1. Statistical models and methods for dependence in insurance data

   • Stephan Haug
   • Claudia Klüppelberg
   • Liang Peng

   OriginalPaper 26 March 2011 Pages: 125 - 139

2. Discussion: Statistical models and methods for dependence in insurance data

   • Christian Genest
   • Johanna Nešlehová
   • Martin Ruppert

   OriginalPaper 03 April 2011 Pages: 141 - 148

3. Discussion: Statistical models and methods for dependence in insurance data

   • Alexander J. McNeil

   Discussion 01 April 2011 Pages: 149 - 149

4. Discussion: Statistical models and methods for dependence in insurance data

   • Enkelejd Hashorva

   Discussion 22 February 2011 Pages: 151 - 154

5. Discussion: Statistical models and methods for dependence in insurance data

   • Ingrid Van Keilegom
   • Noël Veraverbeke

   Discussion 24 February 2011 Pages: 155 - 157

6. Rejoinder: Statistical models and methods for dependence in insurance data

   • Stephan Haug
   • Claudia Klüppelberg
   • Liang Peng

   Discussion 02 April 2011 Pages: 159 - 160

7. Constancy test for FARIMA long memory processes

   • Jiyeon Lee
   • Okyoung Na
   • Sangyeol Lee

   OriginalPaper 15 October 2010 Pages: 161 - 172

8. Characterization of admissible linear estimators in the growth curve model with respect to inequality constraints

   • Shangli Zhang
   • Zhide Fang
   • Litao Han

   OriginalPaper 08 October 2010 Pages: 173 - 179

9. Distribution-free prediction intervals for order statistics based on record coverage

   • Jafar Ahmadi
   • N. Balakrishnan

   OriginalPaper 18 October 2010 Pages: 181 - 192

10. Asymptotic behaviour of the LS estimator in a nonlinear model with long memory

    • Gabriela Ciuperca

    OriginalPaper 18 October 2010 Pages: 193 - 203

11. Empirical likelihood-based inference in varying-coefficient single-index models

    • Zhensheng Huang

    Discussion 03 November 2010 Pages: 205 - 215

12. Unified predictor hypothesis tests in sufficient dimension reduction: A bootstrap approach

    • Jae Keun Yoo

    OriginalPaper 23 October 2010 Pages: 217 - 225

13. Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression

    • Seongjoo Song
    • Jaehong Jeong
    • Jongwoo Song

    OriginalPaper 30 October 2010 Pages: 227 - 238

14. The central limit theorem for cross-variation related to the standard Brownian sheet and Berry–Esseen bounds

    • Hyun Suk Park
    • Jong Woo Jeon
    • Yoon Tae Kim

    OriginalPaper 29 October 2010 Pages: 239 - 244