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Content
September 2010, Volume 37, Issue 3
- 355-364 Asymptotics for the Hirsch Index
by Jan Beirlant & John H. J. Einmahl - 365-381 Likelihood Inference for Unions of Interacting Discs
by Jesper Møller & Kateřina Helisová - 382-402 Count Data Models with Correlated Unobserved Heterogeneity
by Stefan Boes - 403-421 A Model Validation Procedure when Covariate Data are Missing at Random
by Lei Jin & Suojin Wang - 422-441 Goodness‐of‐Fit Test for Monotone Functions
by Cécile Durot & Laurence Reboul - 442-457 On Variance Components in Semiparametric Mixed Models for Longitudinal Data
by Zaixing Li & Lixing Zhu - 458-476 A Non‐Parametric Estimator of the Spectral Density of a Continuous‐Time Gaussian Process Observed at Random Times
by Jean‐Marc Bardet & Pierre R. Bertrand - 477-495 Weak Convergence of the Regularization Path in Penalized M‐Estimation
by Jean‐Francois Germain & Francois Roueff - 496-513 Transformation and Smoothing in Sample Survey Data
by Yanyuan Ma & Alan H. Welsh - 514-530 Conditional and Restricted Pareto Sampling: Two New Methods for Unequal Probability Sampling
by Lennart Bondesson
June 2010, Volume 37, Issue 2
- 179-199 Biases and Uncertainty in Climate Projections
by Christoph M. Buser & Hans R. Künsch & Alain Weber - 200-220 Parameter Estimation for a Bidimensional Partially Observed Ornstein–Uhlenbeck Process with Biological Application
by Benjamin Favetto & Adeline Samson - 221-236 Some General Comparative Points on Chao's and Zelterman's Estimators of the Population Size
by Dankmar Böhning - 237-252 Robust Estimation for Zero‐Inflated Poisson Regression
by Daniel B. Hall & Jing Shen - 253-263 An Orthogonality‐Based Estimation of Moments for Linear Mixed Models
by Ping Wu & Li Xing Zhu - 264-285 Disagreement Loop and Path Creation/Annihilation Algorithms for Binary Planar Markov Fields with Applications to Image Segmentation
by Tomasz Schreiber & Marie‐Colette Van Lieshout - 286-306 On the Validity of the Bootstrap in Non‐Parametric Functional Regression
by Frédéric Ferraty & Ingrid Van Keilegom & Philippe Vieu - 307-320 Bias Reduction of Likelihood Estimators in Semiparametric Frailty Models
by Il Do Ha & Maengseok Noh & Youngjo Lee - 321-337 Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion
by Sylvain Sardy & Paul Tseng - 338-354 A Spline‐Based Semiparametric Maximum Likelihood Estimation Method for the Cox Model with Interval‐Censored Data
by Ying Zhang & Lei Hua & Jian Huang
March 2010, Volume 37, Issue 1
- 1-1 Editorial
by Juha Alho & Paavo Salminen - 2-25 Structured Spatio‐Temporal Shot‐Noise Cox Point Process Models, with a View to Modelling Forest Fires
by Jesper Møller & Carlos Díaz‐Avalos - 26-46 Polynomial Spline Estimation for a Generalized Additive Coefficient Model
by Lan Xue & Hua Liang - 47-66 On the Estimation of Integrated Covariance Functions of Stationary Random Fields
by Ursa Pantle & Volker Schmidt & Evgeny Spodarev - 67-90 Stochastic Differential Mixed‐Effects Models
by Umberto Picchini & Andrea De Gaetano & Susanne Ditlevsen - 91-108 Semiparametric Density Deconvolution
by Martin L. Hazelton & Berwin A. Turlach - 109-125 On Bias Reduction in Robust Inference for Generalized Linear Models
by Wasimul Bari & Brajendra C. Sutradhar - 126-146 Estimating Optimal Dynamic Regimes: Correcting Bias under the Null
by Erica E. M. Moodie & Thomas S. Richardson - 147-165 New Tests of Spatial Segregation Based on Nearest Neighbour Contingency Tables
by Elvan Ceyhan - 166-175 Krylov Sequences as a Tool for Analysing Iterated Regression Algorithms
by Anders Björkström
December 2009, Volume 36, Issue 4
- 577-601 Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection
by Sylvain Sardy - 602-619 Covariate Selection for the Semiparametric Additive Risk Model
by Torben Martinussen & Thomas H. Scheike - 620-635 Variable Selection for Panel Count Data via Non‐Concave Penalized Estimating Function
by Xingwei Tong & Xin He & Liuquan Sun & Jianguo Sun - 636-648 Accelerated Recurrence Time Models
by Yijian Huang & Limin Peng - 649-670 Non‐parametric Tests for Recurrent Events under Competing Risks
by Jean‐Yves Dauxois & Sophie Sencey - 671-685 Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random
by Liugen Xue - 686-712 Diagnostic Measures for Generalized Linear Models with Missing Covariates
by Hongtu Zhu & Joseph G. Ibrahim & Xiaoyan Shi - 713-734 Estimation and Inference Based on Neumann Series Approximation to Locally Efficient Score in Missing Data Problems
by Hua Yun Chen - 735-748 Improved Prediction Intervals and Distribution Functions
by Paolo Vidoni - 749-763 Log‐density Deconvolution by Wavelet Thresholding
by Jérémie Bigot & Sébastien Van Bellegem - 764-781 End‐Point Estimation for Decreasing Densities: Asymptotic Behaviour of the Penalized Likelihood Ratio
by Jayanta Kumar Pal - 782-799 Goodness‐of‐Fit Tests for Multiplicative Models with Dependent Data
by Holger Dette & Juan Carlos Pardo‐Fernández & Ingrid Van Keilegom - 800-821 Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes
by Marios Sergides & Efstathios Paparoditis - 822-838 Extensions of a Conflict Measure of Inconsistencies in Bayesian Hierarchical Models
by Jørund Gåsemyr & Bent Natvig - 839-853 Hybrid Samplers for Ill‐Posed Inverse Problems
by RADU HERBEI & IAN W. McKEAGUE
September 2009, Volume 36, Issue 3
- 369-388 Single‐Index Additive Vector Autoregressive Time Series Models
by Yehua Li & Marc G. Genton - 389-412 Local Power Analyses of Goodness‐of‐fit Tests for Copulas
by Daniel Berg & Jean‐François Quessy - 413-432 Empirical Likelihood for Non‐Smooth Criterion Functions
by Elisa M. Molanes Lopez & Ingrid Van Keilegom & Noël Veraverbeke - 433-443 Empirical Likelihood‐Based Inferences for Generalized Partially Linear Models
by Hua Liang & Yongsong Qin & Xinyu Zhang & David Ruppert - 444-462 Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood
by Yanqing Sun & Rajeshwari Sundaram & Yichuan Zhao - 463-480 Simpson's Paradox in Survival Models
by Clelia Di Serio & Yosef Rinott & Marco Scarsini - 481-500 Marginal Regression Analysis for Semi‐Competing Risks Data Under Dependent Censoring
by A. Adam Ding & Guangkai Shi & Weijing Wang & Jin‐Jian Hsieh - 501-517 Generalized Augmentation to Control the False Discovery Exceedance in Multiple Testing
by Alessio Farcomeni - 518-541 Change‐Point Tests for the Error Distribution in Non‐parametric Regression
by Natalie Neumeyer & Ingrid Van Keilegom - 542-558 An Optimal Retrospective Change Point Detection Policy
by Albert Vexler & Chengqing Wu - 559-576 Parameterizations and Fitting of Bi‐directed Graph Models to Categorical Data
by Monia Lupparelli & Giovanni M. Marchetti & Wicher P. Bergsma
June 2009, Volume 36, Issue 2
- 185-203 Collapsibility for Directed Acyclic Graphs
by Xianchao Xie & Zhi Geng - 204-228 Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
by Natalie Neumeyer - 229-247 Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models
by Wangli Xu & Lixing Zhu - 248-269 An Adaptive Two‐stage Estimation Method for Additive Models
by Lu Lin & Xia Cui & Lixing Zhu - 270-296 Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
by Cecilia Mancini - 297-319 Bayesian Semiparametric Modelling in Quantile Regression
by Athanasios Kottas & Milovan Krnjajić - 320-336 Posterior Predictive p‐values in Bayesian Hierarchical Models
by Gunnhildur Högnadóttir Steinbakk & Geir Olve Storvik - 337-354 Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions
by ROSS McVINISH & JUDITH ROUSSEAU & KERRIE MENGERSEN - 355-369 Empirical Bayes Estimation of Small Area Means under a Nested Error Linear Regression Model with Measurement Errors in the Covariates
by Mahmoud Torabi & Gauri S. Datta & J. N. K. Rao
March 2009, Volume 36, Issue 1
- 1-22 Approximate Bayesian Inference in Spatial Generalized Linear Mixed Models
by Jo Eidsvik & Sara Martino & Håvard Rue - 23-41 The Multi‐scale Marked Area‐interaction Point Process: A Model for the Spatial Pattern of Trees
by Nicolas Picard & Avner Bar‐Hen & Frédéric Mortier & Joël Chadœuf - 42-59 Models for Dependent Extremes Using Stable Mixtures
by Anne‐Laure Fougères & John P. Nolan & Holger Rootzén - 60-75 Parametric Estimation Procedures in Multivariate Generalized Pareto Models
by René Michel - 76-97 Posterior Analysis for Normalized Random Measures with Independent Increments
by Lancelot F. James & Antonio Lijoi & Igor Prünster - 98-111 Saddlepoint‐Based Bootstrap Inference for Quadratic Estimating Equations
by Robert L. Paige & A. Alexandre Trindade & P. Harshini Fernando - 112-126 Variance Reduction in Smoothing Splines
by Robert L. Paige & Shan Sun & Keyi Wang - 127-140 Kernel Likelihood Inference for Time Series
by Carlo Grillenzoni - 141-156 Cressie–Read Power‐Divergence Statistics for Non‐Gaussian Vector Stationary Processes
by Hiroaki Ogata & Masanobu Taniguchi - 157-170 Normal Mixture Quasi‐maximum Likelihood Estimator for GARCH Models
by Taewook Lee & Sangyeol Lee - 171-184 Strong Consistency of the Maximum Likelihood Estimator for Finite Mixtures of Location–Scale Distributions When Penalty is Imposed on the Ratios of the Scale Parameters
by Kentaro Tanaka
December 2008, Volume 35, Issue 4
- 577-596 Simplex Mixed‐Effects Models for Longitudinal Proportional Data
by Zhenguo Qiu & Peter X.‐K. Song & Ming Tan - 597-612 On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data
by Brajendra C. Sutradhar & Vandna Jowaheer & Gary Sneddon - 613-628 Non‐parametric Maximum Likelihood Estimation for Cox Regression with Subject‐Specific Measurement Error
by C. Y. Wang - 629-649 Focused Information Criterion for Capture–Recapture Models for Closed Populations
by Francesco Bartolucci & Monia Lupparelli - 650-663 Estimating the Basic Reproductive Number in the General Epidemic Model with an Unknown Initial Number of Susceptible Individuals
by Eric H. Y. Lau & Paul S. F. Yip - 664-676 Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function
by Tore Selland Kleppe & Hans J. Skaug - 677-690 Adaptive Proposal Construction for Reversible Jump MCMC
by Ricardo S. Ehlers & Stephen P. Brooks - 691-700 On the Second‐Order Random Walk Model for Irregular Locations
by Finn Lindgren & Håvard Rue - 701-718 Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case
by Claudia Klüppelberg & Gabriel Kuhn & Liang Peng - 719-738 Non‐parametric Regression Tests Using Dimension Reduction Techniques
by Berthold R. Haag - 739-761 Uniform in Bandwidth Estimation of Integral Functionals of the Density Function
by Evarist Giné & David M. Mason - 762-762 Correction Note to ‘‘Density Approximation by Summary Statistics: An Information‐theoretic Approach’’
by Zvi Gilula & Shelby J. Haberman
September 2008, Volume 35, Issue 3
- 385-399 The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models
by Piet Groeneboom & Geurt Jongbloed & Jon A. Wellner - 400-414 Control Variates for the Metropolis–Hastings Algorithm
by Hugo Hammer & Håkon Tjelmeland - 415-437 Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis
by Frank Critchley & M. C. Jones - 438-465 The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
by Julie Lyng Forman & Michael Sørensen - 466-483 A List Sequential Sampling Method Suitable for Real‐Time Sampling
by Lennart Bondesson & Daniel Thorburn - 484-495 Empirical Bayes Confidence Intervals for Means of Natural Exponential Family‐Quadratic Variance Function Distributions with Application to Small Area Estimation
by Malay Ghosh & Tapabrata Maiti - 496-523 Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification
by Chunming Zhang - 524-539 Bayesian Non‐Parametric Estimation of Smooth Hazard Rates for Seismic Hazard Assessment
by Luca La Rocca - 540-556 Bayesian Semiparametric Cure Rate Model with an Unknown Threshold
by Luis E. Nieto‐Barajas & Guosheng Yin - 557-576 Estimation Strategies for Censored Lifetimes with a Lexis‐Diagram Type Model
by Elodie Brunel & Fabienne Comte & Agathe Guilloux
June 2008, Volume 35, Issue 2
- 193-211 Non‐parametric Estimation of a Survival Function with Two‐stage Design Studies
by Gang Li & Chi‐Hong Tseng - 212-227 Semiparametric Inference for ROC Curves with Censoring
by Hua Liang & Yong Zhou - 228-247 Non‐parametric Regression with Dependent Censored Data
by Anouar El Ghouch & Ingrid Van Keilegom - 248-265 Nonlinear Censored Regression Using Synthetic Data
by Michel Delecroix & Olivier Lopez & Valentin Patilea - 266-285 Optimal Sequential Design in a Controlled Non‐parametric Regression
by Sam Efromovich - 286-294 Local Influence in Generalized Estimating Equations
by Kang‐Mo Jung - 295-308 Iterated Bootstrap‐t Confidence Intervals for Density Functions
by Yvonne H. S. Ho & Stephen M. S. Lee - 309-321 Likelihood Ratio Testing for Hidden Markov Models Under Non‐standard Conditions
by Jörn Dannemann & Hajo Holzmann - 322-334 Intensity Estimation for Spatial Point Processes Observed with Noise
by Lionel Cucala - 335-353 Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
by Ravi Varadhan & Christophe Roland - 354-368 Properties of Bayes Factors Based on Test Statistics
by Valen E. Johnson - 369-384 Non‐parametric Bayesian Inference for Integrals with respect to an Unknown Finite Measure
by Torkel Erhardsson
March 2008, Volume 35, Issue 1
- 1-17 Tracking Edges, Corners and Vertices in an Image
by Peter Hall & Peihua Qiu & Christian Rau - 18-37 A Kernel Variogram Estimator for Clustered Data
by Raquel Menezes & Pilar Garcia‐Soidán & Manuel Febrero‐Bande - 38-63 Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data
by Magnus Ekström - 64-82 ML, PL, QL in Markov Chain Models
by Nils Lid Hjort & Cristiano Varin - 83-103 Inconsistency of the MLE for the Joint Distribution of Interval‐Censored Survival Times and Continuous Marks
by Marloes H. Maathuis & Jon A. Wellner - 104-118 Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions
by Yang Bai & Zhongyi Zhu & Wing K. Fung - 119-138 A Scale‐space Approach for Detecting Non‐stationarities in Time Series
by Lena R. Olsen & Sigrunn H. Sørbye & Fred Godtliebsen - 139-157 Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth
by José E. Chacón & Jesús Montanero & Agustín G. Nogales - 158-168 Robust Inference in Conditionally Linear Nonlinear Regression Models
by Robert L. Paige & P. Harshini Fernando - 169-185 Correlated Binary Variables and Multi‐level Probability Assessments
by Michail Papathomas - 186-192 A Z‐theorem with Estimated Nuisance Parameters and Correction Note for ‘Weighted Likelihood for Semiparametric Models and Two‐phase Stratified Samples, with Application to Cox Regression’
by Norman E. Breslow & Jon A. Wellner
December 2007, Volume 34, Issue 4
- 643-684 Modern Statistics for Spatial Point Processes
by Jesper Møller & Rasmus P. Waagepetersen - 712-745 Latent Variable Modelling: A Survey
by Anders Skrondal & Sophia Rabe‐Hesketh - 746-767 Putting a Price on Temperature
by Fred Espen Benth & Jūratė Šaltytė Benth & Steen Koekebakker - 768-780 Problem Solving is Often a Matter of Cooking Up an Appropriate Markov Chain
by Olle Häggström - 781-815 Convergence of Heavy‐tailed Monte Carlo Markov Chain Algorithms
by Søren F. Jarner & Gareth O. Roberts - 816-828 A Robust Conflict Measure of Inconsistencies in Bayesian Hierarchical Models
by Fredrik A. Dahl & Jørund Gåsemyr & Bent Natvig - 829-840 Functionally Compatible Local Characteristics for the Local Specification of Priors in Graphical Models
by Claudio Asci & Mauro Piccioni - 841-869 Semiparametric Regression with Kernel Error Model
by Ao Yuan & Jan G. De Gooijer - 870-895 Non‐parametric Maximum‐Likelihood Estimation in a Semiparametric Mixture Model for Competing‐Risks Data
by I‐Shou Chang & Chao A. Hsiung & Chi‐Chung Wen & Yuh‐Jenn Wu & Che‐Chi Yang
September 2007, Volume 34, Issue 3
- 451-477 Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines
by Jianhua Z. Huang & Liangyue Zhang & Lan Zhou - 478-498 On Confounding, Prediction and Efficiency in the Analysis of Longitudinal and Cross‐sectional Clustered Data
by Stijn Vansteelandt - 499-510 Approximation of the Distribution of the Location Parameter in the Growth Curve Model
by Tõnu Kollo & Anu Roos & Dietrich Von Rosen - 511-534 Non‐parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise
by Axel Munk & Natalie Neumeyer & Achim Scholz - 535-551 Semiparametric Mixtures of Generalized Exponential Families
by Richard Charnigo & Ramani S. Pilla - 552-568 Estimating the Upper Support Point in Deconvolution
by Lucie Aarts & Piet Groeneboom & Geurt Jongbloed - 569-586 Degeneracy in the Maximum Likelihood Estimation of Univariate Gaussian Mixtures for Grouped Data and Behaviour of the EM Algorithm
by Christophe Biernacki - 587-614 A Spatio‐Temporal Model for Functional Magnetic Resonance Imaging Data – with a View to Resting State Networks
by Eva B. Vedel Jensen & Thordis L. Thorarinsdottir - 615-625 Perfect Simulation for Length‐interacting Polygonal Markov Fields in the Plane
by M. N. M. Van Lieshout & T. Schreiber - 626-642 On Rates of Convergence for Bayesian Density Estimation
by Catia Scricciolo
June 2007, Volume 34, Issue 2
- 259-274 Exact Bayesian Inference and Model Selection for Stochastic Models of Epidemics Among a Community of Households
by Damian Clancy & Philip D. O'Neill - 275-297 Some Results on the Control of the False Discovery Rate under Dependence
by Alessio Farcomeni - 298-316 Lévy Copulas: Dynamics and Transforms of Upsilon Type
by Ole E. Barndorff‐Nielsen & Alexander M. Lindner - 317-335 Conditional Functional Principal Components Analysis
by Hervé Cardot - 336-346 A Composite Likelihood Cross‐validation Approach in Selecting Bandwidth for the Estimation of the Pair Correlation Function
by Yongtao Guan - 347-364 Tests and Confidence Intervals for an Extended Variance Component Using the Modified Likelihood Ratio Statistic
by Ole F. Christensen & Morten Frydenberg & Jens L. Jensen & Jørgen G. Pedersen - 365-383 On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates
by Jinhong You & Haibo Zhou - 384-404 Estimating a Convex Function in Nonparametric Regression
by Melanie Birke & Holger Dette - 405-418 Checking the Grouped Data Version of the Cox Model for Interval‐grouped Survival Data
by Christian B. Pipper & Christian Ritz - 419-431 Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator
by Montserrat Guillen & Jens P. Nielsen & Ana M. Perez‐Marin - 432-450 Likelihood for Generally Coarsened Observations from Multistate or Counting Process Models
by Daniel Commenges & Anne Gégout‐Petit
March 2007, Volume 34, Issue 1
- 1-2 Editorial
by Ørnulf Borgan & Bo Lindqvist - 3-16 Regression Analysis for Multistate Models Based on a Pseudo‐value Approach, with Applications to Bone Marrow Transplantation Studies
by Per K. Andersen & John P. Klein - 17-32 Direct Modelling of Regression Effects for Transition Probabilities in Multistate Models
by Thomas H. Scheike & Mei‐Jie Zhang - 33-52 Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations
by Daniel Commenges & Pierre Joly & Anne Gégout‐Petit & Benoit Liquet - 53-69 Dynamic Analysis of Recurrent Event Data with Missing Observations, with Application to Infant Diarrhoea in Brazil
by Ørnulf Borgan & Rosemeire L. Fiaccone & Robin Henderson & Mauricio L. Barreto - 70-85 Dynamic Prediction by Landmarking in Event History Analysis
by Hans C. Van Houwelingen - 86-102 Weighted Likelihood for Semiparametric Models and Two‐phase Stratified Samples, with Application to Cox Regression
by Norman E. Breslow & Jon A. Wellner - 103-119 Stratified Case‐Cohort Analysis of General Cohort Sampling Designs
by Sven Ove Samuelsen & Hallvard Ånestad & Anders Skrondal - 120-136 Use of Cohort Information in the Design and Analysis of Case‐Control Studies
by Bryan Langholz - 137-154 Cohort Sampling Schemes for the Mantel–Haenszel Estimator
by Larry Goldstein & Bryan Langholz - 155-168 What can Statistics Contribute to a Causal Understanding?
by Odd O. Aalen & Arnoldo Frigessi - 169-185 Graphical Models for Composable Finite Markov Processes
by Vanessa Didelez - 186-206 Structural Nested Models and Standard Software: A Mathematical Foundation through Partial Likelihood
by Judith J. Lok - 207-228 A Mixed Model Approach for Geoadditive Hazard Regression
by Thomas Kneib & Ludwig Fahrmeir - 229-257 Bayesian Survival Analysis in Proportional Hazard Models with Logistic Relative Risk
by Pierpaolo De Blasi & Nils Lid Hjort
December 2006, Volume 33, Issue 4
- 609-619 Semiparametric Global Cross‐ratio Models for Bivariate Censored Data
by Debashis Ghosh - 621-635 Tests in a Case–control Design Including Relatives
by Stefanie Biedermann & Eva Nagel & Axel Munk & Hajo Holzmann & Ansgar Steland - 637-649 Estimation of the Association for Bivariate Interval‐censored Failure Time Data
by Liuquan Sun & Lianming Wang & Jianguo Sun - 651-671 Parameter Estimation in Pair‐hidden Markov Models
by Ana Arribas‐Gil & Elisabeth Gassiat & Catherine Matias - 673-697 A Semiparametric Binary Regression Model Involving Monotonicity Constraints
by Moulinath Banerjee & Pinaki Biswas & Debashis Ghosh - 699-720 Pareto Sampling versus Sampford and Conditional Poisson Sampling
by Lennart Bondesson & Imbi Traat & Anders Lundqvist - 721-731 A Simulation‐based Goodness‐of‐fit Test for Random Effects in Generalized Linear Mixed Models
by Rasmus Waagepetersen - 733-752 Semiparametric Estimation of a Two‐component Mixture Model where One Component is known
by Laurent Bordes & Céline Delmas & Pierre Vandekerkhove - 753-763 Identifiability of Finite Mixtures of Elliptical Distributions
by Hajo Holzmann & Axel Munk & Tilmann Gneiting - 765-784 Objective Testing Procedures in Linear Models: Calibration of the p‐values
by F. Javier Girón & M. Lina Martínez & Elías Moreno & Francisco Torres - 785-806 Linear‐representation Based Estimation of Stochastic Volatility Models
by Christian Francq & Jean‐Michel Zakoïan - 807-823 Multilayer Perceptron with Functional Inputs: an Inverse Regression Approach
by Louis Ferré & Nathalie Villa - 825-847 Parametric Estimation for Subordinators and Induced OU Processes
by Geurt Jongbloed & Frank H. Van Der Meulen - 849-860 Integrated Square Error Asymptotics for Supersmooth Deconvolution
by Hajo Holzmann & Leif Boysen - 861-873 Two‐stage U‐statistics for Hypothesis Testing
by Hwai‐Chung Ho & Grace S. Shieh - 875-893 Penalized Projection Estimator for Volatility Density
by F. Comte & V. Genon‐Catalot
September 2006, Volume 33, Issue 3
- 409-434 Comparison of Regression Curves with Censored Responses
by Juan Carlos Pardo‐Fernández & Ingrid Van Keilegom - 435-450 Robust Tests in Semiparametric Partly Linear Models
by Ana Bianco & Graciela Boente & Elena Martínez - 451-462 A Simple Estimator of Error Correlation in Non‐parametric Regression Models
by Byeong U. Park & Young Kyung Lee & Tae Yoon Kim & Cheolyong Park - 463-475 Testing Constancy for Isotonic Regressions
by Ana Colubi & J. Santos Domínguez‐Menchero & Gil González‐Rodríguez - 477-501 Comparison of Separable Components in Different Samples
by Natalie Neumeyer & Stefan Sperlich - 503-522 Estimation of Wood Fibre Length Distributions from Censored Data through an EM Algorithm
by Ingrid Svensson & Sara Sjöstedt‐De Luna & Lennart Bondesson - 523-540 On Optimal Point and Block Prediction in Log‐Gaussian Random Fields
by Victor De Oliveira - 541-559 Estimation of Polygons and Areas
by Anna H. Persson & Lennart Bondesson & Niclas Börlin - 561-574 On the Unification of Families of Skew‐normal Distributions
by Reinaldo B. Arellano‐Valle & Adelchi Azzalini - 575-590 A Note on Collapsibility in DAG Models of Contingency Tables
by Sung‐Ho Kim & Seong‐Ho Kim - 591-608 Empirical and Hierarchical Bayesian Estimation in Finite Population Sampling under Structural Measurement Error Models
by Malay Ghosh & Karabi Sinha & Dalho Kim
June 2006, Volume 33, Issue 2
- 169-190 Inference on Survival Data with Covariate Measurement Error – An Imputation‐based Approach
by Yi Li & Louise Ryan - 191-207 Rate/Mean Regression for Multiple‐Sequence Recurrent Event Data with Missing Event Category
by Douglas Schaubel & Jianwen Cai - 209-218 On a Posterior Predictive Density Sample Size Criterion
by Theodoros Nicoleris & Stephen G. Walker - 219-226 Computations via Auxiliary Random Functions for Survival Models
by Purushottam W. Laud & Paul Damien & Stephen G. Walker - 227-237 False Discovery Control for Multiple Tests of Association Under General Dependence
by Nicolai Meinshausen