1. Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting

   • Sam Efromovich

   Wavelet Pages: 205 - 223

2. Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs

   • S. N. Lahiri
   • Kanchan Mukherjee

   Regression Pages: 225 - 250

3. Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations

   • Lihong Wang

   Regression Pages: 251 - 264

4. Dependence and the dimensionality reduction principle

   • Yannis Yatracos

   Multivariate Analysis Pages: 265 - 277

5. Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications

   • Jacques Dauxois
   • Guy Martial Nkiet
   • Yves Romain

   Multivariate Analysis Pages: 279 - 304

6. A class of multivariate skew-normal models

   • Arjun K. Gupta
   • John T. Chen

   Distribution Pages: 305 - 315

7. Waiting time distributions of runs in higher order Markov chains

   • Anish Sarkar
   • Kanwar Sen
   • Anuradha

   Distribution Pages: 317 - 349

8. Characterization of the skew-normal distribution

   • Arjun K. Gupta
   • Truc T. Nguyen
   • Jose Almer T. Sanqui

   Characterization Pages: 351 - 360

9. A characterization of the multivariate normal distribution by using the hazard gradient

   • Jorge Navarro
   • Jose M. Ruiz

   Characterization Pages: 361 - 367

10. On the characterisation of paired monotone metrics

    • Paolo Gibilisco
    • Tommaso Isola

    Characterization Pages: 369 - 381

11. Fisher information ink-records

    • Glenn Hofmann
    • N. Balakrishnan

    Record Value Pages: 383 - 396

12. When does the union of random spherical caps become connected?

    • H. Maehara

    Stochastic Geometry Pages: 397 - 402