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August 2015, Volume 67, Issue 4
- 687-706 Exact tests for singular network data
by Ian Dinwoodie & Kruti Pandya - 707-743 Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps
by Markus Bibinger & Mathias Vetter - 745-772 Empirical identifiability in finite mixture models
by Daeyoung Kim & Bruce Lindsay - 773-791 On estimation in hierarchical models with block circular covariance structures
by Yuli Liang & Dietrich Rosen & Tatjana Rosen - 793-815 Nonparametric check for partial linear errors-in-covariables models with validation data
by Wangli Xu & Lixing Zhu
June 2015, Volume 67, Issue 3
- 411-436 Testing regression models with selection-biased data
by J. Ojeda & W. González-Manteiga & J. Cristóbal - 437-477 Testing for additivity in nonparametric quantile regression
by Holger Dette & Matthias Guhlich & Natalie Neumeyer - 479-514 Robust conditional Weibull-type estimation
by Yuri Goegebeur & Armelle Guillou & Théo Rietsch - 515-540 Spacings around an order statistic
by H. Nagaraja & Karthik Bharath & Fangyuan Zhang - 541-555 On the equivariance criterion in statistical prediction
by Haojin Zhou & Tapan Nayak - 557-572 Probabilistic properties of second order branching process
by Akanksha Kashikar & S. Deshmukh - 573-594 The sinh-arcsinhed logistic family of distributions: properties and inference
by Arthur Pewsey & Toshihiro Abe - 595-619 Smooth change point estimation in regression models with random design
by Maik Döring & Uwe Jensen
April 2015, Volume 67, Issue 2
- 211-227 An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions
by Binyan Jiang - 229-259 Model checking for parametric regressions with response missing at random
by Xu Guo & Wangli Xu & Lixing Zhu - 261-285 Minimaxity in estimation of restricted and non-restricted scale parameter matrices
by Hisayuki Tsukuma & Tatsuya Kubokawa - 287-311 Extended Bayesian information criterion in the Cox model with a high-dimensional feature space
by Shan Luo & Jinfeng Xu & Zehua Chen - 313-333 A normal hierarchical model and minimum contrast estimation for random intervals
by Yan Sun & Dan Ralescu - 335-357 Strong consistency of factorial $$K$$ K -means clustering
by Yoshikazu Terada - 359-373 On generalized expectation-based estimation of a population spectral distribution from high-dimensional data
by Weiming Li & Jianfeng Yao - 375-409 Quantile regression and variable selection of partial linear single-index model
by Yazhao Lv & Riquan Zhang & Weihua Zhao & Jicai Liu
February 2015, Volume 67, Issue 1
- 1-18 Estimation of the error density in a semiparametric transformation model
by Benjamin Colling & Cédric Heuchenne & Rawane Samb & Ingrid Van Keilegom - 19-38 Maximizing leave-one-out likelihood for the location parameter of unbounded densities
by Krzysztof Podgórski & Jonas Wallin - 39-73 The limited information maximum likelihood approach to dynamic panel structural equation models
by Kentaro Akashi & Naoto Kunitomo - 75-91 Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk
by Nenghui Kuang & Huantian Xie - 93-127 Sparse and efficient estimation for partial spline models with increasing dimension
by Guang Cheng & Hao Zhang & Zuofeng Shang - 129-156 Generalized duration models and optimal estimation using estimating functions
by Aerambamoorthy Thavaneswaran & Nalini Ravishanker & You Liang - 157-176 On the convergence and consistency of the blurring mean-shift process
by Ting-Li Chen - 177-193 Intrinsic means on the circle: uniqueness, locus and asymptotics
by T. Hotz & S. Huckemann - 195-210 Compound Poisson approximation to weighted sums of symmetric discrete variables
by A. Elijio & V. Čekanavičius
October 2014, Volume 66, Issue 5
- 833-864 Prediction in Ewens–Pitman sampling formula and random samples from number partitions
by Masaaki Sibuya - 865-895 Root $$n$$ n estimates of vectors of integrated density partial derivative functionals
by Tiee-Jian Wu & Chih-Yuan Hsu & Huang-Yu Chen & Hui-Chun Yu - 897-912 Proportional odds frailty model and stochastic comparisons
by Ramesh Gupta & Cheng Peng - 913-930 Empirical likelihood bivariate nonparametric maximum likelihood estimator with right censored data
by Jian-Jian Ren & Tonya Riddlesworth - 931-960 On estimation and inference in a partially linear hazard model with varying coefficients
by Yunbei Ma & Alan Wan & Xuerong Chen & Yong Zhou - 961-981 Extensions of saddlepoint-based bootstrap inference
by Robert Paige & A. Trindade & R. Wickramasinghe - 983-1010 A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data
by Makoto Aoshima & Kazuyoshi Yata
August 2014, Volume 66, Issue 4
- 647-685 Recent results in the theory and applications of CARMA processes
by P. Brockwell - 687-702 Identification and estimation of superposed Neyman–Scott spatial cluster processes
by Ushio Tanaka & Yosihiko Ogata - 703-723 On the construction of minimum information bivariate copula families
by Tim Bedford & Kevin Wilson - 725-757 Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions
by Satoshi Kuriki & Yoshiaki Harushima & Hironori Fujisawa & Nori Kurata - 759-787 Some binary start-up demonstration tests and associated inferential methods
by N. Balakrishnan & M. Koutras & F. Milienos - 789-809 Permissible boundary prior function as a virtually proper prior density
by Takemi Yanagimoto & Toshio Ohnishi - 811-832 Estimation of a non-negative location parameter with unknown scale
by Mohammad Jafari Jozani & Éric Marchand & William Strawderman
June 2014, Volume 66, Issue 3
- 441-442 Preface
by Ryo Yoshida & Genta Ueno & Arnaud Doucet - 443-471 Computational aspects of sequential Monte Carlo filter and smoother
by Genshiro Kitagawa - 473-494 Spatially varying SAR models and Bayesian inference for high-resolution lattice data
by Chiranjit Mukherjee & Prasad Kasibhatla & Mike West - 495-526 Bayesian nonparametric modeling for functional analysis of variance
by XuanLong Nguyen & Alan Gelfand - 527-552 Simulated likelihood inference for stochastic volatility models using continuous particle filtering
by Michael Pitt & Sheheryar Malik & Arnaud Doucet - 553-575 Parallel sequential Monte Carlo samplers and estimation of the number of states in a Hidden Markov Model
by Christopher Nam & John Aston & Adam Johansen - 577-609 Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
by Axel Finke & Adam Johansen & Dario Spanò - 611-645 Multicanonical MCMC for sampling rare events: an illustrative review
by Yukito Iba & Nen Saito & Akimasa Kitajima
April 2014, Volume 66, Issue 2
- 221-244 Bayesian adaptive Lasso
by Chenlei Leng & Minh-Ngoc Tran & David Nott - 245-278 Objective Bayesian analysis for a capture–recapture model
by Chang Xu & Dongchu Sun & Chong He - 279-301 Testing covariates in high-dimensional regression
by Wei Lan & Hansheng Wang & Chih-Ling Tsai - 303-324 On data depth in infinite dimensional spaces
by Anirvan Chakraborty & Probal Chaudhuri - 325-344 Jump detection in time series nonparametric regression models: a polynomial spline approach
by Yujiao Yang & Qiongxia Song - 345-367 Qualitative inequalities for squared partial correlations of a Gaussian random vector
by Sanjay Chaudhuri - 369-382 Asymptotics of the Empirical Cross-over Function
by Karthik Bharath & Vladimir Pozdnyakov & Dipak Dey - 383-412 Varying coefficients partially linear models with randomly censored data
by Francesco Bravo - 413-439 Testing linearity against threshold effects: uniform inference in quantile regression
by Antonio Galvao & Kengo Kato & Gabriel Montes-Rojas & Jose Olmo
February 2014, Volume 66, Issue 1
- 1-31 Bayesian nonparametric regression with varying residual density
by Debdeep Pati & David Dunson - 33-61 A $$U$$ -statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens–Fisher setting
by M. Ahmad - 63-74 Local consistency of Markov chain Monte Carlo methods
by Kengo Kamatani - 75-92 Bootstrapping continuous-time autoregressive processes
by Peter Brockwell & Jens-Peter Kreiss & Tobias Niebuhr - 93-120 Momentum-space approach to asymptotic expansion for stochastic filtering
by Masaaki Fujii - 121-140 Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition
by Sanying Feng & Liugen Xue - 141-163 A truncated estimation method with guaranteed accuracy
by Vyacheslav Vasiliev - 165-191 Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
by Weihua Zhao & Riquan Zhang & Jicai Liu & Yazhao Lv - 193-220 The harmonic moment tail index estimator: asymptotic distribution and robustness
by Jan Beran & Dieter Schell & Milan Stehlík
October 2013, Volume 65, Issue 5
- 807-832 On constrained and regularized high-dimensional regression
by Xiaotong Shen & Wei Pan & Yunzhang Zhu & Hui Zhou - 833-858 Extending circular distributions through transformation of argument
by Toshihiro Abe & Arthur Pewsey & Kunio Shimizu - 859-888 Asymptotic distribution of the nonparametric distribution estimator based on a martingale approach in doubly censored data
by Tomoyuki Sugimoto - 889-912 On the convergence rate of the unscented transformation
by Kwang Ahn & Kung-Sik Chan - 913-939 Covariance tapering for prediction of large spatial data sets in transformed random fields
by Toshihiro Hirano & Yoshihiro Yajima - 941-958 Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
by Chunsheng Ma - 959-992 Estimation in threshold autoregressive models with correlated innovations
by P. Chigansky & Yu. Kutoyants - 993-1006 One-armed bandit process with a covariate
by You Liang & Xikui Wang & Yanqing Yi
August 2013, Volume 65, Issue 4
- 617-638 Robust estimation in joint mean–covariance regression model for longitudinal data
by Xueying Zheng & Wing Fung & Zhongyi Zhu - 639-665 Empirical likelihood semiparametric nonlinear regression analysis for longitudinal data with responses missing at random
by Nian-Sheng Tang & Pu-Ying Zhao - 667-686 Alexander duality in experimental designs
by Hugo Maruri-Aguilar & Eduardo Sáenz-de-Cabezón & Henry Wynn - 687-702 Unified extension of variance bounds for integrated Pearson family
by Giorgos Afendras - 703-719 Large deviations for posterior distributions on the parameter of a multivariate $$\text{ AR}(p)$$ process
by Claudio Macci & Stefano Trapani - 721-762 Partially linear varying coefficient models with missing at random responses
by Francesco Bravo - 763-783 Estimating the number of zero-one multi-way tables via sequential importance sampling
by Jing Xi & Ruriko Yoshida & David Haws - 785-805 Estimation in semiparametric models with missing data
by Song Chen & Ingrid Van Keilegom
June 2013, Volume 65, Issue 3
- 413-437 Inference for a class of partially observed point process models
by James Martin & Ajay Jasra & Emma McCoy - 439-456 Forecasting continuous-time processes with applications to signal extraction
by Tucker McElroy - 457-472 Objective Bayesian analysis for CAR models
by Cuirong Ren & Dongchu Sun - 473-490 Checking the adequacy of partial linear models with missing covariates at random
by Wangli Xu & Xu Guo - 491-511 Modelling conflicting information using subexponential distributions and related classes
by J. Andrade & Edward Omey - 513-527 Recursive equations in finite Markov chain imbedding
by Yu-Fei Hsieh & Tung-Lung Wu - 529-550 Calibration of the empirical likelihood for high-dimensional data
by Yukun Liu & Changliang Zou & Zhaojun Wang - 551-569 Variance estimation using judgment post-stratification
by Jesse Frey & Timothy Feeman - 571-587 Coupon collector’s problems with statistical applications to rankings
by Sigeo Aki & Katuomi Hirano - 589-615 New estimating equation approaches with application in lifetime data analysis
by Keming Yu & Bing Wang & Valentin Patilea
April 2013, Volume 65, Issue 2
- 213-236 Minimum density power divergence estimator for diffusion processes
by Sangyeol Lee & Junmo Song - 237-267 Partial linear single index models with distortion measurement errors
by Jun Zhang & Yao Yu & Li-Xing Zhu & Hua Liang - 269-293 The algebra of reversible Markov chains
by Giovanni Pistone & Maria Rogantin - 295-318 Model selection via standard error adjusted adaptive lasso
by Wei Qian & Yuhong Yang - 319-348 Testing statistical hypotheses based on the density power divergence
by A. Basu & A. Mandal & N. Martin & L. Pardo - 349-386 Degenerate $$U$$ - and $$V$$ -statistics under ergodicity: asymptotics, bootstrap and applications in statistics
by Anne Leucht & Michael Neumann - 387-412 Asymptotic Palm likelihood theory for stationary point processes
by Michaela Prokešová & Eva Jensen
February 2013, Volume 65, Issue 1
- 1-21 Empirical likelihood-based inferences for the Lorenz curve
by Gengsheng Qin & Baoying Yang & Nelly Belinga-Hall - 23-47 Nonparametric quantile regression with heavy-tailed and strongly dependent errors
by Toshio Honda - 49-67 Strong large deviations for arbitrary sequences of random variables
by Cyrille Joutard - 69-87 Equal percent bias reduction and variance proportionate modifying properties with mean–covariance preserving matching
by Yannis Yatracos - 89-103 A least squares estimator for discretely observed Ornstein–Uhlenbeck processes driven by symmetric α-stable motions
by Shibin Zhang & Xinsheng Zhang - 105-124 Estimation of central shapes of error distributions in linear regression problems
by P. Lai & Stephen Lee - 125-147 Nonparametric pseudo-Lagrange multiplier stationarity testing
by Manuel Landajo & María Presno - 149-166 On Mann–Whitney tests for comparing sojourn time distributions when the transition times are right censored
by Jie Fan & Somnath Datta - 167-189 Improved confidence intervals for quantiles
by Yoshihiko Maesono & Spiridon Penev - 191-212 Graver basis for an undirected graph and its application to testing the beta model of random graphs
by Mitsunori Ogawa & Hisayuki Hara & Akimichi Takemura
December 2012, Volume 64, Issue 6
- 1089-1119 Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise
by Peter Brockwell & Alexander Lindner & Bernd Vollenbröker - 1121-1138 Loss of information of a statistic for a family of non-regular distributions, II: more general case
by Masafumi Akahira & Hyo Kim & Nao Ohyauchi - 1139-1160 Converting information into probability measures with the Kullback–Leibler divergence
by Pier Bissiri & Stephen Walker - 1161-1186 Resampling-based information criteria for best-subset regression
by Philip Reiss & Lei Huang & Joseph Cavanaugh & Amy Roy - 1187-1203 Exact goodness-of-fit tests for censored data
by Aurea Grané - 1205-1225 Nonlinear Poisson autoregression
by Konstantinos Fokianos & Dag Tjøstheim - 1227-1259 On the meaning of mean shape: manifold stability, locus and the two sample test
by Stephan Huckemann - 1261-1279 Predicting a cyclic Poisson process
by Roelof Helmers & I. Mangku
October 2012, Volume 64, Issue 5
- 881-910 An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity
by Naoto Kunitomo - 911-918 Asymptotically distribution free test for parameter change in a diffusion process model
by Ilia Negri & Yoichi Nishiyama - 919-943 On estimating distribution functions using Bernstein polynomials
by Alexandre Leblanc - 945-957 Optimal and efficient designs for Gompertz regression models
by Gang Li - 959-989 A general transformation class of semiparametric cure rate frailty models
by Guoqing Diao & Guosheng Yin - 991-1007 Some problems in nonparametric inference for the stress release process related to the local time
by Takayuki Fujii & Yoichi Nishiyama - 1009-1044 Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation
by Masashi Sugiyama & Taiji Suzuki & Takafumi Kanamori - 1045-1070 Testing for a constant coefficient of variation in nonparametric regression by empirical processes
by Holger Dette & Mareen Marchlewski & Jens Wagener - 1071-1085 Asymptotic conditional distribution of exceedance counts: fragility index with different margins
by Michael Falk & Diana Tichy - 1087-1087 Erratum to: A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations
by Solomon Harrar & Arne Bathke
August 2012, Volume 64, Issue 4
- 687-714 Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds
by Abhishek Bhattacharya & David Dunson - 715-736 Optimal inferences for proportional hazards model with parametric covariate transformations
by Chunpeng Fan & Jason Fine & Jong-Hyeon Jeong - 737-750 Selection models under generalized symmetry settings
by Adelchi Azzalini - 751-764 The efficiency of the second-order nonlinear least squares estimator and its extension
by Mijeong Kim & Yanyuan Ma - 765-790 Empirical likelihood for conditional quantile with left-truncated and dependent data
by Han-Ying Liang & Jacobo Uña-Álvarez - 791-809 Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty
by Stéphane Chrétien & Alfred Hero & Hervé Perdry - 811-834 Tests of symmetry for bivariate copulas
by Christian Genest & Johanna Nešlehová & Jean-François Quessy - 835-856 Estimation and model selection in a class of semiparametric models for cluster data
by Yan Sun & Jialiang Li & Wenyang Zhang - 857-879 Some properties of skew-symmetric distributions
by Adelchi Azzalini & Giuliana Regoli
June 2012, Volume 64, Issue 3
- 457-474 Random partitioning over a sparse contingency table
by Nobuaki Hoshino - 475-493 Instrumental variable approach to covariate measurement error in generalized linear models
by Taraneh Abarin & Liqun Wang - 495-519 Isoseparation and robustness in parametric Bayesian inference
by Jim Smith & Fabio Rigat - 521-544 Markov-modulated Hawkes process with stepwise decay
by Ting Wang & Mark Bebbington & David Harte - 545-575 Estimation of parameters for discretely observed diffusion processes with a variety of rates for information
by Yasutaka Shimizu - 577-613 Priors for Bayesian adaptive spline smoothing
by Yu Yue & Paul Speckman & Dongchu Sun - 615-632 Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game
by Shin-ichiro Takazawa - 633-655 Statistical modeling for discrete patterns in a sequence of exchangeable trials
by Sigeo Aki - 657-676 On robust classification using projection depth
by Subhajit Dutta & Anil Ghosh - 677-685 Directional dependence in multivariate distributions
by Roger Nelsen & Manuel Úbeda-Flores
April 2012, Volume 64, Issue 2
- 233-254 Combining models in longitudinal data analysis
by Song Liu & Yuhong Yang - 255-273 Asymptotic normality of Powell’s kernel estimator
by Kengo Kato - 275-301 Modelling time trend via spline confidence band
by Jing Wang - 303-318 A sequential order statistics approach to step-stress testing
by N. Balakrishnan & U. Kamps & M. Kateri - 319-342 Bayesian estimation of a covariance matrix with flexible prior specification
by Chih-Wen Hsu & Marick Sinay & John Hsu - 343-357 Estimating the ratio of two scale parameters: a simple approach
by Panayiotis Bobotas & George Iliopoulos & Stavros Kourouklis - 359-371 Estimators for the binomial distribution that dominate the MLE in terms of Kullback–Leibler risk
by Paul Vos & Qiang Wu - 373-381 The local power of the gradient test
by Artur Lemonte & Silvia Ferrari - 383-413 On identification of the threshold diffusion processes
by Yury Kutoyants - 415-438 Hazard function estimation with cause-of-death data missing at random
by Qihua Wang & Gregg Dinse & Chunling Liu - 439-456 Constrained nonparametric estimation of the mean and the CDF using ranked-set sampling with a covariate
by Jesse Frey
February 2012, Volume 64, Issue 1
- 1-25 Semiparametric efficient inferences for lifetime regression model with time-dependent covariates
by Hsieh Fushing - 27-53 M-estimation of wavelet variance
by Debashis Mondal & Donald Percival - 55-68 Distribution and double generating function of number of patterns in a sequence of Markov dependent multistate trials
by Yung-Ming Chang & James Fu & Han-Ying Lin - 69-85 Random partition masking model for censored and masked competing risks data
by Qiqing Yu & G. Wong & Hao Qin & Jiaping Wang - 87-106 Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes
by Shaochuan Lu - 107-133 Bayesian analysis of conditional autoregressive models
by Victor Oliveira - 135-165 A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations
by Solomon Harrar & Arne Bathke - 167-192 Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data
by Tine Buch-Kromann & Jens Nielsen - 193-211 Local asymptotic mixed normality for discretely observed non-recurrent Ornstein–Uhlenbeck processes
by Yasutaka Shimizu - 213-231 Variable selection in semiparametric regression analysis for longitudinal data
by Peixin Zhao & Liugen Xue
December 2011, Volume 63, Issue 6
- 1077-1102 Uniform in bandwidth exact rates for a class of kernel estimators
by Davit Varron & Ingrid Van Keilegom - 1103-1122 Testing separability in marked multidimensional point processes with covariates
by Chien-Hsun Chang & Frederic Schoenberg - 1123-1140 The best EBLUP in the Fay–Herriot model
by Jiming Jiang & En-Tzu Tang - 1141-1163 An optimal approach for hypothesis testing in the presence of incomplete data
by Albert Vexler & Sergey Tarima - 1165-1182 A class of asymptotically normal degenerate quasi U-statistics
by Aluísio Pinheiro & Pranab Sen & Hildete Pinheiro - 1183-1206 Maximum likelihood estimation in a partially observed stratified regression model with censored data
by Amélie Detais & Jean-François Dupuy - 1207-1219 Nonparametric estimators of the survival function with twice censored data
by Pao-sheng Shen - 1221-1246 Estimation of the intensity of non-homogeneous point processes via wavelets
by José Miranda & Pedro Morettin - 1247-1275 Efficiency of profile likelihood in semi-parametric models
by Yuichi Hirose - 1277-1293 Variable selection in a class of single-index models
by Li-Ping Zhu & Lin-Yi Qian & Jin-Guan Lin
October 2011, Volume 63, Issue 5
- 873-885 The generality of the zero-one laws
by Akimichi Takemura & Vladimir Vovk & Glenn Shafer - 887-921 Conditional likelihood estimation and efficiency comparisons in proportional odds model with missing covariates
by S. Hsieh & S. Lee & P. Shen & M. Liu - 923-937 Adjustments of profile likelihood through predictive densities
by Luigi Pace & Alessandra Salvan & Laura Ventura - 939-959 Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
by Axel Munk & Jean-Pierre Stockis & Janis Valeinis & Götz Giese - 961-979 A boosting method for maximization of the area under the ROC curve
by Osamu Komori - 981-1003 Optimal design for smoothing splines
by Holger Dette & Viatcheslav Melas & Andrey Pepelyshev - 1005-1018 Full likelihood inferences in the Cox model: an empirical likelihood approach
by Jian-Jian Ren & Mai Zhou - 1019-1046 Local linear hazard rate estimation and bandwidth selection
by Dimitrios Bagkavos - 1047-1075 Local linear regression for functional data
by A. Berlinet & A. Elamine & A. Mas
August 2011, Volume 63, Issue 4
- 645-670 A Wald-type variance estimation for the nonparametric distribution estimators for doubly censored data
by Tomoyuki Sugimoto - 671-674 Erratum to: A Wald-type variance estimation for the nonparametric distribution estimators for doubly censored data
by Tomoyuki Sugimoto - 675-688 Gradient modeling for multivariate quantitative data
by Tomonari Sei - 689-716 Large deviation theory for non-regular location shift family
by Masahito Hayashi - 717-743 Estimating nonlinear regression with and without change-points by the LAD method
by Gabriela Ciuperca - 745-768 Limiting size index distributions for ball-bin models with Zipf-type frequencies
by Satoshi Chida & Naoto Miyoshi - 769-789 Constrained estimation using judgment post-stratification
by Jesse Frey & Omer Ozturk - 791-825 Fisher information in window censored renewal process data and its applications
by Yanxing Zhao & H. Nagaraja