VOLUME: 77, SERIES: B, PART: 1, YEAR: 2015

  A Data-Dependent Approach to Modeling Volatility in Financial Time Series [1--26].  
  Author:Jianing Di and Ashis Gangopadhyay.
  Fitting EXPAR Models Through the Extended Kalman Filter [27--44].  
  Author:Himadri Ghosh, Bishal Gurung and Prajneshu Gupta.
  Improved Loss Estimation for the Lasso: A Variable Selection Tool [45--74].  
  Author:Rajendran Narayanan and Martin T. Wells.
  Estimation Of Finite Population Proportion In Randomized Response Surveys Using Multiple Responses [75--83].  
  Author:S. Sengupta.
  On the Comparison of Warner’s and Eriksson’s Randomized Response Plans for Estimating Sensitive Finite Population Proportions [84--90].  
  Author:S. Sengupta.
  An Improvement Over Kim and Elam Stratified Unrelated Question Randomized Response Model Using Neyman Allocation [91--107].  
  Author:Housila P. Singh and Tanveer A. Tarray.
  A Note on Multivariate Folded Normal Distribution [108-113].   
  Author:G S R Murthy.
  Tolerance Intervals for Hypergeometric and Negative Hypergeometric Variables [114-140].   
  Author:Derek S. Young.
  The Inactivity Time of Exchangeable Components of k-out-of-n Structures [141-164].   
  Author:Mahdi Tavangar and Majid Asadi.
  On the E-optimality of Blocked Main Effects Plans When n ≡ 2 (mod 4) [165-174].   
  Author:Mike Jacroux and Bonni Kealy-Dichone.