1. A renewal approach to Markovian U-statistics

   • P. Bertail
   • S. Clémençon

   OriginalPaper 29 June 2011 Pages: 79 - 105

2. Piecewise linear density estimation for sampled data

   • F. -X. Lejeune

   OriginalPaper 29 June 2011 Pages: 106 - 124

3. Estimation of the expected discounted penalty function for Lévy insurance risks

   • Y. Shimizu

   OriginalPaper 29 June 2011 Pages: 125 - 149

4. Expectation identities of lower generalized order statistics from generalized exponential distribution and a characterization

   • R. U. Khan
   • D. Kumar

   OriginalPaper 29 June 2011 Pages: 150 - 157

5. Linear ordinal quasi-symmetry model and decomposition of symmetry for multi-way tables

   • K. Tahata
   • H. Yamamoto
   • S. Tomizawa

   OriginalPaper 29 June 2011 Pages: 158 - 164

6. L ₁-estimation for the location parameters in stochastic volatility models

   • L. Wang

   OriginalPaper 29 June 2011 Pages: 165 - 170