamov and   
                    A. Stepanov   Numbers of near-maxima for the bivariate
                                  case . . . . . . . . . . . . . . . . . . 196--205
                    A. Basu and   
                  A. Mandal and   
                       L. Pardo   Hypothesis testing for two discrete
                                  populations based on the Hellinger
                                  distance . . . . . . . . . . . . . . . . 206--214
               Hisayuki Tsukuma   Shrinkage minimax estimation and
                                  positive-part rule for a mean matrix in
                                  an elliptically contoured distribution   215--220
     Elzbieta Z. Ferenstein and   
             Anna Krasnosielska   No-information secretary problems with
                                  cardinal payoffs and Poisson arrivals    221--227
            Graciela Boente and   
             Julieta Molina and   
                   Mariela Sued   On the asymptotic behavior of general
                                  projection-pursuit estimators under the
                                  common principal components model  . . . 228--235
               Maik Schwarz and   
  Sébastien Van Bellegem   Consistent density deconvolution under
                                  partially known error distribution . . . 236--241
                Luc Devroye and   
                     Omar Fawzi   Simulating the Dickman distribution  . . 242--247
            Piet Groeneboom and   
                Geurt Jongbloed   Generalized continuous isotonic
                                  regression . . . . . . . . . . . . . . . 248--253
               Chenlei Leng and   
                          Bo Li   Least squares approximation with a
                                  diverging number of parameters . . . . . 254--261
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 80, Number 5--6, March 1--15, 2010

                 Xiaowei Wu and   
                   Marek Kimmel   A note on the path to extinction of
                                  critical Markov branching processes  . . 263--269
            Karol Binkowski and   
                  Andrzej Kozek   Uniform convergence of empirical
                                  characteristic functions in a complex
                                  domain with applications to option
                                  pricing  . . . . . . . . . . . . . . . . 270--276
                   Adam Metzler   On the first passage problem for
                                  correlated Brownian motion . . . . . . . 277--284
                   Xingcai Zhou   Complete moment convergence of moving
                                  average processes under $ \phi $-mixing
                                  assumptions  . . . . . . . . . . . . . . 285--292
                I. Akhundov and   
                 V. B. Nevzorov   A simple characterization of Student's $
                                  t_3 $ distribution . . . . . . . . . . . 293--295
                  Litan Yan and   
                  Guangjun Shen   On the collision local time of
                                  sub-fractional Brownian motions  . . . . 296--308
               Anna Dembi\'nska   On numbers of observations near randomly
                                  indexed order statistics . . . . . . . . 309--317
                      V. Fakoor   Strong uniform consistency of kernel
                                  density estimators under a censored
                                  dependent model  . . . . . . . . . . . . 318--323
           Brahim Boufoussi and   
                    Salah Hajji   Successive approximation of neutral
                                  functional stochastic differential
                                  equations with jumps . . . . . . . . . . 324--332
              Mohammad Z. Raqab   Evaluations of the mean residual
                                  lifetime of an $m$-out-of-$n$ system . . 333--342
                       June Luo   The discovery of mean square error
                                  consistency of a ridge estimator . . . . 343--347
              Hongshuai Dai and   
                     Yuqiang Li   A weak limit theorem for generalized
                                  multifractional Brownian motion  . . . . 348--356
           Jan-Frederik Mai and   
               Matthias Scherer   The Pickands representation of survival
                                  Marshall--Olkin copulas  . . . . . . . . 357--360
                     David King   A note on the cross-covariance operator
                                  and on congruence relations for Hilbert
                                  space valued stochastic processes  . . . 361--365
           Ilie-Radu Mitric and   
        Kristina P. Sendova and   
            Cary Chi-Liang Tsai   On a multi-threshold compound Poisson
                                  process perturbed by diffusion . . . . . 366--375
        Dominic Schuhmacher and   
              Lutz Dümbgen   Consistency of multivariate log-concave
                                  density estimators . . . . . . . . . . . 376--380
            Dinah Rosenberg and   
                Eilon Solan and   
                Nicolas Vieille   On the optimal amount of experimentation
                                  in sequential decision problems  . . . . 381--385
                Allen Flick and   
                      Ming Liao   A queuing system with time varying rates 386--389
                Haiyan Wang and   
              James Higgins and   
                     Dale Blasi   Distribution-free tests for no effect of
                                  treatment in heteroscedastic functional
                                  data under both weak and long range
                                  dependence . . . . . . . . . . . . . . . 390--402
          Darinka Dentcheva and   
                 Spiridon Penev   Shape-restricted inference for Lorenz
                                  curves using duality theory  . . . . . . 403--412
Miguel López-Díaz   Some remarks on $ L^p $ dispersion
                                  orderings  . . . . . . . . . . . . . . . 413--420
               Gianluca Cassese   Quasi-martingales with a linearly
                                  ordered index set  . . . . . . . . . . . 421--426
               Chunwei Wang and   
               Chuancun Yin and   
                     Erqiang Li   On the classical risk model with credit
                                  and debit interests under absolute ruin  427--436
       Cláudia Neves and   
         António Pereira   Detecting finiteness in the right
                                  endpoint of light-tailed distributions   437--444
             A. Jamalizadeh and   
            N. Balakrishnan and   
                   Mehdi Salehi   Order statistics and linear combination
                                  of order statistics arising from a
                                  bivariate selection normal distribution  445--451
                Xuejun Wang and   
                   Shuhe Hu and   
                Wenzhi Yang and   
                 Nengxiang Ling   Exponential inequalities and inverse
                                  moment for NOD sequence  . . . . . . . . 452--461
                Changjun Yu and   
                Yuebao Wang and   
                      Yang Yang   The closure of the convolution
                                  equivalent distribution class under
                                  convolution roots with applications to
                                  random sums  . . . . . . . . . . . . . . 462--472
              Jorge Navarro and   
              Fabio Spizzichino   On the relationships between copulas of
                                  order statistics and marginal
                                  distributions  . . . . . . . . . . . . . 473--479
                 Yizao Wang and   
               Stilian A. Stoev   On the association of sum- and
                                  max-stable processes . . . . . . . . . . 480--488
              Povilas Banys and   
              Youri Davydov and   
            Vygantas Paulauskas   Remarks on the SLLN for linear random
                                  fields . . . . . . . . . . . . . . . . . 489--496
            Zhensheng Huang and   
              Zhangong Zhou and   
                 Rong Jiang and   
                Weimin Qian and   
                   Riquan Zhang   Empirical likelihood based inference for
                                  semiparametric varying coefficient
                                  partially linear models with error-prone
                                  linear covariates  . . . . . . . . . . . 497--504
                   Ran Wang and   
                 Xinyu Wang and   
                      Liming Wu   Sanov's theorem in the Wasserstein
                                  distance: a necessary and sufficient
                                  condition  . . . . . . . . . . . . . . . 505--512
       B. L. S. Prakasa Rao and   
               Harshinder Singh   Sufficient conditions for stochastic
                                  equality of two distributions under some
                                  partial orders . . . . . . . . . . . . . 513--518
                   Xiaoyan Chen   Dynkin's formula under the
                                  $G$-expectation  . . . . . . . . . . . . 519--526
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 80, Number 7--8, April 1--15, 2010

                   Ying Guo and   
             Amita K. Manatunga   A note on assessing agreement for
                                  frailty models . . . . . . . . . . . . . 527--533
                    Ke Wang and   
                 H. N. Nagaraja   Distribution of extremal order
                                  statistics from large subsets of
                                  concomitants . . . . . . . . . . . . . . 534--539
                   Qi Zheng and   
           K. B. Kulasekera and   
                Colin Gallagher   Local adaptive smoothing in kernel
                                  regression estimation  . . . . . . . . . 540--547
                   Shunpu Zhang   A note on the performance of the gamma
                                  kernel estimators at the boundary  . . . 548--557
                  Allan Gut and   
               Josef Steinebach   Asymptotics for increments of stopped
                                  renewal processes  . . . . . . . . . . . 558--565
                Maria Jolis and   
                 No\`elia Viles   Continuity in the Hurst parameter of the
                                  law of the Wiener integral with respect
                                  to the fractional Brownian motion  . . . 566--572
        E. Gonçalves and   
                N. Mendes-Lopes   On the structure of generalized
                                  threshold arch processes . . . . . . . . 573--580
      M. Bolbolian Ghalibaf and   
                  V. Fakoor and   
                H. A. Azarnoosh   Strong Gaussian approximations of
                                  product-limit and quantile processes for
                                  truncated data under strong mixing . . . 581--586
                  N. Eghbal and   
                   M. Amini and   
                   A. Bozorgnia   Some maximal inequalities for quadratic
                                  forms of negative superadditive
                                  dependence random variables  . . . . . . 587--591
        Stéphane Laurent   Further comments on the representation
                                  problem for stationary processes . . . . 592--596
               Zhimin Zhang and   
                        Hu Yang   A generalized penalty function in the
                                  Sparre--Andersen risk model with
                                  two-sided jumps  . . . . . . . . . . . . 597--607
               Zhaojun Yang and   
         Christian-Oliver Ewald   On the non-equilibrium density of
                                  geometric mean reversion . . . . . . . . 608--611
          Dominik Kortschak and   
        Hansjörg Albrecher   An asymptotic expansion for the tail of
                                  compound sums of Burr distributed random
                                  variables  . . . . . . . . . . . . . . . 612--620
    Sundarraman Subramanian and   
         Dipankar Bandyopadhyay   Doubly robust semiparametric estimation
                                  for the missing censoring indicator
                                  model  . . . . . . . . . . . . . . . . . 621--630
                 Mika Meitz and   
               Pentti Saikkonen   A note on the geometric ergodicity of a
                                  nonlinear AR--ARCH model . . . . . . . . 631--638
                Huixiu Zhao and   
                Wen-Qing Ma and   
                    Jianhua Guo   The AU algorithm for estimating
                                  equations in the presence of missing
                                  data . . . . . . . . . . . . . . . . . . 639--647
                  Yuval Nov and   
                    Ori Davidov   Minimum-norm estimation for a
                                  bi-exponential survival model  . . . . . 648--653
                  Xiaohu Li and   
                 Gaofeng Da and   
                      Peng Zhao   On reversed hazard rate in general
                                  mixture models . . . . . . . . . . . . . 654--661
              Jiangyan Peng and   
                      Jin Huang   Ruin probability in a one-sided linear
                                  model with constant interest rate  . . . 662--669
                   Hua Yun Chen   Compatibility of conditionally specified
                                  models . . . . . . . . . . . . . . . . . 670--677
               Adam Os\kekowski   Logarithmic estimates for nonsymmetric
                                  martingale transforms  . . . . . . . . . 678--682
                 Andreas Maurer   Dominated concentration  . . . . . . . . 683--689
                Xiliang Fan and   
                   Yong Ren and   
                    Dongjin Zhu   A note on the doubly reflected backward
                                  stochastic differential equations driven
                                  by a Lévy process . . . . . . . . . . . . 690--696
             Mark Veillette and   
                 Murad S. Taqqu   Using differential equations to obtain
                                  joint moments of first-passage times of
                                  increasing Lévy processes . . . . . . . . 697--705
                Seema Jaggi and   
              Cini Varghese and   
             Eldho Varghese and   
                   V. K. Sharma   Generalized incomplete Trojan-type
                                  designs  . . . . . . . . . . . . . . . . 706--710
           Zhengcheng Zhang and   
                  Yonghong Yang   Ordered properties on the residual life
                                  and inactivity time of $ (n - k +
                                  1)$-out-of-$n$ systems under double
                                  monitoring . . . . . . . . . . . . . . . 711--717
     Andréa V. Rocha and   
         Alexandre B. Simas and   
              Gauss M. Cordeiro   Second-order asymptotic expressions for
                                  the covariance matrix of maximum
                                  likelihood estimators in dispersion
                                  models . . . . . . . . . . . . . . . . . 718--725
              S. Ejaz Ahmed and   
         Abdulkadir Hussein and   
Sévérien Nkurunziza   Robust inference strategy in the
                                  presence of measurement error  . . . . . 726--732
                  Yili Hong and   
            Luis A. Escobar and   
              William Q. Meeker   Coverage probabilities of simultaneous
                                  confidence bands and regions for
                                  log-location-scale distributions . . . . 733--738
                  Deyuan Li and   
                     Liang Peng   Comparing extreme models when the sign
                                  of the extreme value index is known  . . 739--746
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

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

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

Statistics & Probability Letters
Volume 80, Number 11--12, June 1--15, 2010

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

Statistics & Probability Letters
Volume 80, Number 13--14, July 1--15, 2010

                    C. Berg and   
                      C. Vignat   On the density of the sum of two
                                  independent Student $t$-random vectors   1043--1055
            Hemant Ishwaran and   
               Udaya B. Kogalur   Consistency of random survival forests   1056--1064
            Travis A. Gerke and   
              Ronald H. Randles   A method for resolving ties in
                                  asymptotic relative efficiency . . . . . 1065--1069
              Enkelejd Hashorva   On the residual dependence index of
                                  elliptical distributions . . . . . . . . 1070--1078
         Alexander Zaigraev and   
              Serguei Kaniovski   Exact bounds on the probability of at
                                  least $k$ successes in $n$ exchangeable
                                  Bernoulli trials as a function of
                                  correlation coefficients . . . . . . . . 1079--1084
                Shiguo Peng and   
                     Baoguo Jia   Some criteria on $p$-th moment stability
                                  of impulsive stochastic functional
                                  differential equations . . . . . . . . . 1085--1092
     Christopher S. Withers and   
             Saralees Nadarajah   The distribution and quantiles of
                                  functionals of weighted empirical
                                  distributions when observations have
                                  different distributions  . . . . . . . . 1093--1102
                 Haizhen Wu and   
             Giorgi Kvizhinadze   Diversity analysis in multiple-choice
                                  questionnaires . . . . . . . . . . . . . 1103--1110
                Changjun Yu and   
                Yuebao Wang and   
                    Zhaolei Cui   Lower limits and upper limits for tails
                                  of random sums supported on $ \mathbb
                                  {R} $  . . . . . . . . . . . . . . . . . 1111--1120
         Khashayar Pakdaman and   
        Mich\`ele Thieullen and   
                 Gilles Wainrib   Diffusion approximation of birth-death
                                  processes: Comparison in terms of large
                                  deviations and exit points . . . . . . . 1121--1127
                  Yong Jiao and   
                     Lihua Peng   Weak type inequalities for vector-valued
                                  martingales  . . . . . . . . . . . . . . 1128--1135
                  Aurel Spataru   Generalizing a theorem of Katz . . . . . 1136--1140
                   Stefan Tappe   A note on stochastic integrals as $ L^2
                                  $-curves . . . . . . . . . . . . . . . . 1141--1145
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 80, Number 15--16, August 1--15, 2010

                     Harro Walk   Strong consistency of kernel estimates
                                  of regression function under dependence  1147--1156
                Evan Fisher and   
                   Shiliang Cui   Patterns generated by $m$-th-order
                                  Markov chains  . . . . . . . . . . . . . 1157--1166
                Hongfei Cui and   
                    Yiming Ding   The convergence of the Rényi entropy of
                                  the normalized sums of IID random
                                  variables  . . . . . . . . . . . . . . . 1167--1173
                  Qiqing Yu and   
                    Hao Qin and   
                   Jiaping Wang   About conditional masking probability
                                  models . . . . . . . . . . . . . . . . . 1174--1179
               Yingxuan Niu and   
                        Yi Wang   The Central Limit Theorem and ergodicity 1180--1184
            Graciela Boente and   
               Marcelo Ruiz and   
                 Ruben H. Zamar   On a robust local estimator for the
                                  scale function in heteroscedastic
                                  nonparametric regression . . . . . . . . 1185--1195
              Shun-Xiang Ouyang   Gluing and coupling  . . . . . . . . . . 1196--1199
           Gabriele Stabile and   
          Giovanni Luca Torrisi   Large deviations of Poisson shot noise
                                  processes under heavy tail
                                  semi-exponential conditions  . . . . . . 1200--1209
Jean Gérard Aghoukeng Jiofack and   
              Guy Martial Nkiet   Testing for lack of dependence between
                                  functional variables . . . . . . . . . . 1210--1217
                   Cloud Makasu   Controlling a stopped diffusion process
                                  to reach a goal  . . . . . . . . . . . . 1218--1222
                 Zhiyan Shi and   
                    Weiguo Yang   Some limit properties for the $m$
                                  th-order nonhomogeneous Markov chains
                                  indexed by an $m$ rooted Cayley tree . . 1223--1233
                   Kun Chen and   
               Wenxin Jiang and   
               Martin A. Tanner   A note on some algorithms for the Gibbs
                                  posterior  . . . . . . . . . . . . . . . 1234--1241
               M. Al Kadiri and   
              R. J. Carroll and   
                     M. P. Wand   Marginal longitudinal semiparametric
                                  regression via penalized splines . . . . 1242--1252
                 Hokeun Sun and   
           Robert W. Keener and   
                   Dong-Yun Kim   Hybrid bootstrap for mapping
                                  quantitative trait loci  . . . . . . . . 1253--1259
               Xiaoping Shi and   
                  Yuehua Wu and   
                         Yu Liu   A note on asymptotic approximations of
                                  inverse moments of nonnegative random
                                  variables  . . . . . . . . . . . . . . . 1260--1264
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 80, Number 17--18, September 1--15, 2010

            Andrew Rosalsky and   
                  George Stoica   On the Strong Law of Large Numbers for
                                  identically distributed random variables
                                  irrespective of their joint
                                  distributions  . . . . . . . . . . . . . 1265--1270
                 Lixin Song and   
                   Yue Zhao and   
                 Xiaoguang Wang   Sieve least squares estimation for
                                  partially nonlinear models . . . . . . . 1271--1283
             Megan M. Romer and   
         Donald St. P. Richards   Maximum likelihood estimation of the
                                  mean of a multivariate normal population
                                  with monotone incomplete data  . . . . . 1284--1288
                Fredrik Jonsson   On the quadratic moment of
                                  self-normalized sums . . . . . . . . . . 1289--1296
                      Jiang Hui   Moderate deviations for estimators of
                                  quadratic variational process of
                                  diffusion with compound Poisson jumps    1297--1305
          Pier Giovanni Bissiri   Characterization of the law of a finite
                                  exchangeable sequence through the
                                  finite-dimensional distributions of the
                                  empirical measure  . . . . . . . . . . . 1306--1312
                    Xi Chen and   
                  Lily Wang and   
                Hemant Ishwaran   An integrative pathway-based
                                  clinical-genomic model for cancer
                                  survival prediction  . . . . . . . . . . 1313--1319
               Ken Ichifuji and   
             Makoto Maejima and   
                     Yohei Ueda   Fixed points of mappings of infinitely
                                  divisible distributions on $ \mathbb
                                  {R}^d $  . . . . . . . . . . . . . . . . 1320--1328
               Pingyan Chen and   
                       Ran Chen   A remark on LSL for weighted sums of
                                  i.i.d random elements  . . . . . . . . . 1329--1334
               Yinfeng Wang and   
                   Chuancun Yin   Approximation for the ruin probabilities
                                  in a discrete time risk model with
                                  dependent risks  . . . . . . . . . . . . 1335--1342
             Edwige Bellier and   
               Pascal Monestiez   A spatial covariance model with a single
                                  wave effect and a finite range . . . . . 1343--1347
               Paul Kabaila and   
               Khreshna Syuhada   The asymptotic efficiency of improved
                                  prediction intervals . . . . . . . . . . 1348--1353
              Christophe Roland   A note on the parameterized EM method    1354--1357
                Arthur Berg and   
         Timothy L. McMurry and   
            Dimitris N. Politis   Subsampling $p$-values . . . . . . . . . 1358--1364
                     Lila Ricci   Adjusted $R$-squared type measure for
                                  exponential dispersion models  . . . . . 1365--1368
           Brahim Boufoussi and   
                    Salah Hajji   An approximation result for a
                                  quasi-linear stochastic heat equation    1369--1377
               Weixing Song and   
                        Juan Du   Distribution-free lack-of-fit tests in
                                  balanced mixed models  . . . . . . . . . 1378--1387
               Romuald Elie and   
                Idris Kharroubi   Probabilistic representation and
                                  approximation for coupled systems of
                                  variational inequalities . . . . . . . . 1388--1396
                   Tian Xia and   
                    Yuebao Wang   A note on the properties of the
                                  reproductive dispersion model  . . . . . 1397--1404
               Adam Os\kekowski   Sharp maximal bound for continuous
                                  martingales  . . . . . . . . . . . . . . 1405--1408
                 David E. Tyler   A note on multivariate location and
                                  scatter statistics for sparse data sets  1409--1413
José E. Chacón and   
 Alberto Rodríguez-Casal   A note on the universal consistency of
                                  the kernel distribution function
                                  estimator  . . . . . . . . . . . . . . . 1414--1419
                   Jinyu Li and   
                  Wei Liang and   
                 Shuyuan He and   
                     Xianbin Wu   Empirical likelihood for the smoothed
                                  LAD estimator in infinite variance
                                  autoregressive models  . . . . . . . . . 1420--1430
      M. N. M. Van Lieshout and   
                   R. S. Stoica   A note on pooling of labels in random
                                  fields . . . . . . . . . . . . . . . . . 1431--1436
                Jongsig Bae and   
              Changha Hwang and   
                     Doobae Jun   The uniform laws of large numbers for
                                  the tent map . . . . . . . . . . . . . . 1437--1441
              J. Berestycki and   
           É. Brunet and   
               J. W. Harris and   
                   S. C. Harris   The almost-sure population growth rate
                                  in branching Brownian motion with a
                                  quadratic breeding potential . . . . . . 1442--1446
          Sophie Dabo-Niang and   
                     Baba Thiam   Robust quantile estimation and
                                  prediction for spatial processes . . . . 1447--1458
                 Pao-sheng Shen   A class of semiparametric rank-based
                                  tests for right-truncated data . . . . . 1459--1466
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 80, Number 19--20, October 1--15, 2010

              Jianfeng Yang and   
                Fasheng Sun and   
           Dennis K. J. Lin and   
                   Min-Qian Liu   A study on design uniformity under
                                  errors in the level values . . . . . . . 1467--1471
                Changbao Wu and   
                   J. N. K. Rao   Bootstrap procedures for the pseudo
                                  empirical likelihood method in sample
                                  surveys  . . . . . . . . . . . . . . . . 1472--1478
         Biljana Stamatovic and   
              Sinisa Stamatovic   Cox limit theorem for large excursions
                                  of a norm of a Gaussian vector process   1479--1485
                  Xuhua Liu and   
                   Xingzhong Xu   A new generalized $p$-value approach for
                                  testing the homogeneity of variances . . 1486--1491
                Sourish Das and   
                   Dipak K. Dey   On Bayesian inference for generalized
                                  multivariate gamma distribution  . . . . 1492--1499
                    Zhonggen Su   On the second-order correlation of
                                  characteristic polynomials of Hermite $
                                  \beta $ ensembles  . . . . . . . . . . . 1500--1507
                 Fatiha Messaci   Local averaging estimates of the
                                  regression function with twice censored
                                  data . . . . . . . . . . . . . . . . . . 1508--1511
 Mehdi Yaghoobi Avval Riabi and   
G. R. Mohtashami Borzadaran and   
                     G. H. Yari   $ \beta $-entropy for Pareto-type
                                  distributions and related weighted
                                  distributions  . . . . . . . . . . . . . 1512--1519
              Zhanshou Chen and   
                 Zheng Tian and   
                    Yuesong Wei   Monitoring change in persistence in
                                  linear time series . . . . . . . . . . . 1520--1527
                     Chunhua Ma   A note on ``Least squares estimator for
                                  discretely observed Ornstein--Uhlenbeck
                                  processes with small Lévy noises''  . . . 1528--1531
           Abdelouahab Bibi and   
                   Ines Lescheb   Strong consistency and asymptotic
                                  normality of least squares estimators
                                  for PGARCH and PARMA--PGARCH models  . . 1532--1542
             Ehsan Azmoodeh and   
      Heikki Tikanmäki and   
                  Esko Valkeila   When does fractional Brownian motion not
                                  behave as a continuous function with
                                  bounded variation? . . . . . . . . . . . 1543--1550
       Bozidar V. Popovi\'c and   
     Tibor K. Pogány and   
             Saralees Nadarajah   On mixed $ {\rm AR}(1) $ time series
                                  model with approximated beta marginal    1551--1558
                  Yang Yang and   
           Remigijus Leipus and   
                  Jonas Siaulys   Local precise large deviations for sums
                                  of random variables with $O$-regularly
                                  varying densities  . . . . . . . . . . . 1559--1567
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 80, Number 21--22, November 1--15, 2010

             Zongyuan Huang and   
      Jean-Pierre Lepeltier and   
                        Zhen Wu   Reflected forward-backward stochastic
                                  differential equations with continuous
                                  monotone coefficients  . . . . . . . . . 1569--1576
               Jafar Ahmadi and   
                N. Balakrishnan   Pitman closeness of current records for
                                  location-scale families  . . . . . . . . 1577--1583
               Mingqiu Wang and   
                 Lixin Song and   
                 Xiaoguang Wang   Bridge estimation for generalized linear
                                  models with a diverging number of
                                  parameters . . . . . . . . . . . . . . . 1584--1596
              Arka P. Ghosh and   
                  Diana Hay and   
              Vivek Hirpara and   
              Reza Rastegar and   
     Alexander Roitershtein and   
           Ashley Schulteis and   
                     Jiyeon Suh   Random linear recursions with dependent
                                  coefficients . . . . . . . . . . . . . . 1597--1605
       Tomasz J. Kozubowski and   
     Krzysztof Podgórski   Random self-decomposability and
                                  autoregressive processes . . . . . . . . 1606--1611
                    Yang Li and   
                   Weidong Zhao   $ L^p $-error estimates for numerical
                                  schemes for solving certain kinds of
                                  backward stochastic differential
                                  equations  . . . . . . . . . . . . . . . 1612--1617
              Vitalii Gasanenko   Small deviation of Brownian motion with
                                  large drift  . . . . . . . . . . . . . . 1618--1622
                  Seongjoo Song   Lévy density estimation via information
                                  projection onto wavelet subspaces  . . . 1623--1632
           Michael Jong Kim and   
               Viliam Makis and   
                      Rui Jiang   Parameter estimation in a
                                  condition-based maintenance model  . . . 1633--1639
            Badi H. Baltagi and   
                       Long Liu   Spurious spatial regression with equal
                                  weights  . . . . . . . . . . . . . . . . 1640--1642
           Elizabeth Hansen and   
                  Kung-Sik Chan   Penalized maximum likelihood estimation
                                  of a stochastic multivariate regression
                                  model  . . . . . . . . . . . . . . . . . 1643--1649
        Babette A. Brumback and   
              Amy B. Dailey and   
         Lyndia C. Brumback and   
       Melvin D. Livingston and   
                      Zhulin He   Adjusting for confounding by cluster
                                  using generalized linear mixed models    1650--1654
Célestin C. Kokonendji and   
               Silvio S. Zocchi   Extensions of discrete triangular
                                  distributions and boundary bias in
                                  kernel estimation for discrete functions 1655--1662
               Jafar Ahmadi and   
   S. M. T. K. MirMostafaee and   
                N. Balakrishnan   Nonparametric prediction intervals for
                                  future record intervals based on order
                                  statistics . . . . . . . . . . . . . . . 1663--1672
                 Lionel Truquet   A moment inequality of the
                                  Marcinkiewicz--Zygmund type for some
                                  weakly dependent random fields . . . . . 1673--1679
                  Aurel Spataru   A CLT for renewal processes with a
                                  finite set of interarrival distributions 1680--1683
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 80, Number 23--24, December 1--15, 2010

             Christophe Ley and   
               Davy Paindaveine   Multivariate skewing mechanisms: a
                                  unified perspective based on the
                                  transformation approach  . . . . . . . . 1685--1694
               Nicola Loperfido   A note on marginal and conditional
                                  independence . . . . . . . . . . . . . . 1695--1699
             Wen-Jang Huang and   
                   Nan-Cheng Su   Characterizations based on certain
                                  regression assumptions of adjacent order
                                  statistics . . . . . . . . . . . . . . . 1700--1704
                 Yunwen Ren and   
                 Xinsheng Zhang   Subset selection for vector
                                  autoregressive processes via adaptive
                                  lasso  . . . . . . . . . . . . . . . . . 1705--1712
      Eugenio P. Balanzario and   
     Jorge Sánchez-Ortiz   Sufficient conditions for Benford's law  1713--1719
                  Jinzhu Li and   
                      Qihe Tang   A note on max-sum equivalence  . . . . . 1720--1723
               Alain Boudou and   
             Sylvie Viguier-Pla   Relation between unit operators
                                  proximity and their associated spectral
                                  measures . . . . . . . . . . . . . . . . 1724--1732
                Roman V. Bobryk   On closure methods in nonlinear
                                  stochastic dynamics  . . . . . . . . . . 1733--1738
              Norbert Poschadel   On a characterization of variance and
                                  covariance . . . . . . . . . . . . . . . 1739--1743
José E. Figueroa-López   Approximations for the distributions of
                                  bounded variation Lévy processes  . . . . 1744--1757
          Péter Elek and   
László Márkus   Tail behaviour of |$ \beta $-TARCH
                                  models . . . . . . . . . . . . . . . . . 1758--1763
                Jiahua Chen and   
        Constance van Eeden and   
                    James Zidek   Uncertainty and the conditional variance 1764--1770
        Christian H. Weiß   INARCH(1) processes: Higher-order
                                  moments and jumps  . . . . . . . . . . . 1771--1780
               David D. Hanagal   Modeling heterogeneity for bivariate
                                  survival data by the compound Poisson
                                  distribution with random scale . . . . . 1781--1790
              In Hong Chang and   
                 Rahul Mukerjee   Highest posterior density regions with
                                  approximate frequentist validity: The
                                  role of data-dependent priors  . . . . . 1791--1797
             P. G. Sankaran and   
                    N. N. Midhu   On waiting time distributions for
                                  patterns in a sequence of multistate
                                  trials . . . . . . . . . . . . . . . . . 1798--1805
               Lucia Alessi and   
           Matteo Barigozzi and   
                  Marco Capasso   Improved penalization for determining
                                  the number of factors in approximate
                                  factor models  . . . . . . . . . . . . . 1806--1813
        Konstantin Borovkov and   
                  Serguei Novak   On limiting cluster size distributions
                                  for processes of exceedances for
                                  stationary sequences . . . . . . . . . . 1814--1818
                      L. Bi and   
                   A. Mukherjea   Identification of parameters and the
                                  distribution of the minimum of the
                                  tri-variate normal . . . . . . . . . . . 1819--1826
           Fabrizio Durante and   
Juan Fernández-Sánchez   Multivariate shuffles and approximation
                                  of copulas . . . . . . . . . . . . . . . 1827--1834
            Margarida Brito and   
   Ana Cristina Moreira Freitas   Consistent estimation of the tail index
                                  for dependent data . . . . . . . . . . . 1835--1843
           Pauliina Ilmonen and   
          Jaakko Nevalainen and   
                      Hannu Oja   Characteristics of multivariate
                                  distributions and the invariant
                                  coordinate system  . . . . . . . . . . . 1844--1853
                  Pei Cheng and   
                     Feiqi Deng   Global exponential stability of
                                  impulsive stochastic functional
                                  differential systems . . . . . . . . . . 1854--1862
              Shun Matsuura and   
                 Hiroshi Kurata   A principal subspace theorem for
                                  $2$-principal points of general location
                                  mixtures of spherically symmetric
                                  distributions  . . . . . . . . . . . . . 1863--1869
           Shaul K. Bar-Lev and   
            Gérard Letac   The limiting behavior of some infinitely
                                  divisible exponential dispersion models  1870--1874
              Helmut Finner and   
              Thorsten Dickhaus   Edgeworth expansions and rates of
                                  convergence for normalized sums: Chung's
                                  1946 method revisited  . . . . . . . . . 1875--1880
          Peter Ruckdeschel and   
                  Helmut Rieder   Fisher information of scale  . . . . . . 1881--1885
                  Nana Luan and   
                     Yimin Xiao   Chung's law of the iterated logarithm
                                  for anisotropic Gaussian random fields   1886--1895
              Skevi Michael and   
               Stanislav Volkov   On a coloured tree with non i.i.d.
                                  random labels  . . . . . . . . . . . . . 1896--1903
               Gabriel Chandler   Order selection for heteroscedastic
                                  autoregression: a study on concentration 1904--1910
               Ganesh Malla and   
                  Hari Mukerjee   A new piecewise exponential estimator of
                                  a survival function  . . . . . . . . . . 1911--1917
                 Jiawei Wei and   
                       Lan Zhou   Model selection using modified AIC and
                                  BIC in joint modeling of paired
                                  functional data  . . . . . . . . . . . . 1918--1924
           Axel Bücher and   
                   Holger Dette   A note on bootstrap approximations for
                                  the empirical copula process . . . . . . 1925--1932
                Jianhong Wu and   
                      Weihua Su   Estimation of moments for linear panel
                                  data models with potential existence of
                                  time effects . . . . . . . . . . . . . . 1933--1939
          Jana Jurecková   Finite-sample distribution of regression
                                  quantiles  . . . . . . . . . . . . . . . 1940--1946
          Rabi Bhattacharya and   
                     Lizhen Lin   An adaptive nonparametric method in
                                  benchmark analysis for bioassay and
                                  environmental studies  . . . . . . . . . 1947--1953
     Christopher S. Withers and   
             Saralees Nadarajah   Edgeworth expansions for the product of
                                  two complex random matrices each with
                                  IID components . . . . . . . . . . . . . 1954--1961
              M. Abbasnejad and   
              N. R. Arghami and   
            S. Morgenthaler and   
    G. R. Mohtashami Borzadaran   On the dynamic survival entropy  . . . . 1962--1971
                 Chris J. Lloyd   How close are alternative bootstrap
                                  $P$-values?  . . . . . . . . . . . . . . 1972--1976
                   Cloud Makasu   A note on explicit bounds for a stopped
                                  Feynman--Kac functional  . . . . . . . . 1977--1979
             Nitis Mukhopadhyay   A convolution identity and more with
                                  illustrations  . . . . . . . . . . . . . 1980--1984
                 Yunwei Cui and   
                    Robert Lund   Inference in binomial $ {\rm AR}(1) $
                                  models . . . . . . . . . . . . . . . . . 1985--1990
             Makoto Maejima and   
                     Yohei Ueda   A note on a bivariate gamma distribution 1991--1994
            Parminder Singh and   
                 Anju Goyal and   
                     A. N. Gill   A note on comparing several variances
                                  with a control variance  . . . . . . . . 1995--2002
                S. Y. Hwang and   
                     J. S. Baek   Limiting mixture distributions for AR(1)
                                  model indexed by a branching process . . 2003--2008
               Adam Os\kekowski   Weak type inequalities for conditionally
                                  symmetric martingales  . . . . . . . . . 2009--2013
             Vladas Pipiras and   
                 Murad S. Taqqu   Regularization and integral
                                  representations of Hermite processes . . 2014--2023
               ShengJun Fan and   
                      DeQun Liu   A class of BSDE with integrable
                                  parameters . . . . . . . . . . . . . . . 2024--2031
              Victor M. Kruglov   A characterization of the Poisson
                                  distribution . . . . . . . . . . . . . . 2032--2034
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 81, Number 1, January, 2011

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii
          Robert M. Mnatsakanov   Moment-recovered approximations of
                                  multivariate distributions: The Laplace
                                  transform inversion  . . . . . . . . . . 1--7
            D. M. Cifarelli and   
                     S. Fortini   Recursive equations for the predictive
                                  distributions of some determinantal
                                  processes  . . . . . . . . . . . . . . . 8--15
                  Claudio Macci   Large deviations for estimators of
                                  unknown probabilities, with applications
                                  in risk theory . . . . . . . . . . . . . 16--24
           Pasquale Cirillo and   
          Jürg Hüsler   Extreme shock models: An alternative
                                  perspective  . . . . . . . . . . . . . . 25--30
                    Carl Graham   Convergence of multi-class systems of
                                  fixed possibly infinite sizes  . . . . . 31--35
                  Peng Zhao and   
                N. Balakrishnan   New results on comparisons of parallel
                                  systems with heterogeneous gamma
                                  components . . . . . . . . . . . . . . . 36--44
               Said Attaoui and   
                Ali Laksaci and   
                Elias Ould Said   A note on the conditional density
                                  estimate in the single functional index
                                  model  . . . . . . . . . . . . . . . . . 45--53
                    A. Stepanov   Limit theorems for runs based on `small
                                  spacings'  . . . . . . . . . . . . . . . 54--61
                 Jinho Park and   
                  Jeankyung Kim   Quantile regression with an
                                  epsilon-insensitive loss in a
                                  reproducing kernel Hilbert space . . . . 62--70
               Jean-Pierre Vila   Nonparametric multi-step prediction in
                                  nonlinear state space dynamic systems    71--76
                J. L. Geluk and   
                 J. B. G. Frenk   Renewal theory for random variables with
                                  a heavy tailed distribution and finite
                                  variance . . . . . . . . . . . . . . . . 77--82
                     Wen Li and   
                   Cindy Yu and   
          Alicia Carriquiry and   
              Wolfgang Kliemann   The asymptotic behavior of the R/S
                                  statistic for fractional Brownian motion 83--91
                    Yu Miao and   
                    Ke Wang and   
                  Fangfang Zhao   Some limit behaviors for the LS
                                  estimator in simple linear EV regression
                                  models . . . . . . . . . . . . . . . . . 92--102
                Yongming Li and   
              Chengdong Wei and   
                   Guodong Xing   Berry--Esseen bounds for wavelet
                                  estimator in a regression model with
                                  linear process errors  . . . . . . . . . 103--110
                S. Delattre and   
                     E. Roquain   On the false discovery proportion
                                  convergence under Gaussian
                                  equi-correlation . . . . . . . . . . . . 111--115
                   Mike Jacroux   On the $D$-optimality of orthogonal and
                                  nonorthogonal blocked main effects plans 116--120
             Martin L. Hazelton   Assessing log-concavity of multivariate
                                  densities  . . . . . . . . . . . . . . . 121--125
                 M. Z. Anis and   
                       M. Mitra   A generalized Hollander--Proschan type
                                  test for NBUE alternatives . . . . . . . 126--132
                 P. Giudici and   
                  E. Raffinetti   On the Gini measure decomposition  . . . 133--139
            Karthik Bharath and   
                   Dipak K. Dey   Test to distinguish a Brownian motion
                                  from a Brownian bridge using Pólya tree
                                  process  . . . . . . . . . . . . . . . . 140--145
                   A. Kumar and   
        Mark M. Meerschaert and   
                  P. Vellaisamy   Fractional normal inverse Gaussian
                                  diffusion  . . . . . . . . . . . . . . . 146--152
            Fabrizio Leisen and   
             Cecilia Prosdocimi   A note on variance bounding for
                                  continuous time Markov Chains  . . . . . 153--156
            A. Philip Dawid and   
            Steven de Rooij and   
               Glenn Shafer and   
             Alexander Shen and   
       Nikolai Vereshchagin and   
                  Vladimir Vovk   Insuring against loss of evidence in
                                  game-theoretic probability . . . . . . . 157--162
                Serkan Eryilmaz   Joint distribution of run statistics in
                                  partially exchangeable processes . . . . 163--168
              Tien-Chung Hu and   
                Andrew Rosalsky   A note on the de La Vallée Poussin
                                  criterion for uniform integrability  . . 169--174
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 81, Number 2, February, 2011

          Alexandra Babenko and   
                Eduard Belitser   Lower bound for the oracle projection
                                  posterior convergence rate . . . . . . . 175--180
        Richard J. Crossman and   
   Pauline Coolen-Schrijner and   
             Frank P. A. Coolen   The shape of the hazard rate for finite
                                  continuous-time birth-death processes    181--187
                  F. Misagh and   
                     G. H. Yari   On weighted interval entropy . . . . . . 188--194
                  Ting Yang and   
                    Yan-Xia Ren   Limit theorem for derivative martingale
                                  at criticality w.r.t branching Brownian
                                  motion . . . . . . . . . . . . . . . . . 195--200
              Gerandy Brito and   
         Romulo I. Zequeira and   
   José E. Valdés   On the hazard rate and reversed hazard
                                  rate orderings in two-component series
                                  systems with active redundancies . . . . 201--206
                    Paul Ressel   A revision of Kimberling's results ---
                                  With an application to max-infinite
                                  divisibility of some Archimedean copulas 207--211
                   Jinyu Li and   
                  Wei Liang and   
                     Shuyuan He   Empirical likelihood for LAD estimators
                                  in infinite variance ARMA models . . . . 212--219
                  Nikolay Balov   A Gaussian mixed model for learning
                                  discrete Bayesian networks . . . . . . . 220--230
                Zbigniew Michna   Formula for the supremum distribution of
                                  a spectrally positive $ \alpha $-stable
                                  Lévy process  . . . . . . . . . . . . . . 231--235
          Claude Bélisle   On the polygon generated by $n$ random
                                  points on a circle . . . . . . . . . . . 236--242
              Karine Bertin and   
             Soledad Torres and   
               Ciprian A. Tudor   Drift parameter estimation in fractional
                                  diffusions driven by perturbed random
                                  walks  . . . . . . . . . . . . . . . . . 243--249
                Yongming Li and   
              Shanchao Yang and   
                  Chengdong Wei   Some inequalities for strong mixing
                                  random variables with applications to
                                  density estimation . . . . . . . . . . . 250--258
           Manohar Aggrawal and   
               Poonam Singh and   
             Mahesh Kumar Panda   A-optimal designs for an additive cubic
                                  model  . . . . . . . . . . . . . . . . . 259--266
        Yogendra P. Chaubey and   
                 Isha Dewan and   
                         Jun Li   Smooth estimation of survival and
                                  density functions for a stationary
                                  associated process using Poisson weights 267--276
     Priscilla E. Greenwood and   
               Anton Schick and   
            Wolfgang Wefelmeyer   Estimating the inter-arrival time
                                  density of Markov renewal processes
                                  under structural assumptions on the
                                  transition distribution  . . . . . . . . 277--282
                Minghui Shi and   
                David B. Dunson   Bayesian variable selection via particle
                                  stochastic search  . . . . . . . . . . . 283--291
               Huichao Chen and   
             Amita K. Manatunga   A longitudinal model for repeated
                                  interval-observed data with informative
                                  dropouts . . . . . . . . . . . . . . . . 292--297
         Xavier De Scheemaekere   A converse comparison theorem for
                                  backward stochastic differential
                                  equations with jumps . . . . . . . . . . 298--301
               Ery Arias-Castro   Finite size percolation in regular trees 302--309
               Jüri Lember   On approximation of smoothing
                                  probabilities for hidden Markov models   310--316
Sévérien Nkurunziza   Shrinkage strategy in stratified random
                                  sample subject to measurement error  . . 317--325
                Dongjae Kim and   
               Sungchul Lee and   
                  Wensheng Wang   The asymptotic behavior of linear
                                  placement statistics . . . . . . . . . . 326--336
               Anton Schick and   
                 Yishi Wang and   
            Wolfgang Wefelmeyer   Tests for normality based on density
                                  estimators of convolutions . . . . . . . 337--343
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 81, Number 3, March, 2011

            Sarjinder Singh and   
                   Jong-Min Kim   A pseudo-empirical log-likelihood
                                  estimator using scrambled responses  . . 345--351
                   Paul Kabaila   Admissibility of the usual confidence
                                  interval for the normal mean . . . . . . 352--359
   S. M. T. K. MirMostafaee and   
                   Jafar Ahmadi   Point prediction of future order
                                  statistics from an exponential
                                  distribution . . . . . . . . . . . . . . 360--370
                      P. Barone   A generalization of Bartlett's
                                  decomposition  . . . . . . . . . . . . . 371--381
           Zinoviy Landsman and   
               Steven Vanduffel   Bounds for some general sums of random
                                  variables  . . . . . . . . . . . . . . . 382--391
               Yichuan Zhao and   
                      Meng Zhao   Empirical likelihood for the contrast of
                                  two hazard functions with right
                                  censoring  . . . . . . . . . . . . . . . 392--401
                Frosso S. Makri   Minimum and maximum distances between
                                  failures in binary sequences . . . . . . 402--410
                Davide Di Cecco   A geometric approach to a class of
                                  optimization problems concerning
                                  exchangeable binary variables  . . . . . 411--416
                  Ju-Yi Yen and   
                       Marc Yor   Truncation functions and Laplace
                                  transform  . . . . . . . . . . . . . . . 417--419
             Mario Trottini and   
           Krish Muralidhar and   
              Rathindra Sarathy   Maintaining tail dependence in data
                                  shuffling using $t$ copula . . . . . . . 420--428
                 Emmanuel Onzon   Multivariate Cramér-Rao inequality for
                                  prediction and efficient predictors  . . 429--437
                Peisong Han and   
               Peter X.-K. Song   A note on improving quadratic inference
                                  functions using a linear shrinkage
                                  approach . . . . . . . . . . . . . . . . 438--445
              Asok K. Nanda and   
                  Amarjit Kundu   Comparison of two repairable systems . . 446--450
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 81, Number 4, April, 2011

               Ahlem Hajjem and   
 François Bellavance and   
                 Denis Larocque   Mixed effects regression trees for
                                  clustered data . . . . . . . . . . . . . 451--459
            Reiichiro Kawai and   
                  Hiroki Masuda   On the local asymptotic behavior of the
                                  likelihood function for Meixner Lévy
                                  processes under high-frequency sampling  460--469
       Jorge A. León and   
              José Villa   An Osgood criterion for integral
                                  equations with applications to
                                  stochastic differential equations with
                                  an additive noise  . . . . . . . . . . . 470--477
                   Dan Shen and   
                      Xiaoyu Hu   The multifractal structure of the
                                  product of two stable occupation
                                  measures . . . . . . . . . . . . . . . . 478--488
               Wenyuan Wang and   
               Ruixing Ming and   
                       Yijun Hu   On the expected discounted penalty
                                  function for risk process with tax . . . 489--501
              N. G. Ushakov and   
                  V. G. Ushakov   On convergence of moment generating
                                  functions  . . . . . . . . . . . . . . . 502--505
                       Fang Liu   Some correlations in intersection-union
                                  tests and their relationship with
                                  complete power . . . . . . . . . . . . . 518--523
                  Bing Wang and   
                       Min Wang   Stochastic ordering of folded normal
                                  random variables . . . . . . . . . . . . 524--528
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 81, Number 5, May, 2011

                Hesong Wang and   
               Zhiqiang Gao and   
                  Quansheng Liu   Central Limit Theorems for a
                                  supercritical branching process in a
                                  random environment . . . . . . . . . . . 539--547
                Fuxia Cheng and   
                   Miin-Jye Wen   The $ L_1 $ strong consistency of ARCH
                                  innovation density estimator . . . . . . 548--551
   Daniela Jarusková and   
          Vladimir I. Piterbarg   Log-likelihood ratio test for detecting
                                  transient change . . . . . . . . . . . . 552--559
                 Stefan Gerhold   Moment explosion in the LIBOR market
                                  model  . . . . . . . . . . . . . . . . . 560--562
                Lichun Wang and   
                  Heng Lian and   
                Radhey S. Singh   On efficient estimators of two seemingly
                                  unrelated regressions  . . . . . . . . . 563--570
            Ramidha Srihera and   
                 Winfried Stute   Kernel adjusted density estimation . . . 571--579
                   Yong Ren and   
                     Lanying Hu   A note on the stochastic differential
                                  equations driven by $G$-Brownian motion  580--585
                    H. Ferreira   Dependence between two multivariate
                                  extremes . . . . . . . . . . . . . . . . 586--591
            Francisco Rubio and   
                  Xavier Mestre   Spectral convergence for a general class
                                  of random matrices . . . . . . . . . . . 592--602
                   Yichuan Zhao   Empirical likelihood inference for the
                                  accelerated failure time model . . . . . 603--610
                      L. Bi and   
                   A. Mukherjea   Poisson distributions: Identification of
                                  parameters from the distribution of the
                                  maximum and a conjecture on the partial
                                  sums of the power series for $ \exp (x)
                                  $  . . . . . . . . . . . . . . . . . . . 611--613
                  N. G. Ushakov   One characterization of symmetry . . . . 614--617
             Marek Kaluszka and   
              Andrzej Okolewski   Stability of $L$-statistics from weakly
                                  dependent observations . . . . . . . . . 618--625
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 81, Number 6, June, 2011

               Mikhail Langovoy   Algebraic polynomials and moments of
                                  stochastic integrals . . . . . . . . . . 627--631
       Kenneth S. Berenhaut and   
               Lauren D. Bergen   Stochastic orderings, folded beta
                                  distributions and fairness in coin flips 632--638
                    Livio Finos   A note on Left-Spherically Distributed
                                  test with covariates . . . . . . . . . . 639--641
            D. Meschenmoser and   
                    A. Shashkin   Functional Central Limit Theorem for the
                                  volume of excursion sets generated by
                                  associated random fields . . . . . . . . 642--646
                  Yanbing Zheng   Shape restriction of the
                                  multi-dimensional Bernstein prior for
                                  density functions  . . . . . . . . . . . 647--651
       Christopher C. Chang and   
            Dimitris N. Politis   Bootstrap with larger resample size for
                                  root-$n$ consistent density estimation
                                  with time series data  . . . . . . . . . 652--661
                     Qunying Wu   Almost sure limit theorems for stable
                                  distributions  . . . . . . . . . . . . . 662--672
           Mathias Lindholm and   
                 Thomas Vallier   On the degree evolution of a fixed
                                  vertex in some growing networks  . . . . 673--677
            Milto Hadjikyriakou   Marcinkiewicz--Zygmund inequality for
                                  nonnegative $N$-demimartingales and
                                  related results  . . . . . . . . . . . . 678--684
             Michael Kohler and   
               Adam Krzyzak and   
                     Harro Walk   Estimation of the essential supremum of
                                  a regression function  . . . . . . . . . 685--693
              Jeongcheol Ha and   
                    Taewook Lee   NM--QELE for ARMA--GARCH models with
                                  non-Gaussian innovations . . . . . . . . 694--703
                Weihua Zhou and   
                       Jin Wang   On the weighted multivariate Wilcoxon
                                  rank regression estimate . . . . . . . . 704--713
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 81, Number 7, July, 2011

              Somnath Datta and   
        Hans C. van Houwelingen   Statistics in biological and medical
                                  sciences . . . . . . . . . . . . . . . . 715--716
                 Jiawei Wei and   
         Raymond J. Carroll and   
                    Arnab Maity   Testing for constant nonparametric
                                  effects in general semiparametric
                                  regression models with interactions  . . 717--723
              Niels Keiding and   
              Jason P. Fine and   
             Oluf H. Hansen and   
              Rémy Slama   Accelerated failure time regression for
                                  backward recurrence times and current
                                  durations  . . . . . . . . . . . . . . . 724--729
        Alessandra Spagnoli and   
            Robin Henderson and   
            Richard J. Boys and   
 Jeanine J. Houwing-Duistermaat   A hidden Markov model for informative
                                  dropout in longitudinal response data
                                  with crisis states . . . . . . . . . . . 730--738
        Michael A. Proschan and   
                 Pamela A. Shaw   Asymptotics of Bonferroni for dependent
                                  normal test statistics . . . . . . . . . 739--748
      Bent Jòrgensen and   
Clarice G. B. Demétrio and   
            Erik Kristensen and   
              Gary T. Banta and   
    Hans Christian Petersen and   
             Matthieu Delefosse   Bias-corrected Pearson estimating
                                  functions for Taylor's power law applied
                                  to benthic macrofauna data . . . . . . . 749--758
           B. J. A. Mertens and   
     Y. E. M. van der Burgt and   
                 B. Velstra and   
               W. E. Mesker and   
      R. A. E. M. Tollenaar and   
                  A. M. Deelder   On the use of double cross-validation
                                  for the combination of proteomic mass
                                  spectral data for enhanced diagnosis and
                                  prediction . . . . . . . . . . . . . . . 759--766
              Richard Simon and   
               Noah Robin Simon   Using randomization tests to preserve
                                  type I error with response adaptive and
                                  covariate adaptive randomization . . . . 767--772
           Vladimir Nikulin and   
          Tian-Hsiang Huang and   
                 Shu-Kay Ng and   
        Suren I. Rathnayake and   
          Geoffrey J. McLachlan   A very fast algorithm for matrix
                                  factorization  . . . . . . . . . . . . . 773--782
                 Petra Wolf and   
              Georg Schmidt and   
                       Kurt Ulm   The use of ROC for defining the validity
                                  of the prognostic index in censored data 783--791
                   Hui Wang and   
                Sherri Rose and   
           Mark J. van der Laan   Finding quantitative trait loci genes
                                  with collaborative targeted maximum
                                  likelihood learning  . . . . . . . . . . 792--796
           Ana Paula Amorim and   
Jacobo de Uña-Álvarez and   
      Luís Meira-Machado   Presmoothing the transition
                                  probabilities in the illness-death model 797--806
             R. M. Pfeiffer and   
                    E. Petracci   Variance computations for functionals of
                                  absolute risk estimates  . . . . . . . . 807--812
                 Debashis Ghosh   Propensity score modelling in
                                  observational studies using dimension
                                  reduction methods  . . . . . . . . . . . 813--820
                Lingling Li and   
     Eric Tchetgen Tchetgen and   
          Aad van der Vaart and   
                James M. Robins   Higher order inference on a treatment
                                  effect under low regularity conditions   821--828
                 Jihnhee Yu and   
                James L. Kepner   On the maximum total sample size of a
                                  group sequential test about bivariate
                                  binomial proportions . . . . . . . . . . 829--835
                Linglu Wang and   
                  Qizhai Li and   
                 Zhaohai Li and   
                     Gang Zheng   Bayes factors in the presence of
                                  population stratification  . . . . . . . 836--841
               Stephen Senn and   
                 James Weir and   
            Tsushung A. Hua and   
               Conny Berlin and   
            Michael Branson and   
                 Ekkehard Glimm   Creating a suite of macros for
                                  meta-analysis in SAS\reg: a case study
                                  in collaboration . . . . . . . . . . . . 842--851
                  K. Tokola and   
                D. Larocque and   
              J. Nevalainen and   
                         H. Oja   Power, sample size and sampling costs
                                  for clustered data . . . . . . . . . . . 852--860
       Tyler J. VanderWeele and   
      Eric J. Tchetgen Tchetgen   Effect partitioning under interference
                                  in two-stage randomized vaccine trials   861--869
           Akihiro Hirakawa and   
             Chikuma Hamada and   
                 Isao Yoshimura   Sample size calculation for a
                                  regularized $t$-statistic in microarray
                                  experiments  . . . . . . . . . . . . . . 870--875
              Lianming Wang and   
                    Xiaoyan Lin   A Bayesian approach for analyzing case
                                  $2$ interval-censored data under the
                                  semiparametric proportional odds model   876--883
            Bo Martin Bibby and   
             Michael Væth   The two-dimensional beta binomial
                                  distribution . . . . . . . . . . . . . . 884--891
          Geert Molenberghs and   
              Geert Verbeke and   
                    Samuel Iddi   Pseudo-likelihood methodology for
                                  partitioned large and complex samples    892--901
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

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

                  Jiantian Wang   A simple characterization of Student's
                                  distributions and normal distributions   903--906
                     I. Rahimov   Estimation of the offspring mean in a
                                  supercritical branching process with
                                  non-stationary immigration . . . . . . . 907--914
             Marc C. Robini and   
           Pierre-Jean Reissman   On simulated annealing with
                                  temperature-dependent energy and
                                  temperature-dependent communication  . . 915--920
                Baobin Wang and   
                  Hui Jiang and   
                      Jinyou Yu   Berry--Esseen bound for parameter
                                  estimation in some time inhomogeneous
                                  diffusions and applications  . . . . . . 921--929
                 Evrim Oral and   
                       Ece Oral   A robust alternative to the ratio
                                  estimator under non-normality  . . . . . 930--936
             L. De Capitani and   
                  D. De Martini   On stochastic orderings of the Wilcoxon
                                  Rank Sum test statistic --- With
                                  applications to reproducibility
                                  probability estimation testing . . . . . 937--946
                 Ming Zheng and   
                         Wen Yu   An empirical likelihood approach to data
                                  analysis under two-stage sampling
                                  designs  . . . . . . . . . . . . . . . . 947--956
                  Jun Jiang and   
                      Qihe Tang   The product of two dependent random
                                  variables with regularly varying or
                                  rapidly varying tails  . . . . . . . . . 957--961
              Guangying Liu and   
                 Xinsheng Zhang   Power variation of fractional integral
                                  processes with jumps . . . . . . . . . . 962--972
          Gauss M. Cordeiro and   
               Artur J. Lemonte   The beta Laplace distribution  . . . . . 973--982
         Kalpana K. Mahajan and   
                  Anil Gaur and   
                 Sangeeta Arora   A nonparametric test for a two-sample
                                  scale problem based on subsample medians 983--988
         Arijit Chakrabarty and   
            Mark M. Meerschaert   Tempered stable laws as random walk
                                  limits . . . . . . . . . . . . . . . . . 989--997
            Bronius Grigelionis   On the Hougaard subordinated Gaussian
                                  Lévy processes  . . . . . . . . . . . . . 998--1002
                  Chao Chen and   
                      Litan Yan   Remarks on the intersection local time
                                  of fractional Brownian motions . . . . . 1003--1012
        Mamadou Abdoul Diop and   
                Youssef Ouknine   A linear stochastic differential
                                  equation driven by a fractional Brownian
                                  motion with Hurst parameter $ > 1 / 2 $   1013--1020
            Alexandre Scott and   
         François Watier   Goal achieving probabilities of
                                  constrained mean-variance strategies . . 1021--1026
            Tian-Fang Zhang and   
             Jian-Feng Yang and   
               Dennis K. J. Lin   Small Box--Behnken design  . . . . . . . 1027--1033
              Michael Evans and   
                    Gun Ho Jang   A limit result for the prior predictive
                                  applied to checking for prior-data
                                  conflict . . . . . . . . . . . . . . . . 1034--1038
                    Elias Masry   The estimation of the correlation
                                  coefficient of bivariate data under
                                  dependence: Convergence analysis . . . . 1039--1045
               Martin Ehler and   
               Jennifer Galanis   Frame theory in directional statistics   1046--1051
              David J. Nott and   
                Jialiang Li and   
                  Mark Fielding   Importance sampling as a variational
                                  approximation  . . . . . . . . . . . . . 1052--1055
              Artin Armagan and   
                   David Dunson   Sparse variational analysis of linear
                                  mixed models for large data sets . . . . 1056--1062
                Zhidong Bai and   
                    Heng Li and   
            Wing-Keung Wong and   
                  Bingzhi Zhang   Multivariate causality tests with
                                  simulation and application . . . . . . . 1063--1071
                Vikas Kumar and   
                   H. C. Taneja   Some characterization results on
                                  generalized cumulative residual entropy
                                  measure  . . . . . . . . . . . . . . . . 1072--1077
                Zhidong Bai and   
                 Keyan Wang and   
                Wing-Keung Wong   The mean-variance ratio test --- a
                                  complement to the coefficient of
                                  variation test and the Sharpe ratio test 1078--1085
                         Lin Yu   Martingale transforms between
                                  Hardy--Orlicz spaces $ Q_{\Phi_1} $ and
                                  $ Q_{\Phi_2} $ of martingales  . . . . . 1086--1093
               Vladislav Kargin   Relaxation time is monotone in
                                  temperature in the mean-field Ising
                                  model  . . . . . . . . . . . . . . . . . 1094--1097
                Barry C. Arnold   The generalized Cantor distribution and
                                  its corresponding inverse distribution   1098--1103
              Jianhui Huang and   
                 Chunhua Ma and   
                        Cai Zhu   Estimation for discretely observed
                                  continuous state branching processes
                                  with immigration . . . . . . . . . . . . 1104--1111
                  N. Eghbal and   
                   M. Amini and   
                   A. Bozorgnia   On the Kolmogorov inequalities for
                                  quadratic forms of dependent uniformly
                                  bounded random variables . . . . . . . . 1112--1120
                S. Y. Hwang and   
                   I. V. Basawa   Godambe estimating functions and
                                  asymptotic optimal inference . . . . . . 1121--1127
                 Haizhen Wu and   
             Giorgi Kvizhinadze   Martingale limit theorems of divisible
                                  statistics in a multinomial scheme with
                                  mixed frequencies  . . . . . . . . . . . 1128--1135
                  Reza Modarres   High-dimensional generation of Bernoulli
                                  random vectors . . . . . . . . . . . . . 1136--1142
           Yousry H. Abdelkader   A Laplace transform method for order
                                  statistics from nonidentical random
                                  variables and its application in
                                  phase-type distribution  . . . . . . . . 1143--1149
                 S. Engelke and   
               Z. Kabluchko and   
                   M. Schlather   An equivalent representation of the
                                  Brown--Resnick process . . . . . . . . . 1150--1154
               Atanu Biswas and   
             Rahul Bhattacharya   Optimal response-adaptive allocation
                                  designs in phase III clinical trials:
                                  Incorporating ethics in optimality . . . 1155--1160
                   Dongsheng Wu   On the solution process for a stochastic
                                  fractional partial differential equation
                                  driven by space-time white noise . . . . 1161--1172
                 Greg Markowsky   Applying Brownian motion to the study of
                                  birth-death chains . . . . . . . . . . . 1173--1178
               Jing-Hao Xue and   
        D. Michael Titterington   The $p$-folded cumulative distribution
                                  function and the mean absolute deviation
                                  from the $p$-quantile  . . . . . . . . . 1179--1182
                   Lijun Bo and   
                 Mario Lefebvre   Mean first passage times of
                                  two-dimensional processes with jumps . . 1183--1189
                   K. Hamza and   
                  A. W. Sudbury   The mixing advantage for bounded random
                                  variables  . . . . . . . . . . . . . . . 1190--1195
      Alexander Herbertsson and   
                Jiwook Jang and   
               Thorsten Schmidt   Pricing basket default swaps in a
                                  tractable shot noise model . . . . . . . 1196--1207
           Victor H. Lachos and   
     Dipankar Bandyopadhyay and   
                  Aldo M. Garay   Heteroscedastic nonlinear regression
                                  models based on scale mixtures of
                                  skew-normal distributions  . . . . . . . 1208--1217
                   P. Baldi and   
                 L. Caramellino   General Freidlin--Wentzell Large
                                  Deviations and positive diffusions . . . 1218--1229
                   Martin Forde   Large-time asymptotics for an
                                  uncorrelated stochastic volatility model 1230--1232
          J. V. Michalowicz and   
              J. M. Nichols and   
                F. Bucholtz and   
                    C. C. Olson   A general Isserlis theorem for
                                  mixed-Gaussian random variables  . . . . 1233--1240
             Fatiha Messaci and   
                Nahima Nemouchi   A law of the iterated logarithm for the
                                  product limit estimator with doubly
                                  censored data  . . . . . . . . . . . . . 1241--1244
             Yoshihide Kakizawa   Improved additive adjustments for the
                                  LR/ELR test statistics . . . . . . . . . 1245--1255
                 Johan Tykesson   On the visibility in well-behaved random
                                  sets in Euclidean space  . . . . . . . . 1256--1259
                 Bainian Li and   
            Kongsheng Zhang and   
                       Libin Wu   A sharp inequality for martingales and
                                  its applications . . . . . . . . . . . . 1260--1266
              Gabriela Ciuperca   A general criterion to determine the
                                  number of change-points  . . . . . . . . 1267--1275
                 A. Lahrouz and   
                   L. Omari and   
                 D. Kiouach and   
              A. Belmaâti   Deterministic and stochastic stability
                                  of a mathematical model of smoking . . . 1276--1284
           Federico Martellosio   Efficiency of the OLS estimator in the
                                  vicinity of a spatial unit root  . . . . 1285--1291
                      Allan Gut   Renewal theory with a trend  . . . . . . 1292--1299
                   Lijun Bo and   
                   Yongjin Wang   On a stochastic interacting model with
                                  stepping-stone noises  . . . . . . . . . 1300--1305
                   M. Ajami and   
                  V. Fakoor and   
                    S. Jomhoori   The Bahadur representation for
                                  kernel-type estimator of the quantile
                                  function under strong mixing and
                                  censored data  . . . . . . . . . . . . . 1306--1310
      Jana Jurecková and   
          Radka Sabolová   Finite-sample density and its small
                                  sample asymptotic approximation  . . . . 1311--1318
                Serkan Eryilmaz   The behavior of warm standby components
                                  with respect to a coherent system  . . . 1319--1325
                      Qidi Peng   Uniform Hölder exponent of a stationary
                                  increments Gaussian process: Estimation
                                  starting from average values . . . . . . 1326--1335
           Tyrone E. Duncan and   
                    Holger Fink   Corrigendum to ``Prediction for some
                                  processes related to a fractional
                                  Brownian motion''  . . . . . . . . . . . 1336--1337
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 81, Number 9, September, 2011

              Roni Israelov and   
                 Steven Lugauer   Combining empirical likelihood and
                                  generalized method of moments
                                  estimators: Asymptotics and higher order
                                  bias . . . . . . . . . . . . . . . . . . 1339--1347
                Xuejun Wang and   
                   Shuhe Hu and   
       B. L. S. Prakasa Rao and   
                    Wenzhi Yang   Maximal inequalities for
                                  $N$-demimartingale and Strong Law of
                                  Large Numbers  . . . . . . . . . . . . . 1348--1353
        Mohamedou Ould Haye and   
                  Anne Philippe   Marginal density estimation for linear
                                  processes with cyclical long memory  . . 1354--1364
Juan Fernández-Sánchez and   
            Roger B. Nelsen and   
     Manuel Úbeda-Flores   Multivariate copulas, quasi-copulas and
                                  lattices . . . . . . . . . . . . . . . . 1365--1369
                 Hsiaw-Chan Yeh   A multivariate semi-logistic
                                  autoregressive process and its
                                  characterization . . . . . . . . . . . . 1370--1379
   Albert Ferreiro-Castilla and   
                 Frederic Utzet   Lévy area for Gaussian processes: a
                                  double Wiener--Itô integral approach  . . 1380--1391
               Aziz Khanchi and   
                 Gilles Lamothe   Simulating tail asymptotics of a Markov
                                  chain  . . . . . . . . . . . . . . . . . 1392--1397
              Ignacio Vidal and   
               Heleno Bolfarini   Bayesian estimation of regression
                                  parameters in elliptical measurement
                                  error models . . . . . . . . . . . . . . 1398--1406
           Michel M. Denuit and   
                Mhamed Mesfioui   The dispersive effect of cross-aging
                                  with Archimedean copulas . . . . . . . . 1407--1418
                R. A. Doney and   
                D. A. Korshunov   Local asymptotics for the time of first
                                  return to the origin of transient random
                                  walk . . . . . . . . . . . . . . . . . . 1419--1424
                  V. Fakoor and   
      M. Bolbolian Ghalibaf and   
                H. A. Azarnoosh   Asymptotic behaviors of the Lorenz curve
                                  and Gini index in sampling from a
                                  length-biased distribution . . . . . . . 1425--1435
                      Jian Wang   Harnack inequalities for
                                  Ornstein--Uhlenbeck processes driven by
                                  Lévy processes  . . . . . . . . . . . . . 1436--1444
        Ljiljana Petrovi\'c and   
        Sladjana Dimitrijevi\'c   Invariance of statistical causality
                                  under convergence  . . . . . . . . . . . 1445--1448
   Christine H. Müller and   
            Richard Huggins and   
                  Wen-Han Hwang   Consistent estimation of species
                                  abundance from a presence-absence map    1449--1457
            Chang-Song Deng and   
                  Yan-Hong Song   An elementary proof of the $ L^1 $
                                  log-Sobolev inequality for Poisson point
                                  processes  . . . . . . . . . . . . . . . 1458--1462
               Jüri Lember   A correction on approximation of
                                  smoothing probabilities for hidden
                                  Markov models  . . . . . . . . . . . . . 1463--1464
        Babette A. Brumback and   
                      Zhulin He   The Mantel--Haenszel estimator adapted
                                  for complex survey designs is not dually
                                  consistent . . . . . . . . . . . . . . . 1465--1470
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 81, Number 10, October, 2011

           Devin S. Johnson and   
            Jennifer A. Hoeting   Properties of graphical regression
                                  models for multidimensional categorical
                                  data . . . . . . . . . . . . . . . . . . 1471--1475
           Tamás Lengyel   Direct consequences of the basic Ballot
                                  Theorem  . . . . . . . . . . . . . . . . 1476--1481
      Sòren Asmussen and   
                 Peter W. Glynn   A new proof of convergence of MCMC via
                                  the ergodic theorem  . . . . . . . . . . 1482--1485
                  Allan Gut and   
        Ulrich Stadtmüller   An intermediate Baum--Katz theorem . . . 1486--1492
            Vladimir Vinogradov   On Kendall--Ressel and related
                                  distributions  . . . . . . . . . . . . . 1493--1501
                 Chunxu Liu and   
             Arne C. Bathke and   
              Solomon W. Harrar   A nonparametric version of Wilks' lambda
                                  --- Asymptotic results and small sample
                                  approximations . . . . . . . . . . . . . 1502--1506
              Vishal Maurya and   
                 Anju Goyal and   
                 Amar Nath Gill   Simultaneous testing for the successive
                                  differences of exponential location
                                  parameters under heteroscedasticity  . . 1507--1517
           Amit Kumar Misra and   
                   Neeraj Misra   A note on active redundancy allocations
                                  in $k$-out-of-$n$ systems  . . . . . . . 1518--1523
                  Ying Ding and   
                 Xinsheng Zhang   A new kind of modified transportation
                                  cost inequalities and polynomial
                                  concentration inequalities . . . . . . . 1524--1534
        Abdelhakim Aknouche and   
              Eid M. Al-Eid and   
             Aboubakry M. Hmeid   Offline and online weighted least
                                  squares estimation of nonstationary
                                  power ARCH processes . . . . . . . . . . 1535--1540
                Yuchen Fama and   
            Vladimir Pozdnyakov   A test for self-exciting clustering
                                  mechanism  . . . . . . . . . . . . . . . 1541--1546
                  Aurel Spataru   Only the first term of some series
                                  counts . . . . . . . . . . . . . . . . . 1547--1551
                    R. B. Bapat   On the first passage time of a simple
                                  random walk on a tree  . . . . . . . . . 1552--1558
             Yoshihide Kakizawa   Corrigendum to: ``Improved additive
                                  adjustments for the LR/ELR test
                                  statistics'' [Statist. Probab. Lett. \bf
                                  81 (2011) 1245--1255]  . . . . . . . . . 1559--1559
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 81, Number 11, November, 2011

                 Masatake Hirao   Large deviations for the radial
                                  processes of the Brownian motions on
                                  hyperbolic spaces  . . . . . . . . . . . 1561--1564
            Subhankar Ghosh and   
            Larry Goldstein and   
                    Martin Raic   Concentration of measure for the number
                                  of isolated vertices in the Erd\Hos-Rényi
                                  random graph by size bias couplings  . . 1565--1570
   J. S. H. van Leeuwaarden and   
                    N. M. Temme   A uniform asymptotic expansion for
                                  weighted sums of exponentials  . . . . . 1571--1579
             Yusuke Maeyama and   
           Kenichiro Tamaki and   
             Masanobu Taniguchi   Preliminary test estimation for spectra  1580--1587
                  K. Kebabi and   
                I. Laroussi and   
                     F. Messaci   Least squares estimators of the
                                  regression function with twice censored
                                  data . . . . . . . . . . . . . . . . . . 1588--1593
                 J. Navarro and   
                S. M. Sunoj and   
                     M. N. Linu   Characterizations of bivariate models
                                  using dynamic Kullback--Leibler
                                  discrimination measures  . . . . . . . . 1594--1598
             M. R. Williams and   
                         D. Kim   Likelihood ratio tests for continuous
                                  monotone hazards with an unknown change
                                  point  . . . . . . . . . . . . . . . . . 1599--1603
                     Yuqiang Li   Fluctuation limits of site-dependent
                                  branching systems in critical and large
                                  dimensions . . . . . . . . . . . . . . . 1604--1611
               Keh-Shin Lii and   
              Murray Rosenblatt   Estimation for a class of nonstationary
                                  processes  . . . . . . . . . . . . . . . 1612--1622
                Atul Mallik and   
              Michael Woodroofe   A Central Limit Theorem for linear
                                  random fields  . . . . . . . . . . . . . 1623--1626
                      Gang Shen   On periodically isotonic climate change  1627--1634
     Christopher S. Withers and   
             Saralees Nadarajah   Estimates of low bias for the
                                  multivariate normal  . . . . . . . . . . 1635--1647
              Michael Braverman   On infinitely divisible distributions
                                  with light tails of Lévy measures . . . . 1648--1653
             Laurent Bordes and   
            Kossi Essona Gneyou   Uniform convergence of nonparametric
                                  regressions in competing risk models
                                  with right censoring . . . . . . . . . . 1654--1663
                Serge Cohen and   
                 Makoto Maejima   Selfdecomposability of moving average
                                  fractional Lévy processes . . . . . . . . 1664--1669
                Thomas Fung and   
                  Eugene Seneta   The bivariate normal copula function is
                                  regularly varying  . . . . . . . . . . . 1670--1676
         Mahdi Alimohammadi and   
     Mohammad Hossein Alamatsaz   Some new results on unimodality of
                                  generalized order statistics and their
                                  spacings . . . . . . . . . . . . . . . . 1677--1682
                 Jing Zheng and   
               Zhengyan Lin and   
                 Changqing Tong   The packing indices for some Lévy
                                  processes  . . . . . . . . . . . . . . . 1683--1689
                    Fuke Wu and   
                     Shigeng Hu   Khasminskii-type theorems for stochastic
                                  functional differential equations with
                                  infinite delay . . . . . . . . . . . . . 1690--1694
   Jeffrey C. Miecznikowski and   
                 David Gold and   
              Lori Shepherd and   
                       Song Liu   Deriving and comparing the distribution
                                  for the number of false positives in
                                  single step methods to control $k$-FWER  1695--1705
                  Arup Bose and   
                 Suman Guha and   
         Rajat Subhra Hazra and   
                   Koushik Saha   Circulant type matrices with heavy
                                  tailed entries . . . . . . . . . . . . . 1706--1716
                 A. Kiapour and   
                 N. Nematollahi   Robust Bayesian prediction and
                                  estimation under a squared log error
                                  loss function  . . . . . . . . . . . . . 1717--1724
                    Mu Zhao and   
               Fangfang Bai and   
                      Yong Zhou   Relative deficiency of quantile
                                  estimators for left truncated and right
                                  censored data  . . . . . . . . . . . . . 1725--1732
                 M. Z. Anis and   
                    Kinjal Basu   The exact null distribution of the
                                  generalized Hollander--Proschan type
                                  test for NBUE alternatives . . . . . . . 1733--1737
           Zbigniew S. Szewczak   A note on Marcinkiewicz laws for
                                  strictly stationary $ \phi $-mixing
                                  sequences  . . . . . . . . . . . . . . . 1738--1741
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

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

                   Bara Kim and   
                   Jeongsim Kim   Representation of Downton's bivariate
                                  exponential random vector and its
                                  applications . . . . . . . . . . . . . . 1743--1750
                  Nels Grevstad   Simultaneous estimation of negative
                                  binomial dispersion parameters . . . . . 1751--1755
                   A. Polpo and   
                       D. Sinha   Correction in Bayesian nonparametric
                                  estimation in a series system or a
                                  competing-risk model . . . . . . . . . . 1756--1759
             Pierre Alquier and   
                 Mohamed Hebiri   Generalization of $ \ell_1$-constraints
                                  for high dimensional regression problems 1760--1765
              Alessio Farcomeni   Hidden Markov partition models . . . . . 1766--1770
         Aurélie Fischer   On the number of groups in clustering    1771--1781
                      Jinjun Li   A class of probability distribution
                                  functions preserving the packing
                                  dimension  . . . . . . . . . . . . . . . 1782--1791
               Weixing Song and   
                     Weixin Yao   A lack-of-fit test in Tobit
                                  errors-in-variables regression models    1792--1801
                  Ziqi Chen and   
             Ning-Zhong Shi and   
                        Wei Gao   Nonparametric estimation of the log odds
                                  ratio for sparse data by kernel
                                  smoothing  . . . . . . . . . . . . . . . 1802--1807
               Pingyan Chen and   
                    Chunyan Hao   A remark on the law of the logarithm for
                                  weighted sums of random variables with
                                  multidimensional indices . . . . . . . . 1808--1812
          C. Satheesh Kumar and   
                  M. R. Anusree   On a generalized mixture of standard
                                  normal and skew normal distributions . . 1813--1821
                A. E. Brockwell   Acknowledgement of priority to:
                                  ``Universal residuals: a multivariate
                                  transformation. Statistics & Probability
                                  Letters \bf 27, 2007, 1473--1478'' . . . 1822--1822
             Richard C. Bradley   A note on two measures of dependence . . 1823--1826
            Fabrizio Leisen and   
              Antonio Lijoi and   
            Christian Paroissin   Limiting behavior of the search cost
                                  distribution for the move-to-front rule
                                  in the stable case . . . . . . . . . . . 1827--1832
                 Peihua Qiu and   
                    Zhonghua Li   Distribution-free monitoring of
                                  univariate processes . . . . . . . . . . 1833--1840
               Chuancun Yin and   
                 Kam Chuen Yuen   Optimality of the threshold dividend
                                  strategy for the compound Poisson model  1841--1846
         Christophe Crambes and   
                Ali Gannoun and   
                Yousri Henchiri   Weak consistency of the Support Vector
                                  Machine Quantile Regression approach
                                  when covariates are functions  . . . . . 1847--1858
               Lisa D. Peterson   Convergence in distribution of point
                                  processes on Polish spaces to a simple
                                  limit  . . . . . . . . . . . . . . . . . 1859--1861
                 N. C. Framstad   Portfolio separation properties of the
                                  skew-elliptical distributions, with
                                  generalizations  . . . . . . . . . . . . 1862--1866
          Alessio Farcomeni and   
                 Simona Pacillo   A conservative estimator for the
                                  proportion of false nulls based on
                                  Dvoretzky, Kiefer and Wolfowitz
                                  inequality . . . . . . . . . . . . . . . 1867--1870
            Justin Rory Wishart   Minimax lower bound for kink location
                                  estimators in a nonparametric regression
                                  model with long-range dependence . . . . 1871--1875
              Yingying Yang and   
                   Shuhe Hu and   
                         Tao Wu   The tail probability of the product of
                                  dependent random variables from
                                  max-domains of attraction  . . . . . . . 1876--1882
                   Yan Dong and   
                Weiguo Yang and   
                   Jianfang Bai   The Strong Law of Large Numbers and the
                                  Shannon--McMillan theorem for
                                  nonhomogeneous Markov chains indexed by
                                  a Cayley tree  . . . . . . . . . . . . . 1883--1890
               Xiaodong Bai and   
                     Lixin Song   The asymptotic estimate for the sum of
                                  two correlated classes of discounted
                                  aggregate claims with heavy tails  . . . 1891--1898
                   A. Kumar and   
                 Erkan Nane and   
                  P. Vellaisamy   Time-changed Poisson processes . . . . . 1899--1910
                       Dawei Lu   Lower and upper bounds of large
                                  deviation for sums of subexponential
                                  claims in a multi-risk model . . . . . . 1911--1919
            Hemant Ishwaran and   
                   J. Sunil Rao   Consistency of spike and slab regression 1920--1928
                 Mirko D'Ovidio   On the fractional counterpart of the
                                  higher-order equations . . . . . . . . . 1929--1939
       Kenneth S. Berenhaut and   
             John V. Baxley and   
                Robert G. Lyday   Deviations of discrete distributions and
                                  a question of Móri  . . . . . . . . . . . 1940--1944
               Adam Os\kekowski   Sharp maximal inequality for nonnegative
                                  martingales  . . . . . . . . . . . . . . 1945--1952
                     M. Ghorbel   Analytic and numerical analysis of some
                                  statistical features of fragmentation
                                  processes  . . . . . . . . . . . . . . . 1953--1960
                  Chenhua Zhang   Parameter estimation for first-order
                                  bifurcating autoregressive processes
                                  with Weibull innovations . . . . . . . . 1961--1969
                   Jing Cui and   
                  Litan Yan and   
                     Xichao Sun   Exponential stability for neutral
                                  stochastic partial differential
                                  equations with delays and Poisson jumps  1970--1977
                 Huonan Lin and   
                      Jian Wang   Asymptotic limit properties of the
                                  occupation measure for a transient
                                  Brownian sheet . . . . . . . . . . . . . 1978--1985
              Ana M. Bianco and   
            Graciela Boente and   
               Susana Sombielle   Robust estimation for nonparametric
                                  generalized regression . . . . . . . . . 1986--1994
           Fabrizio Durante and   
             Piotr Jaworski and   
                   Radko Mesiar   Invariant dependence structures and
                                  Archimedean copulas  . . . . . . . . . . 1995--2003
Lizeth García-Belmonte and   
   Daniel Ventosa-Santaul\`aria   Spurious regression and lurking
                                  variables  . . . . . . . . . . . . . . . 2004--2010
                  N. G. Ushakov   Some inequalities for absolute moments   2011--2015
       N. Unnikrishnan Nair and   
                 B. Vineshkumar   Ageing concepts: An approach based on
                                  quantile function  . . . . . . . . . . . 2016--2025
                 Yi-Ting Li and   
             Dang-Zheng Liu and   
                    Xin Sun and   
                Zheng-Dong Wang   A note on eigenvalues of random block
                                  Toeplitz matrices with slowly growing
                                  bandwidth  . . . . . . . . . . . . . . . 2026--2029
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 82, Number 1, January, 2012

            William Nilsson and   
 Tomás del Barrio Castro   Bootstrap confidence interval for a
                                  correlation curve  . . . . . . . . . . . 1--6
                   Mario Abundo   An inverse first-passage problem for
                                  one-dimensional diffusions with random
                                  starting point . . . . . . . . . . . . . 7--14
                 Yoshiji Takagi   On the estimation of the shape parameter
                                  of the gamma distribution in
                                  second-order asymptotics . . . . . . . . 15--21
                   Jianfeng Yao   A note on a Marcenko--Pastur type
                                  theorem for time series  . . . . . . . . 22--28
            Cheng Yong Tang and   
                   Chenlei Leng   An empirical likelihood approach to
                                  quantile regression with auxiliary
                                  information  . . . . . . . . . . . . . . 29--36
                    Yu. Davydov   On convex hull of $d$-dimensional
                                  fractional Brownian motion . . . . . . . 37--39
                 Xuan Zhang and   
                   Zhenting Hou   The first-passage times of phase
                                  semi-Markov processes  . . . . . . . . . 40--48
               Sanaa Kholfi and   
               Hosam M. Mahmoud   The class of tenable zero-balanced Pólya
                                  urns with an initially dominant subset
                                  of colors  . . . . . . . . . . . . . . . 49--57
                       June Luo   Asymptotic efficiency of ridge estimator
                                  in linear and semiparametric linear
                                  models . . . . . . . . . . . . . . . . . 58--62
                Zhensheng Huang   Empirical likelihood for the parametric
                                  part in partially linear
                                  errors-in-function models  . . . . . . . 63--66
                      C. Vignat   A generalized Isserlis theorem for
                                  location mixtures of Gaussian random
                                  vectors  . . . . . . . . . . . . . . . . 67--71
                Leonid Rozovsky   Superlarge deviation probabilities for
                                  sums of independent lattice random
                                  variables with exponential decreasing
                                  tails  . . . . . . . . . . . . . . . . . 72--76
              Shongkour Roy and   
          Mian Arif Shams Adnan   Wrapped weighted exponential
                                  distributions  . . . . . . . . . . . . . 77--83
           Charles Castaing and   
           Nguyen Van Quang and   
              Nguyen Tran Thuan   A new family of convex weakly compact
                                  valued random variables in Banach space
                                  and applications to laws of large
                                  numbers  . . . . . . . . . . . . . . . . 84--95
              Jian-Hong Shi and   
                  Jiang-Long Lv   A new generalized $p$-value for testing
                                  equality of inverse Gaussian means under
                                  heterogeneity  . . . . . . . . . . . . . 96--102
                Vivekananda Roy   Spectral analytic comparisons for data
                                  augmentation . . . . . . . . . . . . . . 103--108
             N. N. Leonenko and   
               S. Petherick and   
                   A. Sikorskii   A normal inverse Gaussian model for a
                                  risky asset with dependence  . . . . . . 109--115
                Xinmei Shen and   
                       Yi Zhang   Moderate deviations for a risk model
                                  based on the customer-arrival process    116--122
           Jeff T. Terpstra and   
                Tamer Elbayoumi   A Law of Large Numbers result for a
                                  bifurcating process with an infinite
                                  moving average representation  . . . . . 123--129
             Yuanyuan Zhang and   
                  Wensheng Wang   Ruin probabilities of a bidimensional
                                  risk model with investment . . . . . . . 130--138
            A. E. Kyprianou and   
                      Y.-X. Ren   Backbone decomposition for
                                  continuous-state branching processes
                                  with immigration . . . . . . . . . . . . 139--144
              Youri Davydov and   
          Clément Dombry   On the convergence of LePage series in
                                  Skorokhod space  . . . . . . . . . . . . 145--150
       Anthony Réveillac   On the orthogonal component of BSDEs in
                                  a Markovian setting  . . . . . . . . . . 151--157
            Carsten Jentsch and   
                   Markus Pauly   A note on using periodogram-based
                                  distances for comparing spectral
                                  densities  . . . . . . . . . . . . . . . 158--164
               Peter Hieber and   
               Matthias Scherer   A note on first-passage times of
                                  continuously time-changed Brownian
                                  motion . . . . . . . . . . . . . . . . . 165--172
                Luc Devroye and   
                Tina Felber and   
             Michael Kohler and   
                   Adam Krzyzak   $ L_1 $-consistent estimation of the
                                  density of residuals in random design
                                  regression models  . . . . . . . . . . . 173--179
                 Zongwu Cai and   
                  Ying Fang and   
                         Jia Su   Reducing asymptotic bias of weak
                                  instrumental estimation using
                                  independently repeated cross-sectional
                                  information  . . . . . . . . . . . . . . 180--185
               Adam Os\kekowski   Inequalities for martingale transforms
                                  and related characterizations of Hilbert
                                  spaces . . . . . . . . . . . . . . . . . 186--190
             Gergely Ambrus and   
         Péter Kevei and   
             Viktor Vígh   The diminishing segment process  . . . . 191--195
           Adrian P. C. Lim and   
                      Dejun Luo   A note on Gaussian correlation
                                  inequalities for nonsymmetric sets . . . 196--202
              Jeffrey Matayoshi   The $K$-level crossings of a random
                                  algebraic polynomial with dependent
                                  coefficients . . . . . . . . . . . . . . 203--211
               S. Chobanyan and   
                S. Levental and   
                   V. Mandrekar   Almost surely convergent summands of a
                                  random sum . . . . . . . . . . . . . . . 212--216
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 82, Number 2, February, 2012

            Angela Loregian and   
            Lorenzo Mercuri and   
                     Edit Rroji   Approximation of the variance gamma
                                  model with a finite mixture of normals   217--224
                      Heng Lian   Shrinkage estimation for identification
                                  of linear components in additive models  225--231
                   Shuhe Hu and   
               Xinghui Wang and   
                Wenzhi Yang and   
                    Xuejun Wang   Some inequalities for demimartingales
                                  and $N$-demimartingales  . . . . . . . . 232--239
              Guangjun Shen and   
                      Chao Chen   Stochastic integration with respect to
                                  the sub-fractional Brownian motion with
                                  $ H \in (0, 1 / 2) $ . . . . . . . . . . 240--251
               M. K. Shakhatreh   A two-parameter of weighted exponential
                                  distributions  . . . . . . . . . . . . . 252--261
        Takashi Kamihigashi and   
                John Stachurski   An order-theoretic mixing condition for
                                  monotone Markov chains . . . . . . . . . 262--267
                 A. Pacheco and   
              S. K. Samanta and   
                 M. L. Chaudhry   A short note on the GI/Geo/1 queueing
                                  system . . . . . . . . . . . . . . . . . 268--273
                     Weixin Yao   A bias corrected nonparametric
                                  regression estimator . . . . . . . . . . 274--282
               Neeraj Misra and   
               Amit Kumar Misra   New results on stochastic comparisons of
                                  two-component series and parallel
                                  systems  . . . . . . . . . . . . . . . . 283--290
                 Xiangfeng Yang   An elementary proof of the lower bound
                                  of Cramér's Theorem in $ \mathbb {R}^d $  291--294
              Asok K. Nanda and   
                 Suchismita Das   Stochastic orders of the Marshall--Olkin
                                  extended distribution  . . . . . . . . . 295--302
                Andrey L. Gusev   Continuous inspection with memory  . . . 303--307
                 Rong Jiang and   
                Weimin Qian and   
                  Zhangong Zhou   Variable selection and coefficient
                                  estimation via composite quantile
                                  regression with randomly censored data   308--317
          Rainer Dyckerhoff and   
                    Karl Mosler   Weighted-mean regions of a probability
                                  distribution . . . . . . . . . . . . . . 318--325
                Serkan Eryilmaz   Generalized $ \delta $-shock model via
                                  runs . . . . . . . . . . . . . . . . . . 326--331
            Julio M. Singer and   
       Edward J. Stanek III and   
         Viviana B. Lencina and   
   Luz Mery González and   
                  Wenjun Li and   
            Silvina San Martino   Prediction with measurement errors in
                                  finite populations . . . . . . . . . . . 332--339
                  Termeh Kousha   Asymptotic behavior and the moderate
                                  deviation principle for the maximum of a
                                  Dyck path  . . . . . . . . . . . . . . . 340--347
                Kenichi Hayashi   A simple extension of boosting for
                                  asymmetric mislabeled data . . . . . . . 348--356
                   R. S. McCrea   Sufficient statistic likelihood
                                  construction for age- and time-dependent
                                  multi-state joint recapture and recovery
                                  data . . . . . . . . . . . . . . . . . . 357--359
                Christoph Hanck   On the asymptotic distribution of a unit
                                  root test against ESTAR alternatives . . 360--364
                Cyrus Samii and   
                Peter M. Aronow   On equivalencies between design-based
                                  and regression-based variance estimators
                                  for randomized experiments . . . . . . . 365--370
                Satoshi Hattori   Testing the no-treatment effect based on
                                  a possibly misspecified accelerated
                                  failure time model . . . . . . . . . . . 371--377
                    Ryan Martin   Convergence rate for predictive
                                  recursion estimation of finite mixtures  378--384
              Shouquan Chen and   
                  Chao Wang and   
                     Geng Zhang   Rates of convergence of extreme for
                                  general error distribution under power
                                  normalization  . . . . . . . . . . . . . 385--395
                Sangun Park and   
              Hon Keung Tony Ng   Missing information and an optimal
                                  one-step plan in a Type II progressive
                                  censoring scheme . . . . . . . . . . . . 396--402
              N. H. Bingham and   
              Akihiko Inoue and   
                 Yukio Kasahara   An explicit representation of Verblunsky
                                  coefficients . . . . . . . . . . . . . . 403--410
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 82, Number 3, March, 2012

               Adam Os\kekowski   Weak norm inequalities for martingales
                                  and geometry of Banach spaces  . . . . . 411--418
                 M. S. Choi and   
                 J. A. Park and   
                    S. Y. Hwang   Asymmetric GARCH processes featuring
                                  both threshold effect and bilinear
                                  structure  . . . . . . . . . . . . . . . 419--426
                 Jianxi Lin and   
                    Yuebao Wang   New examples of heavy-tailed
                                  $O$-subexponential distributions and
                                  related closure properties . . . . . . . 427--432
                    M. Sreehari   A characterization of the bivariate
                                  negative binomial distribution via $
                                  \alpha $-monotonicity  . . . . . . . . . 433--437
           Luis Leon-Novelo and   
                 George Casella   Prior influence in linear regression
                                  when the number of covariates increases
                                  to infinity  . . . . . . . . . . . . . . 438--445
                   Lili Yao and   
                   Wenxin Jiang   On extensions of Hoeffding's inequality
                                  for panel data . . . . . . . . . . . . . 446--454
                     Lan Wu and   
               Yongcheng Qi and   
                  Jingping Yang   Asymptotics for dependent Bernoulli
                                  random variables . . . . . . . . . . . . 455--463
               Stefan Mihalache   Strong approximations and sequential
                                  change-point analysis for diffusion
                                  processes  . . . . . . . . . . . . . . . 464--472
                     Yuguo Chen   A theory for the multiset sampler  . . . 473--477
                     Jianjun He   An estimate of the remainder of a limit
                                  theorem  . . . . . . . . . . . . . . . . 478--487
                Eunju Hwang and   
                  Dong Wan Shin   Strong consistency of the stationary
                                  bootstrap under $ \Psi $-weak dependence 488--495
              Mykola Bratiichuk   On the Gerber--Shiu function for a risk
                                  model with multi-layer dividend strategy 496--504
               Jianjun Zhou and   
                       Min Chen   Spline estimators for semi-functional
                                  linear model . . . . . . . . . . . . . . 505--513
                   I. S. Tyurin   Some optimal bounds in the Central Limit
                                  Theorem using zero biasing . . . . . . . 514--518
             Jin-Ting Zhang and   
                 Shengning Xiao   A note on the modified two-way MANOVA
                                  tests  . . . . . . . . . . . . . . . . . 519--527
                      Yitian Xu   A rough margin-based linear support $
                                  \nu $ vector regression  . . . . . . . . 528--534
                  Long Feng and   
             Changliang Zou and   
                   Zhaojun Wang   Rank-based inference for the
                                  single-index model . . . . . . . . . . . 535--541
                Yuanzhen He and   
                     Mingyao Ai   Complementary design theory for sliced
                                  equidistance designs . . . . . . . . . . 542--547
    Cécile Mercadier and   
               Philippe Soulier   Optimal rates of convergence in the
                                  Weibull model based on kernel-type
                                  estimators . . . . . . . . . . . . . . . 548--556
Telles Timóteo da Silva and   
          Marcelo Dutra Fragoso   Absolutely continuous measure for a
                                  jump-type Fleming--Viot process  . . . . 557--564
             Tertius de Wet and   
             Yuri Goegebeur and   
            Maria Reimert Munch   Asymptotically unbiased estimation of
                                  the second order tail parameter  . . . . 565--573
               E. T. Salehi and   
         F. G. Badía and   
                       M. Asadi   Preservation properties of a homogeneous
                                  Poisson process stopped at an
                                  independent random time  . . . . . . . . 574--585
                Xiaoyu Xing and   
             Yongsheng Xing and   
                    Xuewei Yang   A note on transition density for the
                                  reflected Ornstein--Uhlenbeck process    586--591
             Katarzyna Filipiak   Universally optimal designs under an
                                  interference model with equal left- and
                                  right-neighbor effects . . . . . . . . . 592--598
              S. Vakeroudis and   
                         M. Yor   A Central Limit Theorem for a sequence
                                  of Brownian motions in the unit sphere
                                  in $ \mathbb {R}^n $ . . . . . . . . . . 599--605
            Ali Reza Taheriyoun   Testing the covariance function of
                                  stationary Gaussian random fields  . . . 606--613
                      Jian Song   Asymptotic behavior of the solution of
                                  heat equation driven by fractional white
                                  noise  . . . . . . . . . . . . . . . . . 614--620
                     Antai Wang   On the nonidentifiability property of
                                  Archimedean copula models under
                                  dependent censoring  . . . . . . . . . . 621--625
        Sundarraman Subramanian   Model-based likelihood ratio confidence
                                  intervals for survival functions . . . . 626--635
                    Fan Wei and   
              Richard M. Dudley   Two-sample Dvoretzky--Kiefer--Wolfowitz
                                  inequalities . . . . . . . . . . . . . . 636--644
          Marek Arendarczyk and   
            Krzysztof D\kebicki   Exact asymptotics of supremum of a
                                  stationary Gaussian process over a
                                  random interval  . . . . . . . . . . . . 645--652
                Linjun Tang and   
              Zhangong Zhou and   
                   Changchun Wu   Weighted composite quantile estimation
                                  and variable selection method for
                                  censored regression model  . . . . . . . 653--663
              Xueying Zhang and   
                Chuanzhou Zhang   Atomic decompositions of Banach
                                  lattice-valued martingales . . . . . . . 664--671
                     Hao Wu and   
               Wenyuan Wang and   
                        Jie Ren   Anticipated backward stochastic
                                  differential equations with
                                  non-Lipschitz coefficients . . . . . . . 672--682
      Tasos C. Christofides and   
            Milto Hadjikyriakou   Maximal and moment inequalities for
                                  demimartingales and $N$-demimartingales  683--691
            Takayuki Yamada and   
                Tetsuro Sakurai   Asymptotic power comparison of three
                                  tests in GMANOVA when the number of
                                  observed points is large . . . . . . . . 692--698
            Vadym Radchenko and   
             Martina Zähle   Heat equation with a general stochastic
                                  measure on nested fractals . . . . . . . 699--704
                   Mario Abundo   Erratum to: ``An inverse first-passage
                                  problem for one-dimensional diffusions
                                  with random starting point'' [Statist.
                                  Probab. Lett. \bf 82 (2012) 7--14] . . . 705--705
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 82, Number 4, April, 2012

                  Xijun Liu and   
                 Qingwu Gao and   
                    Yuebao Wang   A note on a dependent risk model with
                                  constant interest rate . . . . . . . . . 707--712
                Takaaki Shimura   Limit distribution of a roundoff error   713--719
            Carles Bretó   On the infinitesimal dispersion of
                                  multivariate Markov counting systems . . 720--725
          Mikhail Zhelonkin and   
             Marc G. Genton and   
              Elvezio Ronchetti   On the robustness of two-stage
                                  estimators . . . . . . . . . . . . . . . 726--732
              Ludwig Baringhaus   On areas of random triangles . . . . . . 733--738
               Santiago Velilla   A note on the structure of the quadratic
                                  subspace in discriminant analysis  . . . 739--747
                  Chao Chen and   
                   Liya Sun and   
                      Litan Yan   An approximation to the Rosenblatt
                                  process using martingale differences . . 748--757
              Edgar Elias Osuna   Crossing points of distributions and a
                                  theorem that relates them to second
                                  order stochastic dominance . . . . . . . 758--764
              Sara Taskinen and   
                  Inge Koch and   
                      Hannu Oja   Robustifying principal component
                                  analysis with spatial sign vectors . . . 765--774
                    Li Wang and   
                   Xingzhong Xu   Step-up procedure controlling
                                  generalized family-wise error rate . . . 775--782
  José Luis Palacios and   
           José M. Renom   On partial sums of hitting times . . . . 783--785
               Jean-Pierre Vila   Enhanced consistency of the Resampled
                                  Convolution Particle Filter  . . . . . . 786--797
                M. Fashandi and   
                   Jafar Ahmadi   Characterizations of symmetric
                                  distributions based on Rényi entropy  . . 798--804
     Aleksandar S. Nasti\'c and   
           Miroslav M. Risti\'c   Some geometric mixed integer-valued
                                  autoregressive (INAR) models . . . . . . 805--811
                     Oesook Lee   $V$-uniform ergodicity of a continuous
                                  time asymmetric power GARCH(1,1) model   812--817
           W\lodzimierz Wysocki   Constructing Archimedean copulas from
                                  diagonal sections  . . . . . . . . . . . 818--826
              Enea G. Bongiorno   A note on fuzzy set-valued Brownian
                                  motion . . . . . . . . . . . . . . . . . 827--832
                   L. Jiang and   
                  A. C. M. Wong   On standardizing the signed root log
                                  likelihood ratio statistic . . . . . . . 833--839
                 L. R. Rifo and   
                   J. D. Santos   A note on conflict of information and
                                  subexponential densities . . . . . . . . 840--842
                        Jib Huh   Nonparametric estimation of the
                                  regression function having a change
                                  point in generalized linear models . . . 843--851
             Enzo Orsingher and   
                Federico Polito   The space-fractional Poisson process . . 852--858
         Cedric E. Ginestet and   
              Nicky G. Best and   
              Sylvia Richardson   Classification loss function for
                                  parameter ensembles in Bayesian
                                  hierarchical models  . . . . . . . . . . 859--863
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

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

      M. Gaëtan Kabera and   
            Linda M. Haines and   
               Principal Ndlovu   A note on the construction of locally
                                  $D$- and $ D_s$-optimal designs for the
                                  binary logistic model with several
                                  explanatory variables  . . . . . . . . . 865--870
                    Jicheng Liu   A note on the bilateral inequality for a
                                  sequence of random variables . . . . . . 871--875
                 Jinguo Gao and   
                    Omer Ozturk   Two sample distribution-free inference
                                  based on partially rank-ordered set
                                  samples  . . . . . . . . . . . . . . . . 876--884
               Adam Os\kekowski   Best constants in the weak type
                                  inequalities for a martingale
                                  conditional square function  . . . . . . 885--893
                    Zhigang Bao   Strong convergence of ESD for the
                                  generalized sample covariance matrices
                                  when $ p / n \to 0 $ . . . . . . . . . . 894--901
                   David Azriel   A note on the robustness of the
                                  continual reassessment method  . . . . . 902--906
  Eric J. Tchetgen Tchetgen and   
                   James Robins   On parametrization, robustness and
                                  sensitivity analysis in a marginal
                                  structural Cox proportional hazards
                                  model for point exposure . . . . . . . . 907--915
           Mahmoud Zarepour and   
                 Luai Al Labadi   On a rapid simulation of the Dirichlet
                                  process  . . . . . . . . . . . . . . . . 916--924
                  Ling Zhou and   
                     Ze-Chun Hu   Chebyshev's inequality for
                                  Banach-space-valued random elements  . . 925--931
        Mohammad Abbaszadeh and   
        Christophe Chesneau and   
                  Hassan Doosti   Nonparametric estimation of density
                                  under bias and multiplicative censoring
                                  via wavelet methods  . . . . . . . . . . 932--941
               Paul Doukhan and   
      Konstantinos Fokianos and   
           Dag Tjòstheim   On weak dependence conditions for
                                  Poisson autoregressions  . . . . . . . . 942--948
                   Ivana Ili\'c   On tail index estimation using a sample
                                  with missing observations  . . . . . . . 949--958
              Gabriel Frahm and   
             Konstantin Glombek   Semicircle law of Tyler's $M$-estimator
                                  for scatter  . . . . . . . . . . . . . . 959--964
  Pierre Lafaye de Micheaux and   
         Christian Léger   A law of the single logarithm for
                                  weighted sums of arrays applied to
                                  bootstrap model selection in regression  965--971
         Jean-Michel Loubes and   
                    Paul Rochet   Approximate maximum entropy on the mean
                                  for instrumental variable regression . . 972--978
                  Qing Zhou and   
                       Yong Ren   Reflected backward stochastic
                                  differential equations with time delayed
                                  generators . . . . . . . . . . . . . . . 979--990
                   Ye Liang and   
                    Dongchu Sun   Objective priors for generative
                                  star-shape models  . . . . . . . . . . . 991--997
                     Ward Whitt   Fitting birth-and-death queueing models
                                  to data  . . . . . . . . . . . . . . . . 998--1004
                      Aldo Goia   A functional linear model for time
                                  series prediction with exogenous
                                  variables  . . . . . . . . . . . . . . . 1005--1011
         Ahmad Reza Soltani and   
                Rasool Roozegar   On distribution of randomly ordered
                                  uniform incremental weighted averages:
                                  Divided difference approach  . . . . . . 1012--1020
                Jongsig Bae and   
              Changha Hwang and   
                     Doobae Jun   The uniform Central Limit Theorem for
                                  the tent map . . . . . . . . . . . . . . 1021--1027
                 Kyungchul Song   On the smoothness of conditional
                                  expectation functionals  . . . . . . . . 1028--1034
                    Luc Devroye   A note on generating random variables
                                  with log-concave densities . . . . . . . 1035--1039
                  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
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 82, Number 6, June, 2012

              Mila Stojakovi\'c   Set valued probability and its
                                  connection with set valued measure . . . 1043--1048
                S. M. Sunoj and   
                 P. G. Sankaran   Quantile based entropy function  . . . . 1049--1053
                 David M. Baker   A Dubins type solution to the Skorokhod
                                  embedding problem  . . . . . . . . . . . 1054--1058
      Ramsés H. Mena and   
              Stephen G. Walker   An EPPF from independent sequences of
                                  geometric random variables . . . . . . . 1059--1066
          Hassan S. Bakouch and   
       Miroslav M. Risti\'c and   
             A. Asgharzadeh and   
                 L. Esmaily and   
           Bander M. Al-Zahrani   An exponentiated exponential binomial
                                  distribution with application  . . . . . 1067--1081
                     Hui He and   
                      Nana Luan   A martingale transformation for
                                  superprocesses . . . . . . . . . . . . . 1082--1087
               N. K. Mandal and   
                Manisha Pal and   
                 M. L. Aggarwal   Pseudo-Bayesian $A$-optimal designs for
                                  estimating the point of maximum in
                                  component-amount Darroch--Waller mixture
                                  model  . . . . . . . . . . . . . . . . . 1088--1094
              Chongqi Zhang and   
                      Heng Peng   $D$-optimal designs for quadratic
                                  mixture canonical polynomials with
                                  spline . . . . . . . . . . . . . . . . . 1095--1101
              Daniel Berend and   
              Aryeh Kontorovich   The missing mass problem . . . . . . . . 1102--1110
      Jana Jurecková and   
                      Jan Picek   Regression quantiles and their two-step
                                  modifications  . . . . . . . . . . . . . 1111--1115
              M. Grendár   Is the $p$-value a good measure of
                                  evidence? Asymptotic consistency
                                  criteria . . . . . . . . . . . . . . . . 1116--1119
                    Chihoon Lee   Bounds on exponential moments of hitting
                                  times for reflected processes on the
                                  positive orthant . . . . . . . . . . . . 1120--1128
             Tapan K. Nayak and   
                    Bimal Sinha   Some aspects of minimum variance
                                  unbiased estimation in presence of
                                  ancillary statistics . . . . . . . . . . 1129--1135
            Lyudmila Sakhanenko   Numerical issues in estimation of
                                  integral curves from noisy diffusion
                                  tensor data  . . . . . . . . . . . . . . 1136--1144
László Györfi and   
                     Harro Walk   Strongly consistent nonparametric tests
                                  of conditional independence  . . . . . . 1145--1150
                 Fengqi Yao and   
                     Feiqi Deng   Exponential stability in terms of two
                                  measures of impulsive stochastic
                                  functional differential systems via
                                  comparison principle . . . . . . . . . . 1151--1159
                Yaofeng Ren and   
                      Jing Shen   A note on the domination inequalities
                                  and their applications . . . . . . . . . 1160--1168
                   I. Vrbik and   
               P. D. McNicholas   Analytic calculations for the EM
                                  algorithm for multivariate skew-$t$
                                  mixture models . . . . . . . . . . . . . 1169--1174
             Shoujiang Zhao and   
                   Qiaojing Liu   Moderate deviations for some
                                  nonparametric estimators with errors in
                                  variables  . . . . . . . . . . . . . . . 1175--1184
                    Xiaoming Xu   Reflected solutions of generalized
                                  anticipated BSDEs and application to
                                  reflected BSDEs with functional barrier  1185--1192
                    G. Fort and   
                E. Moulines and   
                P. Priouret and   
               P. Vandekerkhove   A simple variance inequality for
                                  $U$-statistics of a Markov chain with
                                  applications . . . . . . . . . . . . . . 1193--1201
           Zbigniew S. Szewczak   On Dobrushin's inequality  . . . . . . . 1202--1207
               Masoud M. Nasari   Strong Law of Large Numbers for weighted
                                  $U$-statistics: Application to
                                  incomplete $U$-statistics  . . . . . . . 1208--1217
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 82, Number 7, July, 2012

        Ljiljana Petrovi\'c and   
        Sladjana Dimitrijevi\'c   Causality with finite horizon of the
                                  past in continuous time  . . . . . . . . 1219--1223
                      Heng Lian   A note on the consistency of Schwarz's
                                  criterion in linear quantile regression
                                  with the SCAD penalty  . . . . . . . . . 1224--1228
             Changqing Tong and   
               Zhengyan Lin and   
                     Jing Zheng   The local time of the Markov processes
                                  of Ornstein--Uhlenbeck type  . . . . . . 1229--1234
                 Xiaohui Ai and   
                Wenbo V. Li and   
                    Guoqing Liu   Karhunen--Loeve expansions for the
                                  detrended Brownian motion  . . . . . . . 1235--1241
                       Dawei Lu   Lower bounds of large deviation for sums
                                  of long-tailed claims in a multi-risk
                                  model  . . . . . . . . . . . . . . . . . 1242--1250
                 Jiaqin Wei and   
              Rongming Wang and   
                  Hailiang Yang   Optimal surrender strategies for
                                  equity-indexed annuity investors with
                                  partial information  . . . . . . . . . . 1251--1258
                  Zuofeng Shang   On latent process models in
                                  multi-dimensional space  . . . . . . . . 1259--1266
                Y. Goldberg and   
                  M. R. Kosorok   An exponential bound for Cox regression  1267--1272
                Yunyan Wang and   
                Lixin Zhang and   
                  Mingtian Tang   Local $M$-estimation for jump-diffusion
                                  processes  . . . . . . . . . . . . . . . 1273--1284
              Laura Ventura and   
                 Walter Racugno   On interval and point estimators based
                                  on a penalization of the modified
                                  profile likelihood . . . . . . . . . . . 1285--1289
                 Feng-Zhen Zhao   Some recursive formulas related to
                                  inverse moments of the random variables
                                  with binomial-type distributions . . . . 1290--1296
                 Chris J. Lloyd   A practical ad hoc adjustment to the
                                  Simes $P$-value  . . . . . . . . . . . . 1297--1302
             T. E. Govindan and   
                    N. U. Ahmed   A note on exponential state feedback
                                  stabilizability by a Razumikhin type
                                  theorem of mild solutions of SDEs with
                                  delay  . . . . . . . . . . . . . . . . . 1303--1309
           David D. Hanagal and   
                   Richa Sharma   Bayesian estimation of parameters for
                                  the bivariate Gompertz regression model
                                  with shared gamma frailty under random
                                  censoring  . . . . . . . . . . . . . . . 1310--1317
               Andrew L. Rukhin   Estimating common mean and heterogeneity
                                  variance in two study case meta-analysis 1318--1325
       Dragana Valjarevi\'c and   
            Ljiljana Petrovi\'c   Statistical causality and orthogonality
                                  of local martingales . . . . . . . . . . 1326--1330
               Xianmin Geng and   
                      Ying Wang   The compound Pascal model with dividends
                                  paid under random interest . . . . . . . 1331--1336
         Robert Mnatsakanov and   
            Khachatur Sarkisian   Varying kernel density estimation on $
                                  \mathbb {R}_+ $  . . . . . . . . . . . . 1337--1345
             Chunfeng Huang and   
              Haimeng Zhang and   
               Scott M. Robeson   A simplified representation of the
                                  covariance structure of axially
                                  symmetric processes on the sphere  . . . 1346--1351
                 Yasutaka Chiba   Bounds on the complier average causal
                                  effect in randomized trials with
                                  noncompliance  . . . . . . . . . . . . . 1352--1357
               Wuyuan Jiang and   
               Zhaojun Yang and   
                     Xinping Li   The discounted penalty function with
                                  multi-layer dividend strategy in the
                                  phase-type risk model  . . . . . . . . . 1358--1366
       Kashinath Chatterjee and   
                 Zhaohai Li and   
                       Hong Qin   Some new lower bounds to centered and
                                  wrap-round $ L_2 $-discrepancies . . . . 1367--1373
                   Lijun Bo and   
                    Xuewei Yang   Sequential maximum likelihood estimation
                                  for reflected generalized
                                  Ornstein--Uhlenbeck processes  . . . . . 1374--1382
        Daniel J. Henderson and   
        Christopher F. Parmeter   Canonical higher-order kernels for
                                  density derivative estimation  . . . . . 1383--1387
           B. L. S. Prakasa Rao   Remarks on maximal inequalities for
                                  non-negative demisubmartingales  . . . . 1388--1390
               Jafar Ahmadi and   
          Mahdi Doostparast and   
                  Ahmad Parsian   Estimation with left-truncated and right
                                  censored data: a comparison study  . . . 1391--1400
            Badi H. Baltagi and   
                       Long Liu   The Hausman--Taylor panel data model
                                  with serial correlation  . . . . . . . . 1401--1406
                 Ana Subtil and   
M. Rosário de Oliveira and   
         Luzia Gonçalves   Conditional dependence diagnostic in the
                                  latent class model: a simulation study   1407--1412
          Sophie Dabo-Niang and   
              Zoulikha Kaid and   
                    Ali Laksaci   On spatial conditional mode estimation
                                  for a functional regressor . . . . . . . 1413--1421
                 Yasutaka Chiba   A note on bounds for the causal
                                  infectiousness effect in vaccine trials  1422--1429
          Riddhipratim Basu and   
                  Arup Bose and   
         Shirshendu Ganguly and   
             Rajat Subhra Hazra   Limiting spectral distribution of block
                                  matrices with Toeplitz block structure   1430--1438
      Beno\^\ite de Saporta and   
   Anne Gégout-Petit and   
              Laurence Marsalle   Asymmetry tests for bifurcating
                                  auto-regressive processes with missing
                                  data . . . . . . . . . . . . . . . . . . 1439--1444
               Luca Martino and   
    Victor Pascual Del Olmo and   
                     Jesse Read   A multi-point Metropolis scheme with
                                  generic weight functions . . . . . . . . 1445--1453
             P. G. Sankaran and   
                      P. Anisha   Additive hazards models for gap time
                                  data with multiple causes  . . . . . . . 1454--1462
                     Shuwen Wan   An empirical likelihood confidence
                                  interval for the volume under ROC
                                  surface  . . . . . . . . . . . . . . . . 1463--1467
                    Ji-Chun Liu   Structure of a double autoregressive
                                  process driven by a hidden Markov chain  1468--1473
                   George Davie   Constraints placed on random sequences
                                  by their compressibility . . . . . . . . 1474--1478
Stéphane Chrétien and   
        Sébastien Darses   Invertibility of random submatrices via
                                  tail-decoupling and a matrix Chernoff
                                  inequality . . . . . . . . . . . . . . . 1479--1487
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 82, Number 8, August, 2012

                Helena Ferreira   Multivariate maxima of moving
                                  multivariate maxima  . . . . . . . . . . 1489--1496
                Wolfgang Stadje   Embedded Markov chain analysis of the
                                  superposition of renewal processes . . . 1497--1503
                Barry C. Arnold   On the Amato inequality index  . . . . . 1504--1506
            Alexander Y. Gordon   A sharp upper bound for the expected
                                  number of false rejections . . . . . . . 1507--1514
                       H. Homei   Randomly weighted averages with beta
                                  random proportions . . . . . . . . . . . 1515--1520
                 S. Fortini and   
                     S. Petrone   Hierarchical reinforced urn processes    1521--1529
                 B. Abraham and   
                 N. Balakrishna   Product autoregressive models for
                                  non-negative variables . . . . . . . . . 1530--1537
                    Deli Li and   
                  Aurel Spataru   Asymptotics related to a series of T. L.
                                  Lai  . . . . . . . . . . . . . . . . . . 1538--1548
           Brahim Boufoussi and   
                    Salah Hajji   Neutral stochastic functional
                                  differential equations driven by a
                                  fractional Brownian motion in a Hilbert
                                  space  . . . . . . . . . . . . . . . . . 1549--1558
        Magnus Ekström and   
   Sreenivasa Rao Jammalamadaka   A general measure of skewness  . . . . . 1559--1568
             Antoine Ayache and   
                Julien Hamonier   Linear fractional stable motion: a
                                  wavelet estimator of the $ \alpha $
                                  parameter  . . . . . . . . . . . . . . . 1569--1575
                Tingfan Xie and   
                     Jianjun He   Rate of convergence in a theorem of
                                  Heyde  . . . . . . . . . . . . . . . . . 1576--1582
                    Roman Urban   Markov processes on the Adeles and
                                  Dedekind's zeta function . . . . . . . . 1583--1589
              Xiaoyong Xiao and   
                    Hongwei Yin   Precise asymptotics in the law of
                                  iterated logarithm for the first moment
                                  convergence of i.i.d. random variables   1590--1596
        E. Gonçalves and   
                   J. Leite and   
                N. Mendes-Lopes   On the probabilistic structure of power
                                  threshold generalized arch stochastic
                                  processes  . . . . . . . . . . . . . . . 1597--1609
               Bruno Saussereau   Deviation probability bounds for
                                  fractional martingales and related
                                  remarks  . . . . . . . . . . . . . . . . 1610--1618
              Mary C. Meyer and   
              Jianqiang C. Wang   Improved power of one-sided tests  . . . 1619--1622
                   Weizhen Wang   An inductive order construction for the
                                  difference of two dependent proportions  1623--1628
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 82, Number 9, September, 2012

                James R. Schott   A note on maximum likelihood estimation
                                  for covariance reducing models . . . . . 1629--1631
                 Tucker McElroy   The perils of inferring serial
                                  dependence from sample autocorrelations
                                  of moving average series . . . . . . . . 1632--1636
               Anton Schick and   
            Wolfgang Wefelmeyer   On efficient estimation of densities for
                                  sums of squared observations . . . . . . 1637--1640
                       Sun Ping   The application of order statistics to
                                  multiple integration over a canonical
                                  simplex  . . . . . . . . . . . . . . . . 1641--1647
                  Chao Deng and   
               Jieming Zhou and   
                  Yingchun Deng   The Gerber--Shiu discounted penalty
                                  function in a delayed renewal risk model
                                  with multi-layer dividend strategy . . . 1648--1656
                    Fuxia Cheng   Maximum deviation of error density
                                  estimators in censored linear regression 1657--1664
         Sören Christensen   Generalized Fibonacci numbers and
                                  Blackwell's renewal theorem  . . . . . . 1665--1668
                   Lin Chen and   
                        Fuke Wu   Almost sure exponential stability of the
                                  $ \theta $-method for stochastic
                                  differential equations . . . . . . . . . 1669--1676
                 David Grow and   
                   Suman Sanyal   The quadratic variation of Brownian
                                  motion on a time scale . . . . . . . . . 1677--1680
                  Anil Gaur and   
         Kalpana K. Mahajan and   
                 Sangeeta Arora   New nonparametric tests for testing
                                  homogeneity of scale parameters against
                                  umbrella alternative . . . . . . . . . . 1681--1689
                 Ai-Ping Li and   
              Zhao-Xia Chen and   
                 Feng-Chang Xie   Diagnostic analysis for heterogeneous
                                  log-Birnbaum--Saunders regression models 1690--1698
                Shujun Long and   
              Lingying Teng and   
                       Daoyi Xu   Global attracting set and stability of
                                  stochastic neutral partial functional
                                  differential equations with impulses . . 1699--1709
                 Sangin Lee and   
                Yongdai Kim and   
                  Sunghoon Kwon   Quadratic approximation for nonconvex
                                  penalized estimations with a diverging
                                  number of parameters . . . . . . . . . . 1710--1717
               Xiaodong Bai and   
                     Lixin Song   Asymptotic behavior of random time
                                  absolute ruin probability with $ D \cap
                                  L $ tailed and conditionally independent
                                  claim sizes  . . . . . . . . . . . . . . 1718--1726
                  Yang Yang and   
           Remigijus Leipus and   
                  Jonas Siaulys   Tail probability of randomly weighted
                                  sums of subexponential random variables
                                  under a dependence structure . . . . . . 1727--1736
                    M. C. Jones   Relationships between distributions with
                                  certain symmetries . . . . . . . . . . . 1737--1744
        Konstantin Borovkov and   
                 Shaun McKinlay   The uniform law for sojourn measures of
                                  random fields  . . . . . . . . . . . . . 1745--1749
          Jirí Andel and   
   Sárka Hudecová   Variance of the game duration in the
                                  gambler's ruin problem . . . . . . . . . 1750--1754
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 82, Number 10, October, 2012

                 Ming Chang and   
                  Xuqun You and   
                     Muqing Wen   Testing the homogeneity of inverse
                                  Gaussian scale-like parameters . . . . . 1755--1760
           Fabrizio Durante and   
Juan Fernández Sánchez   On the approximation of copulas via
                                  shuffles of Min  . . . . . . . . . . . . 1761--1767
         Oscar López and   
                 Nikita Ratanov   Kac's rescaling for jump-telegraph
                                  processes  . . . . . . . . . . . . . . . 1768--1776
                 Xiaonan Su and   
              Wensheng Wang and   
                 Kyo-Shin Hwang   Risk-minimizing option pricing under a
                                  Markov-modulated jump-diffusion model
                                  with stochastic volatility . . . . . . . 1777--1785
               Yi-Hung Kung and   
              Pei-Sheng Lin and   
               Cheng-Hsiung Kao   An optimal $k$-nearest neighbor for
                                  density estimation . . . . . . . . . . . 1786--1791
               ShengJun Fan and   
                     Long Jiang   One-dimensional BSDEs with
                                  left-continuous, lower semi-continuous
                                  and linear-growth generators . . . . . . 1792--1798
               Ismihan Bairamov   Majorization bounds for distribution
                                  functions  . . . . . . . . . . . . . . . 1799--1806
                Arnab Maity and   
               Jianhua Z. Huang   Partially linear varying coefficient
                                  models stratified by a functional
                                  covariate  . . . . . . . . . . . . . . . 1807--1814
              Suoping Shang and   
             Changliang Zou and   
                   Zhaojun Wang   Local Walsh-average regression for
                                  semiparametric varying-coefficient
                                  models . . . . . . . . . . . . . . . . . 1815--1822
            Roger B. Nelsen and   
     Manuel Úbeda-Flores   How close are pairwise and mutual
                                  independence?  . . . . . . . . . . . . . 1823--1828
                   Jiayu Fu and   
                   Ancha Xu and   
                    Yincai Tang   Objective Bayesian analysis of Pareto
                                  distribution under progressive Type-II
                                  censoring  . . . . . . . . . . . . . . . 1829--1836
            George Tzavelas and   
           Polychronis Economou   Characterization properties of the
                                  log-normal distribution obtained with
                                  the help of divergence measures  . . . . 1837--1840
                     Zhi Li and   
                    Jiaowan Luo   One barrier reflected backward doubly
                                  stochastic differential equations with
                                  discontinuous monotone coefficients  . . 1841--1848
                Gilles Gnacadja   Asymptotic equidistribution of
                                  congruence classes with respect to the
                                  convolution iterates of a probability
                                  vector . . . . . . . . . . . . . . . . . 1849--1852
                Ling-Wei Li and   
                Loo-Hay Lee and   
             Chun-Hung Chen and   
                     Bo Guo and   
                     Ya-Jie Liu   An optimal $L$-statistics quantile
                                  estimator for a set of location-scale
                                  populations  . . . . . . . . . . . . . . 1853--1858
         Cedric E. Ginestet and   
             Andrew Simmons and   
               Eric D. Kolaczyk   Weighted Frechet means as convex
                                  combinations in metric spaces:
                                  Properties and generalized median
                                  inequalities . . . . . . . . . . . . . . 1859--1863
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 82, Number 11, November, 2012

             Jari Miettinen and   
           Klaus Nordhausen and   
                  Hannu Oja and   
                  Sara Taskinen   Statistical properties of a blind source
                                  separation estimator for stationary time
                                  series . . . . . . . . . . . . . . . . . 1865--1873
     Alessandro De Gregorio and   
                  Claudio Macci   Large deviation principles for telegraph
                                  processes  . . . . . . . . . . . . . . . 1874--1882
          Amer Ibrahim Al-Omari   Ratio estimation of the population mean
                                  using auxiliary information in simple
                                  random sampling and median ranked set
                                  sampling . . . . . . . . . . . . . . . . 1883--1890
                Ling-Wei Li and   
                Loo-Hay Lee and   
             Chun-Hung Chen and   
                         Bo Guo   On unbiased optimal $L$-statistics
                                  quantile estimators  . . . . . . . . . . 1891--1897
                 Debashis Ghosh   A causal framework for surrogate
                                  endpoints with semi-competing risks data 1898--1902
           Angelo Efoevi Koudou   A Matsumoto--Yor property for Kummer and
                                  Wishart random matrices  . . . . . . . . 1903--1907
            Khedidja Kebabi and   
                 Fatiha Messaci   Rate of the almost complete convergence
                                  of a kernel regression estimate with
                                  twice censored data  . . . . . . . . . . 1908--1913
              Xing-cai Zhou and   
                   Jin-guan Lin   A wavelet estimator in a nonparametric
                                  regression model with repeated
                                  measurements under martingale difference
                                  error's structure  . . . . . . . . . . . 1914--1922
László Györfi and   
                     Harro Walk   Strongly consistent density estimation
                                  of the regression residual . . . . . . . 1923--1929
       Akanksha S. Kashikar and   
                 S. R. Deshmukh   Second order branching process with
                                  continuous state space . . . . . . . . . 1930--1934
             Dhruv Shangari and   
                    Jiahua Chen   Partial monotonicity of entropy measures 1935--1940
               Paul Doukhan and   
      Konstantinos Fokianos and   
                     Xiaoyin Li   On weak dependence conditions: The case
                                  of discrete valued processes . . . . . . 1941--1948
                Benchong Li and   
                    Jianhua Guo   A note on one-factor analysis  . . . . . 1949--1952
           Davide Farchione and   
                   Paul Kabaila   Confidence intervals in regression
                                  centred on the SCAD estimator  . . . . . 1953--1960
                     Zhi Li and   
                    Jiaowan Luo   Mean-field reflected backward stochastic
                                  differential equations . . . . . . . . . 1961--1968
              Chin-Diew Lai and   
                Muhyiddin Izadi   Generalized logistic frailty model . . . 1969--1977
                Ta Cong Son and   
            Dang Hung Thang and   
                    Le Van Dung   Rate of complete convergence for
                                  maximums of moving average sums of
                                  martingale difference fields in Banach
                                  spaces . . . . . . . . . . . . . . . . . 1978--1985
           Efthymios G. Tsionas   Estimating multivariate heavy tails and
                                  principal directions easily, with an
                                  application to international exchange
                                  rates  . . . . . . . . . . . . . . . . . 1986--1989
       Buddhananda Banerjee and   
                   Atanu Biswas   On closeness of the Mantel--Haenszel
                                  estimator and the profile likelihood
                                  based estimator of the common odds ratio
                                  from multiple $ 2 \times 2 $ tables  . . 1990--1993
             Zohra Guessoum and   
         Elias Ould Sa\"\id and   
               Ourida Sadki and   
            Abdelkader Tatachak   A note on the Lynden--Bell estimator
                                  under association  . . . . . . . . . . . 1994--2000
                  Jing Zhao and   
              ChongZhao Han and   
                    Bin Wei and   
                    DeQiang Han   A novel Univariate Marginal Distribution
                                  Algorithm based discretization algorithm 2001--2007
             Yoshihide Kakizawa   Generalized Cordeiro--Ferrari
                                  Bartlett-type adjustment . . . . . . . . 2008--2016
                  Fabio Bellini   Isotonicity properties of generalized
                                  quantiles  . . . . . . . . . . . . . . . 2017--2024
                Sangun Park and   
                 Murali Rao and   
                  Dong Wan Shin   On cumulative residual Kullback--Leibler
                                  information  . . . . . . . . . . . . . . 2025--2032
                  Meixi Guo and   
                    Malay Ghosh   Mean squared error of James--Stein
                                  estimators for measurement error models  2033--2043
           Paola Cerchiello and   
                  Paolo Giudici   On the distribution of functionals of
                                  discrete ordinal variables . . . . . . . 2044--2049
                    Haim Shalit   Using OLS to test for normality  . . . . 2050--2058
            Franco Pellerey and   
               Moshe Shaked and   
           Salimeh Yasaei Sekeh   Comparisons of concordance in additive
                                  models . . . . . . . . . . . . . . . . . 2059--2067
                Lukasz Debowski   On bounded redundancy of universal codes 2068--2071
       Kimberly K. J. Kinateder   Expected earnings of invested overflow
                                  strategies for M/M/1queue with
                                  constrained workload . . . . . . . . . . 2072--2081
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 82, Number 12, December, 2012

                Andrey L. Gusev   The optimal number of items in a group
                                  for group testing  . . . . . . . . . . . 2083--2085
           A. Thavaneswaran and   
                  You Liang and   
                  Julieta Frank   Inference for random coefficient
                                  volatility models  . . . . . . . . . . . 2086--2090
                       Fei Xing   Almost sure asymptotic for
                                  Ornstein--Uhlenbeck processes of Poisson
                                  potential  . . . . . . . . . . . . . . . 2091--2102
        Antar Bandyopadhyay and   
              Farkhondeh Sajadi   The connectivity threshold of random
                                  geometric graphs with Cantor distributed
                                  vertices . . . . . . . . . . . . . . . . 2103--2107
          Maduka Rupasinghe and   
             V. A. Samaranayake   Asymptotic properties of sieve bootstrap
                                  prediction intervals for FARIMA
                                  processes  . . . . . . . . . . . . . . . 2108--2114
                 Ibrahima Mendy   The two-parameter Volterra
                                  multifractional process  . . . . . . . . 2115--2124
               Haiying Wang and   
                    Dongchu Sun   Objective Bayesian analysis for a
                                  truncated model  . . . . . . . . . . . . 2125--2135
     Stéphane Girard and   
            Armelle Guillou and   
                Gilles Stupfler   Estimating an endpoint with high order
                                  moments in the Weibull domain of
                                  attraction . . . . . . . . . . . . . . . 2136--2144
                Xiang Zhang and   
                  Yanbing Zheng   A note on spatial-temporal lattice
                                  modeling and maximum likelihood
                                  estimation . . . . . . . . . . . . . . . 2145--2155
                Majid Asadi and   
               Alexandre Berred   On the number of failed components in a
                                  coherent operating system  . . . . . . . 2156--2163
             Richard Finlay and   
                  Eugene Seneta   A generalized hyperbolic model for a
                                  risky asset with dependence  . . . . . . 2164--2169
              S. Ejaz Ahmed and   
               Saber Fallahpour   Shrinkage estimation strategy in
                                  quasi-likelihood models  . . . . . . . . 2170--2179
                  Aloke Dey and   
                 Rahul Mukerjee   Efficiency factors for natural contrasts
                                  in partially confounded factorial
                                  designs  . . . . . . . . . . . . . . . . 2180--2188
               Andrei N. Frolov   Bounds for probabilities of unions of
                                  events and the Borel--Cantelli lemma . . 2189--2197
        Daniel J. Henderson and   
        Christopher F. Parmeter   Normal reference bandwidths for the
                                  general order, multivariate kernel
                                  density derivative estimator . . . . . . 2198--2205
              C. J. Skinner and   
                      N. Shlomo   Estimating frequencies of frequencies in
                                  finite populations . . . . . . . . . . . 2206--2212
            Ehsan Zamanzade and   
        Nasser Reza Arghami and   
                   Michael Vock   Permutation-based tests of perfect
                                  ranking  . . . . . . . . . . . . . . . . 2213--2220
                    Peisong Han   A note on improving the efficiency of
                                  inverse probability weighted estimator
                                  using the augmentation term  . . . . . . 2221--2228
            Carles Bretó   Time changes that result in multiple
                                  points in continuous-time Markov
                                  counting processes . . . . . . . . . . . 2229--2234
             Nengxiang Ling and   
                        Qian Xu   Asymptotic normality of conditional
                                  density estimation in the single index
                                  model for functional time series data    2235--2243
                  Harry Joe and   
       Vanamamalai Seshadri and   
                Barry C. Arnold   Multivariate inverse Gaussian and
                                  skew-normal densities  . . . . . . . . . 2244--2251
               Sorana Froda and   
            René Ferland   Estimating the parameters of a Poisson
                                  process model for predator-prey
                                  interactions . . . . . . . . . . . . . . 2252--2259
     Mohammad Jafari Jozani and   
        Katherine F. Davies and   
     Narayanaswamy Balakrishnan   Pitman closeness results concerning
                                  ranked set sampling  . . . . . . . . . . 2260--2269
           Yuliya V. Martsynyuk   Invariance principles for a multivariate
                                  Student process in the generalized
                                  domain of attraction of the multivariate
                                  normal law . . . . . . . . . . . . . . . 2270--2277
Gábor J. Székely and   
                 Maria L. Rizzo   On the uniqueness of distance covariance 2278--2282
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 83, Number 1, January, 2013

        Uttam Bandyopadhyay and   
        Shirsendu Mukherjee and   
                   Dhiman Dutta   An approach alternative to the binomial
                                  UMPU test  . . . . . . . . . . . . . . . 1--6
               Ismihan Bairamov   Corrigendum to ``Majorization bounds for
                                  distribution functions'' [Statist.
                                  Probab. Lett. \bf 82 (2012) 1799--1806]  7--8
       Theophilos Cacoullos and   
               Nickos Papadatos   Self-inverse and exchangeable random
                                  variables  . . . . . . . . . . . . . . . 9--12
                 Mingle Guo and   
                    Dongjin Zhu   Equivalent conditions of complete moment
                                  convergence of weighted sums for $
                                  \rho^+$-mixing sequence of random
                                  variables  . . . . . . . . . . . . . . . 13--20
              Hongsheng Dai and   
                Yanchun Bao and   
                   Mingtang Bao   Maximum likelihood estimate for the
                                  dispersion parameter of the negative
                                  binomial distribution  . . . . . . . . . 21--27
              Yves Dominicy and   
     Siegfried Hörmann and   
              Hiroaki Ogata and   
                  David Veredas   On sample marginal quantiles for
                                  stationary processes . . . . . . . . . . 28--36
           W\lodzimierz Wysocki   When a copula is archimax  . . . . . . . 37--45
                 Tetsuji Ohyama   Prior value incorporated calibration
                                  estimator in stratified random sampling  46--51
                Mingzhi Mao and   
                   Ting Liu and   
                Urszula Fory\'s   The quenched law of the iterated
                                  logarithm for one-dimensional random
                                  walks in a random environment  . . . . . 52--60
                    Yuao Hu and   
                      Heng Lian   Variable selection in a partially linear
                                  proportional hazards model with a
                                  diverging dimensionality . . . . . . . . 61--69
   Ioannis Papastathopoulos and   
               Jonathan A. Tawn   A generalised Student's $t$-distribution 70--77
             Abram M. Kagan and   
              Yaakov Malinovsky   Monotonicity in the sample size of the
                                  length of classical confidence intervals 78--82
                    Jun Yan and   
                     Fuqing Gao   The minimal entropy martingale measure
                                  of a jump process influenced by jump
                                  times  . . . . . . . . . . . . . . . . . 83--88
             Vladimir Ostrovski   Stability of no-arbitrage property under
                                  model uncertainty  . . . . . . . . . . . 89--92
               Nicola Loperfido   Skewness and the linear discriminant
                                  function . . . . . . . . . . . . . . . . 93--99
                Zhimeng Sun and   
                Zhongzhan Zhang   Semiparametric analysis of additive
                                  isotonic errors-in-variables regression
                                  models . . . . . . . . . . . . . . . . . 100--114
             T. E. Govindan and   
                    N. U. Ahmed   Robust stabilization with a general
                                  decay of mild solutions of stochastic
                                  evolution equations  . . . . . . . . . . 115--122
                   Paul Kabaila   Note on a paradox in decision-theoretic
                                  interval estimation  . . . . . . . . . . 123--126
                    S. Y. Hwang   Arbitrary initial values and random norm
                                  for explosive AR(1) processes generated
                                  by stationary errors . . . . . . . . . . 127--134
           Patrick E. Brown and   
                Paul Nguyen and   
             Jamie Stafford and   
                    Shiva Ashta   Local- EM and mismeasured data . . . . . 135--140
             Herold Dehling and   
               Roland Fried and   
       Olimjon Sh. Sharipov and   
               Daniel Vogel and   
                 Max Wornowizki   Estimation of the variance of partial
                                  sums of dependent processes  . . . . . . 141--147
                M. Razmkhah and   
                   Jafar Ahmadi   Pitman closeness of current $k$-records
                                  to population quantiles  . . . . . . . . 148--156
              Michel Denuit and   
                Mhamed Mesfioui   A sufficient condition of crossing type
                                  for the bivariate orthant convex order   157--162
           Richard Charnigo and   
                   Qian Fan and   
             Douglas Bittel and   
                   Hongying Dai   Testing unilateral versus bilateral
                                  normal contamination . . . . . . . . . . 163--167
                   Mario Abundo   The double-barrier inverse first-passage
                                  problem for Wiener process with random
                                  starting point . . . . . . . . . . . . . 168--176
              Zbigniew J. Jurek   Invariant measures under random integral
                                  mappings and marginal distributions of
                                  fractional Lévy processes . . . . . . . . 177--183
                Yuping Song and   
                   Zhengyan Lin   Empirical likelihood inference for the
                                  second-order jump-diffusion model  . . . 184--195
              Chongqi Zhang and   
                  Weng Kee Wong   Optimal designs for mixture models with
                                  amount constraints . . . . . . . . . . . 196--202
            Graciela Boente and   
                Ricardo Cao and   
Wenceslao González Manteiga and   
              Daniela Rodriguez   Testing in generalized partially linear
                                  models: a robust approach  . . . . . . . 203--212
                       Min Tsao   An empirical depth function for
                                  multivariate data  . . . . . . . . . . . 213--218
              Gerhard Dikta and   
    Sundarraman Subramanian and   
               Thorsten Winkler   Bootstrap based model checks with
                                  missing binary response data . . . . . . 219--226
             Henry W. Block and   
           Thomas H. Savits and   
                   Jie Wang and   
                Sanat K. Sarkar   The multivariate-$t$ distribution and
                                  the Simes inequality . . . . . . . . . . 227--232
             Victor Bystrov and   
        Antonietta di Salvatore   Martingale approximation of eigenvalues
                                  for common factor representation . . . . 233--237
                    Kumi Yasuda   Markov processes on the Adeles and
                                  Chebyshev function . . . . . . . . . . . 238--244
                  Arup Bose and   
                  Santanu Dutta   Density estimation using bootstrap
                                  bandwidth selector . . . . . . . . . . . 245--256
                   June Luo and   
               K. B. Kulasekera   Error covariance matrix estimation using
                                  ridge estimator  . . . . . . . . . . . . 257--264
              Joshua Sparks and   
               Hosam M. Mahmoud   Phases in the two-color tenable
                                  zero-balanced Pólya process . . . . . . . 265--271
            Raffaella Calabrese   Uniform correlation structure and convex
                                  stochastic ordering in the Pólya urn
                                  scheme . . . . . . . . . . . . . . . . . 272--277
                   George Davie   Decidable $ \lim \sup $ and
                                  Borel--Cantelli-like lemmas for random
                                  sequences  . . . . . . . . . . . . . . . 278--285
             Makoto Maejima and   
                     Yohei Ueda   Examples of $ \alpha $-selfdecomposable
                                  distributions  . . . . . . . . . . . . . 286--291
               Hamid El Maroufy   Note on the threshold theorem of a
                                  heterogeneous SIR epidemic . . . . . . . 292--296
          Joshua D. Habiger and   
          Melinda H. McCann and   
                Joshua M. Tebbs   On optimal confidence sets for
                                  parameters in discrete distributions . . 297--303
               Yohann de Castro   A remark on the lasso and the Dantzig
                                  selector . . . . . . . . . . . . . . . . 304--314
             Mohan Chaudhry and   
                   Brent Fisher   Simple and elegant derivations for some
                                  asymptotic results in the discrete-time
                                  renewal process  . . . . . . . . . . . . 315--319
          Enkelejd Hashorva and   
                   Zhichao Weng   Limit laws for extremes of dependent
                                  stationary Gaussian arrays . . . . . . . 320--330
                     Wei He and   
               Dongya Cheng and   
                    Yuebao Wang   Asymptotic lower bounds of precise large
                                  deviations with nonnegative and
                                  dependent random variables . . . . . . . 331--338
                 Sungsu Kim and   
              Chongjin Park and   
                    Jungtaek Oh   On waiting time distribution of runs of
                                  ones or zeros in a Bernoulli sequence    339--344
                    Tom Fischer   On simple representations of stopping
                                  times and stopping time sigma-algebras   345--349
                  James Y. Zhao   The Hopfield model with superlinearly
                                  many patterns  . . . . . . . . . . . . . 350--356
            Wolfgang Trutschnig   On Cesáro convergence of iterates of the
                                  star product of copulas  . . . . . . . . 357--365
                S. M. Sunoj and   
             P. G. Sankaran and   
                  Asok K. Nanda   Quantile based entropy function in past
                                  lifetime . . . . . . . . . . . . . . . . 366--372
                  Xue Liang and   
               Guojing Wang and   
                   Yinghui Dong   A Markov regime switching jump-diffusion
                                  model for the pricing of portfolio
                                  credit derivatives . . . . . . . . . . . 373--381
         Lasse Leskelä and   
                   Matti Vihola   Stochastic order characterization of
                                  uniform integrability and tightness  . . 382--389
               Artur J. Lemonte   On the gradient statistic under model
                                  misspecification . . . . . . . . . . . . 390--398
              Cheon-Sig Lee and   
          Stephen A. Sedory and   
                Sarjinder Singh   Estimating at least seven measures of
                                  qualitative variables from a single
                                  sample using randomized response
                                  technique  . . . . . . . . . . . . . . . 399--409
                   Moshe Pollak   A stochastic dominance property common
                                  to the boy-or-girl paradox and the
                                  lottery  . . . . . . . . . . . . . . . . 410--413
                  A. C. M. Wong   A note on Bayesian and frequentist
                                  parametric inference for a scalar
                                  parameter of interest  . . . . . . . . . 414--421
                   Na Zhang and   
                   Guangyan Jia   Stochastic monotonicity and
                                  order-preservation for a type of
                                  nonlinear semigroups . . . . . . . . . . 422--429
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 83, Number 2, February, 2013

           J. Neunhäuserer   Absolutely continuous random power
                                  series in reciprocals of Pisot numbers   431--435
                  Zhongquan Tan   The limit theorems on extremes for
                                  Gaussian random fields . . . . . . . . . 436--444
                       Ying Zhu   Nonparametric density estimation based
                                  on the truncated mean  . . . . . . . . . 445--451
                   Mahdi Louati   Mixture and reciprocity of exponential
                                  models . . . . . . . . . . . . . . . . . 452--458
    Willem L. Fouché and   
                  Safari Mukeru   On the Fourier structure of the zero set
                                  of fractional Brownian motion  . . . . . 459--466
              N. S. Upadhye and   
                  P. Vellaisamy   Improved bounds for approximations to
                                  compound distributions . . . . . . . . . 467--473
              Dong Wan Shin and   
                    Eunju Hwang   Stationary bootstrapping for
                                  cointegrating regressions  . . . . . . . 474--480
                    Jing Wu and   
                      Hua Zhang   Penalization schemes for multi-valued
                                  stochastic differential equations  . . . 481--492
               Weiyong Ding and   
               Yiying Zhang and   
                      Peng Zhao   Comparisons of $k$-out-of-$n$ systems
                                  with heterogenous components . . . . . . 493--502
                Dejian Tian and   
                 Long Jiang and   
                     Xuejun Shi   $ L^p $ solutions to backward stochastic
                                  differential equations with
                                  discontinuous generators . . . . . . . . 503--510
                Fraser Daly and   
                 Oliver Johnson   Bounds on the Poincaré constant under
                                  negative dependence  . . . . . . . . . . 511--518
                     Weixin Yao   A note on EM algorithm for mixture
                                  models . . . . . . . . . . . . . . . . . 519--526
                   Y. Liang and   
           A. Thavaneswaran and   
                 N. Ravishanker   RCA models: Joint prediction of mean and
                                  volatility . . . . . . . . . . . . . . . 527--533
     Rita Giuliano Antonini and   
          Thuntida Ngamkham and   
                 Andrei Volodin   On the asymptotic behavior of the
                                  sequence and series of running maxima
                                  from a real random sequence  . . . . . . 534--542
                    Junshan Xie   Limiting spectral distribution of
                                  normalized sample covariance matrices
                                  with $ p / n \to 0 $ . . . . . . . . . . 543--550
                  Yafei Bao and   
                Wenjian Luo and   
                      Xin Zhang   Estimating positive surveys from
                                  negative surveys . . . . . . . . . . . . 551--558
                  Ola Ahmad and   
            Jean-Charles Pinoli   On the linear combination of the
                                  Gaussian and Student's $t$ random field
                                  and the integral geometry of its
                                  excursion sets . . . . . . . . . . . . . 559--567
                Mengyuan Li and   
                   Dalei Yu and   
                       Peng Bai   A note on the existence and uniqueness
                                  of quasi-maximum likelihood estimators
                                  for mixed regressive, spatial
                                  autoregression models  . . . . . . . . . 568--572
     Rita Giuliano-Antonini and   
           Zbigniew S. Szewczak   An almost sure local limit theorem for
                                  Markov chains  . . . . . . . . . . . . . 573--579
                     Dingshi Li   The stationary distribution and
                                  ergodicity of a stochastic generalized
                                  logistic system  . . . . . . . . . . . . 580--583
            Barry C. Arnold and   
             Jose A. Villasenor   On orthogonality of $ (X + Y) $ and $ X
                                  / (X + Y) $ rather than independence . . 584--587
                    Xinxin Chen   Convergence rate of the limit theorem of
                                  a Galton--Watson tree with neutral
                                  mutations  . . . . . . . . . . . . . . . 588--595
            Barry C. Arnold and   
             Jose A. Villasenor   Exponential characterizations motivated
                                  by the structure of order statistics in
                                  samples of size two  . . . . . . . . . . 596--601
        Aurélien Alfonsi   Strong order one convergence of a drift
                                  implicit Euler scheme: Application to
                                  the CIR process  . . . . . . . . . . . . 602--607
                   D. Dehay and   
                    K. El Waled   Nonparametric estimation problem for a
                                  time-periodic signal in a periodic noise 608--615
             Xiao-Yong Xiao and   
               Li-Xin Zhang and   
                   Hong-Wei Yin   Precise rates in the generalized law of
                                  the iterated logarithm . . . . . . . . . 616--623
                        Po Yang   Optimal blocking and semifoldover plans
                                  for $ 2^{n - p} $ designs  . . . . . . . 624--630
              A. M. Manceur and   
                   P. Dutilleul   Unbiased modified likelihood ratio tests
                                  for simple and double separability of a
                                  variance-covariance structure  . . . . . 631--636
                    A. Shashkin   A functional Central Limit Theorem for
                                  the level measure of a Gaussian random
                                  field  . . . . . . . . . . . . . . . . . 637--643
                    Guogen Shan   More efficient unconditional tests for
                                  exchangeable binary data with equal
                                  cluster sizes  . . . . . . . . . . . . . 644--649
                    Wei Luo and   
                Naomi S. Altman   A characterization of conjugate priors
                                  in exponential families with application
                                  to inverse regression  . . . . . . . . . 650--654
               Jinying Tong and   
            Zhenzhong Zhang and   
                    Jianhai Bao   The stationary distribution of the
                                  facultative population model with a
                                  degenerate noise . . . . . . . . . . . . 655--664
                   Lihui Li and   
                        Tao Wen   Estimation of C-MGARCH models based on
                                  the MBP method . . . . . . . . . . . . . 665--673
               Paul Doukhan and   
      Konstantinos Fokianos and   
                     Xiaoyin Li   Corrigendum to ``On weak dependence
                                  conditions: The case of discrete valued
                                  processes'' [Statist. Probab. Lett. \bf
                                  82 (2012) 1941--1948]  . . . . . . . . . 674--675
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 83, Number 3, March, 2013

            Peter M. Aronow and   
                Donald P. Green   Sharp bounds for complier average
                                  potential outcomes in experiments with
                                  noncompliance and incomplete reporting   677--679
                 Antoine Ayache   Sharp estimates on the tail behavior of
                                  a multistable distribution . . . . . . . 680--688
                  Allan Gut and   
        Ulrich Stadtmüller   Records in subsets of a random field . . 689--699
               Xinghui Wang and   
                    Xuejun Wang   Some inequalities for conditional
                                  demimartingales and conditional
                                  $N$-demimartingales  . . . . . . . . . . 700--709
          Jean-Luc Marichal and   
                Pierre Mathonet   Computing system signatures through
                                  reliability functions  . . . . . . . . . 710--717
          Giovanni Luca Torrisi   Functional Strong Law of Large Numbers
                                  for loads in a planar network model  . . 718--723
              HengMin Zhang and   
                   ShengJun Fan   A representation theorem for generators
                                  of BSDEs with finite or infinite time
                                  intervals and linear-growth generators   724--734
   Amadou Oury Korbe Diallo and   
                  Djamal Louani   Moderate and large deviation principles
                                  for the hazard rate function kernel
                                  estimator under censoring  . . . . . . . 735--743
             Saralees Nadarajah   Expansions for bivariate extreme value
                                  distributions  . . . . . . . . . . . . . 744--752
        Mamikon S. Ginovyan and   
              Artur A. Sahakyan   On the trace approximations of products
                                  of Toeplitz matrices . . . . . . . . . . 753--760
                   Fubao Xi and   
                     George Yin   The strong Feller property of switching
                                  jump-diffusion processes . . . . . . . . 761--767
     Konstantin Avrachenkov and   
        Laura Cottatellucci and   
              Lorenzo Maggi and   
                   Yong-Hua Mao   Maximum entropy mixing time of circulant
                                  Markov processes . . . . . . . . . . . . 768--773
           S. Shams Harandi and   
                M. H. Alamatsaz   Alpha-Skew-Laplace distribution  . . . . 774--782
           Shaul K. Bar-Lev and   
                Offer Kella and   
            Andreas Löpker   Small parameter behavior of families of
                                  distributions  . . . . . . . . . . . . . 783--789
                     Fangjun Xu   Markov chain approximations to singular
                                  stable-like processes  . . . . . . . . . 790--796
                  Changlong Yao   A note on geodesics for supercritical
                                  continuum percolation  . . . . . . . . . 797--804
  Katarzyna Ja\'nczak-Borkowska   Generalized BSDEs driven by fractional
                                  Brownian motion  . . . . . . . . . . . . 805--811
  Òystein A. Haaland and   
                  Hans J. Skaug   Estimating genotyping error rates from
                                  parent-offspring dyads . . . . . . . . . 812--819
                      Ming Liao   Fixed jumps of additive processes  . . . 820--823
             Takao Hirayama and   
                     Kouji Yano   Strong solutions of Tsirel'son's
                                  equation in discrete time taking values
                                  in compact spaces with semigroup action  824--828
                 A. V. den Boer   Does adding data always improve linear
                                  regression estimates?  . . . . . . . . . 829--835
           Elahe Zohoorian Azad   Positions of the ranks of factors in
                                  certain finite long length words . . . . 836--840
                   Dan Peng and   
                Donghai Liu and   
                    Zaiming Liu   Dividend problems in the dual risk model
                                  with exponentially distributed
                                  observation time . . . . . . . . . . . . 841--849
            Linda V. Hansen and   
     Thordis L. Thorarinsdottir   A note on moving average models for
                                  Gaussian random fields . . . . . . . . . 850--855
            Abdelkarem Berkaoui   On characterizing and generalizing the
                                  optional $m$-stability property for
                                  pricing set  . . . . . . . . . . . . . . 856--862
               Auguste Aman and   
                  Naoul Mrhardy   Obstacle problem for SPDE with nonlinear
                                  Neumann boundary condition via reflected
                                  generalized backward doubly SDEs . . . . 863--874
                Linjun Tang and   
              Zhangong Zhou and   
                   Changchun Wu   Testing the linear errors-in-variables
                                  model with randomly censored data  . . . 875--884
                  Lingjiong Zhu   Moderate deviations for Hawkes processes 885--890
                  A. G. Nogales   The existence of regular conditional
                                  probabilities for Markov kernels . . . . 891--897
     Estáte V. Khmaladze   On the evolution of set-valued
                                  functions: An example  . . . . . . . . . 898--901
     Abdelkader Gheriballah and   
                Ali Laksaci and   
                 Soumeya Sekkal   Nonparametric $M$-regression for
                                  functional ergodic data  . . . . . . . . 902--908
           Fatemah Alqallaf and   
                        S. Huda   Minimax designs for the difference
                                  between two estimated responses in a
                                  trigonometric regression model . . . . . 909--915
                   Roger Bowden   Entropic kernels for data smoothing  . . 916--922
            Barry C. Arnold and   
             Krishna B. Athreya   Power series with i.i.d. coefficients    923--929
                  Christian Rau   Bayes classifiers of three-dimensional
                                  rotations and the sphere with symmetries 930--935
      Robert M. Mnatsakanov and   
                   Shengqiao Li   The Radon transform inversion using
                                  moments  . . . . . . . . . . . . . . . . 936--942
             Joanna Jaroszewska   On asymptotic equicontinuity of Markov
                                  transition functions . . . . . . . . . . 943--951
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 83, Number 4, April, 2013

                     Jun Misumi   Estimates on the effective resistance in
                                  anisotropic long-range percolation on $
                                  Z^2 $  . . . . . . . . . . . . . . . . . 953--959
              Aadil Lahrouz and   
                   Lahcen Omari   Extinction and stationary distribution
                                  of a stochastic SIRS epidemic model with
                                  non-linear incidence . . . . . . . . . . 960--968
Jean-François Angers and   
               Brenda MacGibbon   Hazard function estimation with
                                  nonnegative ``wavelets'' . . . . . . . . 969--978
               Jingsi Zhang and   
               Wenxin Jiang and   
                  Xiaofeng Shao   Bayesian model selection based on
                                  parameter estimates from subsamples  . . 979--986
                    Zhou Yu and   
               Yuexiao Dong and   
                     Ranwei Guo   On determining the structural dimension
                                  via directional regression . . . . . . . 987--992
               Shuanming Li and   
                   Jiandong Ren   The maximum severity of ruin in a
                                  perturbed risk process with Markovian
                                  arrivals . . . . . . . . . . . . . . . . 993--998
           Hideki Nagatsuka and   
           Hiroshi Kawakami and   
         Toshinari Kamakura and   
               Hisashi Yamamoto   The exact finite-sample distribution of
                                  the median absolute deviation about the
                                  median of continuous random variables    999--1005
             Enzo Orsingher and   
                Federico Polito   On the integral of fractional Poisson
                                  processes  . . . . . . . . . . . . . . . 1006--1017
              A. R. Soltani and   
                    L. Tafakori   A class of continuous kernels and Cauchy
                                  type heavy tail distributions  . . . . . 1018--1027
       Olimjon Sh. Sharipov and   
                 Martin Wendler   Normal limits, nonnormal limits, and the
                                  bootstrap for quantiles of dependent
                                  data . . . . . . . . . . . . . . . . . . 1028--1035
      Félix Belzunce and   
       José F. Pinar and   
        José M. Ruiz and   
                Miguel A. Sordo   Comparison of concentration for several
                                  families of income distributions . . . . 1036--1045
            ByoungSeon Choi and   
                    JeongHo Roh   On the trivariate joint distribution of
                                  Brownian motion and its maximum and
                                  minimum  . . . . . . . . . . . . . . . . 1046--1053
                Victor Domansky   Symmetric representations of bivariate
                                  distributions  . . . . . . . . . . . . . 1054--1061
                    Wan-Yi Chiu   A simple test of optimal hedging policy  1062--1070
                  Erning Li and   
              Mohsen Pourahmadi   An alternative REML estimation of
                                  covariance matrices in linear mixed
                                  models . . . . . . . . . . . . . . . . . 1071--1077
                   Yanqing Wang   Moderate deviations for the energy of
                                  charged polymer  . . . . . . . . . . . . 1078--1082
        Mark M. Meerschaert and   
                 Erkan Nane and   
                     Yimin Xiao   Fractal dimension results for continuous
                                  time random walks  . . . . . . . . . . . 1083--1093
               Efraim Shmerling   A range reduction method for generating
                                  discrete random variables  . . . . . . . 1094--1099
              Chia-Ding Hou and   
                    Sheng Huang   Identifying the source of proportion
                                  shifts in a multinomial process using a
                                  simple statistical test procedure  . . . 1100--1105
                        Lina Li   Notes on entropic convergence and the
                                  weak entropy inequality  . . . . . . . . 1106--1110
                Yunzhou Zhu and   
                Lixin Zhang and   
                       Yi Zhang   Optimal reinsurance under the
                                  Haezendonck risk measure . . . . . . . . 1111--1116
           Nguyen Van Quang and   
                Duong Xuan Giap   Mosco convergence of SLLN for triangular
                                  arrays of rowwise independent random
                                  sets . . . . . . . . . . . . . . . . . . 1117--1126
            Suchandan Kayal and   
                   Somesh Kumar   Estimation of the Shannon's entropy of
                                  several shifted exponential populations  1127--1135
                I. A. Ahmad and   
                   M. Amezziane   Probability inequalities for bounded
                                  random vectors . . . . . . . . . . . . . 1136--1142
                   Chunsheng Ma   K-distributed vector random fields in
                                  space and time . . . . . . . . . . . . . 1143--1150
                 Zanhua Yin and   
                    Wei Gao and   
               Man-Lai Tang and   
                 Guo-Liang Tian   Estimation of nonparametric regression
                                  models with a mixture of Berkson and
                                  classical errors . . . . . . . . . . . . 1151--1162
                   Mike Jacroux   A note on the optimality of $2$-level
                                  main effects plans in blocks of odd size 1163--1166
           Scott J. Richter and   
              Melinda H. McCann   Simultaneous multiple comparisons with a
                                  control using median differences and
                                  permutation tests  . . . . . . . . . . . 1167--1173
         Philip Preuß and   
              Thimo Hildebrandt   Comparing spectral densities of
                                  stationary time series with unequal
                                  sample sizes . . . . . . . . . . . . . . 1174--1183
                 Shao-Qin Zhang   Harnack inequality for semilinear SPDE
                                  with multiplicative noise  . . . . . . . 1184--1192
               Luisa Beghin and   
                  Claudio Macci   Large deviations for fractional Poisson
                                  processes  . . . . . . . . . . . . . . . 1193--1202
     Christopher S. Withers and   
             Saralees Nadarajah   Bayesian efficiency  . . . . . . . . . . 1203--1212
               Hamzeh Agahi and   
          Adel Mohammadpour and   
               Radko Mesiar and   
                     Yao Ouyang   On a Strong Law of Large Numbers for
                                  monotone measures  . . . . . . . . . . . 1213--1218
               Pauliina Ilmonen   On asymptotic properties of the scatter
                                  matrix based estimates for complex
                                  valued independent component analysis    1219--1226
              Giovanni Puccetti   Sharp bounds on the expected shortfall
                                  for a sum of dependent random variables  1227--1232
         Raúl Fierro and   
        Víctor Leiva and   
           Fabrizio Ruggeri and   
               Antonio Sanhueza   On a Birnbaum--Saunders distribution
                                  arising from a non-homogeneous Poisson
                                  process  . . . . . . . . . . . . . . . . 1233--1239
               Dung Nguyen Tien   The existence of a positive solution for
                                  a generalized delay logistic equation
                                  with multifractional noise . . . . . . . 1240--1246
          Werner Hürlimann   A moment method for the multivariate
                                  asymmetric Laplace distribution  . . . . 1247--1253
              Daniel Berend and   
              Aryeh Kontorovich   A sharp estimate of the binomial mean
                                  absolute deviation with applications . . 1254--1259
          Alexander Novikov and   
                Albert Shiryaev   Remarks on moment inequalities and
                                  identities for martingales . . . . . . . 1260--1261
               Sultana Didi and   
                  Djamal Louani   Consistency results for the kernel
                                  density estimate on continuous time
                                  stationary and dependent data  . . . . . 1262--1270
                    Yan Qin and   
                   Ning-Mao Xia   Variational approach for the adapted
                                  solution of the general backward
                                  stochastic differential equations under
                                  the Bihari condition . . . . . . . . . . 1271--1281
            Milto Hadjikyriakou   Comparison of conditional expectations
                                  of functions of strong
                                  $N$-demimartingales and functions of
                                  sums of conditionally independent random
                                  variables  . . . . . . . . . . . . . . . 1282--1286
                Yufen Huang and   
                 Sheng-Wen Wang   Influence analysis on the direction of
                                  optimal response . . . . . . . . . . . . 1287--1299
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 83, Number 5, May, 2013

                     Liying Ren   On representation theorem of sublinear
                                  expectation related to $G$-Lévy process
                                  and paths of $G$-Lévy process . . . . . . 1301--1310
               Mingqiu Wang and   
                     Lixin Song   Identification for semiparametric
                                  varying coefficient partially linear
                                  models . . . . . . . . . . . . . . . . . 1311--1320
                   Xin Liao and   
              Zuoxiang Peng and   
             Saralees Nadarajah   Asymptotic expansions for moments of
                                  skew-normal extremes . . . . . . . . . . 1321--1329
                Nitin Gupta and   
             Rakesh Kumar Bajaj   On partial monotonic behaviour of some
                                  entropy measures . . . . . . . . . . . . 1330--1338
                 MingTe Liu and   
                Huey-Miin Hsueh   Exact tests of the superiority under the
                                  Poisson distribution . . . . . . . . . . 1339--1345
            Edgardo Lorenzo and   
               Ganesh Malla and   
                  Hari Mukerjee   Estimation of distributions with the new
                                  better than used in expectation property 1346--1352
                   Jiang Du and   
                Zhimeng Sun and   
                     Tianfa Xie   $M$-estimation for the partially linear
                                  regression model under monotonic
                                  constraints  . . . . . . . . . . . . . . 1353--1363
      Subarna Bhattacharjee and   
              Asok K. Nanda and   
                Satya Kr. Misra   Reliability analysis using ageing
                                  intensity function . . . . . . . . . . . 1364--1371
               Qiaojing Liu and   
                 Shoujiang Zhao   Pointwise and uniform moderate
                                  deviations for nonparametric regression
                                  function estimator on functional data    1372--1381
         Håkon Otneim and   
       Hans Arnfinn Karlsen and   
           Dag Tjòstheim   Bias and bandwidth for local likelihood
                                  density estimation . . . . . . . . . . . 1382--1387
                  Kai Huang and   
                         Jie Mi   Properties and computation of interval
                                  availability of system . . . . . . . . . 1388--1396
               Xiaoqing Pan and   
                  Xuan Leng and   
                    Taizhong Hu   The second-order version of Karamata's
                                  theorem with applications  . . . . . . . 1397--1403
                     Jin V. Liu   On Chung's law of the iterated logarithm
                                  for the Brownian time Lévy's area process 1404--1410
                  N. Bailey and   
                    L. Giraitis   Weak convergence in the near unit root
                                  setting  . . . . . . . . . . . . . . . . 1411--1415
                    J. M. Aldaz   A monotonicity property of variances . . 1416--1419
                    Chikara Uno   Asymptotic theory for a two-stage
                                  procedure in sequential interval
                                  estimation of a normal mean  . . . . . . 1420--1423
               Gaofeng Zong and   
                  Zengjing Chen   Harnack inequality for mean-field
                                  stochastic differential equations  . . . 1424--1432
               Adam Persing and   
                     Ajay Jasra   Likelihood computation for hidden Markov
                                  models via generalized two-filter
                                  smoothing  . . . . . . . . . . . . . . . 1433--1442
               Hui-Ming Pai and   
                Chii-Ruey Hwang   Accelerating Brownian motion on
                                  $N$-torus  . . . . . . . . . . . . . . . 1443--1447
                   Jie Zhou and   
                     Lu Han and   
                    Sanyang Liu   Nonlinear mixed-effects state space
                                  models with applications to HIV dynamics 1448--1456
              George Haiman and   
                 Cristian Preda   One dimensional scan statistics
                                  generated by some dependent stationary
                                  sequences  . . . . . . . . . . . . . . . 1457--1463
         M. Khorashadizadeh and   
     A. H. Rezaei Roknabadi and   
    G. R. Mohtashami Borzadaran   Doubly truncated (interval) cumulative
                                  residual and past entropy  . . . . . . . 1464--1471
          Damiano Varagnolo and   
              Luca Schenato and   
           Gianluigi Pillonetto   A variation of the Newton--Pepys problem
                                  and its connections to size-estimation
                                  problems . . . . . . . . . . . . . . . . 1472--1478
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 83, Number 6, June, 2013

                  Ming-Hung Kao   On the optimality of extended maximal
                                  length linear feedback shift register
                                  sequences  . . . . . . . . . . . . . . . 1479--1483
           James J. Cochran and   
             Martin S. Levy and   
                  Saeed Golnabi   Matching the finitized Poisson
                                  distribution to the matching
                                  distributions  . . . . . . . . . . . . . 1484--1489
             Makoto Maejima and   
               Ciprian A. Tudor   On the distribution of the Rosenblatt
                                  process  . . . . . . . . . . . . . . . . 1490--1495
            Christian Y. Robert   Some new classes of stationary
                                  max-stable random fields . . . . . . . . 1496--1503
               Kaiyong Wang and   
                  Yang Yang and   
                    Changjun Yu   Estimates for the overshoot of a random
                                  walk with negative drift and
                                  non-convolution equivalent increments    1504--1512
            Lev B. Klebanov and   
    Lenka Slámová   Integer valued stable random variables   1513--1519
            Elsa E. Moreira and   
       João T. Mexia and   
            Christoph E. Minder   $F$ tests with random sample sizes.
                                  Theory and applications  . . . . . . . . 1520--1526
                 Qingwu Gao and   
                      Xijun Liu   Uniform asymptotics for the finite-time
                                  ruin probability with upper tail
                                  asymptotically independent claims and
                                  constant force of interest . . . . . . . 1527--1538
          Abel Rodríguez   On the Jeffreys prior for the
                                  multivariate Ewens distribution  . . . . 1539--1546
    Mahmood Kharrati-Kopaei and   
            Ahad Malekzadeh and   
      Mohammad Sadooghi-Alvandi   Simultaneous fiducial generalized
                                  confidence intervals for the successive
                                  differences of exponential location
                                  parameters under heteroscedasticity  . . 1547--1552
             Philip M. Westgate   A bias-corrected covariance estimator
                                  for improved inference when using an
                                  unstructured correlation with quadratic
                                  inference functions  . . . . . . . . . . 1553--1558
                    Hongyan Sun   A large deviation theorem for a
                                  branching Brownian motion with random
                                  immigration  . . . . . . . . . . . . . . 1559--1566
               Neeraj Misra and   
               Amit Kumar Misra   On comparison of reversed hazard rates
                                  of two parallel systems comprising of
                                  independent gamma components . . . . . . 1567--1570
            Jiang-Feng Wang and   
                 Wei-Min Ma and   
             Hui-Zeng Zhang and   
                     Li-Min Wen   Asymptotic normality for a local
                                  composite quantile regression estimator
                                  of regression function with truncated
                                  data . . . . . . . . . . . . . . . . . . 1571--1579
        Sándor Baran and   
              Kinga Sikolya and   
           Milan Stehlík   On the optimal designs for the
                                  prediction of Ornstein--Uhlenbeck sheets 1580--1587
                     Yuki Izumi   The $ L^p $ Cauchy sequence for
                                  one-dimensional BSDEs with linear growth
                                  generators . . . . . . . . . . . . . . . 1588--1594
                   Peng Lai and   
                 Gaorong Li and   
                      Heng Lian   Semiparametric estimation of fixed
                                  effects panel data single-index model    1595--1602
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 83, Number 7, July, 2013

                  Juan Wang and   
                     Junping Li   Uniqueness, recurrence and decay
                                  properties of collision branching
                                  processes with immigration . . . . . . . 1603--1612
                       Wenbo Li   On the number of switches in unbiased
                                  coin-tossing . . . . . . . . . . . . . . 1613--1618
                Eckhard Schlemm   On the expected number of successes in a
                                  sequence of nested Bernoulli trials  . . 1619--1623
                  Dengke Xu and   
                Zhongzhan Zhang   A semiparametric Bayesian approach to
                                  joint mean and variance models . . . . . 1624--1631
        Nripes Kumar Mandal and   
                    Manisha Pal   Maximin designs for the detection of
                                  synergistic effects  . . . . . . . . . . 1632--1637
        Anatoliy A. Pogorui and   
Ramón M. Rodríguez-Dagnino   Random motion with gamma steps in higher
                                  dimensions . . . . . . . . . . . . . . . 1638--1643
               Sergey G. Bobkov   Entropic approach to E. Rio's Central
                                  Limit Theorem for $ W_2 $ transport
                                  distance . . . . . . . . . . . . . . . . 1644--1648
             Longxiang Fang and   
                 Xinsheng Zhang   Stochastic comparisons of series systems
                                  with heterogeneous Weibull components    1649--1653
                   Wei Chen and   
                Changjun Yu and   
                    Yuebao Wang   Some discussions on the local
                                  distribution classes . . . . . . . . . . 1654--1661
                      Gang Shen   On empirical likelihood inference of a
                                  change-point . . . . . . . . . . . . . . 1662--1668
                 Riccardo Gatto   The von Mises--Fisher distribution of
                                  the first exit point from the
                                  hypersphere of the drifted Brownian
                                  motion and the density of the first exit
                                  time . . . . . . . . . . . . . . . . . . 1669--1676
         Marcus J. Chambers and   
                 Maria Kyriacou   Jackknife estimation with a unit root    1677--1682
                  Yunxia Li and   
               Lianfen Qian and   
                      Wei Zhang   Estimation in a change-point hazard
                                  regression model with long-term
                                  survivors  . . . . . . . . . . . . . . . 1683--1691
Célestin C. Kokonendji and   
                  Afif Masmoudi   On the Monge--Amp\`ere equation for
                                  characterizing gamma-Gaussian model  . . 1692--1698
               Byungtae Seo and   
               Bruce G. Lindsay   Nearly universal consistency of maximum
                                  likelihood in discrete models  . . . . . 1699--1702
          Karthik Devarajan and   
                 Nader Ebrahimi   On penalized likelihood estimation for a
                                  non-proportional hazards regression
                                  model  . . . . . . . . . . . . . . . . . 1703--1710
                     Wen Lu and   
                       Yong Ren   Anticipated backward stochastic
                                  differential equations on Markov chains  1711--1719
               S. Chobanyan and   
                    S. Levental   Contraction principle for tail
                                  probabilities of sums of exchangeable
                                  random vectors with multipliers  . . . . 1720--1724
              Pranab K. Sen and   
                    Moonsu Kang   Bivariate high-level exceedance and the
                                  Chen--Stein theorem in genomics multiple
                                  hypothesis testing perspectives  . . . . 1725--1730
         J. W. H. Swanepoel and   
                  J. S. Allison   Some new results on the empirical copula
                                  estimator with applications  . . . . . . 1731--1739
                 R. Gormley and   
                I. B. J. Goudie   Estimation for the Schnabel census with
                                  plants . . . . . . . . . . . . . . . . . 1740--1744
                R. Vasudeva and   
          G. Srilakshminarayana   On strong large deviation results for
                                  lightly trimmed sums and some
                                  applications . . . . . . . . . . . . . . 1745--1753
               Marco Alf\`o and   
                Irene Rocchetti   A flexible approach to finite mixture
                                  regression models for multivariate mixed
                                  responses  . . . . . . . . . . . . . . . 1754--1758
            Shanoja R. Naik and   
                  Bovas Abraham   The fractional-diffusion equation and a
                                  new distribution to model positively
                                  skewed data with heavy tails . . . . . . 1759--1769
               Nicoletta Rosati   Efficiency of repeated-cross-section
                                  estimators in fixed-effects models . . . 1770--1775
        Krzysztof D\kebicki and   
             Michel Mandjes and   
      Iwona Sierpi\'nska-Tulacz   Transient analysis of Lévy-driven tandem
                                  queues . . . . . . . . . . . . . . . . . 1776--1781
                        Ke Zhou   Hitting time distribution for skip-free
                                  Markov chains: a simple proof  . . . . . 1782--1786
                Xinmei Shen and   
                       Yi Zhang   Ruin probabilities of a two-dimensional
                                  risk model with dependent risks of heavy
                                  tail . . . . . . . . . . . . . . . . . . 1787--1799
                    Deli Li and   
                 Han-Ying Liang   The limit law of the iterated logarithm
                                  in Banach space  . . . . . . . . . . . . 1800--1804
               Yicheng Hong and   
                Chaehun Lee and   
               Sungchul Lee and   
                   Hyungsoo Kim   Poisson point processes with detection
                                  and rest . . . . . . . . . . . . . . . . 1805--1811
           Nguyen Van Quang and   
            Nguyen Ngoc Huy and   
                    Le Hong Son   The degenerate convergence criterion and
                                  Feller's Weak Law of Large Numbers for
                                  double arrays in noncommutative
                                  probability  . . . . . . . . . . . . . . 1812--1818
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

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

                 Mauro Bernardi   Risk measures for skew normal mixtures   1819--1824
              J. Behboodian and   
              Naveen Bansal and   
             G. G. Hamedani and   
                   Hans Volkmer   The Pitman inequality for exchangeable
                                  random vectors . . . . . . . . . . . . . 1825--1829
               Jordi Valero and   
  Marta Pérez-Casany and   
                  Josep Ginebra   On Poisson-stopped-sums that are mixed
                                  Poisson  . . . . . . . . . . . . . . . . 1830--1834
                   Sarah Ouadah   Uniform-in-bandwidth nearest-neighbor
                                  density estimation . . . . . . . . . . . 1835--1843
Soltan Mohammad Sadooghi-Alvandi and   
                Ahad Malekzadeh   A note on testing homogeneity of the
                                  scale parameters of several inverse
                                  Gaussian distributions . . . . . . . . . 1844--1848
               Adam Os\kekowski   On martingales whose exponential
                                  processes satisfy Muckenhoupt's
                                  condition $ A_1 $  . . . . . . . . . . . 1849--1853
                  Zhongxue Chen   Association tests through combining
                                  $p$-values for case control genome-wide
                                  association studies  . . . . . . . . . . 1854--1862
         Nadia L. Kudraszow and   
                  Philippe Vieu   Uniform consistency of $k$NN regressors
                                  for functional variables . . . . . . . . 1863--1870
             Michael Kohler and   
                   Adam Krzyzak   Optimal global rates of convergence for
                                  interpolation problems with random
                                  design . . . . . . . . . . . . . . . . . 1871--1879
                     I. Dattner   Deconvolution of $ P(X < Y) $ with
                                  supersmooth error distributions  . . . . 1880--1887
       Veronika Gontscharuk and   
                  Helmut Finner   Asymptotic FDR control under weak
                                  dependence: a counterexample . . . . . . 1888--1893
                Joseph McCollum   An upper bound on random walks on
                                  dihedral groups  . . . . . . . . . . . . 1894--1900
                Ta Cong Son and   
                Dang Hung Thang   The Brunk--Prokhorov Strong Law of Large
                                  Numbers for fields of martingale
                                  differences taking values in a Banach
                                  space  . . . . . . . . . . . . . . . . . 1901--1910
                Zhenhua Bao and   
                 Lixin Song and   
                         He Liu   A note on the inflated-parameter
                                  binomial distribution  . . . . . . . . . 1911--1914
                   Jia Shen and   
                       Yuan Xie   Strong consistency of the internal
                                  estimator of nonparametric regression
                                  with dependent data  . . . . . . . . . . 1915--1925
               Paul Doukhan and   
      Konstantinos Fokianos and   
           Dag Tjòstheim   Correction to ``On weak dependence
                                  conditions for Poisson autoregressions''
                                  [Statist. Probab. Lett. \bf 82 (2012)
                                  942--948]  . . . . . . . . . . . . . . . 1926--1927
                     Igal Sason   Tightened exponential bounds for
                                  discrete-time conditionally symmetric
                                  martingales with bounded jumps . . . . . 1928--1936
                Hyoung-Moon Kim   Corrigendum to ``A note on scale
                                  mixtures of skew normal distribution''
                                  [Statist. Probab. Lett. \bf 78 (2008)
                                  1694--1701]  . . . . . . . . . . . . . . 1937--1937
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 83, Number 9, September, 2013

                Marwa Hamza and   
            Abdelhamid Hassairi   Bayesian approach to cubic natural
                                  exponential families . . . . . . . . . . 1946--1955
               Ting-Li Chen and   
                Chii-Ruey Hwang   Accelerating reversible Markov chains    1956--1962
                   Soo Hak Sung   On the Strong Law of Large Numbers for
                                  pairwise i.i.d. random variables with
                                  general moment conditions  . . . . . . . 1963--1968
                   Qi Zheng and   
            Colin Gallagher and   
               K. B. Kulasekera   The growth rate of significant
                                  regressors for high dimensional data . . 1969--1972
               Ling-Di Wang and   
                   Yu-Hui Zhang   The first Dirichlet eigenvalue of
                                  birth-death process on trees . . . . . . 1973--1982
                  Neelabh Rohan   A time varying $ {\rm GARCH}(p, q) $
                                  model and related statistical inference  1983--1990
              Saumen Mandal and   
               Atanu Biswas and   
    Paula Camelia Trandafir and   
 Mohammad Ziaul Islam Chowdhury   Optimal target allocation proportion for
                                  correlated binary responses in a $ 2
                                  \times 2 $ setup . . . . . . . . . . . . 1991--1997
                 Yafeng Shi and   
                   Peng Liu and   
                Chunsheng Zhang   On the compound Poisson risk model with
                                  dependence and a threshold dividend
                                  strategy . . . . . . . . . . . . . . . . 1998--2006
             Robert Elliott and   
           Nikolaos Limnios and   
             Anatoliy Swishchuk   Filtering hidden semi-Markov chains  . . 2007--2014
                  Ju-Yi Yen and   
                       Marc Yor   On an identity in law between Brownian
                                  quadratic functionals  . . . . . . . . . 2015--2018
            Shlomo Levental and   
              Mark Schroder and   
                    Sumit Sinha   A simple proof of functional Itô's lemma
                                  for semimartingales with an application  2019--2026
             Piotr Jaworski and   
                 Marcin Krzywda   Coupling of Wiener processes by using
                                  copulas  . . . . . . . . . . . . . . . . 2027--2033
             Mehmet Öz and   
             Mine Çaglar   Tail probability of avoiding Poisson
                                  traps for branching Brownian motion  . . 2034--2038
              Haizhong Yang and   
                     Suting Sun   Subexponentiality of the product of
                                  dependent random variables . . . . . . . 2039--2044
                Eunju Hwang and   
                  Dong Wan Shin   Stationary bootstrapping realized
                                  volatility . . . . . . . . . . . . . . . 2045--2051
                S. Zinodiny and   
                  S. Rezaei and   
      O. Naghshineh Arjmand and   
                   S. Nadarajah   Bayes minimax estimation of the
                                  multivariate normal mean vector under
                                  quadratic loss functions . . . . . . . . 2052--2056
           Javad Behboodian and   
                  Reza Modarres   On a characterization theorem of
                                  symmetry about a point . . . . . . . . . 2057--2059
               Wangxue Chen and   
                  Minyu Xie and   
                        Ming Wu   Parametric estimation for the scale
                                  parameter for scale distributions using
                                  moving extremes ranked set sampling  . . 2060--2066
                 Shravas K. Rao   Finding hitting times in various graphs  2067--2072
          Gareth O. Roberts and   
           Jeffrey S. Rosenthal   A note on formal constructions of
                                  sequential conditional couplings . . . . 2073--2076
            Erik Lindström   Tuned iterated filtering . . . . . . . . 2077--2080
                      Jinzhu Li   On pairwise quasi-asymptotically
                                  independent random variables and their
                                  applications . . . . . . . . . . . . . . 2081--2087
           Katherine Morris and   
             Paul D. McNicholas   Dimension reduction for model-based
                                  clustering via mixtures of shifted
                                  asymmetric Laplace distributions . . . . 2088--2093
          Guglielmo D'Amico and   
             Raimondo Manca and   
                 Giovanni Salvi   A semi-Markov modulated interest rate
                                  model  . . . . . . . . . . . . . . . . . 2094--2102
         AbdulRahman Al-Hussein   Sufficient conditions for optimality for
                                  stochastic evolution equations . . . . . 2103--2107
                 Ding-Xuan Zhou   On grouping effect of elastic net  . . . 2108--2112
      Subarna Bhattacharjee and   
              Asok K. Nanda and   
                Satya Kr. Misra   Inequalities involving expectations to
                                  characterize distributions . . . . . . . 2113--2118
       Lo\"\ic Hervé and   
                   James Ledoux   A local limit theorem for densities of
                                  the additive component of a finite
                                  Markov Additive Process  . . . . . . . . 2119--2128
             Sean C. Kerman and   
              James B. McDonald   Skewness-kurtosis bounds for the skewed
                                  generalized $T$ and related
                                  distributions  . . . . . . . . . . . . . 2129--2134
                  Zhongquan Tan   An almost sure limit theorem for the
                                  maxima of smooth stationary Gaussian
                                  processes  . . . . . . . . . . . . . . . 2135--2141
             Fatiha Messaci and   
                Nahima Nemouchi   Erratum to ``A law of the iterated
                                  logarithm for the product limit
                                  estimator with doubly censored data''
                                  [Statist. Probab. Lett. \bf 81 (2011)
                                  1241--1244]  . . . . . . . . . . . . . . 2142--2142
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 83, Number 10, October, 2013

     Christopher S. Withers and   
             Saralees Nadarajah   Asymptotic behavior of the maximum from
                                  distributions subject to trends in
                                  location and scale . . . . . . . . . . . 2143--2151
                Huijun Feng and   
                 Liang Peng and   
                     Fukang Zhu   Interval estimation for a simple
                                  bilinear model . . . . . . . . . . . . . 2152--2159
                   Rola Zintout   The total variation distance between two
                                  double Wiener--Itô integrals  . . . . . . 2160--2167
               Eiichi Nakai and   
                   Gaku Sadasue   Maximal function on generalized
                                  martingale Lebesgue spaces with variable
                                  exponent . . . . . . . . . . . . . . . . 2168--2171
               Junyong Park and   
             Bimal K. Sinha and   
                 Arvind K. Shah   Testing interval hypotheses for scale
                                  parameters in gamma distributions  . . . 2172--2178
           J. A. Rojas Cruz and   
               A. G. C. Pereira   The elitist non-homogeneous genetic
                                  algorithm: Almost sure convergence . . . 2179--2185
            Alejandro Gomez and   
                 Kijung Lee and   
               Carl Mueller and   
                    Ang Wei and   
                      Jie Xiong   Strong uniqueness for an SPDE via
                                  backward doubly stochastic differential
                                  equations  . . . . . . . . . . . . . . . 2186--2190
                   Amos E. Gera   A start-up demonstration procedure
                                  involving dependent tests  . . . . . . . 2191--2196
   Claudia Klüppelberg and   
          Morten Grud Rasmussen   Outcrossings of safe regions by
                                  generalized hyperbolic processes . . . . 2197--2204
                    Guy Katriel   Gambler's ruin probability --- A general
                                  formula  . . . . . . . . . . . . . . . . 2205--2210
             Thomas Önskog   Existence of pathwise unique Langevin
                                  processes on polytopes with perfect
                                  reflection at the boundary . . . . . . . 2211--2219
             Jian-Sheng Xie and   
                   Yuan-Yuan Xu   Range-renewal structure of transient
                                  simple random walk . . . . . . . . . . . 2220--2221
                 Demei Yuan and   
                  Jianhua Zheng   Conditionally negative association
                                  resulting from multinomial distribution  2222--2227
               Babak Abbasi and   
          S. Zahra Hosseinifard   Tail conditional expectation for
                                  multivariate distributions: a game
                                  theory approach  . . . . . . . . . . . . 2228--2235
  Tiago M. Magalhães and   
           Denise A. Botter and   
       Mônica C. Sandoval   Asymptotic skewness for the beta
                                  regression model . . . . . . . . . . . . 2236--2241
          Enkelejd Hashorva and   
                  Zhongquan Tan   Large deviations of Shepp statistics for
                                  fractional Brownian motion . . . . . . . 2242--2247
                 Xiuchun Bi and   
                 Shuguang Zhang   Precise large deviations of aggregate
                                  claims in a risk model with
                                  regression-type size-dependence  . . . . 2248--2255
               Takashi Nakamura   A quasi-infinitely divisible
                                  characteristic function and its
                                  exponentiation . . . . . . . . . . . . . 2256--2259
       J. Batún-Cutz and   
G. González-Farías and   
                  W.-D. Richter   Maximum distributions for $ I_{2, p}
                                  $-symmetric vectors are skewed $ I_{1,
                                  p} $-symmetric distributions . . . . . . 2260--2268
        Mark M. Meerschaert and   
                Farzad Sabzikar   Tempered fractional Brownian motion  . . 2269--2275
                       Yun Wang   On efficiency properties of an
                                  $R$-square coefficient based on final
                                  prediction error . . . . . . . . . . . . 2276--2281
                 Nikita Ratanov   Damped jump-telegraph processes  . . . . 2282--2290
                   Moritz Jirak   On weak invariance principles for sums
                                  of dependent random functionals  . . . . 2291--2296
              Shuhong Zhang and   
               Xiuying Feng and   
                      Peng Zhao   On a mixture representation of the
                                  conditional inactivity time of a
                                  coherent system  . . . . . . . . . . . . 2297--2307
                Offer Kella and   
                 Michel Mandjes   Transient analysis of reflected Lévy
                                  processes  . . . . . . . . . . . . . . . 2308--2315
                   Gordon Belot   Failure of calibration is typical  . . . 2316--2318
               Adam Os\kekowski   A prophet inequality for $ L^2
                                  $-martingales  . . . . . . . . . . . . . 2319--2323
                   Qin Wang and   
                    Rongning Wu   Shrinkage estimation of partially linear
                                  single-index models  . . . . . . . . . . 2324--2331
                    Mu Zhao and   
              Hongmei Jiang and   
                         Xu Liu   A note on estimation of the mean
                                  residual life function with
                                  left-truncated and right-censored data   2332--2336
            H. Wojewódka   Exponential rate of convergence for some
                                  Markov operators . . . . . . . . . . . . 2337--2347
      Çagatay Candan and   
                   Umut Orguner   The moment function for the ratio of
                                  correlated generalized gamma variables   2353--2356
                 H. N. Nagaraja   Moments of order statistics and
                                  $L$-moments for the symmetric triangular
                                  distribution . . . . . . . . . . . . . . 2357--2363
        Rajendran Narayanan and   
                Martin T. Wells   On the maximal domain of attraction of
                                  Tracy--Widom distribution for Gaussian
                                  unitary ensembles  . . . . . . . . . . . 2364--2371
              Khalifa Es-Sebaiy   Berry--Esséen bounds for the least
                                  squares estimator for discretely
                                  observed fractional Ornstein--Uhlenbeck
                                  processes  . . . . . . . . . . . . . . . 2372--2385
                David G. Hobson   Fake exponential Brownian motion . . . . 2386--2390
                Selma Toker and   
Gülesen Üstündag Siray and   
   Selahattin Kaçiranlar   Inequality constrained ridge regression
                                  estimator  . . . . . . . . . . . . . . . 2391--2398
                    Mu Zhao and   
              Hongmei Jiang and   
                      Yong Zhou   $ \mathcal {L}_1 $-deficiency of the
                                  sample quantile estimator with respect
                                  to a kernel quantile estimator . . . . . 2399--2406
             Xiaoliang Ling and   
                  Peng Zhao and   
                        Ping Li   A note on the stochastic properties of a
                                  scale change random effects model  . . . 2407--2414
                Xiaoyan Lin and   
                Dongchu Sun and   
           Paul L. Speckman and   
              Jeffery N. Rouder   Existence of MLE and posteriors for a
                                  recognition-memory model . . . . . . . . 2415--2421
                     Igal Sason   Improved lower bounds on the total
                                  variation distance for the Poisson
                                  approximation  . . . . . . . . . . . . . 2422--2431
             V. Yu. Korolev and   
                 L. M. Zaks and   
                  A. I. Zeifman   On convergence of random walks generated
                                  by compound Cox processes to Lévy
                                  processes  . . . . . . . . . . . . . . . 2432--2438
                 Martial Longla   Remarks on the speed of convergence of
                                  mixing coefficients and applications . . 2439--2445
           Mostafa Razmkhah and   
                   Jafar Ahmadi   Corrigendum to ``Pitman closeness of
                                  current $k$-records to population
                                  quantiles [Statist. Probab. Lett. 83 (1)
                                  (2013) 148--156]'' . . . . . . . . . . . 2446--2446
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 83, Number 11, November, 2013

                  Xinmin Li and   
               Xiaohua Zhou and   
                      Lili Tian   Interval estimation for the mean of
                                  lognormal data with excess zeros . . . . 2447--2453
                 Olivier Durieu   Empirical processes of iterated maps
                                  that contract on average . . . . . . . . 2454--2458
            Zhongyang Zhang and   
                    Lixin Zhang   Scaling limits for one-dimensional
                                  long-range percolation: Using the
                                  corrector method . . . . . . . . . . . . 2459--2466
              Laura Ventura and   
                 Erlis Ruli and   
                 Walter Racugno   A note on approximate Bayesian credible
                                  sets based on modified loglikelihood
                                  ratios . . . . . . . . . . . . . . . . . 2467--2472
                Shuyang Bai and   
                 Murad S. Taqqu   Multivariate limits of multilinear
                                  polynomial-form processes with long
                                  memory . . . . . . . . . . . . . . . . . 2473--2485
                   Lei Chen and   
                     Fuqing Gao   Moderate deviation principle for
                                  Brownian motions on the unit sphere in $
                                  \mathbb {R}^d $  . . . . . . . . . . . . 2486--2491
                   Binyan Jiang   Covariance selection by thresholding the
                                  sample correlation matrix  . . . . . . . 2492--2498
               Tomonori Nakatsu   Absolute continuity of the laws of a
                                  multi-dimensional stochastic
                                  differential equation with coefficients
                                  dependent on the maximum . . . . . . . . 2499--2506
           David D. Hanagal and   
                 Alok D. Dabade   Compound negative binomial shared
                                  frailty models for bivariate survival
                                  data . . . . . . . . . . . . . . . . . . 2507--2515
                 Martin Hofmann   On the hitting probability of max-stable
                                  processes  . . . . . . . . . . . . . . . 2516--2521
           Ahad Jamalizadeh and   
                N. Balakrishnan   A note on ``Maximum distributions for $
                                  I_{2, p}$-symmetric vectors are skewed $
                                  I_{1, p}$-symmetric distributions'' by
                                  Batún-Cutz et al. (2013)  . . . . . . . . 2522--2523
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc

Statistics & Probability Letters
Volume 83, Number 12, December, 2013

                   June Luo and   
                 Patrick Gerard   Using thresholding difference-based
                                  estimators for variable selection in
                                  partial linear models  . . . . . . . . . 2601--2606
               Anthony G. Pakes   Limit laws for UGROW random graphs . . . 2607--2614
                      Mi-Hwa Ko   On complete convergence for weighted
                                  sums of asymptotically linear negatively
                                  dependent random field . . . . . . . . . 2615--2620
                 Yaqing Liu and   
                  Juxin Liu and   
                     Fuxi Zhang   Bias analysis for misclassification in a
                                  multicategorical exposure in a logistic
                                  regression model . . . . . . . . . . . . 2621--2626
          Bailey K. Fosdick and   
             Michael D. Perlman   Covariate and Newton--Raphson
                                  adjustments for a normal correlation
                                  coefficient when the variances are known 2627--2633
                  Iosif Pinelis   Exact Rosenthal-type inequalities for $
                                  p = 3 $, and related results . . . . . . 2634--2637
         Georgiy Shevchenko and   
                 Taras Shalaiko   Malliavin regularity of solutions to
                                  mixed stochastic differential equations  2638--2646
                Bruno Ebner and   
              Norbert Henze and   
     Panamalai R. Parthasarathy   Ramanujan theta functions and birth and
                                  death processes  . . . . . . . . . . . . 2647--2655
         Saralees Nadarajah and   
         Emmanuel Afuecheta and   
                   Stephen Chan   A double generalized Pareto distribution 2656--2663
               A. Parvardeh and   
                N. Balakrishnan   Conditional residual lifetimes of
                                  coherent systems . . . . . . . . . . . . 2664--2672
            Parminder Singh and   
                  Navdeep Singh   Simultaneous confidence intervals for
                                  ordered pairwise differences of
                                  exponential location parameters under
                                  heteroscedasticity . . . . . . . . . . . 2673--2678
       Rajvir Singh Chauhan and   
            Parminder Singh and   
                 Narinder Kumar   Multiple comparisons with a control in
                                  direction-mixed families of hypothesis
                                  under heteroscedasticity . . . . . . . . 2679--2687
   Michal Ryszard Wójcik   How fast increasing powers of a
                                  continuous random variable converge to
                                  Benford's law  . . . . . . . . . . . . . 2688--2692
            N. Balakrishnan and   
            Katherine F. Davies   Pitman closeness results for Type-I
                                  censored data from exponential
                                  distribution . . . . . . . . . . . . . . 2693--2698
                   Weizhen Wang   A note on bootstrap confidence intervals
                                  for proportions  . . . . . . . . . . . . 2699--2702
                  Wenhua Lv and   
               Xiaoqing Pan and   
                    Taizhong Hu   Asymptotics of the risk concentration
                                  based on the tail distortion risk
                                  measure  . . . . . . . . . . . . . . . . 2703--2710
              Santanu Dutta and   
                   Alok Goswami   Pointwise and uniform convergence of
                                  kernel density estimators using random
                                  bandwidths . . . . . . . . . . . . . . . 2711--2720
                   Luc Pronzato   A delimitation of the support of optimal
                                  designs for Kiefer's $ \Phi_p $-class of
                                  criteria . . . . . . . . . . . . . . . . 2721--2728
                Mine Caglar and   
              Ceren Vardar-Acar   Distribution of maximum loss of
                                  fractional Brownian motion with drift    2729--2734
                Karthik Bharath   A note on density estimation for binary
                                  sequences  . . . . . . . . . . . . . . . 2735--2742
              Ravi Kalpathy and   
           Hosam M. Mahmoud and   
             Walter Rosenkrantz   Survivors in leader election algorithms  2743--2749
             Shoujiang Zhao and   
                   Yanping Zhou   Sharp large deviations for the
                                  log-likelihood ratio of an $ \alpha
                                  $-Brownian bridge  . . . . . . . . . . . 2750--2758
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 84, Number ??, January, 2014

            Abdelaziz Allam and   
                   Tahar Mourid   Covariance operator estimation of a
                                  functional autoregressive process with
                                  random coefficients  . . . . . . . . . . 1--8
               Yiming Jiang and   
                 Suxin Wang and   
                   Yongjin Wang   On a class of Cahn--Hilliard type
                                  stochastic interacting systems with
                                  stepping-stone noises  . . . . . . . . . 9--16
                   Angel Mathew   System availability behavior of some
                                  stationary dependent sequences . . . . . 17--21
         Krishna B. Athreya and   
                Vivekananda Roy   When is a Markov chain regenerative? . . 22--26
               Markus Kreer and   
        Ayse Kizilersü and   
              Anthony W. Thomas   Fractional Poisson processes and their
                                  representation by infinite systems of
                                  ordinary differential equations  . . . . 27--32
            Samuel N. Cohen and   
                 Shaolin Ji and   
                   Shuzhen Yang   A generalized Girsanov transformation of
                                  finite state stochastic processes in
                                  discrete time  . . . . . . . . . . . . . 33--39
                   Xin Liao and   
              Zuoxiang Peng and   
         Saralees Nadarajah and   
                  Xiaoqian Wang   Rates of convergence of extremes from
                                  skew-normal samples  . . . . . . . . . . 40--47
            Nadezhda V. Volodko   Small deviations of the determinants of
                                  random matrices with Gaussian entries    48--53
            George Tzavelas and   
           Polychronis Economou   Characterization properties based on the
                                  Fisher information for weighted
                                  distributions  . . . . . . . . . . . . . 54--59
                  Tao Jiang and   
                 Qingwu Gao and   
                    Yuebao Wang   Max-sum equivalence of conditionally
                                  dependent random variables . . . . . . . 60--66
         Richard C. Bradley and   
              Zbigniew J. Jurek   The strong mixing and the
                                  selfdecomposability properties . . . . . 67--71
             Kosto V. Mitov and   
                    Edward Omey   Intuitive approximations for the renewal
                                  function . . . . . . . . . . . . . . . . 72--80
                     Fan Wu and   
                       Min Tsao   Two-sample extended empirical likelihood 81--87
              Igor Melnykov and   
             Volodymyr Melnykov   On $K$-means algorithm with the use of
                                  Mahalanobis distances  . . . . . . . . . 88--95
                 Dietmar Ferger   Optimal constants in the
                                  Marcinkiewicz--Zygmund inequalities  . . 96--101
               Adam Os\kekowski   Inequalities for martingales taking
                                  values in $2$-convex Banach spaces . . . 102--107
                  Ming-Hung Kao   A new type of experimental designs for
                                  event-related fMRI via Hadamard matrices 108--112
               Jianhong Shi and   
                   Kun Chen and   
                   Weixing Song   Robust errors-in-variables linear
                                  regression via Laplace distribution  . . 113--120
                    Wei Liu and   
                       Yijun Hu   Optimal financing and dividend control
                                  of the insurance company with
                                  excess-of-loss reinsurance policy  . . . 121--130
                 A. Alfonsi and   
                    B. Jourdain   A remark on the optimal transport
                                  between two probability measures sharing
                                  the same copula  . . . . . . . . . . . . 131--134
              Jianping Yang and   
                  Weiwei Zhuang   A note on likelihood ratio ordering of
                                  order statistics from two samples  . . . 135--139
                 Agnish Dey and   
              Arunava Mukherjea   Collapsing of non-homogeneous Markov
                                  chains . . . . . . . . . . . . . . . . . 140--148
                  Haoze Sun and   
                 Yuexiang Jiang   Empirical likelihood based confidence
                                  intervals for the tail index when $
                                  \gamma < - 1 / 2 $  . . . . . . . . . . . 149--157
              Shouquan Chen and   
                  Jianwen Huang   Rates of convergence of extreme for
                                  asymmetric normal distribution . . . . . 158--168
               Kamran Abbas and   
                    Yincai Tang   Objective Bayesian analysis of the
                                  Frechet stress-strength model  . . . . . 169--175
                     Man-Suk Oh   Bayesian comparison of models with
                                  inequality and equality constraints  . . 176--182
               B. N. Mandal and   
                 C. Koukouvinos   Optimal multi-level supersaturated
                                  designs through integer programming  . . 183--191
         Jerzy P. Rydlewski and   
            Ma\lgorzata Snarska   On geometric ergodicity of
                                  skewed-SVCHARME models . . . . . . . . . 192--197
      Clément Dombry and   
                      Paul Jung   A Lindeberg--Feller theorem for stable
                                  laws . . . . . . . . . . . . . . . . . . 198--203
               Pengbin Feng and   
                     Xuhui Peng   A note on Monge--Kantorovich problem . . 204--211
Fernando Luque-Vásquez and   
 J. Adolfo Minjárez-Sosa   A note on the $ \sigma $-compactness of
                                  sets of probability measures on metric
                                  spaces . . . . . . . . . . . . . . . . . 212--214
                  Reza Modarres   On the interpoint distances of Bernoulli
                                  vectors  . . . . . . . . . . . . . . . . 215--222
José E. Chacón and   
              Pablo Monfort and   
                Carlos Tenreiro   Fourier methods for smooth distribution
                                  function estimation  . . . . . . . . . . 223--230
              S. Torehzadeh and   
                      M. Arashi   A note on shrinkage wavelet estimation
                                  in Bayesian analysis . . . . . . . . . . 231--234
              Gaku Igarashi and   
             Yoshihide Kakizawa   Re-formulation of inverse Gaussian,
                                  reciprocal inverse Gaussian, and
                                  Birnbaum--Saunders kernel estimators . . 235--246
             David A. Spade and   
                Radu Herbei and   
               Laura S. Kubatko   A note on the relaxation time of two
                                  Markov chains on rooted phylogenetic
                                  tree spaces  . . . . . . . . . . . . . . 247--252
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 85, Number ??, February, 2014

                  Damian Clancy   SIR epidemic models with general
                                  infectious period distribution . . . . . 1--5
                Suigen Yang and   
                 Liugen Xue and   
                     Gaorong Li   Simultaneous confidence band for
                                  single-index random effects models with
                                  longitudinal data  . . . . . . . . . . . 6--14
Ekaterina Vladimirovna Bulinskaya   Finiteness of hitting times under taboo  15--19
María-Eglée Pérez and   
      Luis Raúl Pericchi   Changing statistical significance with
                                  the amount of information: The adaptive
                                  $ \alpha $ significance level  . . . . . 20--24
               Yinghui Dong and   
                Kam C. Yuen and   
                   Chongfeng Wu   Unilateral counterparty risk valuation
                                  of CDS using a regime-switching
                                  intensity model  . . . . . . . . . . . . 25--35
              Bernard Bercu and   
Frédéric Pro\"\ia and   
                   Nicolas Savy   On Ornstein--Uhlenbeck driven by
                                  Ornstein--Uhlenbeck processes  . . . . . 36--44
            Krzysztof Zajkowski   A note on the gambling team method . . . 45--50
                   M. Tahmasebi   Smooth density for the solution of
                                  scalar SDEs with locally Lipschitz
                                  coefficients under Hörmander condition    51--62
                  Ronnie Pingel   Some approximations of the logistic
                                  distribution with application to the
                                  covariance matrix of logistic regression 63--68
            Liangyong Zhang and   
              Xiaofang Dong and   
                   Xingzhong Xu   Sign tests using ranked set sampling
                                  with unequal set sizes . . . . . . . . . 69--77
               Shuxia Jiang and   
               Yuanyuan Liu and   
                      Shuai Yao   Poisson's equation for discrete-time
                                  single-birth processes . . . . . . . . . 78--83
             Tung-Dinh Pham and   
                  Nam-Ky Nguyen   Small Box--Behnken designs with
                                  orthogonal blocks  . . . . . . . . . . . 84--90
     Francisco Javier Rubio and   
                  Brunero Liseo   On the independence Jeffreys prior for
                                  skew-symmetric models  . . . . . . . . . 91--97
                   Martin Forde   On the Markovian projection in the
                                  Brunick--Shreve mimicking result . . . . 98--105
            Marco Burkschat and   
                  Nuria Torrado   On the reversed hazard rate of
                                  sequential order statistics  . . . . . . 106--113
              Asok K. Nanda and   
             P. G. Sankaran and   
                    S. M. Sunoj   Rényi's residual entropy: a quantile
                                  approach . . . . . . . . . . . . . . . . 114--121
                 Lingfei Li and   
                 Vadim Linetsky   Optimal stopping in infinite horizon: An
                                  eigenfunction expansion approach . . . . 122--128
                    Guogen Shan   Exact approaches for testing
                                  non-inferiority or superiority of two
                                  incidence rates  . . . . . . . . . . . . 129--134
              Changming Yin and   
              Zhanfeng Wang and   
                     Hong Zhang   Asymptotic properties of maximum
                                  likelihood estimator for two-step logit
                                  models . . . . . . . . . . . . . . . . . 135--143
               Neeraj Misra and   
                   Mohd. Arshad   Monotonicity of certain integrals
                                  involving gamma distributions and their
                                  applications in multiple comparisons . . 144--152
             N. Balakrishna and   
                       K. Shiji   On a class of bivariate exponential
                                  distributions  . . . . . . . . . . . . . 153--160
       Dalibor Volný and   
              Michael Woodroofe   Quenched Central Limit Theorems for sums
                                  of stationary processes  . . . . . . . . 161--167
           Katherine Morris and   
             Paul D. McNicholas   Erratum to ``Dimension reduction for
                                  model-based clustering via mixtures of
                                  shifted asymmetric Laplace
                                  distributions'' [Statist. Probab. Lett.
                                  \bf 83 (9) (2013) 2088--2093]  . . . . . 168--168
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 86, Number ??, March, 2014

                 L. V. Rozovsky   Small deviation probabilities of
                                  weighted sums under minimal moment
                                  assumptions  . . . . . . . . . . . . . . 1--6
               Pawe\l Lorek and   
                    Rafal Kulik   Empirical process of residuals for
                                  regression models with long memory
                                  errors . . . . . . . . . . . . . . . . . 7--16
            Larry Goldstein and   
                Ümit Islak   Concentration inequalities via zero bias
                                  couplings  . . . . . . . . . . . . . . . 17--23
                 Yuliya Mishura   Standard maximum likelihood drift
                                  parameter estimator in the homogeneous
                                  diffusion model is always strongly
                                  consistent . . . . . . . . . . . . . . . 24--29
          Hac\`ene Djellout and   
                Yacouba Samoura   Large and moderate deviations of
                                  realized covolatility  . . . . . . . . . 30--37
          Lorenzo Camponovo and   
                   Taisuke Otsu   On Bartlett correctability of empirical
                                  likelihood in generalized power
                                  divergence family  . . . . . . . . . . . 38--43
Ignacio Díaz-Emparanza and   
                   M. Paz Moral   Numerical distribution functions for
                                  seasonal stability tests . . . . . . . . 44--49
                 Moosup Kim and   
                Taewook Lee and   
                Jungsik Noh and   
                Changryong Baek   Quasi-maximum likelihood estimation for
                                  multiple volatility shifts . . . . . . . 50--60
             Alina Bazarova and   
       István Berkes and   
           Lajos Horváth   On the Central Limit Theorem for modulus
                                  trimmed sums . . . . . . . . . . . . . . 61--67
                     Rui Yi and   
                    Lian Wu and   
                      Yong Jiao   New John--Nirenberg inequalities for
                                  martingales  . . . . . . . . . . . . . . 68--73
                 Gang Huang and   
             Michel Mandjes and   
                   Peter Spreij   Weak convergence of Markov-modulated
                                  diffusion processes with rapid switching 74--79
                 P. S. Ruzankin   On Cox--Kemperman moment inequalities
                                  for independent centered random
                                  variables  . . . . . . . . . . . . . . . 80--84
                 Liang Peng and   
               Yongcheng Qi and   
                     Ruodu Wang   Empirical likelihood test for high
                                  dimensional linear models  . . . . . . . 85--90
          Spencer Greenberg and   
                  Mehryar Mohri   Tight lower bound on the probability of
                                  a binomial exceeding its expectation . . 91--98
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 87, Number ??, April, 2014

                Valeria Rulloni   Uniqueness condition for an
                                  auto-logistic model  . . . . . . . . . . 1--6
                  I. S. Borisov   A note on a result by W. Hoeffding . . . 7--11
                  Jing Qian and   
            Rebecca A. Betensky   Assumptions regarding right censoring in
                                  the presence of left truncation  . . . . 12--17
     Christopher S. Withers and   
             Saralees Nadarajah   Cumulants of multinomial and negative
                                  multinomial distributions  . . . . . . . 18--26
           Walter Böhm and   
                    Kurt Hornik   Generating random correlation matrices
                                  by the simple rejection method: Why it
                                  does not work  . . . . . . . . . . . . . 27--30
                Donggyu Kim and   
                 Chunming Zhang   Adaptive linear step-up multiple testing
                                  procedure with the bias-reduced
                                  estimator  . . . . . . . . . . . . . . . 31--39
              Ravi Kalpathy and   
               Mark Daniel Ward   On a leader election algorithm:
                                  Truncated geometric case study . . . . . 40--47
                Hatem Hajri and   
                  Wajdi Touhami   Itô's formula for Walsh's Brownian motion
                                  and applications . . . . . . . . . . . . 48--53
              Guanying Wang and   
              Xingchun Wang and   
                   Yongjin Wang   Long time behavior for nonlocal
                                  stochastic Kuramoto--Sivashinsky
                                  equations  . . . . . . . . . . . . . . . 54--60
                Kenichi Shimizu   Bootstrapping the nonparametric ARCH
                                  regression model . . . . . . . . . . . . 61--69
           Marina Kleptsyna and   
            Alain Le Breton and   
                  Bernard Ycart   Exponential transform of quadratic
                                  functional and multiplicative ergodicity
                                  of a Gauss--Markov process . . . . . . . 70--75
     Christopher S. Withers and   
             Saralees Nadarajah   The dual multivariate Charlier and
                                  Edgeworth expansions . . . . . . . . . . 76--85
               Joong-Ho Won and   
                  Johan Lim and   
               Donghyeon Yu and   
              Byung Soo Kim and   
                     Kyunga Kim   Monotone false discovery rate  . . . . . 86--93
              Arusharka Sen and   
                 Winfried Stute   Identification of survival functions
                                  through hazard functions in the
                                  Clayton-family . . . . . . . . . . . . . 94--97
              Jung Woo Baek and   
              Seung Ki Moon and   
                     Ho Woo Lee   A time-dependent busy period queue
                                  length formula for the M/E$_k$ /1 queue  98--104
                      Allan Gut   On convergence of randomly indexed
                                  sequences; a counterexample based on the
                                  St. Petersburg game  . . . . . . . . . . 105--107
             Yuri Goegebeur and   
            Armelle Guillou and   
      Andréhette Verster   Robust and asymptotically unbiased
                                  estimation of extreme quantiles for
                                  heavy tailed distributions . . . . . . . 108--114
              Blazej Miasojedow   Hoeffding's inequalities for
                                  geometrically ergodic Markov chains on
                                  general state space  . . . . . . . . . . 115--120
           Abdelouahab Bibi and   
                   Ines Lescheb   A note on integrated periodic GARCH
                                  processes  . . . . . . . . . . . . . . . 121--124
                 Mathias Vetter   Inference on the Lévy measure in case of
                                  noisy observations . . . . . . . . . . . 125--133
                Xiaodi Wang and   
             Yingshan Zhang and   
                    Yincai Tang   Feasible criterion for designs based on
                                  fixed effect ANOVA model . . . . . . . . 134--142
               Mike Jacroux and   
            Bonni Kealy-Dichone   On the $E$-optimality of blocked main
                                  effects plans when $ n \equiv 3 \bmod 4$ 143--148
            Alexander Y. Gordon   Smoothing of stepwise multiple testing
                                  procedures . . . . . . . . . . . . . . . 149--157
             Patrick Borges and   
          Josemar Rodrigues and   
 Narayanaswamy Balakrishnan and   
             Jorge Bazán   A COM--Poisson type generalization of
                                  the binomial distribution and its
                                  properties and applications  . . . . . . 158--166
          Enkelejd Hashorva and   
              Dominik Kortschak   Tail asymptotics of random sum and
                                  maximum of log-normal risks  . . . . . . 167--174
                   Xiao Liu and   
                  Zhenlong Chen   Dividend problems in the dual model with
                                  diffusion and exponentially distributed
                                  observation time . . . . . . . . . . . . 175--183
                Jinwen Chen and   
                      Siqi Jian   A remark on quasi-ergodicity of
                                  ultracontractive Markov processes  . . . 184--190
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 88, Number ??, May, 2014

           Alessandro Abate and   
                Frank Redig and   
                   Ilya Tkachev   On the effect of perturbation of
                                  conditional probabilities in total
                                  variation  . . . . . . . . . . . . . . . 1--8
         Milovan Krnjaji\'c and   
                   David Draper   Bayesian model comparison: Log scores
                                  and DIC  . . . . . . . . . . . . . . . . 9--14
                  Xiaohu Li and   
                     Jintang Wu   Asymptotic tail behavior of Poisson
                                  shot-noise processes with
                                  interdependence between shock and
                                  arrival time . . . . . . . . . . . . . . 15--26
                Daojiang He and   
                         Kai Xu   Estimation of the Cholesky decomposition
                                  in a conditional independent normal
                                  model with missing data  . . . . . . . . 27--39
            Leda D. Minkova and   
                N. Balakrishnan   Type II bivariate Pólya--Aeppli
                                  distribution . . . . . . . . . . . . . . 40--49
         Simon J. A. Malham and   
                     Anke Wiese   Efficient almost-exact Lévy area sampling 50--55
José M. Martínez V. and   
    Reinaldo A. Vallejos C. and   
         Marta Barría M.   On the limiting probabilities of the
                                  M/E$_r$ /1 queueing system . . . . . . . 56--61
                Katarzyna Budny   A generalization of Chebyshev's
                                  inequality for Hilbert-space-valued
                                  random elements  . . . . . . . . . . . . 62--65
              A. I. Zeifman and   
                 V. Yu. Korolev   On perturbation bounds for
                                  continuous-time Markov chains  . . . . . 66--72
                 Isha Dewan and   
             Baha-Eldin Khaledi   On stochastic comparisons of residual
                                  life time at random time . . . . . . . . 73--79
                Tsung-I Lin and   
         Paul D. McNicholas and   
                     Hsiu J. Ho   Capturing patterns via parsimonious $t$
                                  mixture models . . . . . . . . . . . . . 80--87
                   Ingram Olkin   A determinantal inequality for
                                  correlation matrices . . . . . . . . . . 88--90
            Carles Bretó   Trajectory composition of Poisson time
                                  changes and Markov counting systems  . . 91--98
                A. Zaigraev and   
          A. Podraza-Karakulska   Maximum integrated likelihood estimator
                                  of the interest parameter when the
                                  nuisance parameter is location or scale  99--106
         Diffalah Laissaoui and   
Abdelatif Benchérif-Madani   A limit theorem for local time and
                                  application to random sets . . . . . . . 107--117
             Bastian Martschink   Bounds on convergence for the empirical
                                  vector of the Curie--Weiss--Potts model
                                  with a non-zero external field vector    118--126
                    Xin Liu and   
              Rong-Xian Yue and   
           Kashinath Chatterjee   $ \mathbb {R} $-optimal designs in
                                  random coefficient regression models . . 127--132
                   Dawei Lu and   
                 Xiaoguang Wang   Some new normal comparison inequalities
                                  related to Gordon's inequality . . . . . 133--140
        Krzysztof D\kebicki and   
          Enkelejd Hashorva and   
                 Lanpeng Ji and   
                  Kamil Tabi\'s   On the probability of conjunctions of
                                  stationary Gaussian processes  . . . . . 141--148
               Janusz Gajda and   
               Marcin Magdziarz   Large deviations for subordinated
                                  Brownian motion and applications . . . . 149--156
                 Inderdeep Kaur   MTD models for aggregate data from
                                  higher order Markov chains . . . . . . . 157--164
                 Lele Huang and   
                Huiwen Wang and   
                     Andi Zheng   The $M$-estimator for functional linear
                                  regression model . . . . . . . . . . . . 165--173
                  Li-Juan Cheng   A probabilistic approach for gradient
                                  estimates on time-inhomogeneous
                                  manifolds  . . . . . . . . . . . . . . . 174--183
                     Cheng Wang   Asymptotic power of likelihood ratio
                                  tests for high dimensional data  . . . . 184--189
           David D. Hanagal and   
                  Arvind Pandey   Gamma shared frailty model based on
                                  reversed hazard rate for bivariate
                                  survival data  . . . . . . . . . . . . . 190--196
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 89, Number ??, June, 2014

       Georgios Effraimidis and   
              Christian M. Dahl   Nonparametric estimation of cumulative
                                  incidence functions for competing risks
                                  data with missing cause of failure . . . 1--7
     Efstathios Paparoditis and   
             Philip Preuß   Estimation of the bispectrum for locally
                                  stationary processes . . . . . . . . . . 8--16
                  Lingjiong Zhu   Large deviations for product of sums of
                                  random variables . . . . . . . . . . . . 17--22
                      Jian Wang   Smooth properties for semigroups of Lévy
                                  processes and their application  . . . . 23--30
                  Yafei Bao and   
                Wenjian Luo and   
                       Yihui Lu   On the dependable level of the negative
                                  survey . . . . . . . . . . . . . . . . . 31--40
               Mingqiu Wang and   
                     Xiuli Wang   Adaptive Lasso estimators for ultrahigh
                                  dimensional generalized linear models    41--50
                  Hongyi Li and   
                 Qisheng Li and   
                       Zujun Ou   Construction of Sudoku designs and
                                  Sudoku-based uniform designs . . . . . . 51--57
              Kangning Wang and   
                         Lu Lin   New efficient estimation and variable
                                  selection in models with single-index
                                  structure  . . . . . . . . . . . . . . . 58--64
                 Zhishui Hu and   
                     Wei Bi and   
                  Qunqiang Feng   Limit laws in the generalized random
                                  graphs with random vertex weights  . . . 65--76
              Martin Hildebrand   A random process related to a random
                                  walk on upper triangular matrices over a
                                  finite field . . . . . . . . . . . . . . 77--80
         Matthias Löwe and   
                  Felipe Torres   On hitting times for a simple random
                                  walk on dense Erd\Hos--Rényi random
                                  graphs . . . . . . . . . . . . . . . . . 81--88
                     Lin Yu and   
                       Huan Yin   Martingale transforms and weak
                                  Orlicz--Hardy spaces of predictable
                                  martingales  . . . . . . . . . . . . . . 89--98
                     Yulin Song   Derivative formula and exponential
                                  convergence for semilinear SPDEs driven
                                  by Lévy processes . . . . . . . . . . . . 99--109
      Dwueng-Chwuan Jhwueng and   
             Vasileios Maroulas   Phylogenetic Ornstein--Uhlenbeck
                                  regression curves  . . . . . . . . . . . 110--117
                     Zhenyu Cui   A new proof of an Engelbert--Schmidt
                                  type zero-one law for time-homogeneous
                                  diffusions . . . . . . . . . . . . . . . 118--123
            N. Balakrishnan and   
                  E. Cramer and   
                  G. Iliopoulos   On the method of pivoting the CDF for
                                  exact confidence intervals with
                                  illustration for exponential mean under
                                  life-test with time constraints  . . . . 124--130
             Mirko D'Ovidio and   
             Enzo Orsingher and   
                   Bruno Toaldo   Fractional telegraph-type equations and
                                  hyperbolic Brownian motion . . . . . . . 131--137
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 90, Number ??, July, 2014

                    Xingwei Ren   On the equivalence of the BLUEs under a
                                  general linear model and its restricted
                                  and stochastically restricted models . . 1--10
              Oliver Jovanovski   Convergence bound in total variation for
                                  an image restoration model . . . . . . . 11--16
                 Cunjie Lin and   
                      Yong Zhou   Inference for the treatment effects in
                                  two sample problems with right-censored
                                  and length-biased data . . . . . . . . . 17--24
               Zhiyong Zhou and   
                   Zhengyan Lin   Asymptotic theory for LAD estimation of
                                  moderate deviations from a unit root . . 25--32
                     Yizao Wang   Convergence to the maximum process of a
                                  fractional Brownian motion with shot
                                  noise  . . . . . . . . . . . . . . . . . 33--41
           Housila P. Singh and   
              Tanveer A. Tarray   A dexterous randomized response model
                                  for estimating a rare sensitive
                                  attribute using Poisson distribution . . 42--45
              Alexandros Beskos   A stable manifold MCMC method for high
                                  dimensions . . . . . . . . . . . . . . . 46--52
                      Anil Gaur   A new class of distribution-free tests
                                  for testing ordered location parameters
                                  based on sub-samples . . . . . . . . . . 53--59
                 Nikita Ratanov   On piecewise linear processes  . . . . . 60--67
          Jebessa B. Mijena and   
                     Erkan Nane   Correlation structure of time-changed
                                  Pearson diffusions . . . . . . . . . . . 68--77
         Mohammad Mohammadi and   
              Adel Mohammadpour   Estimating the parameters of an $ \alpha
                                  $-stable distribution using the
                                  existence of moments of order statistics 78--84
      Eugenio P. Balanzario and   
Rosalva Mendoza Ramírez and   
     Jorge Sánchez Ortiz   The randomly stopped geometric Brownian
                                  motion . . . . . . . . . . . . . . . . . 85--92
                 Jin V. Liu and   
               Zongfu Huang and   
                    Hongjun Mao   Karhunen--Lo\`eve expansion for additive
                                  Slepian processes  . . . . . . . . . . . 93--99
                Cyrille Joutard   Asymptotic approximation for the
                                  probability density function of an
                                  arbitrary sequence of random variables   100--107
       Bruno Damásio and   
            João Nicolau   Combining a regression model with a
                                  multivariate Markov chain in a
                                  forecasting problem  . . . . . . . . . . 108--113
                Linxiao Wei and   
                       Yijun Hu   Coherent and convex risk measures for
                                  portfolios with applications . . . . . . 114--120
        Yogendra P. Chaubey and   
                Debaraj Sen and   
                Krishna K. Saha   On testing the coefficient of variation
                                  in an inverse Gaussian population  . . . 121--128
                    R. Maya and   
         E. I. Abdul-Sathar and   
                      G. Rajesh   Non-parametric estimation of the
                                  generalized past entropy function with
                                  censored dependent data  . . . . . . . . 129--135
           Alexander Kremer and   
          Rafael Weißbach   Asymptotic normality for discretely
                                  observed Markov jump processes with an
                                  absorbing state  . . . . . . . . . . . . 136--139
            Christoph Belak and   
     Sören Christensen and   
                   Olaf Menkens   Worst-case optimal investment with a
                                  random number of crashes . . . . . . . . 140--148
                Alexei Stepanov   On the use of the Borel--Cantelli lemma
                                  in Markov chains . . . . . . . . . . . . 149--154
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 91, Number ??, August, 2014

                  Jorge Navarro   Can the bounds in the multivariate
                                  Chebyshev inequality be attained?  . . . 1--5
      Dominique Fourdrinier and   
            William Strawderman   On the non existence of unbiased
                                  estimators of risk for spherically
                                  symmetric distributions  . . . . . . . . 6--13
                  T. Xifara and   
                C. Sherlock and   
             S. Livingstone and   
                   S. Byrne and   
                    M. Girolami   Langevin diffusions and the
                                  Metropolis-adjusted Langevin algorithm   14--19
            Carles Bretó   On idiosyncratic stochasticity of
                                  financial leverage effects . . . . . . . 20--26
             Maria Iannario and   
               Domenico Piccolo   A theorem on CUB models for rank data    27--31
        Evarist Giné and   
                   W. R. Madych   On wavelet projection kernels and the
                                  integrated squared error in density
                                  estimation . . . . . . . . . . . . . . . 32--40
            Hendrik Baumann and   
                Werner Sandmann   On finite long run costs and rewards in
                                  infinite Markov chains . . . . . . . . . 41--46
              Krasimir Yordzhev   On the probability of two randomly
                                  generated $S$-permutation matrices to be
                                  disjoint . . . . . . . . . . . . . . . . 47--51
                      Yanqi Qiu   A non-commutative version of
                                  Lépingle--Yor martingale inequality . . . 52--54
            Matthew Fitzpatrick   Geometric ergodicity of the Gibbs
                                  sampler for the Poisson change-point
                                  model  . . . . . . . . . . . . . . . . . 55--61
               Ciprian A. Tudor   Chaos expansion and asymptotic behavior
                                  of the Pareto distribution . . . . . . . 62--68
                     Jesse Frey   Shorter nonparametric prediction
                                  intervals for an order statistic from a
                                  future sample  . . . . . . . . . . . . . 69--75
                  Dehua Qiu and   
                   Pingyan Chen   Complete moment convergence for i.i.d.
                                  random variables . . . . . . . . . . . . 76--82
                      Rugang Ma   Stochastic equations for two-type
                                  continuous-state branching processes
                                  with immigration and competition . . . . 83--89
                   Zhike Lv and   
                Huiming Zhu and   
                      Keming Yu   Robust variable selection for nonlinear
                                  models with diverging number of
                                  parameters . . . . . . . . . . . . . . . 90--97
         Tymoteusz Chojecki and   
              Tomasz Komorowski   On positivity of the variance of a
                                  tracer moving in a divergence-free
                                  Gaussian random field  . . . . . . . . . 98--106
                 Torrey Johnson   On the support of the simple branching
                                  random walk  . . . . . . . . . . . . . . 107--109
  Jorge Carlos Román and   
            James P. Hobert and   
                 Brett Presnell   On reparametrization and the Gibbs
                                  sampler  . . . . . . . . . . . . . . . . 110--116
                   Hui Wang and   
                     Jiazhu Pan   Normal mixture quasi maximum likelihood
                                  estimation for non-stationary
                                  TGARCH(1,1) models . . . . . . . . . . . 117--123
                         Wei Xu   Parameter estimation in two-type
                                  continuous-state branching processes
                                  with immigration . . . . . . . . . . . . 124--134
                Wenzhi Yang and   
                       Shuhe Hu   Large deviation for a least squares
                                  estimator in a nonlinear regression
                                  model  . . . . . . . . . . . . . . . . . 135--144
                   Martin Forde   The large-maturity smile for the
                                  Stein--Stein model . . . . . . . . . . . 145--152
              Zhongxue Chen and   
               Hanwen Huang and   
              Hon Keung Tony Ng   An improved robust association test for
                                  GWAS with multiple diseases  . . . . . . 153--161
                  Yang Yang and   
           Remigijus Leipus and   
                  Jonas Siaulys   Closure property and maximum of randomly
                                  weighted sums with heavy-tailed
                                  increments . . . . . . . . . . . . . . . 162--170
                        Jun Yan   Estimations and asymptotic behaviors of
                                  coherent entropic risk measure for sums
                                  of random variables  . . . . . . . . . . 171--180
                  Xingyuan Zeng   Distribution of eigenvalues of large
                                  Euclidean matrices generated from $
                                  \ell_p $ ellipsoid . . . . . . . . . . . 181--191
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 92, Number ??, September, 2014

                  Wen Zhang and   
                     Jun Ye and   
                       Haibo Li   Stability with general decay rates of
                                  stochastic differential delay equations
                                  with Poisson jumps and Markovian
                                  switching  . . . . . . . . . . . . . . . 1--11
                   Lukasz Smaga   Necessary and sufficient conditions in
                                  the problem of $D$-optimal weighing
                                  designs with autocorrelated errors . . . 12--16
                  Wensheng Wang   Laws of the iterated logarithm of
                                  Chover-type for operator stable Lévy
                                  processes  . . . . . . . . . . . . . . . 17--25
                    Fangchao He   Optimal convergence rates of high order
                                  Parzen windows with unbounded sampling   26--32
               Siva Athreya and   
        Antar Bandyopadhyay and   
                Amites Dasgupta   Random walks in I.I.D. random
                                  environment on Cayley trees  . . . . . . 39--44
               Pingyan Chen and   
                   Soo Hak Sung   On the strong convergence for weighted
                                  sums of negatively associated random
                                  variables  . . . . . . . . . . . . . . . 45--52
                Serkan Eryilmaz   Geometric distribution of order $k$ with
                                  a reward . . . . . . . . . . . . . . . . 53--58
               Fabian P. Reffel   Termination of the iterative
                                  proportional fitting procedure . . . . . 59--64
              Måns Thulin   On split sample and randomized
                                  confidence intervals for binomial
                                  proportions  . . . . . . . . . . . . . . 65--71
                   Zhi Wang and   
                  Litan Yan and   
                      Xianye Yu   Weak convergence to the fractional
                                  Brownian sheet using martingale
                                  differences  . . . . . . . . . . . . . . 72--78
                      Dan Cheng   Double extreme on joint sets for
                                  Gaussian random fields . . . . . . . . . 79--82
                   Xiaohui Chen   A note on moment inequality for
                                  quadratic forms  . . . . . . . . . . . . 83--88
     M. Pérez-Casany and   
                 J. Ginebra and   
                      J. Valero   On recovering a mixed Poisson
                                  distribution from its left-truncated
                                  version  . . . . . . . . . . . . . . . . 89--94
              N. Dehbozorgi and   
              A. R. Nematollahi   A note on the Bayesian inference for
                                  generalized multivariate gamma
                                  distribution . . . . . . . . . . . . . . 95--98
              Soumia Kharfouchi   Inference for $2$-D GARCH models . . . . 99--108
                   Yuanhua Feng   Data-driven estimation of diurnal
                                  patterns of durations between trades on
                                  financial markets  . . . . . . . . . . . 109--113
          Sebastian Döhler   A sufficient criterion for control of
                                  some generalized error rates in multiple
                                  testing  . . . . . . . . . . . . . . . . 114--120
           Richard D. Morey and   
           Eric-Jan Wagenmakers   Simple relation between Bayesian
                                  order-restricted and point-null
                                  hypothesis tests . . . . . . . . . . . . 121--124
                    Guoyi Zhang   Simultaneous confidence intervals for
                                  several inverse Gaussian populations . . 125--131
                Eckhard Schlemm   Limiting distribution of the maximal
                                  distance between random points on a
                                  circle: A moments approach . . . . . . . 132--136
                 Xinxing Wu and   
                  Guanrong Chen   Central limit theorem and chaoticity . . 137--142
                   Yi-Ching Yao   Rate of Poisson approximation for
                                  nearest neighbor counts in
                                  large-dimensional Poisson point
                                  processes  . . . . . . . . . . . . . . . 143--147
                   Peter Hieber   First-passage times of regime switching
                                  models . . . . . . . . . . . . . . . . . 148--157
                  Xuan Leng and   
                    Taizhong Hu   The closure property of 2RV under random
                                  sum  . . . . . . . . . . . . . . . . . . 158--167
          Alexander Iksanov and   
               Andrey Pilipenko   On the maximum of a perturbed random
                                  walk . . . . . . . . . . . . . . . . . . 168--172
                    Wei Liu and   
           Mohammud Foondun and   
                    Xuerong Mao   Mean square polynomial stability of
                                  numerical solutions to a class of
                                  stochastic differential equations  . . . 173--182
                 Ievgen Turchyn   Simulation of a strictly sub-Gaussian
                                  random field . . . . . . . . . . . . . . 183--189
            Changryong Baek and   
             Gustavo Didier and   
                 Vladas Pipiras   On integral representations of operator
                                  fractional Brownian fields . . . . . . . 190--198
           Saber Fallahpour and   
                  S. Ejaz Ahmed   Shrinkage estimation and variable
                                  selection in multiple regression models
                                  with random coefficient autoregressive
                                  errors . . . . . . . . . . . . . . . . . 199--208
            Imtiyaz A. Shah and   
                 A. H. Khan and   
                  H. M. Barakat   Random translation, dilation and
                                  contraction of order statistics  . . . . 209--214
                 Shuheng Tu and   
                         Wu Hao   Anticipated backward stochastic
                                  differential equations with jumps under
                                  the non-Lipschitz condition  . . . . . . 215--225
         Michel H. Montoril and   
          Pedro A. Morettin and   
                   Chang Chiann   Spline estimation of functional
                                  coefficient regression models for time
                                  series with correlated errors  . . . . . 226--231
        Antar Bandyopadhyay and   
               Debleena Thacker   Rate of convergence and large deviation
                                  for the infinite color Pólya urn schemes  232--240
             Manfred Denker and   
                    Souha Fares   Richter's local limit theorem and
                                  Black--Scholes type formulas . . . . . . 241--248
        Lars Arne Jordanger and   
           Dag Tjòstheim   Model selection of copulas: AIC versus a
                                  cross validation copula information
                                  criterion  . . . . . . . . . . . . . . . 249--255
                  Rabah Messaci   Distribution and moments of the vector
                                  of the maximum of two absolutely
                                  continuous random vectors  . . . . . . . 256--262
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 93, Number ??, October 1--142, 2014

                   Junyong Park   Shrinkage estimator in normal mean
                                  vector estimation based on conditional
                                  maximum likelihood estimators  . . . . . 1--6
                 Sam Efromovich   Nonparametric estimation of the spectral
                                  density of amplitude-modulated time
                                  series with missing observations . . . . 7--13
                    Guangyu Mao   A new test of independence for
                                  high-dimensional data  . . . . . . . . . 14--18
            Daniele Durante and   
                David B. Dunson   Bayesian dynamic financial networks with
                                  time-varying predictors  . . . . . . . . 19--26
            Michel Broniatowski   Minimum divergence estimators, maximum
                                  likelihood and exponential families  . . 27--33
               Yousung Park and   
               Daeyoung Kim and   
                  Seongyong Kim   Identification of the occurrence of
                                  boundary solutions in a contingency
                                  table with nonignorable nonresponse  . . 34--40
                Shaoli Wang and   
                 Weixin Yao and   
                     Mian Huang   A note on the identifiability of
                                  nonparametric and semiparametric
                                  mixtures of GLMs . . . . . . . . . . . . 41--45
            Helena Ferreira and   
                 Marta Ferreira   Extremal behavior of pMAX processes  . . 46--57
                       Jun Peng   A note on the first passage time of
                                  diffusions with holding and jumping
                                  boundary . . . . . . . . . . . . . . . . 58--64
              A. M. Elsawah and   
                       Hong Qin   New lower bound for centered $ L_2
                                  $-discrepancy of four-level $U$-type
                                  designs  . . . . . . . . . . . . . . . . 65--71
                     Sudip Bose   A stochastic model for assessing the
                                  utility of chance  . . . . . . . . . . . 72--77
          Maik Görgens and   
              Måns Thulin   Bias-correction of the maximum
                                  likelihood estimator for the $ \alpha
                                  $-Brownian bridge  . . . . . . . . . . . 78--86
                    Weijuan Chu   Small value probabilities for
                                  supercritical multitype branching
                                  processes with immigration . . . . . . . 87--95
                S. Zinodiny and   
                  S. Rezaei and   
                   S. Nadarajah   Bayes minimax estimation of the
                                  multivariate normal mean vector under
                                  balanced loss function . . . . . . . . . 96--101
             Michael Kohler and   
               Adam Krzyzak and   
                     Harro Walk   Nonparametric recursive quantile
                                  estimation . . . . . . . . . . . . . . . 102--107
                   Xue Yang and   
                   Hao Chen and   
                   Min-Qian Liu   Resolvable orthogonal array-based
                                  uniform sliced Latin hypercube designs   108--115
            Aboubacar Amiri and   
                     Baba Thiam   A smoothing stochastic algorithm for
                                  quantile estimation  . . . . . . . . . . 116--125
                    Lu Wang and   
              Jincheng Shen and   
                 Peter F. Thall   A modified adaptive Lasso for
                                  identifying interactions in the Cox
                                  model with the heredity constraint . . . 126--133
            Farid El Ktaibi and   
            B. Gail Ivanoff and   
               Neville C. Weber   Bootstrapping the empirical distribution
                                  of a linear process  . . . . . . . . . . 134--142
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 94, Number ??, November 1--272, 2014

                 Chunhua Ma and   
                        Xu Yang   Small noise fluctuations of the CIR
                                  model driven by $ \alpha $-stable noises 1--11
      Germán Aneiros and   
                  Philippe Vieu   Variable selection in
                                  infinite-dimensional problems  . . . . . 12--20
          Joshua D. Habiger and   
                Akim Adekpedjou   Optimal rejection curves for exact false
                                  discovery rate control . . . . . . . . . 21--28
               Hongsong Guo and   
                      Mei Zhang   A fluctuation limit theorem for a
                                  critical branching process with
                                  dependent immigration  . . . . . . . . . 29--38
             Jeong-Hoon Kim and   
                Sang-Hyeon Park   A recursive pricing formula for a
                                  path-dependent option under the constant
                                  elasticity of variance diffusion . . . . 39--47
                 Yingqiu Li and   
                   Xiaowen Zhou   On pre-exit joint occupation times for
                                  spectrally negative Lévy processes  . . . 48--55
                  Mathias Trabs   On infinitely divisible distributions
                                  with polynomially decaying
                                  characteristic functions . . . . . . . . 56--62
               Pingyan Chen and   
                   Soo Hak Sung   A Baum--Katz theorem for i.i.d. random
                                  variables with higher order moments  . . 63--68
                    Rongning Wu   Least absolute deviation estimation for
                                  general fractionally integrated
                                  autoregressive moving average time
                                  series models  . . . . . . . . . . . . . 69--76
                      Ying Ding   Wasserstein-Divergence transportation
                                  inequalities and polynomial
                                  concentration inequalities . . . . . . . 77--85
                    Dong Li and   
                    Muyi Li and   
                      Wuqing Wu   On dynamics of volatilities in
                                  nonstationary GARCH models . . . . . . . 86--90
               Adam Os\kekowski   Sharp $ L^2 \log L $ inequalities for
                                  the Haar system and martingale
                                  transforms . . . . . . . . . . . . . . . 91--97
            Flavia Barsotti and   
           Yohann De Castro and   
         Thibault Espinasse and   
                    Paul Rochet   Estimating the transition matrix of a
                                  Markov chain observed at random times    98--105
          Kairat T. Mynbaev and   
         Saralees Nadarajah and   
     Christopher S. Withers and   
              Aziza S. Aipenova   Improving bias in kernel density
                                  estimation . . . . . . . . . . . . . . . 106--112
        Dirk-Philip Brandes and   
              Alexander Lindner   Non-causal strictly stationary solutions
                                  of random recurrence equations . . . . . 113--118
                    Hu Yang and   
                Chaohui Guo and   
                        Jing Lv   A robust and efficient estimation method
                                  for single-index varying-coefficient
                                  models . . . . . . . . . . . . . . . . . 119--127
              Jean-Luc Marichal   Computing subsignatures of systems with
                                  exchangeable component lifetimes . . . . 128--134
          T. R. L. Phillips and   
                 A. Zhigljavsky   Approximation of inverse moments of
                                  discrete distributions . . . . . . . . . 135--143
                Shuyang Bai and   
                 Murad S. Taqqu   Structure of the third moment of the
                                  generalized Rosenblatt distribution  . . 144--152
              Haimeng Zhang and   
                 Chunfeng Huang   A note on processes with random
                                  stationary increments  . . . . . . . . . 153--161
              Chung-yi Suen and   
                 Ashish Das and   
                    C. K. Midha   On the construction of restricted
                                  minimum aberration designs . . . . . . . 162--169
                Sangun Park and   
                      Ilmun Kim   On cumulative residual entropy of order
                                  statistics . . . . . . . . . . . . . . . 170--175
             Henry W. Block and   
        Naftali A. Langberg and   
               Thomas H. Savits   The limiting failure rate for a
                                  convolution of gamma distributions . . . 176--180
            Juan Lucas Bali and   
                Graciela Boente   Consistency of a numerical approximation
                                  to the first principal component
                                  projection pursuit estimator . . . . . . 181--191
              Zbigniew J. Jurek   Remarks on the factorization property of
                                  some random integrals  . . . . . . . . . 192--195
                  Xiao Wang and   
                    Bo Zhao and   
                    Joseph Glaz   A multiple window scan statistic for
                                  time series models . . . . . . . . . . . 196--203
          Christopher Chang and   
               Dimitris Politis   Aggregation of spectral density
                                  estimators . . . . . . . . . . . . . . . 204--213
               Eric Schmitt and   
      Viktoria Öllerer and   
                   Kaveh Vakili   The finite sample breakdown point of PCS 214--220
                  Chenhua Zhang   Uniform asymptotics for the tail
                                  probability of weighted sums with heavy
                                  tails  . . . . . . . . . . . . . . . . . 221--229
             Ehsan Azmoodeh and   
             Tommi Sottinen and   
           Lauri Viitasaari and   
                    Adil Yazigi   Necessary and sufficient conditions for
                                  Hölder continuity of Gaussian processes   230--235
            Magnus Ekström   A general central limit theorem for
                                  strong mixing sequences  . . . . . . . . 236--238
              Pritam Ranjan and   
                   Neil Spencer   Space-filling Latin hypercube designs
                                  based on randomization restrictions in
                                  factorial experiments  . . . . . . . . . 239--247
              Pei-Sheng Lin and   
              Feng-Chi Chen and   
                 Shu-Fu Kuo and   
                   Yi-Hung Kung   Assessing the relationship of
                                  evolutionary rates and functional
                                  variables by mixture estimating
                                  equations  . . . . . . . . . . . . . . . 248--256
                   W\lodek Bryc   On integration with respect to the
                                  $q$-Brownian motion  . . . . . . . . . . 257--266
                        Kai Liu   Existence of invariant measures of
                                  stochastic systems with delay in the
                                  highest order partial derivatives  . . . 267--272
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 95, Number ??, 2014

            E. Iglói and   
                     Gy. Terdik   When the bispectrum is real-valued . . . 1--5
            Raluca M. Balan and   
                   Daniel Conus   A note on intermittency for the
                                  fractional heat equation . . . . . . . . 6--14
                 Zijun Ning and   
                    Linjun Tang   Estimation and test procedures for
                                  composite quantile regression with
                                  covariates missing at random . . . . . . 15--25
                 T. E. Govindan   Weak convergence of probability measures
                                  of Yosida approximate mild solutions of
                                  neutral SPDEs  . . . . . . . . . . . . . 26--32
                 Debashis Ghosh   An asymptotically minimax kernel machine 33--38
             V. B. Nevzorov and   
                    A. Stepanov   Records with confirmation  . . . . . . . 39--47
     Christopher S. Withers and   
             Saralees Nadarajah   The distribution of the maximum of the
                                  multivariate $ {\rm AR}(p) $ and
                                  multivariate $ {\rm MA}(p) $ processes   48--56
              A. R. Soltani and   
                     H. Ghasemi   Semi-Markov and reward fields  . . . . . 71--76
                  Zhongxue Chen   Extension of Mood's median test for
                                  survival data  . . . . . . . . . . . . . 77--84
       S. M. T. K. MirMostafaee   On the moments of order statistics
                                  coming from the Topp--Leone distribution 85--91
               Yeun Ji Jung and   
                James P. Hobert   Spectral properties of MCMC algorithms
                                  for Bayesian linear regression with
                                  generalized hyperbolic errors  . . . . . 92--100
        Maddipatla Sreehari and   
                  Gooty Divanji   Limit infimum results for subsequences
                                  of partial sums and random sums of
                                  i.i.d. random variables  . . . . . . . . 101--109
     Christopher Bruffaerts and   
           Vincenzo Verardi and   
           Catherine Vermandele   A generalized boxplot for skewed and
                                  heavy-tailed distributions . . . . . . . 110--117
             Jonathan Woody and   
                    Robert Lund   A linear regression model with
                                  persistent level shifts: An alternative
                                  to infill asymptotics  . . . . . . . . . 118--124
                   Majdi Elhiwi   Default barrier intensity model for
                                  credit risk evaluation . . . . . . . . . 125--131
          Stephen G. Donald and   
                Yu-Chin Hsu and   
                Robert P. Lieli   Inverse probability weighted estimation
                                  of local average treatment effects: A
                                  higher order MSE expansion . . . . . . . 132--138
               Adam Os\kekowski   A weak-type inequality for the
                                  martingale square function . . . . . . . 139--143
          Fadoua Balabdaoui and   
               Cristina Butucea   On location mixtures with Pólya frequency
                                  components . . . . . . . . . . . . . . . 144--149
                 Sadat Reza and   
                  Paul Rilstone   A simple root-$N$-consistent
                                  semiparametric estimator for discrete
                                  duration models  . . . . . . . . . . . . 150--154
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 96, Number ??, January, 2015

                  Yujie Cai and   
              Jianhui Huang and   
             Vasileios Maroulas   Large deviations of mean-field
                                  stochastic differential equations with
                                  jumps  . . . . . . . . . . . . . . . . . 1--9
                  Xiaohu Li and   
                   Rui Fang and   
                         Jie Mi   On the timing to switch on the standby
                                  in $k$-out-of-$n$ redundant systems  . . 10--20
                   Peng Lai and   
                   Jie Meng and   
                      Heng Lian   Polynomial spline approach for variable
                                  selection and estimation in varying
                                  coefficient models for time series data  21--27
            Frosso S. Makri and   
      Zaharias M. Psillakis and   
           Anastasios N. Arapis   Length of the minimum sequence
                                  containing repeats of success runs . . . 28--37
                   Peng Luo and   
                     Falei Wang   On the comparison theorem for
                                  multi-dimensional $G$-SDEs . . . . . . . 38--44
                 Huijuan Ma and   
              Feipeng Zhang and   
                      Yong Zhou   Composite estimating equation approach
                                  for additive risk model with
                                  length-biased and right-censored data    45--53
               Ingram Olkin and   
           Thomas A. Trikalinos   Constructions for a bivariate beta
                                  distribution . . . . . . . . . . . . . . 54--60
         Ronald S. Pimentel and   
Magdalena Niewiadomska-Bugaj and   
                 Jung-Chao Wang   Association of zero-inflated continuous
                                  variables  . . . . . . . . . . . . . . . 61--67
     Arun Kumar Kuchibhotla and   
             Ayanendranath Basu   A general set up for minimum disparity
                                  estimation . . . . . . . . . . . . . . . 68--74
                  Jean-Marc Owo   Backward doubly stochastic differential
                                  equations with stochastic Lipschitz
                                  condition  . . . . . . . . . . . . . . . 75--84
           Nguyen Van Quang and   
                Pham Tri Nguyen   Some strong laws of large number for
                                  double array of random upper
                                  semicontinuous functions in convex
                                  combination spaces . . . . . . . . . . . 85--94
             Ilya Molchanov and   
           Kostiantyn Ralchenko   Multifractional Poisson process,
                                  multistable subordinator and related
                                  limit theorems . . . . . . . . . . . . . 95--101
       Buddhananda Banerjee and   
                   Atanu Biswas   Linear increment in efficiency with the
                                  inclusion of surrogate endpoint  . . . . 102--108
         Paul J. van Staden and   
              Robert A. R. King   The quantile-based skew logistic
                                  distribution . . . . . . . . . . . . . . 109--116
     Mohammad B. Sepehrifar and   
         Kavoos Khorshidian and   
            Ahmad R. Jamshidian   On renewal increasing mean residual life
                                  distributions: An age replacement model
                                  with hypothesis testing application  . . 117--122
                Suchandan Kayal   On generalized dynamic survival and
                                  failure entropies of order $ (\alpha,
                                  \beta) $ . . . . . . . . . . . . . . . . 123--132
             Qionghui Zhang and   
             Zhenghong Wang and   
                 Jianwei Hu and   
                       Hong Qin   A new lower bound for wrap-around $ L_2
                                  $-discrepancy on two and three mixed
                                  level factorials . . . . . . . . . . . . 133--140
         Domenico Marinucci and   
              Sreekar Vadlamani   A note on global suprema of band-limited
                                  spherical random functions . . . . . . . 141--148
               Panpan Zhang and   
                  Chen Chen and   
                  Hosam Mahmoud   Explicit characterization of moments of
                                  balanced triangular Pólya urns by an
                                  elementary approach  . . . . . . . . . . 149--153
                    F. J. Rubio   On the propriety of the posterior of
                                  hierarchical linear mixed models with
                                  flexible random effects distributions    154--161
                 Percy H. Brill   Note on the service time in an M/G/1
                                  queue with bounded workload  . . . . . . 162--169
             Jannis Buchsteiner   Weak convergence of the weighted
                                  sequential empirical process of some
                                  long-range dependent data  . . . . . . . 170--179
              N. M. Asghari and   
               K. D\kebicki and   
                     M. Mandjes   Exact tail asymptotics of the supremum
                                  attained by a Lévy process  . . . . . . . 180--184
             Pedro Terán   Counterexamples to a Central Limit
                                  Theorem and a Weak Law of Large Numbers
                                  for capacities . . . . . . . . . . . . . 185--189
               Yeojin Chung and   
               Bruce G. Lindsay   Convergence of the EM algorithm for
                                  continuous mixing distributions  . . . . 190--195
              Seongyong Kim and   
               Yousung Park and   
                   Daeyoung Kim   On missing-at-random mechanism in
                                  two-way incomplete contingency tables    196--203
           Walid Mathlouthi and   
              Marc Fredette and   
                 Denis Larocque   Regression trees and forests for
                                  non-homogeneous Poisson processes  . . . 204--211
                 Shiyu Song and   
                 Suxin Wang and   
                   Yongjin Wang   First hitting times for doubly skewed
                                  Ornstein--Uhlenbeck processes  . . . . . 212--222
    Viktor Witkovský and   
               Gejza Wimmer and   
                      Tomy Duby   Logarithmic Lambert $ W \times \mathcal
                                  {F} $ random variables for the family of
                                  chi-squared distributions and their
                                  applications . . . . . . . . . . . . . . 223--231
            Jiang-Feng Wang and   
                 Wei-Min Ma and   
              Guo-Liang Fan and   
                     Li-Min Wen   Local linear quantile regression with
                                  truncated and dependent data . . . . . . 232--240
           Tatsuya Kubokawa and   
       Éric Marchand and   
         William E. Strawderman   On improved shrinkage estimators for
                                  concave loss . . . . . . . . . . . . . . 241--246
                         Wei Hu   Moderate deviation principles for
                                  Engel's, Sylvester's series and Cantor's
                                  products . . . . . . . . . . . . . . . . 247--254
         Abderrahim Kitouni and   
          Mohamed Boukeloua and   
                 Fatiha Messaci   Rate of strong consistency for
                                  nonparametric estimators based on twice
                                  censored data  . . . . . . . . . . . . . 255--261
               Martin Forde and   
               Rohini Kumar and   
                Hongzhong Zhang   Large deviations for the boundary local
                                  time of doubly reflected Brownian motion 262--268
            Rasool Roozegar and   
                  A. R. Soltani   On the asymptotic behavior of randomly
                                  weighted averages  . . . . . . . . . . . 269--272
              A. M. Elsawah and   
                       Hong Qin   Lee discrepancy on symmetric three-level
                                  combined designs . . . . . . . . . . . . 273--280
José A. Villaseñor and   
Elizabeth González-Estrada   A variance ratio test of fit for Gamma
                                  distributions  . . . . . . . . . . . . . 281--286
              I. S. Borisov and   
                  N. V. Volodko   A note on exponential inequalities for
                                  the distribution tails of canonical von
                                  Mises' statistics of dependent
                                  observations . . . . . . . . . . . . . . 287--291
              Bennett Eisenberg   The multivariate Gini ratio  . . . . . . 292--298
                 T. E. Govindan   On Trotter--Kato approximations of
                                  semilinear stochastic evolution
                                  equations in infinite dimensions . . . . 299--306
                  Toshio Nakata   Limit distributions of generalized St.
                                  Petersburg games . . . . . . . . . . . . 307--314
             Alina Semrau-Gilka   On approximation of solutions of
                                  one-dimensional reflecting SDEs with
                                  discontinuous coefficients . . . . . . . 315--321
                 Bilin Zeng and   
                    Zhou Yu and   
             Xuerong Meggie Wen   A note on cumulative mean estimation . . 322--327
        Jorge M. Arevalillo and   
                Hilario Navarro   A note on the direction maximizing
                                  skewness in multivariate skew-$t$
                                  vectors  . . . . . . . . . . . . . . . . 328--332
                Zhidong Bai and   
                      Chen Wang   A note on the limiting spectral
                                  distribution of a symmetrized auto-cross
                                  covariance matrix  . . . . . . . . . . . 333--340
                  Allan Gut and   
         Anders Martin-Löf   Extreme-trimmed St. Petersburg games . . 341--345
                     Linyuan Li   Nonparametric adaptive density
                                  estimation on random fields using
                                  wavelet method . . . . . . . . . . . . . 346--355
            Mhamed Mesfioui and   
               Michel M. Denuit   Comonotonicity, orthant convex order and
                                  sums of random variables . . . . . . . . 356--364
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 97, Number ??, February, 2015

                 Pooja Soni and   
                 Isha Dewan and   
                   Kanchan Jain   Tests for successive differences of
                                  quantiles  . . . . . . . . . . . . . . . 1--8
        Emilija Bernackaite and   
                  Jonas Siaulys   The exponential moment tail of
                                  inhomogeneous renewal process  . . . . . 9--15
                 Changli Lu and   
               Shengjun Gan and   
                    Yongge Tian   Some remarks on general linear model
                                  with new regressors  . . . . . . . . . . 16--24
             Longxiang Fang and   
                 Xinsheng Zhang   Stochastic comparisons of parallel
                                  systems with exponentiated Weibull
                                  components . . . . . . . . . . . . . . . 25--31
            Nian-Sheng Tang and   
                   Xian-Gui Luo   Confidence interval construction for
                                  sensitivity difference of two
                                  continuous-scale diagnostic tests at the
                                  fixed level of two specificities . . . . 32--40
               Malick Mbodj and   
                  Thomas Mathew   Approximate ellipsoidal tolerance
                                  regions for multivariate normal
                                  populations  . . . . . . . . . . . . . . 41--45
                    Chen Li and   
                      Xiaohu Li   Likelihood ratio order of sample minimum
                                  from heterogeneous Weibull random
                                  variables  . . . . . . . . . . . . . . . 46--53
           Zinoviy Landsman and   
           Steven Vanduffel and   
                       Jing Yao   Some Stein-type inequalities for
                                  multivariate elliptical distributions
                                  and applications . . . . . . . . . . . . 54--62
            Asma Bahamyirou and   
           Éric Marchand   On the discrepancy between Bayes
                                  credibility and frequentist probability
                                  of coverage  . . . . . . . . . . . . . . 63--68
                  Lingjiong Zhu   Large deviations for one-dimensional
                                  random walks on discrete point processes 69--75
                   Wen Chen and   
               Zong-Feng Qi and   
                  Yong-Dao Zhou   Constructing uniform designs under
                                  mixture discrepancy  . . . . . . . . . . 76--82
                  Zhiyi Chi and   
        Vladimir Pozdnyakov and   
                        Jun Yan   On expected occupation time of Brownian
                                  bridge . . . . . . . . . . . . . . . . . 83--87
              Ana M. Bianco and   
            Graciela Boente and   
Wenceslao González-Manteiga and   
Ana Pérez-González   Robust inference in partially linear
                                  models with missing responses  . . . . . 88--98
                 Demei Yuan and   
                      Xuemei Hu   A conditional version of the extended
                                  Kolmogorov--Feller weak law of large
                                  numbers  . . . . . . . . . . . . . . . . 99--107
        Abdelhakim Aknouche and   
                  Nassim Touche   Weighted least squares-based inference
                                  for stable and unstable threshold power
                                  ARCH processes . . . . . . . . . . . . . 108--115
             Johannes Dueck and   
           Dominic Edelmann and   
                Donald Richards   A generalization of an integral arising
                                  in the theory of distance correlation    116--119
          E. C. Kenne Pagui and   
                  A. Salvan and   
                     N. Sartori   On full efficiency of the maximum
                                  composite likelihood estimator . . . . . 120--124
            Richa Thapliyal and   
                   H. C. Taneja   On residual inaccuracy of order
                                  statistics . . . . . . . . . . . . . . . 125--131
                Weihua Zhao and   
               Riquan Zhang and   
                  Jicai Liu and   
                   Hongchang Hu   Robust adaptive estimation for
                                  semivarying coefficient models . . . . . 132--141
                Sangun Park and   
          Hon Keung Tony Ng and   
                Ping Shing Chan   On the Fisher information and design of
                                  a flexible progressive censored
                                  experiment . . . . . . . . . . . . . . . 142--149
                   Min Wang and   
                         Tao Lu   A matching prior for the shape parameter
                                  of the exponential power distribution    150--154
               Jianghong Wu and   
                   Weixing Song   On Hong--Tamer's estimator in nonlinear
                                  errors-in-variable regression models . . 165--175
          Rémi Dendievel   Weber's optimal stopping problem and
                                  generalizations  . . . . . . . . . . . . 176--184
          Edward H. Kennedy and   
          Marshall M. Joffe and   
                 Dylan S. Small   Optimal restricted estimation for more
                                  efficient longitudinal causal inference  185--191
    Daniël Reijsbergen and   
         Werner Scheinhardt and   
           Pieter-Tjerk de Boer   A sequential hypothesis test based on a
                                  generalized Azuma inequality . . . . . . 192--196
               Shiqiu Zheng and   
                     Shoumei Li   Representation theorems for generators
                                  of BSDEs with monotonic and convex
                                  growth generators  . . . . . . . . . . . 197--205
               Huaizhen Qin and   
                  Weiwei Ouyang   Statistical properties of gene--gene
                                  correlations in omics experiments  . . . 206--211
              Tien-Chung Hu and   
                Andrew Rosalsky   A note on random variables with an
                                  infinite absolute first moment . . . . . 212--215
               Bojan Basrak and   
              Drago Spoljari\'c   Extremes of random variables observed in
                                  renewal times  . . . . . . . . . . . . . 216--221
                 V. Knopova and   
            R. L. Schilling and   
                        J. Wang   Lower bounds of the Hausdorff dimension
                                  for the images of Feller processes . . . 222--228
         Margaret Archibald and   
             Aubrey Blecher and   
          Charlotte Brennan and   
             Arnold Knopfmacher   Descents following maximal values in
                                  samples of geometric random variables    229--240
Jean-François Coeurjolly   Almost sure behavior of functionals of
                                  stationary Gibbs point processes . . . . 241--246
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 98, Number ??, March, 2015

                       Ting Yan   A note on asymptotic distributions in
                                  maximum entropy models for networks  . . 1--5
                  Yujie Cai and   
                  Shaochen Wang   Central limit theorem and moderate
                                  deviation principle for CKLS model with
                                  small random perturbation  . . . . . . . 6--11
                       Ling Pei   Logarithmic Sobolev inequality on free
                                  path space over a compact Riemannian
                                  manifold . . . . . . . . . . . . . . . . 12--19
                 Fuxi Zhang and   
                      Wei Zhang   On the equilibrium state of the
                                  one-dimensional near-symmetric simple
                                  exclusion process  . . . . . . . . . . . 20--28
                  Qing Wang and   
                    Shiwen Chen   A general class of linearly extrapolated
                                  variance estimators  . . . . . . . . . . 29--38
               Mike Jacroux and   
            Bonni Kealy-Dichone   On the type I optimality of blocked
                                  $2$-level main effects plans having
                                  blocks of different sizes  . . . . . . . 39--43
                   Xin Chen and   
                    Li-Ping Zhu   Connecting continuum regression with
                                  sufficient dimension reduction . . . . . 44--49
                 Yasuki Isozaki   First hitting time of the integer
                                  lattice by symmetric stable processes    50--53
                 Jyy-I Hong and   
                  K. B. Athreya   Markov limit of line of decent types in
                                  a multitype supercritical branching
                                  process  . . . . . . . . . . . . . . . . 54--58
                Yuewen Xiao and   
                Yu-Cheng Ku and   
           Peter Bloomfield and   
                 Sujit K. Ghosh   On the degrees of freedom in MCMC-based
                                  Wishart models for time series data  . . 59--64
              Mihai C. Giurcanu   A simulation algorithm for non-causal
                                  VARMA processes  . . . . . . . . . . . . 65--72
                     Zaixing Li   A residual-based test for variance
                                  components in linear mixed models  . . . 73--78
              Marius Hofert and   
            Alexander J. McNeil   Subadditivity of Value-at-Risk for
                                  Bernoulli random variables . . . . . . . 79--88
                Zhiping Qiu and   
              Xiaoping Chen and   
                      Yong Zhou   A kernel-assisted imputation estimating
                                  method for the additive hazards model
                                  with missing censoring indicator . . . . 89--97
                      Lulu Fang   Large and moderate deviations for
                                  modified Engel continued fractions . . . 98--106
         Kestutis Ducinskas and   
             Lina Dreiziene and   
                 Egle Zikariene   Multiclass classification of the scalar
                                  Gaussian random field observation with
                                  known spatial correlation function . . . 107--114
             Bing Xing Wang and   
                  Keming Yu and   
             Frank P. A. Coolen   Interval estimation for proportional
                                  reversed hazard family based on lower
                                  record values  . . . . . . . . . . . . . 115--122
            Badi H. Baltagi and   
                 Chihwa Kao and   
                       Bin Peng   On testing for sphericity with
                                  non-normality in a fixed effects panel
                                  data model . . . . . . . . . . . . . . . 123--130
           Yuan-Tsung Chang and   
         William E. Strawderman   A note on stochastic domination for
                                  discrete exponential families  . . . . . 131--135
   Bünyamin Kizildemir and   
               Nicolas Privault   Supermodular ordering of Poisson arrays  136--143
                    G. Tarr and   
                N. C. Weber and   
                 S. Müller   The difference of symmetric quantiles
                                  under long range dependence  . . . . . . 144--150
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 99, Number ??, April, 2015

               Eric Renault and   
                Umberto Triacca   Causality and separability . . . . . . . 1--5
              Daniel Rudolf and   
             Nikolaus Schweizer   Error bounds of MCMC for functions with
                                  unbounded stationary variance  . . . . . 6--12
                 Xiangfeng Yang   Exact upper tail probabilities of random
                                  series . . . . . . . . . . . . . . . . . 13--19
     Joaquim Pinto Da Costa and   
    Luís A. C. Roque and   
                  Carlos Soares   The weighted rank correlation
                                  coefficient $ r_{W2} $ in the case of
                                  ties . . . . . . . . . . . . . . . . . . 20--26
                    Bo Feng and   
                  Shouquan Chen   On large deviations of extremes under
                                  power normalization  . . . . . . . . . . 27--35
                  Gang Shen and   
                   Karl D'Silva   A hybrid test for the isotonic
                                  change-point problem . . . . . . . . . . 36--43
              Zhenlong Chen and   
                     Lin Xu and   
                    Dongjin Zhu   Generalized continuous time random walks
                                  and Hermite processes  . . . . . . . . . 44--53
                  Zhen Wang and   
                Jianyong Mu and   
                        Yu Miao   Some convergence theorems for RM
                                  algorithm  . . . . . . . . . . . . . . . 54--60
                       Xue Ding   On some spectral properties of large
                                  block Laplacian random matrices  . . . . 61--69
                 Shaolin Ji and   
                   Shuzhen Yang   Solutions for functional fully coupled
                                  forward-backward stochastic differential
                                  equations  . . . . . . . . . . . . . . . 70--76
     Christopher S. Withers and   
             Saralees Nadarajah   The joint distribution of the maximum
                                  and minimum of an AR(1) process  . . . . 77--84
               Hella Timmermann   Sequential detection of gradual changes
                                  in the location of a general stochastic
                                  process  . . . . . . . . . . . . . . . . 85--93
                    Adil Yazigi   Representation of self-similar Gaussian
                                  processes  . . . . . . . . . . . . . . . 94--100
                 Peter Kern and   
                   Lina Wedrich   Dilatively semistable stochastic
                                  processes  . . . . . . . . . . . . . . . 101--108
                   Jae Keun Yoo   A theoretical note on optimal sufficient
                                  dimension reduction with singularity . . 109--113
                   S. Baran and   
              M. Stehlík   Optimal designs for parameters of
                                  shifted Ornstein--Uhlenbeck sheets
                                  measured on monotonic sets . . . . . . . 114--124
                   Xiaosheng Mu   Log-concavity of a mixture of beta
                                  distributions  . . . . . . . . . . . . . 125--130
                  Iosif Pinelis   On the supremum of the tails of
                                  normalized sums of independent
                                  Rademacher random variables  . . . . . . 131--134
                    Ye Chen and   
                         Jun Yu   Optimal jackknife for unit root models   135--142
          Fadoua Balabdaoui and   
            Cécile Durot   Marshall lemma in discrete convex
                                  estimation . . . . . . . . . . . . . . . 143--148
                Ian W. McKeague   Central limit theorems under special
                                  relativity . . . . . . . . . . . . . . . 149--155
        Hervé Cardot and   
            Anne De Moliner and   
                   Camelia Goga   Estimating with kernel smoothers the
                                  mean of functional data in a finite
                                  population setting. A note on variance
                                  estimation in presence of partially
                                  observed trajectories  . . . . . . . . . 156--166
                Eunju Hwang and   
                  Dong Wan Shin   A CUSUMSQ test for structural breaks in
                                  error variance for a long memory
                                  heterogeneous autoregressive model . . . 167--176
                 Riccardo Gatto   A logarithmic efficient estimator of the
                                  probability of ruin with recuperation
                                  for spectrally negative Lévy risk
                                  processes  . . . . . . . . . . . . . . . 177--184
     Aleksandar Mijatovi\'c and   
              Martijn Pistorius   Asymptotic independence of three
                                  statistics of maximal segmental scores   185--191
                  Xingyuan Zeng   A note on the large random inner-product
                                  kernel matrices  . . . . . . . . . . . . 192--201
           Abdelouahab Bibi and   
                   Ahmed Ghezal   Consistency of quasi-maximum likelihood
                                  estimator for Markov-switching bilinear
                                  time series models . . . . . . . . . . . 192--202
                 Zhiming Li and   
               Shengli Zhao and   
                   Runchu Zhang   On general minimum lower order
                                  confounding criterion for $s$-level
                                  regular designs  . . . . . . . . . . . . 202--209
                Jock Lawrie and   
             John B. Carlin and   
               Andrew B. Forbes   Optimal stepped wedge designs  . . . . . 210--214
               Leigh A. Roberts   Distribution free testing of goodness of
                                  fit in a one dimensional parameter space 215--222
                  Youngsoo Seol   Limit theorems for discrete Hawkes
                                  processes  . . . . . . . . . . . . . . . 223--229
               Nicola Loperfido   Vector-valued skewness for model-based
                                  clustering . . . . . . . . . . . . . . . 230--237
                    Guangyu Mao   Model selection of $M$-estimation models
                                  using least squares approximation  . . . 238--243


Statistics & Probability Letters
Volume 100, Number ??, May, 2015

            Graciela Boente and   
             Alejandra Vahnovan   Strong convergence of robust equivariant
                                  nonparametric functional regression
                                  estimators . . . . . . . . . . . . . . . 1--11
                    Wei Liu and   
                 Chaoqun Ma and   
                 Yingqiu Li and   
                    Suming Wang   A strong limit theorem for the average
                                  of ternary functions of Markov chains in
                                  bi-infinite random environments  . . . . 12--18
                  H. L. Gan and   
                         A. Xia   Stein's method for conditional compound
                                  Poisson approximation  . . . . . . . . . 19--26
                Iickho Song and   
                   Seungwon Lee   Explicit formulae for product moments of
                                  multivariate Gaussian random variables   27--34
               Wenjun Xiong and   
                      Juan Ding   Robust procedures for experimental
                                  design in group testing considering
                                  misclassification  . . . . . . . . . . . 35--41
         Krishna B. Athreya and   
              Raoul Normand and   
            Vivekananda Roy and   
                  Sheng-Jhih Wu   Limit theorems for the estimation of $
                                  L^1 $ integrals using the Brownian
                                  motion . . . . . . . . . . . . . . . . . 42--47
           Valeria Bignozzi and   
              Giovanni Puccetti   Studying mixability with supermodular
                                  aggregating functions  . . . . . . . . . 48--55
                        Jun Yan   Deviations of convex and coherent
                                  entropic risk measures . . . . . . . . . 56--66
                 Yingqiu Li and   
               Xiaowen Zhou and   
                         Na Zhu   Two-sided discounted potential measures
                                  for spectrally negative Lévy processes    67--76
             Saralees Nadarajah   Expansions for bivariate copulas . . . . 77--84
        Michael P. Atkinson and   
               Dashi I. Singham   Multidimensional hitting time results
                                  for Brownian bridges with moving
                                  hyperplanar boundaries . . . . . . . . . 85--92
                Lihua Zhang and   
                   Yingzhe Wang   $ L^1 $-Poincaré inequality for discrete
                                  time Markov chains . . . . . . . . . . . 93--97
                    Mi Zhou and   
           Huixia Judy Wang and   
                    Yanlin Tang   Sequential change point detection in
                                  linear quantile regression models  . . . 98--103
                    Jing Du and   
              Liangzhen Lei and   
                       Yutao Ma   Sobolev inequalities for harmonic
                                  measures on spheres  . . . . . . . . . . 104--114
                      Ying Ding   A note on quadratic transportation and
                                  divergence inequality  . . . . . . . . . 115--123
      Ursula U. Müller and   
               Anton Schick and   
            Wolfgang Wefelmeyer   Estimators in step regression models . . 124--129
             Beatriz Sinova and   
               Stefan Van Aelst   On the consistency of a spatial-type
                                  interval-valued median for random
                                  intervals  . . . . . . . . . . . . . . . 130--136
             Alberto Ohashi and   
             Alexandre B. Simas   A note on the sharp $ L^p $-convergence
                                  rate of upcrossings to the Brownian
                                  local time . . . . . . . . . . . . . . . 137--141
       Emmanuel O. Ogundimu and   
                 Jane L. Hutton   On the extended two-parameter
                                  generalized skew-normal distribution . . 142--148
             Martial Longla and   
             Magda Peligrad and   
                    Hailin Sang   On kernel estimators of density for
                                  reversible Markov chains . . . . . . . . 149--157
                  Marco Oesting   On the distribution of a max-stable
                                  process conditional on max-linear
                                  functionals  . . . . . . . . . . . . . . 158--163
                 Pao-sheng Shen   Conditional MLE for the proportional
                                  hazards model with left-truncated and
                                  interval-censored data . . . . . . . . . 164--171
                 Ruodu Wang and   
              Johanna F. Ziegel   Elicitable distortion risk measures: A
                                  concise proof  . . . . . . . . . . . . . 172--175
                I. B. J. Goudie   Bayesian sequential tests of the initial
                                  size of a linear pure death process  . . 176--181
              Mohsen Madadi and   
          Parisa Khalilpoor and   
               Ahad Jamalizadeh   Regression mean residual life of a
                                  system with three dependent components
                                  with normal lifetimes  . . . . . . . . . 182--191
           Abdelouahab Bibi and   
                   Ahmed Ghezal   Consistency of quasi-maximum likelihood
                                  estimator for Markov-switching bilinear
                                  time series models . . . . . . . . . . . 192--202
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 101, Number ??, June, 2015

                Xiaojun Zhu and   
                N. Balakrishnan   Birnbaum--Saunders distribution based on
                                  Laplace kernel and some properties and
                                  inferential issues . . . . . . . . . . . 1--10
                     Kai Xu and   
                    Daojiang He   Further results on estimation of
                                  covariance matrix  . . . . . . . . . . . 11--20
                Mohsen Rezapour   On the construction of nested
                                  Archimedean copulas for $d$-monotone
                                  generators . . . . . . . . . . . . . . . 21--32
                Laurens de Haan   Convergence of heteroscedastic extremes  38--39
               Guy Louchard and   
               Mark Daniel Ward   The truncated geometric election
                                  algorithm: Duration of the election  . . 40--48
             Alexander A. Butov   On the problem of optimal instant
                                  observations of the linear birth and
                                  death process  . . . . . . . . . . . . . 49--53
                  J. Krampe and   
               J.-P. Kreiss and   
                 E. Paparoditis   Hybrid wild bootstrap for nonparametric
                                  trend estimation in locally stationary
                                  time series  . . . . . . . . . . . . . . 54--63
               Toshihiro Yamada   A formula of small time expansion for
                                  Young SDE driven by fractional Brownian
                                  motion . . . . . . . . . . . . . . . . . 64--72
      Vytaute Pilipauskaite and   
              Donatas Surgailis   Joint aggregation of random-coefficient
                                  AR(1) processes with common innovations  73--82
                  Tao Jiang and   
                  Sheng Cui and   
                   Ruixing Ming   Large deviations for the stochastic
                                  present value of aggregate claims in the
                                  renewal risk model . . . . . . . . . . . 83--91
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 102, Number ??, July, 2015

              Brendan Patch and   
             Yoni Nazarathy and   
                  Thomas Taimre   A correction term for the covariance of
                                  renewal-reward processes with
                                  multivariate rewards . . . . . . . . . . 1--7
                 Surong You and   
               Liangjian Hu and   
                    Wei Mao and   
                    Xuerong Mao   Robustly exponential stabilization of
                                  hybrid uncertain systems by feedback
                                  controls based on discrete-time
                                  observations . . . . . . . . . . . . . . 8--16
              Jiantian Wang and   
                  Henry Laniado   A note on allocation policy in
                                  two-parallel-series and
                                  two-series-parallel systems with respect
                                  to likelihood ratio order  . . . . . . . 17--21
                 Jonathan Woody   Time series regression with persistent
                                  level shifts . . . . . . . . . . . . . . 22--29
               Mahdi Louati and   
                  Afif Masmoudi   Moment for the inverse Riesz
                                  distributions  . . . . . . . . . . . . . 30--37
              Wissem Jedidi and   
                   Thomas Simon   Diffusion hitting times and the
                                  bell-shape . . . . . . . . . . . . . . . 38--41
               Xiaoqing Pan and   
                   Min Yuan and   
              Subhash C. Kochar   Stochastic comparisons of weighted sums
                                  of arrangement increasing random
                                  variables  . . . . . . . . . . . . . . . 42--50
               A. Parvardeh and   
                N. Balakrishnan   On mixed $ \delta $-shock models . . . . 51--60
                 Lihua Peng and   
                     Junping Li   A generalization of $ \Phi $-moment
                                  martingale inequalities  . . . . . . . . 61--68
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 103, Number ??, August, 2015

               Zhenlong Gao and   
                   Yanhua Zhang   Large and moderate deviations for a
                                  class of renewal random indexed
                                  branching process  . . . . . . . . . . . 1--5
              Stephen G. Walker   A probabilistic proof of the Hardy
                                  inequality . . . . . . . . . . . . . . . 6--7
             Yuri Goegebeur and   
            Armelle Guillou and   
                 Michael Osmann   An estimator for the tail index of an
                                  integrated conditional
                                  Pareto--Weibull-type model . . . . . . . 8--16
              Shuaimin Kang and   
                   Min Wang and   
                         Tao Lu   On the consistency of the objective
                                  Bayes factor for the integral priors in
                                  the one-way random effects model . . . . 17--23
               H. M. Jansen and   
           M. R. H. Mandjes and   
                K. De Turck and   
                S. Wittevrongel   On the upper bound in Varadhan's Lemma   24--29
              A. I. Zeifman and   
                 V. Yu. Korolev   Two-sided bounds on the rate of
                                  convergence for continuous-time finite
                                  inhomogeneous Markov chains  . . . . . . 30--36
                   Tian Xia and   
               Xuejun Jiang and   
                    Xueren Wang   Strong consistency of the maximum
                                  quasi-likelihood estimator in
                                  quasi-likelihood nonlinear models with
                                  stochastic regression  . . . . . . . . . 37--45
                Gaoxiu Qiao and   
                      Qiang Yao   Weak convergence of equity derivatives
                                  pricing with default risk  . . . . . . . 46--56
        Uttam Bandyopadhyay and   
        Shirsendu Mukherjee and   
                   Dhiman Dutta   Reducing sample size in negative
                                  binomial UMPU test . . . . . . . . . . . 57--61
          Enkelejd Hashorva and   
                 Liang Peng and   
                   Zhichao Weng   Maxima of a triangular array of
                                  multivariate Gaussian sequence . . . . . 62--72
       Bhaskar Bhattacharya and   
                  Gareth Hughes   On shape properties of the receiver
                                  operating characteristic curve . . . . . 73--79
              Amanda Turner and   
                 John Whitehead   Partial stochastic dominance for the
                                  multivariate Gaussian distribution . . . 80--85
                   Xiao Guo and   
                  Hai Zhang and   
                   Yao Wang and   
                   Jiang-Lun Wu   Model selection and estimation in high
                                  dimensional regression models with group
                                  SCAD . . . . . . . . . . . . . . . . . . 86--92
            Haydar Demirhan and   
             Zeynep Kalaylioglu   On the generalized multivariate Gumbel
                                  distribution . . . . . . . . . . . . . . 93--99
               Debdeep Pati and   
           Anirban Bhattacharya   Adaptive Bayesian inference in the
                                  Gaussian sequence model using
                                  exponential-variance priors  . . . . . . 100--104
         T. H. Kirschenmann and   
                  P. Damien and   
                   S. G. Walker   A note on the $e$-$a$ histogram  . . . . 105--109
Yacouba Boubacar Ma\"\inassara and   
                Hamdi Ra\"\issi   Semi-strong linearity testing in linear
                                  models with dependent but uncorrelated
                                  errors . . . . . . . . . . . . . . . . . 110--115
              A. M. Elsawah and   
                       Hong Qin   A new strategy for optimal foldover
                                  two-level designs  . . . . . . . . . . . 116--126
             Saralees Nadarajah   Complete asymptotic expansions for
                                  normal extremes  . . . . . . . . . . . . 127--133
                   A. Kumar and   
                  P. Vellaisamy   Inverse tempered stable subordinators    134--141
                    Vered Madar   Direct formulation to Cholesky
                                  decomposition of a general nonsingular
                                  correlation matrix . . . . . . . . . . . 142--147
              Trisha Maitra and   
           Sourabh Bhattacharya   On Bayesian asymptotics in stochastic
                                  differential equations with random
                                  effects  . . . . . . . . . . . . . . . . 148--159
                Jeffrey Pai and   
             Nalini Ravishanker   Fast approximate likelihood evaluation
                                  for stable VARFIMA processes . . . . . . 160--168
             Baosheng Liang and   
                     Tao Hu and   
                   Xingwei Tong   Spline-based sieve estimation in
                                  monotone constrained varying-coefficient
                                  partially linear EV model  . . . . . . . 169--175
         Mahdi Alimohammadi and   
 Mohammad Hossein Alamatsaz and   
                  Erhard Cramer   Discrete strong unimodality of order
                                  statistics . . . . . . . . . . . . . . . 176--185
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 104, Number ??, September, 2015

              Xiangdong Liu and   
              Hangyong Qian and   
                     Linqiu Cao   The Davis--Gut law for moving average
                                  processes  . . . . . . . . . . . . . . . 1--6
           Kazuya Nishimura and   
              Shun Matsuura and   
                   Hideo Suzuki   Multivariate EWMA control chart based on
                                  a variable selection using AIC for
                                  multivariate statistical process
                                  monitoring . . . . . . . . . . . . . . . 7--13
                 Jiwon Kang and   
                     Junmo Song   Robust parameter change test for Poisson
                                  autoregressive models  . . . . . . . . . 14--21
        Aurélien Alfonsi   A simple proof for the convexity of the
                                  Choquet integral . . . . . . . . . . . . 22--25
             Ibrahim Abdelrazeq   Model verification for Lévy-driven
                                  Ornstein--Uhlenbeck processes with
                                  estimated parameters . . . . . . . . . . 26--35
              Claudio Macci and   
           Barbara Pacchiarotti   Large deviations for a class of counting
                                  processes and some statistical
                                  applications . . . . . . . . . . . . . . 36--48
                Jianhua Shi and   
              Xiaoping Chen and   
                      Yong Zhou   The strong representation for the
                                  nonparametric estimator of length-biased
                                  and right-censored data  . . . . . . . . 49--57
                Shuyang Bai and   
        Mamikon S. Ginovyan and   
                 Murad S. Taqqu   Functional limit theorems for Toeplitz
                                  quadratic functionals of continuous time
                                  Gaussian stationary processes  . . . . . 58--67
                Edward Omey and   
               Stefan Van Gulck   Intuitive approximations in discrete
                                  renewal theory, Part 1: Regularly
                                  varying case . . . . . . . . . . . . . . 68--74
               Valentina Mameli   The Kumaraswamy skew-normal distribution 75--81
               Adam Os\kekowski   Sharp $^L^1 (\ell^q)$ estimate for a
                                  sequence and its predictable projection  82--86
              Benoit Liquet and   
                 Yoni Nazarathy   A dynamic view to moment matching of
                                  truncated distributions  . . . . . . . . 87--93
          Dörte Kreher and   
              Ashkan Nikeghbali   A new kind of augmentation of
                                  filtrations suitable for a change of
                                  probability measure by a strict local
                                  martingale . . . . . . . . . . . . . . . 94--101
              Valery Korchevsky   A generalization of the Petrov strong
                                  law of large numbers . . . . . . . . . . 102--108
                Jung-In Seo and   
                   Suk-Bok Kang   Pivotal inference for the scaled half
                                  logistic distribution based on
                                  progressively Type-II censored samples   109--116
          Ceren Vardar-Acar and   
                   Hatice Bulut   Bounds on the expected value of maximum
                                  loss of fractional Brownian motion . . . 117--122
              A. M. Elsawah and   
                       Hong Qin   Mixture discrepancy on symmetric
                                  balanced designs . . . . . . . . . . . . 123--132
                    Mu Zhao and   
                  Hongmei Jiang   Berry--Esseen bounds for the percentile
                                  residual life function estimators  . . . 133--140
                     Tarn Duong   Spherically symmetric multivariate beta
                                  family kernels . . . . . . . . . . . . . 141--145
                 Yongqiang Tang   An efficient monotone data augmentation
                                  algorithm for Bayesian analysis of
                                  incomplete longitudinal data . . . . . . 146--152
                Jianhong Wu and   
                  Jinxu Qin and   
                      Qing Ding   A moment-based test for individual
                                  effects in the error component model
                                  with incomplete panels . . . . . . . . . 153--162
                  C. J. Skinner   Cross-classified sampling: Some
                                  estimation theory  . . . . . . . . . . . 163--168
           Denis Belomestny and   
              John Schoenmakers   Statistical Skorohod embedding problem:
                                  Optimality and asymptotic normality  . . 169--180
                    Xingwei Ren   Corrigendum to ``On the equivalence of
                                  the BLUEs under a general linear model
                                  and its restricted and stochastically
                                  restricted models'' [Statist. Probab.
                                  Lett. 90 (2014) 1--10] . . . . . . . . . 181--185
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 105, Number ??, October, 2015

            Ehsan Zamanzade and   
                   Michael Vock   Variance estimation in ranked set
                                  sampling using a concomitant variable    1--5
                 Ingo Bulla and   
        Christophe Chesneau and   
             Fabien Navarro and   
                     Tanya Mark   A note on the adaptive estimation of a
                                  bi-dimensional density in the case of
                                  knowledge of the copula density  . . . . 6--13
            Shang-Ying Shiu and   
                   Ting-Li Chen   On the rate of convergence of the Gibbs
                                  sampler for the $1$-D Ising model by
                                  geometric bound  . . . . . . . . . . . . 14--19
                  Yang Yang and   
         Egle Ignataviciute and   
                  Jonas Siaulys   Conditional tail expectation of randomly
                                  weighted sums with heavy-tailed
                                  distributions  . . . . . . . . . . . . . 20--28
                  Long Feng and   
                    Fasheng Sun   A note on high-dimensional two-sample
                                  test . . . . . . . . . . . . . . . . . . 29--36
               Andrei N. Frolov   Bounds of the remainder in a
                                  combinatorial central limit theorem  . . 37--46
               Li-Xin Zhang and   
                     Yang Zhang   Asymptotics for a class of dependent
                                  random variables . . . . . . . . . . . . 47--56
               HaiYing Wang and   
                 Nancy Flournoy   On the consistency of the maximum
                                  likelihood estimator for the three
                                  parameter lognormal distribution . . . . 57--64
                     Bo Liu and   
            Majid Mojirsheibani   On a weighted bootstrap approximation of
                                  the $ L_p $ norms of kernel density
                                  estimators . . . . . . . . . . . . . . . 65--73
                 Shuwen Wan and   
                     Biao Zhang   Using proportional odds models for
                                  semiparametric ROC surface estimation    74--79
          Markus Matilainen and   
           Klaus Nordhausen and   
                      Hannu Oja   New independent component analysis tools
                                  for time series  . . . . . . . . . . . . 80--87
             Jia-Jian Jiang and   
                    Ping He and   
                   Kai-Tai Fang   An interesting property of the arcsine
                                  distribution and its applications  . . . 88--95
                Xianbo Zhou and   
                     Zhewen Pan   Two-step semiparametric estimation of
                                  the Type-3 Tobit model . . . . . . . . . 96--105
                     Hadi Emami   Influence diagnostic in ridge
                                  semiparametric models  . . . . . . . . . 106--113
               Adam Os\kekowski   A sharp maximal inequality for
                                  one-dimensional Dunkl martingales  . . . 114--119
                  E. Kromer and   
                L. Overbeck and   
            J. A. L. Röder   Feynman--Kac for functional jump
                                  diffusions with an application to Credit
                                  Value Adjustment . . . . . . . . . . . . 120--129
              Joseph Rigdon and   
             Michael G. Hudgens   Exact confidence intervals in the
                                  presence of interference . . . . . . . . 130--135
                  Xuhua Liu and   
                      Na Li and   
                       Yuqin Hu   Combining inferences on the common mean
                                  of several inverse Gaussian
                                  distributions based on confidence
                                  distribution . . . . . . . . . . . . . . 136--142
               Zhenlong Gao and   
                   Weigang Wang   Large deviations for a Poisson random
                                  indexed branching process  . . . . . . . 143--148
                Yanlin Tang and   
               Xinyuan Song and   
                    Zhongyi Zhu   Threshold effect test in censored
                                  quantile regression  . . . . . . . . . . 149--156
             Daniel W. Heck and   
       Eric-Jan Wagenmakers and   
               Richard D. Morey   Testing order constraints: Qualitative
                                  differences between Bayes factors and
                                  normalized maximum likelihood  . . . . . 157--162
              Xiangdong Liu and   
                        Hui Guo   A note on the Davis--Gut law . . . . . . 163--167
               Martin Klein and   
                    Bimal Sinha   Likelihood-based inference for singly
                                  and multiply imputed synthetic data
                                  under a normal model . . . . . . . . . . 168--175
                     A. Laradji   Sums of totally positive functions of
                                  order 2 and applications . . . . . . . . 176--180
               Yoon Tae Kim and   
                  Hyun Suk Park   Convergence rate of CLT for the
                                  estimation of Hurst parameter of
                                  fractional Brownian motion . . . . . . . 181--188
José A. Villaseñor and   
Elizabeth González-Estrada   Tests of fit for Inverse Gaussian
                                  distributions  . . . . . . . . . . . . . 189--194
               Le Van Thanh and   
                         G. Yin   Weighted sums of strongly mixing random
                                  variables with an application to
                                  nonparametric regression . . . . . . . . 195--202
                 Yu. Yakubovich   On descents after maximal values in
                                  samples of discrete random variables . . 203--208
                 Mansi Garg and   
                     Isha Dewan   On asymptotic behavior of $U$-statistics
                                  for associated random variables  . . . . 209--220
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 106, Number ??, November, 2015

                     Jinglai Li   A note on the Karhunen--Lo\`eve
                                  expansions for infinite-dimensional
                                  Bayesian inverse problems  . . . . . . . 1--4
          Mohsen Pourahmadi and   
                      Xiao Wang   Distribution of random correlation
                                  matrices: Hyperspherical
                                  parameterization of the Cholesky factor  5--12
           David Landriault and   
      Khouzeima Moutanabbir and   
              Gordon E. Willmot   A note on order statistics in the mixed
                                  Erlang case  . . . . . . . . . . . . . . 13--18
       M. Revan Özkale and   
                   Engin Arican   First-order $r$--$d$ class estimator in
                                  binary logistic regression model . . . . 19--29
            Nil Kamal Hazra and   
                  Asok K. Nanda   A note on warm standby system  . . . . . 30--38
                    Juan Li and   
               Weixing Song and   
                   Jianhong Shi   Parametric bootstrap simultaneous
                                  confidence intervals for differences of
                                  means from several two-parameter
                                  exponential distributions  . . . . . . . 39--45
                    Vikas Kumar   Generalized entropy measure in record
                                  values and its applications  . . . . . . 46--51
                    Wen-Qing Xu   Random circumscribing polygons and
                                  approximations of $ \pi $  . . . . . . . 52--57
              Xue-Ping Chen and   
               Jin-Guan Lin and   
             Jian-Feng Yang and   
                  Hong-Xia Wang   Construction of main-effect plans
                                  orthogonal through the block factor  . . 58--64
            Pawel J. Szablowski   Moments of $q$-Normal and conditional
                                  $q$-Normal distributions . . . . . . . . 65--72
                     Wen Lu and   
                   Yong Ren and   
                     Lanying Hu   Mean-field backward stochastic
                                  differential equations with
                                  subdifferential operator and its
                                  applications . . . . . . . . . . . . . . 73--81
                    Guangyu Mao   A note on testing complete independence
                                  for high dimensional data  . . . . . . . 82--85
                  Jiantian Wang   A stochastic comparison result about
                                  hazard rate ordering of two parallel
                                  systems comprising of geometric
                                  components . . . . . . . . . . . . . . . 86--90
                 Pao-sheng Shen   The inverse probability weighted
                                  estimators for distribution functions of
                                  the bivariate recurrent events . . . . . 91--99
            Peter M. Aronow and   
            Forrest W. Crawford   Nonparametric identification for
                                  respondent-driven sampling . . . . . . . 100--102
          C. E. G. Otiniano and   
               P. N. Rathie and   
             L. C. S. M. Ozelim   On the identifiability of finite mixture
                                  of Skew-Normal and Skew-$t$
                                  distributions  . . . . . . . . . . . . . 103--108
               Czeslaw Stepniak   On distribution of the leadership time
                                  in counting votes and predicting winners 109--112
             Chengcheng Hao and   
                 Yuli Liang and   
                   Anuradha Roy   Equivalency between vertices and
                                  centers-coupled-with-radii principal
                                  component analyses for interval data . . 113--120
              Mohamed Boukeloua   Rates of mean square convergence of
                                  density and failure rate estimators
                                  under twice censoring  . . . . . . . . . 121--128
           Zbigniew S. Szewczak   A moment maximal inequality for
                                  dependent random variables . . . . . . . 129--133
                    Peng Li and   
                  Ming Zhou and   
                   Chuancun Yin   Optimal reinsurance with both
                                  proportional and fixed costs . . . . . . 134--141
                 Yongsheng Song   A note on $G$-normal distributions . . . 142--146
                 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
        Stergios Fotopoulos and   
          Venkata Jandhyala and   
                       Jun Wang   On the joint distribution of the
                                  supremum functional and its last
                                  occurrence for subordinated linear
                                  Brownian motion  . . . . . . . . . . . . 149--156
               A. Okolewski and   
                    M. Kaluszka   Stability of expected $L$-statistics
                                  against weak dependence of observations  157--164
                    XiLiang Fan   Logarithmic Sobolev inequalities for
                                  fractional diffusion . . . . . . . . . . 165--172
                   Hamzeh Agahi   An elementary proof of the covariance
                                  inequality for Choquet integral  . . . . 173--175
                 Shaolin Ji and   
                   Shuzhen Yang   A note on functional derivatives on
                                  continuous paths . . . . . . . . . . . . 176--183
           Andreas Artemiou and   
                      Lipu Tian   Using sliced inverse mean difference for
                                  sufficient dimension reduction . . . . . 184--190
               Hee-Jin Moon and   
                  Yong-Kab Choi   Berry--Esseen type theorems and the
                                  uniform law of the iterated logarithm
                                  for LPQD processes . . . . . . . . . . . 191--198
              Zuoxiang Peng and   
                       Xin Liao   Second-order asymptotics for convolution
                                  of distributions with light tails  . . . 199--208
                    Yali Du and   
                Junjie Miao and   
               Dongsheng Wu and   
                     Yimin Xiao   Packing dimensions of the images of
                                  Gaussian random fields . . . . . . . . . 209--217
                 Jiang Zhou and   
                         Lan Wu   Occupation times of refracted double
                                  exponential jump diffusion processes . . 218--227
                 Paul Potgieter   The Fourier dimension of Brownian limsup
                                  fractals . . . . . . . . . . . . . . . . 228--238
                   Kevin Tanguy   Some superconcentration inequalities for
                                  extrema of stationary Gaussian processes 239--246
             Michael Kohler and   
                   Adam Krzyzak   Estimation of a jump point in random
                                  design regression  . . . . . . . . . . . 247--255
              Judith Heusel and   
         Matthias Löwe and   
                  Franck Vermet   On the capacity of an associative memory
                                  model based on neural cliques  . . . . . 256--261
                Emanuele Taufer   On the empirical process of strongly
                                  dependent stable random variables:
                                  asymptotic properties, simulation and
                                  applications . . . . . . . . . . . . . . 262--271
               Neeraj Misra and   
                  Jisha Francis   Relative ageing of $ (n - k +
                                  1)$-out-of-$n$ systems . . . . . . . . . 272--280
                  Iosif Pinelis   Characteristic function of the positive
                                  part of a random variable and related
                                  results, with applications . . . . . . . 281--286
                Sangun Park and   
                   Reza Pakyari   Cumulative residual Kullback--Leibler
                                  information with the progressively
                                  Type-II censored data  . . . . . . . . . 287--294
               Olivier Thas and   
                    Ao Yuan and   
          Hon Keung Tony Ng and   
                     Gang Zheng   A proportional score test over the
                                  nuisance parameter space: Properties and
                                  applications . . . . . . . . . . . . . . 295--300
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 107, December, 2015

        Govind S. Mudholkar and   
                    Ziji Yu and   
              Saria S. Awadalla   The mode-centric $M$-Gaussian
                                  distribution: A model for right skewed
                                  data . . . . . . . . . . . . . . . . . . 1--10
                      Rugang Ma   Lamperti transformation for
                                  continuous-state branching processes
                                  with competition and applications  . . . 11--17
                 Karthik Sriram   A sandwich likelihood correction for
                                  Bayesian quantile regression based on
                                  the misspecified asymmetric Laplace
                                  density  . . . . . . . . . . . . . . . . 18--26
                     Li Tan and   
                    Wei Jin and   
                  Yongqiang Suo   Stability in distribution of neutral
                                  stochastic functional differential
                                  equations  . . . . . . . . . . . . . . . 27--36
               Ganesh Dutta and   
                   Rita SahaRay   $D$- and $E$-optimal blocked main
                                  effects plans with unequal block sizes
                                  when $n$ is odd  . . . . . . . . . . . . 37--43
            N. Balakrishnan and   
                       H. Y. So   A generalization of quantile-based skew
                                  logistic distribution of van Staden and
                                  King . . . . . . . . . . . . . . . . . . 44--51
                          Lu Lu   On the uniform consistency of the
                                  Bernstein density estimator  . . . . . . 52--61
               Matthew Reimherr   Functional regression with repeated
                                  eigenvalues  . . . . . . . . . . . . . . 62--70
                 Nikita Ratanov   Hypo-exponential distributions and
                                  compound Poisson processes with
                                  alternating parameters . . . . . . . . . 71--78
                 Shikai Luo and   
               Subhashis Ghosal   Prediction consistency of forward
                                  iterated regression and selection
                                  technique  . . . . . . . . . . . . . . . 79--83
          Samuel Soubeyrand and   
          Emilie Haon-Lasportes   Weak convergence of posteriors
                                  conditional on maximum pseudo-likelihood
                                  estimates and implications in ABC  . . . 84--92
                Serkan Eryilmaz   Discrete time shock models involving
                                  runs . . . . . . . . . . . . . . . . . . 93--100
                     Yi Liu and   
                     Qihua Wang   Copula-graphic estimators for the
                                  marginal survival function with
                                  censoring indicators missing at random   101--110
            Samuel E. Tumlinson   On the non-existence of maximum
                                  likelihood estimates for the extended
                                  exponential power distribution and its
                                  generalizations  . . . . . . . . . . . . 111--114
           Robert W. Keener and   
                     Hokeun Sun   Inconsistent hybrid bootstrap confidence
                                  regions  . . . . . . . . . . . . . . . . 115--121
           Christian Hirsch and   
       David Neuhäuser and   
         Catherine Gloaguen and   
                 Volker Schmidt   Asymptotic properties of Euclidean
                                  shortest-path trees in random geometric
                                  graphs . . . . . . . . . . . . . . . . . 122--130
            Imtiyaz A. Shah and   
                 A. H. Khan and   
                  H. M. Barakat   Translation, contraction and dilation of
                                  dual generalized order statistics  . . . 131--135
            Tapas Kumar Chandra   de La Vallée Poussin's theorem, uniform
                                  integrability, tightness and moments . . 136--141
             Henry W. Block and   
               Thomas H. Savits   The failure rate of a convolution
                                  dominates the failure rate of any IFR
                                  component  . . . . . . . . . . . . . . . 142--144
               Jacek Wesolowski   On the Matsumoto--Yor type regression
                                  characterization of the gamma and Kummer
                                  distributions  . . . . . . . . . . . . . 145--149
              Guang-hui Cai and   
                    Xue-yan Pan   A note on the Chover-type law of the
                                  iterated logarithm for the weighted
                                  partial sums of $ \alpha $-mixing
                                  sequences  . . . . . . . . . . . . . . . 150--156
                Jaakko Lehtomaa   Limiting behaviour of constrained sums
                                  of two variables and the principle of a
                                  single big jump  . . . . . . . . . . . . 157--163
                   M. Kayid and   
                    S. Izadkhah   Characterizations of the exponential
                                  distribution by the concept of residual
                                  life at random time  . . . . . . . . . . 164--169
                Xiaoxia Sun and   
                       Feng Guo   On integration by parts formula and
                                  characterization of fractional
                                  Ornstein--Uhlenbeck process  . . . . . . 170--177
             Yannis G. Yatracos   Balancing scores for simultaneous
                                  comparisons of multiple treatments . . . 178--182
              Xiangdong Liu and   
                  Jie Xiong and   
                  Shuaiqi Zhang   The Gerber--Shiu discounted penalty
                                  function in the classical risk model
                                  with impulsive dividend policy . . . . . 183--190
              Dmitry B. Rokhlin   Central limit theorem under uncertain
                                  linear transformations . . . . . . . . . 191--198
                   Brian Fralix   When are two Markov chains similar?  . . 199--203
              Tae Yeon Kwon and   
                   Yousung Park   A new multiple imputation method for
                                  bounded missing values . . . . . . . . . 204--209
             Konrad Kolesko and   
                   Rafal Latala   Moment estimates for chaoses generated
                                  by symmetric random variables with
                                  logarithmically convex tails . . . . . . 210--214
                   Lukasz Smaga   Wald-type statistics using $ \{ 2 \}
                                  $-inverses for hypothesis testing in
                                  general factorial designs  . . . . . . . 215--220
         Peter J. Brockwell and   
              Alexander Lindner   CARMA processes as solutions of integral
                                  equations  . . . . . . . . . . . . . . . 221--227
                   Mai Zhou and   
                    Shihong Zhu   Empirical likelihood confidence band for
                                  the difference of survival functions
                                  under proportional hazards model . . . . 228--235
              N. T. T. Hien and   
                    L. V. Thanh   On the weak laws of large numbers for
                                  sums of negatively associated random
                                  vectors in Hilbert spaces  . . . . . . . 236--245
               Xianming Sun and   
                 Siqing Gan and   
             Mich\`ele Vanmaele   Analytical approximation for distorted
                                  expectations . . . . . . . . . . . . . . 246--252
                 Robert Bogucki   Suprema of canonical Weibull processes   253--263
                 Yang Zhang and   
                   Li-Xin Zhang   On the almost sure invariance principle
                                  for dependent Bernoulli random variables 264--271
                    Jib Huh and   
                  Cheolwoo Park   Theoretical investigation of an
                                  exploratory approach for log-density in
                                  scale-space  . . . . . . . . . . . . . . 272--279
                 David M. Baker   Quantizations of probability measures
                                  and preservation of the convex order . . 280--285
            Lyudmila Sakhanenko   Rate acceleration for estimators of
                                  integral curves from diffusion tensor
                                  imaging (DTI) data . . . . . . . . . . . 286--295
                   Jing Sun and   
                     Qihang Sun   An improved and efficient estimation
                                  method for varying-coefficient model
                                  with missing covariates  . . . . . . . . 296--303
                  Meng Zhao and   
               Yichuan Zhao and   
                Ian W. McKeague   Empirical likelihood inference for the
                                  odds ratio of two survival functions
                                  under right censoring  . . . . . . . . . 304--312
              Gabriela Ciuperca   Model selection in high-dimensional
                                  quantile regression with seamless $ L_0
                                  $ penalty  . . . . . . . . . . . . . . . 313--323
                       Jie Zhou   Detection of influential measurement for
                                  ordinary differential equation with
                                  application to HIV dynamics  . . . . . . 324--332
             Guillaume Coqueret   On the supremum of the spectrally
                                  negative stable process with drift . . . 333--340
          Jevgenijs Ivanovs and   
                 Michel Mandjes   Transient analysis of a stationary
                                  Lévy-driven queue . . . . . . . . . . . . 341--347
                 Jiannan Lu and   
                  Peng Ding and   
            Tirthankar Dasgupta   Construction of alternative hypotheses
                                  for randomization tests with ordinal
                                  outcomes . . . . . . . . . . . . . . . . 348--355
               Alexey Lindo and   
                  Serik Sagitov   Asymptotic results for the number of
                                  Wagner's solutions to a generalised
                                  birthday problem . . . . . . . . . . . . 356--361
               Mike Jacroux and   
            Bonni Kealy-Dichone   On the use of blocked $2$-level main
                                  effects plans having blocks of different
                                  sizes  . . . . . . . . . . . . . . . . . 362--368
                   Gery Geenens   Moments, errors, asymptotic normality
                                  and large deviation principle in
                                  nonparametric functional regression  . . 369--377
            Souad Benchaira and   
            Djamel Meraghni and   
               Abdelhakim Necir   On the asymptotic normality of the
                                  extreme value index for right-truncated
                                  data . . . . . . . . . . . . . . . . . . 378--384


Statistics & Probability Letters
Volume 109, December, 2015

                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc
                         Xin He   A note on the maximal outdegrees of
                                  Galton--Watson trees . . . . . . . . . . 1--6


Statistics & Probability Letters
Volume 108, January, 2016

   Ioannis Papastathopoulos and   
               Kirstin Strokorb   Conditional independence among
                                  max-stable laws  . . . . . . . . . . . . 9--15
             Zhengjia Zhang and   
               Tianqing Liu and   
                   Baoxue Zhang   Jackknife empirical likelihood
                                  inferences for the population mean with
                                  ranked set samples . . . . . . . . . . . 16--22
                  Junke Kou and   
                    Youming Liu   An extension of Chesneau's theorem . . . 23--32
             Chunfeng Huang and   
              Haimeng Zhang and   
               Scott M. Robeson   Intrinsic random functions and universal
                                  kriging on the circle  . . . . . . . . . 33--39
                Jeffrey D. Hart   A nonparametric test of stationarity for
                                  independent data . . . . . . . . . . . . 40--44
         Simos G. Meintanis and   
             Nikolai G. Ushakov   Nonparametric probability weighted
                                  empirical characteristic function and
                                  applications . . . . . . . . . . . . . . 52--61
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 109, January, 2016

            I. Gaia Becheri and   
             Feike C. Drost and   
        Ramon van den Akker and   
                 Oliver Wichert   The power envelope of panel unit root
                                  tests in case stationary alternatives
                                  offset explosive ones  . . . . . . . . . 1--8
                   ShengJun Fan   Existence of solutions to
                                  one-dimensional BSDEs with semi-linear
                                  growth and general growth generators . . 7--15
                    Deli Li and   
                   Shuhua Zhang   A limit theorem related to the
                                  Hartman--Wintner--Strassen LIL and the
                                  Chover LIL . . . . . . . . . . . . . . . 16--21
                Ümit Islak   Asymptotic results for random sums of
                                  dependent random variables . . . . . . . 22--29
        Forrest W. Crawford and   
           Timothy C. Stutz and   
                  Kenneth Lange   Coupling bounds for approximating
                                  birth-death processes by truncation  . . 30--38
        Aristides V. Doumas and   
       Vassilis G. Papanicolaou   A randomized version of the Collatz $ 3
                                  x + 1 $ problem  . . . . . . . . . . . . 39--44
        Uttam Bandyopadhyay and   
                   Atanu Biswas   Fixed-width confidence interval for
                                  two-stage response-adaptive designs in
                                  ridit analysis . . . . . . . . . . . . . 45--51
             Peter Imkeller and   
          Thibaut Mastrolia and   
          Dylan Possama\"\i and   
       Anthony Réveillac   A note on the Malliavin--Sobolev spaces  45--53
                 J. A. Cano and   
                  C. Carazo and   
             D. Salmerón   Linear contrasts for the one way
                                  analysis of variance: A Bayesian
                                  approach . . . . . . . . . . . . . . . . 54--62
                Jiamin Xing and   
                        Yong Li   Nonlinear Lyapunov criteria for
                                  stochastic explosive solutions . . . . . 63--67
                 P. Revathi and   
               R. Sakthivel and   
                       Yong Ren   Stochastic functional differential
                                  equations of Sobolev-type with infinite
                                  delay  . . . . . . . . . . . . . . . . . 68--77
                J. Beirlant and   
              A. Bardoutsos and   
                  T. de Wet and   
                     I. Gijbels   Bias reduced tail estimation for
                                  censored Pareto type distributions . . . 78--88
     Wilmer Martínez and   
             Fabio H. Nieto and   
                  Pilar Poncela   Choosing a dynamic common factor as a
                                  coincident index . . . . . . . . . . . . 89--98
                  I. S. Borisov   The rate of convergence in Hoeffding's
                                  theorem and some applications  . . . . . 99--105
                   J. Worms and   
                       R. Worms   A Lynden--Bell integral estimator for
                                  extremes of randomly truncated data  . . 106--117
              Thomas Lumley and   
               Daniel L. Gillen   Characterising transitive two-sample
                                  tests  . . . . . . . . . . . . . . . . . 118--123
                  Toshio Nakata   Weak laws of large numbers for weighted
                                  independent random variables with
                                  infinite mean  . . . . . . . . . . . . . 124--129
   Manuel Cruz-López and   
        Samuel Estala-Arias and   
          Antonio Murillo-Salas   A random walk on the profinite
                                  completion of $ \mathbb {Z} $  . . . . . 130--138
                 Guangli Xu and   
                   Yongjin Wang   On stability of the Markov-modulated
                                  skew CIR process . . . . . . . . . . . . 139--144
                    Hua Jin and   
                    Song Li and   
                     Yaolan Jin   The IM-based method for testing the
                                  non-inferiority of odds ratio in
                                  matched-pairs design . . . . . . . . . . 145--151
              Nabihah Tayob and   
                   Susan Murray   Nonparametric restricted mean analysis
                                  across multiple follow-up intervals  . . 152--158
                K. Kubilius and   
                  V. Skorniakov   On some estimators of the Hurst index of
                                  the solution of SDE driven by a
                                  fractional Brownian motion . . . . . . . 159--167
                   Pei Geng and   
            Lyudmila Sakhanenko   Parameter estimation for the logistic
                                  regression model under case-control
                                  study  . . . . . . . . . . . . . . . . . 168--177
             Meitner Cadena and   
                    Marie Kratz   New results for tails of probability
                                  distributions according to their
                                  asymptotic decay . . . . . . . . . . . . 178--183
            Alexei Stepanov and   
           Alexandre Berred and   
             Valery B. Nevzorov   Concomitants of records: Limit results,
                                  generation techniques, correlation . . . 184--188
             Audrey Boruvka and   
              Glen Takahara and   
                   Dongsheng Tu   Data-driven ridge regression for Aalen's
                                  additive risk model  . . . . . . . . . . 189--193
               Atanu Biswas and   
                 Jayant Jha and   
                    Somak Dutta   Modelling circular random variables with
                                  a spike at zero  . . . . . . . . . . . . 194--201
                      Ni Ma and   
                     Ward Whitt   Efficient simulation of non-Poisson
                                  non-stationary point processes to study
                                  queueing approximations  . . . . . . . . 202--207
             Rohit K. Patra and   
            Bodhisattva Sen and   
 Gábor J. Székely   On a nonparametric notion of residual
                                  and its applications . . . . . . . . . . 208--213
            Raluca M. Balan and   
               Cheikh B. Ndongo   Intermittency for the wave equation with
                                  Lévy white noise  . . . . . . . . . . . . 214--223
      Dominique Fourdrinier and   
         William E. Strawderman   Stokes' theorem, Stein's identity and
                                  completeness . . . . . . . . . . . . . . 224--231
                Marc Hallin and   
                 Miroslav Siman   Elliptical multiple-output quantile
                                  regression and convex optimization . . . 232--237
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 110, Number ??, March, 2016

           Ghobad Barmalzan and   
Amir T. Payandeh Najafabadi and   
     Narayanaswamy Balakrishnan   Likelihood ratio and dispersive orders
                                  for smallest order statistics and
                                  smallest claim amounts from
                                  heterogeneous Weibull sample . . . . . . 1--7
                Chien-Hao Huang   On the speed of the one-dimensional
                                  polymer in the large range regime  . . . 8--17
             Hien D. Nguyen and   
      Geoffrey J. McLachlan and   
       Jeremy F. P. Ullmann and   
                Andrew L. Janke   Laplace mixture autoregressive models    18--24
               Pradip Kundu and   
            Nil Kamal Hazra and   
                  Asok K. Nanda   Reliability study of a coherent system
                                  with single general standby component    25--33
                Riccardo De Bin   On the equivalence between conditional
                                  and random-effects likelihoods in
                                  exponential families . . . . . . . . . . 34--38
                Xiliang Fan and   
                  Chenggui Yuan   Lyapunov exponents of PDEs driven by
                                  fractional noise with Markovian
                                  switching  . . . . . . . . . . . . . . . 39--50
                    Yu Miao and   
                 Rujun Wang and   
                    Andre Adler   Limit theorems for order statistics from
                                  exponentials . . . . . . . . . . . . . . 51--57
                  Cristina Tone   A central limit theorem for
                                  quadruple-wise independent arrays of
                                  random variables . . . . . . . . . . . . 58--61
                     Min Li and   
                     Yufeng Shi   Solving the double barrier reflected
                                  BSDEs via penalization method  . . . . . 74--83
                   Peng Lai and   
             Qingzhao Zhang and   
                  Heng Lian and   
                     Qihua Wang   Efficient estimation for the
                                  heteroscedastic single-index varying
                                  coefficient models . . . . . . . . . . . 84--93
            George P. Yanev and   
            Santanu Chakraborty   A characterization of exponential
                                  distribution and the Sukhatme--Rényi
                                  decomposition of exponential maxima  . . 94--102
               Binyan Jiang and   
                   Chenlei Leng   High dimensional discrimination analysis
                                  via a semiparametric model . . . . . . . 103--110
             J. M. del Castillo   Slash distributions of the sum of
                                  independent logistic random variables    111--118
                  Claudio Macci   Large deviations for some non-standard
                                  telegraph processes  . . . . . . . . . . 119--127
                Zhenxia Liu and   
                 Xiangfeng Yang   A general large deviation principle for
                                  longest runs . . . . . . . . . . . . . . 128--132
                       J. Virta   One-step $M$-estimates of scatter and
                                  the independence property  . . . . . . . 133--136
                    Bo Zhao and   
                    Joseph Glaz   Scan statistics for detecting a local
                                  change in variance for normal data with
                                  unknown population variance  . . . . . . 137--145
        Kiranmoy Chatterjee and   
              Diganta Mukherjee   An improved integrated likelihood
                                  population size estimation in
                                  Dual-record System . . . . . . . . . . . 146--154
                  Kei Kobayashi   Small ball probabilities for a class of
                                  time-changed self-similar processes  . . 155--161
             Yoshihide Kakizawa   Some integrals involving multivariate
                                  Hermite polynomials: Application to
                                  evaluating higher-order local powers . . 162--168
               Pingyan Chen and   
                 Xiaoqin Ye and   
                  Tien-Chung Hu   A strong law and a law of the single
                                  logarithm for arrays of rowwise
                                  independent random variables . . . . . . 169--174
                  Guoman He and   
                   Hanjun Zhang   On quasi-ergodic distribution for
                                  one-dimensional diffusions . . . . . . . 175--180
             Yannis G. Yatracos   Bias reduction with Variable Percent
                                  Bias Reducing matching . . . . . . . . . 181--184
             Goran Popivoda and   
            Sinisa Stamatovi\'c   Extremes of Gaussian fields with a
                                  smooth random variance . . . . . . . . . 185--190
               Didier A. Girard   Asymptotic near-efficiency of the
                                  ``Gibbs-energy and empirical-variance''
                                  estimating functions for fitting Matérn
                                  models - I: Densely sampled processes    191--197
                Shuyang Bai and   
                 Murad S. Taqqu   Short-range dependent processes
                                  subordinated to the Gaussian may not be
                                  strong mixing  . . . . . . . . . . . . . 198--200
           Adelchi Azzalini and   
             Ryan P. Browne and   
             Marc G. Genton and   
             Paul D. McNicholas   On nomenclature for, and the relative
                                  merits of, two formulations of skew
                                  distributions  . . . . . . . . . . . . . 201--206
                 Mehmet Öz   Survival of branching Brownian motion in
                                  a uniform trap field . . . . . . . . . . 211--216
           Faezeh Mohammadi and   
            Muhyiddin Izadi and   
                  Chin-Diew Lai   On testing whether burn-in is required
                                  under the long-run average cost  . . . . 217--224
Célestin C. Kokonendji and   
                   Davit Varron   Performance of discrete associated
                                  kernel estimators through the total
                                  variation distance . . . . . . . . . . . 225--235
              Jianping Yang and   
                    Taizhong Hu   New developments on the $ L_p $-metric
                                  between a probability distribution and
                                  its distortion . . . . . . . . . . . . . 236--243
             Abram M. Kagan and   
 Gábor J. Székely   An analytic generalization of
                                  independence and identical
                                  distributiveness . . . . . . . . . . . . 244--248
                Mohamed Belalia   On the asymptotic properties of the
                                  Bernstein estimator of the multivariate
                                  distribution function  . . . . . . . . . 249--256
                 H. Haghbin and   
                   Z. Shishebor   On infinite dimensional periodically
                                  correlated random fields: Spectrum and
                                  evolutionary spectra . . . . . . . . . . 257--267
                  Jing Yang and   
                        Hu Yang   A robust penalized estimation for
                                  identification in semiparametric
                                  additive models  . . . . . . . . . . . . 268--277
              Trisha Maitra and   
           Sourabh Bhattacharya   On asymptotics related to classical
                                  inference in stochastic differential
                                  equations with random effects  . . . . . 278--288
             Dongliang Wang and   
               Yichuan Zhao and   
                Dirk W. Gilmore   Jackknife empirical likelihood
                                  confidence interval for the Gini index   289--295
              Alessandra Canepa   A note on Bartlett correction factor for
                                  tests on cointegrating relations . . . . 296--304
          Daniel F. Schmidt and   
                   Enes Makalic   Minimum message length analysis of
                                  multiple short time series . . . . . . . 318--328
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 111, Number ??, April, 2016

       B. L. S. Prakasa Rao and   
                    M. Sreehari   Random central limit theorem for
                                  associated random variables and the
                                  order of approximation . . . . . . . . . 1--7
              Thomas R. Boucher   A note on martingale deviation bounds    8--11
                   Wei Zhou and   
                  Chengxiu Ling   Higher-order expansions of powered
                                  extremes of normal samples . . . . . . . 12--17
         S. M. Aboukhamseen and   
              A. R. Soltani and   
                      M. Najafi   Modelling cluster detection in spatial
                                  scan statistics: Formation of a spatial
                                  Poisson scanning window and an ADHD case
                                  study  . . . . . . . . . . . . . . . . . 26--31
                Jens Stange and   
          Thorsten Dickhaus and   
             Arcadi Navarro and   
                  Daniel Schunk   Multiplicity- and dependency-adjusted
                                  $p$-values for control of the
                                  family-wise error rate . . . . . . . . . 32--40
       Magdalena Szymkowiak and   
                Maria Iwi\'nska   Characterizations of Discrete Weibull
                                  related distributions  . . . . . . . . . 41--48
           Piotr Boleslaw Nowak   The MLE of the mean of the exponential
                                  distribution based on grouped data is
                                  stochastically increasing  . . . . . . . 49--54
                James R. Schott   On a robustness property of the Rayleigh
                                  and Bingham tests of uniformity  . . . . 55--59
               Dennis Leung and   
                  Mathias Drton   Order-invariant prior specification in
                                  Bayesian factor analysis . . . . . . . . 60--66
             Christophe Ley and   
                      Yvik Swan   A general parametric Stein
                                  characterization . . . . . . . . . . . . 67--71
             P. G. Sankaran and   
                S. M. Sunoj and   
           N. Unnikrishnan Nair   Kullback--Leibler divergence: A quantile
                                  approach . . . . . . . . . . . . . . . . 72--79
       Alexander Dürre and   
             David E. Tyler and   
                   Daniel Vogel   On the eigenvalues of the spatial sign
                                  covariance matrix in more than two
                                  dimensions . . . . . . . . . . . . . . . 80--85
             Anna Glazyrina and   
             Alexander Melnikov   Bernstein's inequalities and their
                                  extensions for getting the
                                  Black--Scholes option pricing formula    86--92
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 112, Number ??, May, 2016

       Ioannis Papastathopoulos   Conditional independence and conditioned
                                  limit laws . . . . . . . . . . . . . . . 1--4
              Stephen G. Walker   Bayesian information in an experiment
                                  and the Fisher information distance  . . 5--9
              Zuoxiang Peng and   
                Chunqiao Li and   
             Saralees Nadarajah   Extremal properties of the skew-$t$
                                  distribution . . . . . . . . . . . . . . 10--19
              Germain Van Bever   Simplicial bivariate tests for
                                  randomness . . . . . . . . . . . . . . . 20--25
                 M. El Asri and   
                  D. Blanke and   
                     E. Gabriel   Weighted $M$-estimators for multivariate
                                  clustered data . . . . . . . . . . . . . 26--34
              Christophe Chorro   A simple probabilistic approach of the
                                  Yard-Sale model  . . . . . . . . . . . . 35--40
           Ana Pérez and   
          Mercedes Prieto-Alaiz   A note on nonparametric estimation of
                                  copula-based multivariate extensions of
                                  Spearman's rho . . . . . . . . . . . . . 41--50
             Saeed Zalzadeh and   
                Franco Pellerey   A positive dependence notion based on
                                  componentwise unimodality of copulas . . 51--57
              K. B. Athreya and   
                     R. Janicki   Asymptotics of powers of binomial and
                                  multinomial probabilities  . . . . . . . 58--62
                Serkan Eryilmaz   A new class of lifetime distributions    63--71
                     Jiannan Lu   On randomization-based and
                                  regression-based inferences for $ 2^k $
                                  factorial designs  . . . . . . . . . . . 72--78
          J. Markevi\vci\=ut\.e   Epidemic change tests for the mean of
                                  innovations of an $ {\rm AR}(1) $
                                  process  . . . . . . . . . . . . . . . . 79--91
           Ryunosuke Tanabe and   
                   Etsuo Hamada   Objective priors for the zero-modified
                                  model  . . . . . . . . . . . . . . . . . 92--97
               Nguyen Tien Dung   Tail probabilities of solutions to a
                                  generalized Ait-Sahalia interest rate
                                  model  . . . . . . . . . . . . . . . . . 98--104
                Yongge Tian and   
                     Xuan Zhang   On connections among OLSEs and BLUEs of
                                  whole and partial parameters under a
                                  general linear model . . . . . . . . . . 105--112
                  Reza Modarres   Multivariate Poisson interpoint
                                  distances  . . . . . . . . . . . . . . . 113--123
    Christian H. Weiß and   
              Sebastian Schweer   Bias corrections for moment estimators
                                  in Poisson INAR(1) and INARCH(1)
                                  processes  . . . . . . . . . . . . . . . 124--130
             Longxiang Fang and   
                Xiaojun Zhu and   
                N. Balakrishnan   Stochastic comparisons of parallel and
                                  series systems with heterogeneous
                                  Birnbaum--Saunders components  . . . . . 131--136
            Saeid Tahmasebi and   
           Ali Akbar Jafari and   
           Maryam Eskandarzadeh   Some results on residual entropy of
                                  ranked set samples . . . . . . . . . . . 137--145
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 113, Number ??, June, 2016

          Blazej Miasojedow and   
               Wojciech Niemiro   Geometric ergodicity of Rao and Teh's
                                  algorithm for homogeneous Markov jump
                                  processes  . . . . . . . . . . . . . . . 1--6
         Christophe Crambes and   
             Nadine Hilgert and   
                  Tito Manrique   Estimation of the noise covariance
                                  operator in functional linear regression
                                  with functional outputs  . . . . . . . . 7--15
               Daniel H. Li and   
                     Liqun Wang   A weighted simulation-based estimator
                                  for incomplete longitudinal data models  16--22
                   Min Wang and   
                    Mingan Yang   Posterior property of Student-$t$ linear
                                  regression model using objective priors  23--29
                Fengyang He and   
                Yebin Cheng and   
                    Tiejun Tong   Estimation of extreme conditional
                                  quantiles through an extrapolation of
                                  intermediate regression quantiles  . . . 30--37
           Joseph P. Romano and   
                   Michael Wolf   Efficient computation of adjusted
                                  $p$-values for resampling-based stepdown
                                  multiple testing . . . . . . . . . . . . 38--40
                T. Kunihama and   
              A. H. Herring and   
              C. T. Halpern and   
                   D. B. Dunson   Nonparametric Bayes modeling with sample
                                  survey weights . . . . . . . . . . . . . 41--48
                   Dudley Stark   Bin sizes in time-inhomogeneous infinite
                                  Polya processes  . . . . . . . . . . . . 49--53
              Irmina Czarna and   
    Jean-François Renaud   A note on Parisian ruin with an ultimate
                                  bankruptcy level for Lévy insurance risk
                                  processes  . . . . . . . . . . . . . . . 54--61
        Vidyadhar Mandrekar and   
               Andrey Pilipenko   On a Brownian motion with a hard
                                  membrane . . . . . . . . . . . . . . . . 62--70
              Carlos G. Pacheco   A random matrix from a stochastic heat
                                  equation . . . . . . . . . . . . . . . . 71--78
           Shaul K. Bar-Lev and   
                  Daoud Bshouty   A characterization of the generalized
                                  Laplace distribution by constant
                                  regression on the sample mean  . . . . . 79--83
         Svetlana Danilenko and   
                  Jonas Siaulys   Randomly stopped sums of not identically
                                  distributed heavy tailed random
                                  variables  . . . . . . . . . . . . . . . 84--93
                      Tian Tian   A note on continual reassessment method  94--102
        Rafael B. A. Farias and   
         Michel H. Montoril and   
      José A. A. Andrade   Bayesian inference for extreme quantiles
                                  of heavy tailed distributions  . . . . . 103--107
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 114, Number ??, July, 2016

                 Wiktor Ejsmont   A characterization of the normal
                                  distribution by the independence of a
                                  pair of random vectors . . . . . . . . . 1--5
                Xinmei Shen and   
                 Menghao Xu and   
Ebenezer Fiifi Emire Atta Mills   Precise large deviation results for sums
                                  of sub-exponential claims in a
                                  size-dependent renewal risk model  . . . 6--13
              Tien-Lung Sun and   
                Kuo-Hung Lo and   
                 Juei-Chao Chen   An accurate updating formula to
                                  calculate sample variance from weighted
                                  successive differences . . . . . . . . . 14--19
                   Dawei Lu and   
                      Bin Zhang   Some asymptotic results of the ruin
                                  probabilities in a two-dimensional
                                  renewal risk model with some strongly
                                  subexponential claims  . . . . . . . . . 20--29
                  Wei Zheng and   
                   Yong Jin and   
                    Guoyi Zhang   Recursive estimation of time-average
                                  variance constants through prewhitening  30--37
                Abhik Ghosh and   
             Ayanendranath Basu   Testing composite null hypotheses based
                                  on $S$-divergences . . . . . . . . . . . 38--47
              Thomas Mathew and   
              Sandeep Menon and   
          Inna Perevozskaya and   
          Samaradasa Weerahandi   Improved prediction intervals in
                                  heteroscedastic mixed-effects models . . 48--53
        Alexander Volfovsky and   
             Edoardo M. Airoldi   Sharp total variation bounds for
                                  finitely exchangeable arrays . . . . . . 54--59
              Damiano Brigo and   
           Jan-Frederik Mai and   
               Matthias Scherer   Markov multi-variate survival indicators
                                  for default simulation as a new
                                  characterization of the Marshall--Olkin
                                  law  . . . . . . . . . . . . . . . . . . 60--66
          Alexander Iksanov and   
           Zakhar Kabluchko and   
             Alexander Marynych   Weak convergence of renewal shot noise
                                  processes in the case of slowly varying
                                  normalization  . . . . . . . . . . . . . 67--77
             Nengxiang Ling and   
                  Chao Wang and   
                       Jin Ling   Modified kernel regression estimation
                                  with functional time series data . . . . 78--85
      Gintautas Jakimauskas and   
           Leonidas Sakalauskas   Note on the singularity of the
                                  Poisson-gamma model  . . . . . . . . . . 86--92
                    Shan Ju and   
                   Xiaoqing Pan   A new proof for the peakedness of linear
                                  combinations of random variables . . . . 93--98
             Michael G. Akritas   Projection pursuit multi-index (PPMI)
                                  models . . . . . . . . . . . . . . . . . 99--103
              Yoshimasa Uematsu   Asymptotic efficiency of the OLS
                                  estimator with singular limiting sample
                                  moment matrices  . . . . . . . . . . . . 104--110
                  Hongyi Li and   
       Kashinath Chatterjee and   
                      Bo Li and   
                       Hong Qin   Construction of Sudoku-based uniform
                                  designs with mixed levels  . . . . . . . 111--118
              Amarjit Kundu and   
               Shovan Chowdhury   Ordering properties of order statistics
                                  from heterogeneous exponentiated Weibull
                                  models . . . . . . . . . . . . . . . . . 119--127
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 115, Number ??, August, 2016

               Panpan Zhang and   
               Hosam M. Mahmoud   Distributions in a class of Poissonized
                                  urns with an application to Apollonian
                                  networks . . . . . . . . . . . . . . . . 1--7
               Jakub M. Tomczak   On some properties of the
                                  low-dimensional Gumbel perturbations in
                                  the Perturb-and-MAP model  . . . . . . . 8--15
                 Qinwei Qiu and   
                    Wei Liu and   
               Liangjian Hu and   
                Xuerong Mao and   
                     Surong You   Stabilization of stochastic differential
                                  equations with Markovian switching by
                                  feedback control based on discrete-time
                                  state observation with a time delay  . . 16--26
              Anna E. Dudek and   
     Efstathios Paparoditis and   
            Dimitris N. Politis   Generalized seasonal tapered block
                                  bootstrap  . . . . . . . . . . . . . . . 27--35
               Won-Tak Hong and   
                    Eunju Hwang   Dynamic behavior of volatility in a
                                  nonstationary generalized
                                  regime-switching GARCH model . . . . . . 36--44
               Lauri Viitasaari   Representation of stationary and
                                  stationary increment processes via
                                  Langevin equation and self-similar
                                  processes  . . . . . . . . . . . . . . . 45--53
            Kenneth D. West and   
                    Zifeng Zhao   Regressor and disturbance have moments
                                  of all orders, least squares estimator
                                  has none . . . . . . . . . . . . . . . . 54--59
                   Jie Zhou and   
                   Hai-Lin Feng   Consistent estimation of ordinary
                                  differential equation when the
                                  transformation parameter is unknown  . . 60--69
            Serkan Eryilmaz and   
                   Min Gong and   
                        Min Xie   Generalized sooner waiting time problems
                                  in a sequence of trinary trials  . . . . 70--78
       Constantin Siriteanu and   
             Satoshi Kuriki and   
            Donald Richards and   
              Akimichi Takemura   Chi-square mixture representations for
                                  the distribution of the scalar Schur
                                  complement in a noncentral Wishart
                                  matrix . . . . . . . . . . . . . . . . . 79--87
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 116, Number ??, September, 2016

      Geoffrey J. McLachlan and   
                  Sharon X. Lee   Comment on ``On nomenclature, and the
                                  relative merits of two formulations of
                                  skew distributions'' by A. Azzalini, R.
                                  Browne, M. Genton, and P. McNicholas . . 1--5
       Tomasz J. Kozubowski and   
     Krzysztof Podgórski   Transmuted distributions and random
                                  extrema  . . . . . . . . . . . . . . . . 6--8
                  Suvra Pal and   
                N. Balakrishnan   Destructive negative binomial cure rate
                                  model and EM-based likelihood inference
                                  under Weibull lifetime . . . . . . . . . 9--20
              Sara Taskinen and   
             Jari Miettinen and   
               Klaus Nordhausen   A more efficient second order blind
                                  identification method for separation of
                                  uncorrelated stationary time series  . . 21--26
           Tapas K. Chandra and   
              Tien-Chung Hu and   
                Andrew Rosalsky   On uniform nonintegrability for a
                                  sequence of random variables . . . . . . 27--37
                   Jun Yang and   
               Fady Alajaji and   
                  Glen Takahara   On bounding the union probability using
                                  partial weighted information . . . . . . 38--44
       Anastasios N. Arapis and   
            Frosso S. Makri and   
          Zaharias M. Psillakis   On the length and the position of the
                                  minimum sequence containing all runs of
                                  ones in a Markovian binary sequence  . . 45--54
   Frédéric Vrins   Characteristic function of
                                  time-inhomogeneous Lévy-driven
                                  Ornstein--Uhlenbeck processes  . . . . . 55--61
       Vassilis G. Papanicolaou   An arctangent law  . . . . . . . . . . . 62--64
                     Jesse Frey   An exact Kolmogorov--Smirnov test for
                                  whether two finite populations are the
                                  same . . . . . . . . . . . . . . . . . . 65--71
                    Ge Zhao and   
                     Yanyuan Ma   Robust nonparametric kernel regression
                                  estimator  . . . . . . . . . . . . . . . 72--79
               Soumen Manna and   
                     Ashish Das   Optimal two-level designs for partial
                                  profile choice experiments . . . . . . . 80--87
             Ngai Hang Chan and   
                       Tony Sit   Artifactual unit root behavior of Value
                                  at Risk (VaR)  . . . . . . . . . . . . . 88--93
               Huaizhen Qin and   
                  Weiwei Ouyang   Asymmetric risk of the Stein variance
                                  estimator under a misspecified linear
                                  regression model . . . . . . . . . . . . 94--100
             Takeru Matsuda and   
         William E. Strawderman   Pitman closeness properties of point
                                  estimators and predictive densities with
                                  parametric constraints . . . . . . . . . 101--106
               Holger Dette and   
          Andrey Pepelyshev and   
            Anatoly Zhigljavsky   Optimal designs for regression models
                                  with autoregressive errors . . . . . . . 107--115
                   Siyan Xu and   
                   Mengqi Zheng   A maximum principle for the stochastic
                                  variational inequalities . . . . . . . . 116--121
                       Chen Jia   A solution to the reversible embedding
                                  problem for finite Markov chains . . . . 122--130
       Gail Gilboa-Freedman and   
                  Refael Hassin   When Markov chains meet: A
                                  continuous-time model of network
                                  evolution  . . . . . . . . . . . . . . . 131--138
               Zhenlong Gao and   
                   Weigang Wang   Large and moderate deviations for a
                                  renewal randomly indexed branching
                                  process  . . . . . . . . . . . . . . . . 139--145
             Mirko D'Ovidio and   
           Nikolai Leonenko and   
                 Enzo Orsingher   Fractional spherical random fields . . . 146--156
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 117, Number ??, October, 2016

               M. Chahkandi and   
           H. Alizadeh Noughabi   Testing exponentiality of the residual
                                  life, based on dynamic cumulative
                                  residual entropy . . . . . . . . . . . . 1--11
Javier Álvarez-Liébana and   
                 Denis Bosq and   
    María D. Ruiz-Medina   Consistency of the plug-in functional
                                  predictor of the Ornstein--Uhlenbeck
                                  process in Hilbert and Banach spaces . . 12--22
                    Alan P. Ker   Nonparametric estimation of possibly
                                  similar densities  . . . . . . . . . . . 23--30
                   Justin Chown   Efficient estimation of the error
                                  distribution function in heteroskedastic
                                  nonparametric regression with missing
                                  data . . . . . . . . . . . . . . . . . . 31--39
              Phil D. Young and   
            Jane L. Harvill and   
                  Dean M. Young   A derivation of the multivariate
                                  singular skew-normal density function    40--45
                Eduard Belitser   Optimal measurement allocation under
                                  precision budget constraint  . . . . . . 46--53
                  Litan Yan and   
                  Xianye Yu and   
                     Xichao Sun   Asymptotic behavior of the solution of
                                  the fractional heat equation . . . . . . 54--61
                F. Goodarzi and   
                   M. Amini and   
    G. R. Mohtashami Borzadaran   On upper bounds for the variance of
                                  functions of the inactivity time . . . . 62--71
       Lo\"\ic Hervé and   
                   James Ledoux   A computable bound of the essential
                                  spectral radius of finite range
                                  Metropolis--Hastings kernels . . . . . . 72--79
                 F. Kahrari and   
                  M. Rezaei and   
             F. Yousefzadeh and   
           R. B. Arellano-Valle   On the multivariate skew-normal-Cauchy
                                  distribution . . . . . . . . . . . . . . 80--88
                    Guangyu Mao   A note on tests for high-dimensional
                                  covariance matrices  . . . . . . . . . . 89--92
                 Junshu Bao and   
              Timothy E. Hanson   A mean-constrained finite mixture of
                                  normals model  . . . . . . . . . . . . . 93--99
                    Yong He and   
             Xinsheng Zhang and   
                  Pingping Wang   Discriminant analysis on high
                                  dimensional Gaussian copula model  . . . 100--112
                     Xiaohui Ai   A note on Karhunen--Lo\`eve expansions
                                  for the demeaned stationary
                                  Ornstein--Uhlenbeck process  . . . . . . 113--117
                   Paul Kabaila   The finite sample performance of the
                                  two-stage analysis of a two-period
                                  crossover trial  . . . . . . . . . . . . 118--127
            M. Ivette Gomes and   
Lígia Henriques-Rodrigues   Competitive estimation of the extreme
                                  value index  . . . . . . . . . . . . . . 128--135
                   A. Durio and   
                Ya. Yu. Nikitin   Local efficiency of integrated
                                  goodness-of-fit tests under skew
                                  alternatives . . . . . . . . . . . . . . 136--143
              Abdollah Jalilian   On the higher order product density
                                  functions of a Neyman--Scott cluster
                                  point process  . . . . . . . . . . . . . 144--150
        M. A. Jácome and   
   I. López-de-Ullibarri   Bandwidth selection for the presmoothed
                                  logrank test . . . . . . . . . . . . . . 151--157
             Maria L. Rizzo and   
                  John T. Haman   Expected distances and goodness-of-fit
                                  for the asymmetric Laplace distribution  158--164
               Markus Dietz and   
            Sebastian Fuchs and   
               Klaus D. Schmidt   On order statistics and their copulas    165--172
            Krishanu Maulik and   
                Moumanti Podder   Ruin probabilities under Sarmanov
                                  dependence structure . . . . . . . . . . 173--182
                 Yuzhu Tian and   
               Qianqian Zhu and   
                    Maozai Tian   Estimation of linear composite quantile
                                  regression using EM algorithm  . . . . . 183--191
                 L. V. Rozovsky   Small deviation probabilities for
                                  weighted sum of independent random
                                  variables with a common distribution
                                  that can decrease at zero fast enough    192--200
                 Rida Benhaddou   Deconvolution model with fractional
                                  Gaussian noise: A minimax study  . . . . 201--208
                Weihua Zhao and   
                      Heng Lian   Local asymptotics for nonparametric
                                  quantile regression with regression
                                  splines  . . . . . . . . . . . . . . . . 209--215
         Rabi-Allah Rahmani and   
            Muhyiddin Izadi and   
             Baha-Eldin Khaledi   Stochastic comparisons of total capacity
                                  of weighted-$k$-out-of-$n$ systems . . . 216--220
Stéphane Chrétien and   
                  Franck Corset   A lower bound on the expected optimal
                                  value of certain random linear programs
                                  and application to shortest paths in
                                  Directed Acyclic Graphs and reliability  221--230
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 118, Number ??, November, 2016

                 Yunwei Cui and   
                    Rongning Wu   On conditional maximum likelihood
                                  estimation for $ {\rm INGARCH}(p, q) $
                                  models . . . . . . . . . . . . . . . . . 1--7
                 Jiannan Lu and   
                      Alex Deng   Demystifying the bias from selective
                                  inference: A revisit to Dawid's
                                  treatment selection problem  . . . . . . 8--15
       Fanni Nedényi and   
                      Gyula Pap   Iterated scaling limits for aggregation
                                  of random coefficient AR(1) and INAR(1)
                                  processes  . . . . . . . . . . . . . . . 16--23
                  A. M. Elsawah   Constructing optimal asymmetric combined
                                  designs via Lee discrepancy  . . . . . . 24--31
                     Dao Nguyen   Another look at Bayes map iterated
                                  filtering  . . . . . . . . . . . . . . . 32--36
        Anatoly Zhigljavsky and   
            Nina Golyandina and   
            Svyatoslav Gryaznov   Deconvolution of a discrete uniform
                                  distribution . . . . . . . . . . . . . . 37--44
              Eduardo Horta and   
              Flavio Ziegelmann   Identifying the spectral representation
                                  of Hilbertian time series  . . . . . . . 45--49
                  Hui Jiang and   
                  Shaochen Wang   Moderate deviation principles for
                                  eigenvalues of $ \beta $-Hermite and $
                                  \beta $-Laguerre ensembles with $ \beta
                                  \to \infty $ . . . . . . . . . . . . . . 50--59
                Marwa Hamza and   
                 Pierre Vallois   On Kummer's distribution of type two and
                                  a generalized beta distribution  . . . . 60--69
              Katarzyna Horbacz   Strong law of large numbers for
                                  continuous random dynamical systems  . . 70--79
               Pingyan Chen and   
                   Soo Hak Sung   A strong law of large numbers for
                                  nonnegative random variables and
                                  applications . . . . . . . . . . . . . . 80--86
               Pingyan Chen and   
                   Soo Hak Sung   On the strong laws of large numbers for
                                  weighted sums of random variables  . . . 87--93
               Anne Estrade and   
                 Julie Fournier   Number of critical points of a Gaussian
                                  random field: Condition for a finite
                                  variance . . . . . . . . . . . . . . . . 94--99
        Niko Lietzén and   
           Klaus Nordhausen and   
               Pauliina Ilmonen   Minimum distance index for complex
                                  valued ICA . . . . . . . . . . . . . . . 100--106
                  Xiongzhi Chen   Resolution of a conjecture on variance
                                  functions for one-parameter natural
                                  exponential families . . . . . . . . . . 107--109
                     Yizao Wang   Large jumps of $q$-Ornstein--Uhlenbeck
                                  processes  . . . . . . . . . . . . . . . 110--116
             Heather Battey and   
                 Qiang Feng and   
               Richard J. Smith   Improving confidence set estimation when
                                  parameters are weakly identified . . . . 117--123
                  Khoa Lê   A remark on a result of Xia Chen . . . . 124--126
         Alessandro De Gregorio   Transport processes with random jump
                                  rate . . . . . . . . . . . . . . . . . . 127--134
              Wiebe Pestman and   
         Francis Tuerlinckx and   
                 Wolf Vanpaemel   Persistently unbounded probability
                                  densities  . . . . . . . . . . . . . . . 135--138
          Wolfgang Bischoff and   
                   Andreas Gegg   Boundary crossing probabilities for $
                                  (q, d)$-Slepian-processes  . . . . . . . 139--144
                 Wenqing Ni and   
                  Zhenlong Chen   Hitting probabilities of a class of
                                  Gaussian random fields . . . . . . . . . 145--155
              Daniel J. Eck and   
                Ian W. McKeague   Central Limit Theorems under additive
                                  deformations . . . . . . . . . . . . . . 156--162
                   Adam Nielsen   The Monte Carlo computation error of
                                  transition probabilities . . . . . . . . 163--170
                    H. Gzyl and   
                    A. Tagliani   Recovering a distribution from its
                                  translated fractional moments  . . . . . 171--176
                 Man-Suk Oh and   
               Eun Sug Park and   
                   Beong-Soo So   Bayesian variable selection in binary
                                  quantile regression  . . . . . . . . . . 177--181
             Chengcheng Hao and   
                 Yuli Liang and   
                  Thomas Mathew   Testing variance parameters in models
                                  with a Kronecker product covariance
                                  structure  . . . . . . . . . . . . . . . 182--189
          M. N. M. van Lieshout   Likelihood based inference for partially
                                  observed renewal processes . . . . . . . 190--196
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 119, Number ??, December, 2016

         Djilali Ait Aoudia and   
       Éric Marchand and   
         François Perron   Counts of Bernoulli success strings in a
                                  multivariate framework . . . . . . . . . 1--10
                     Jiannan Lu   Covariate adjustment in
                                  randomization-based causal inference for
                                  $ 2^k $ factorial designs  . . . . . . . 11--20
             Takeru Matsuda and   
         William E. Strawderman   Pitman closeness properties of Bayes
                                  shrinkage procedures in estimation and
                                  prediction . . . . . . . . . . . . . . . 21--29
Elizabeth González-Estrada and   
José A. Villaseñor   A ratio goodness-of-fit test for the
                                  Laplace distribution . . . . . . . . . . 30--35
                Manuela Braione   A time-varying long run HEAVY model  . . 36--44
                     Tom Rohmer   Some results on change-point detection
                                  in cross-sectional dependence of
                                  multivariate data with changes in
                                  marginal distributions . . . . . . . . . 45--54
                    Lihu Xu and   
                    Wen Yue and   
                  Tusheng Zhang   Smooth densities of the laws of
                                  perturbed diffusion processes  . . . . . 55--62
                   S. Ghosh and   
                  P. Vellaisamy   On the occurrence of boundary solutions
                                  in multidimensional incomplete tables    63--75
             Fabian Spanhel and   
                  Malte S. Kurz   The partial copula: Properties and
                                  associated dependence measures . . . . . 76--83
                Ruiqin Tian and   
                 Liugen Xue and   
                      Dengke Xu   Automatic variable selection for varying
                                  coefficient models with longitudinal
                                  data . . . . . . . . . . . . . . . . . . 84--90
        Majid Mojirsheibani and   
                    Jiajie Kong   An asymptotically optimal kernel
                                  combined classifier  . . . . . . . . . . 91--100
           Debasis Sengupta and   
                    Sudipta Das   Sharp bounds on DMRL and IMRL classes of
                                  life distributions with specified mean   101--107
                  Yan-Hong Song   Algebraic ergodicity for SDEs driven by
                                  Lévy processes  . . . . . . . . . . . . . 108--115
          Stelios Arvanitis and   
               Alexandros Louka   A CLT for martingale transforms with
                                  infinite variance  . . . . . . . . . . . 116--123
             Saralees Nadarajah   Asymptotic expansions for bivariate
                                  normal extremes  . . . . . . . . . . . . 124--133
          Alexander Iksanov and   
         Alexander Marynych and   
               Matthias Meiners   Moment convergence of first-passage
                                  times in renewal theory  . . . . . . . . 134--143
         Tibor K. Pogány   Integral form of the COM-Poisson
                                  renormalization constant . . . . . . . . 144--145
                    Yazhe Zhang   Binomial approximation for sum of
                                  indicators with dependent neighborhoods  146--154
             B. Milosevi\'c and   
                 M. Obradovi\'c   Characterization based symmetry tests
                                  and their asymptotic efficiencies  . . . 155--162
                   Ting Yan and   
                   Yunpeng Zhao   Asymptotics of score test in the
                                  generalized $ \beta $-model for networks 163--169
               Philip Ernst and   
             Robin Pemantle and   
    Ville Satopää and   
                     Lyle Ungar   Bayesian aggregation of two forecasts in
                                  the partial information framework  . . . 170--180
               B. N. Mandal and   
               Sukanta Dash and   
          Shyamsundar Parui and   
                Rajender Parsad   Orthogonal Latin hypercube designs with
                                  special reference to four factors  . . . 181--185
            Souad Benchaira and   
            Djamel Meraghni and   
               Abdelhakim Necir   Kernel estimation of the tail index of a
                                  right-truncated Pareto-type distribution 186--193
                          Zi Ye   Cramér type moderate deviations for the
                                  number of renewals . . . . . . . . . . . 194--199
           Zbigniew S. Szewczak   Convergence of moments for strictly
                                  stationary sequences . . . . . . . . . . 200--203
                A. Pakhteev and   
                    A. Stepanov   Simulation of Gamma records  . . . . . . 204--212
                   Rafal Meller   Two-sided moment estimates for a class
                                  of nonnegative chaoses . . . . . . . . . 213--219
                    Dale Bowman   Statistical inference for familial
                                  disease models assuming exchangeability  220--225
                  Mei Zhang and   
                  Yong-Dao Zhou   Spherical discrepancy for designs on
                                  hyperspheres . . . . . . . . . . . . . . 226--234
                 Zhang Yong and   
                  Siyu Chen and   
                   Hong Qin and   
                       Ting Yan   Directed weighted random graphs with an
                                  increasing bi-degree sequence  . . . . . 235--240
                 Aijun Yang and   
               Xuejun Jiang and   
                Pengfei Liu and   
                    Jinguan Lin   Sparse Bayesian multinomial probit
                                  regression model with correlation prior
                                  for high-dimensional data classification 241--247
                       Cheng Hu   A strong law of large numbers for
                                  sub-linear expectation under a general
                                  moment condition . . . . . . . . . . . . 248--258
           Krzysztof Jasi\'nski   Asymptotic normality of numbers of
                                  observations near order statistics from
                                  stationary processes . . . . . . . . . . 259--263
             Patrick Borges and   
    Fabio Fajardo Molinares and   
            Marcelo Bourguignon   A geometric time series model with
                                  inflated-parameter Bernoulli counting
                                  series . . . . . . . . . . . . . . . . . 264--272
               Andrew L. Rukhin   Confidence regions for comparison of two
                                  normal samples . . . . . . . . . . . . . 273--280
          Josemar Rodrigues and   
      Jorge L. Bazán and   
          Adriano K. Suzuki and   
     Narayanaswamy Balakrishnan   The Bayesian restricted
                                  Conway-Maxwell-Binomial model to control
                                  dispersion in count data . . . . . . . . 281--288
               Geon Ho Choe and   
                   Dong Min Lee   Numerical computation of hitting time
                                  distributions of increasing Lévy
                                  processes  . . . . . . . . . . . . . . . 289--294
               Lingtao Kong and   
                  Hongshuai Dai   Convergence rate in precise asymptotics
                                  for Davis law of large numbers . . . . . 295--300
                   Tomer Shushi   A proof for the conjecture of
                                  characteristic function of the
                                  generalized skew-elliptical
                                  distributions  . . . . . . . . . . . . . 301--304
           Christos Pelekis and   
                      Jan Ramon   A lower bound on the probability that a
                                  binomial random variable is exceeding
                                  its mean . . . . . . . . . . . . . . . . 305--309
            Raluca M. Balan and   
                Maria Jolis and   
   Lluís Quer-Sardanyons   SPDEs with rough noise in space: Hölder
                                  continuity of the solution . . . . . . . 310--316
        Grzegorz A. Rempala and   
               Jacek Wesolowski   Double asymptotics for the chi-square
                                  statistic  . . . . . . . . . . . . . . . 317--325
                Huijie Qiao and   
                   Jiang-Lun Wu   Characterizing the path-independence of
                                  the Girsanov transformation for
                                  non-Lipschitz SDEs with jumps  . . . . . 326--333
             Julia L. Sharp and   
              John J. Borkowski   A conditional frequency distribution
                                  test for analyzing $ 2 \times c $ tables 334--343
           Mikhail Chebunin and   
             Artyom Kovalevskii   Functional central limit theorems for
                                  certain statistics in an infinite urn
                                  scheme . . . . . . . . . . . . . . . . . 344--348
               Nguyen Tien Dung   Tail probability estimates for additive
                                  functionals  . . . . . . . . . . . . . . 349--356
       Patricia Alonso Ruiz and   
              Alexander Rakitko   The limit theorem for maximum of partial
                                  sums of exchangeable random variables    357--362
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 120, Number ??, January, 2017

                   Hao Ding and   
              Zhanfeng Wang and   
                      Yaohua Wu   Tobit regression model with parameters
                                  of increasing dimensions . . . . . . . . 1--7
                M. Bernardi and   
                 F. Durante and   
                    P. Jaworski   CoVaR of families of copulas . . . . . . 8--17
                        Xu Yang   Maximum likelihood type estimation for
                                  discretely observed CIR model with small
                                  $ \alpha $-stable noises . . . . . . . . 18--27
                   Peng Liu and   
            Chunsheng Zhang and   
                     Lanpeng Ji   A note on ruin problems in perturbed
                                  classical risk models  . . . . . . . . . 28--33
                   Long Bai and   
                         Li Luo   Parisian ruin of the Brownian motion
                                  risk model with constant force of
                                  interest . . . . . . . . . . . . . . . . 34--44
Andrés F. Barrientos and   
             Alejandro Jara and   
               Claudia Wehrhahn   Posterior convergence rate of a class of
                                  Dirichlet process mixture model for
                                  compositional data . . . . . . . . . . . 45--51
                     Guoxin Qiu   The extropy of order statistics and
                                  record values  . . . . . . . . . . . . . 52--60
                 Anindya Bhadra   An expectation-maximization scheme for
                                  measurement error models . . . . . . . . 61--68
                    Jinxia Wang   Probabilistic representation and local
                                  existence for the quasi-linear partial
                                  integro-differential equations with
                                  Sobolev initial value  . . . . . . . . . 69--80
                   Yuye Zou and   
                  Xiangdong Liu   An extension of a theorem of Mikosch . . 81--86
              Yu. Yu. Linke and   
                  I. S. Borisov   Constructing initial estimators in
                                  one-step estimation procedures of
                                  nonlinear regression . . . . . . . . . . 87--94
               Adam Os\kekowski   Weighted inequalities for the martingale
                                  square and maximal functions . . . . . . 95--100
                       Na Zhang   On the law of large numbers for discrete
                                  Fourier transform  . . . . . . . . . . . 101--107
                  Tonglin Zhang   An example of inconsistent MLE of
                                  spatial covariance parameters under
                                  increasing domain asymptotics  . . . . . 108--113
              Mariyan Milev and   
                  Aldo Tagliani   Entropy convergence of finite moment
                                  approximations in Hamburger and
                                  Stieltjes problems . . . . . . . . . . . 114--117
A. Contreras-Cristán and   
E. Gutiérrez-Peña and   
                   S. G. Walker   On the asymptotic power of a
                                  goodness-of-fit test based on a
                                  cumulative Kullback--Leibler discrepancy 118--125
            Nguyen Huy Tuan and   
                     Erkan Nane   Inverse source problem for
                                  time-fractional diffusion with discrete
                                  random noise . . . . . . . . . . . . . . 126--134
     Héctor M. Ramos and   
               Jorge Ollero and   
  Alfonso Suárez-Llorens   A new explanatory index for evaluating
                                  the binary logistic regression based on
                                  the sensitivity of the estimated model   135--140
                Seva Shneer and   
            Peter M. van de Ven   Per-site occupancy in the discrete
                                  parking problem  . . . . . . . . . . . . 141--146
           Nikolai Leonenko and   
              Enrico Scalas and   
                   Mailan Trinh   The fractional non-homogeneous Poisson
                                  process  . . . . . . . . . . . . . . . . 147--156
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 121, Number ??, February, 2017

          Guillaume Chauvet and   
                Anne Ruiz-Gazen   A comparison of pivotal sampling and
                                  unequal probability sampling with
                                  replacement  . . . . . . . . . . . . . . 1--5
              Karl K. Sabelfeld   A mesh free floating random walk method
                                  for solving diffusion imaging problems   6--11
              Xue-Ping Chen and   
               Jin-Guan Lin and   
              Hong-Xia Wang and   
                Xing-Fang Huang   Designs containing partially clear main
                                  effects  . . . . . . . . . . . . . . . . 12--17
                  Litan Yan and   
                  Xianye Yu and   
                    Ruqing Chen   Derivative of intersection local time of
                                  independent symmetric stable motions . . 18--28
                     Li Xun and   
                    Li Shao and   
                      Yong Zhou   Efficiency of estimators for quantile
                                  differences with left truncated and
                                  right censored data  . . . . . . . . . . 29--36
          Jacques Demongeot and   
               Amina Naceri and   
                Ali Laksaci and   
                Mustapha Rachdi   Local linear regression modelization
                                  when all variables are curves  . . . . . 37--44
                      Yaming Yu   On normal variance-mean mixtures . . . . 45--50
    Jörg Neunhäuserer   Return of Fibonacci random walks . . . . 51--53
                     Haiyan Cai   A note on jointly modeling edges and
                                  node attributes of a network . . . . . . 54--60
                   S. Altok and   
                  Ü. Islak   On leaf related statistics in recursive
                                  tree models  . . . . . . . . . . . . . . 61--69
                        Yan Sun   Asymptotic tests for interval-valued
                                  means  . . . . . . . . . . . . . . . . . 70--77
                K. Kubilius and   
                  V. Skorniakov   A short note on a class of statistics
                                  for estimation of the Hurst index of
                                  fractional Brownian motion . . . . . . . 78--82
           Yuan-Tsung Chang and   
         William E. Strawderman   Simultaneous estimation of $p$ positive
                                  normal means with common unknown
                                  variance . . . . . . . . . . . . . . . . 83--89
             Benedikt Funke and   
               Christian Palmes   A note on estimating cumulative
                                  distribution functions by the use of
                                  convolution power kernels  . . . . . . . 90--98
                  Iosif Pinelis   Contrast between populations versus
                                  spread within populations  . . . . . . . 99--100
           Michael J. Klass and   
              Krzysztof Nowicki   Sequential search algorithm for
                                  estimation of the number of members of a
                                  given population . . . . . . . . . . . . 101--108
                 Junping Li and   
                    Weiwei Meng   Regularity criterion for $2$-type Markov
                                  branching processes with immigration . . 109--118
              Shyamal Ghosh and   
                   Murari Mitra   A Hollander-Proschan type test when
                                  ageing is not monotone . . . . . . . . . 119--127
                   Junyong Park   Tolerance intervals from ridge
                                  regression in the presence of
                                  multicollinearity and high dimension . . 128--135
                    Deli Li and   
             Han-Ying Liang and   
                Andrew Rosalsky   A note on symmetrization procedures for
                                  the laws of large numbers  . . . . . . . 136--142
           Mohammud Foondun and   
              Leila Setayeshgar   Large deviations for a class of
                                  semilinear stochastic partial
                                  differential equations . . . . . . . . . 143--151
            Pavel V. Gapeev and   
                 Yavor I. Stoev   On the Laplace transforms of the first
                                  exit times in one-dimensional non-affine
                                  jump-diffusion models  . . . . . . . . . 152--162
                  Cristina Tone   Corrigendum to ``A central limit theorem
                                  for quadruple-wise independent arrays of
                                  random variables [Statist. Probab. Lett.
                                  \bf 110 (2016) 58--61] . . . . . . . . . 163
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 122, Number ??, March, 2017

             A. Eftekharian and   
                    M. Razmkhah   On estimating the distribution function
                                  and odds using ranked set sampling . . . 1--10
             Qingzhao Zhang and   
              Xiaogang Duan and   
                    Shuangge Ma   Focused information criterion and model
                                  averaging with generalized rank
                                  regression . . . . . . . . . . . . . . . 11--19
                     Zhi Li and   
                      Wei Zhang   Stability in distribution of stochastic
                                  Volterra--Levin equations  . . . . . . . 20--27
                   Pingjin Deng   Boundary non-crossing probabilities for
                                  Slepian process  . . . . . . . . . . . . 28--35
              Victor M. Kruglov   Relative weak compactness of sums of
                                  pair-wise independent random variables   36--41
            Lyudmila Sakhanenko   In search of an optimal kernel for a
                                  bias correction method for density
                                  estimators . . . . . . . . . . . . . . . 42--50
               Jakub Vecera and   
                   Viktor Benes   Approaches to asymptotics for
                                  $U$-statistics of Gibbs facet processes  51--57
              Phil D. Young and   
             David J. Kahle and   
                  Dean M. Young   On the independence of singular
                                  multivariate skew-normal sub-vectors . . 58--62
                  Allan Gut and   
        Ulrich Stadtmüller   Strong laws for sequences in the
                                  vicinity of the LIL  . . . . . . . . . . 63--72
          Stefan Ankirchner and   
               Thomas Kruse and   
                 Mikhail Urusov   WLLN for arrays of nonnegative random
                                  variables  . . . . . . . . . . . . . . . 73--78
                  Yumeng Li and   
                   Ran Wang and   
                   Nian Yao and   
                 Shuguang Zhang   A moderate deviation principle for
                                  stochastic Volterra equation . . . . . . 79--85
              Stephen G. Walker   A self-improvement to the
                                  Cauchy--Schwarz inequality . . . . . . . 86--89
              Petr Koldanov and   
         Alexander Koldanov and   
           Valeriy Kalyagin and   
                 Panos Pardalos   Uniformly most powerful unbiased test
                                  for conditional independence in Gaussian
                                  graphical model  . . . . . . . . . . . . 90--95
                Qiang Zhang and   
               Edward H. Ip and   
                 Junhao Pan and   
                Robert Plemmons   Individual-specific, sparse inverse
                                  covariance estimation in generalized
                                  estimating equations . . . . . . . . . . 96--103
            Milto Hadjikyriakou   Normal approximation for strong
                                  demimartingales  . . . . . . . . . . . . 104--108
               Mario Nagase and   
                    Yutaka Kano   Identifiability of nonrecursive
                                  structural equation models . . . . . . . 109--117
               Jiaqiang Wen and   
                     Yufeng Shi   Anticipative backward stochastic
                                  differential equations driven by
                                  fractional Brownian motion . . . . . . . 118--127
               Ruixing Ming and   
               Wenyuan Wang and   
                       Yijun Hu   On maximizing expected discounted
                                  taxation in a risk process with interest 128--140
             Richard Finlay and   
                  Eugene Seneta   A scalar-valued infinitely divisible
                                  random field with Pólya autocorrelation   141--146
                     Yong Zhang   The limit law of the iterated logarithm
                                  for linear processes . . . . . . . . . . 147--151
                 Kouji Yano and   
                  Yuko Yano and   
                      Ju-Yi Yen   Weak convergence of $h$-transforms for
                                  one-dimensional diffusions . . . . . . . 152--156
                 Sanyu Zhou and   
                   Fang Wan and   
                    Wei Liu and   
                    Frank Bretz   Computation of an exact confidence set
                                  for a maximum point of a univariate
                                  polynomial function in a given interval  157--161
             Petar Jevti\'c and   
              Marina Marena and   
              Patrizia Semeraro   A note on Marked Point Processes and
                                  multivariate subordination . . . . . . . 162--167
                Benchong Li and   
                        Yang Li   A note on faithfulness and total
                                  positivity . . . . . . . . . . . . . . . 168--172
        Michael J. Matthews and   
               Douglas A. Wolfe   Unified ranked sampling  . . . . . . . . 173--178
              Xing-cai Zhou and   
                Ying-zhi Xu and   
                   Jin-guan Lin   Wavelet estimation in varying
                                  coefficient models for censored
                                  dependent data . . . . . . . . . . . . . 179--189
                 Kaituo Liu and   
                Dejian Zhou and   
                     Lihua Peng   A weak type John--Nirenberg theorem for
                                  martingales  . . . . . . . . . . . . . . 190--197
                Daniele Durante   A note on the multiplicative gamma
                                  process  . . . . . . . . . . . . . . . . 198--204
           Zohreh Mohammadi and   
                   Mina Towhidi   Estimating the parameters of a selected
                                  bivariate normal population  . . . . . . 205--210
             Feng-Shun Chai and   
                 Ashish Das and   
                    Rakhi Singh   Three-level $A$- and $D$-optimal paired
                                  choice designs . . . . . . . . . . . . . 211--217
                     Ambrose Lo   Functional generalizations of
                                  Hoeffding's covariance lemma and a
                                  formula for Kendall's tau  . . . . . . . 218--226
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 123, Number ??, April, 2017

                 M. Haenggi and   
                      A. Sarkar   Unique coverage in Boolean models  . . . 1--7
          Seddik M. Djouadi and   
         Vasileios Maroulas and   
               Xiaoyang Pan and   
                      Jie Xiong   Consistency and asymptotics of a Poisson
                                  intensity least-squares estimator for
                                  partially observed jump-diffusion
                                  processes  . . . . . . . . . . . . . . . 8--16
             Kairat Mynbaev and   
           Carlos Martins-Filho   Reducing bias in nonparametric density
                                  estimation via bandwidth dependent
                                  kernels: $ L_1 $ view  . . . . . . . . . 17--22
                Nora Serdyukova   A concentration inequality for a
                                  Gaussian process indexed by matrices . . 23--26
Jorge R. Bolaños-Servin and   
          Raffaella Carbone and   
                Roberto Quezada   On reducibility and spectral properties
                                  of circulant Markov processes  . . . . . 27--33
           A. Murillo-Salas and   
         J. L. Pérez and   
        A. Siri-Jégousse   Refracted continuous-state branching
                                  processes: Self-regulating populations   34--44
              Bernard Bercu and   
                  Adrien Richou   Large deviations for the
                                  Ornstein--Uhlenbeck process without
                                  tears  . . . . . . . . . . . . . . . . . 45--55
J. Armando Domínguez-Molina   The Tracy--Widom distribution is not
                                  infinitely divisible . . . . . . . . . . 56--60
            Moustapha Dieye and   
        Mamadou Abdoul Diop and   
                 Khalil Ezzinbi   On exponential stability of mild
                                  solutions for some stochastic partial
                                  integrodifferential equations  . . . . . 61--76
                    Xinwei Feng   Self-normalized large deviations under
                                  sublinear expectation  . . . . . . . . . 77--83
              Xiaohong Chen and   
                    Fuchang Gao   A reverse Gaussian correlation
                                  inequality by adding cones . . . . . . . 84--87
        Wessel N. van Wieringen   On the mean squared error of the ridge
                                  estimator of the covariance and
                                  precision matrix . . . . . . . . . . . . 88--92
              Jan van Waaij and   
               Harry van Zanten   Full adaptation to smoothness using
                                  randomly truncated series priors with
                                  Gaussian coefficients and inverse gamma
                                  scaling  . . . . . . . . . . . . . . . . 93--99
           Eugene Pechersky and   
                Guillem Via and   
             Anatoly Yambartsev   Stochastic Ising model with plastic
                                  interactions . . . . . . . . . . . . . . 100--106
                 Salim Bouzebda   Kac's representation for empirical
                                  copula process from an asymptotic
                                  viewpoint  . . . . . . . . . . . . . . . 107--113
              Carlos G. Pacheco   Random eigenvalues from a stochastic
                                  heat equation  . . . . . . . . . . . . . 114--121
              Yin-Hsiu Chen and   
              Bhramar Mukherjee   A new variance component score test for
                                  testing distributed lag functions with
                                  applications in time series analysis . . 122--127
              Bang-Qiang He and   
             Xing-Jian Hong and   
                  Guo-Liang Fan   Block empirical likelihood for partially
                                  linear panel data models with fixed
                                  effects  . . . . . . . . . . . . . . . . 128--138
                Donglin Guo and   
                 Liugen Xue and   
                       Yuqin Hu   Covariate-balancing-propensity-score-based inference for linear models with missing responses  139--145
            João Nicolau   A simple nonparametric method to
                                  estimate the expected time to cross a
                                  threshold  . . . . . . . . . . . . . . . 146--152
      Alexander A. Borovkov and   
         Konstantin A. Borovkov   A refined version of the integro-local
                                  Stone theorem  . . . . . . . . . . . . . 153--159
                   Jim X. Xiang   Sample size determination of a
                                  nonparametric test based on weighted $
                                  L_2 $-Wasserstein distance . . . . . . . 160--164
                 Stanislav Nagy   Integrated depth for measurable
                                  functions and sets . . . . . . . . . . . 165--170
             Dang Duc Trong and   
      Ton That Quang Nguyen and   
                Cao Xuan Phuong   Deconvolution of $\mathbb{P}(X < Y)$ with
                                  compactly supported error densities  . . 171--176
             Amit Moscovich and   
                    Boaz Nadler   Fast calculation of boundary crossing
                                  probabilities for Poisson processes  . . 177--182
               Yong-Hua Mao and   
                       Pan Zhao   Strong stationary duality for discrete
                                  time Möbius monotone Markov chains on $
                                  \mathbb {Z}^d_+ $  . . . . . . . . . . . 183--192
                 Yunwei Cui and   
                       Qi Zheng   Conditional maximum likelihood
                                  estimation for a class of
                                  observation-driven time series models
                                  for count data . . . . . . . . . . . . . 193--201
            Sonal Budhiraja and   
         Biswabrata Pradhan and   
               Debasis Sengupta   Maximum likelihood estimators under
                                  progressive Type-I interval censoring    202--209
                Soohyun Ahn and   
                Xinlei Wang and   
                      Johan Lim   On unbalanced group sizes in cluster
                                  randomized designs using balanced ranked
                                  set sampling . . . . . . . . . . . . . . 210--217
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 124, Number ??, May, 2017

                Zhenxia Liu and   
                   Zhi Wang and   
                 Xiangfeng Yang   A Gaussian expectation product
                                  inequality . . . . . . . . . . . . . . . 1--4
              Jürgen Kampf   A central limit theorem for Lebesgue
                                  integrals of random fields . . . . . . . 5--12
              H. M. Barakat and   
              M. A. Abd Elgawad   Asymptotic behavior of the joint record
                                  values, with applications  . . . . . . . 13--21
               Xiaofan Peng and   
                         Li Luo   Finite time Parisian ruin of an
                                  integrated Gaussian risk model . . . . . 22--29
               Tulasi Ram Reddy   Probability that product of real random
                                  matrices have all eigenvalues real tend
                                  to $1$ . . . . . . . . . . . . . . . . . 30--32
            Michael A. Burr and   
             Robert J. Fabrizio   Uniform convergence rates for halfspace
                                  depth  . . . . . . . . . . . . . . . . . 33--40
               Hamzeh Agahi and   
            Milad Yadollahzadeh   On stochastic pseudo-integrals with
                                  applications . . . . . . . . . . . . . . 41--48
           Chiang-Sheng Lee and   
                 Hsine-Jen Tsai   A note on the generalized linear
                                  exponential distribution . . . . . . . . 49--54
                     Rose Baker   Creating new distributions by blunting
                                  cusps  . . . . . . . . . . . . . . . . . 55--63
                 J. Bergman and   
                   B. Holmquist   Are the Sweden Democrats really Sweden's
                                  largest party? A maximum likelihood
                                  ratio test on the simplex  . . . . . . . 64--68
                Bao Quoc Ta and   
                 Chung Pham Van   Some properties of bivariate
                                  Schur-constant distributions . . . . . . 69--76
             Vladimir Ostrovski   Testing equivalence of multinomial
                                  distributions  . . . . . . . . . . . . . 77--82
                  Dragi Anevski   Functional central limit theorems for
                                  the Nelson--Aalen and Kaplan--Meier
                                  estimators for dependent stationary data 83--91
                 Tucker McElroy   Computation of vector ARMA
                                  autocovariances  . . . . . . . . . . . . 92--96
                       Hui Shao   Decomposing aggregate risk into marginal
                                  risks under partial information: A
                                  top-down method  . . . . . . . . . . . . 97--100
                   J. Gajda and   
            A. Wyloma\'nska and   
                       A. Kumar   Generalized fractional Laplace motion    101--109
           Nguyen Van Quang and   
                 Do The Son and   
                    Le Hong Son   The strong laws of large numbers for
                                  positive measurable operators and
                                  applications . . . . . . . . . . . . . . 110--120
           Matteo L. Bedini and   
                   Michael Hinz   Credit default prediction and parabolic
                                  potential theory . . . . . . . . . . . . 121--125
  Yücel Çenesiz and   
                   Ali Kurt and   
                     Erkan Nane   Stochastic solutions of conformable
                                  fractional Cauchy problems . . . . . . . 126--131
                  Ying Ding and   
                 Xinsheng Zhang   A note on Slepian's inequality based on
                                  majorization . . . . . . . . . . . . . . 132--139
         Margaret Archibald and   
             Aubrey Blecher and   
          Charlotte Brennan and   
         Arnold Knopfmacher and   
               Helmut Prodinger   Geometric random variables: Descents
                                  following maxima . . . . . . . . . . . . 140--147
                Roger J. Bowden   Distribution spread and location metrics
                                  using entropic separation  . . . . . . . 148--153
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 125, Number ??, June, 2017

           Johannes T. N. Krebs   Consistency and asymptotic normality of
                                  stochastic Euler schemes for ordinary
                                  differential equations . . . . . . . . . 1--8
           Emanuela Dreassi and   
                    Pietro Rigo   A note on compatibility of conditional
                                  autoregressive models  . . . . . . . . . 9--16
                     Pei-Sen Li   Perturbations of continuous-time Markov
                                  chains . . . . . . . . . . . . . . . . . 17--24
          Viktor Bezborodov and   
                 Luca Di Persio   Maximal irreducibility measure for
                                  spatial birth-and-death processes  . . . 25--32
               Zhichao Weng and   
                       Xin Liao   Second order expansions of distributions
                                  of maxima of bivariate Gaussian
                                  triangular arrays under power
                                  normalization  . . . . . . . . . . . . . 33--43
              Zhongquan Tan and   
                    Linjun Tang   On the maxima and sums of homogeneous
                                  Gaussian random fields . . . . . . . . . 44--54
             Hoang-Long Ngo and   
                    Dai Taguchi   Strong convergence for the
                                  Euler--Maruyama approximation of
                                  stochastic differential equations with
                                  discontinuous coefficients . . . . . . . 55--63
                   Fang Xie and   
                    Lihu Xu and   
                    Youcai Yang   Lasso for sparse linear regression with
                                  exponentially $ \beta $-mixing errors    64--70
                        Jun Yan   Deviations and asymptotic behavior of
                                  convex and coherent entropic risk
                                  measures for compound Poisson process
                                  influenced by jump times . . . . . . . . 71--79
                 Jiang Zhou and   
                     Lan Wu and   
                       Yang Bai   Occupation times of Lévy-driven
                                  Ornstein--Uhlenbeck processes with
                                  two-sided exponential jumps and
                                  applications . . . . . . . . . . . . . . 80--90
               Michael Falk and   
              Florian Wisheckel   Asymptotic independence of bivariate
                                  order statistics . . . . . . . . . . . . 91--98
                 Jiannan Lu and   
                      Alex Deng   On randomization-based causal inference
                                  for matched-pair factorial designs . . . 99--103
              Zhichao Jiang and   
                      Peng Ding   The directions of selection bias . . . . 104--109
                S. Zinodiny and   
                  S. Rezaei and   
                   S. Nadarajah   Bayes minimax estimation of the mean
                                  matrix of matrix-variate normal
                                  distribution under balanced loss
                                  function . . . . . . . . . . . . . . . . 110--120
                 Jiehua Xie and   
                   Feng Lin and   
                  Jingping Yang   On a generalization of Archimedean
                                  copula family  . . . . . . . . . . . . . 121--129
                    Xia Cai and   
                 Yubin Tian and   
                       Wei Ning   Modified information approach for
                                  detecting change points in piecewise
                                  linear failure rate function . . . . . . 130--140
                   Peng Lai and   
                Fengli Song and   
                Kaiwen Chen and   
                        Zhi Liu   Model free feature screening with
                                  dependent variable in ultrahigh
                                  dimensional binary classification  . . . 141--148
            Zhenzhong Zhang and   
              Xuekang Zhang and   
                   Jinying Tong   Exponential ergodicity for population
                                  dynamics driven by $ \alpha $-stable
                                  processes  . . . . . . . . . . . . . . . 149--159
                  Matija Vidmar   Proper two-sided exits of a Lévy process  160--163
           Sotirios Losidis and   
            Konstadinos Politis   A two-sided bound for the renewal
                                  function when the interarrival
                                  distribution is IMRL . . . . . . . . . . 164--170
               Joachim Arts and   
       Geert-Jan van Houtum and   
                     Bert Zwart   The asymptotic hazard rate of sums of
                                  discrete random variables  . . . . . . . 171--173
              Xiao-Lei Wang and   
                 Yu-Na Zhao and   
             Jian-Feng Yang and   
                   Min-Qian Liu   Construction of (nearly) orthogonal
                                  sliced Latin hypercube designs . . . . . 174--180
               Aysegul Erem and   
             Ismihan Bayramoglu   Exact and asymptotic distributions of
                                  exceedance statistics for bivariate
                                  random sequences . . . . . . . . . . . . 181--188
           Annalisa Cadonna and   
          Athanasios Kottas and   
                   Raquel Prado   Bayesian mixture modeling for spectral
                                  density estimation . . . . . . . . . . . 189--195
             Teodor Turcanu and   
             Constantin Udriste   Stochastic accessibility on Grushin-type
                                  manifolds  . . . . . . . . . . . . . . . 196--201
                  Yibin Liu and   
                      Wenbin Wu   Closed-form estimation of a regression
                                  model with a mismeasured binary
                                  regressor and heteroskedasticity . . . . 202--206
      Mohamed N. Abdelghani and   
          Alexander V. Melnikov   On linear stochastic equations of
                                  optional semimartingales and their
                                  applications . . . . . . . . . . . . . . 207--214
          Bennett Eisenberg and   
                   Shuotao Diao   Properties of the Kelly bets for pairs
                                  of binary wagers . . . . . . . . . . . . 215--219
                     Ryota Yabe   Asymptotic distribution of the
                                  conditional-sum-of-squares estimator
                                  under moderate deviation from a unit
                                  root in MA(1)  . . . . . . . . . . . . . 220--226
                  Ke-Ang Fu and   
            Cheuk Yin Andrew Ng   Uniform asymptotics for the ruin
                                  probabilities of a two-dimensional
                                  renewal risk model with dependent claims
                                  and risky investments  . . . . . . . . . 227--235
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 126, Number ??, July, 2017

                 F. Kahrari and   
       R. B. Arellano-Valle and   
                  M. Rezaei and   
                 F. Yousefzadeh   Scale mixtures of skew-normal-Cauchy
                                  distributions  . . . . . . . . . . . . . 1--6
                 Shuheng Tu and   
                     Wu Hao and   
                      Jing Chen   The adapted solutions and comparison
                                  theorem for anticipated backward
                                  stochastic differential equations with
                                  Poisson jumps under the weak conditions  7--17
   Antti Käenmäki and   
                        Bing Li   Genericity of dimension drop on
                                  self-affine sets . . . . . . . . . . . . 18--25
                     I. Rahimov   Asymptotic inference for
                                  non-supercritical partially observed
                                  branching processes  . . . . . . . . . . 26--32
                  Xingyuan Zeng   Limiting empirical distribution for
                                  eigenvalues of products of random
                                  rectangular matrices . . . . . . . . . . 33--40
              Weihong Huang and   
                     Yuguo Chen   The multiset EM algorithm  . . . . . . . 41--48
        Antoine-Marie Bogso and   
              Patrice Takam Soh   Weak decreasing stochastic order . . . . 49--58
              Jean Peyhardi and   
                Pierre Fernique   Characterization of convolution
                                  splitting graphical models . . . . . . . 59--64
              Claudio Macci and   
           Barbara Pacchiarotti   Large deviations for estimators of the
                                  parameters of a neuronal response
                                  latency model  . . . . . . . . . . . . . 65--75
               Mathias Lindholm   A note on the connection between some
                                  classical mortality laws and
                                  proportional frailty . . . . . . . . . . 76--82
                Mike G. Tsionas   A non-iterative (trivial) method for
                                  posterior inference in stochastic
                                  volatility models  . . . . . . . . . . . 83--87
                 Xiaofei Li and   
                      Deng Ding   Mean square exponential stability of
                                  stochastic Hopfield neural networks with
                                  mixed delays . . . . . . . . . . . . . . 88--96
                 Xiaocui Ma and   
                       Fubao Xi   Moderate deviations for neutral
                                  stochastic differential delay equations
                                  with jumps . . . . . . . . . . . . . . . 97--107
                 Qing Cheng and   
                     Liping Zhu   On relative efficiency of principal
                                  Hessian directions . . . . . . . . . . . 108--113
               Ahlem Hajjem and   
             Denis Larocque and   
     François Bellavance   Generalized mixed effects regression
                                  trees  . . . . . . . . . . . . . . . . . 114--118
                    Li Zhao and   
                   Xingzhong Xu   Generalized canonical correlation
                                  variables improved estimation in high
                                  dimensional seemingly unrelated
                                  regression models  . . . . . . . . . . . 119--126
           Kaouthar Kammoun and   
               Mahdi Louati and   
                  Afif Masmoudi   Maximum likelihood estimator of the
                                  scale parameter for the Riesz
                                  distribution . . . . . . . . . . . . . . 127--131
               Ahmed Arafat and   
                Jorge Mateu and   
                  Pablo Gregori   A family of Markov processes in maximal
                                  compact subgroups of a semisimple Lie
                                  groups . . . . . . . . . . . . . . . . . 132--138
               Jieming Zhou and   
              Xiangqun Yang and   
                      Junyi Guo   Portfolio selection and risk control for
                                  an insurer in the Lévy market under
                                  mean-variance criterion  . . . . . . . . 139--149
               Andrei N. Frolov   On inequalities for values of first
                                  jumps of distribution functions and
                                  Hölder's inequality . . . . . . . . . . . 150--156
               Hira L. Koul and   
                  P. Vellaisamy   Asymptotic distributions of some robust
                                  scale estimators in explosive AR(1)
                                  model  . . . . . . . . . . . . . . . . . 157--163
            Saeid Tahmasebi and   
           Maryam Eskandarzadeh   Generalized cumulative entropy based on
                                  $k$ th lower record values . . . . . . . 164--172
           Michel M. Denuit and   
                Mhamed Mesfioui   Bounds on Kendall's tau for
                                  zero-inflated continuous variables . . . 173--178
                  Hui Jiang and   
                  Shaochen Wang   Error bounds for kernel density
                                  estimator of spectral distribution for
                                  Gaussian Unitary Ensembles . . . . . . . 179--184
                 Dingshi Li and   
                   Xiaoming Fan   Exponential stability of impulsive
                                  stochastic partial differential
                                  equations with delays  . . . . . . . . . 185--192
         Hidetoshi Murakami and   
                 Seong Keon Lee   The unbiased nonparametric test and its
                                  moment generating function for the
                                  ordered alternative  . . . . . . . . . . 193--197
              Stelios Arvanitis   A note on the limit theory of a
                                  Dickey--Fuller unit root test with heavy
                                  tailed innovations . . . . . . . . . . . 198--204
                     Jinho Park   Solution path for quantile regression
                                  with epsilon-insensitive loss in a
                                  reproducing kernel Hilbert space . . . . 205--211
                  A. Sarkar and   
                     M. Haenggi   Continuum percolation with holes . . . . 212--218
                Hong-Xia Xu and   
              Guo-Liang Fan and   
                 Zhen-Long Chen   Hypothesis tests in partial linear
                                  errors-in-variables models with missing
                                  response . . . . . . . . . . . . . . . . 219--229
                Lifang Yang and   
                       Jiang Hu   Kernel estimators for Mar\vcenko-Pastur
                                  law of quaternion sample covariance
                                  matrices . . . . . . . . . . . . . . . . 230--237
      Arlene Kyoung Hee Kim and   
                 Seung Jun Shin   The cumulative Kolmogorov filter for
                                  model-free screening in ultrahigh
                                  dimensional data . . . . . . . . . . . . 238--243
          Alexander Iksanov and   
              Wissem Jedidi and   
               Fethi Bouzeffour   A law of the iterated logarithm for the
                                  number of occupied boxes in the
                                  Bernoulli sieve  . . . . . . . . . . . . 244--252
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 127, Number ??, August, 2017

             Dang-Zheng Liu and   
                    Yanhui Wang   A note on spiked Wishart matrices  . . . 1--6
                   Keyu Nie and   
             Bikas K. Sinha and   
                  A. S. Hedayat   Unbiased estimation of reliability
                                  function from a mixture of two
                                  exponential distributions based on a
                                  single observation . . . . . . . . . . . 7--13
                 Liang Peng and   
                      Qiwei Yao   Estimating conditional means with heavy
                                  tails  . . . . . . . . . . . . . . . . . 14--22
              Guanying Wang and   
              Xingchun Wang and   
                     Guangli Xu   Long time stability of nonlocal
                                  stochastic Kuramoto--Sivashinsky
                                  equations with jump noises . . . . . . . 23--32
                 Shaun McKinlay   On beta distributed limits of iterated
                                  linear random functions  . . . . . . . . 33--41
              Yung-Pin Chen and   
         Isaac H. Goldstein and   
             Eve D. Lathrop and   
                Roger B. Nelsen   Computing an expected hitting time for
                                  the $3$-urn Ehrenfest model via electric
                                  networks . . . . . . . . . . . . . . . . 42--48
                      Jinzhu Li   A note on the finite-time ruin
                                  probability of a renewal risk model with
                                  Brownian perturbation  . . . . . . . . . 49--55
                      Yi Wu and   
                Xuejun Wang and   
                       Shuhe Hu   Complete moment convergence for weighted
                                  sums of weakly dependent random
                                  variables and its application in
                                  nonparametric regression model . . . . . 56--66
                Haodong Liu and   
                   Shuzhen Yang   Representation and converse comparison
                                  theorems for multidimensional BSDEs  . . 67--74
              Irmina Czarna and   
             Zbigniew Palmowski   Parisian quasi-stationary distributions
                                  for asymmetric Lévy processes . . . . . . 75--84
             Ayako Hasegawa and   
           Noriyoshi Sakuma and   
                Hiroaki Yoshida   Fluctuations of Marchenko--Pastur limit
                                  of random matrices with dependent
                                  entries  . . . . . . . . . . . . . . . . 85--96
               Yuejiao Wang and   
                Zaiming Liu and   
                 Yingqiu Li and   
                  Quansheng Liu   On the concept of subcriticality and
                                  criticality and a ratio theorem for a
                                  branching process in a random
                                  environment  . . . . . . . . . . . . . . 97--103
               Yu-Ting Chen and   
                Yu-Tzu Chen and   
                Yuan-Chung Sheu   First exit from an open set for a
                                  matrix-exponential Lévy process . . . . . 104--110
              Stanislav Minsker   On some extensions of Bernstein's
                                  inequality for self-adjoint operators    111--119
                   Yanan Hu and   
                  Yaqi Yang and   
                Chunyu Wang and   
                    Maozai Tian   Imputation in nonparametric quantile
                                  regression with complex data . . . . . . 120--130
         Paul H. Garthwaite and   
       Fadlalla G. Elfadaly and   
               John R. Crawford   Modified confidence intervals for the
                                  Mahalanobis distance . . . . . . . . . . 131--137
             Rovshan Aliyev and   
                  Veli Bayramov   On the asymptotic behaviour of the
                                  covariance function of the rewards of a
                                  multivariate renewal-reward process  . . 138--149
             Arijit Chakrabarty   The Hadamard product and the free
                                  convolutions . . . . . . . . . . . . . . 150--157
                    Xiequan Fan   Self-normalized deviation inequalities
                                  with application to $t$-statistic  . . . 158--164
                  Youngsoo Seol   Limit theorems for the compensator of
                                  Hawkes processes . . . . . . . . . . . . 165--172
                  Baiguo An and   
                   Beibei Zhang   Simultaneous selection of predictors and
                                  responses for high dimensional
                                  multivariate linear regression . . . . . 173--177
                   Xiaofeng Xue   Mean field limit for survival
                                  probability of the high-dimensional
                                  contact process  . . . . . . . . . . . . 178--184
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 128, Number ??, September, 2017

           Nicolas Privault and   
                      Qihao She   Conditional Stein approximation for Itô
                                  and Skorohod integrals . . . . . . . . . 1--7
               Shuhua Chang and   
                   Yongcheng Qi   Empirical distribution of scaled
                                  eigenvalues for product of matrices from
                                  the spherical ensemble . . . . . . . . . 8--13
     Bruno Rémillard and   
              Bouchra Nasri and   
             Taoufik Bouezmarni   On copula-based conditional quantile
                                  estimators . . . . . . . . . . . . . . . 14--20
Jean-François Coeurjolly and   
                   Emilio Porcu   Properties and Hurst exponent estimation
                                  of the circularly-symmetric fractional
                                  Brownian motion  . . . . . . . . . . . . 21--27
                    M. Wilk and   
                    A. Zaigraev   $ D S $-optimal designs for random
                                  coefficient first-degree regression
                                  model with heteroscedastic errors  . . . 28--34
             Yuri Goegebeur and   
            Armelle Guillou and   
                       Jing Qin   On kernel estimation of the second order
                                  rate parameter in multivariate extreme
                                  value statistics . . . . . . . . . . . . 35--43
Hossein Moradi Rekabdarkolaee and   
                       Qin Wang   Variable selection through adaptive MAVE 44--51
                Yongge Tian and   
                     Cheng Wang   On simultaneous prediction in a
                                  multivariate general linear model with
                                  future observations  . . . . . . . . . . 52--59
          Timothy E. Hanson and   
         Miguel de Carvalho and   
                     Yuhui Chen   Bernstein polynomial angular densities
                                  of multivariate extreme value
                                  distributions  . . . . . . . . . . . . . 60--66
        Pierre-Alexandre Mattei   Multiplying a Gaussian matrix by a
                                  Gaussian vector  . . . . . . . . . . . . 67--70
                 Xiuli Wang and   
               Shengli Zhao and   
                   Mingqiu Wang   Restricted profile estimation for
                                  partially linear models with
                                  large-dimensional covariates . . . . . . 71--76
             Mauro Bernardi and   
           Valeria Bignozzi and   
                   Lea Petrella   On the $ L_p $-quantiles for the Student
                                  $t$ distribution . . . . . . . . . . . . 77--83
         Agne Kazakeviciute and   
                   Malini Olivo   Point separation in logistic regression
                                  on Hilbert space-valued variables  . . . 84--88
           Toshiya Iwashita and   
              Bernhard Klar and   
                 Moe Amagai and   
              Hiroki Hashiguchi   A test procedure for uniformity on the
                                  Stiefel manifold based on projection . . 89--96
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 129, Number ??, October, 2017

                 Raouf Fakhfakh   The mean of the reciprocal in a
                                  Cauchy--Stieltjes family . . . . . . . . 1--11
              Tomasz Luczak and   
      Katarzyna Mieczkowska and   
                 Matas Sileikis   On maximal tail probability of sums of
                                  nonnegative, independent and identically
                                  distributed random variables . . . . . . 12--16
                    Feng Xu and   
                     Qunying Wu   Almost sure central limit theorem for
                                  self-normalized partial sums of $
                                  \rho^-$-mixing sequences . . . . . . . . 17--27
            Ehsan Zamanzade and   
                  M. Mahdizadeh   A more efficient proportion estimator in
                                  ranked set sampling  . . . . . . . . . . 28--33
                       Kexue Li   Hölder continuity for stochastic
                                  fractional heat equation with colored
                                  noise  . . . . . . . . . . . . . . . . . 34--41
                    Chen Li and   
                      Xiaohu Li   Preservation of weak stochastic
                                  arrangement increasing under fixed time
                                  left-censoring . . . . . . . . . . . . . 42--49
                   Tommy Wright   Exact optimal sample allocation: More
                                  efficient than Neyman  . . . . . . . . . 50--57
              Shyamal Ghosh and   
                   Murari Mitra   A weighted integral approach to testing
                                  against HNBUE alternatives . . . . . . . 58--64
                     Xue-Mei Li   Strict local martingales: Examples . . . 65--68
              K. K. Kataria and   
                  P. Vellaisamy   Saigo space-time fractional Poisson
                                  process via Adomian decomposition method 69--80
               Adam Os\kekowski   A Fefferman--Stein inequality for the
                                  martingale square and maximal functions  81--85
                Huafeng Zhu and   
               Xingfa Zhang and   
                  Xin Liang and   
                        Yuan Li   On a vector double autoregressive model  86--95
                 Johan Jonasson   Slow mixing for Latent Dirichlet
                                  Allocation . . . . . . . . . . . . . . . 96--100
            A. Philip Dawid and   
               Monica Musio and   
                 Silvia Columbu   A note on Bayesian model selection for
                                  discrete data using proper scoring rules 101--106
            B. L. Robertson and   
                T. McDonald and   
                C. J. Price and   
                    J. A. Brown   A modification of balanced acceptance
                                  sampling . . . . . . . . . . . . . . . . 107--112
                  Jie Xiong and   
                        Xu Yang   Strong existence and uniqueness to a
                                  class of nonlinear SPDEs driven by
                                  Gaussian colored noises  . . . . . . . . 113--119
                        Yan Liu   Robust parameter estimation for
                                  stationary processes by an exotic
                                  disparity from prediction problem  . . . 120--130
               Guodong Pang and   
                       Yi Zheng   On the functional and local limit
                                  theorems for Markov modulated compound
                                  Poisson processes  . . . . . . . . . . . 131--140
                    Bu Zhou and   
                        Jia Guo   A note on the unbiased estimator of $
                                  \Sigma^2 $ . . . . . . . . . . . . . . . 141--146
                 Ishay Weissman   Sum of squares of uniform random
                                  variables  . . . . . . . . . . . . . . . 147--154
             Tommi Sottinen and   
               Lauri Viitasaari   Prediction law of fractional Brownian
                                  motion . . . . . . . . . . . . . . . . . 155--166
                Philip A. Ernst   Minimizing Fisher information with
                                  absolute moment constraints  . . . . . . 167--170
             Andreas Anastasiou   Bounds for the normal approximation of
                                  the maximum likelihood estimator from
                                  $m$-dependent random variables . . . . . 171--181
             Chae Young Lim and   
            Chien-Hung Chen and   
                    Wei-Ying Wu   Numerical instability of calculating
                                  inverse of spatial covariance matrices   182--188
                 Dalia Terhesiu   Non trivial limit distributions for
                                  transient renewal chains . . . . . . . . 189--195
          Serguey Khovansky and   
          Oleksandr Zhylyevskyy   On the consistency of a cross-sectional
                                  GMM estimator in the presence of an
                                  observable stochastic common data shock  196--202
                    Zhen Li and   
                    Jicheng Liu   $C^\infty$-convergence of Picard's
                                  successive approximations to solutions
                                  of stochastic differential equations . . 203--209
            Ahad Malekzadeh and   
        Mahmood Kharrati-Kopaei   An exact method for making inferences on
                                  the common location parameter of several
                                  heterogeneous exponential populations:
                                  Complete and censored data . . . . . . . 210--215
              Yuliana Yu. Linke   Asymptotic normality of one-step
                                  $M$-estimators based on non-identically
                                  distributed observations . . . . . . . . 216--221
           Brahim Boufoussi and   
                    Salah Hajji   Stochastic delay differential equations
                                  in a Hilbert space driven by fractional
                                  Brownian motion  . . . . . . . . . . . . 222--229
             Piotr Jaworski and   
                  Marcin Pitera   A note on conditional covariance
                                  matrices for elliptical distributions    230--235
               Leslaw Gajek and   
                   Marcin Rud'z   A generalization of Gerber's inequality
                                  for ruin probabilities in risk-switching
                                  models . . . . . . . . . . . . . . . . . 236--240
                    Qun Shi and   
                      Xianye Yu   Fractional smoothness of derivative of
                                  self-intersection local times  . . . . . 241--251
              Anna E. Dudek and   
                  Lukasz Lenart   Subsampling for nonstationary time
                                  series with non-zero mean function . . . 252--259
               Luisa Beghin and   
                  Claudio Macci   Asymptotic results for a multivariate
                                  version of the alternative fractional
                                  Poisson process  . . . . . . . . . . . . 260--268
          Vasilis Chasiotis and   
            Stratis Kounias and   
              Nikolaos Farmakis   Upper bound on the number of multi-level
                                  columns in equally replicated optimal
                                  designs minimizing the $E(f_{\rm NOD})$
                                  criterion  . . . . . . . . . . . . . . . 269--274
                   Rui Wang and   
                   Xin Liao and   
                  Zuoxiang Peng   Second-order expansions for maxima of
                                  dynamic bivariate normal copulas . . . . 275--283
                  Toshio Nakata   A note on the asymptotics of the maxima
                                  for the St. Petersburg game  . . . . . . 284--287
                     You Lv and   
                     Yuqiang Li   $L^2$ limits of generalized Ji\vrina
                                  processes  . . . . . . . . . . . . . . . 288--296
                Lishun Xiao and   
                   Shengjun Fan   A representation theorem for generators
                                  of BSDEs with general growth generators
                                  in $y$ and its applications  . . . . . . 297--305
            Bartosz Kolodziejek   The left tail of renewal measure . . . . 306--310
         Alessandro De Gregorio   A note on isotropic random flights
                                  moving in mixed Poisson environments . . 311--317
              Yana Melnykov and   
         Volodymyr Melnykov and   
                      Xuwen Zhu   Studying contributions of variables to
                                  classification . . . . . . . . . . . . . 318--325
                  A. Biswas and   
                     P. Das and   
                   N. K. Mandal   Factorial designs robust against the
                                  presence of an aberration  . . . . . . . 326--334
           Davy Paindaveine and   
              Germain Van Bever   On the maximal halfspace depth of
                                  permutation-invariant distributions on
                                  the simplex  . . . . . . . . . . . . . . 335--339
              M. V. Koutras and   
                E. M. Sofikitou   A new bivariate semiparametric control
                                  chart based on order statistics and
                                  concomitants . . . . . . . . . . . . . . 340--347
               Estate Khmaladze   Distribution free testing for
                                  conditional distributions given
                                  covariates . . . . . . . . . . . . . . . 348--354
             Patrick Chisan Hew   Asymptotic distribution of rewards
                                  accumulated by alternating renewal
                                  processes  . . . . . . . . . . . . . . . 355--359
                   Weizhen Wang   On exact interval estimation for the
                                  odds ratio in subject-specific table . . 360--366
 Narayanaswamy Balakrishnan and   
          Alessandro Selvitella   Symmetry of a distribution via symmetry
                                  of order statistics  . . . . . . . . . . 367--372
                 Stanislav Nagy   Monotonicity properties of spatial depth 373--378
                 Vladimir Panov   Limit theorems for sums of random
                                  variables with mixture distribution  . . 379--386
               R. Khodsiani and   
                   S. Pooladsaz   Universal optimal block designs under
                                  hub correlation structure  . . . . . . . 387--392
                  Youri Davydov   On distance in total variation between
                                  image measures . . . . . . . . . . . . . 393--400
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc


Statistics & Probability Letters
Volume 130, Number ??, November, 2017

                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc
            James McRedmond and   
                       Chang Xu   On the expected diameter of planar
                                  Brownian motion  . . . . . . . . . . . . 1--4
                   Taihe Yi and   
                 Zhengming Wang   Bayesian sieve method for piece-wise
                                  smooth regression  . . . . . . . . . . . 5--11
             Haruhiko Ogasawara   Extensions of Pearson's inequality
                                  between skewness and kurtosis to
                                  multivariate cases . . . . . . . . . . . 12--16
                    Qi Zhou and   
                       Bing Guo   A note on constructing clear compromise
                                  plans  . . . . . . . . . . . . . . . . . 17--24
              H. M. Barakat and   
                 A. R. Omar and   
                   O. M. Khaled   A new flexible extreme value model for
                                  modeling the extreme value data, with an
                                  application to environmental data  . . . 25--31
                 Xiongya Li and   
                 Xiuqin Bai and   
                   Weixing Song   Robust mixture multivariate linear
                                  regression by multivariate Laplace
                                  distribution . . . . . . . . . . . . . . 32--39
            M. Ivette Gomes and   
Lígia Henriques-Rodrigues   Erratum to ``Competitive estimation of
                                  the extreme value index''
                                  [\booktitleStatist. Probab. Lett. 117
                                  (2016) 128--135] . . . . . . . . . . . . 40--41
           Justin Petrovich and   
               Matthew Reimherr   Asymptotic properties of principal
                                  component projections with repeated
                                  eigenvalues  . . . . . . . . . . . . . . 42--48
             Bernhard C. Geiger   A sufficient condition for a unique
                                  invariant distribution of a higher-order
                                  Markov chain . . . . . . . . . . . . . . 49--56
         Jayadev S. Athreya and   
             Krishna B. Athreya   Partial sum processes and continued
                                  fractions  . . . . . . . . . . . . . . . 57--62
            Salima El Kolei and   
                Florian Pelgrin   Parametric inference of autoregressive
                                  heteroscedastic models with errors in
                                  variables  . . . . . . . . . . . . . . . 63--70
          Yves Tillé and   
      Audrey-Anne Vallée   Revisiting variance decomposition when
                                  independent samples intersect  . . . . . 71--75
             Achillefs Tzioufas   The randomly fluctuating hyperrectangles
                                  are spatially monotone . . . . . . . . . 76--79
              Jiantian Wang and   
                      Bin Cheng   Answer to an open problem on mean
                                  residual life ordering of parallel
                                  systems under multiple-outlier
                                  exponential models . . . . . . . . . . . 80--84
           Foad Shokrollahi and   
                 Tommi Sottinen   Hedging in fractional Black--Scholes
                                  model with transaction costs . . . . . . 85--91
              Deepesh Bhati and   
               Sreenivasan Ravi   Some new characterizations of max
                                  domains of attraction of Fréchet and
                                  log-Fréchet laws under power
                                  normalization  . . . . . . . . . . . . . 92--99
                Jiayu Zheng and   
                      Jie Xiong   Pathwise uniqueness for stochastic
                                  differential equations driven by pure
                                  jump processes . . . . . . . . . . . . . 100--104
   Jeffrey C. Miecznikowski and   
                Jiefei Wang and   
            Daniel P. Gaile and   
             David L. Tritchler   A novel exact method for significance of
                                  higher criticism via Steck's determinant 105--110
                    S. Y. Novak   On the length of the longest head run    111--114
              Ryan H. L. Ip and   
                       W. K. Li   A class of valid Matérn cross-covariance
                                  functions for multivariate
                                  spatio-temporal random fields  . . . . . 115--119
                 Rida Benhaddou   On minimax convergence rates under $ L^p
                                  $-risk for the anisotropic functional
                                  deconvolution model  . . . . . . . . . . 120--125


Statistics & Probability Letters
Volume 131, Number ??, December, 2017

                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc
                  Safari Mukeru   Representation of local times of
                                  fractional Brownian motion . . . . . . . 1--12
                Yaping Wang and   
                     Mingyao Ai   Definitive screening designs with
                                  extreme numbers of level changes . . . . 13--18
                Guanghui Li and   
                  Chongqi Zhang   The pseudo component transformation
                                  design for experiment with mixture . . . 19--24
               Yanhong Chen and   
                       Yijun Hu   Set-valued risk statistics with scenario
                                  analysis . . . . . . . . . . . . . . . . 25--37
         Panayiotis Bobotas and   
             Stavros Kourouklis   Estimation of the smallest normal
                                  variance with applications to variance
                                  components models  . . . . . . . . . . . 38--45
           Yasuhito Tsuruta and   
                 Masahiko Sagae   Higher order kernel density estimation
                                  on the circle  . . . . . . . . . . . . . 46--50
                 Antai Wang and   
               Yilong Zhang and   
                  Yongzhao Shao   On the likelihood of mixture cure models 51--55
                Oleg Klesov and   
                 Ilya Molchanov   Moment conditions in strong laws of
                                  large numbers for multiple sums and
                                  random measures  . . . . . . . . . . . . 56--63
                   Ahmad Younso   On the consistency of a new kernel rule
                                  for spatially dependent data . . . . . . 64--71
             Massimo Cannas and   
                Gavino Puggioni   On the support of matching algorithms    72--77
                 Nikita Ratanov   Piecewise linear process with renewal
                                  starting points  . . . . . . . . . . . . 78--86
                 Songfeng Zheng   A refined Hoeffding's upper tail
                                  probability bound for sum of independent
                                  random variables . . . . . . . . . . . . 87--92
         Micha\l Brzozowski and   
           Adam Os\kekowski and   
                Mateusz Rapicki   Sharp weighted weak-norm estimates for
                                  maximal functions  . . . . . . . . . . . 93--101
          Andrea Ghiglietti and   
            Anna Maria Paganoni   Exact tests for the means of Gaussian
                                  stochastic processes . . . . . . . . . . 102--107
           Natalia Soja-Kukiela   Asymptotics of the order statistics for
                                  a process with a regenerative structure  108--115


Statistics & Probability Letters
Volume 132, Number ??, January, 2018

                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc
             Jin-Jian Hsieh and   
                   Chia-Hao Hsu   Estimation of the survival function with
                                  redistribution algorithm under
                                  semi-competing risks data  . . . . . . . 1--6
                 Mansi Garg and   
                     Isha Dewan   On limiting distribution of
                                  $U$-statistics based on associated
                                  random variables . . . . . . . . . . . . 7--16
            Farzad Sabzikar and   
              Donatas Surgailis   Tempered fractional Brownian and stable
                                  motions of second kind . . . . . . . . . 17--27
                   Lucia Tabacu   Weak convergence of the linear rank
                                  statistics under strong mixing
                                  conditions . . . . . . . . . . . . . . . 28--34
               Brendan Pass and   
                Susanna Spektor   On Khintchine type inequalities for
                                  $k$-wise independent Rademacher random
                                  variables  . . . . . . . . . . . . . . . 35--39
           Ivan Vuja\vci\'c and   
                   Itai Dattner   Consistency of direct integral estimator
                                  for partially observed systems of
                                  ordinary differential equations  . . . . 40--45
                 Erkan Nane and   
          Nguyen Hoang Tuan and   
                Nguyen Huy Tuan   A random regularized approximate
                                  solution of the inverse problem for
                                  Burgers' equation  . . . . . . . . . . . 46--54
          Florian Pausinger and   
                Manas Rachh and   
           Stefan Steinerberger   Optimal Jittered Sampling for two points
                                  in the unit square . . . . . . . . . . . 55--61
           Andrey Pilipenko and   
           Frank Norbert Proske   On perturbations of an ODE with
                                  non-Lipschitz coefficients by a small
                                  self-similar noise . . . . . . . . . . . 62--73
           B. L. S. Prakasa Rao   Moderate deviation principle for maximum
                                  likelihood estimator for Markov
                                  processes  . . . . . . . . . . . . . . . 74--82
                    Deli Li and   
             Han-Ying Liang and   
                Andrew Rosalsky   An extension of Feller's strong law of
                                  large numbers  . . . . . . . . . . . . . 83--90
                Serkan Eryilmaz   On success runs in a sequence of
                                  dependent trials with a change point . . 91--98
                 Giacomo Aletti   Generation of discrete random variables
                                  in scalable frameworks . . . . . . . . . 99--106
                Xiaoling Lu and   
               Fengchi Dong and   
                 Xiexin Liu and   
                  Xiangyu Chang   Varying Coefficient Support Vector
                                  Machines . . . . . . . . . . . . . . . . 107--115
                Xiaoxia Sun and   
                       Feng Guo   On moment estimates and continuity for
                                  solutions of SDEs driven by fractional
                                  Brownian motions under non-Lipschitz
                                  conditions . . . . . . . . . . . . . . . 116--124


Statistics & Probability Letters
Volume 133, Number ??, February, 2018

                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc
            Helena Ferreira and   
                 Marta Ferreira   Multidimensional extremal dependence
                                  coefficients . . . . . . . . . . . . . . 1--8
               Fengrong Wei and   
                  Weizhong Tian   Heterogeneous connection effects . . . . 9--14
                 Guoxin Qiu and   
                        Kai Jia   The residual extropy of order statistics 15--22
                 Omar Boukhadra   On heat kernel decay for the random
                                  conductance model  . . . . . . . . . . . 23--27
           Takayoshi Oshime and   
               Yasutaka Shimizu   Parametric inference for ruin
                                  probability in the classical risk model  28--37
        Gérard Letac and   
               Lutz Mattner and   
                 Mauro Piccioni   The median of an exponential family and
                                  the normal law . . . . . . . . . . . . . 38--41
                 Jianyu Cao and   
                     Weixin Xie   Joint arrival process of multiple
                                  independent batch Markovian arrival
                                  processes  . . . . . . . . . . . . . . . 42--49
           Johannes T. N. Krebs   A large deviation inequality for $ \beta
                                  $-mixing time series and its
                                  applications to the functional kernel
                                  regression model . . . . . . . . . . . . 50--58
                    C. Deng and   
        R. P. Waagepetersen and   
                    M. Wang and   
                        Y. Guan   A fast spectral quasi-likelihood
                                  approach for spatial point processes . . 59--64
               Jingxin Zhao and   
                  Chuanlong Xie   A nonparametric test for
                                  covariate-adjusted models  . . . . . . . 65--70
                      Bo Wu and   
                   Jiang-Lun Wu   Characterising the path-independent
                                  property of the Girsanov density for
                                  degenerated stochastic differential
                                  equations  . . . . . . . . . . . . . . . 71--79