Discussion: A general approach to [formula omitted]-optimal designs for weighted univariate polynomial regression models by Wong, Weng Kee

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Asymptotic results for fitting marginal hazard models from stratified case-cohort studies with multiple disease outcomes by Kang, Sangwook, Cai, Jianwen

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Rejoinder: Why do we test multiple traits in genetic association studies? by Zhu, Wensheng, Zhang, Heping

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On the Bahadur representation of sample quantiles and order statistics for NA sequences by Xu, ShouFang, Ge, Li, Miao, Yu

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On limiting behavior for arrays of rowwise negatively orthant dependent random variables by Wu, Yongfeng, Ordonez Cabrera, Manuel, Volodin, Andrei

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Bayesian reliability when system and subsystem failure data are obtained in the same time period by Kim, Kyungmee O

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Sequential estimation for covariate-adjusted response-adaptive designs by Chang, Yuan-Chin Ivan, Park, Eunsik

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An optimal multi-step quadratic risk-adjusted hedging strategy by Huang, Shih-Feng, Guo, Meihui

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Mixture of the Riesz distribution with respect to the generalized multivariate gamma distribution by Louati, Mahdi

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A study on moment inequalities under a weak dependence by Hwang, Eunju, Shin, Dong Wan

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Hypothesis testing on the common location parameter of several shifted exponential distributions: A note by Chang, Ching-Hui, Lin, Jyh-Jiuan, Pal, Nabendu

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Valid estimation of odds ratio using two types of moving extreme ranked set sampling by Samawi, Hani M, Al-Saleh, Mohammad Fraiwan

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Option pricing for a stochastic volatility L$\acute{e}$vy model with stochastic interest rates by Sattayatham, P, Pinkham, S

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Performance analysis of the retrial queues with finite number of sources and service interruptions by Zhang, Feng, Wang, Jinting

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Weighted sums of associated variables by Oliveira, Paulo Eduardo

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Speed of random walk and resistance by Konsowa, Mokhtar, Oraby, Tamer

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Asymptotic bias of the $$\ell _2$$-regularized error variance estimator by Choi, Semin, Park, Gunwoong

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Asymptotic bias of the ℓ _2-regularized error variance estimator by Choi Semin, Park Gunwoong

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Covariance stationary GARCH-family models with long memory property by Lee, O., Kim, H.M.

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Hedging processes for catastrophe options by Lin, Hsien-Jen

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