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October 2024, Volume 76, Issue 5
- 711-763 Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions
by Junichiro Yoshida & Nakahiro Yoshida - 765-796 Penalized estimation for non-identifiable models
by Junichiro Yoshida & Nakahiro Yoshida - 797-820 A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
by Žikica Lukić & Bojana Milošević - 821-850 Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation
by N. V. Gribkova & J. Su & R. Zitikis - 851-875 Minimizing robust density power-based divergences for general parametric density models
by Akifumi Okuno - 877-896 Asymptotic expected sensitivity function and its applications to measures of monotone association
by Qingyang Zhang
August 2024, Volume 76, Issue 4
- 535-578 Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis
by Chenlong Li & Kaiyan Cui - 579-615 Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity
by Lixiu Wu & Jiang Hu - 617-648 Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates
by Jian-Jian Ren & Yuyin Shi - 649-678 Testing against ordered alternatives in one-way ANOVA model with exponential errors
by Anjana Mondal & Markus Pauly & Somesh Kumar - 679-709 A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers
by Shaul K. Bar-Lev & Gérard Letac & Ad Ridder
June 2024, Volume 76, Issue 3
- 361-391 On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent
by Selina Drews & Michael Kohler - 393-421 Data segmentation for time series based on a general moving sum approach
by Claudia Kirch & Kerstin Reckruehm - 423-446 Gradual change-point analysis based on Spearman matrices for multivariate time series
by Jean-François Quessy - 447-479 Statistical inference for random T-tessellations models. Application to agricultural landscape modeling
by Katarzyna Adamczyk-Chauvat & Mouna Kassa & Julien Papaïx & Kiên Kiêu & Radu S. Stoica - 481-510 Regularized nonlinear regression with dependent errors and its application to a biomechanical model
by Hojun You & Kyubaek Yoon & Wei-Ying Wu & Jongeun Choi & Chae Young Lim - 511-534 Using the growth curve model in classification of repeated measurements
by Dietrich Rosen & Martin Singull
April 2024, Volume 76, Issue 2
- 185-207 Approximating symmetrized estimators of scatter via balanced incomplete U-statistics
by Lutz Dümbgen & Klaus Nordhausen - 209-234 On a projection least squares estimator for jump diffusion processes
by Hélène Halconruy & Nicolas Marie - 235-262 On estimation of nonparametric regression models with autoregressive and moving average errors
by Qi Zheng & Yunwei Cui & Rongning Wu - 263-287 Multivariate frequency polygon for stationary random fields
by Michel Carbon & Thierry Duchesne - 289-312 On UMPS hypothesis testing
by Davy Paindaveine - 313-331 Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions
by M. N. M. Lieshout - 333-359 Test for conditional quantile change in general conditional heteroscedastic time series models
by Sangyeol Lee & Chang Kyeom Kim
February 2024, Volume 76, Issue 1
- 1-33 Identifiability of latent-variable and structural-equation models: from linear to nonlinear
by Aapo Hyvärinen & Ilyes Khemakhem & Ricardo Monti - 35-37 Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”
by Hiroshi Morioka - 39-42 Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”
by Takeru Matsuda - 43-46 Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear"
by Aapo Hyvärinen - 47-71 Comparative evaluation of point process forecasts
by Jonas R. Brehmer & Tilmann Gneiting & Marcus Herrmann & Warner Marzocchi & Martin Schlather & Kirstin Strokorb - 73-92 Model averaging for estimating treatment effects
by Zhihao Zhao & Xinyu Zhang & Guohua Zou & Alan T. K. Wan & Geoffrey K. F. Tso - 93-110 A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression
by Kai Xu & Nan An - 111-157 Gaussian quasi-information criteria for ergodic Lévy driven SDE
by Shoichi Eguchi & Hiroki Masuda - 159-183 Comparing regression curves: an L1-point of view
by Patrick Bastian & Holger Dette & Lukas Koletzko & Kathrin Möllenhoff
December 2023, Volume 75, Issue 6
- 887-909 Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic
by Conor Kresin & Frederic Schoenberg - 911-929 Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data
by Hengfang Wang & Jae Kwang Kim - 931-948 Gene–environment interaction analysis under the Cox model
by Kuangnan Fang & Jingmao Li & Yaqing Xu & Shuangge Ma & Qingzhao Zhang - 949-977 Robust variable selection with exponential squared loss for partially linear spatial autoregressive models
by Xiuli Wang & Jingchang Shao & Jingjing Wu & Qiang Zhao - 979-1009 A goodness-of-fit test on the number of biclusters in a relational data matrix
by Chihiro Watanabe & Taiji Suzuki - 1011-1038 Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method
by Bruno Ebner & Adrian Fischer & Norbert Henze & Celeste Mayer - 1039-1062 Estimation of complier causal treatment effects with informatively interval-censored failure time data
by Yuqing Ma & Peijie Wang & Jianguo Sun
October 2023, Volume 75, Issue 5
- 705-729 A copula spectral test for pairwise time reversibility
by Shibin Zhang - 731-771 Nonparametric multiple regression by projection on non-compactly supported bases
by Florian Dussap - 773-798 Robust density power divergence estimates for panel data models
by Abhijit Mandal & Beste Hamiye Beyaztas & Soutir Bandyopadhyay - 799-832 Least absolute deviation estimation for AR(1) processes with roots close to unity
by Nannan Ma & Hailin Sang & Guangyu Yang - 833-853 Mixture of shifted binomial distributions for rating data
by Shaoting Li & Jiahua Chen - 855-886 Automatic data-based bin width selection for rose diagram
by Yasuhito Tsuruta & Masahiko Sagae
August 2023, Volume 75, Issue 4
- 533-565 Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models
by Yuma Uehara - 567-592 Data-driven model selection for same-realization predictions in autoregressive processes
by Kare Kamila - 593-617 Slash distributions, generalized convolutions, and extremes
by M. Arendarczyk & T. J. Kozubowski & A. K. Panorska - 619-648 A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity
by Zeyu Wu & Cheng Wang & Weidong Liu - 649-681 Model averaging for semiparametric varying coefficient quantile regression models
by Zishu Zhan & Yang Li & Yuhong Yang & Cunjie Lin - 683-704 Generation of all randomizations using circuits
by Elena Pesce & Fabio Rapallo & Eva Riccomagno & Henry P. Wynn
June 2023, Volume 75, Issue 3
- 393-424 Forward variable selection for ultra-high dimensional quantile regression models
by Toshio Honda & Chien-Tong Lin - 425-462 Regression analysis for exponential family data in a finite population setup using two-stage cluster sample
by Brajendra C. Sutradhar - 463-492 Matrix completion under complex survey sampling
by Xiaojun Mao & Zhonglei Wang & Shu Yang - 493-509 Robust estimation for nonrandomly distributed data
by Shaomin Li & Kangning Wang & Yong Xu - 511-532 Tests for the existence of group effects and interactions for two-way models with dependent errors
by Yuichi Goto & Kotone Suzuki & Xiaofei Xu & Masanobu Taniguchi
April 2023, Volume 75, Issue 2
- 201-231 Robust estimation of the conditional stable tail dependence function
by Yuri Goegebeur & Armelle Guillou & Jing Qin - 233-250 Group least squares regression for linear models with strongly correlated predictor variables
by Min Tsao - 251-251 Correction to: Group least squares regression for linear models with strongly correlated predictor variables
by Min Tsao - 253-280 Inhomogeneous hidden semi-Markov models for incompletely observed point processes
by Amina Shahzadi & Ting Wang & Mark Bebbington & Matthew Parry - 281-302 Inference using an exact distribution of test statistic for random-effects meta-analysis
by Keisuke Hanada & Tomoyuki Sugimoto - 303-333 On the choice of the optimal single order statistic in quantile estimation
by Mariusz Bieniek & Luiza Pańczyk - 335-368 Quantitative robustness of instance ranking problems
by Tino Werner - 369-392 Asymptotic theory in network models with covariates and a growing number of node parameters
by Qiuping Wang & Yuan Zhang & Ting Yan
February 2023, Volume 75, Issue 1
- 1-15 Estimation with multivariate outcomes having nonignorable item nonresponse
by Lyu Ni & Jun Shao - 17-37 Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays
by Jinhui Guo & Yingyin Lu - 39-70 Semiparametric modelling of two-component mixtures with stochastic dominance
by Jingjing Wu & Tasnima Abedin & Qiang Zhao - 71-97 Nonparametric inference for additive models estimated via simplified smooth backfitting
by Suneel Babu Chatla - 99-125 Selective inference after feature selection via multiscale bootstrap
by Yoshikazu Terada & Hidetoshi Shimodaira - 127-157 Exact statistical inference for the Wasserstein distance by selective inference
by Vo Nguyen Le Duy & Ichiro Takeuchi - 159-200 Flexible asymmetric multivariate distributions based on two-piece univariate distributions
by Jonas Baillien & Irène Gijbels & Anneleen Verhasselt
December 2022, Volume 74, Issue 6
- 1043-1065 A blockwise network autoregressive model with application for fraud detection
by Bofei Xiao & Bo Lei & Wei Lan & Bin Guo - 1067-1083 On comparing competing risks using the ratio of their cumulative incidence functions
by Hammou Barmi - 1085-1108 On the rate of convergence of image classifiers based on convolutional neural networks
by Michael Kohler & Adam Krzyżak & Benjamin Walter - 1109-1142 A sequential feature selection procedure for high-dimensional Cox proportional hazards model
by Ke Yu & Shan Luo - 1143-1161 Inference of random effects for linear mixed-effects models with a fixed number of clusters
by Chih-Hao Chang & Hsin-Cheng Huang & Ching-Kang Ing - 1163-1196 Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes
by Holger Dette & Martin Kroll - 1197-1228 Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation
by Toshiaki Tsukurimichi & Yu Inatsu & Vo Nguyen Le Duy & Ichiro Takeuchi
October 2022, Volume 74, Issue 5
- 837-867 Nonparametric tests for multistate processes with clustered data
by Giorgos Bakoyannis & Dipankar Bandyopadhyay - 869-893 Multi-round smoothed composite quantile regression for distributed data
by Fengrui Di & Lei Wang - 895-923 Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
by Yuichi Akaoka & Kazuki Okamura & Yoshiki Otobe - 925-955 Adaptive efficient estimation for generalized semi-Markov big data models
by Vlad Stefan Barbu & Slim Beltaief & Serguei Pergamenchtchikov - 957-986 Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms
by Tiandong Wang & Panpan Zhang - 987-1041 Outcome regression-based estimation of conditional average treatment effect
by Lu Li & Niwen Zhou & Lixing Zhu
August 2022, Volume 74, Issue 4
- 615-637 Akaike Memorial Lecture 2020: Some of the challenges of statistical applications
by John Copas - 639-641 Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications
by Masayuki Henmi - 643-647 Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications”
by Masataka Taguri - 649-652 Author’s rejoinder to the discussion of the Akaike Memorial Lecture 2020
by John Copas - 653-684 Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
by Haeran Cho & Claudia Kirch - 685-711 Fixed accuracy estimation of parameters in a threshold autoregressive model
by Victor V. Konev & Sergey E. Vorobeychikov - 713-735 Empirical tail conditional allocation and its consistency under minimal assumptions
by N. V. Gribkova & J. Su & R. Zitikis - 737-771 Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
by Salim Bouzebda & Mohamed Chaouch & Sultana Didi Biha - 773-800 Simultaneous inference for Berkson errors-in-variables regression under fixed design
by Katharina Proksch & Nicolai Bissantz & Hajo Holzmann - 801-835 Inference for nonstationary time series of counts with application to change-point problems
by William Kengne & Isidore S. Ngongo
June 2022, Volume 74, Issue 3
- 399-433 Wigner and Wishart ensembles for sparse Vinberg models
by Hideto Nakashima & Piotr Graczyk - 435-450 Robust distributed estimation and variable selection for massive datasets via rank regression
by Jiaming Luan & Hongwei Wang & Kangning Wang & Benle Zhang - 451-472 Semiparametric inference on general functionals of two semicontinuous populations
by Meng Yuan & Chunlin Wang & Boxi Lin & Pengfei Li - 473-488 Characterizations of the normal distribution via the independence of the sample mean and the feasible definite statistics with ordered arguments
by Chin-Yuan Hu & Gwo Dong Lin - 489-514 Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals
by Alexander I. Jordan & Anja Mühlemann & Johanna F. Ziegel - 515-537 The variable selection by the Dantzig selector for Cox’s proportional hazards model
by Kou Fujimori - 539-557 Robust model selection with covariables missing at random
by Zhongqi Liang & Qihua Wang & Yuting Wei - 559-579 A high-dimensional M-estimator framework for bi-level variable selection
by Bin Luo & Xiaoli Gao - 581-613 Bayes factor asymptotics for variable selection in the Gaussian process framework
by Minerva Mukhopadhyay & Sourabh Bhattacharya
April 2022, Volume 74, Issue 2
- 195-231 Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach
by Holger Dette & Kevin Kokot - 233-270 Whittle estimation for continuous-time stationary state space models with finite second moments
by Vicky Fasen-Hartmann & Celeste Mayer - 271-287 Search for minimum aberration designs with uniformity
by Bochuan Jiang & Yaping Wang & Mingyao Ai - 289-319 On the usage of randomized p-values in the Schweder–Spjøtvoll estimator
by Anh-Tuan Hoang & Thorsten Dickhaus - 321-339 Variable selection for functional linear models with strong heredity constraint
by Sanying Feng & Menghan Zhang & Tiejun Tong - 341-378 Local polynomial expectile regression
by C. Adam & I. Gijbels - 379-397 Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism
by Jing Zhang & Qihua Wang & Xuan Wang
February 2022, Volume 74, Issue 1
- 1-31 The finite sample properties of sparse M-estimators with pseudo-observations
by Benjamin Poignard & Jean-David Fermanian - 33-47 Wasserstein statistics in one-dimensional location scale models
by Shun-ichi Amari & Takeru Matsuda - 49-68 A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal Data
by Kai Yang & Peihua Qiu - 69-91 Broken adaptive ridge regression for right-censored survival data
by Zhihua Sun & Yi Liu & Kani Chen & Gang Li - 93-112 Empirical likelihood meta-analysis with publication bias correction under Copas-like selection model
by Mengke Li & Yukun Liu & Pengfei Li & Jing Qin - 113-142 Efficient estimation methods for non-Gaussian regression models in continuous time
by Evgeny Pchelintsev & Serguei Pergamenshchikov & Maria Povzun - 143-165 Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process
by Pierpaolo De Blasi & Ramsés H. Mena & Igor Prünster - 167-194 Asymptotic linear expansion of regularized M-estimators
by Tino Werner
December 2021, Volume 73, Issue 6
- 1063-1087 Distribution-free testing in linear and parametric regression
by Estate V. Khmaladze - 1089-1125 A universal approach to estimate the conditional variance in semimartingale limit theorems
by Mathias Vetter - 1127-1152 Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
by Baichuan Yuan & Frederic P. Schoenberg & Andrea L. Bertozzi - 1153-1185 Efficient likelihood-based inference for the generalized Pareto distribution
by Hideki Nagatsuka & N. Balakrishnan - 1187-1202 Improper versus finitely additive distributions as limits of countably additive probabilities
by Pierre Druilhet & Erwan Saint Loubert Bié - 1203-1228 Nonparametric regression with warped wavelets and strong mixing processes
by Luz M. Gómez & Rogério F. Porto & Pedro A. Morettin - 1229-1247 Smooth distribution function estimation for lifetime distributions using Szasz–Mirakyan operators
by Ariane Hanebeck & Bernhard Klar - 1249-1279 Simultaneous confidence bands for nonparametric regression with missing covariate data
by Li Cai & Lijie Gu & Qihua Wang & Suojin Wang
October 2021, Volume 73, Issue 5
- 855-889 Identifying shifts between two regression curves
by Holger Dette & Subhra Sankar Dhar & Weichi Wu - 891-920 Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification
by Noirrit Kiran Chandra & Sourabh Bhattacharya - 921-951 Regularized bridge-type estimation with multiple penalties
by Alessandro Gregorio & Francesco Iafrate - 953-977 Mellin–Meijer kernel density estimation on $${{\mathbb {R}}}^+$$ R +
by Gery Geenens - 979-1010 Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data
by Luiza S. C. Piancastelli & Wagner Barreto-Souza & Vinícius D. Mayrink - 1011-1035 Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case
by Federico Camerlenghi & Claudio Macci & Elena Villa - 1037-1061 A permutation test for the two-sample right-censored model
by Grzegorz Wyłupek
August 2021, Volume 73, Issue 4
- 649-669 Estimation for high-frequency data under parametric market microstructure noise
by Simon Clinet & Yoann Potiron - 671-702 On localization of source by hidden Gaussian processes with small noise
by Yury A. Kutoyants - 703-736 Robust high-dimensional regression for data with anomalous responses
by Mingyang Ren & Sanguo Zhang & Qingzhao Zhang - 737-756 Determining the number of canonical correlation pairs for high-dimensional vectors
by Jiasen Zheng & Lixing Zhu - 757-785 Gaussian graphical models with toric vanishing ideals
by Pratik Misra & Seth Sullivant - 787-819 High-dimensional sign-constrained feature selection and grouping
by Shanshan Qin & Hao Ding & Yuehua Wu & Feng Liu - 821-853 Robust test for structural instability in dynamic factor models
by Byungsoo Kim & Junmo Song & Changryong Baek
June 2021, Volume 73, Issue 3
- 441-455 Copula and composite quantile regression-based estimating equations for longitudinal data
by Kangning Wang & Wen Shan - 457-480 Model identification and selection for single-index varying-coefficient models
by Peng Lai & Fangjian Wang & Tingyu Zhu & Qingzhao Zhang - 481-517 Semiparametric methods for left-truncated and right-censored survival data with covariate measurement error
by Li-Pang Chen & Grace Y. Yi - 519-533 Instrument search in pseudo-likelihood approach for nonignorable nonresponse
by Ji Chen & Jun Shao & Fang Fang - 535-553 Model averaging for linear models with responses missing at random
by Yuting Wei & Qihua Wang & Wei Liu - 555-598 Global jump filters and quasi-likelihood analysis for volatility
by Haruhiko Inatsugu & Nakahiro Yoshida - 599-622 Hypothesis tests for high-dimensional covariance structures
by Aki Ishii & Kazuyoshi Yata & Makoto Aoshima - 623-647 Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
by Lei Wang & Wei Ma
April 2021, Volume 73, Issue 2
- 227-248 Valid p-values and expectations of p-values revisited
by Albert Vexler - 249-281 Estimation of an improved surrogate model in uncertainty quantification by neural networks
by Benedict Götz & Sebastian Kersting & Michael Kohler - 283-309 Consistent multiple changepoint estimation with fused Gaussian graphical models
by A. Gibberd & S. Roy - 311-336 On the power of some sequential multiple testing procedures
by Shiyun Chen & Ery Arias-Castro - 337-367 Nonparametric estimation of the kernel function of symmetric stable moving average random functions
by Jürgen Kampf & Georgiy Shevchenko & Evgeny Spodarev - 369-394 Multivariate matrix Mittag–Leffler distributions
by Hansjörg Albrecher & Martin Bladt & Mogens Bladt - 395-423 Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation
by Youssef Taleb & Edward A. K. Cohen - 425-440 Poles of pair correlation functions: When they are real?
by Ka Yiu Wong & Dietrich Stoyan
February 2021, Volume 73, Issue 1
- 1-2 Report of the editors
by H. Fujisawa & Y. Ninomiya & T. Sei - 3-29 The de-biased group Lasso estimation for varying coefficient models
by Toshio Honda - 31-59 Fixed point characterizations of continuous univariate probability distributions and their applications
by Steffen Betsch & Bruno Ebner - 61-82 Some explicit solutions of c-optimal design problems for polynomial regression with no intercept
by Holger Dette & Viatcheslav B. Melas & Petr Shpilev - 83-113 The kth power expectile regression
by Yingying Jiang & Fuming Lin & Yong Zhou - 115-134 On the proportional hazards model with last observation carried forward covariates
by Hongyuan Cao & Jason P. Fine - 135-174 Clustering of subsample means based on pairwise L1 regularized empirical likelihood
by Quynh Van Nong & Chi Tim Ng - 175-175 Correction to: Clustering of subsample means based on pairwise L1 regularized empirical likelihood
by Quynh Van Nong & Chi Tim Ng - 177-225 Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
by Shogo H. Nakakita & Yusuke Kaino & Masayuki Uchida
December 2020, Volume 72, Issue 6
- 1287-1315 Semi-parametric transformation boundary regression models
by Natalie Neumeyer & Leonie Selk & Charles Tillier - 1317-1370 Integral transform methods in goodness-of-fit testing, II: the Wishart distributions
by Elena Hadjicosta & Donald Richards - 1371-1396 Robust estimation for general integer-valued time series models
by Byungsoo Kim & Sangyeol Lee - 1397-1417 An optimal test for the additive model with discrete or categorical predictors
by Abhijit Mandal - 1419-1447 Comparing the marginal densities of two strictly stationary linear processes
by Paul Doukhan & Ieva Grublytė & Denys Pommeret & Laurence Reboul - 1449-1477 Flexible bivariate Poisson integer-valued GARCH model
by Yan Cui & Qi Li & Fukang Zhu - 1479-1500 The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations
by D. Benelmadani & K. Benhenni & S. Louhichi - 1501-1516 Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters
by Mineaki Ohishi & Hirokazu Yanagihara & Shuichi Kawano
October 2020, Volume 72, Issue 5
- 1095-1108 On the indirect elicitability of the mode and modal interval
by Krisztina Dearborn & Rafael Frongillo - 1109-1136 Testing for normality in any dimension based on a partial differential equation involving the moment generating function
by Norbert Henze & Jaco Visagie - 1137-1157 Poisson source localization on the plane: cusp case
by O. V. Chernoyarov & S. Dachian & Yu. A. Kutoyants - 1159-1173 Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
by Kun Chen & Ngai Hang Chan & Chun Yip Yau - 1175-1204 Wavelet estimation of the dimensionality of curve time series
by Rodney V. Fonseca & Aluísio Pinheiro - 1205-1235 Model selection for the robust efficient signal processing observed with small Lévy noise
by Slim Beltaief & Oleg Chernoyarov & Serguei Pergamenchtchikov - 1237-1256 Some information inequalities for statistical inference
by K. V. Harsha & Alladi Subramanyam - 1257-1286 Bias-corrected support vector machine with Gaussian kernel in high-dimension, low-sample-size settings
by Yugo Nakayama & Kazuyoshi Yata & Makoto Aoshima
August 2020, Volume 72, Issue 4
- 895-913 Distributions of pattern statistics in sparse Markov models
by Donald E. K. Martin - 915-943 Estimation of extreme conditional quantiles under a general tail-first-order condition
by Laurent Gardes & Armelle Guillou & Claire Roman - 945-967 Space–time inhomogeneous background intensity estimators for semi-parametric space–time self-exciting point process models
by Chenlong Li & Zhanjie Song & Wenjun Wang - 969-996 Large sample results for frequentist multiple imputation for Cox regression with missing covariate data
by Frank Eriksson & Torben Martinussen & Søren Feodor Nielsen - 997-1022 Nonparametric MANOVA in meaningful effects
by Dennis Dobler & Sarah Friedrich & Markus Pauly - 1023-1054 Regression function estimation as a partly inverse problem
by F. Comte & V. Genon-Catalot - 1055-1094 Detecting deviations from second-order stationarity in locally stationary functional time series
by Axel Bücher & Holger Dette & Florian Heinrichs
June 2020, Volume 72, Issue 3
- 645-657 On univariate slash distributions, continuous and discrete
by M. C. Jones - 659-673 Properization: constructing proper scoring rules via Bayes acts
by Jonas R. Brehmer & Tilmann Gneiting - 675-698 Poisson source localization on the plane: change-point case
by C. Farinetto & Yu. A. Kutoyants & A. Top - 699-740 Estimation and hypothesis test for partial linear single-index multiplicative models
by Jun Zhang & Xia Cui & Heng Peng - 741-770 More good news on the HKM test for multivariate reflected symmetry about an unknown centre
by Norbert Henze & Celeste Mayer - 771-801 Nonparametric estimation of the cross ratio function
by Steven Abrams & Paul Janssen & Jan Swanepoel & Noël Veraverbeke - 803-825 Semiparametric Bayesian multiple imputation for regression models with missing mixed continuous–discrete covariates
by Ryo Kato & Takahiro Hoshino - 827-854 Nonparametric variable selection and its application to additive models
by Zhenghui Feng & Lu Lin & Ruoqing Zhu & Lixing Zhu - 855-893 Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
by Claudio Agostinelli & Ana M. Bianco & Graciela Boente
April 2020, Volume 72, Issue 2
- 329-352 Strong model dependence in statistical analysis: goodness of fit is not enough for model choice
by John Copas & Shinto Eguchi