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June 2021, Volume 48, Issue 2
- 577-609 Detecting early or late changes in linear models with heteroscedastic errors
by Lajos Horváth & Curtis Miller & Gregory Rice - 610-654 Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models
by Monika Bours & Ansgar Steland - 655-688 A new lack‐of‐fit test for quantile regression with censored data
by Mercedes Conde‐Amboage & Ingrid Van Keilegom & Wenceslao González‐Manteiga - 689-707 Preliminary test estimation in uniformly locally asymptotically normal models
by Davy Paindaveine & Joséa Rasoafaraniaina & Thomas Verdebout - 708-728 Asymptotic theory for statistics based on cumulant vectors with applications
by Sreenivasa Rao Jammalamadaka & Emanuele Taufer & György H. Terdik
March 2021, Volume 48, Issue 1
- 1-24 A generalized semiparametric regression and its efficient estimation
by Lu Lin & Lili Liu & Xia Cui & Kangning Wang - 25-41 A calibrated imputation method for secondary data analysis of survey data
by Damião N. Da Silva & Li‐Chun Zhang - 42-67 The predictive distributions of thinning‐based count processes
by Yang Lu - 68-86 A dynamic model for double‐bounded time series with chaotic‐driven conditional averages
by Guilherme Pumi & Taiane Schaedler Prass & Rafael Rigão Souza - 87-107 Adaptive estimating function inference for nonstationary determinantal point processes
by Frédéric Lavancier & Arnaud Poinas & Rasmus Waagepetersen - 108-131 Inference under pivotal sampling: Properties, variance estimation, and application to tesselation for spatial sampling
by Guillaume Chauvet & Ronan Le Gleut - 132-163 Estimation of causal continuous‐time autoregressive moving average random fields
by Claudia Klüppelberg & Viet Son Pham - 164-187 Fast tensorial JADE
by Joni Virta & Niko Lietzén & Pauliina Ilmonen & Klaus Nordhausen - 188-211 Identifiability and estimation of recursive max‐linear models
by Nadine Gissibl & Claudia Klüppelberg & Steffen Lauritzen - 212-245 Non‐Gaussian geostatistical modeling using (skew) t processes
by Moreno Bevilacqua & Christian Caamaño‐Carrillo & Reinaldo B. Arellano‐Valle & Víctor Morales‐Oñate - 246-274 Inference for longitudinal data from complex sampling surveys: An approach based on quadratic inference functions
by Laura Dumitrescu & Wei Qian & J. N. K. Rao - 275-294 Grenander functionals and Cauchy's formula
by Piet Groeneboom - 295-320 Bayesian variable selection for multioutcome models through shared shrinkage
by Debamita Kundu & Riten Mitra & Jeremy T. Gaskins - 321-348 Max‐infinitely divisible models and inference for spatial extremes
by Raphaël Huser & Thomas Opitz & Emeric Thibaud - 349-370 Feature screening for case‐cohort studies with failure time outcome
by Jing Zhang & Haibo Zhou & Yanyan Liu & Jianwen Cai
December 2020, Volume 47, Issue 4
- 1035-1063 Failure time studies with intermittent observation and losses to follow‐up
by Richard J. Cook & Jerald F. Lawless - 1064-1089 Hypothesis testing for quantitative trait locus effects in both location and scale in genetic backcross studies
by Guanfu Liu & Pengfei Li & Yukun Liu & Xiaolong Pu - 1090-1113 Computationally efficient familywise error rate control in genome‐wide association studies using score tests for generalized linear models
by Kari Krizak Halle & Øyvind Bakke & Srdjan Djurovic & Anja Bye & Einar Ryeng & Ulrik Wisløff & Ole A. Andreassen & Mette Langaas - 1114-1148 Post hoc false positive control for structured hypotheses
by Guillermo Durand & Gilles Blanchard & Pierre Neuvial & Etienne Roquain - 1149-1170 Statistical inference for multiple change‐point models
by Wu Wang & Xuming He & Zhongyi Zhu - 1171-1191 Variable screening for survival data in the presence of heterogeneous censoring
by Jinfeng Xu & Wai Keung Li & Zhiliang Ying - 1192-1221 A study on the least squares estimator of multivariate isotonic regression function
by Pramita Bagchi & Subhra Sankar Dhar - 1222-1242 Stratified proportional subdistribution hazards model with covariate‐adjusted censoring weight for case‐cohort studies
by Soyoung Kim & Yayun Xu & Mei‐Jie Zhang & Kwang‐Woo Ahn - 1243-1274 Multiscale change point detection for dependent data
by Holger Dette & Theresa Eckle & Mathias Vetter - 1275-1306 Linear censored quantile regression: A novel minimum‐distance approach
by Mickaël De Backer & Anouar El Ghouch & Ingrid Van Keilegom - 1307-1338 Local quadratic estimation of the curvature in a functional single index model
by Zi Ye & Giles Hooker - 1339-1376 Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo
by Matti Vihola & Jouni Helske & Jordan Franks - 1377-1400 Pseudo likelihood‐based estimation and testing of missingness mechanism function in nonignorable missing data problems
by Xuerong Chen & Guoqing Diao & Jing Qin - 1401-1464 Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations
by Mohamed Ben Alaya & Ahmed Kebaier & Ngoc Khue Tran
September 2020, Volume 47, Issue 3
- 609-637 Maximum likelihood drift estimation for a threshold diffusion
by Antoine Lejay & Paolo Pigato - 638-661 Stochastic functional estimates in longitudinal models with interval‐censored anchoring events
by Chenghao Chu & Ying Zhang & Wanzhu Tu - 662-689 Concordance‐based estimation approaches for the optimal sufficient dimension reduction score
by Shao‐Hsuan Wang & Chin‐Tsang Chiang - 690-710 On aggregation of strongly dependent time series
by Jan Beran & Haiyan Liu & Sucharita Ghosh - 711-756 The null hypothesis of (common) jumps in case of irregular and asynchronous observations
by Ole Martin & Mathias Vetter - 757-786 Combined multiple testing of multivariate survival times by censored empirical likelihood
by Judith H. Parkinson - 787-816 An autoregressive model based on the generalized hyperbolic distribution
by Henri Karttunen - 817-838 Confidence intervals for variance component ratios in unbalanced linear mixed models
by Mahesh N. Fernando & Ronald W. Butler - 839-861 Asymptotic theory and inference of predictive mean matching imputation using a superpopulation model framework
by Shu Yang & Jae Kwang Kim - 862-898 Efficient volatility estimation in a two‐factor model
by Olivier Féron & Pierre Gruet & Marc Hoffmann - 899-921 Geometric consistency of principal component scores for high‐dimensional mixture models and its application
by Kazuyoshi Yata & Makoto Aoshima - 922-949 Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization
by Laurent Gardes & Stéphane Girard & Gilles Stupfler - 950-967 Implementing Monte Carlo tests with p‐value buckets
by Axel Gandy & Georg Hahn & Dong Ding - 968-989 Asymptotic normality of generalized maximum spacing estimators for multivariate observations
by Kristi Kuljus & Bo Ranneby - 990-1010 Conditional covariance penalties for mixed models
by Benjamin Säfken & Thomas Kneib - 1011-1034 Orientation relationship in finite dimensional space
by Jayant Jha & Atanu Biswas
June 2020, Volume 47, Issue 2
- 279-346 Contrast function estimation for the drift parameter of ergodic jump diffusion process
by Chiara Amorino & Arnaud Gloter - 347-360 Outlier detection in contingency tables using decomposable graphical models
by Mads Lindskou & Poul Svante Eriksen & Torben Tvedebrink - 361-396 Parallelizing particle filters with butterfly interactions
by Kari Heine & Nick Whiteley & A.Taylan Cemgil - 397-424 How to ask sensitive multiple‐choice questions
by Andreas Lagerås & Mathias Lindholm - 425-463 Change‐point detection in a linear model by adaptive fused quantile method
by Gabriela Ciuperca & Matúš Maciak - 464-492 Decompounding discrete distributions: A nonparametric Bayesian approach
by Shota Gugushvili & Ester Mariucci & Frank van der Meulen - 493-515 Linear hypothesis testing for weighted functional data with applications
by Łukasz Smaga & Jin‐Ting Zhang - 516-554 Consistent procedures for multiclass classification of discrete diffusion paths
by Christophe Denis & Charlotte Dion & Miguel Martinez - 555-571 Semiparametric multiparameter regression survival modeling
by Kevin Burke & Frank Eriksson & C. B. Pipper - 572-586 Dynamic inference for non‐Markov transition probabilities under random right censoring
by Dennis Dobler & Andrew Titman - 587-607 Variable selection and estimation for high‐dimensional spatial autoregressive models
by Liqian Cai & Tapabrata Maiti
March 2020, Volume 47, Issue 1
- 1-35 Constructing likelihood functions for interval‐valued random variables
by X. Zhang & B. Beranger & S. A. Sisson - 36-55 Confidence intervals for extreme Pareto‐type quantiles
by Sven Buitendag & Jan Beirlant & Tertius de Wet - 56-83 Estimation of the marginal expected shortfall under asymptotic independence
by Juan‐Juan Cai & Eni Musta - 84-103 Novel criteria to exclude the surrogate paradox and their optimalities
by Yunjian Yin & Lan Liu & Zhi Geng & Peng Luo - 104-133 Estimation of cyclic long‐memory parameters
by Huda Mohammed Alomari & Antoine Ayache & Myriam Fradon & Andriy Olenko - 134-155 Dimension reduction for the conditional mean and variance functions in time series
by Jin‐Hong Park & S. Yaser Samadi - 156-181 Degree‐based goodness‐of‐fit tests for heterogeneous random graph models: Independent and exchangeable cases
by Sarah Ouadah & Stéphane Robin & Pierre Latouche - 182-195 Local Whittle likelihood approach for generalized divergence
by Yujie Xue & Masanobu Taniguchi - 196-211 Exact dimensionality selection for Bayesian PCA
by Charles Bouveyron & Pierre Latouche & Pierre‐Alexandre Mattei - 212-249 Inferactive data analysis
by Nan Bi & Jelena Markovic & Lucy Xia & Jonathan Taylor - 250-278 Multiple‐output quantile regression through optimal quantization
by Isabelle Charlier & Davy Paindaveine & Jérôme Saracco
December 2019, Volume 46, Issue 4
- 955-986 Identifiability of two‐component skew normal mixtures with one known component
by Shantanu Jain & Michael Levine & Predrag Radivojac & Michael W. Trosset - 987-1002 Scalable statistical inference for averaged implicit stochastic gradient descent
by Yixin Fang - 1003-1024 Empirical likelihood and Wilks phenomenon for data with nonignorable missing values
by Puying Zhao & Lei Wang & Jun Shao - 1025-1046 Adaptively transformed mixed‐model prediction of general finite‐population parameters
by Shonosuke Sugasawa & Tatsuya Kubokawa - 1047-1071 Small‐sphere distributions for directional data with application to medical imaging
by Byungwon Kim & Stephan Huckemann & Jörn Schulz & Sungkyu Jung - 1072-1097 Time‐change models for asymmetric processes
by Pierre Ailliot & Bernard Delyon & Valérie Monbet & Marc Prevosto - 1098-1116 Modeling spatial overdispersion via the generalized Waring point process
by Mimoza Zografi & Evdokia Xekalaki - 1117-1140 Focused information criteria for copulas
by Vinnie Ko & Nils Lid Hjort & Ingrid Hobæk Haff - 1141-1167 Regression‐type models for extremal dependence
by L. Mhalla & M. de Carvalho & V. Chavez‐Demoulin - 1168-1190 A general central limit theorem and a subsampling variance estimator for α‐mixing point processes
by Christophe Ange Napoléon Biscio & Rasmus Waagepetersen - 1191-1205 A general quantile residual life model for length‐biased right‐censored data
by Fangfang Bai & Xuerong Chen & Yan Chen & Tao Huang - 1206-1226 On cusp location estimation for perturbed dynamical systems
by Yury A. Kutoyants - 1227-1251 Generalized fixed‐T panel unit root tests
by Yiannis Karavias & Elias Tzavalis - 1252-1273 Alternatives to post‐processing posterior predictive p values
by Jørund Gåsemyr & Ida Scheel - 1274-1299 Bootstrapping mean‐squared errors of robust small‐area estimators: Application to the method‐of‐payments surveys data
by Valery D. Jiongo & Pierre Nguimkeu - 1300-1314 Nonparametric geometric outlier detection
by Matias Heikkilä - 1315-1346 Cox regression of clustered event times with covariates missing not at random
by Li Liu & Yanyan Liu & Yi Xiong & X. Joan Hu
September 2019, Volume 46, Issue 3
- 661-685 Second‐order analysis of marked inhomogeneous spatiotemporal point processes: Applications to earthquake data
by A. Iftimi & O. Cronie & F. Montes - 686-705 A factor model approach for the joint segmentation with between‐series correlation
by Xavier Collilieux & Emilie Lebarbier & Stéphane Robin - 706-734 Reinforced urns and the subdistribution beta‐Stacy process prior for competing risks analysis
by Andrea Arfé & Stefano Peluso & Pietro Muliere - 735-764 An oracle property of the Nadaraya–Watson kernel estimator for high‐dimensional nonparametric regression
by Daniel Conn & Gang Li - 765-801 Indirect Inference for Lévy‐driven continuous‐time GARCH models
by Thiago do Rêgo Sousa & Stephan Haug & Claudia Klüppelberg - 802-830 Bayesian estimation of the efficient frontier
by David Bauder & Rostyslav Bodnar & Taras Bodnar & Wolfgang Schmid - 831-847 Regression analysis of longitudinal data with outcome‐dependent sampling and informative censoring
by Weining Shen & Suyu Liu & Yong Chen & Jing Ning - 848-884 Estimation of geodesic tortuosity and constrictivity in stationary random closed sets
by Matthias Neumann & Christian Hirsch & Jakub Staněk & Viktor Beneš & Volker Schmidt - 885-897 Hierarchical Bayes small‐area estimation with an unknown link function
by Shonosuke Sugasawa & Tatsuya Kubokawa & J. N. K. Rao - 898-919 GMM nonparametric correction methods for logistic regression with error‐contaminated covariates and partially observed instrumental variables
by Xiao Song & Ching‐Yun Wang - 920-953 Rate efficient estimation of realized Laplace transform of volatility with microstructure noise
by Li Wang & Zhi Liu & Xiaochao Xia
June 2019, Volume 46, Issue 2
- 361-388 On the asymptotic non‐equivalence of efficient‐GMM and MEL estimators in models with missing data
by Xuerong Chen & Yan Chen & Alan T.K. Wan & Yong Zhou - 389-413 Automated selection of post‐strata using a model‐assisted regression tree estimator
by Kelly S. McConville & Daniell Toth - 414-431 An additive–multiplicative mean model for panel count data with dependent observation and dropout processes
by Guanglei Yu & Yang Li & Liang Zhu & Hui Zhao & Jianguo Sun & Leslie L. Robison - 432-445 The large sample coverage probability of confidence intervals in general regression models after a preliminary hypothesis test
by Paul Kabaila & Rupert E. H. Kuveke - 446-469 A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes
by Yanqin Fan & Ming He & Liangjun Su & Xiao‐Hua Zhou - 470-516 Inference for ergodic diffusions plus noise
by Shogo H. Nakakita & Masayuki Uchida - 517-544 Score estimation in the monotone single‐index model
by Fadoua Balabdaoui & Piet Groeneboom & Kim Hendrickx - 545-574 Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data
by Ajay Jasra & Kengo Kamatani & Hiroki Masuda - 575-594 Estimation of treatment effects for heterogeneous matched‐pairs data with probit models
by Jun Wang & Wei Gao & Man‐Lai Tang - 595-620 Hierarchical marginal models with latent uncertainty
by Roberto Colombi & Sabrina Giordano & Anna Gottard & Maria Iannario - 621-635 A stochastic process approach to multilayer neutron detectors
by Dragi Anevski & Richard Hall‐Wilton & Kalliopi Kanaki & Vladimir Pastukhov - 636-660 Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions
by Taras Bodnar & Stepan Mazur & Nestor Parolya
March 2019, Volume 46, Issue 1
- 1-1 Editorial
by Håkon K. Gjessing & Hans J. Skaug - 2-25 Learning from a lot: Empirical Bayes for high‐dimensional model‐based prediction
by Mark A. van de Wiel & Dennis E. Te Beest & Magnus M. Münch - 26-58 Specification testing in nonparametric AR‐ARCH models
by Marie Hušková & Natalie Neumeyer & Tobias Niebuhr & Leonie Selk - 59-86 What is the shape of a bundle? An analysis of Rosen's fibrous composites experiments using the chain‐of‐bundles model
by Shuang Li & James Gleaton & James Lynch - 87-115 Bias‐reduced marginal Akaike information criteria based on a Monte Carlo method for linear mixed‐effects models
by Wataru Sakamoto - 116-141 Efficient estimation in partially linear single‐index models for longitudinal data
by Quan Cai & Suojin Wang - 142-159 An unconditional space–time scan statistic for ZIP‐distributed data
by Benjamin Allévius & Michael Höhle - 160-199 Estimating nonlinear additive models with nonstationarities and correlated errors
by Michael Vogt & Christopher Walsh - 200-214 Model‐free causal inference of binary experimental data
by Peng Ding & Luke W. Miratrix - 215-234 Wavelet‐based estimators for mixture regression
by Michel H. Montoril & Aluísio Pinheiro & Brani Vidakovic - 235-256 Wild adaptive trimming for robust estimation and cluster analysis
by Andrea Cerioli & Alessio Farcomeni & Marco Riani - 257-271 Testing the equality of two high‐dimensional spatial sign covariance matrices
by Guanghui Cheng & Baisen Liu & Liuhua Peng & Baoxue Zhang & Shurong Zheng - 272-288 A unified empirical likelihood approach for testing MCAR and subsequent estimation
by Shixiao Zhang & Peisong Han & Changbao Wu - 289-313 On the accuracy in high‐dimensional linear models and its application to genomic selection
by Charles‐Elie Rabier & Brigitte Mangin & Simona Grusea - 314-328 Hard thresholding regression
by Qiang Sun & Bai Jiang & Hongtu Zhu & Joseph G. Ibrahim - 329-359 The local fractional bootstrap
by Mikkel Bennedsen & Ulrich Hounyo & Asger Lunde & Mikko S. Pakkanen
December 2018, Volume 45, Issue 4
- 847-860 The analysis of left truncated bivariate data using frailty models
by Antai Wang & Krishnendu Chandra & Xieyang Jia - 861-878 Linear factor copula models and their properties
by Pavel Krupskii & Marc G. Genton - 879-899 General approach to coordinate representation of compositional tables
by Kamila Fačevicová & Karel Hron & Valentin Todorov & Matthias Templ - 900-922 Estimating high‐dimensional additive Cox model with time‐dependent covariate processes
by Shaogao Lv & Jiakun Jiang & Fanyin Zhou & Jian Huang & Huazhen Lin - 923-940 Estimating the variance in a pseudo‐observation scheme with competing risks
by Morten Overgaard & Erik Thorlund Parner & Jan Pedersen - 941-961 Improving the robustness and efficiency of covariate‐adjusted linear instrumental variable estimators
by Stijn Vansteelandt & Vanessa Didelez - 962-984 Semiparametric maximum likelihood inference for nonignorable nonresponse with callbacks
by Zhong Guan & Denis H. Y. Leung & Jing Qin - 985-1015 Nonparametric indices of dependence between components for inhomogeneous multivariate random measures and marked sets
by M. N. M. van Lieshout - 1016-1035 A Bayesian semiparametric partially PH model for clustered time‐to‐event data
by Bernardo Nipoti & Alejandro Jara & Michele Guindani - 1036-1061 Nonparametric inference for functional‐on‐scalar linear models applied to knee kinematic hop data after injury of the anterior cruciate ligament
by Konrad Abramowicz & Charlotte K. Häger & Alessia Pini & Lina Schelin & Sara Sjöstedt de Luna & Simone Vantini - 1062-1091 Bayesian nonparametric inference beyond the Gibbs‐type framework
by Federico Camerlenghi & Antonio Lijoi & Igor Prünster - 1092-1116 Small area estimation of complex parameters under unit‐level models with skew‐normal errors
by Mamadou S. Diallo & J. N. K. Rao
September 2018, Volume 45, Issue 3
- 421-443 Testing Independence of Covariates and Errors in Non‐parametric Regression
by Subhra Sankar Dhar & Wicher Bergsma & Angelos Dassios - 444-464 Composite Estimation for Single‐Index Models with Responses Subject to Detection Limits
by Yanlin Tang & Huixia Judy Wang & Hua Liang - 465-481 A Quasi‐Score Statistic for Homogeneity Testing against Covariate‐Varying Heterogeneity
by David Todem & Wei‐Wen Hsu & Jason P. Fine - 482-512 Power Variations and Testing for Co‐Jumps: The Small Noise Approach
by Daisuke Kurisu - 513-533 Convergence Analysis of MCMC Algorithms for Bayesian Multivariate Linear Regression with Non‐Gaussian Errors
by James P. Hobert & Yeun Ji Jung & Kshitij Khare & Qian Qin - 534-556 Scalable Bayes under Informative Sampling
by Terrance D. Savitsky & Sanvesh Srivastava - 557-570 Tuning Parameter Selection in Cox Proportional Hazards Model with a Diverging Number of Parameters
by Ai Ni & Jianwen Cai - 571-589 Joint Modelling of Survival and Longitudinal Data with Informative Observation Times
by Hongsheng Dai & Jianxin Pan - 590-617 Local Estimation of the Conditional Stable Tail Dependence Function
by Mikael Escobar‐Bach & Yuri Goegebeur & Armelle Guillou - 618-643 Statistical Inference and Applications of Mixture of Varying Coefficient Models
by Mian Huang & Weixin Yao & Shaoli Wang & Yixin Chen - 644-681 Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps
by Yuping Song & Hanchao Wang - 682-698 A Class of Semiparametric Transformation Models for Doubly Censored Failure Time Data
by Shuwei Li & Tao Hu & Peijie Wang & Jianguo Sun - 699-728 Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application
by Weiming Li & Zeng Li & Jianfeng Yao - 729-752 Uncertainty Quantification in Case of Imperfect Models: A Non‐Bayesian Approach
by Michael Kohler & Adam Krzyżak & Shashidhar Mallapur & Roland Platz - 753-791 Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model
by Hendrik P. Lopuhaä & Eni Musta - 792-805 Spatially Balanced Sampling of Continuous Populations
by Anton Grafström & Alina Matei - 806-846 An Optimal Semiparametric Method for Two‐group Classification
by Seungchul Baek & Osamu Komori & Yanyuan Ma
June 2018, Volume 45, Issue 2
- 217-254 Enhancements of Non†parametric Generalized Likelihood Ratio Test: Bias Correction and Dimension Reduction
by Cuizhen Niu & Xu Guo & Lixing Zhu - 255-282 Partially Linear Additive Models with Unknown Link Functions
by Jun Zhang & Heng Lian - 283-300 Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications
by Jurgen A. Doornik - 301-323 A Family of Goodness†of†Fit Tests for Copulas Based on Characteristic Functions
by Tarik Bahraoui & Taoufik Bouezmarni & Jean†François Quessy - 324-346 How to Make Model†free Feature Screening Approaches for Full Data Applicable to the Case of Missing Response?
by Qihua Wang & Yongjin Li - 347-365 Non†parametric Estimation of the Number of Zeros in Truncated Count Distributions
by Pedro Puig & Célestin C. Kokonendji - 366-381 Efficient Robust Estimation for Linear Models with Missing Response at Random
by Man†Lai Tang & Nian†Sheng Tang & Pu†Ying Zhao & Hongtu Zhu - 382-404 Sampling from a Max†Stable Process Conditional on a Homogeneous Functional with an Application for Downscaling Climate Data
by Marco Oesting & Liliane Bel & Christian Lantuéjoul - 405-420 Natural (Non†)Informative Priors for Skew†symmetric Distributions
by Holger Dette & Christophe Ley & Francisco Rubio
March 2018, Volume 45, Issue 1
- 1-33 Evaluating the Accuracy of Small P†Values In Genetic Association Studies Using Edgeworth Expansions
by Gang Zheng & Jinghong Xiong & Qizhai Li & Jinfeng Xu & Ao Yuan & Joe L. Gastwirth - 34-61 A High†dimensional Focused Information Criterion
by Thomas Gueuning & Gerda Claeskens - 62-86 Feedback and Mediation in Causal Inference Illustrated by Stochastic Process Models
by Odd O. Aalen & Jon Michael Gran & Kjetil Røysland & Mats Julius Stensrud & Susanne Strohmaier - 87-109 A Class of Weighted Estimating Equations for Semiparametric Transformation Models with Missing Covariates
by Yang Ning & Grace Yi & Nancy Reid - 110-134 Most Likely Transformations
by Torsten Hothorn & Lisa Möst & Peter Bühlmann - 135-163 Confidence Intervals for the Current Status Model
by Piet Groeneboom & Kim Hendrickx - 164-193 Statistical Inference for Renewal Processes
by F. Comte & C. Duval - 194-216 Sparse Approximations of Fractional Matérn Fields
by Lassi Roininen & Sari Lasanen & Mikko Orispää & Simo Särkkä
December 2017, Volume 44, Issue 4
- 817-842 Ordered Regressions
by Sophia Rosen & Ori Davidov - 843-865 Tests for Structural Changes in Time Series of Counts
by Šárka Hudecová & Marie Hušková & Simos G. Meintanis - 866-898 High-order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth
by Kin Wai Chan & Chun Yip Yau - 899-917 Ensemble Approaches to Estimating the Population Mean with Missing Response
by Xiaogang Duan & Guosheng Yin - 918-931 Maximum Likelihood Estimators in Regression Models for Error-prone Group Testing Data
by Xianzheng Huang & Md Shamim Sarker Warasi - 932-950 A Semiparametric Regression Model for Longitudinal Data with Non-stationary Errors
by Rui Li & Chenlei Leng & Jinhong You - 951-988 Threshold Estimation for Stochastic Processes with Small Noise
by Yasutaka Shimizu - 989-1008 Geometry and Degrees of Freedom of Linearly Constrained Generalized Lasso
by Peng Zeng & Qinqin Hu & Xiaoyu Li
September 2017, Volume 44, Issue 3
- 581-597 When and Why are Principal Component Scores a Good Tool for Visualizing High-dimensional Data?
by Kristoffer H. Hellton & Magne Thoresen - 598-616 Asymptotic Optimality of Sparse Linear Discriminant Analysis with Arbitrary Number of Classes
by Ruiyan Luo & Xin Qi - 617-635 Asymptotic Properties of QML Estimators for VARMA Models with Time-dependent Coefficients
by Abdelkamel Alj & Rajae Azrak & Christophe Ley & Guy Mélard - 636-665 Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach
by Eugene Demidenko - 666-683 Fast Inference for Network Models of Infectious Disease Spread
by Razvan G. Romanescu & Rob Deardon - 684-706 Empirical Uncertain Bayes Methods in Area-level Models
by Shonosuke Sugasawa & Tatsuya Kubokawa & Kota Ogasawara - 707-740 Adaptive Deconvolution on the Non-negative Real Line
by Gwennaëlle Mabon - 741-764 Objective Bayes Covariate-Adjusted Sparse Graphical Model Selection
by Guido Consonni & Luca La Rocca & Stefano Peluso - 765-779 Bayesian Single Changepoint Estimation in a Parameter-driven Model
by Chigozie E. Utazi - 780-797 Estimation and Prediction in the Presence of Spatial Confounding for Spatial Linear Models
by Garritt L. Page & Yajun Liu & Zhuoqiong He & Donchu Sun - 798-814 Non-parametric Bayesian Intensity Model: Exploring Time-to-Event Data on Two Time Scales
by Tommi Härkänen & Anna But & Jari Haukka - 815-816 Correction Note to ‘Analysis of Double Single Index Models’
by Kun Chen & Yanyuan Ma
June 2017, Volume 44, Issue 2
- 285-306 Exact Goodness-of-Fit Testing for the Ising Model
by Abraham Martín del Campo & Sarah Cepeda & Caroline Uhler - 307-323 Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors
by Subahdip Pal & Kshitij Khare & James P. Hobert - 324-345 Kernel Density Estimation on a Linear Network
by Greg McSwiggan & Adrian Baddeley & Gopalan Nair - 346-368 Autocovariance Estimation in Regression with a Discontinuous Signal and m-Dependent Errors: A Difference-Based Approach
by Inder Tecuapetla-Gómez & Axel Munk