Sommaire

Preface
George P. H. Styan - a celebration
Study with George Styan
Extremal (in)dependence of a maximum autoregressive process
On the tail index estimation of an autoregressive Pareto process
Meta-analysis techniques applied in prevalence rate estimation
Global approximations for the γ-order Lognormal distribution
On melancholic magic squares
Signatura of magic and Latin integer squares: isentropic clans and indexing
Small perturbations with large effects on value-at-risk
Tests for profile analysis based on two-step monotone missing data
Multivariate multiple comparisons with a control in elliptical populations