Printed from https://ideas.repec.org/s/spr/aistmt2.html
Content
April 2020, Volume 72, Issue 2
- 353-397 Sharp oracle inequalities for low-complexity priors
by Tung Duy Luu & Jalal Fadili & Christophe Chesneau - 399-425 On the limiting distribution of sample central moments
by Georgios Afendras & Nickos Papadatos & Violetta E. Piperigou - 427-449 Error density estimation in high-dimensional sparse linear model
by Feng Zou & Hengjian Cui - 451-470 A test for the presence of stochastic ordering under censoring: the k-sample case
by Hammou El Barmi - 471-509 Convergence rates for kernel regression in infinite-dimensional spaces
by Joydeep Chowdhury & Probal Chaudhuri - 511-530 Theoretical properties of bandwidth selectors for kernel density estimation on the circle
by Yasuhito Tsuruta & Masahiko Sagae - 531-543 Conditional waiting time distributions of runs and patterns and their applications
by Tung-Lung Wu - 545-576 Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models
by Jimmy Olsson & Johan Westerborn Alenlöv - 577-605 Semiparametric M-estimation with non-smooth criterion functions
by Laurent Delsol & Ingrid Van Keilegom - 607-626 Spatially homogeneous copulas
by Fabrizio Durante & Juan Fernández Sánchez & Wolfgang Trutschnig - 627-644 On principal components regression with Hilbertian predictors
by Ben Jones & Andreas Artemiou
February 2020, Volume 72, Issue 1
- 1-31 Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
by Mike West - 33-36 Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions”
by Jouchi Nakajima - 37-39 Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions”
by Chris Glynn - 41-44 Reply to Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions”
by Mike West - 45-63 Discovering model structure for partially linear models
by Xin He & Junhui Wang - 65-90 A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
by Zehua Chen & Yiwei Jiang - 91-121 An empirical likelihood approach under cluster sampling with missing observations
by Yves G. Berger - 123-155 Estimating quantiles in imperfect simulation models using conditional density estimation
by Michael Kohler & Adam Krzyżak - 157-185 Inference on a distribution function from ranked set samples
by Lutz Dümbgen & Ehsan Zamanzade - 187-211 New kernel estimators of the hazard ratio and their asymptotic properties
by Taku Moriyama & Yoshihiko Maesono - 213-234 Marginal quantile regression for varying coefficient models with longitudinal data
by Weihua Zhao & Weiping Zhang & Heng Lian - 235-264 Sequential fixed accuracy estimation for nonstationary autoregressive processes
by Victor Konev & Bogdan Nazarenko - 265-295 Semiparametric quantile regression with random censoring
by Francesco Bravo - 297-328 Asymptotic theory of the adaptive Sparse Group Lasso
by Benjamin Poignard
October 2019, Volume 71, Issue 5
- 1007-1031 Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
by Xiaolin Chen & Yi Liu & Qihua Wang - 1033-1057 CUSUM test for general nonlinear integer-valued GARCH models: comparison study
by Youngmi Lee & Sangyeol Lee - 1059-1091 Modified residual CUSUM test for location-scale time series models with heteroscedasticity
by Haejune Oh & Sangyeol Lee - 1093-1119 On Hodges’ superefficiency and merits of oracle property in model selection
by Xianyi Wu & Xian Zhou - 1121-1142 Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors
by Jungjun Choi & In Choi - 1143-1162 The Berry–Esseen bounds of the weighted estimator in a nonparametric regression model
by Xuejun Wang & Yi Wu & Shuhe Hu - 1163-1199 Quantile estimations via modified Cholesky decomposition for longitudinal single-index models
by Jing Lv & Chaohui Guo - 1201-1232 Semiparametric estimation in regression with missing covariates using single-index models
by Zhuoer Sun & Suojin Wang - 1233-1263 On the strong universal consistency of local averaging regression estimates
by Matthias Hansmann & Michael Kohler & Harro Walk - 1265-1269 Correction to: On the strong universal consistency of local averaging regression estimates
by Matthias Hansmann & Michael Kohler & Harro Walk - 1271-1287 A recursive point process model for infectious diseases
by Frederic Paik Schoenberg & Marc Hoffmann & Ryan J. Harrigan - 1289-1322 Robust statistical inference based on the C-divergence family
by Avijit Maji & Abhik Ghosh & Ayanendranath Basu & Leandro Pardo
August 2019, Volume 71, Issue 4
- 703-741 Asymptotic properties of the realized skewness and related statistics
by Yuta Koike & Zhi Liu - 743-770 Robust functional estimation in the multivariate partial linear model
by Michael Levine - 771-810 Asymptotic properties of parallel Bayesian kernel density estimators
by Alexey Miroshnikov & Evgeny Savelev - 811-835 Weighted allocations, their concomitant-based estimators, and asymptotics
by Nadezhda Gribkova & Ričardas Zitikis - 837-852 Bias reduction using surrogate endpoints as auxiliary variables
by Yoshiharu Takagi & Yutaka Kano - 853-887 Unified estimation of densities on bounded and unbounded domains
by Kairat Mynbaev & Carlos Martins-Filho - 889-910 Dimension reduction for kernel-assisted M-estimators with missing response at random
by Lei Wang - 911-946 Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
by Yongcheng Qi & Fang Wang & Lin Zhang - 947-981 Test for tail index constancy of GARCH innovations based on conditional volatility
by Moosup Kim & Sangyeol Lee - 983-1005 Simultaneous confidence bands for the distribution function of a finite population in stratified sampling
by Lijie Gu & Suojin Wang & Lijian Yang
June 2019, Volume 71, Issue 3
- 473-503 Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
by Makoto Aoshima & Kazuyoshi Yata - 505-535 Testing homogeneity of proportions from sparse binomial data with a large number of groups
by Junyong Park - 537-552 Reliability analysis of a k-out-of-n:F system under a linear degradation model with calibrations
by Ensiyeh Nezakati & Mostafa Razmkhah & Firoozeh Haghighi - 553-576 Regression estimation under strong mixing data
by Huijun Guo & Youming Liu - 577-598 M-based simultaneous inference for the mean function of functional data
by Italo R. Lima & Guanqun Cao & Nedret Billor - 599-626 Testing for a $$\delta $$ δ -neighborhood of a generalized Pareto copula
by Stefan Aulbach & Michael Falk & Timo Fuller - 627-656 Statistical inference based on bridge divergences
by Arun Kumar Kuchibhotla & Somabha Mukherjee & Ayanendranath Basu - 657-677 Spline estimator for ultra-high dimensional partially linear varying coefficient models
by Zhaoliang Wang & Liugen Xue & Gaorong Li & Fei Lu - 679-701 Semiparametric generalized exponential frailty model for clustered survival data
by Wagner Barreto-Souza & Vinícius Diniz Mayrink
April 2019, Volume 71, Issue 2
- 247-274 AIC for the non-concave penalized likelihood method
by Yuta Umezu & Yusuke Shimizu & Hiroki Masuda & Yoshiyuki Ninomiya - 275-306 Frequentist model averaging for threshold models
by Yan Gao & Xinyu Zhang & Shouyang Wang & Terence Tai-leung Chong & Guohua Zou - 307-325 Waiting time for consecutive repetitions of a pattern and related distributions
by Sigeo Aki - 327-364 Testing in nonparametric ANCOVA model based on ridit reliability functional
by Debajit Chatterjee & Uttam Bandyopadhyay - 365-387 Weighted estimating equations for additive hazards models with missing covariates
by Lihong Qi & Xu Zhang & Yanqing Sun & Lu Wang & Yichuan Zhao - 389-408 A generalized urn with multiple drawing and random addition
by Aguech Rafik & Lasmar Nabil & Selmi Olfa - 409-438 Penalized expectile regression: an alternative to penalized quantile regression
by Lina Liao & Cheolwoo Park & Hosik Choi - 439-471 Wishart exponential families on cones related to tridiagonal matrices
by Piotr Graczyk & Hideyuki Ishi & Salha Mamane
February 2019, Volume 71, Issue 1
- 1-28 Semiparametric efficient estimators in heteroscedastic error models
by Mijeong Kim & Yanyuan Ma - 29-62 Sobolev-Hermite versus Sobolev nonparametric density estimation on $${\mathbb {R}}$$ R
by Denis Belomestny & Fabienne Comte & Valentine Genon-Catalot - 63-91 Two-stage cluster samples with ranked set sampling designs
by Omer Ozturk - 93-105 Pseudo-Gibbs sampler for discrete conditional distributions
by Kun-Lin Kuo & Yuchung J. Wang - 107-136 On estimation of surrogate models for multivariate computer experiments
by Benedikt Bauer & Felix Heimrich & Michael Kohler & Adam Krzyżak - 137-162 A class of uniform tests for goodness-of-fit of the multivariate $$L_p$$ L p -norm spherical distributions and the $$l_p$$ l p -norm symmetric distributions
by Jiajuan Liang & Kai Wang Ng & Guoliang Tian - 163-180 An asymptotic expansion for the normalizing constant of the Conway–Maxwell–Poisson distribution
by Robert E. Gaunt & Satish Iyengar & Adri B. Olde Daalhuis & Burcin Simsek - 181-211 Inference about the slope in linear regression: an empirical likelihood approach
by Ursula U. Müller & Hanxiang Peng & Anton Schick - 213-246 Bootstrapping the Kaplan–Meier estimator on the whole line
by Dennis Dobler
October 2018, Volume 70, Issue 5
- 951-968 Asymptotic results for jump probabilities associated to the multiple scan statistic
by Markos V. Koutras & Demetrios P. Lyberopoulos - 969-982 Smoothed nonparametric tests and approximations of p-values
by Yoshihiko Maesono & Taku Moriyama & Mengxin Lu - 983-1011 Hybrid schemes for exact conditional inference in discrete exponential families
by David Kahle & Ruriko Yoshida & Luis Garcia-Puente - 1013-1045 A robust adaptive-to-model enhancement test for parametric single-index models
by Cuizhen Niu & Lixing Zhu - 1047-1047 Correction to: A robust adaptive-to-model enhancement test for parametric single-index models
by Cuizhen Niu & Lixing Zhu - 1049-1075 Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem
by Nitis Mukhopadhyay & Sudeep R. Bapat - 1077-1114 A constructive hypothesis test for the single-index models with two groups
by Jun Zhang & Zhenghui Feng & Xiaoguang Wang - 1115-1146 General rank-based estimation for regression single index models
by Huybrechts F. Bindele & Ash Abebe & Karlene N. Meyer - 1147-1175 A generalized partially linear framework for variance functions
by Yixin Fang & Heng Lian & Hua Liang
August 2018, Volume 70, Issue 4
- 717-744 Pointwise convergence in probability of general smoothing splines
by Matthew Thorpe & Adam M. Johansen - 745-759 Asymptotic theory for varying coefficient regression models with dependent data
by Soutir Bandyopadhyay & Arnab Maity - 761-788 Efficient and robust tests for semiparametric models
by Jingjing Wu & Rohana J. Karunamuni - 789-806 Jackknife empirical likelihood for the difference of two volumes under ROC surfaces
by Yueheng An & Yichuan Zhao - 807-853 Inference for a change-point problem under a generalised Ornstein–Uhlenbeck setting
by Fuqi Chen & Rogemar Mamon & Sévérien Nkurunziza - 855-887 A generalized Sibuya distribution
by Tomasz J. Kozubowski & Krzysztof Podgórski - 889-917 Hazard rate estimation for left truncated and right censored data
by Sam Efromovich & Jufen Chu - 919-950 Testing equality between several populations covariance operators
by Graciela Boente & Daniela Rodriguez & Mariela Sued
June 2018, Volume 70, Issue 3
- 489-521 Robust variable selection for finite mixture regression models
by Qingguo Tang & R. J. Karunamuni - 523-551 Versatile estimation in censored single-index hazards regression
by Chin-Tsang Chiang & Shao-Hsuan Wang & Ming-Yueh Huang - 553-582 Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
by Weihua Zhao & Jianbo Li & Heng Lian - 583-604 Statistical inferences based on INID progressively type II censored order statistics
by M. Razmkhah & S. Simriz - 605-630 Bootstrap inference for misspecified moment condition models
by Mihai Giurcanu & Brett Presnell - 631-646 Flexible sliced designs for computer experiments
by Xiangshun Kong & Mingyao Ai & Kwok Leung Tsui - 647-689 Multiscale inference for a multivariate density with applications to X-ray astronomy
by Konstantin Eckle & Nicolai Bissantz & Holger Dette & Katharina Proksch & Sabrina Einecke - 691-715 A more powerful test identifying the change in mean of functional data
by Buddhananda Banerjee & Satyaki Mazumder
April 2018, Volume 70, Issue 2
- 249-268 A fresh look at effect aliasing and interactions: some new wine in old bottles
by C. F. Jeff Wu - 269-274 Discussion
by Chien-Yu Peng - 275-278 Discussion on the paper by Professor Wu
by Ryo Yoshida - 279-281 Rejoinder
by C. F. Jeff Wu - 283-301 Model-free feature screening for ultrahigh-dimensional data conditional on some variables
by Yi Liu & Qihua Wang - 303-321 The continuous-time triangular Pólya process
by Chen Chen & Hosam Mahmoud - 323-351 Variable selection for spatial semivarying coefficient models
by Kangning Wang - 353-371 Fixed-width confidence interval for covariate-adjusted response-adaptive designs
by Uttam Bandyopadhyay & Atanu Biswas - 373-393 Self-exciting jump processes with applications to energy markets
by Heidar Eyjolfsson & Dag Tjøstheim - 395-419 Quantile regression based on counting process approach under semi-competing risks data
by Jin-Jian Hsieh & Hong-Rui Wang - 421-438 An information criterion for model selection with missing data via complete-data divergence
by Hidetoshi Shimodaira & Haruyoshi Maeda - 439-465 Nonparametric quantile estimation using importance sampling
by Michael Kohler & Adam Krzyżak & Reinhard Tent & Harro Walk - 467-487 Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes
by Péter Kevei
February 2018, Volume 70, Issue 1
- 1-38 Fold-up derivatives of set-valued functions and the change-set problem: A Survey
by Estate Khmaladze & Wolfgang Weil - 39-62 On parameter estimation for cusp-type signals
by O. V. Chernoyarov & S. Dachian & Yu. A. Kutoyants - 63-81 Identifiability issues in dynamic stress–strength modeling
by Prajamitra Bhuyan & Murari Mitra & Anup Dewanji - 83-98 Clustering dynamics in a class of normalised generalised gamma dependent priors
by Matteo Ruggiero & Matteo Sordello - 99-129 Limiting behaviour of Fréchet means in the space of phylogenetic trees
by D. Barden & H. Le & M. Owen - 131-154 Semiparametric mixtures of nonparametric regressions
by Sijia Xiang & Weixin Yao - 155-189 A weighted estimator of conditional hazard rate with left-truncated and dependent data
by Han-Ying Liang & Elias Ould Saïd - 191-214 Variable selection and estimation using a continuous approximation to the $$L_0$$ L 0 penalty
by Yanxin Wang & Qibin Fan & Li Zhu - 215-247 Inferences in semi-parametric dynamic mixed models for longitudinal count data
by Nan Zheng & Brajendra C. Sutradhar
October 2017, Volume 69, Issue 5
- 945-968 Estimation of the tail exponent of multivariate regular variation
by Moosup Kim & Sangyeol Lee - 969-995 The limit distribution of weighted $$L^2$$ L 2 -goodness-of-fit statistics under fixed alternatives, with applications
by L. Baringhaus & B. Ebner & N. Henze - 997-1025 A doubly sparse approach for group variable selection
by Sunghoon Kwon & Jeongyoun Ahn & Woncheol Jang & Sangin Lee & Yongdai Kim - 1027-1027 Erratum to: A doubly sparse approach for group variable selection
by Sunghoon Kwon & Jeongyoun Ahn & Woncheol Jang & Sangin Lee & Yongdai Kim - 1029-1057 Statistical inference with empty strata in judgment post stratified samples
by Omer Ozturk - 1059-1073 Smoothed jackknife empirical likelihood for the difference of two quantiles
by Hanfang Yang & Yichuan Zhao - 1075-1097 Additional aspects of the generalized linear-fractional branching process
by Nicolas Grosjean & Thierry Huillet - 1099-1127 Efficient estimation of quasi-likelihood models using B-splines
by Minggen Lu - 1129-1139 On coupon collector’s and Dixie cup problems under fixed and random sample size sampling schemes
by James C. Fu & Wan-Chen Lee - 1141-1154 Moment convergence of regularized least-squares estimator for linear regression model
by Yusuke Shimizu - 1155-1176 Collapsibility of some association measures and survival models
by P. Vellaisamy
August 2017, Volume 69, Issue 4
- 717-735 On the identifiability of start-up demonstration mixture models
by N. Balakrishnan & M. V. Koutras & F. S. Milienos - 737-760 Statistical estimation of composite risk functionals and risk optimization problems
by Darinka Dentcheva & Spiridon Penev & Andrzej Ruszczyński - 761-789 Quantile regression and variable selection of single-index coefficient model
by Weihua Zhao & Riquan Zhang & Yazhao Lv & Jicai Liu - 791-832 The degrees of freedom of partly smooth regularizers
by Samuel Vaiter & Charles Deledalle & Jalal Fadili & Gabriel Peyré & Charles Dossal - 833-864 A change detection procedure for an ergodic diffusion process
by Koji Tsukuda - 865-878 A simple approach to constructing quasi-Sudoku-based sliced space-filling designs
by Diane Donovan & Benjamin Haaland & David J. Nott - 879-896 The uniqueness of the Fisher metric as information metric
by Hông Vân Lê - 897-923 A unified penalized method for sparse additive quantile models: an RKHS approach
by Shaogao Lv & Xin He & Junhui Wang - 925-944 On the coverage probabilities of parametric confidence bands for continuous distribution and quantile functions constructed via confidence regions for a location-scale parameter
by Fabian Mies & Stefan Bedbur
June 2017, Volume 69, Issue 3
- 497-512 The mth longest runs of multivariate random sequences
by Yong Kong - 513-542 Two-step estimation procedures for inhomogeneous shot-noise Cox processes
by Michaela Prokešová & Jiří Dvořák & Eva B. Vedel Jensen - 543-570 A Bayes minimax result for spherically symmetric unimodal distributions
by Dominique Fourdrinier & Fatiha Mezoued & William E. Strawderman - 571-597 Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling
by Ke-Hai Yuan & Peter M. Bentler - 599-626 New non-parametric inferences for low-income proportions
by Shan Luo & Gengsheng Qin - 627-646 New variable selection for linear mixed-effects models
by Ping Wu & Xinchao Luo & Peirong Xu & Lixing Zhu - 647-671 Distributions of topological tree metrics between a species tree and a gene tree
by Jing Xi & Jin Xie & Ruriko Yoshida - 673-704 Goodness of fit for log-linear network models: dynamic Markov bases using hypergraphs
by Elizabeth Gross & Sonja Petrović & Despina Stasi - 705-716 Estimating population sizes with the Rasch model
by Chang Xuan Mao & Cuiying Yang & Yitong Yang & Wei Zhuang
April 2017, Volume 69, Issue 2
- 249-269 A consistent jackknife empirical likelihood test for distribution functions
by Xiaohui Liu & Qihua Wang & Yi Liu - 271-302 U-statistics with conditional kernels for incomplete data models
by Ao Yuan & Mihai Giurcanu & George Luta & Ming T. Tan - 303-331 Median-based estimation of the intensity of a spatial point process
by Jean-François Coeurjolly - 333-364 An approximation to the information matrix of exponential family finite mixtures
by Andrew M. Raim & Nagaraj K. Neerchal & Jorge G. Morel - 365-387 On testing the equality of high dimensional mean vectors with unequal covariance matrices
by Jiang Hu & Zhidong Bai & Chen Wang & Wei Wang - 389-416 Is the Brownian bridge a good noise model on the boundary of a circle?
by Giacomo Aletti & Matteo Ruffini - 417-428 Lower and upper bounds on the variances of spacings
by Paweł Marcin Kozyra & Tomasz Rychlik - 429-460 Measuring asymmetry and testing symmetry
by Christopher Partlett & Prakash Patil - 461-487 A class of new tail index estimators
by Vygantas Paulauskas & Marijus Vaičiulis - 489-495 Number of appearances of events in random sequences: a new generating function approach to Type II and Type III runs
by Yong Kong
February 2017, Volume 69, Issue 1
- 1-37 Extreme sizes in Gibbs-type exchangeable random partitions
by Shuhei Mano - 39-62 Efficient ANOVA for directional data
by Christophe Ley & Yvik Swan & Thomas Verdebout - 63-96 Conditional sure independence screening by conditional marginal empirical likelihood
by Qinqin Hu & Lu Lin - 97-120 Generalized varying coefficient partially linear measurement errors models
by Jun Zhang & Zhenghui Feng & Peirong Xu & Hua Liang - 121-144 Strong consistency of wavelet estimators for errors-in-variables regression model
by Huijun Guo & Youming Liu - 145-168 Composite change point estimation for bent line quantile regression
by Liwen Zhang & Huixia Judy Wang & Zhongyi Zhu - 169-187 Penalized estimation equation for an extended single-index model
by Yongjin Li & Qingzhao Zhang & Qihua Wang - 189-214 Nonparametric estimation of a conditional density
by Ann-Kathrin Bott & Michael Kohler - 215-230 On the Simes inequality in elliptical models
by Taras Bodnar & Thorsten Dickhaus - 231-248 Faster exact distributions of pattern statistics through sequential elimination of states
by Donald E. K. Martin & Laurent Noé
April 2016, Volume 68, Issue 2
- 237-267 On the tail index inference for heavy-tailed GARCH-type innovations
by Moosup Kim & Sangyeol Lee - 269-297 Parameterizing mixture models with generalized moments
by Zhiyue Huang & Paul Marriott - 299-300 Erratum to: Parameterizing mixture models with generalized moments
by Zhiyue Huang & Paul Marriott - 301-327 Kernel estimators of mode under $$\psi $$ ψ -weak dependence
by Eunju Hwang & Dong Shin - 329-351 Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
by Ke-Hai Yuan & Wai Chan & Yubin Tian - 353-384 A semiparametric generalized proportional hazards model for right-censored data
by M. Avendaño & M. Pardo - 385-412 Strictly stationary solutions of spatial ARMA equations
by Martin Drapatz - 413-437 Robust Bayes estimation using the density power divergence
by Abhik Ghosh & Ayanendranath Basu - 439-468 Escort distributions minimizing the Kullback–Leibler divergence for a large deviations principle and tests of entropy level
by Valérie Girardin & Philippe Regnault
February 2016, Volume 68, Issue 1
- 1-24 Intrinsically weighted means and non-ergodic marked point processes
by Alexander Malinowski & Martin Schlather & Zhengjun Zhang - 25-75 Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation
by Sam Efromovich - 77-104 The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution
by Gilles Ducharme & Pierre Lafaye de Micheaux & Bastien Marchina - 105-133 Fourier methods for model selection
by M. Jiménez-Gamero & A. Batsidis & M. Alba-Fernández - 135-153 Testing for positive expectation dependence
by Xuehu Zhu & Xu Guo & Lu Lin & Lixing Zhu - 155-180 The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data
by Yawei He & Zehua Chen - 181-208 Estimation and inference in functional single-index models
by Shujie Ma - 209-236 On confidence bands for multivariate nonparametric regression
by Katharina Proksch
October 2015, Volume 67, Issue 5
- 817-841 Partially varying coefficient single-index additive hazard models
by Xuan Wang & Qihua Wang & Xiao-Hua Zhou - 843-862 On a class of circulas: copulas for circular distributions
by M. Jones & Arthur Pewsey & Shogo Kato - 863-883 Estimation of two ordered normal means under modified Pitman nearness criterion
by Yuan-Tsung Chang & Nobuo Shinozaki - 885-895 On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models
by Artur Lemonte - 897-915 Estimation of copula-based models for lifetime medical costs
by Xiao Zhao & Xian Zhou - 917-941 Depth-based runs tests for bivariate central symmetry
by Rainer Dyckerhoff & Christophe Ley & Davy Paindaveine - 943-961 Change-point model selection via AIC
by Yoshiyuki Ninomiya - 963-997 On consistency and optimality of Bayesian variable selection based on $$g$$ g -prior in normal linear regression models
by Minerva Mukhopadhyay & Tapas Samanta & Arijit Chakrabarti - 999-1028 Quantile residual lifetime with right-censored and length-biased data
by Peng Liu & Yixin Wang & Yong Zhou
August 2015, Volume 67, Issue 4
- 621-648 Fibers of multi-way contingency tables given conditionals: relation to marginals, cell bounds and Markov bases
by Aleksandra Slavković & Xiaotian Zhu & Sonja Petrović - 649-671 Testing for symmetry and conditional symmetry using asymmetric kernels
by Marcelo Fernandes & Eduardo Mendes & Olivier Scaillet - 673-685 Minimax design criterion for fractional factorial designs
by Yue Yin & Julie Zhou