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Content
February 2020, Volume 82, Issue 1
- 147-185 Hyper Nonlocal Priors for Variable Selection in Generalized Linear Models
by Ho-Hsiang Wu & Marco A. R. Ferreira & Mohamed Elkhouly & Tieming Ji - 186-219 Multiple Categorical Covariates-Based Multinomial Dynamic Response Model
by R. Prabhakar Rao & Brajendra C. Sutradhar - 220-241 On the Construction of Unbiased Estimators for the Group Testing Problem
by Gregory Haber & Yaakov Malinovsky - 242-256 Lindley Power Series Distributions
by Yuancheng Si & Saralees Nadarajah - 257-259 A Note on a New Member from the T-X Family of Distributions: The Gumbel-Burr XII Distribution and its Properties
by Saralees Nadarajah & Idika E. Okorie
December 2019, Volume 81, Issue 2
- 273-297 The Bivariate Lack-of-Memory Distributions
by Gwo Dong Lin & Xiaoling Dou & Satoshi Kuriki - 298-322 A New Member from the T − X Family of Distributions: the Gumbel-Burr XII Distribution and Its Properties
by Patrick Osatohanmwen & Francis O Oyegue & Sunday M Ogbonmwan - 323-346 A New Odd Log-Logistic Lindley Distribution with Properties and Applications
by Morad Alizadeh & Emrah Altun & Gamze Ozel & Mahmoud Afshari & Abbas Eftekharian - 347-386 Neural Random Forests
by Gérard Biau & Erwan Scornet & Johannes Welbl - 387-398 Uniform Hyperbolicity on Random Sets
by Abbas Ali Rashid & Alireza Zamani Bahabadi - 399-405 Kolmogorov Consistency Theorem for Nonstochastic Random Processes
by Victor Ivanenko & Illia Pasichnichenko - 406-444 A Criterion for Local Model Selection
by G. Avlogiaris & A. C. Micheas & K. Zografos - 445-465 Statistical Theory of Shape Under Elliptical Models via Polar Decompositions
by José A. Daíz-García & Francisco J. Caro-Lopera - 466-481 Compressed Covariance Estimation with Automated Dimension Learning
by Gautam Sabnis & Debdeep Pati & Anirban Bhattacharya - 482-492 Asymptotically Normal Estimators for Zipf’s Law
by Mikhail Chebunin & Artyom Kovalevskii - 493-509 Empirical Priors and Posterior Concentration Rates for a Monotone Density
by Ryan Martin
February 2019, Volume 81, Issue 1
- 1-36 Nonparametric Analysis of Non-Euclidean Data on Shapes and Images
by Rabi Bhattacharya & Rachel Oliver - 37-62 An Infinitesimal Probabilistic Model for Principal Component Analysis of Manifold Valued Data
by Stefan Sommer - 63-82 Gaussian Asymptotic Limits for the α-transformation in the Analysis of Compositional Data
by Yannis Pantazis & Michail Tsagris & Andrew T. A. Wood - 83-103 Bayesian Linear Size-and-Shape Regression with Applications to Face Data
by Ian L. Dryden & Kwang-Rae Kim & Huiling Le - 104-143 Geometric Sensitivity Measures for Bayesian Nonparametric Density Estimation Models
by Abhijoy Saha & Sebastian Kurtek - 144-171 Robust Comparison of Kernel Densities on Spherical Domains
by Zhengwu Zhang & Eric Klassen & Anuj Srivastava - 172-213 Procrustes Metrics on Covariance Operators and Optimal Transportation of Gaussian Processes
by Valentina Masarotto & Victor M. Panaretos & Yoav Zemel - 214-243 Inference on Covariance Operators via Concentration Inequalities: k-sample Tests, Classification, and Clustering via Rademacher Complexities
by Adam B. Kashlak & John A. D. Aston & Richard Nickl - 244-271 Challenges in Topological Object Data Analysis
by Vic Patrangenaru & Peter Bubenik & Robert L. Paige & Daniel Osborne
August 2018, Volume 80, Issue 2
- 195-214 Finite Partially Exchangeable Laws Are Signed Mixtures of Product Laws
by Paolo Leonetti - 215-246 Bayesian Variable Selection and Estimation Based on Global-Local Shrinkage Priors
by Xueying Tang & Xiaofan Xu & Malay Ghosh & Prasenjit Ghosh - 247-266 Multivariate Density Estimation Using a Multivariate Weighted Log-Normal Kernel
by Gaku Igarashi - 267-279 Direct Inversion Formulas for the Natural SFT
by Shigeyoshi Ogawa - 280-300 Reduced Basis Kriging for Big Spatial Fields
by Karl Pazdernik & Ranjan Maitra & Douglas Nychka & Stephan Sain - 301-329 A Parameter Dimension-Split Based Asymptotic Regression Estimation Theory for a Multinomial Panel Data Model
by Brajendra C Sutradhar - 330-341 Moderate Deviations for Ewens-Pitman Sampling Models
by Stefano Favaro & Shui Feng & Fuqing Gao - 342-355 A Characterization of Exponential Distribution in Risk Model
by Chin-Yuan Hu & Jheng-Ting Wang & Tsung-Lin Cheng - 356-384 Randomness Criterion Σ and Its Applications
by Teturo Kamae & Dong Han Kim & Yu-Mei Xue - 385-410 Efficient Shrinkage for Generalized Linear Mixed Models Under Linear Restrictions
by T. Thomson & S. Hossain
February 2018, Volume 80, Issue 1
- 1-27 Phase Transition in Inhomogenous Erdős-Rényi Random Graphs via Tree Counting
by Ghurumuruhan Ganesan - 28-58 The Effect of Data Contamination in Sliced Inverse Regression and Finite Sample Breakdown Point
by Ulrike Genschel - 59-79 On Approximations of the Beta Process in Latent Feature Models: Point Processes Approach
by Luai Al Labadi & Mahmoud Zarepour - 80-109 Semi-parametric Dynamic Models for Longitudinal Ordinal Categorical Data
by Brajendra C. Sutradhar - 110-120 Multivariate Order Statistics: the Intermediate Case
by Michael Falk & Florian Wisheckel - 121-137 A New Look at Portmanteau Tests
by Fumiya Akashi & Hiroaki Odashima & Masanobu Taniguchi & Anna Clara Monti - 138-151 A Note on Inverse Stereographic Projection of Elliptical Distributions
by Jean-Luc Dortet-Bernadet & Nicolas Wicker - 152-167 On Being Bayes and Unbiasedness
by Siamak Noorbaloochi & Glen Meeden - 168-194 New and Fast Block Bootstrap-Based Prediction Intervals for GARCH(1,1) Process with Application to Exchange Rates
by Beste Hamiye Beyaztas & Ufuk Beyaztas & Soutir Bandyopadhyay & Wei-Min Huang
December 2018, Volume 80, Issue 1
- 8-32 Statistical Shape Methodology for the Analysis of Helices
by Mai F. Alfahad & John T. Kent & Kanti V. Mardia - 33-69 Subsampling MCMC - an Introduction for the Survey Statistician
by Matias Quiroz & Mattias Villani & Robert Kohn & Minh-Ngoc Tran & Khue-Dung Dang - 70-83 Hierarchical Empirical Bayes Estimation of Two Sample Means Under Divergence Loss
by Malay Ghosh & Tatsuya Kubokawa - 84-111 Analytic Expressions for Multivariate Lorenz Surfaces
by Barry C. Arnold & José María Sarabia - 112-145 Bayesian Discriminant Analysis Using a High Dimensional Predictor
by Xingqi Du & Subhashis Ghosal - 146-172 Bayesian Subset Selection Methods for Finding Engineering Design Values: an Application to Lumber Strength
by Yumi Kondo & James V Zidek & Carolyn G Taylor & Constance Eeden - 173-221 Uncertainty Quantification in Robust Inference for Irregularly Spaced Spatial Data Using Block Bootstrap
by S. N. Lahiri
August 2017, Volume 79, Issue 2
- 159-200 On Concentration for (Regularized) Empirical Risk Minimization
by Sara Geer & Martin J. Wainwright - 201-207 Discussion of “concentration for (regularized) empirical risk minimization” by Sara van de Geer and Martin Wainwright
by Stéphane Boucheron - 208-211 Discussion of the Paper on Concentration for (Regularized) Empirical Risk Minimization by Sara van de Geer and Martin Wainwright
by Sourav Chatterjee - 212-214 Rejoinder
by Sara Geer & Martin J. Wainwright - 215-253 On Univariate Convex Regression
by Promit Ghosal & Bodhisattva Sen - 254-297 New Asymptotic Results in Principal Component Analysis
by Vladimir Koltchinskii & Karim Lounici - 298-335 Estimator Selection: a New Method with Applications to Kernel Density Estimation
by Claire Lacour & Pascal Massart & Vincent Rivoirard - 336-354 Posterior Contraction Rates of Density Derivative Estimation
by Weining Shen & Subhashis Ghosal - 355-383 The Bennett-Orlicz Norm
by Jon A. Wellner
February 2017, Volume 79, Issue 1
- 1-12 Asymptotic Properties of Hazard Rate Estimator in Censored Linear Regression
by Fuxia Cheng - 13-38 Estimation of the Parameters of a Selected Multivariate Population
by Morteza Amini & Nader Nematollahi - 39-75 Asymptotic Expansion of the Posterior Based on Pairwise Likelihood
by Yang Wu & Malay Ghosh - 76-100 Extended Generalized Skew-Elliptical Distributions and their Moments
by Zinoviy Landsman & Udi Makov & Tomer Shushi - 101-132 Characterizing D-optimal Rotatable Designs with Finite Reflection Groups
by Masanori Sawa & Masatake Hirao - 133-157 A General Approach for Obtaining Wrapped Circular Distributions via Mixtures
by S. Rao Jammalamadaka & Tomasz J. Kozubowski
August 2016, Volume 78, Issue 2
- 155-179 Asymptotics for Regression Models Under Loss of Identifiability
by Joseph Rynkiewicz - 180-187 A Berry-Esséen Inequality without Higher Order Moments
by Ningning Wang & Ibrahim A. Ahmad - 188-220 Approximation by Normal Distribution for a Sample Sum in Sampling Without Replacement from a Finite Population
by Ibrahim Bin Mohamed & Sherzod M. Mirakhmedov - 221-230 Characterizations of Probability Distributions Through Linear Forms of Q-Conditional Independent Random Variables
by B. L. S. Prakasa Rao - 231-247 Characterizations of Noncentral Chi-Squared-Generating Covariance Structures for a Normally Distributed Random Vector
by Phil D. Young & Dean M. Young - 248-268 Joint Estimation of Offspring Mean and Offspring Variance of Controlled Branching Process
by Arpita Inamdar & Mohan Kale - 269-303 Semi-Parametric Models for Negative Binomial Panel Data
by Brajendra C. Sutradhar & Vandna Jowaheer & R. Prabhakar Rao - 304-323 BPE and a Noncausal Girsanov’s Theorem
by Shigeyoshi Ogawa - 324-346 Infinitesimal Distributions, Improper Priors and Bayesian Inference
by Leendert Huisman - 347-348 Erratum: Complete Convergence Theorems for Extended Negatively Dependent Random Variables, By Tien-Chung Hu, Andrew Rosalsky, and Kuo-Lung Wang, Sankhyā Series A, Vol. 77, Part 1, 1-29, 2015
by Tien-Chung Hu & Kuo-Lung Wang & Andrew Rosalsky
February 2016, Volume 78, Issue 1
- 52-86 Robust and Bias-Corrected Estimation of the Probability of Extreme Failure Sets
by Christophe Dutang & Yuri Goegebeur & Armelle Guillou - 87-104 On Bayesian Quantile Regression Using a Pseudo-joint Asymmetric Laplace Likelihood
by Karthik Sriram & R. V. Ramamoorthi & Pulak Ghosh - 105-123 A Version of Komlós Theorem for Additive Set Functions
by Gianluca Cassese