Last update:
Wed Aug 23 06:23:10 MDT 2023
Isha Dewan and
B. L. S. Prakasa Rao Central limit theorem for $U$-statistics
of associated random variables . . . . . 9--15
Pierre Duchesne On matricial measures of dependence in
vector ARCH models with applications to
diagnostic checking . . . . . . . . . . 149--160
T. E. Duncan Prediction for some processes related to
a fractional Brownian motion . . . . . . 128--134
A. E. Brockwell Universal residuals: a multivariate
transformation . . . . . . . . . . . . . 1473--1478
Hyoung-Moon Kim A note on scale mixtures of skew normal
distribution . . . . . . . . . . . . . . 1694--1701
Edward Furman On a multivariate gamma distribution . . 2353--2360
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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 heterogeneous 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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Xin He A note on the maximal outdegrees of
Galton--Watson trees . . . . . . . . . . 1--6
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Tomer Shushi Generalized skew-elliptical
distributions are closed under affine
transformations . . . . . . . . . . . . 1--4
Nicolas Chenavier and
Dominique Schneider On the discrepancy of powers of random
variables . . . . . . . . . . . . . . . 5--14
Abdelhakim Aknouche and
Wissam Bentarzi and
Nacer Demouche On periodic ergodicity of a general
periodic mixed Poisson autoregression 15--21
Yanfang Tao and
Biqin Song and
Luoqing Li Error analysis for coefficient-based
regularized regression in additive
models . . . . . . . . . . . . . . . . . 22--28
Julia Benditkis and
Philipp Heesen and
Arnold Janssen The false discovery rate (FDR) of
multiple tests in a class room lecture 29--35
Dimitris Cheliotis Triangular random matrices and
biorthogonal ensembles . . . . . . . . . 36--44
Zhi Li and
Litan Yan Harnack inequalities for SDEs driven by
subordinator fractional Brownian motion 45--53
Bara Kim and
Jeongsim Kim Extension of the loss probability
formula to an overloaded queue with
impatient customers . . . . . . . . . . 54--62
Dietmar Ferger On the supremum of a Brownian bridge
standardized by its maximizing point
with applications to statistics . . . . 63--69
Natalia Bahamonde and
Soledad Torres and
Ciprian A. Tudor ARCH model and fractional Brownian
motion . . . . . . . . . . . . . . . . . 70--78
Xiaochen Zeng and
Jinru Wang Wavelet density deconvolution
estimations with heteroscedastic
measurement errors . . . . . . . . . . . 79--85
Matija Vidmar A couple of remarks on the convergence
of $ \sigma $-fields on probability
spaces . . . . . . . . . . . . . . . . . 86--92
Rose Baker An adjusted random-effects model for
binary-data meta-analysis . . . . . . . 93--97
Piero Veronese and
Eugenio Melilli Some asymptotic results for fiducial and
confidence distributions . . . . . . . . 98--105
Ryan Martin and
Cheng Ouyang and
François Domagni `Purposely misspecified' posterior
inference on the volatility of a jump
diffusion process . . . . . . . . . . . 106--113
Yaolan Ma and
Yuexiang Jiang and
Wei Huang Empirical likelihood based inference for
conditional Pareto-type tail index . . . 114--121
Véronique Maume-Deschamps and
Ibrahima Niang Estimation of quantile oriented
sensitivity indices . . . . . . . . . . 122--127
Faiza Belarbi and
Souheyla Chemikh and
Ali Laksaci Local linear estimate of the
nonparametric robust regression in
functional data . . . . . . . . . . . . 128--133
Jin Xu and
Xiaojun Duan and
Zhengming Wang and
Liang Yan A general construction for nested Latin
hypercube designs . . . . . . . . . . . 134--140
Daniel J. Eck Bootstrapping for multivariate linear
regression models . . . . . . . . . . . 141--149
Jianhua Shi and
Huijuan Ma and
Yong Zhou The nonparametric quantile estimation
for length-biased and right-censored
data . . . . . . . . . . . . . . . . . . 150--158
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Svante Janson Tail bounds for sums of geometric and
exponential variables . . . . . . . . . 1--6
Christophe Ange Napoléon Biscio and
Arnaud Poinas and
Rasmus Waagepetersen A note on gaps in proofs of central
limit theorems . . . . . . . . . . . . . 7--10
M. Falk and
A. Khorrami Chokami and
S. A. Padoan Some results on joint record events . . 11--19
Kwang Woo Ahn and
Natasha Sahr and
Soyoung Kim Screening group variables in the
proportional hazards model . . . . . . . 20--25
Amos E. Gera Simultaneous demonstration tests
involving sparse failures . . . . . . . 26--31
Alan Riva Palacio and
Fabrizio Leisen Integrability conditions for compound
random measures . . . . . . . . . . . . 32--37
Allison Davidson and
Mark D. Ward The characterization of tenable Pólya
urns . . . . . . . . . . . . . . . . . . 38--43
Xiaohong Lan and
Yimin Xiao Strong local nondeterminism of spherical
fractional Brownian motion . . . . . . . 44--50
R. Bórquez Recurrence property and pointwise
convergence of martingales . . . . . . . 51--53
Yiannis Karavias and
Spyridon D. Symeonides and
Elias Tzavalis Higher order expansions for error
variance matrix estimates in the
Gaussian AR(1) linear regression model 54--59
Kamila Berhoune and
Nawel Bensmain Sieves estimator of functional
autoregressive process . . . . . . . . . 60--69
Bruno Massé Modulo 1 limit theorems for
autoregressive random variables and
their sums . . . . . . . . . . . . . . . 70--75
Niels Richard Hansen On Stein's unbiased risk estimate for
reduced rank estimators . . . . . . . . 76--82
Cheng Ouyang and
Yinghui Shi and
Dongsheng Wu Mutual intersection for rough
differential systems driven by
fractional Brownian motions . . . . . . 83--91
José-Luis Pérez and
Kazutoshi Yamazaki American options under periodic exercise
opportunities . . . . . . . . . . . . . 92--101
Xiaodi Wang and
Xueping Chen and
Yingshan Zhang Feasible blocked multi-factor designs of
unequal block sizes . . . . . . . . . . 102--109
Yiying Zhang Optimal allocation of active
redundancies in weighted $k$-out-of-$n$
systems . . . . . . . . . . . . . . . . 110--117
A. Al-Sharadqah and
K. C. Ho Constrained Cramér--Rao Lower Bound in
Errors-In Variables (EIV) models:
Revisited . . . . . . . . . . . . . . . 118--126
David Criens A note on the monotone stochastic order
for processes with independent
increments . . . . . . . . . . . . . . . 127--131
Yuncong Shen and
Jiangang Ying Excessive measures for linear diffusions 132--139
Jorge R. Bolaños-Servin and
Raffaella Carbone and
Roberto Quezada Corrigendum to ``On reducibility and
spectral properties of circulant Markov
processes'' [Statist. Probab. Lett. \bf
123 (2017) 27--33] . . . . . . . . . . . 140--140
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Laura M. Sangalli The role of Statistics in the era of Big
Data . . . . . . . . . . . . . . . . . . 1--3
David B. Dunson Statistics in the big data era: Failures
of the machine . . . . . . . . . . . . . 4--9
Piercesare Secchi On the role of statistics in the era of
big data: a call for a debate . . . . . 10--14
José L. Torrecilla and
Juan Romo Data learning from big data . . . . . . 15--19
E. Marian Scott The role of Statistics in the era of big
data: Crucial, critical and under-valued 20--24
Ekaterina Smirnova and
Andrada Ivanescu and
Jiawei Bai and
Ciprian M. Crainiceanu A practical guide to big data . . . . . 25--29
Ernst C. Wit Big data and biostatistics: the death of
the asymptotic Valhalla . . . . . . . . 30--33
Adrian W. Bowman Big questions, informative data,
excellent science . . . . . . . . . . . 34--36
Peter Bühlmann and
Sara van de Geer Statistics for big data: a perspective 37--41
Nancy Reid Statistical science in the world of big
data . . . . . . . . . . . . . . . . . . 42--45
Sofia C. Olhede and
Patrick J. Wolfe The future of statistics and data
science . . . . . . . . . . . . . . . . 46--50
Xiao-Li Meng Conducting highly principled data
science: a statistician's job and joy 51--57
F. Din-Houn Lau and
Niall M. Adams and
Mark A. Girolami and
Liam J. Butler and
Mohammed Z. E. B. Elshafie The role of statistics in data-centric
engineering . . . . . . . . . . . . . . 58--62
Alfio Quarteroni The role of statistics in the era of big
data: a computational scientist'
perspective . . . . . . . . . . . . . . 63--67
Stefano Ceri On the role of statistics in the era of
big data: a computer science perspective 68--72
Limsoon Wong Big data and a bewildered lay analyst 73--77
Moo K. Chung Statistical challenges of big brain
network data . . . . . . . . . . . . . . 78--82
Dustin Pluta and
Zhaoxia Yu and
Tong Shen and
Chuansheng Chen and
Gui Xue and
Hernando Ombao Statistical methods and challenges in
connectome genetics . . . . . . . . . . 83--86
Roger Bivand and
Konstantin Krivoruchko Big data sampling and spatial analysis:
``which of the two ladles, of fig-wood
or gold, is appropriate to the soup and
the pot?'' . . . . . . . . . . . . . . . 87--91
Stefano Castruccio and
Marc G. Genton Principles for statistical inference on
big spatio-temporal data from climate
models . . . . . . . . . . . . . . . . . 92--96
A. Fass\`o and
F. Finazzi and
F. Madonna Statistical issues in radiosonde
observation of atmospheric temperature
and humidity profiles . . . . . . . . . 97--100
Shivam Gupta and
Jorge Mateu and
Auriol Degbelo and
Edzer Pebesma Quality of life, big data and the power
of statistics . . . . . . . . . . . . . 101--104
Linda D. Sharples The role of statistics in the era of big
data: Electronic health records for
healthcare research . . . . . . . . . . 105--110
D. R. Cox and
Christiana Kartsonaki and
Ruth H. Keogh Big data: Some statistical issues . . . 111--115
Giovanni Azzone Big data and public policies:
Opportunities and challenges . . . . . . 116--120
Ian L. Dryden and
David J. Hodge Journeys in big data statistics . . . . 121--125
Ramón Giraldo and
Sophie Dabo-Niang and
Sergio Martínez Statistical modeling of spatial big
data: an approach from a functional data
analysis perspective . . . . . . . . . . 126--129
Jian Qing Shi How do statisticians analyse big data
--- our story . . . . . . . . . . . . . 130--133
Philippe Vieu On dimension reduction models for
functional data . . . . . . . . . . . . 134--138
Simone Vantini Wishing the Non-parametric Re-evolution 139--141
Julian J. Faraway and
Nicole H. Augustin When small data beats big data . . . . . 142--145
Jiguo Cao Statisticians can do better in the big
data era . . . . . . . . . . . . . . . . 146--147
Joris Bierkens and
Alexandre Bouchard-Côté and
Arnaud Doucet and
Andrew B. Duncan and
Paul Fearnhead and
Thibaut Lienart and
Gareth Roberts and
Sebastian J. Vollmer Piecewise deterministic Markov processes
for scalable Monte Carlo on restricted
domains . . . . . . . . . . . . . . . . 148--154
Gareth M. James Statistics within business in the era of
big data . . . . . . . . . . . . . . . . 155--159
Paolo Giudici Financial data science . . . . . . . . . 160--164
Francesco Bartolucci and
Silvia Bacci and
Antonietta Mira On the role of latent variable models in
the era of big data . . . . . . . . . . 165--169
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Jiannan Lu On the partial identification of a new
causal measure for ordinal outcomes . . 1--7
Fadoua Balabdaoui and
Cécile Durot and
Babagnidé François Koladjo Testing convexity of a discrete
distribution . . . . . . . . . . . . . . 8--13
Amir Sepehri Asymptotic normality of the trace for a
class of distributions on orthogonal
matrices . . . . . . . . . . . . . . . . 14--18
Jiantao Jiao and
Yanjun Han and
Tsachy Weissman Generalizations of maximal inequalities
to arbitrary selection rules . . . . . . 19--25
Xue Yang and
Gui-Jun Yang and
Ya-Juan Su Uniform minimum moment aberration
designs . . . . . . . . . . . . . . . . 26--33
R. Vasudeva Functional law of the iterated logarithm
for partial sum processes of
non-negative valued iid random variables
belonging to the domain of partial
attraction of a semi-stable law . . . . 34--39
Xiaojie Du and
Anton Schick Signed rank based empirical likelihood
for the symmetric location model . . . . 40--45
Min He and
Lin Yu Martingale transforms between
Hardy--Lorentz spaces . . . . . . . . . 46--53
Yong-Hua Mao and
Liping Xu and
Ming Zhang and
Yu-Hui Zhang Convergence in total variation distance
for (in)homogeneous Markov processes . . 54--62
Shaolin Ji and
Xiaomin Shi Reaching goals under ambiguity:
Continuous-time optimal portfolio
selection . . . . . . . . . . . . . . . 63--69
Soufiane Aazizi and
Tarik El Mellali and
Imade Fakhouri and
Youssef Ouknine Optimal switching problem and related
system of BSDEs with left-Lipschitz
coefficients and mixed reflections . . . 70--78
Adam Jakubowski and
Patryk Truszczy\'nski Quenched phantom distribution functions
for Markov chains . . . . . . . . . . . 79--83
A. I. Zeifman and
V. Yu. Korolev and
Ya. A. Satin and
K. M. Kiseleva Lower bounds for the rate of convergence
for continuous-time inhomogeneous Markov
chains with a finite state space . . . . 84--90
Rui Fang and
Weiyong Ding On relative log-concavity and stochastic
comparisons . . . . . . . . . . . . . . 91--98
N. Packham Optimal contracts under competition when
uncertainty from adverse selection and
moral hazard are present . . . . . . . . 99--104
Baokun Li and
Weizhong Tian and
Tonghui Wang Remarks for the singular multivariate
skew-normal distribution and its
quadratic forms . . . . . . . . . . . . 105--112
Qingxin Meng and
Yang Shen and
Peng Shi On the existence of optimal controls for
backward stochastic partial differential
equations . . . . . . . . . . . . . . . 113--123
Zacarias Panga and
Luísa Pereira On the maxima and minima of complete and
incomplete samples from nonstationary
random fields . . . . . . . . . . . . . 124--134
Radoslav Harman and
Maryna Prus Computing optimal experimental designs
with respect to a compound Bayes risk
criterion . . . . . . . . . . . . . . . 135--141
Konstantin Borovkov and
Yuliya Mishura and
Alexander Novikov and
Mikhail Zhitlukhin New and refined bounds for expected
maxima of fractional Brownian motion . . 142--147
Saptarshi Chakraborty and
Swagatam Das Simultaneous variable weighting and
determining the number of clusters --- a
weighted Gaussian means algorithm . . . 148--156
Kristina P. Sendova and
Chen Yang and
Ruixi Zhang Dividend barrier strategy: Proceed with
caution . . . . . . . . . . . . . . . . 157--164
Litan Yan and
Xiuwei Yin Bismut formula for a stochastic heat
equation with fractional noise . . . . . 165--172
Salim Bouzebda and
Issam Elhattab and
Cheikh Tidiane Seck Uniform in bandwidth consistency of
nonparametric regression based on copula
representation . . . . . . . . . . . . . 173--182
Ryoichi Suzuki Malliavin differentiability of indicator
functions on canonical Lévy spaces . . . 183--190
Fakhreddine Boukhari and
Dounyazed Malti Convergence of series of strongly
integrable random variables and
applications . . . . . . . . . . . . . . 191--200
Lei He Optimal designs for multi-factor
nonlinear models based on the
second-order least squares estimator . . 201--208
Ji Hwan Cha and
Maxim Finkelstein On information-based residual lifetime
in survival models with delayed failures 209--216
Anita Behme and
Alexander Schnurr Laplace symbols and invariant
distributions . . . . . . . . . . . . . 217--223
Chi-Hao Wu and
Ting-Li Chen On the asymptotic variance of reversible
Markov chain without cycles . . . . . . 224--228
Mario Faliva and
Piero Quatto and
Maria Grazia Zoia Gram--Charlier-like expansions of
power-raised hyperbolic secant laws . . 229--234
Danijel Grahovac and
Nikolai N. Leonenko and
Murad S. Taqqu Intermittency of trawl processes . . . . 235--242
Alberto Lanconelli Standardizing densities on Gaussian
spaces . . . . . . . . . . . . . . . . . 243--250
Xin Wang and
Vivekananda Roy Analysis of the Pólya--Gamma block Gibbs
sampler for Bayesian logistic linear
mixed models . . . . . . . . . . . . . . 251--256
Fan Li and
Elizabeth L. Turner and
John S. Preisser Optimal allocation of clusters in cohort
stepped wedge designs . . . . . . . . . 257--263
Jorge Navarro Preservation of DMRL and IMRL aging
classes under the formation of order
statistics and coherent systems . . . . 264--268
Lixin Zhang and
Jinghang Lin Marcinkiewicz's strong law of large
numbers for nonlinear expectations . . . 269--276
Zbigniew J. Jurek Remarks on compositions of some random
integral mappings . . . . . . . . . . . 277--282
Leng-Cheng Hwang Second order optimal approximation in a
particular exponential family under
asymmetric LINEX loss . . . . . . . . . 283--291
Duo Zhang and
Min Wang Objective Bayesian inference for the
intraclass correlation coefficient in
linear models . . . . . . . . . . . . . 292--296
Tomer Shushi Stein's lemma for truncated elliptical
random vectors . . . . . . . . . . . . . 297--303
Jun Zhao and
Yingyu Chen and
Yi Zhang Expectile regression for analyzing
heteroscedasticity in high dimension . . 304--311
John P. Nolan Truncated fractional moments of stable
laws . . . . . . . . . . . . . . . . . . 312--318
Xiongzhi Chen Reduction functions for the variance
function of one-parameter natural
exponential family . . . . . . . . . . . 319--325
Thomas Nagler A generic approach to nonparametric
function estimation with mixed data . . 326--330
Behzad Mahmoudian On the existence of some skew-Gaussian
random field models . . . . . . . . . . 331--335
Hien D. Nguyen and
Geoffrey J. McLachlan Chunked-and-averaged estimators for
vector parameters . . . . . . . . . . . 336--342
Shyamsundar Parui and
Rajender Parsad and
B. N. Mandal $A$-optimal completely randomized
designs for incomplete factorial
structures with three factors . . . . . 343--348
João Lita da Silva Strong laws of large numbers for
pairwise quadrant dependent random
variables . . . . . . . . . . . . . . . 349--358
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Kartick Adhikari and
Koushik Saha Universality in the fluctuation of
eigenvalues of random circulant matrices 1--8
Khadijetou El Heda and
Djamal Louani Optimal bandwidth selection in kernel
density estimation for continuous time
dependent processes . . . . . . . . . . 9--19
S. Val\`ere Bitseki Penda and
Adéla\"\ide Olivier Moderate deviation principle in
nonlinear bifurcating autoregressive
models . . . . . . . . . . . . . . . . . 20--26
Liju Su and
Xiaodi Qian and
Ting Yan A note on a network model with degree
heterogeneity and homophily . . . . . . 27--30
Lothar Heinrich Brillinger-mixing point processes need
not to be ergodic . . . . . . . . . . . 31--35
Youngyun Yun The moments of a diffusion process . . . 36--41
Danijel Krizmani\'c A note on joint functional convergence
of partial sum and maxima for linear
processes . . . . . . . . . . . . . . . 42--46
Rita Giuliano and
Claudio Macci Large deviations for some logarithmic
means in the case of random variables
with thin tails . . . . . . . . . . . . 47--56
Jiaqi Chen and
Yangchun Zhang and
Weiming Li and
Boping Tian A supplement on CLT for LSS under a
large dimensional generalized spiked
covariance model . . . . . . . . . . . . 57--65
Wenyuan Wang and
Ruixing Ming Two-side exit problems for taxed Lévy
risk process involving the general
draw-down time . . . . . . . . . . . . . 66--74
Tilman M. Davies and
Claire R. Flynn and
Martin L. Hazelton On the utility of asymptotic bandwidth
selectors for spatially adaptive kernel
density estimation . . . . . . . . . . . 75--81
Qi Zhou and
Bing Guo and
Shengli Zhao A note on extending the alias length
pattern . . . . . . . . . . . . . . . . 82--89
Jiang Du and
Zhongzhan Zhang and
Tianfa Xie A weighted $M$-estimator for linear
regression models with randomly
truncated data . . . . . . . . . . . . . 90--94
Willa W. Chen and
Rohit S. Deo Subsampling based inference for $U$
statistics under thick tails using
self-normalization . . . . . . . . . . . 95--103
Mi-Hwa Ko On complete moment convergence for CAANA
random vectors in Hilbert spaces . . . . 104--110
Yuya Takasu and
Keisuke Yano and
Fumiyasu Komaki Scoring rules for statistical models on
spheres . . . . . . . . . . . . . . . . 111--115
Arunangshu Biswas and
Anindya Goswami and
Ludger Overbeck Option pricing in a regime switching
stochastic volatility model . . . . . . 116--126
Phan Thanh Hong and
Cao Tan Binh A note on exponential stability of
non-autonomous linear stochastic
differential delay equations driven by a
fractional Brownian motion with Hurst
index $>$12 . . . . . . . . . . . . . . . 127--136
Karl K. Sabelfeld Application of the von Mises--Fisher
distribution to Random Walk on Spheres
method for solving high-dimensional
diffusion--advection--reaction equations 137--142
Shoujiang Zhao and
Qiaojing Liu and
Ting Chen On the large deviation principle for
maximum likelihood estimator of $ \alpha
$-Brownian bridge . . . . . . . . . . . 143--150
Hsing-Ming Chang and
Yung-Ming Chang and
Winnie H. W. Fu and
Wan-Chen Lee On limiting theorems for conditional
causation probabilities of
multiple-run-rules . . . . . . . . . . . 151--156
Donghui Pan and
Jia-Bao Liu and
Wenzhi Yang A new result on lifetime estimation
based on skew-Wiener degradation model 157--164
Xiaoke Zhang and
Jane-Ling Wang Optimal weighting schemes for
longitudinal and functional data . . . . 165--170
Adrian Röllin On quantitative bounds in the mean
martingale central limit theorem . . . . 171--176
J. M. P. Albin On covariance functions with slowly or
regularly varying modulo of continuity 177--182
Nora Serdyukova Lower bounds in estimation at a point
under multi-index constraint . . . . . . 183--189
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Hongyi Li and
Hong Qin Some new results on Triple designs . . . 1--9
Marek Arendarczyk and
Tomasz. J. Kozubowski and
Anna K. Panorska The joint distribution of the sum and
the maximum of heterogeneous exponential
random variables . . . . . . . . . . . . 10--19
Yujin Kim and
Eunju Hwang A dynamic Markov regime-switching GARCH
model and its cumulative impulse
response function . . . . . . . . . . . 20--30
Hongyan Sun and
Lin Zhang Large deviation principle for the
maximal positions in critical branching
random walks with small drifts . . . . . 31--39
Majid Mojirsheibani and
Crystal Shaw Classification with incomplete
functional covariates . . . . . . . . . 40--46
Z. A. Abo-Eleneen and
B. Almohaimeed and
H. K. T. Ng On cumulative residual entropy of
progressively censored order statistics 47--52
Anthony G. Pakes The Lambert $W$ function, Nuttall's
integral, and the Lambert law . . . . . 53--60
Vladimir Ostrovski Testing equivalence to families of
multinomial distributions with
application to the independence model 61--66
Benjamin Doerr An elementary analysis of the
probability that a binomial random
variable exceeds its expectation . . . . 67--74
Brahim Boufoussi and
Salah Hajji Transportation inequalities for
stochastic heat equations . . . . . . . 75--83
Guang-an Zou and
Guangying Lv and
Jiang-Lun Wu On the regularity of weak solutions to
space-time fractional stochastic heat
equations . . . . . . . . . . . . . . . 84--89
Yuexiao Dong and
Yongxu Zhang On a new class of sufficient dimension
reduction estimators . . . . . . . . . . 90--94
Fuxia Cheng Glivenko--Cantelli Theorem for the
kernel error distribution estimator in
the first-order autoregressive model . . 95--102
Salim Bouzebda and
Yousri Slaoui Nonparametric recursive method for
kernel-type function estimators for
spatial data . . . . . . . . . . . . . . 103--114
Lihu Xu Singular integrals of stable
subordinator . . . . . . . . . . . . . . 115--118
Hendrik P. Lopuhaä and
Eni Musta The distance between a naive cumulative
estimator and its least concave majorant 119--128
Guoqing Zhao and
Kun Zhai and
Gaofeng Zong On optimal stopping and free boundary
problems under ambiguity . . . . . . . . 129--134
Priyanka Majumder and
Murari Mitra On the non-monotonic analogue of a class
based on the hazard rate order . . . . . 135--140
Nino E. Kordzakhia and
Yury A. Kutoyants and
Alexander A. Novikov and
Lin-Yee Hin On limit distributions of estimators in
irregular statistical models and a new
representation of fractional Brownian
motion . . . . . . . . . . . . . . . . . 141--151
Yuyuan Li and
Jianqiu Lu and
Chunhai Kou and
Xuerong Mao and
Jiafeng Pan Robust discrete-state-feedback
stabilization of hybrid stochastic
systems with time-varying delay based on
Razumikhin technique . . . . . . . . . . 152--161
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Kosuke Morikawa and
Jae Kwang Kim A note on the equivalence of two
semiparametric estimation methods for
nonignorable nonresponse . . . . . . . . 1--6
David Rügamer and
Sonja Greven Selective inference after likelihood- or
test-based model selection in linear
models . . . . . . . . . . . . . . . . . 7--12
Wenyuan Wang and
Xueyuan Wu and
Xingchun Peng and
Kam C. Yuen A note on joint occupation times of
spectrally negative Lévy risk processes
with tax . . . . . . . . . . . . . . . . 13--22
Jinzhu Li A revisit to asymptotic ruin
probabilities for a bidimensional
renewal risk model . . . . . . . . . . . 23--32
Alexander Il'inskii On notions of $Q$-independence and
$Q$-identical distributiveness . . . . . 33--36
Farouk Mselmi Characterization of the inverse stable
subordinator . . . . . . . . . . . . . . 37--43
Yaakov Malinovsky On optimal policy in the group testing
with incomplete identification . . . . . 44--47
Bara Kim and
Jeongsim Kim and
Sungji Lee Strong unimodality of discrete order
statistics . . . . . . . . . . . . . . . 48--52
Robert M. Mnatsakanov and
Aleksandre Sborshchikovi Recovery of quantile and quantile
density function using the frequency
moments . . . . . . . . . . . . . . . . 53--62
Svetlana Danilenko and
Jonas Siaulys and
Gediminas Stepanauskas Closure properties of $O$-exponential
distributions . . . . . . . . . . . . . 63--70
Nian Yao Moderate deviations for multivariate
Hawkes processes . . . . . . . . . . . . 71--76
Wlodzimierz Bryc and
Yizao Wang Dual representations of Laplace
transforms of Brownian excursion and
generalized meanders . . . . . . . . . . 77--83
Shasha Wang and
Wen-Qing Xu Random cyclic polygons from Dirichlet
distributions and approximations of $
\pi $ . . . . . . . . . . . . . . . . . 84--90
Rida Benhaddou Minimax lower bounds for the
simultaneous wavelet deconvolution with
fractional Gaussian noise and unknown
kernels . . . . . . . . . . . . . . . . 91--95
Si-Yu Yi and
Yong-Dao Zhou Projection uniformity under mixture
discrepancy . . . . . . . . . . . . . . 96--105
Mátyás Barczy and
Zsuzsanna B\Hosze and
Gyula Pap Regularly varying non-stationary
Galton--Watson processes with
immigration . . . . . . . . . . . . . . 106--114
Xiaofeng Xue The critical infection rate of the
high-dimensional two-stage contact
process . . . . . . . . . . . . . . . . 115--125
N. Adu and
G. Richardson Unit roots test: Spatial model with long
memory errors . . . . . . . . . . . . . 126--131
Shuhua Chang and
Yongcheng Qi On Schott's and Mao's test statistics
for independence of normal random
vectors . . . . . . . . . . . . . . . . 132--141
Minwoo Chae and
Ryan Martin and
Stephen G. Walker Convergence of an iterative algorithm to
the nonparametric MLE of a mixing
distribution . . . . . . . . . . . . . . 142--146
Zhengchun Xu and
Zhongquan Tan and
Linjun Tang Approximation of the maximum of storage
process with fractional Brownian motion
as input . . . . . . . . . . . . . . . . 147--159
Albert Vexler and
Li Zou Empirical likelihood ratio tests with
power one . . . . . . . . . . . . . . . 160--166
Xiaoqing Liang and
Virginia R. Young Minimizing the probability of ruin: Two
riskless assets with transaction costs
and proportional reinsurance . . . . . . 167--175
Xianghua Zhao and
Hua Dong and
Hongshuai Dai On spectrally positive Lévy risk
processes with Parisian implementation
delays in dividend payments . . . . . . 176--184
Paul Kabaila and
Rheanna Mainzer Two sources of poor coverage of
confidence intervals after model
selection . . . . . . . . . . . . . . . 185--190
Xufei Tang and
Mengmei Xi and
Yi Wu and
Xuejun Wang Asymptotic normality of a wavelet
estimator for asymptotically negatively
associated errors . . . . . . . . . . . 191--201
Christian Genest and
Mhamed Mesfioui and
Juliana Schulz A new bivariate Poisson common shock
model covering all possible degrees of
dependence . . . . . . . . . . . . . . . 202--209
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Chao-Ping Chen Complete asymptotic expansions for the
density function of $t$-distribution . . 1--6
Guiling Chen and
Onno van Gaans and
Sjoerd Verduyn Lunel Existence and exponential stability of a
class of impulsive neutral stochastic
partial differential equations with
delays and Poisson jumps . . . . . . . . 7--18
N. S. Upadhye and
A. N. Kumar Pseudo-binomial approximation to $ (k_1,
k_2)$-runs . . . . . . . . . . . . . . . 19--30
Ilker Arslan and
Ümit Islak and
Cihan Pehlivan On unfair permutations . . . . . . . . . 31--40
Guanying Wang and
Xingchun Wang and
Ke Zhou Long time behavior for stochastic
Burgers equations with jump noises . . . 41--49
Tomer Shushi A proof for the existence of
multivariate singular generalized
skew-elliptical density functions . . . 50--55
Yutao Ma and
Xinyu Wang A note on the spectral gap for general
harmonic measures on spheres . . . . . . 56--61
Michael C. H. Choi Velocity formulae between entropy and
hitting time for Markov chains . . . . . 62--67
Jan-Frederik Mai Exact simulation of reciprocal
Archimedean copulas . . . . . . . . . . 68--73
M. C. Jones Families of complementary distributions 74--81
Tetiana Gorbach and
Xavier de Luna Inference for partial correlation when
data are missing not at random . . . . . 82--89
Matthias Löwe The semicircle law for matrices with
ergodic entries . . . . . . . . . . . . 90--95
Ilham Abi-ayad and
Tahar Mourid Parametric estimation for non recurrent
diffusion processes . . . . . . . . . . 96--102
B. Buonaguidi Dynamic optimality in optimal variance
stopping problems . . . . . . . . . . . 103--108
Tianfang Zhang and
Junyu Jiang and
Zhiming Li Some families of asymmetric nested
orthogonal arrays and asymmetric sliced
orthogonal arrays . . . . . . . . . . . 109--113
Olivier Menoukeu Pamen On some applications of Sobolev flows of
SDEs with unbounded drift coefficients 114--124
É. Youndjé Equivalence between Mallows and
Girone--Cifarelli tests . . . . . . . . 125--128
Weiyan Mu and
Shifeng Xiong A class of space-filling designs and
their projection properties . . . . . . 129--134
Tak Kwong Wong and
Sheung Chi Phillip Yam A probabilistic proof for Fourier
inversion formula . . . . . . . . . . . 135--142
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
M. Burkschat and
F. J. Samaniego Dynamic IFR concepts for coherent
systems . . . . . . . . . . . . . . . . 1--7
André Adler and
Anthony G. Pakes Weak and one-sided strong laws for
random variables with infinite mean . . 8--16
L. Avena and
A. Gaudilli\`ere A proof of the transfer-current theorem
in absence of reversibility . . . . . . 17--22
Qidi Peng and
Henry Schellhorn On the distribution of extended CIR
model . . . . . . . . . . . . . . . . . 23--29
Ying Ding and
Xinsheng Zhang and
Longxiang Fang Strong modified transportation cost
inequalities on $k$-concave probability
measures with heavy tails . . . . . . . 30--38
Umberto Triacca Granger causality between vectors of
time series: a puzzling property . . . . 39--43
Yong Chen and
Yaozhong Hu and
Zhi Wang Gradient and stability estimates of heat
kernels for fractional powers of
elliptic operator . . . . . . . . . . . 44--49
Jin Wang A note on weak convergence of general
halfspace depth trimmed means . . . . . 50--56
Benjamin Hackl and
Helmut Prodinger The necklace process: a generating
function approach . . . . . . . . . . . 57--61
Steven T. Morrow A moment coboundary theorem for $ C[0,
1] $-valued random fields . . . . . . . 62--70
Haruhiko Ogasawara The inverse survival function for
multivariate distributions and its
application to the product moment . . . 71--76
Shuyang Gao and
Hosam M. Mahmoud A self-equilibrium Friedman-like urn via
stochastic approximation . . . . . . . . 77--83
Holger Fink and
Georg Schlüchtermann Fractional Lévy Cox--Ingersoll--Ross and
Jacobi processes . . . . . . . . . . . . 84--91
Hui Ding and
Zhiping Lu and
Jian Zhang and
Riquan Zhang Semi-functional partial linear quantile
regression . . . . . . . . . . . . . . . 92--101
Liping Xu and
Jiaowan Luo Stochastic differential equations driven
by fractional Brownian motion . . . . . 102--108
Pierre Lafaye de Micheaux and
Frédéric Ouimet A uniform $ L^1 $ law of large numbers
for functions of i.i.d. random variables
that are translated by a consistent
estimator . . . . . . . . . . . . . . . 109--117
Peter J. Forrester Comment on ``Sum of squares of uniform
random variables'' by I. Weissman . . . 118--122
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Raja Ben Hajria and
Salah Khardani and
Hamdi Ra\"\issi A power comparison between
autocorrelation based tests . . . . . . 1--6
Manuel Cruz-López and
Samuel Estala-Arias A random walk on the profinite
completion of a finitely generated group 7--16
I. Fazekas and
Cs. Noszály and
A. Perecsényi A population evolution model and its
applications to random networks . . . . 17--27
Christian H. Weiß and
Manuel G. Scotto and
Tobias A. Möller and
Sónia Gouveia Mean-square stability of delayed
stochastic neural networks with
impulsive effects driven by $G$-Brownian
motion . . . . . . . . . . . . . . . . . 56--66
Ancha Xu and
Lijuan Shen Improved on-line estimation for gamma
process . . . . . . . . . . . . . . . . 67--73
Jonathan Gillard and
Anatoly Zhigljavsky Optimal directional statistic for
general regression . . . . . . . . . . . 74--80
Martin Schumann and
Gautam Tripathi Convexity of probit weights . . . . . . 81--85
Tanes Printechapat and
Songkiat Sumetkijakan Factorizable non-atomic copulas . . . . 86--94
Shucong Zhang and
Jing Pan and
Yong Zhou Robust conditional nonparametric
independence screening for
ultrahigh-dimensional data . . . . . . . 95--101
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Fetima Ladjimi and
Marc Peigné On the asymptotic behavior of the
Diaconis--Freedman chain on $ [0, 1] $ 1--11
Cuihong Yin and
X. Sheldon Lin and
Rongtan Huang and
Haili Yuan On the consistency of penalized MLEs for
Erlang mixtures . . . . . . . . . . . . 12--20
Tymoteusz Chojecki Passive tracer in non-Markovian,
Gaussian velocity field . . . . . . . . 21--27
A. S. Dabye and
Yu. A. Kutoyants and
E. D. Tanguep On APF test for Poisson process with
shift and scale parameters . . . . . . . 28--36
A. Hassairi and
A. Roula Exponential probability distribution on
symmetric matrices . . . . . . . . . . . 37--42
Erwan Koch and
Christian Y. Robert Geometric ergodicity for some space-time
max-stable Markov chains . . . . . . . . 43--49
Xiaoke Zhang and
Joseph L. Gastwirth Large sample properties of a new measure
of income inequality . . . . . . . . . . 50--56
Mikkel N. Schmidt and
Morten Mòrup Efficient computation for Bayesian
comparison of two proportions . . . . . 57--62
V. Skorniakov On asymptotic normality of certain
linear rank statistics . . . . . . . . . 63--73
Nan Zou and
Dimitris N. Politis Linear process bootstrap unit root test 74--80
Jim X. Xiang Estimation of minimum and maximum
correlation coefficients . . . . . . . . 81--88
Pierre-André G. Maugis Correlation extrapolated . . . . . . . . 89--95
Larbi Alili and
Andrew Aylwin On the semi-group of a scaled skew
Bessel process . . . . . . . . . . . . . 96--102
Michael P. B. Gallaugher and
Paul D. McNicholas Three skewed matrix variate
distributions . . . . . . . . . . . . . 103--109
Marc-Arthur Diaye and
Gleb A. Koshevoy and
Ilya Molchanov Lift expectations of random sets . . . . 110--117
Robert E. Gaunt Stein operators for variables form the
third and fourth Wiener chaoses . . . . 118--126
Rakhi Singh On three-level $D$-optimal paired choice
designs . . . . . . . . . . . . . . . . 127--132
Hoang Long Ngo and
Duc Trong Luong Tamed Euler--Maruyama approximation for
stochastic differential equations with
locally Hölder continuous diffusion
coefficients . . . . . . . . . . . . . . 133--140
V. I. Lotov Bounds for the probability to leave the
interval . . . . . . . . . . . . . . . . 141--146
Mohamed Amine Lkabous A note on Parisian ruin under a hybrid
observation scheme . . . . . . . . . . . 147--157
Masayuki Hirukawa and
Mari Sakudo Another bias correction for asymmetric
kernel density estimation with a
parametric start . . . . . . . . . . . . 158--165
Stelios Arvanitis Stable limit theory for the Gaussian
QMLE in a non-stationary asymmetric
GARCH model . . . . . . . . . . . . . . 166--172
Lamia Aouicha and
Fatiha Messaci Kernel estimation of the conditional
density under a censorship model . . . . 173--180
Erwan Hillion and
Oliver Johnson and
Adrien Saumard An extremal property of the normal
distribution, with a discrete analog . . 181--186
Naâmane La\"\ib and
Djamal Louani Asymptotic normality of kernel density
function estimator from continuous time
stationary and dependent processes . . . 187--196
Rahma Abid and
Célestin C. Kokonendji and
Afif Masmoudi Geometric dispersion models with real
quadratic $v$-functions . . . . . . . . 197--204
Pawel J. Szablowski On probabilistic aspects of Chebyshev
polynomials . . . . . . . . . . . . . . 205--215
Ery Arias-Castro and
Xiao Pu Concentration of measure for radial
distributions and consequences for
statistical modeling . . . . . . . . . . 216--223
M. D. Ruiz-Medina and
J. Álvarez-Liébana A note on strong-consistency of
componentwise $ {\rm ARH}(1) $
predictors . . . . . . . . . . . . . . . 224--228
Atsushi Takeuchi Integration by parts formulas for marked
Hawkes processes . . . . . . . . . . . . 229--237
Christopher S. Withers and
Saralees Nadarajah Moments and cumulants of the extremes of
a sample from a uniform distribution . . 238--247
Wanwan Xia Partial monotonicity of entropy
revisited . . . . . . . . . . . . . . . 248--253
Ignacio Arbués Central limit theorem for the entries of
products of random matrices without the
positivity condition . . . . . . . . . . 254--259
Eder Lucio da Fonseca and
Airlane Pereira Alencar and
Pedro Alberto Morettin Time-varying cointegration model using
wavelets . . . . . . . . . . . . . . . . 260--267
Johnny van Doorn and
Alexander Ly and
Maarten Marsman and
Eric-Jan Wagenmakers Bayesian estimation of Kendall's $ \tau
$ using a latent normal approach . . . . 268--272
Zhen Wu and
Ruimin Xu Probabilistic interpretation for Sobolev
solutions of McKean--Vlasov partial
differential equations . . . . . . . . . 273--283
J. Gajda and
A. Kumar and
A. Wyloma'nska Stable Lévy process delayed by tempered
stable subordinator . . . . . . . . . . 284--292
Jon Michel and
Robert M. de Jong A model for level induced conditional
heteroskedasticity . . . . . . . . . . . 293--300
Huiyan Zhao and
Chongqi Zhang Minimum distance parameter estimation
for SDEs with small $ \alpha $-stable
noises . . . . . . . . . . . . . . . . . 301--311
Ahad Jamalizadeh and
Narayanaswamy Balakrishnan Conditional distributions of
multivariate normal mean-variance
mixtures . . . . . . . . . . . . . . . . 312--316
María Eugenia Szretter Noste Using DAGs to identify the sufficient
dimension reduction in the Principal
Fitted Components model . . . . . . . . 317--320
Guy Katriel A quantitative discounted central limit
theorem using the Fourier metric . . . . 321--326
Ebrahim Salehi and
Mahdi Tavangar Stochastic comparisons on conditional
residual lifetime and inactivity time of
coherent systems with exchangeable
components . . . . . . . . . . . . . . . 327--337
Zhenzhen Niu and
Jiang Hu and
Zhidong Bai and
Wei Gao On LR simultaneous test of
high-dimensional mean vector and
covariance matrix under non-normality 338--344
Pingfan Song and
Changchun Tan and
Shaochen Wang On the moment generating function for
random vectors via inverse survival
function . . . . . . . . . . . . . . . . 345--350
P. T. Anh and
T. S. Doan and
P. T. Huong A variation of constant formula for
Caputo fractional stochastic
differential equations . . . . . . . . . 351--358
Filippos Alevizos and
Dimitrios Bagkavos and
Dimitrios Ioannides Efficient estimation of a distribution
function based on censored data . . . . 359--364
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Jitto Jose and
E. I. Abdul Sathar Residual extropy of $k$-record values 1--6
Chunfeng Huang and
Haimeng Zhang and
Scott M. Robeson and
Jacob Shields Intrinsic random functions on the sphere 7--14
Libo Li and
Dai Taguchi On the Euler--Maruyama scheme for
spectrally one-sided Lévy driven SDEs
with Hölder continuous coefficients . . . 15--26
Benjamin Mackey and
Dapeng Zhan Decomposition of backward SLE in the
capacity parametrization . . . . . . . . 27--35
Maryna Prus Various optimality criteria for the
prediction of individual response curves 36--41
Sayan Das and
Rajat Subhra Hazra Extremal process of the zero-average
Gaussian free field for $ d \geq 3 $ . . 42--49
Stilian Stoev and
Yizao Wang Exchangeable random partitions from
max-infinitely-divisible distributions 50--56
Panayiotis Bobotas and
Markos V. Koutras Distributions of the minimum and the
maximum of a random number of random
variables . . . . . . . . . . . . . . . 57--64
P. Hodara and
P. Reynaud-Bouret Exponential inequality for chaos based
on sampling without replacement . . . . 65--69
Xiaohui Liu and
Jafer Rahman and
Shihua Luo Generalized and robustified empirical
depths for multivariate data . . . . . . 70--79
Vladimir Panov Some properties of the one-dimensional
subordinated stable model . . . . . . . 80--84
H. de la Cruz and
J. C. Jimenez and
R. J. Biscay On the oscillatory behavior of coupled
stochastic harmonic oscillators driven
by random forces . . . . . . . . . . . . 85--89
Saebom Jeon and
Tae Yeon Kwon and
Yousung Park Variable-based missing mechanism for an
incomplete contingency table with unit
missingness . . . . . . . . . . . . . . 90--96
Daniele Durante and
Antonio Canale and
Tommaso Rigon A nested expectation-maximization
algorithm for latent class models with
covariates . . . . . . . . . . . . . . . 97--103
Chen Li and
Xiaohu Li Hazard rate and reversed hazard rate
orders on extremes of heterogeneous and
dependent random variables . . . . . . . 104--111
Jeffrey W. Miller An elementary derivation of the Chinese
restaurant process from Sethuraman's
stick-breaking process . . . . . . . . . 112--117
Sofiya Ostrovska and
Mehmet Turan $q$-Stieltjes classes for some families
of $q$-densities . . . . . . . . . . . . 118--123
Hao Chen and
Jinyu Yang and
Dennis K. J. Lin and
Min-Qian Liu Sliced Latin hypercube designs with both
branching and nested factors . . . . . . 124--131
Michel Davydov and
Sergei Zuyev Finite thinning-selfdecomposable point
processes . . . . . . . . . . . . . . . 132--138
Paavo Salminen and
Lioudmila Vostrikova On moments of integral exponential
functionals of additive processes . . . 139--146
Yang Yang and
Wen Su and
Zhimin Zhang Estimating the discounted density of the
deficit at ruin by Fourier cosine series
expansion . . . . . . . . . . . . . . . 147--155
Xiaolin Chen and
Yahui Zhang and
Xiaojing Chen and
Yi Liu A simple model-free survival conditional
feature screening . . . . . . . . . . . 156--160
David Criens Couplings for processes with independent
increments . . . . . . . . . . . . . . . 161--167
Sumin Wang and
Dongying Wang and
Fasheng Sun A central limit theorem for marginally
coupled designs . . . . . . . . . . . . 168--174
Myoung-jae Lee and
Sanghyeok Lee Double robustness without weighting . . 175--180
S. Bedbur and
U. Kamps Confidence regions in step-stress
experiments with multiple samples under
repeated type-II censoring . . . . . . . 181--186
Dries Cornilly and
Steven Vanduffel Equivalent distortion risk measures on
moment spaces . . . . . . . . . . . . . 187--192
Li Xun and
Yangzhi Zhou and
Yong Zhou A generalization of Expected Shortfall
based capital allocation . . . . . . . . 193--199
José M. González-Barrios and
Eduardo Gutiérrez-Peña and
Raúl Rueda A short note on the dependence structure
of random vectors . . . . . . . . . . . 200--205
Fatemeh Ghaderinezhad and
Christophe Ley Quantification of the impact of priors
in Bayesian statistics via Stein's
Method . . . . . . . . . . . . . . . . . 206--212
Adam Osekowski On the action of the Hilbert transform
on $ \ell_1^N $-valued functions . . . . 213--223
Vadym Radchenko Averaging principle for the heat
equation driven by a general stochastic
measure . . . . . . . . . . . . . . . . 224--230
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
M. Lifshits and
A. Nazarov On Brownian exit times from perturbed
multi-strips . . . . . . . . . . . . . . 1--5
Abdelhakim Aknouche and
Nacer Demmouche Ergodicity conditions for a double mixed
Poisson autoregression . . . . . . . . . 6--11
N. H. Bingham and
Tasmin L. Symons Dimension walks on $ d \times R $ . . . 12--17
Wanlin Shi A note on large deviation probabilities
for empirical distribution of branching
random walks . . . . . . . . . . . . . . 18--28
Goran Popivoda and
Sinisa Stamatovi\'c On probability of high extremes of
Gaussian fields with a smooth random
trend . . . . . . . . . . . . . . . . . 29--35
Guiling Shi and
Chae Young Lim and
Tapabrata Maiti Model selection using mass-nonlocal
prior . . . . . . . . . . . . . . . . . 36--44
Shanshan Liu and
Xiaoyu Xing and
Guoxin Liu Semi-additive functionals of semi-Markov
processes and measure-valued Poisson
equation . . . . . . . . . . . . . . . . 45--56
Yingqiu Li and
Quansheng Liu and
Xuelian Peng Harmonic moments, large and moderate
deviation principles for Mandelbrot's
cascade in a random environment . . . . 57--65
Chitradipa Chakraborty Testing multivariate scatter parameter
in elliptical model based on forward
search method . . . . . . . . . . . . . 66--72
B. Beranger and
S. A. Padoan and
Y. Xu and
S. A. Sisson Extremal properties of the univariate
extended skew-normal distribution, Part
A . . . . . . . . . . . . . . . . . . . 73--82
Radoslav Harman and
Samuel Rosa Removal of the points that do not
support an $E$-optimal experimental
design . . . . . . . . . . . . . . . . . 83--89
Won-Ki Seo and
Brendan K. Beare Cointegrated linear processes in Bayes
Hilbert space . . . . . . . . . . . . . 90--95
Qingda Wei Nonzero-sum risk-sensitive
finite-horizon continuous-time
stochastic games . . . . . . . . . . . . 96--104
B. Beranger and
S. A. Padoan and
Y. Xu and
S. A. Sisson Extremal properties of the multivariate
extended skew-normal distribution, Part
B . . . . . . . . . . . . . . . . . . . 105--114
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Thomas van Bentum and
Erhard Cramer Stochastic monotonicity of MLEs of the
mean for exponentially distributed
lifetimes under hybrid censoring . . . . 1--8
Aleksandr Beknazaryan and
Xin Dang and
Hailin Sang On mutual information estimation for
mixed-pair random variables . . . . . . 9--16
Qingyang Zhang Independence test for large sparse
contingency tables based on distance
correlation . . . . . . . . . . . . . . 17--22
Lu-Jing Huang and
Yin-Ting Liao and
Lo-Bin Chang and
Chii-Ruey Hwang The smallest eigenvalues of random
kernel matrices: Asymptotic results on
the min kernel . . . . . . . . . . . . . 23--29
Jean-François Coeurjolly and
Patricia Reynaud-Bouret A concentration inequality for
inhomogeneous Neyman--Scott point
processes . . . . . . . . . . . . . . . 30--34
Abhik Ghosh and
Ayanendranath Basu Power and level robustness of a test for
composite hypotheses under independent
non-homogeneous data . . . . . . . . . . 35--42
Geon Ho Choe and
Hyun Jin Jang and
Young Hoon Na Pricing contingent convertible bonds: an
analytical approach based on
two-dimensional stochastic processes . . 43--53
Udika Bandara and
Ryan Gill and
Riten Mitra On computing maximum likelihood
estimates for the negative binomial
distribution . . . . . . . . . . . . . . 54--58
Mustafa Hamdan and
Xiaomi Hu Unbiasedness of LRT on the homogeneity
of means in MANOVA under general order
restrictions . . . . . . . . . . . . . . 59--65
Lucio Barabesi and
Luca Pratelli On the properties of a Takács
distribution . . . . . . . . . . . . . . 66--73
Cao Xuan Phuong and
Le Thi Hong Thuy Density deconvolution from grouped data
with additive errors . . . . . . . . . . 74--81
Yunke Li and
Masayoshi Takeda Feynman--Kac penalizations of
rotationally symmetric $ \alpha $-stable
processes . . . . . . . . . . . . . . . 82--87
Arnaud Poinas A bound of the $ \beta $-mixing
coefficient for point processes in terms
of their intensity functions . . . . . . 88--93
Marie-Françoise Barme-Delcroix and
Margarida Brito Uniform estimation of isobars . . . . . 94--100
Lingyan Cheng and
Liming Wu Centered Sobolev inequality and
exponential convergence in $ \Phi
$-entropy . . . . . . . . . . . . . . . 101--111
Soohyun Kim and
Ming-Hung Kao Locally optimal designs for mixed binary
and continuous responses . . . . . . . . 112--117
Jie Xu and
Jiaping Wen and
Jianyong Mu and
Jicheng Liu Stochastic flows of SDEs with
non-Lipschitz coefficients and singular
time . . . . . . . . . . . . . . . . . . 118--127
Jiyong Shin Construction of Liouville Brownian
motion via Dirichlet form theory . . . . 128--132
Xiaofeng Xue Priority of the result in `Mean field
limit for survival probability of the
high-dimensional contact process' . . . 133--133
A. Pakhteev and
A. Stepanov Discrete records: Limit theorems for
their spacings and generation methods 134--142
Tin Lok James Ng and
Thomas Brendan Murphy Generalized Random Dot Product graph . . 143--149
W. D. Brinda and
Jason M. Klusowski and
Dana Yang Hölder's identity . . . . . . . . . . . . 150--154
Ouxiang Chen and
Taizhong Hu Extreme-aggregation measures in the RDEU
model . . . . . . . . . . . . . . . . . 155--163
Philippe Mounaix Almost sure uniform convergence of a
random Gaussian field conditioned on a
large linear form to a non random
profile . . . . . . . . . . . . . . . . 164--168
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Anonymous Editorial Board . . . . . . . . . . . . iii--iii
Zhaoliang Wang and
Liugen Xue and
Juanfang Liu Checking nonparametric component for
partially nonlinear model with missing
response . . . . . . . . . . . . . . . . 1--8
Omer Angel and
Anastasios Matzavinos and
Alexander Roitershtein Limit theorem for the Robin Hood game 9--15
Tanujit Chakraborty and
Ashis Kumar Chakraborty and
C. A. Murthy A nonparametric ensemble binary
classifier and its statistical
properties . . . . . . . . . . . . . . . 16--23
A. Logachov and
O. Logachova and
A. Yambartsev Large deviations in a population
dynamics with catastrophes . . . . . . . 29--37
Jinghong Xiao and
Yuechun Wen and
Zhongquan Tan The limit properties of point processes
of upcrossings in nonstationary strongly
dependent Gaussian models . . . . . . . 38--46
Eugenio Guerrero and
José Alfredo López-Mimbela Pointwise eigenfunction estimates and
mean $ L_p $-norm blowup of a system of
semilinear SPDEs with symmetric Lévy
generators . . . . . . . . . . . . . . . 47--54
Fatemah A. Alqallaf and
S. Huda and
Rahul Mukerjee Causal inference from strip-plot designs
in a potential outcomes framework . . . 55--62
Eduardo Abi Jaber and
Omar El Euch Markovian structure of the Volterra
Heston model . . . . . . . . . . . . . . 63--72
Zuoxiang Peng and
Jinjun Tong and
Zhichao Weng Exceedances point processes in the plane
of stationary Gaussian sequences with
data missing . . . . . . . . . . . . . . 73--79
Piotr Boles\law Nowak Moment-type estimation from grouped
samples . . . . . . . . . . . . . . . . 80--85
Nguyen Tien Dung The probability of finite-time blowup of
a semi-linear SPDE with fractional noise 86--92
Nadir Maaroufi An equivalent formula for Pitman's
asymptotic relative efficiency under
weakened assumptions . . . . . . . . . . 93--99
Josef Dick and
Daniel Rudolf and
Houying Zhu A weighted discrepancy bound of
quasi-Monte Carlo importance sampling 100--106
Shuaiqi Zhang and
Jie Xiong A numerical method for forward-backward
stochastic equations with delay and
anticipated term . . . . . . . . . . . . 107--115
Guoman He and
Hanjun Zhang and
Yixia Zhu On the quasi-ergodic distribution of
absorbing Markov processes . . . . . . . 116--123
Petros Hadjicostas Generalizations of the arithmetic case
of Blackwell's renewal theorem . . . . . 124--131
Xinwei Feng Law of the logarithm for weighted sums
of negatively dependent random variables
under sublinear expectation . . . . . . 132--141
Vera Tomazella and
Gustavo H. A. Pereira and
Juvêncio S. Nobre and
Manoel Santos-Neto Zero-adjusted reparameterized
Birnbaum--Saunders regression model . . 142--145
Spyridon J. Hatjispyros and
Theodoros Nicoleris and
Stephen G. Walker Distributional results relating to the
posterior of a Dirichlet process prior 146--152
Haizhong Yang and
Jinzhu Li On asymptotic finite-time ruin
probability of a renewal risk model with
subexponential main claims and delayed
claims . . . . . . . . . . . . . . . . . 153--159
Wensheng Wang Asymptotics for discrete time hedging
errors under fractional Black--Scholes
models . . . . . . . . . . . . . . . . . 160--170
Stanislav Nagy Scatter halfspace depth for
$K$-symmetric distributions . . . . . . 171--177
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Héctor Araya and
Natalia Bahamonde and
Soledad Torres and
Frederi Viens Donsker type theorem for fractional
Poisson process . . . . . . . . . . . . 1--8
Tadeusz Bednarski and
Magdalena Skolimowska-Kulig On scale Fisher consistency of maximum
likelihood estimator for the exponential
regression model under arbitrary frailty 9--12
Rita Giuliano and
Claudio Macci and
Barbara Pacchiarotti Large deviations for weighted means of
random vectors defined in terms of
suitable Lévy processes . . . . . . . . . 13--22
Michael C. H. Choi and
Evelyn Li A Hoeffding's inequality for uniformly
ergodic diffusion process . . . . . . . 23--28
Krzysztof Jasi\'nski Limiting behavior of the ratio of $k$-th
records . . . . . . . . . . . . . . . . 29--34
Ingemar Kaj and
Daniah Tahir Stochastic equations and limit results
for some two-type branching models . . . 35--46
Leigh A. Roberts Distribution free goodness of fit
testing of grouped Bernoulli trials . . 47--53
Antoine Ayache and
Céline Esser and
Thomas Kleyntssens Different possible behaviors of wavelet
leaders of the Brownian motion . . . . . 54--60
Chen Wang and
Tusheng Zhang Pathwise uniqueness and non-explosion of
SDEs driven by compensated Poisson
random measures . . . . . . . . . . . . 61--67
Marie Böhnstedt and
Jutta Gampe Detecting mortality deceleration:
Likelihood inference and model selection
in the gamma-Gompertz model . . . . . . 68--73
Fraser Daly On strong stationary times and
approximation of Markov chain hitting
times by geometric sums . . . . . . . . 74--80
Wensheng Wang and
Yimin Xiao The Csörg\Ho--Révész moduli of
non-differentiability of fractional
Brownian motion . . . . . . . . . . . . 81--87
Ken R. Duffy and
Gianfelice Meli and
Seva Shneer The variance of the average depth of a
pure birth process converges to 7 . . . 88--93
Lucia Tabacu and
Mark Ledbetter Change-point analysis using logarithmic
quantile estimation . . . . . . . . . . 94--100
Pavel Yaskov On pathwise Riemann--Stieltjes integrals 101--107
Vincent Q. Vu and
Jing Lei Squared-norm empirical processes . . . . 108--113
Meryem Kada Kloucha and
Tahar Mourid Best linear predictor of a $ C[_0, 1]
$-valued functional autoregressive
process . . . . . . . . . . . . . . . . 114--120
Matija Vidmar Observing a Lévy process up to a stopping
time . . . . . . . . . . . . . . . . . . 121--125
Yubo Tao Limit theory for moderate deviation from
Integrated GARCH processes . . . . . . . 126--136
Roberta Sirovich and
Luisa Testa On the first positive and negative
excursion exceeding a given length . . . 137--145
Wenjie Sun and
Jiangang Ying Intrinsic metric and one-dimensional
diffusions . . . . . . . . . . . . . . . 146--151
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Anne Estrade and
Alessandra Fariñas and
Emilio Porcu Covariance functions on spheres cross
time: Beyond spatial isotropy and
temporal stationarity . . . . . . . . . 1--7
Xuekang Zhang and
Haoran Yi and
Huisheng Shu Nonparametric estimation of the trend
for stochastic differential equations
driven by small $ \alpha $-stable noises 8--16
Salim Bouzebda and
Yousri Slaoui Large and moderate deviation principles
for recursive kernel estimators of a
regression function for spatial data
defined by stochastic approximation
method . . . . . . . . . . . . . . . . . 17--28
Praveen Kolli and
Andrey Sarantsev Large rank-based models with common
noise . . . . . . . . . . . . . . . . . 29--35
Jim Griffin Two part envelopes for rejection
sampling of some completely random
measures . . . . . . . . . . . . . . . . 36--41
Jirô Akahori and
Yuuki Ida and
Greg Markowsky $p$-conformal maps on the triangular
lattice . . . . . . . . . . . . . . . . 42--48
Burim Ramosaj and
Markus Pauly Consistent estimation of residual
variance with random forest Out-Of-Bag
errors . . . . . . . . . . . . . . . . . 49--57
Zhi-Qiang Gao Exact convergence rate in the local
central limit theorem for a lattice
branching random walk on $ Z d $ . . . . 58--66
Bin Wang and
Ruodu Wang and
Yuming Wang Compatible matrices of Spearman's rank
correlation . . . . . . . . . . . . . . 67--72
Joshua D. Higbee and
Jonathan E. Jensen and
James B. McDonald The asymmetric log-Laplace distribution
as a limiting case of the generalized
beta distribution . . . . . . . . . . . 73--78
Qian Lin Jensen inequality for superlinear
expectations . . . . . . . . . . . . . . 79--83
Werner Kirsch An elementary proof of de Finetti's
theorem . . . . . . . . . . . . . . . . 84--88
Christopher S. Withers and
Saralees Nadarajah The distribution of the minimum of a
positive sample . . . . . . . . . . . . 89--96
Weiwei Zhang Super Poincaré inequality for a dynamic
model of the two-parameter Dirichlet
process . . . . . . . . . . . . . . . . 97--105
Evan Milliken Applications of the fundamental matrix
to mean absorption and conditional mean
absorption problems . . . . . . . . . . 106--115
Khardani Salah and
Slaoui Yousri Nonparametric relative regression under
random censorship model . . . . . . . . 116--122
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Fabrizio Leisen and
Ramsés H. Mena and
Freddy Palma and
Luca Rossini On a flexible construction of a negative
binomial model . . . . . . . . . . . . . 1--8
Sam Efromovich On sharp nonparametric estimation of
differentiable functions . . . . . . . . 9--14
Yang Liu and
Xiuzhen Zhang and
Mengke Li and
Guanfu Liu and
Lin Zhu Abundance estimation based on optimal
estimating function with missing
covariates in capture--recapture studies 15--20
Xuan Yao and
Eric Slud Nonexistence of an unbiased estimating
function for the Cox model . . . . . . . 21--27
Thomas Beekenkamp and
Tim Hulshof Sharpness for inhomogeneous percolation
on quasi-transitive graphs . . . . . . . 28--34
Ji Hyung Lee Martingale decomposition and
approximations for nonlinearly dependent
processes . . . . . . . . . . . . . . . 35--42
Rongjuan Fang and
Zenghu Li A conditioned continuous-state branching
process with applications . . . . . . . 43--49
Yizeng Li and
Yongcheng Qi Adjusted empirical likelihood method for
the tail index of a heavy-tailed
distribution . . . . . . . . . . . . . . 50--58
Eunju Hwang A note on limit theory for mildly
stationary autoregression with a
heavy-tailed GARCH error process . . . . 59--68
Przemys\law Matu\la and
Pawe\l Kurasi\'nski and
André Adler Exact strong laws of large numbers for
ratios of the smallest order statistics 69--73
Ji Hwan Cha Poisson Lindley process and its main
properties . . . . . . . . . . . . . . . 74--81
Margaryta Myronyuk Characterization of distributions of
$Q$-independent random variables on
locally compact Abelian groups . . . . . 82--88
Pier Giovanni Bissiri and
Stephen G. Walker On general Bayesian inference using loss
functions . . . . . . . . . . . . . . . 89--91
Shuangbo Li and
Li-Xin Zhang Identifying the number of factors using
a white noise test . . . . . . . . . . . 92--99
Xingyuan Zeng Spectral distribution of large
generalized random kernel matrices . . . 100--110
Dong Xia Non-asymptotic bounds for percentiles of
independent non-identical random
variables . . . . . . . . . . . . . . . 111--120
Martin Hildebrand On a lower bound for the
Chung--Diaconis--Graham random process 121--125
Xue Yang Reflected backward stochastic partial
differential equations with jumps in a
convex domain . . . . . . . . . . . . . 126--136
Yi-Chen Zhang and
Lyudmila Sakhanenko The naive Bayes classifier for
functional data . . . . . . . . . . . . 137--146
Krzysztof Zajkowski Norms of sub-exponential random vectors 147--152
Tomer Shushi A note on the coefficients of elliptical
random variables . . . . . . . . . . . . 153--155
Abbas Alhakim and
S. Molchanov The density flatness phenomenon . . . . 156--161
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
A. A. Khartov Compactness criteria for
quasi-infinitely divisible distributions
on the integers . . . . . . . . . . . . 1--6
Jiange Li Large deviations for conditional
guesswork . . . . . . . . . . . . . . . 7--14
S. F. Bagheri and
A. Asgharzadeh and
E. Basiri and
A. J. Fernández One-sample prediction regions for future
record intervals . . . . . . . . . . . . 15--20
Jack Noonan and
Anatoly Zhigljavsky Approximating Shepp's constants for the
Slepian process . . . . . . . . . . . . 21--31
A. Giussani and
M. Bonetti A note on the length-biased
Weibull--Gamma frailty survival model 32--36
Jianxi Lin Second order tail approximation for the
maxima of randomly weighted sums with
applications to ruin theory and
numerical examples . . . . . . . . . . . 37--47
Runyu Zhu and
Dejian Tian Existence and uniqueness of solutions
for BDSDEs with weak monotonicity
coefficients . . . . . . . . . . . . . . 48--55
Maria Longobardi and
Franco Pellerey On the role of dependence in residual
lifetimes . . . . . . . . . . . . . . . 56--64
Ali Talebi and
M. S. Moslehian and
Ghadir Sadeghi A representation of noncommutative BMO
spaces . . . . . . . . . . . . . . . . . 65--70
Tao Jiang and
Yuebao Wang and
Zhaolei Cui and
Yuxin Chen On the almost decrease of a
subexponential density . . . . . . . . . 71--79
Duong Thanh Phong and
Pham-Gia Thu and
Dinh Ngoc Thanh Exact distribution of the non-central
Wilks's statistic of the second kind . . 80--89
Malay Ghosh and
Xiaolong Zhong and
Ashis SenGupta and
Ruoyang Zhang Non-subjective priors for wrapped Cauchy
distributions . . . . . . . . . . . . . 90--97
Chanjuan Lin and
Ming Zheng and
Wen Yu and
Mingzhe Wu Robust inference for the proportional
hazards model with two-phase cohort
sampling data . . . . . . . . . . . . . 98--103
Tomer Shushi The Minkowski length of a spherical
random vector . . . . . . . . . . . . . 104--107
Daniela Rodriguez and
Marina Valdora The breakdown point of the median of
means tournament . . . . . . . . . . . . 108--112
Seongoh Park and
Johan Lim Non-asymptotic rate for high-dimensional
covariance estimation with
non-independent missing observations . . 113--123
Milica Jovaleki\'c Some estimates related to the Doob's
martingale inequalities . . . . . . . . 124--129
Laure Coutin and
Monique Pontier Existence and regularity of law density
of a pair (diffusion, first component
running maximum) . . . . . . . . . . . . 130--138
Xianzhu Xiong and
Rui Li and
Heng Lian On nonparametric randomized sketches for
kernels with further smoothness . . . . 139--142
Yuan-Tsung Chang and
Takeru Matsuda and
William E. Strawderman A note on improving on a vector of
coordinate-wise estimators of
non-negative means via shrinkage . . . . 143--150
Wojciech Niemiro Fixed relative precision estimators of
growth rate for compound Poisson and Lévy
processes . . . . . . . . . . . . . . . 151--156
Wujun Lv and
Ping He and
Qinghua Wang Well-posedness for the Stochastic
Novikov equation . . . . . . . . . . . . 157--163
David Coufal Convergence rates of kernel density
estimates in particle filtering . . . . 164--170
Bara Kim and
Jeongsim Kim Sooner waiting time problems in a
sequence of multi-state trials with
random rewards . . . . . . . . . . . . . 171--179
Bojan Basrak and
Hrvoje Planini\'c A note on vague convergence of measures 180--186
Youri Davydov and
Vygantas Paulauskas Remarks on random countable stable
zonotopes . . . . . . . . . . . . . . . 187--191
A. S. Hedayat and
Hansheng Cheng and
Jennifer Pajda-De La O Existence of unbiased estimation for the
minimum, maximum, and median in finite
population sampling . . . . . . . . . . 192--195
Anonymous Editorial Board . . . . . . . . . . . . Article 108572
Anonymous Editorial Board . . . . . . . . . . . . Article 108604
Khaled Bahlali and
Brahim Boufoussi and
Soufiane Mouchtabih Transportation cost inequality for
backward stochastic differential
equations . . . . . . . . . . . . . . . Article 108586
Debapratim Banerjee and
Matteo Sordello A Bernstein type inequality for sums of
selections from three dimensional arrays Article 108534
S. Bedbur and
U. Kamps and
J. M. Lennartz On a smallest confidence region for a
location-scale parameter in
progressively type-II censored lifetime
experiments . . . . . . . . . . . . . . Article 108545
Chiara Benazzoli and
Luciano Campi and
Luca Di Persio $ \epsilon $--Nash equilibrium in
stochastic differential games with
mean-field interaction and controlled
jumps . . . . . . . . . . . . . . . . . Article 108522
Ayan Bhattacharya and
Zbigniew Palmowski Slower variation of the generation sizes
induced by heavy-tailed environment for
geometric branching . . . . . . . . . . Article 108550
Micha\l Brzozowski and
Adam Osekowski Sharp weighted weak type $ (\infty,
\infty) $ inequality for differentially
subordinate martingales . . . . . . . . Article 108561
Meitner Cadena and
Marie Kratz and
Edward Omey Characterization of a general class of
tail probability distributions . . . . . Article 108553
Mohamed Chaouch and
Naâmane La\"\ib Optimal asymptotic MSE of kernel
regression estimate for continuous time
processes with missing at random
response . . . . . . . . . . . . . . . . Article 108532
Jiangning Chen Convergence rate of Krasulina estimator Article 108562
Li-Pang Chen Semiparametric estimation for cure
survival model with left-truncated and
right-censored data and covariate
measurement error . . . . . . . . . . . Article 108547
Pingyan Chen and
Soo Hak Sung A Spitzer-type law of large numbers for
widely orthant dependent random
variables . . . . . . . . . . . . . . . Article 108544
Hua Dong and
Xiaowen Zhou On a spectrally negative Lévy risk
process with periodic dividends and
capital injections . . . . . . . . . . . Article 108589
Aristides V. Doumas and
Vassilis G. Papanicolaou Uniform versus Zipf distribution in a
mixing collection process . . . . . . . Article 108559
Fatima Ezzaki and
Khalid Tahri Representation theorem of set valued
regular martingale: Application to the
convergence of set valued martingale . . Article 108548
Henryk Gzyl Hitting spheres with Brownian motion
revisited . . . . . . . . . . . . . . . Article 108565
Takaki Hayashi and
Yuta Koike No arbitrage and lead-lag relationships Article 108530
Amine Helali The convergence rate of the Gibbs
sampler for generalized $1$-D Ising
model . . . . . . . . . . . . . . . . . Article 108555
Amine Helali and
Matthias Löwe Hitting times, commute times, and cover
times for random walks on random
hypergraphs . . . . . . . . . . . . . . Article 108535
Lei Hua and
Alan Polansky and
Paramahansa Pramanik Assessing bivariate tail
non-exchangeable dependence . . . . . . Article 108556
Abdul Sathar E. I. and
Viswakala K. V. Non-parametric estimation of
Kullback--Leibler discrimination
information based on censored data . . . Article 108531
Lanpeng Ji and
Peng Liu and
Stephan Robert Tail asymptotic behavior of the supremum
of a class of chi-square processes . . . Article 108551
M. C. Jones Inverting Khintchine's relationship and
generating length biased data . . . . . Article 108539
Gunhee Kim and
Geon Ho Choe Limit properties of continuous
self-exciting processes . . . . . . . . Article 108558
Daisuke Kurisu On nonparametric inference for spatial
regression models under domain expanding
and infill asymptotics . . . . . . . . . Article 108543
Vi LE Reflected Brownian motion with a drift
that depends on its local time . . . . . Article 108546
Ulrich K. Müller Refining the central limit theorem
approximation via extreme value theory Article 108564
Zacarias Panga and
Luísa Pereira On the almost sure convergence for the
joint version of maxima and minima of
stationary sequences . . . . . . . . . . Article 108540
Bruno N. Rémillard and
Jean Vaillancourt Detecting periodicity from the
trajectory of a random walk in random
environment . . . . . . . . . . . . . . Article 108568
Youngsoo Seol Limit theorems for an inverse Markovian
Hawkes process . . . . . . . . . . . . . Article 108580
X. Shi and
A. Wong and
S. Zheng Approximations of the cumulative
distribution function for infinite
weighted sum of random variables . . . . Article 108567
Qun Shi Generalized fractional BSDE with jumps
and Lipschitz coefficients . . . . . . . Article 108549
Ezequiel Smucler Consistency of generalized dynamic
principal components in dynamic factor
models . . . . . . . . . . . . . . . . . Article 108536
Stefan Steinerberger A sharp estimate for probability
distributions . . . . . . . . . . . . . Article 108584
Darren Sugrue Introducing article numbering to
\booktitleStatistics and Probability
Letters . . . . . . . . . . . . . . . . Article 108573
Zhiqiang Tan On doubly robust estimation for logistic
partially linear models . . . . . . . . Article 108577
Hongping Wu and
Xiaomin Cao and
Caifeng Du Estimating equations of additive mean
residual life model with censored
length-biased data . . . . . . . . . . . Article 108552
Hui Yang Scaling limit of the local time of the
reflected $ (1, 2)$-random walk . . . . Article 108578
Xianye Yu Non-Lipschitz anticipated backward
stochastic differential equations driven
by fractional Brownian motion . . . . . Article 108582
Linjie Zhao and
Dayue Chen The invariant measures and the limiting
behaviors of the facilitated TASEP . . . Article 108557
Shoujiang Zhao and
Qianqian Zhou On large deviation expansion for
log-likelihood ratio of non-homogeneous
Ornstein--Uhlenbeck processes . . . . . Article 108560
Jiahui Zhu and
Zdzis\law Brze\'zniak and
Wei Liu $ L_p $-solutions for stochastic
Navier--Stokes equations with jump noise Article 108563
Ryoichi Suzuki Correction to ``Malliavin
differentiability of indicator functions
on canonical Lévy spaces'' [Statist.
Probab. Lett. \bf 137 (2018) 183--190] Article 108614
V. Skorniakov Erratum to ``On asymptotic normality of
certain linear rank statistics''
[Statist. Probab. Lett. \bf 145 (2019)
63--73] . . . . . . . . . . . . . . . . Article 108608
P. Borges and
J. Rodrigues and
N. Balakrishnan and
J. Bazán Erratum to ``A COM--Poisson type
generalization of the binomial
distribution and its properties and
applications'' [Statist. Probab. Lett.
\bf 87 (2014) 158--166] . . . . . . . . ??