1. Nonstationary multivariate process modeling through spatially varying coregionalization

   • Alan E. Gelfand
   • Alexandra M. Schmidt
   • C. F. Sirmans

   OriginalPaper Pages: 263 - 312

2. Some multiple comparisons using sample quasi ranges on censored data

   • Parminder Singh
   • A. N. Gill

   OriginalPaper Pages: 313 - 334

3. Test of independence and randomness based on the empirical copula process

   • Christian Genest
   • Bruno Rémillard

   OriginalPaper Pages: 335 - 369

4. Effect of outliers on forecasting temporally aggregated flow variables

   • Luiz K. Hotta
   • Pedro L. Valls Pereira
   • Rissa Ota

   OriginalPaper Pages: 371 - 402

5. One- and two-sample prediction based on doubly censored exponential data and prior information

   • Arturo J. Fernández

   OriginalPaper Pages: 403 - 416

6. Wavelet-based functional reconstruction and extrapolation of fractional random fields

   • Rosaura Fernández-Pascual
   • María D. Ruiz-Medina
   • Jose M. Angulo

   OriginalPaper Pages: 417 - 444

7. On intrinsic priors for nonnested models

   • Juan Antonio Cano
   • Mathieu Kessler
   • Elías Moreno

   OriginalPaper Pages: 445 - 463

8. Nonparametric estimation of the offspring distribution and the mean for a controlled branching process

   • Miguel González
   • Rodrigo Martínez
   • Inés del Puerto

   OriginalPaper Pages: 465 - 479

9. Limiting behaviour for superadditive bisexual Galton-Watson processes in varying environments

   • Manuel Molina
   • Manuel Mota
   • Alfonso Ramos

   OriginalPaper Pages: 481 - 499

10. Generalized skew normal model

    • Ramesh C. Gupta
    • Rameshwar D. Gupta

    OriginalPaper Pages: 501 - 524

11. Intermittent estimation of stationary time series

    • Gusztáv Morvai
    • Benjamin Weiss

    OriginalPaper Pages: 525 - 542