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Content
August 2007, Volume 77, Issue 14
- 1479-1485 Gibbs and autoregressive Markov processes
by Nieto-Barajas, Luis E. & Walker, Stephen G.
- 1486-1489 Inequalities on the overshoot beyond a boundary for independent summands with differing distributions
by Spouge, John L.
- 1490-1496 Identification of moving average process with infinite variance
by Rosadi, Dedi
- 1497-1504 L1-rate of convergence of smoothed histogram
by Bouezmarni, T. & Mesfioui, M. & Rolin, J.M.
- 1505-1514 The capacity of q-state Potts neural networks with parallel retrieval dynamics
by Löwe, Matthias & Vermet, Franck
- 1515-1521 Influence analysis of non-Gaussianity by applying projection pursuit
by Huang, Yufen & Cheng, Ching-Ren & Wang, Tai-Ho
- 1522-1525 The impact on ruin probabilities of the association structure among financial risks
by Tang, Qihe & Vernic, Raluca
- 1526-1534 Rates of strong uniform consistency for local least squares kernel regression estimators
by Blondin, David
July 2007, Volume 77, Issue 13
- 1403-1412 The supremum of random walk with negatively associated and heavy-tailed steps
by Wang, Dingcheng & Chen, Pingyan & Su, Chun
- 1413-1417 Alternative ways of obtaining Hausman's test using artificial regressions
by Baltagi, Badi H. & Liu, Long
- 1418-1427 Stationarity domains for [delta]-power Garch process with heavy tails
by Bellini, Fabio & Bottolo, Leonardo
- 1428-1438 Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process
by Liu, Ji-Chun
- 1439-1448 Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors
by Hwang, S.Y. & Kim, S. & Lee, S.D. & Basawa, I.V.
- 1449-1458 On Hinkley's estimator: Inference about the change point
by Fotopoulos, S.B. & Jandhyala, V.K.
- 1459-1466 Fisher information matrix for a four-parameter kappa distribution
by Park, Jeong-Soo & Yoon Kim, Tae
- 1467-1472 On stochastic orderings between residual record values
by Khaledi, Baha-Eldin & Shojaei, Roohollah
July 2007, Volume 77, Issue 12
- 1165-1175 Rescaled range analysis in the presence of stochastic trend
by Aue, Alexander & Horváth, Lajos & Steinebach, Josef
- 1176-1184 Optimal times for software release when repair is imperfect
by Boland, Philip J. & Ní Chuív, Nóra
- 1185-1189 St. Petersburg games with the largest gains withheld
by Csörgo, Sándor & Simons, Gordon
- 1190-1200 A Karhunen-Loeve expansion for a mean-centered Brownian bridge
by Deheuvels, Paul
- 1201-1213 Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections
by Doksum, Kjell & Ozeki, Akichika & Kim, Jihoon & Chaibub Neto, Elias
- 1214-1224 On the convergence rate of fixed design regression estimators for negatively associated random variables
by Gu, Wentao & Roussas, George G. & Tran, Lanh T.
- 1225-1234 Time series smoothing by penalized least squares
by Guerrero, Victor M.
- 1235-1247 Inclusion and exclusion of data or parameters in the general linear model
by Jammalamadaka, S. Rao & Sengupta, D.
- 1248-1257 Brittle power: On Roman Emperors and exponential lengths of rule
by Khmaladze, Estate & Brownrigg, Ray & Haywood, John
- 1258-1268 Extensions of the Markov chain marginal bootstrap
by Kocherginsky, Masha & He, Xuming
- 1269-1281 Test-based classification: A linkage between classification and statistical testing
by Liao, Shu-Min & Akritas, Michael
- 1282-1287 On exact Type I and Type II errors of Cochran's test
by Lou, W.Y. Wendy & Fu, James C.
- 1288-1299 Squeezing the last drop: Cluster-based classification algorithm
by Mehrotra, Kishan G. & Ozgencil, Necati E. & McCracken, Nancy
- 1300-1311 Efficient Gibbs sampler for Bayesian analysis of a sample selection model
by Omori, Yasuhiro
- 1312-1321 Normal order statistics and sums of geometric random variables in treatment allocation problems
by Rukhin, Andrew L.
- 1322-1331 Prediction in invertible linear processes
by Schick, Anton & Wefelmeyer, Wolfgang
- 1332-1338 Shot-noise processes and the minimal martingale measure
by Schmidt, Thorsten & Stute, Winfried
- 1339-1344 Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
by Shaked, Moshe
- 1345-1353 A test based on quantile score for c-sample randomized block design
by Sim, Songyong
- 1354-1361 Betting on residual life: The caveats of conditioning
by Singpurwalla, Nozer D.
- 1362-1370 Simultaneous testing of multiple hypotheses using generalized p-values
by Tsui, Kam-Wah & Tang, Shijie
- 1371-1376 Rate of convergence of k-step Newton estimators to efficient likelihood estimators
by Verrill, Steve
- 1377-1384 Orthogonality and D-optimality of the U-type design under general Fourier regression models
by Xie, Min-Yu & Ning, Jian-Hui & Fang, Kai-Tai
- 1385-1393 Testing treatment effect by combining weighted log-rank tests and using empirical likelihood
by Yang, Song & Zhao, Yichuan
- 1394-1402 Generalized weighted additive models based on distribution functions
by Yeo, In-Kwon
June 2007, Volume 77, Issue 11
- 1043-1049 Generalized n-Paul paradox
by Kevei, Péter
- 1050-1060 On complete convergence for arrays of rowwise dependent random variables
by Kuczmaszewska, Anna
- 1061-1069 Proof load designs for estimation of dependence in a bivariate Weibull model
by Johnson, Richard A. & Lu, Wenqing
- 1070-1076 The minimal entropy measure and an Esscher transform in an incomplete market model
by Monoyios, Michael
- 1077-1083 Experimentation on heterogeneous experimental units
by Weerahandi, Samaradasa & Koschat, Martin A.
- 1084-1090 Heteroscedastic symmetrical linear models
by Cysneiros, Francisco José A. & Paula, Gilberto A. & Galea, Manuel
- 1091-1097 Optimal convergence rates for density estimation from grouped data
by Meister, Alexander
- 1098-1105 A note on absorption probabilities in one-dimensional random walk via complex-valued martingales
by Gilliland, Dennis & Levental, Shlomo & Xiao, Yimin
- 1106-1110 Some strong limit theorems of weighted sums for negatively dependent generalized Gaussian random variables
by Amini, M. & Zarei, H. & Bozorgnia, A.
- 1111-1116 Some measures for asymmetry of distributions
by Boshnakov, Georgi N.
- 1117-1122 Kolmogorov inequalities for the partial sum of independent Bernoulli random variables
by Mavrikiou, Petroula M.
- 1123-1132 Optimal Poisson quantisation
by Molchanov, Ilya & Tontchev, Nikolay
- 1133-1136 Random convex combinations of order statistics
by Beutner, Eric & Kamps, Udo
- 1137-1147 Generalized skew-Cauchy distribution
by Huang, Wen-Jang & Chen, Yan-Hau
- 1148-1157 A preorder relation for Markov reward processes
by Daly, David & Buchholz, Peter & Sanders, William H.
- 1158-1164 The stationary seasonal hyperbolic asymmetric power ARCH model
by Diongue, Abdou Kâ & Guégan, Dominique
June 2007, Volume 77, Issue 10
- 937-941 Consistency of minimum divergence estimators based on grouped data
by Bassetti, Federico & Bodini, Antonella & Regazzini, Eugenio
- 942-951 The uniqueness of extremum estimation
by Krätschmer, Volker
- 952-963 On complete convergence of triangular arrays of independent random variables
by Berkes, István & Weber, Michel
- 964-972 Fisher information in record values and their concomitants about dependence and correlation parameters
by Amini, Morteza & Ahmadi, J.
- 973-980 Optimal correction of an indefinite estimated MA spectral density matrix
by Stoica, Petre & Xu, Luzhou & Li, Jian & Xie, Yao
- 981-988 A note on proportional hazards and proportional odds models
by Chen, Shande & Manatunga, Amita K.
- 989-994 Lattice polynomials of random variables
by Dukhovny, Alexander
- 995-1003 The pair correlation function of spatial Hawkes processes
by Møller, Jesper & Torrisi, Giovanni Luca
- 1004-1013 Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
by Meintanis, Simos & Swanepoel, Jan
- 1014-1020 Goodness-of-fit test for response adaptive clinical trials
by Yi, Yanqing & Wang, Xikui
- 1021-1033 Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum
by Ladoucette, Sophie A.
- 1034-1042 A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model
by Wang, Lan
May 2007, Volume 77, Issue 9
- 863-872 U-statistics based on the Green's function of the Laplacian on the circle and the sphere
by Pycke, J.-R.
- 873-880 The distribution of the first [beta] point in the classical risk model with interest
by Li, Zhigang & Wu, Rong & Du, Yonghong
- 881-884 Can any multivariate gaussian vector be interpreted as a sample from a stationary random process?
by Perrin, Olivier & Schlather, Martin
- 885-895 On sequential detection of parameter changes in linear regression
by Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef
- 896-900 On the connection between model selection criteria and quadratic discrimination in ARMA time series models
by Galeano, Pedro & Peña, Daniel
- 901-906 Balanced residual treatment effects designs of first order for correlated observations
by Aggarwal, M.L. & Deng, Lih-Yuan & Jha, Mithilesh Kumar
- 907-913 Bayesian nonparametric inference of stochastically ordered distributions, with Pólya trees and Bernstein polynomials
by Karabatsos, George & Walker, Stephen G.
- 914-919 Constrained estimators of treatment parameters in semiparametric models
by Przystalski, Marcin & Krajewski, Pawel
- 920-924 Shiga-Watanabe's time inversion property for self-similar diffusion processes
by Vuolle-Apiala, Juha
- 925-930 Asymptotic properties of a double penalized maximum likelihood estimator in logistic regression
by Gao, Sujuan & Shen, Jianzhao
- 931-936 Variational form of the large deviation functional
by Comman, Henri
April 2007, Volume 77, Issue 8
- 761-768 Ruin problems in risk models with dependent rates of interest
by Gao, Qi-bing & Wu, Yao-hua & Zhu, Chun-hua & Wei, Guang-hua
- 769-773 Sensor analytics: radioactive gas concentration estimation and error propagation
by Anderson, Dale N. & Fagan, Deborah K. & Suarez, Rey & Hayes, Jim C. & McIntyre, Justin I.
- 774-781 Permutation and scale invariant one-sided approximate likelihood ratio tests
by Chongcharoen, Samruam & Wright, F.T.
- 782-794 Sharp estimation in sup norm with random design
by GaI¨ffas, Stéphane
- 795-802 Decomposition of supermartingales indexed by a linearly ordered set
by Cassese, Gianluca
- 803-810 Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors
by Zou, Guohua & Wan, Alan T.K. & Wu, Xiaoyong & Chen, Ti
- 811-816 Difference-based estimation for error variances in repeated measurement regression models
by Xu, Qinfeng & You, Jinhong
- 817-821 A note on sufficient dimension reduction
by Wen, Xuerong Meggie
- 822-825 Besov regularity of stochastic measures
by Radchenko, Vadym M.
- 826-831 The optional sampling theorem for submartingales in the sequentially planned context
by Fenoy, M. Mar & Ibarrola, Pilar
- 832-837 On the derivatives of the normalising constant of the Bingham distribution
by Kume, A. & Wood, Andrew T.A.
- 838-842 A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations
by Maejima, Makoto & Miura, Manabu
- 843-852 Adaptive deadband control of a drifting process with unknown parameters
by Lian, Zilong & del Castillo, Enrique
- 853-861 Conservative confidence intervals based on weighted means statistics
by Rukhin, Andrew L.
April 2007, Volume 77, Issue 7
- 667-680 A Darling-Siegert formula relating some Bessel integrals and random walks
by De Gregorio, A. & Orsingher, E.
- 681-686 Unfair gambles in probability
by Beam, John
- 687-692 Some properties of a multifractional Brownian motion
by Lin, Zhengyan & Zheng, Jing
- 693-703 A note on uniform consistency of monotone function estimators
by Neumeyer, Natalie
- 704-709 Some efficient estimators of the domain parameters
by Agrawal, M.C. & Midha, Chand K.
- 710-716 Stability under products of sufficient, minimal sufficient and complete [sigma]-fields in the Bayesian case
by Chacón, J.E. & Montanero, J. & Nogales, A.G. & Pérez, P.
- 717-725 A new family of slash-distributions with elliptical contours
by Gómez, Héctor W. & Quintana, Fernando A. & Torres, Francisco J.
- 726-734 Convergence of quadratic forms with nonvanishing diagonal
by Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S.
- 735-739 A note on the proportional hazards model with discontinuous data
by Yu, Qiqing
- 740-747 An application of reinforced urn processes to determining maximum tolerated dose
by Mezzetti, Maura & Muliere, Pietro & Bulla, Paolo
- 748-751 Moment representation of Bernoulli polynomial, Euler polynomial and Gegenbauer polynomials
by Sun, Ping
- 752-759 On processes with summable partial autocorrelations
by Debowski, Lukasz
March 2007, Volume 77, Issue 6
- 577-587 Life behavior of [delta]-shock model
by Li, Zehui & Kong, Xinbing
- 588-593 Entropy correlation coefficient for measuring predictive power of generalized linear models
by Eshima, Nobuoki & Tabata, Minoru
- 594-597 Ordering the dispersion of ordinary least squares under near-integration
by Bailey, Ralph W. & Burridge, Peter
- 598-603 A class of ordinal quasi-symmetry models for square contingency tables
by Kateri, Maria & Agresti, Alan
- 604-606 Generalization of Simmons' theorem
by Perrin, Olivier & Redside, Edmond
- 607-613 Efficient capital markets: A statistical definition and comments
by Milionis, Alexandros E.
- 614-620 On stochastic ordering for diffusion with jumps and applications
by Zhang, Xinsheng
- 621-624 Behavior of elemental sets in regression
by Olive, David J. & Hawkins, Douglas M.
- 625-631 Modified p-values for one-sided testing in restricted parameter spaces
by Wang, Hsiuying
- 632-643 Self-normalized Wittmann's laws of iterated logarithm in Banach space
by Deng, Dianliang
- 644-648 On the infinite divisibility of some skewed symmetric distributions
by Domínguez-Molina, J. Armando & Rocha-Arteaga, Alfonso
- 649-653 On the use of linear models in the estimation of the size of a population using capture-recapture data
by Huggins, Richard
- 654-657 Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian Bootstrap
by Parzen, Michael & Lipsitz, Stuart R.
- 658-666 A formula for transition density function under Girsanov transform
by Song, Ruili & Ying, Jiangang
March 2007, Volume 77, Issue 5
- 475-482 Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump
by Chou, Ching-Sung & Lin, Hsien-Jen
- 483-489 Quadratic prediction problems in finite populations
by Liu, Xu-Qing & Rong, Jian-Ying
- 490-496 Some characterizations of the spherical harmonics coefficients for isotropic random fields
by Baldi, Paolo & Marinucci, Domenico
- 497-502 Randomization in survival analysis
by Aletti, Giacomo & Saada, Diane
- 503-513 Age and residual lifetime distributions for branching processes
by Yakovlev, A. & Yanev, N.
- 514-524 Mitigating the effect of measurement errors in quantile estimation
by Schechtman, E. & Spiegelman, C.
- 525-529 Hierarchical structures associated with order functions
by Li, Deli & Qi, Yongcheng
- 530-538 Large deviations for random sums of negatively dependent random variables with consistently varying tails
by Chen, Yu & Zhang, Weiping
- 539-542 An example of a stationary, triplewise independent triangular array for which the CLT fails
by Kantorovitz, Miriam Ruth
- 543-548 Quasi-sure p-variation of fractional Brownian motion
by Cao, Guilan & He, Kai
- 549-557 Empirical likelihood inference for the mean residual life under random censorship
by Qin, Gengsheng & Zhao, Yichuan
- 558-565 A reversion of the Chernoff bound
by Theodosopoulos, Ted
- 566-575 Nonregular two-level designs of resolution IV or more containing clear two-factor interactions
by Yang, Guijun & Butler, Neil A.
February 2007, Volume 77, Issue 4
- 357-364 Characterization of the Dirichlet distribution on symmetric matrices
by Ben Farah, Mohamed & Hassairi, Abdelhamid
- 365-373 Properties of aging intensity function
by Nanda, Asok K. & Bhattacharjee, Subarna & Alam, S.S.
- 374-382 Empirical likelihood ratio test for the change-point problem
by Zou, Changliang & Liu, Yukun & Qin, Peng & Wang, Zhaojun
- 383-388 Extension of runs to the continuous-valued sequences
by Eryilmaz, Serkan
- 389-395 Stability of weighted averages of 2-exchangeable random variables
by Etemadi, N.
- 396-400 Strongly monotone q-functions and a note on strong ergodicity of monotone q-functions
by Li, Yangrong
- 401-406 An estimation procedure for a spatial-temporal model
by Landagan, Ohmar Z. & Barrios, Erniel B.
- 407-416 Multivariate extensions of Spearman's rho and related statistics
by Schmid, Friedrich & Schmidt, Rafael
- 417-425 Random integral representations for free-infinitely divisible and tempered stable distributions
by Jurek, Zbigniew J.
- 426-430 Optimal designs in multivariate linear models
by Markiewicz, A. & Szczepanska, A.
- 431-437 A note on quasi-likelihood for exponential families
by Annis, David H.
- 438-446 Superiority of the r-d class estimator over some estimators by the mean square error matrix criterion
by Özkale, M. Revan & KaçIranlar, Selahattin
- 447-454 Statistical interpretation of the importance of phase information in signal and image reconstruction
by Ni, Xuelei (Sherry) & Huo, Xiaoming
- 455-461 Averaged estimation of functional-coefficient regression models with different smoothing variables
by Zhang, Riquan & Li, Guoying
- 462-467 A variable bandwidth selector in multivariate kernel density estimation
by Wu, Tiee-Jian & Chen, Ching-Fu & Chen, Huang-Yu
- 468-473 Extensions of functional LIL w.r.t. (r, p)--Capacities on Wiener space
by Chen, Xiong & Balakrishnan, N.
February 2007, Volume 77, Issue 3
- 231-238 Applications of large deviations to optimal experimental designs
by Joutard, Cyrille
- 239-246 Large deviation principles with respect to the [tau]-topology for exchangeable sequences: A necessary and sufficient condition
by Ma, Yutao & Song, Qiongxia & Wu, Liming
- 247-255 A bootstrap method for assessing the dimension of a general regression problem
by Barrios, M. Pilar & Velilla, Santiago
- 256-264 Binary market models with memory
by Inoue, Akihiko & Nakano, Yumiharu & Anh, Vo
- 265-271 Splitting variable selection for multivariate regression trees
by Hsiao, Wei-Cheng & Shih, Yu-Shan
- 272-279 On Sevast'yanov's theorem
by Denker, M. & Kan, N.
- 280-287 Sufficiency and efficiency in statistical prediction
by Bosq, Denis
- 288-294 Exact power calculations for detecting hypotheses involving two correlated binary outcomes
by Yu, Jihnhee & Kepner, James L. & Bundy, Brian N.
- 295-302 Chung LIL for integrated [alpha] stable process
by Zhang, Rongmao & Lin, Zhengyan
- 303-311 Complete convergence for weighted sums of random variables
by Sung, Soo Hak
- 312-318 Chain graphs for multilevel models
by Gottard, Anna & Rampichini, Carla
- 319-328 Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data
by Holan, Scott & Spinka, Christine
- 329-334 Comparison of tests of uniformity defined on the hypersphere
by Figueiredo, Adelaide
- 335-342 On Srivastava's multivariate sample skewness and kurtosis under non-normality
by Maruyama, Yosihito
- 343-349 A robust inverse regression estimator
by Ni, Liqiang & Cook, R. Dennis
- 350-356 Comparison of error distributions in nonparametric regression
by Pardo-Fernández, Juan Carlos
January 2007, Volume 77, Issue 2
- 117-122 Unimprovability of the Bonferroni procedure in the class of general step-up multiple testing procedures
by Gordon, Alexander Y.
- 123-130 Nontransitivity in a class of weighted logrank statistics under nonproportional hazards
by Gillen, Daniel L. & Emerson, Scott S.
- 131-141 Two-sample median test for order restricted randomized designs
by Ozturk, Omer
- 142-147 Optimal main effect plans in blocks of small size
by Bose, Mausumi & Bagchi, Sunanda
- 148-150 A short proof of an identity for a Brownian Bridge due to Donati-Martin, Matsumoto and Yor
by Hobson, David
- 151-157 Comparison of level-crossing times for Markov and semi-Markov processes
by Ferreira, Fátima & Pacheco, António
- 158-165 The overshoot of a random walk with negative drift
by Tang, Qihe
- 166-168 A class of random matrices with infinitely divisible determinants
by Maejima, Makoto & Pérez-Abreu, Víctor
- 169-172 On the convolution of the negative binomial random variables
by Furman, Edward
- 173-180 On the negative binomial distribution and its generalizations
by Vellaisamy, P. & Upadhye, N.S.
- 181-189 Precise large deviations for negatively associated random variables with consistently varying tails
by Liu, Yan
- 190-195 Probability weighted moments properties for small samples
by Furrer, Reinhard & Naveau, Philippe
- 196-203 Statistical options: Crash resistant financial contracts based on robust estimation
by Ramprasath, L. & Singh, Kesar
- 204-210 On constrained estimation problems in time-use surveys
by Samaniego, F.J. & Vestrup, E.M. & Bhattacharya, D.
- 211-219 Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps
by Wu, Shujin & Han, Dong
- 220-229 Maximum estimation capacity projection designs from Hadamard matrices with 32, 36 and 40 runs
by Angelopoulos, P. & Koukouvinos, C.
January 2007, Volume 77, Issue 1
- 1-8 Distributional properties for the generalized p-value for the Behrens-Fisher problem
by Tang, Shijie & Tsui, Kam-Wah
- 9-18 Asymptotic properties for partial sum processes of a Gaussian random field
by Moon, Hee-Jin & Choi, Yong-Kab
- 19-24 Consistency of Bayesian estimation of a step function
by Lian, Heng
- 25-31 New two-variable full orthogonal designs and related experiments with linear regression models
by Georgiou, Stelios D.
- 32-39 A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems
by Antzoulakos, Demetrios L. & Boutsikas, Michael V.
- 40-53 Regression with random design: A minimax study
by Chesneau, Christophe
- 54-62 The linear minimax estimator of stochastic regression coefficients and parameters under quadratic loss function
by Yu, Sheng-Hua
- 63-68 On the distribution of Dickey-Fuller unit root statistics when there is a break in the innovation variance
by Sen, Amit
- 69-74 Bayesian local robustness under weighted squared-error loss function incorporating unimodality
by Ojeda, Enrique Calderín & Déniz, Emilio Gómez & Cabrera Ortega, Ignacio J.
- 75-82 Asymptotic efficiency of the ordinary least-squares estimator for sur models with integrated regressors
by Shin, Dong Wan & Joon Kim, Han & Jhee, Won-Chul
- 83-89 Modelling spatio-temporal data: A new variogram and covariance structure proposal
by Porcu, E. & Mateu, J. & Zini, A. & Pini, R.
- 90-94 Improvements on removing nonoptimal support points in D-optimum design algorithms
by Harman, Radoslav & Pronzato, Luc
- 95-98 A new characterization of the normal law
by Novak, S.Y.
- 99-103 Calibration approach estimators in stratified sampling
by Kim, Jong-Min & Sungur, Engin A. & Heo, Tae-Young
- 104-110 A penalized version of the empirical likelihood ratio for the population mean
by Bartolucci, Francesco
- 111-115 On the construction and existence of a certain class of complete diallel cross designs
by Srivastav, Sudesh K. & Shankar, Arti
December 2006, Volume 76, Issue 18
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