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February 2025, Volume 66, Issue 1
- 1-10 Optimal designs for spherical harmonic regression
by Linda M. Haines - 1-17 Jackknife empirical likelihood ratio test for testing the equality of semivariance
by Saparya Suresh & Sudheesh K. Kattumannil - 1-17 The Cholesky normal distribution for SPD matrices and inference for the mean
by Benoit Ahanda & Leif Ellingson & Daniel E. Osborne - 1-17 Inference for the normal coefficient of variation: an approximate marginal likelihood approach
by A. Wong & X. Shi - 1-19 Joint estimation of transfer learning on time series data
by Dan Lou & Yuehan Yang - 1-19 Bayesian prior robustness using general $$\phi $$ ϕ -divergence measure
by Lyasmine Harrouche & Hocine Fellag & Lynda Atil - 1-20 A Test for Trend Gradual Changes in Heavy Tailed AR (p) Sequences
by Tianming Xu & Dong Jiang & Yuesong Wei & Chong Wang - 1-23 Kernel density regression in the additive model: a B-spline approach
by Facheng Li & Huilan Liu - 1-24 An unbiased rank-based estimator of the Mann–Whitney variance including the case of ties
by Edgar Brunner & Frank Konietschke - 1-25 A density power divergence measure to discriminate between generalized exponential and Weibull distributions
by Suparna Basu & Hon Keung Tony Ng - 1-26 Bayesian estimation and posterior risk under the generalized weighted squared error loss function and its applications
by Ming Han - 1-26 Updatable Estimation in Generalized Linear Models with Missing Data
by Xianhua Zhang & Lu Lin & Qihua Wang - 1-29 Pseudo-likelihood approach for parameter estimation in univariate normal mixture models
by Raul Kangro & Kristi Kuljus & Jüri Lember - 1-30 Composite quantile regression for a distributed system with non-randomly distributed data
by Jun Jin & Chenyan Hao & Yewen Chen - 1-31 Distribution and density estimation based on variation-diminishing spline approximation
by Nezha Mohaoui & Hamid Mraoui & Abdelilah Monir - 1-32 Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient
by Liqi Xia & Ruiyuan Cao & Jiang Du & Jun Dai - 1-34 Test for high-dimensional linear hypothesis of mean vectors via random integration
by Jianghao Li & Shizhe Hong & Zhenzhen Niu & Zhidong Bai - 1-36 Conformal prediction for robust deep nonparametric regression
by Jingsen Kong & Yiming Liu & Guangren Yang & Wang Zhou - 1-37 Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors
by Yan-Yong Zhao & Ling-Ling Ge & Yuan Liu - 1-38 Revisiting Dirichlet Mixture Model: unraveling deeper insights and practical applications
by Samyajoy Pal & Christian Heumann - 1-47 Functional time series forecasting: a systematic review
by Umberto Amato & Anestis Antoniadis & Italia Feis & Irène Gijbels - 1-51 Bayesian quantile regression for partially linear single-index model with longitudinal data
by Changsheng Liu & Hanying Liang & Yongmei Li - 1-59 Semi-supervised learning for various comparison functions across two populations
by Menghua Zhang & Mengjiao Peng & Yong Zhou
December 2024, Volume 65, Issue 9
- 5409-5445 Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point
by Markus Kreer & Ayşe Kızılersü & Jake Guscott & Lukas Christopher Schmitz & Anthony W. Thomas - 5447-5479 On the consistency of supervised learning with missing values
by Julie Josse & Jacob M. Chen & Nicolas Prost & Gaël Varoquaux & Erwan Scornet - 5481-5501 Tests for time-varying coefficient spatial autoregressive panel data model with fixed effects
by Lingling Tian & Yunan Su & Chuanhua Wei - 5503-5528 Nested strong orthogonal arrays
by Chunwei Zheng & Wenlong Li & Jian-Feng Yang - 5529-5553 The cost of sequential adaptation and the lower bound for mean squared error
by Sergey Tarima & Nancy Flournoy - 5555-5574 The distribution of power-related random variables (and their use in clinical trials)
by Francesco Mariani & Fulvio De Santis & Stefania Gubbiotti - 5575-5592 Communication-efficient distributed EM algorithm
by Xirui Liu & Mixia Wu & Liwen Xu - 5593-5613 Estimation and testing of expectile regression with efficient subsampling for massive data
by Baolin Chen & Shanshan Song & Yong Zhou - 5615-5648 Strong optimality of kernel functional regression in $$L^p$$ L p norms with partial response variables and applications
by Majid Mojirsheibani - 5649-5690 Bayesian analysis of linear regression models with autoregressive symmetrical errors and incomplete data
by Aldo M. Garay & Francyelle L. Medina & Suelem Torres de Freitas & Víctor H. Lachos - 5691-5717 On limiting behaviors of stepwise multiple testing procedures
by Monitirtha Dey - 5719-5752 On improved estimation of the larger location parameter
by Naresh Garg & Lakshmi Kanta Patra & Neeraj Misra - 5753-5773 Locally sparse estimator for functional linear panel models with fixed effects
by Lixia Hu & Baolin Chen & Jinhong You - 5775-5795 Theory and application of absolute discrepancy in experimental designs
by Yao Xiao & Hong Qin & Kashinath Chatterjee & Na Zou - 5797-5834 Model selection for mixture hidden Markov models: an application to clickstream data
by Furio Urso & Antonino Abbruzzo & Marcello Chiodi & Maria Francesca Cracolici - 5835-5849 Ridge-type covariance and precision matrix estimators of the multivariate normal distribution
by Wessel N. Wieringen & Gwenaël G. R. Leday - 5851-5871 On a correlation coefficient based on the L1-norm
by Adriano Pareto - 5873-5901 A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables
by Yixuan Fan & Jianhua Cheng & Dehui Wang - 5903-5930 Model-free feature screening based on Hellinger distance for ultrahigh dimensional data
by Jiujing Wu & Hengjian Cui - 5931-5940 Enhanced Cauchy–Schwarz inequality and some of its statistical applications
by S. Scarlatti - 5941-5941 Correction to: Bartlett corrections for zero-adjusted generalized linear models
by Tiago M. Magalhães & Gustavo H. A. Pereira & Denise A. Botter & Mônica C. Sandoval - 5943-5954 Bernstein estimator for conditional copulas
by Noël Veraverbeke - 5955-5980 Change-point analysis for matrix data: the empirical Hankel transform approach
by Žikica Lukić & Bojana Milošević
October 2024, Volume 65, Issue 8
- 4811-4841 Generalized simulated method-of-moments estimators for multivariate copulas
by Mohamed Belalia & Jean-François Quessy - 4843-4860 Asymptotic normality of a modified estimator of Gini distance correlation
by Yongli Sang & Xin Dang - 4861-4874 A distance based two-sample test of means difference for multivariate datasets
by Alexander Novoselsky & Eugene Kagan - 4875-4913 Nonparametric estimator of the tail dependence coefficient: balancing bias and variance
by Matthieu Garcin & Maxime L. D. Nicolas - 4915-4953 Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors
by Bogui Li & Jianbao Chen & Hao Chen - 4955-4970 Exact distribution of change-point MLE for a Multivariate normal sequence
by Mohammad Esmail Dehghan Monfared - 4971-4990 A new integrated discrimination improvement index via odds
by Kenichi Hayashi & Shinto Eguchi - 4991-5019 On the statistical analysis of high-dimensional factor models
by Junfan Mao & Zhigen Gao & Bing-Yi Jing & Jianhua Guo - 5021-5053 Inference on Weibull inverted exponential distribution under progressive first-failure censoring with constant-stress partially accelerated life test
by Abdullah Fathi & Al-Wageh A. Farghal & Ahmed A. Soliman - 5055-5076 Multiple testing of interval composite null hypotheses using randomized p-values
by Daniel Ochieng - 5077-5108 Estimation of multicomponent system reliability for inverse Weibull distribution using survival signature
by Nabakumar Jana & Samadrita Bera - 5109-5143 Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects
by Ruiqin Tian & Miaojie Xia & Dengke Xu - 5145-5166 Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases
by Shu Wei Chou-Chen & Rodrigo A. Oliveira & Irina Raicher & Gilberto A. Paula - 5167-5201 On the functional regression model and its finite-dimensional approximations
by José R. Berrendero & Alejandro Cholaquidis & Antonio Cuevas - 5203-5218 Hotelling $$T^2$$ T 2 test in high dimensions with application to Wilks outlier method
by Reza Modarres - 5219-5238 General classes of bivariate distributions for modeling data with common observations
by Na Young Yoo & Ji Hwan Cha - 5239-5251 Exceedance statistics based on bottom- $$k$$ k -lists
by Agah Kozan & Burak Uyar & Halil Tanil - 5253-5271 Coherent indexes for shifted count and semicontinuous models
by Marcelo Bourguignon & Célestin C. Kokonendji - 5273-5291 Hadamard matrices, quaternions, and the Pearson chi-square statistic
by Abbas Alhakim - 5293-5331 Reduced bias estimation of the log odds ratio
by Asma Saleh - 5333-5349 Confidence intervals for overall response rate difference in the sequential parallel comparison design
by Guogen Shan & Xinlin Lu & Yahui Zhang & Samuel S. Wu - 5351-5377 Confidence bounds for compound Poisson process
by Marek Skarupski & Qinhao Wu - 5379-5387 A critical note on the exponentiated EWMA chart
by Abdul Haq & William H. Woodall - 5389-5407 Bayesian and frequentist inference derived from the maximum entropy principle with applications to propagating uncertainty about statistical methods
by David R. Bickel
September 2024, Volume 65, Issue 7
- 4001-4024 Flexible-dimensional L-statistic for mean estimation of symmetric distributions
by Juan Baz & Diego García-Zamora & Irene Díaz & Susana Montes & Luis Martínez - 4025-4056 A high-dimensional single-index regression for interactions between treatment and covariates
by Hyung Park & Thaddeus Tarpey & Eva Petkova & R. Todd Ogden - 4057-4077 Supervised dimension reduction for functional time series
by Guochang Wang & Zengyao Wen & Shanming Jia & Shanshan Liang - 4079-4120 Statistical inferences for missing response problems based on modified empirical likelihood
by Sima Sharghi & Kevin Stoll & Wei Ning - 4121-4145 Testing practical relevance of treatment effects
by Andrea Ongaro & Sonia Migliorati & Roberto Ascari & Enrico Ripamonti - 4147-4178 On some stable linear functional regression estimators based on random projections
by Asma Ben Saber & Abderrazek Karoui - 4179-4199 A trigamma-free approach for computing information matrices related to trigamma function
by Zhou Yu & Niloufar Dousti Mousavi & Jie Yang - 4201-4241 Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors
by Ke Wang & Dehui Wang - 4243-4265 A two sample nonparametric test for variability via empirical likelihood methods
by Lisa Parveen & Ruhul Ali Khan & Murari Mitra - 4267-4298 Multiple random change points in survival analysis with applications to clinical trials
by Jianbo Xu - 4299-4330 Nested symmetrical Latin hypercube designs
by Xiaodi Wang & Hengzhen Huang - 4331-4363 New copula families and mixing properties
by Martial Longla - 4365-4404 Multivariate stochastic comparisons of sequential order statistics with non-identical components
by Tanmay Sahoo & Nil Kamal Hazra & Narayanaswamy Balakrishnan - 4405-4429 Variation comparison between infinitely divisible distributions and the normal distribution
by Ping Sun & Ze-Chun Hu & Wei Sun - 4431-4451 Analyzing quantitative performance: Bayesian estimation of 3-component mixture geometric distributions based on Kumaraswamy prior
by Nadeem Akhtar & Sajjad Ahmad Khan & Emad A. A. Ismail & Fuad A. Awwad & Akbar Ali Khan & Taza Gul & Haifa Alqahtani - 4453-4488 A mixture distribution for modelling bivariate ordinal data
by Ryan H. L. Ip & K. Y. K. Wu - 4489-4513 A non-classical parameterization for density estimation using sample moments
by Guangyu Wu & Anders Lindquist - 4515-4536 Geometric infinitely divisible autoregressive models
by Monika S. Dhull & Arun Kumar - 4537-4566 Covariance structure tests for multivariate t-distribution
by Katarzyna Filipiak & Tõnu Kollo - 4567-4598 The statistical rate for support matrix machines under low rankness and row (column) sparsity
by Ling Peng & Xiaohui Liu & Xiangyong Tan & Yiweng Zhou & Shihua Luo - 4599-4629 On weighted version of dynamic cumulative residual inaccuracy measure based on extropy
by Morteza Mohammadi & Majid Hashempour - 4631-4675 Dimension reduction-based adaptive-to-model semi-supervised classification
by Xuehu Zhu & Rongzhu Zhao & Dan Zeng & Qian Zhao & Jun Zhang - 4677-4713 Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data
by Qian M. Zhou - 4715-4744 Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science
by Chuancun Yin & Jing Yao & Yang Yang - 4745-4766 Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise
by Héctor Araya & Soledad Torres & Ciprian A. Tudor - 4767-4810 Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap
by Lea Wegner & Martin Wendler
August 2024, Volume 65, Issue 6
- 3327-3355 Subgroup analysis with concave pairwise fusion penalty for ordinal response
by Weirong Li & Wensheng Zhu - 3357-3394 Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples
by Jinyu Zhou & Jigao Yan & Dongya Cheng - 3395-3423 The effect of correlated errors on the performance of local linear estimation of regression function based on random functional design
by Karim Benhenni & Ali Hajj Hassan & Yingcai Su - 3425-3445 Is Fisher inference inferior to Neyman inference for policy analysis?
by Rauf Ahmad & Per Johansson & Mårten Schultzberg - 3447-3475 A unified approach to goodness-of-fit testing for spherical and hyperspherical data
by Bruno Ebner & Norbert Henze & Simos Meintanis - 3477-3497 A scale-invariant test for linear hypothesis of means in high dimensions
by Mingxiang Cao & Ziyang Cheng & Kai Xu & Daojiang He - 3499-3543 Homogeneity tests and interval estimations of risk differences for stratified bilateral and unilateral correlated data
by Shuyi Liang & Kai-Tai Fang & Xin-Wei Huang & Yijing Xin & Chang-Xing Ma - 3545-3582 Minimax weight learning for absorbing MDPs
by Fengying Li & Yuqiang Li & Xianyi Wu - 3583-3600 Statistical simulations with LR random fuzzy numbers
by Abbas Parchami & Przemyslaw Grzegorzewski & Maciej Romaniuk - 3601-3619 A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection
by Zhaoyang Li & Yuehan Yang - 3621-3649 The resampling method via representative points
by Long-Hao Xu & Yinan Li & Kai-Tai Fang - 3651-3679 Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes
by Nicoletta D’Angelo & Giada Adelfio - 3681-3711 Fitting copulas in the case of missing data
by Eckhard Liebscher - 3713-3737 Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach
by Yinjun Chen & Hao Ming & Hu Yang - 3739-3767 On the existence of stationary threshold bilinear processes
by Ahmed Ghezal & Maddalena Cavicchioli & Imane Zemmouri - 3769-3788 Bootstrapping generalized linear models to accommodate overdispersed count data
by Katherine Burak & Adam Kashlak - 3789-3820 Confidence distributions and hypothesis testing
by Eugenio Melilli & Piero Veronese - 3821-3852 Hypothesis testing for varying coefficient models in tail index regression
by Koki Momoki & Takuma Yoshida - 3853-3891 The exponentiated exponentially weighted moving average control chart
by Vasileios Alevizakos & Arpita Chatterjee & Kashinath Chatterjee & Christos Koukouvinos - 3893-3915 A sequential feature selection approach to change point detection in mean-shift change point models
by Baolong Ying & Qijing Yan & Zehua Chen & Jinchao Du - 3917-3933 Some practical and theoretical issues related to the quantile estimators
by Dagmara Dudek & Anna Kuczmaszewska - 3935-3958 Matrix-variate generalized linear model with measurement error
by Tianqi Sun & Weiyu Li & Lu Lin - 3959-3969 Deficiency bounds for the multivariate inverse hypergeometric distribution
by Frédéric Ouimet - 3971-3979 Some additional remarks on statistical properties of Cohen’s d in the presence of covariates
by Jürgen Groß & Annette Möller - 3981-3989 Welch’s t test is more sensitive to real world violations of distributional assumptions than student’s t test but logistic regression is more robust than either
by David Curtis - 3991-4000 An heuristic scree plot criterion for the number of factors
by Ard H. J. den Reijer & Pieter W. Otter & Jan P. A. M. Jacobs
July 2024, Volume 65, Issue 5
- 2641-2666 A weighted average limited information maximum likelihood estimator
by Muhammad Qasim - 2667-2686 Space-filling designs with a Dirichlet distribution for mixture experiments
by Astrid Jourdan - 2687-2717 On the test of covariance between two high-dimensional random vectors
by Yongshuai Chen & Wenwen Guo & Hengjian Cui - 2719-2749 FDR control and power analysis for high-dimensional logistic regression via StabKoff
by Panxu Yuan & Yinfei Kong & Gaorong Li - 2751-2773 Penalized likelihood inference for the finite mixture of Poisson distributions from capture-recapture data
by Yang Liu & Rong Kuang & Guanfu Liu - 2775-2810 Two-piece distribution based semi-parametric quantile regression for right censored data
by Worku Biyadgie Ewnetu & Irène Gijbels & Anneleen Verhasselt - 2811-2834 A p-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design
by Fritjof Freise & Norbert Gaffke & Rainer Schwabe - 2835-2863 Alleviating conditional independence assumption of naive Bayes
by Xu-Qing Liu & Xiao-Cai Wang & Li Tao & Feng-Xian An & Gui-Ren Jiang - 2865-2886 A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method
by Valdério Anselmo Reisen & Céline Lévy-Leduc & Edson Zambon Monte & Pascal Bondon - 2887-2913 Adaptive parametric change point inference under covariance structure changes
by Stergios B. Fotopoulos & Abhishek Kaul & Vasileios Pavlopoulos & Venkata K. Jandhyala - 2915-2936 Regression analysis of clustered panel count data with additive mean models
by Weiwei Wang & Zhiyang Cui & Ruijie Chen & Yijun Wang & Xiaobing Zhao - 2937-2972 Fourier approach to goodness-of-fit tests for Gaussian random processes
by Petr Čoupek & Viktor Dolník & Zdeněk Hlávka & Daniel Hlubinka - 2973-3006 Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model
by Muhammad Jaffri Mohd Nasir & Ramzan Nazim Khan & Gopalan Nair & Darfiana Nur - 3007-3038 Robust signal dimension estimation via SURE
by Joni Virta & Niko Lietzén & Henri Nyberg - 3039-3061 Empirical likelihood inference for the panel count data with informative observation process
by Faysal Satter & Yichuan Zhao & Ni Li - 3063-3092 Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model
by Huilan Liu & Xiawei Zhang & Huaiqing Hu & Junjie Ma - 3093-3109 Testing omitted variables in VARs
by Andrea Beccarini - 3111-3134 Inference for continuous-time long memory randomly sampled processes
by Mohamedou Ould Haye & Anne Philippe & Caroline Robet - 3135-3154 Estimating the entropy of a Rayleigh model under progressive first-failure censoring
by Mohammed S. Kotb & Huda M. Alomari - 3155-3180 Using the softplus function to construct alternative link functions in generalized linear models and beyond
by Paul F. V. Wiemann & Thomas Kneib & Julien Hambuckers - 3181-3201 Locally optimal designs for comparing curves in generalized linear models
by Chang-Yu Liu & Xin Liu & Rong-Xian Yue - 3203-3234 Implicit profiling estimation for semiparametric models with bundled parameters
by Yucong Lin & Jinhua Su & Yang Liu & Jue Hou & Feifei Wang - 3235-3259 Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data
by Jierui Du & Xia Cui - 3261-3284 Adaptive slicing for functional slice inverse regression
by Linjuan Zheng & Beiting Liang & Guochang Wang - 3285-3301 Optimal dichotomization of bimodal Gaussian mixtures
by Yan-ni Jhan & Wan-cen Li & Shin-hui Ruan & Jia-jyun Sie & Iebin Lian - 3303-3325 Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates
by Talha Omer & Kristofer Månsson & Pär Sjölander & B. M. Golam Kibria
June 2024, Volume 65, Issue 4
- 1901-1926 A new $$L_2$$ L 2 calibration procedure of computer models based on the smoothing spline ANOVA
by Yang Sun & Xiangzhong Fang - 1927-1945 On the limit distribution of the power function induced by a design prior
by Fulvio De Santis & Stefania Gubbiotti - 1947-1983 A unified study for estimation of order restricted parameters of a general bivariate model under the generalized Pitman nearness criterion
by Naresh Garg & Neeraj Misra - 1985-2009 Prediction in regression models with continuous observations
by Holger Dette & Andrey Pepelyshev & Anatoly Zhigljavsky - 2011-2032 Bayesian and maximin A-optimal designs for spline regression models with unknown knots
by Isaac Rankin & Julie Zhou - 2033-2075 Kendall’s tau-based inference for gradually changing dependence structures
by Félix Camirand Lemyre & Jean-François Quessy - 2077-2108 Smoothed empirical likelihood for the difference of two quantiles with the paired sample
by Pangpang Liu & Yichuan Zhao - 2109-2134 Multi-feature clustering of step data using multivariate functional principal component analysis
by Wookyeong Song & Hee-Seok Oh & Ying Kuen Cheung & Yaeji Lim - 2135-2163 Integrating rather than collecting: statistical matching in the data flood era
by Riccardo D’Alberto & Meri Raggi - 2165-2190 Privacy-preserving and homogeneity-pursuit integrative analysis for high-dimensional censored data
by Xin Ye & Baihua He & Yanyan Liu & Shuangge Ma - 2191-2209 Bartlett corrections for zero-adjusted generalized linear models
by Tiago M. Magalhães & Gustavo H. A. Pereira & Denise A. Botter & Mônica C. Sandoval - 2211-2220 Uniformly most powerful tests under weak restrictions
by Jin Zhang - 2221-2251 Robust optimal subsampling based on weighted asymmetric least squares
by Min Ren & Shengli Zhao & Mingqiu Wang & Xinbei Zhu - 2253-2288 GMM estimation and variable selection of partially linear additive spatial autoregressive model
by Fang Lu & Guoliang Tian & Jing Yang - 2289-2312 Conditions for finiteness and bounds on moments of generalized order statistics
by Mariusz Bieniek & Tomasz Rychlik - 2313-2326 Bounds on generalized family-wise error rates for normal distributions
by Monitirtha Dey & Subir Kumar Bhandari - 2327-2359 Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence
by Marie-Christine Düker & Seok-Oh Jeong & Taewook Lee & Changryong Baek - 2361-2396 On the validity of the bootstrap hypothesis testing in functional linear regression
by Omid Khademnoe & S. Mohammad E. Hosseini-Nasab - 2397-2439 Change point in variance of fractionally integrated noise
by Daiqing Xi & Tianxiao Pang - 2441-2459 Least squares estimation for a class of uncertain Vasicek model and its application to interest rates
by Chao Wei - 2461-2488 Variable selection in proportional odds model with informatively interval-censored data
by Bo Zhao & Shuying Wang & Chunjie Wang - 2489-2525 ROBOUT: a conditional outlier detection methodology for high-dimensional data
by Matteo Farnè & Angelos Vouldis - 2527-2553 On strongly dependent zero-inflated INAR(1) processes
by Jan Beran & Frieder Droullier - 2555-2566 Maximum Likelihood With a Time Varying Parameter
by Alberto Lanconelli & Christopher S. A. Lauria - 2567-2604 Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
by Hong-Xia Xu & Guo-Liang Fan & Han-Ying Liang - 2605-2639 Professor Heinz Neudecker and matrix differential calculus
by Shuangzhe Liu & Götz Trenkler & Tõnu Kollo & Dietrich Rosen & Oskar Maria Baksalary
May 2024, Volume 65, Issue 3
- 1135-1162 Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains
by Lê Thành - 1163-1196 Inference of improved adaptive progressively censored competing risks data for Weibull lifetime models
by Ahmed Elshahhat & Mazen Nassar - 1197-1231 Self-exciting hysteretic binomial autoregressive processes
by Kai Yang & Xiuyue Zhao & Xiaogang Dong & Christian H. Weiß - 1233-1257 A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions
by Jonas Beck & Arne C. Bathke - 1259-1284 Variance matrix estimation in multivariate classical measurement error models
by Elif Kekeç & Ingrid Van Keilegom - 1285-1308 The estimated causal effect on the variance based on the front-door criterion in Gaussian linear structural equation models: an unbiased estimator with the exact variance
by Manabu Kuroki & Taiki Tezuka - 1309-1336 Case-cohort studies for clustered failure time data with a cure fraction
by Ping Xie & Bo Han & Xiaoguang Wang - 1337-1374 Learning CHARME models with neural networks
by José G. Gómez-García & Jalal Fadili & Christophe Chesneau - 1375-1409 Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity
by Xianwen Sun & Lixin Zhang - 1411-1436 Deterministic sampling based on Kullback–Leibler divergence and its applications
by Sumin Wang & Fasheng Sun - 1437-1467 On approximation and estimation of distribution function of sum of independent random variables
by N. N. Midhu & Isha Dewan & K. K. Sudheesh & E. P. Sreedevi - 1469-1492 Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models
by Dongying Zhan & Derek S. Young - 1493-1530 Identification of canonical models for vectors of time series: a subspace approach
by Alfredo Garcia-Hiernaux & Jose Casals & Miguel Jerez - 1531-1551 Confidence intervals centred on bootstrap smoothed estimators: an impossibility result
by Paul Kabaila & Christeen Wijethunga - 1553-1573 Information quantity evaluation of multivariate SETAR processes of order one and applications
by Javier E. Contreras-Reyes - 1575-1611 Nonparametric estimation of the shape functions and related asymptotic results
by M. D. Jiménez-Gamero & J. C. Pardo-Fernández - 1613-1643 Parametric quantile autoregressive moving average models with exogenous terms
by Alan Dasilva & Helton Saulo & Roberto Vila & Jose A. Fiorucci & Suvra Pal - 1645-1675 Detecting linear trend changes in data sequences
by Hyeyoung Maeng & Piotr Fryzlewicz - 1677-1702 Inferring the finest pattern of mutual independence from data
by Guillaume Marrelec & Alain Giron - 1703-1729 Computation and analysis of change points with different jump locations in high-dimensional regression
by Jian Huang & Yuling Jiao & Lican Kang & Yanyan Liu & Xinfeng Yang - 1731-1732 Correction to: Posterior alternatives with informative early stopping
by Nancy Flournoy & Sergey Tarima - 1733-1771 Equivariant estimation of the selected location parameter
by Masihuddin & Neeraj Misra - 1773-1803 On the Rényi index of random graphs
by Mingao Yuan - 1805-1839 Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
by Yangbing Tang & Zhongzhan Zhang & Jiang Du - 1841-1867 Improving the power of hypothesis tests in sparse contingency tables
by Federica Nicolussi & Manuela Cazzaro & Tamás Rudas