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Content
2014, Volume 95, Issue C
- 15-25 Estimation and test procedures for composite quantile regression with covariates missing at random
by Ning, Zijun & Tang, Linjun
- 26-32 Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs
by Govindan, T.E.
- 33-38 An asymptotically minimax kernel machine
by Ghosh, Debashis
- 39-47 Records with confirmation
by Nevzorov, V.B. & Stepanov, A.
- 48-56 The distribution of the maximum of the multivariate AR(p) and multivariate MA(p) processes
by Withers, Christopher S. & Nadarajah, Saralees
- 57-62 The one-sided posterior predictive p-value for Fieller’s problem
by Zhao, Guimei & Xu, Xingzhong
- 63-70 Adaptive FWER control procedure for grouped hypotheses
by Zhao, Haibing
- 71-76 Semi-Markov and reward fields
by Soltani, A.R. & Ghasemi, H.
- 77-84 Extension of Mood’s median test for survival data
by Chen, Zhongxue
- 85-91 On the moments of order statistics coming from the Topp–Leone distribution
by MirMostafaee, S.M.T.K.
- 92-100 Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors
by Jung, Yeun Ji & Hobert, James P.
- 101-109 Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables
by Sreehari, Maddipatla & Divanji, Gooty
- 110-117 A generalized boxplot for skewed and heavy-tailed distributions
by Bruffaerts, Christopher & Verardi, Vincenzo & Vermandele, Catherine
- 118-124 A linear regression model with persistent level shifts: An alternative to infill asymptotics
by Woody, Jonathan & Lund, Robert
- 125-131 Default barrier intensity model for credit risk evaluation
by Elhiwi, Majdi
- 132-138 Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion
by Donald, Stephen G. & Hsu, Yu-Chin & Lieli, Robert P.
- 139-143 A weak-type inequality for the martingale square function
by Osȩkowski, Adam
- 144-149 On location mixtures with Pólya frequency components
by Balabdaoui, Fadoua & Butucea, Cristina
- 150-154 A simple root-N-consistent semiparametric estimator for discrete duration models
by Reza, Sadat & Rilstone, Paul
2014, Volume 94, Issue C
- 1-11 Small noise fluctuations of the CIR model driven by α-stable noises
by Ma, Chunhua & Yang, Xu
- 12-20 Variable selection in infinite-dimensional problems
by Aneiros, Germán & Vieu, Philippe
- 21-28 Optimal rejection curves for exact false discovery rate control
by Habiger, Joshua D. & Adekpedjou, Akim
- 29-38 A fluctuation limit theorem for a critical branching process with dependent immigration
by Guo, Hongsong & Zhang, Mei
- 39-47 A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion
by Kim, Jeong-Hoon & Park, Sang-Hyeon
- 48-55 On pre-exit joint occupation times for spectrally negative Lévy processes
by Li, Yingqiu & Zhou, Xiaowen
- 56-62 On infinitely divisible distributions with polynomially decaying characteristic functions
by Trabs, Mathias
- 63-68 A Baum–Katz theorem for i.i.d. random variables with higher order moments
by Chen, Pingyan & Sung, Soo Hak
- 69-76 Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models
by Wu, Rongning
- 77-85 Wasserstein-Divergence transportation inequalities and polynomial concentration inequalities
by Ding, Ying
- 86-90 On dynamics of volatilities in nonstationary GARCH models
by Li, Dong & Li, Muyi & Wu, Wuqing
- 91-97 Sharp L2logL inequalities for the Haar system and martingale transforms
by Osȩkowski, Adam
- 98-105 Estimating the transition matrix of a Markov chain observed at random times
by Barsotti, Flavia & De Castro, Yohann & Espinasse, Thibault & Rochet, Paul
- 106-112 Improving bias in kernel density estimation
by Mynbaev, Kairat T. & Nadarajah, Saralees & Withers, Christopher S. & Aipenova, Aziza S.
- 113-118 Non-causal strictly stationary solutions of random recurrence equations
by Brandes, Dirk-Philip & Lindner, Alexander
- 119-127 A robust and efficient estimation method for single-index varying-coefficient models
by Yang, Hu & Guo, Chaohui & Lv, Jing
- 128-134 Computing subsignatures of systems with exchangeable component lifetimes
by Marichal, Jean-Luc
- 135-143 Approximation of inverse moments of discrete distributions
by Phillips, T.R.L. & Zhigljavsky, A.
- 144-152 Structure of the third moment of the generalized Rosenblatt distribution
by Bai, Shuyang & Taqqu, Murad S.
- 153-161 A note on processes with random stationary increments
by Zhang, Haimeng & Huang, Chunfeng
- 162-169 On the construction of restricted minimum aberration designs
by Suen, Chung-yi & Das, Ashish & Midha, C.K.
- 170-175 On cumulative residual entropy of order statistics
by Park, Sangun & Kim, Ilmun
- 176-180 The limiting failure rate for a convolution of gamma distributions
by Block, Henry W. & Langberg, Naftali A. & Savits, Thomas H.
- 181-191 Consistency of a numerical approximation to the first principal component projection pursuit estimator
by Bali, Juan Lucas & Boente, Graciela
- 192-195 Remarks on the factorization property of some random integrals
by Jurek, Zbigniew J.
- 196-203 A multiple window scan statistic for time series models
by Wang, Xiao & Zhao, Bo & Glaz, Joseph
- 204-213 Aggregation of spectral density estimators
by Chang, Christopher & Politis, Dimitris
- 214-220 The finite sample breakdown point of PCS
by Schmitt, Eric & Öllerer, Viktoria & Vakili, Kaveh
- 221-229 Uniform asymptotics for the tail probability of weighted sums with heavy tails
by Zhang, Chenhua
- 230-235 Necessary and sufficient conditions for Hölder continuity of Gaussian processes
by Azmoodeh, Ehsan & Sottinen, Tommi & Viitasaari, Lauri & Yazigi, Adil
- 236-238 A general central limit theorem for strong mixing sequences
by Ekström, Magnus
- 239-247 Space-filling Latin hypercube designs based on randomization restrictions in factorial experiments
by Ranjan, Pritam & Spencer, Neil
- 248-256 Assessing the relationship of evolutionary rates and functional variables by mixture estimating equations
by Lin, Pei-Sheng & Chen, Feng-Chi & Kuo, Shu-Fu & Kung, Yi-Hung
- 257-266 On integration with respect to the q-Brownian motion
by Bryc, Włodek
- 267-272 Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives
by Liu, Kai
2014, Volume 93, Issue C
- 1-6 Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators
by Park, Junyong
- 7-13 Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations
by Efromovich, Sam
- 14-18 A new test of independence for high-dimensional data
by Mao, Guangyu
- 19-26 Bayesian dynamic financial networks with time-varying predictors
by Durante, Daniele & Dunson, David B.
- 27-33 Minimum divergence estimators, maximum likelihood and exponential families
by Broniatowski, Michel
- 34-40 Identification of the occurrence of boundary solutions in a contingency table with nonignorable nonresponse
by Park, Yousung & Kim, Daeyoung & Kim, Seongyong
- 41-45 A note on the identifiability of nonparametric and semiparametric mixtures of GLMs
by Wang, Shaoli & Yao, Weixin & Huang, Mian
- 46-57 Extremal behavior of pMAX processes
by Ferreira, Helena & Ferreira, Marta
- 58-64 A note on the first passage time of diffusions with holding and jumping boundary
by Peng, Jun
- 65-71 New lower bound for centered L2-discrepancy of four-level U-type designs
by Elsawah, A.M. & Qin, Hong
- 72-77 A stochastic model for assessing the utility of chance
by Bose, Sudip
- 78-86 Bias-correction of the maximum likelihood estimator for the α-Brownian bridge
by Görgens, Maik & Thulin, Måns
- 87-95 Small value probabilities for supercritical multitype branching processes with immigration
by Chu, Weijuan
- 96-101 Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
by Zinodiny, S. & Rezaei, S. & Nadarajah, S.
- 102-107 Nonparametric recursive quantile estimation
by Kohler, Michael & Krzyżak, Adam & Walk, Harro
- 108-115 Resolvable orthogonal array-based uniform sliced Latin hypercube designs
by Yang, Xue & Chen, Hao & Liu, Min-Qian
- 116-125 A smoothing stochastic algorithm for quantile estimation
by Amiri, Aboubacar & Thiam, Baba
- 126-133 A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint
by Wang, Lu & Shen, Jincheng & Thall, Peter F.
- 134-142 Bootstrapping the empirical distribution of a linear process
by El Ktaibi, Farid & Gail Ivanoff, B. & Weber, Neville C.
2014, Volume 91, Issue C
- 1-5 Can the bounds in the multivariate Chebyshev inequality be attained?
by Navarro, Jorge
- 6-13 On the non existence of unbiased estimators of risk for spherically symmetric distributions
by Fourdrinier, Dominique & Strawderman, William
- 14-19 Langevin diffusions and the Metropolis-adjusted Langevin algorithm
by Xifara, T. & Sherlock, C. & Livingstone, S. & Byrne, S. & Girolami, M.
- 20-26 On idiosyncratic stochasticity of financial leverage effects
by Bretó, Carles
- 27-31 A theorem on CUB models for rank data
by Iannario, Maria & Piccolo, Domenico
- 32-40 On wavelet projection kernels and the integrated squared error in density estimation
by Giné, Evarist & Madych, W.R.
- 41-46 On finite long run costs and rewards in infinite Markov chains
by Baumann, Hendrik & Sandmann, Werner
- 47-51 On the probability of two randomly generated S-permutation matrices to be disjoint
by Yordzhev, Krasimir
- 52-54 A non-commutative version of Lépingle–Yor martingale inequality
by Qiu, Yanqi
- 55-61 Geometric ergodicity of the Gibbs sampler for the Poisson change-point model
by Fitzpatrick, Matthew
- 62-68 Chaos expansion and asymptotic behavior of the Pareto distribution
by Tudor, Ciprian A.
- 69-75 Shorter nonparametric prediction intervals for an order statistic from a future sample
by Frey, Jesse
- 76-82 Complete moment convergence for i.i.d. random variables
by Qiu, Dehua & Chen, Pingyan
- 83-89 Stochastic equations for two-type continuous-state branching processes with immigration and competition
by Ma, Rugang
- 90-97 Robust variable selection for nonlinear models with diverging number of parameters
by Lv, Zhike & Zhu, Huiming & Yu, Keming
- 98-106 On positivity of the variance of a tracer moving in a divergence-free Gaussian random field
by Chojecki, Tymoteusz & Komorowski, Tomasz
- 107-109 On the support of the simple branching random walk
by Johnson, Torrey
- 110-116 On reparametrization and the Gibbs sampler
by Román, Jorge Carlos & Hobert, James P. & Presnell, Brett
- 117-123 Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models
by Wang, Hui & Pan, Jiazhu
- 124-134 Parameter estimation in two-type continuous-state branching processes with immigration
by Xu, Wei
- 135-144 Large deviation for a least squares estimator in a nonlinear regression model
by Yang, Wenzhi & Hu, Shuhe
- 145-152 The large-maturity smile for the Stein–Stein model
by Forde, Martin
- 153-161 An improved robust association test for GWAS with multiple diseases
by Chen, Zhongxue & Huang, Hanwen & Ng, Hon Keung Tony
- 162-170 Closure property and maximum of randomly weighted sums with heavy-tailed increments
by Yang, Yang & Leipus, Remigijus & Šiaulys, Jonas
- 171-180 Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables
by Yan, Jun
- 181-191 Distribution of eigenvalues of large Euclidean matrices generated from lp ellipsoid
by Zeng, Xingyuan
2014, Volume 90, Issue C
- 1-10 On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models
by Ren, Xingwei
- 11-16 Convergence bound in total variation for an image restoration model
by Jovanovski, Oliver
- 17-24 Inference for the treatment effects in two sample problems with right-censored and length-biased data
by Lin, Cunjie & Zhou, Yong
- 25-32 Asymptotic theory for LAD estimation of moderate deviations from a unit root
by Zhou, Zhiyong & Lin, Zhengyan
- 33-41 Convergence to the maximum process of a fractional Brownian motion with shot noise
by Wang, Yizao
- 42-45 A dexterous randomized response model for estimating a rare sensitive attribute using Poisson distribution
by Singh, Housila P. & Tarray, Tanveer A.
- 46-52 A stable manifold MCMC method for high dimensions
by Beskos, Alexandros
- 53-59 A new class of distribution-free tests for testing ordered location parameters based on sub-samples
by Gaur, Anil
- 60-67 On piecewise linear processes
by Ratanov, Nikita
- 68-77 Correlation structure of time-changed Pearson diffusions
by Mijena, Jebessa B. & Nane, Erkan
- 78-84 Estimating the parameters of an α-stable distribution using the existence of moments of order statistics
by Mohammadi, Mohammad & Mohammadpour, Adel
- 85-92 The randomly stopped geometric Brownian motion
by Balanzario, Eugenio P. & Ramírez, Rosalva Mendoza & Ortiz, Jorge Sánchez
- 93-99 Karhunen–Loève expansion for additive Slepian processes
by Liu, Jin V. & Huang, Zongfu & Mao, Hongjun
- 100-107 Asymptotic approximation for the probability density function of an arbitrary sequence of random variables
by Joutard, Cyrille
- 108-113 Combining a regression model with a multivariate Markov chain in a forecasting problem
by Damásio, Bruno & Nicolau, João
- 114-120 Coherent and convex risk measures for portfolios with applications
by Wei, Linxiao & Hu, Yijun
- 121-128 On testing the coefficient of variation in an inverse Gaussian population
by Chaubey, Yogendra P. & Sen, Debaraj & Saha, Krishna K.
- 129-135 Non-parametric estimation of the generalized past entropy function with censored dependent data
by Maya, R. & Abdul-Sathar, E.I. & Rajesh, G.
- 136-139 Asymptotic normality for discretely observed Markov jump processes with an absorbing state
by Kremer, Alexander & Weißbach, Rafael
- 140-148 Worst-case optimal investment with a random number of crashes
by Belak, Christoph & Christensen, Sören & Menkens, Olaf
- 149-154 On the use of the Borel–Cantelli lemma in Markov chains
by Stepanov, Alexei
2014, Volume 88, Issue C
- 1-8 On the effect of perturbation of conditional probabilities in total variation
by Abate, Alessandro & Redig, Frank & Tkachev, Ilya
- 9-14 Bayesian model comparison: Log scores and DIC
by Krnjajić, Milovan & Draper, David
- 15-26 Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time
by Li, Xiaohu & Wu, Jintang
- 27-39 Estimation of the Cholesky decomposition in a conditional independent normal model with missing data
by He, Daojiang & Xu, Kai
- 40-49 Type II bivariate Pólya–Aeppli distribution
by Minkova, Leda D. & Balakrishnan, N.
- 50-55 Efficient almost-exact Lévy area sampling
by Malham, Simon J.A. & Wiese, Anke
- 56-61 On the limiting probabilities of the M/Er/1 queueing system
by Martínez V., José M. & Vallejos C., Reinaldo A. & Barría M., Marta
- 62-65 A generalization of Chebyshev’s inequality for Hilbert-space-valued random elements
by Budny, Katarzyna
- 66-72 On perturbation bounds for continuous-time Markov chains
by Zeifman, A.I. & Korolev, V.Yu.
- 73-79 On stochastic comparisons of residual life time at random time
by Dewan, Isha & Khaledi, Baha-Eldin
- 80-87 Capturing patterns via parsimonious t mixture models
by Lin, Tsung-I & McNicholas, Paul D. & Ho, Hsiu J.
- 88-90 A determinantal inequality for correlation matrices
by Olkin, Ingram
- 91-98 Trajectory composition of Poisson time changes and Markov counting systems
by Bretó, Carles
- 99-106 Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale
by Zaigraev, A. & Podraza-Karakulska, A.
- 107-117 A limit theorem for local time and application to random sets
by Laissaoui, Diffalah & Benchérif-Madani, Abdelatif
- 118-126 Bounds on convergence for the empirical vector of the Curie–Weiss–Potts model with a non-zero external field vector
by Martschink, Bastian
- 127-132 R-optimal designs in random coefficient regression models
by Liu, Xin & Yue, Rong-Xian & Chatterjee, Kashinath
- 133-140 Some new normal comparison inequalities related to Gordon’s inequality
by Lu, Dawei & Wang, Xiaoguang
- 141-148 On the probability of conjunctions of stationary Gaussian processes
by Dȩbicki, Krzysztof & Hashorva, Enkelejd & Ji, Lanpeng & Tabiś, Kamil
- 149-156 Large deviations for subordinated Brownian motion and applications
by Gajda, Janusz & Magdziarz, Marcin
- 157-164 MTD models for aggregate data from higher order Markov chains
by Kaur, Inderdeep
- 165-173 The M-estimator for functional linear regression model
by Huang, Lele & Wang, Huiwen & Zheng, Andi
- 174-183 A probabilistic approach for gradient estimates on time-inhomogeneous manifolds
by Cheng, Li-Juan
- 184-189 Asymptotic power of likelihood ratio tests for high dimensional data
by Wang, Cheng
- 190-196 Gamma shared frailty model based on reversed hazard rate for bivariate survival data
by Hanagal, David D. & Pandey, Arvind
2014, Volume 87, Issue C
- 1-6 Uniqueness condition for an auto-logistic model
by Rulloni, Valeria
- 7-11 A note on a result by W. Hoeffding
by Borisov, I.S.
- 12-17 Assumptions regarding right censoring in the presence of left truncation
by Qian, Jing & Betensky, Rebecca A.
- 18-26 Cumulants of multinomial and negative multinomial distributions
by Withers, Christopher S. & Nadarajah, Saralees
- 27-30 Generating random correlation matrices by the simple rejection method: Why it does not work
by Böhm, Walter & Hornik, Kurt
- 31-39 Adaptive linear step-up multiple testing procedure with the bias-reduced estimator
by Kim, Donggyu & Zhang, Chunming
- 40-47 On a leader election algorithm: Truncated geometric case study
by Kalpathy, Ravi & Ward, Mark Daniel
- 48-53 Itô’s formula for Walsh’s Brownian motion and applications
by Hajri, Hatem & Touhami, Wajdi
- 54-60 Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations
by Wang, Guanying & Wang, Xingchun & Wang, Yongjin
- 61-69 Bootstrapping the nonparametric ARCH regression model
by Shimizu, Kenichi
- 70-75 Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss–Markov process
by Kleptsyna, Marina & Le Breton, Alain & Ycart, Bernard
- 76-85 The dual multivariate Charlier and Edgeworth expansions
by Withers, Christopher S. & Nadarajah, Saralees
- 86-93 Monotone false discovery rate
by Won, Joong-Ho & Lim, Johan & Yu, Donghyeon & Kim, Byung Soo & Kim, Kyunga
- 94-97 Identification of survival functions through hazard functions in the Clayton-family
by Sen, Arusharka & Stute, Winfried
- 98-104 A time-dependent busy period queue length formula for the M/Ek/1 queue
by Baek, Jung Woo & Moon, Seung Ki & Lee, Ho Woo
- 105-107 On convergence of randomly indexed sequences; a counterexample based on the St. Petersburg game
by Gut, Allan
- 108-114 Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions
by Goegebeur, Yuri & Guillou, Armelle & Verster, Andréhette
- 115-120 Hoeffding’s inequalities for geometrically ergodic Markov chains on general state space
by Miasojedow, Błażej
- 121-124 A note on integrated periodic GARCH processes
by Bibi, Abdelouahab & Lescheb, Ines
- 125-133 Inference on the Lévy measure in case of noisy observations
by Vetter, Mathias
- 134-142 Feasible criterion for designs based on fixed effect ANOVA model
by Wang, Xiaodi & Zhang, Yingshan & Tang, Yincai
- 143-148 On the E-optimality of blocked main effects plans when n≡3 (mod 4)
by Jacroux, Mike & Kealy-Dichone, Bonni
- 149-157 Smoothing of stepwise multiple testing procedures
by Gordon, Alexander Y.
- 158-166 A COM–Poisson type generalization of the binomial distribution and its properties and applications
by Borges, Patrick & Rodrigues, Josemar & Balakrishnan, Narayanaswamy & Bazán, Jorge
- 167-174 Tail asymptotics of random sum and maximum of log-normal risks
by Hashorva, Enkelejd & Kortschak, Dominik
- 175-183 Dividend problems in the dual model with diffusion and exponentially distributed observation time
by Liu, Xiao & Chen, Zhenlong
- 184-190 A remark on quasi-ergodicity of ultracontractive Markov processes
by Chen, Jinwen & Jian, Siqi
2014, Volume 86, Issue C
- 1-6 Small deviation probabilities of weighted sums under minimal moment assumptions
by Rozovsky, L.V.
- 7-16 Empirical process of residuals for regression models with long memory errors
by Lorek, Paweł & Kulik, Rafał
- 17-23 Concentration inequalities via zero bias couplings
by Goldstein, Larry & Işlak, Ümit
- 24-29 Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent
by Mishura, Yuliya
- 30-37 Large and moderate deviations of realized covolatility
by Djellout, Hacène & Samoura, Yacouba
- 38-43 On Bartlett correctability of empirical likelihood in generalized power divergence family
by Camponovo, Lorenzo & Otsu, Taisuke
- 44-49 Numerical distribution functions for seasonal stability tests
by Díaz-Emparanza, Ignacio & Moral, M. Paz
- 50-60 Quasi-maximum likelihood estimation for multiple volatility shifts
by Kim, Moosup & Lee, Taewook & Noh, Jungsik & Baek, Changryong
- 61-67 On the central limit theorem for modulus trimmed sums
by Bazarova, Alina & Berkes, István & Horváth, Lajos
- 68-73 New John–Nirenberg inequalities for martingales
by Yi, Rui & Wu, Lian & Jiao, Yong
- 74-79 Weak convergence of Markov-modulated diffusion processes with rapid switching
by Huang, Gang & Mandjes, Michel & Spreij, Peter
- 80-84 On Cox–Kemperman moment inequalities for independent centered random variables
by Ruzankin, P.S.
- 85-90 Empirical likelihood test for high dimensional linear models
by Peng, Liang & Qi, Yongcheng & Wang, Ruodu
- 91-98 Tight lower bound on the probability of a binomial exceeding its expectation
by Greenberg, Spencer & Mohri, Mehryar
2014, Volume 85, Issue C
- 1-5 SIR epidemic models with general infectious period distribution
by Clancy, Damian
- 6-14 Simultaneous confidence band for single-index random effects models with longitudinal data
by Yang, Suigen & Xue, Liugen & Li, Gaorong
- 15-19 Finiteness of hitting times under taboo
by Bulinskaya, Ekaterina Vladimirovna
- 20-24 Changing statistical significance with the amount of information: The adaptive α significance level
by Pérez, María-Eglée & Pericchi, Luis Raúl
- 25-35 Unilateral counterparty risk valuation of CDS using a regime-switching intensity model
by Dong, Yinghui & Yuen, Kam C. & Wu, Chongfeng
- 36-44 On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes
by Bercu, Bernard & Proïa, Frédéric & Savy, Nicolas
- 45-50 A note on the gambling team method
by Zajkowski, Krzysztof
- 51-62 Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition
by Tahmasebi, M.
- 63-68 Some approximations of the logistic distribution with application to the covariance matrix of logistic regression
by Pingel, Ronnie
- 69-77 Sign tests using ranked set sampling with unequal set sizes
by Zhang, Liangyong & Dong, Xiaofang & Xu, Xingzhong
- 78-83 Poisson’s equation for discrete-time single-birth processes
by Jiang, Shuxia & Liu, Yuanyuan & Yao, Shuai
- 84-90 Small Box–Behnken designs with orthogonal blocks
by Pham, Tung-Dinh & Nguyen, Nam-Ky
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