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Content
June 2024, Volume 65, Issue 4
- 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 - 1869-1900 On the Baum–Katz theorem for randomly weighted sums of negatively associated random variables with general normalizing sequences and applications in some random design regression models
by Son Ta Cong & Cuong Tran Manh & Hang Bui Khanh & Dung Le Van
April 2024, Volume 65, Issue 2
- 467-510 A review on design inspired subsampling for big data
by Jun Yu & Mingyao Ai & Zhiqiang Ye - 511-555 A multivariate modified skew-normal distribution
by Sagnik Mondal & Reinaldo B. Arellano-Valle & Marc G. Genton - 557-596 Discrete mixture representations of spherical distributions
by Ludwig Baringhaus & Rudolf Grübel - 597-643 Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity
by Ulduz Mammadova & M. Revan Özkale - 645-660 Convergence arguments to bridge cauchy and matérn covariance functions
by Tarik Faouzi & Emilio Porcu & Igor Kondrashuk & Moreno Bevilacqua - 661-685 Simulations and predictions of future values in the time-homogeneous load-sharing model
by Francesco Buono & Jorge Navarro - 687-704 A method of correction for heaping error in the variables using validation data
by Amar S. Ahmad & Munther Al-Hassan & Hamid Y. Hussain & Nirmin F. Juber & Fred N. Kiwanuka & Mohammed Hag-Ali & Raghib Ali - 705-736 Clustering and estimation of finite mixture models under bivariate ranked set sampling with application to a breast cancer study
by Hamid Haji Aghabozorgi & Farzad Eskandari - 737-770 Instrumental variable estimation of weighted local average treatment effects
by Byeong Yeob Choi - 771-794 Parameters not empirically identifiable or distinguishable, including correlation between Gaussian observations
by Christian Hennig - 795-825 Sparse and smooth functional data clustering
by Fabio Centofanti & Antonio Lepore & Biagio Palumbo - 827-864 Efficient robust estimation for single-index mixed effects models with missing observations
by Liugen Xue & Junshan Xie - 865-886 Computational aspects of experimental designs in multiple-group mixed models
by Maryna Prus & Lenka Filová - 887-907 Nonnegative group bridge and application in financial index tracking
by Yonghui Liu & Yichen Lin & Xin Song & Conan Liu & Shuangzhe Liu - 909-944 Kalman recursions Aggregated Online
by Eric Adjakossa & Yannig Goude & Olivier Wintenberger - 945-974 Nonparametric estimation for a functional-circular regression model
by Andrea Meilán-Vila & Rosa M. Crujeiras & Mario Francisco-Fernández - 975-988 Further remarks on constrained over-parameterized linear models
by Nesrin Güler & Melek Eriş Büyükkaya - 989-1019 Consistent group selection using nonlocal priors in regression
by Fang Yang & Liangliang Zhang & Jingyi Zheng & Xuan Cao - 1021-1039 To impute or to adapt? Model specification tests’ perspective
by Marija Cuparić & Bojana Milošević - 1041-1063 A novel copula-based approach for parametric estimation of univariate time series through its covariance decay
by Guilherme Pumi & Taiane S. Prass & Sílvia R. C. Lopes - 1065-1084 A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables
by Omid Karimi - 1085-1123 A semiparametric dynamic higher-order spatial autoregressive model
by Tizheng Li & Yuping Wang & Ke Fang - 1125-1132 Osband’s principle for identification functions
by Timo Dimitriadis & Tobias Fissler & Johanna Ziegel - 1133-1133 Correction to: Some properties of the unified skew-normal distribution
by Reinaldo B. Arellano-Valle & Adelchi Azzalini
February 2024, Volume 65, Issue 1
- 1-18 Estimation of parameters and quantiles of the Weibull distribution
by Alicja Jokiel-Rokita & Sylwester Pia̧tek - 19-44 The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates
by Alessandro Baldi Antognini & Rosamarie Frieri & Maroussa Zagoraiou & Marco Novelli - 45-78 Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution
by Bruno Ebner & Lena Eid & Bernhard Klar - 79-92 Jackknife empirical likelihood ratio test for testing mean time to failure order
by Deemat C. Mathew & Reeba Mary Alex & Sudheesh K. Kattumannil - 93-119 Estimation and variable selection for generalized functional partially varying coefficient hybrid models
by Yanxia Liu & Zhihao Wang & Maozai Tian & Keming Yu - 121-138 On the distribution of sample scale-free scatter matrices
by A. M. Mathai & Serge B. Provost - 139-179 Robust estimation of average treatment effects from panel data
by Sayoni Roychowdhury & Indrila Ganguly & Abhik Ghosh - 181-201 Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors
by Khandoker Akib Mohammad & Yuichi Hirose & Budhi Surya & Yuan Yao - 203-236 On the use of historical estimates
by Ori Davidov & Tamás Rudas - 237-262 High-dimensional properties for empirical priors in linear regression with unknown error variance
by Xiao Fang & Malay Ghosh - 263-290 A correlation structure for the analysis of Gaussian and non-Gaussian responses in crossover experimental designs with repeated measures
by N. A. Cruz & O. O. Melo & C. A. Martinez - 291-308 Some characterizations of continuous symmetric distributions based on extropy of record values
by Nitin Gupta & Santosh Kumar Chaudhary - 309-334 On some problems of Bayesian region construction with guaranteed coverages
by Michael Evans & Miaoshiqi Liu & Michael Moon & Sabrina Sixta & Siyi Wei & Siyue Yang - 335-356 A Monte Carlo permutation procedure for testing variance components using robust estimation methods
by Yahia S. El-Horbaty & Eman M. Hanafy - 357-379 Several new classes of space-filling designs
by Wenlong Li & Min-Qian Liu & Jian-Feng Yang - 381-413 Generalised score distribution: underdispersed continuation of the beta-binomial distribution
by Bogdan Ćmiel & Jakub Nawała & Lucjan Janowski & Krzysztof Rusek - 415-433 Centre-free kurtosis orderings for asymmetric distributions
by Andreas Eberl & Bernhard Klar - 435-465 Testing normality of a large number of populations
by M. D. Jiménez-Gamero
December 2023, Volume 64, Issue 6
- 1805-1832 Polynomial spline estimation of panel count data model with an unknown link function
by Yijun Wang & Weiwei Wang & Xiaobing Zhao - 1833-1859 Nonparametric classification of high dimensional observations
by Reza Modarres - 1861-1889 A test for normality and independence based on characteristic function
by Wiktor Ejsmont & Bojana Milošević & Marko Obradović - 1891-1912 Improved shrinkage estimators in the beta regression model with application in econometric and educational data
by Reza Arabi Belaghi & Yasin Asar & Rolf Larsson - 1913-1941 Testing for ordered alternatives in heteroscedastic ANOVA under normality
by Anjana Mondal & Markus Pauly & Somesh Kumar - 1943-1968 Optimal subsampling for functional quantile regression
by Qian Yan & Hanyu Li & Chengmei Niu - 1969-1996 New results for adaptive false discovery rate control with p-value weighting
by Aniket Biswas & Gaurangadeb Chattopadhyay - 1997-2013 Bayesian and maximin optimal designs for heteroscedastic multi-factor regression models
by Lei He & Daojiang He - 2015-2055 Multivariate copulas with given values at two arbitrary points
by Erich Peter Klement & Damjana Kokol Bukovšek & Matjaž Omladič & Susanne Saminger-Platz & Nik Stopar - 2057-2080 Sequential design of multi-fidelity computer experiments with effect sparsity
by Hui Chen & Linhan Ouyang & Lijun Liu & Yizhong Ma - 2081-2100 Bounds for Gini’s mean difference based on first four moments, with some applications
by Xuehua Yin & Narayanaswamy Balakrishnan & Chuancun Yin - 2101-2117 Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses
by Marwan Al-Momani & M. Riaz & M. F. Saleh - 2119-2135 New closed-form efficient estimators for the negative binomial distribution
by Jun Zhao & Hyoung-Moon Kim - 2137-2160 A class of estimators based on overlapping sample spacings
by Rahul Singh & Neeraj Misra - 2161-2182 Structural multilevel models for longitudinal mediation analysis: a definition variable approach
by Chiara Maria - 2183-2205 The zonoid region parameter depth
by Ignacio Cascos & Giuseppe Pandolfo & Beatriz Sinova - 2207-2224 Variable selection for nonparametric quantile regression via measurement error model
by Peng Lai & Xi Yan & Xin Sun & Haozhe Pang & Yanqiu Zhou - 2225-2244 Robustness of a truncated estimator for the smaller of two ordered means
by Yasuyuki Hamura & Tatsuya Kubokawa
October 2023, Volume 64, Issue 5
- 1373-1390 Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots ,k_{l})$$ ( k 1 , k 2 , … , k l ) pattern
by Stathis Chadjiconstantinidis & Serkan Eryilmaz - 1391-1438 Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean
by Antonio Di Crescenzo & Paola Paraggio & Patricia Román-Román & Francisco Torres-Ruiz - 1439-1463 Divergence-based tests for the bivariate gamma distribution applied to polarimetric synthetic aperture radar
by Abraão Nascimento & Jodavid Ferreira & Alisson Silva - 1465-1481 Non-asymptotic analysis and inference for an outlyingness induced winsorized mean
by Yijun Zuo - 1483-1506 Assessing the effectiveness of indirect questioning techniques by detecting liars
by Pier Francesco Perri & Eleni Manoli & Tasos C. Christofides - 1507-1525 Optimal equivalence testing in exponential families
by Renren Zhao & Robert L. Paige - 1527-1628 Simultaneous prediction using target function based on principal components estimator with correlated errors
by Gülesen Üstündağ Şiray - 1629-1667 Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation
by Karel Hron & Jitka Machalová & Alessandra Menafoglio - 1669-1697 Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances
by Alessandro Barbiero & Asmerilda Hitaj - 1699-1720 Projection uniformity of nearly balanced designs
by Siyu Pan & Jie Li & Zujun Ou & Peng Zhu - 1721-1747 A general framework for spatial GARCH models
by Philipp Otto & Wolfgang Schmid - 1749-1774 Bayesian inference of multivariate-GARCH-BEKK models
by G. C. Livingston & Darfiana Nur - 1775-1804 Point and Interval Estimation of Powers of Scale Parameters for Two Normal Populations with a Common Mean
by Pravash Jena & Manas Ranjan Tripathy & Somesh Kumar
August 2023, Volume 64, Issue 4
- 1015-1019 Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design
by David C. Woods & Stefanie Biedermann & Chiara Tommasi - 1021-1040 D-optimal and nearly D-optimal exact designs for binary response on the ball
by Martin Radloff & Rainer Schwabe - 1041-1056 An equivalence theorem for design optimality with respect to a multi-objective criterion
by Chiara Tommasi & Juan M. Rodríguez-Díaz & Jesús F. López-Fidalgo - 1057-1068 Optimal designs for prediction in random coefficient regression with one observation per individual
by Maryna Prus - 1069-1093 Information-based optimal subdata selection for non-linear models
by Jun Yu & Jiaqi Liu & HaiYing Wang - 1095-1117 Optimal subsampling design for polynomial regression in one covariate
by Torsten Reuter & Rainer Schwabe - 1119-1135 Accounting for outliers in optimal subsampling methods
by Laura Deldossi & Elena Pesce & Chiara Tommasi - 1137-1157 A model robust subsampling approach for Generalised Linear Models in big data settings
by Amalan Mahendran & Helen Thompson & James M. McGree - 1159-1186 A-optimal designs for state estimation in networks
by Christine H. Müller & Kirsten Schorning - 1187-1208 BLUE against OLSE in the location model: energy minimization and asymptotic considerations
by Luc Pronzato & Anatoly Zhigljavsky - 1209-1231 Adaptive and robust experimental design for linear dynamical models using Kalman filter
by Arno Strouwen & Bart M. Nicolaï & Peter Goos - 1233-1249 Sparse polynomial prediction
by Hugo Maruri-Aguilar & Henry Wynn - 1251-1274 Design of experiments and machine learning with application to industrial experiments
by Roberto Fontana & Alberto Molena & Luca Pegoraro & Luigi Salmaso - 1275-1304 Discrimination between Gaussian process models: active learning and static constructions
by Elham Yousefi & Luc Pronzato & Markus Hainy & Werner G. Müller & Henry P. Wynn - 1305-1328 New insights into adaptive enrichment designs
by Alessandro Baldi Antognini & Rosamarie Frieri & Maroussa Zagoraiou - 1329-1341 Posterior alternatives with informative early stopping
by Nancy Flournoy & Sergey Tarima - 1343-1360 Longitudinal model for a dose-finding study for a rare disease treatment
by Younan Chen & Michael Fries & Sergei Leonov - 1361-1372 Group sequential tests: beyond exponential family models
by Sergey Tarima & Nancy Flournoy
June 2023, Volume 64, Issue 3
- 739-752 On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
by Bruno Ebner & Norbert Henze - 753-778 A weighted U-statistic based change point test for multivariate time series
by Junwei Hu & Lihong Wang - 779-805 Local inhomogeneous second-order characteristics for spatio-temporal point processes occurring on linear networks
by Nicoletta D’Angelo & Giada Adelfio & Jorge Mateu - 807-834 Conditional characteristic feature screening for massive imbalanced data
by Ping Wang & Lu Lin - 835-855 Accelerated failure time vs Cox proportional hazards mixture cure models: David vs Goliath?
by Motahareh Parsa & Ingrid Van Keilegom - 857-882 Simple powerful robust tests based on sign depth
by Kevin Leckey & Dennis Malcherczyk & Melanie Horn & Christine H. Müller - 883-921 Seemingly unrelated clusterwise linear regression for contaminated data
by Gabriele Perrone & Gabriele Soffritti - 923-954 Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
by Mingyue Hu & Yongcheng Qi - 955-985 Compositional cubes: a new concept for multi-factorial compositions
by Kamila Fačevicová & Peter Filzmoser & Karel Hron - 987-1014 Construction of orthogonal general sliced Latin hypercube designs
by Bing Guo & Xiao-Rong Li & Min-Qian Liu & Xue Yang
April 2023, Volume 64, Issue 2
- 367-393 A robust factor analysis model based on the canonical fundamental skew-t distribution
by Tsung-I Lin & I-An Chen & Wan-Lun Wang - 395-420 A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering
by Brenton R. Clarke & Andrew Grose - 421-447 Strong uniform consistency of the local linear relative error regression estimator under left truncation
by Feriel Bouhadjera & Mohamed Lemdani & Elias Ould Saïd - 449-475 Pearson's correlation and background subtraction (BGS) based approach for object's motion detection in infrared video frame sequences
by Mritunjay Rai & Tanmoy Maity & Agha Asim Husain & R. K. Yadav - 477-496 Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments
by Hong-Jiang Wu & Ying-Ying Zhang & Han-Yu Li - 497-507 The modality of skew t-distribution
by Bader Alruwaili - 509-527 Stochastic orders and measures of skewness and dispersion based on expectiles
by Andreas Eberl & Bernhard Klar - 529-556 Measuring and testing homogeneity of distributions by characteristic distance
by Xu Li & Wenjuan Hu & Baoxue Zhang - 557-585 Copula-based link functions in binary regression models
by M. Mesfioui & T. Bouezmarni & M. Belalia - 587-615 Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests
by Belmiro P. M. Duarte & Anthony C. Atkinson & Satya P. Singh & Marco S. Reis - 617-642 On efficiency of some restricted estimators in a multivariate regression model
by Sévérien Nkurunziza - 643-675 On the circular correlation coefficients for bivariate von Mises distributions on a torus
by Saptarshi Chakraborty & Samuel W. K. Wong - 677-704 Testing independence under a block compound symmetry covariance structure
by Katarzyna Filipiak & Mateusz John & Daniel Klein - 705-735 Weighted U-statistics for likelihood-ratio ordering of bivariate data
by Sangita Kulathinal & Isha Dewan - 737-737 RETRACTED ARTICLE: Empirical likelihood inference for the calibration regression model with lifetime medical cost
by Yichuan Zhao & Min Lu
February 2023, Volume 64, Issue 1
- 1-15 Replacement model with random replacement time
by Kanchan Jain & Sudheesh K. Kattumannil & Anjana Rajagopal - 17-39 Epidemic changepoint detection in the presence of nuisance changes
by Julius Juodakis & Stephen Marsland - 41-72 Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection
by Małgorzata Łazȩcka & Jan Mielniczuk - 73-92 Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function
by Buatikan Mirezi & Selahattin Kaçıranlar - 93-116 Degree of isomorphism: a novel criterion for identifying and classifying orthogonal designs
by Lin-Chen Weng & Kai-Tai Fang & A. M. Elsawah - 117-137 Convergence of estimative density: criterion for model complexity and sample size
by Yo Sheena - 139-160 Predictive inference of dual generalized order statistics from the inverse Weibull distribution
by Amany E. Aly - 161-177 A ranked-based estimator of the mean past lifetime with an application
by Elham Zamanzade & Majid Asadi & Afshin Parvardeh & Ehsan Zamanzade - 179-204 Inference about the arithmetic average of log transformed data
by José Dias Curto - 205-226 Constructing K-optimal designs for regression models
by Zongzhi Yue & Xiaoqing Zhang & P. van den Driessche & Julie Zhou - 227-253 Group linear algorithm with sparse principal decomposition: a variable selection and clustering method for generalized linear models
by Juan C. Laria & M. Carmen Aguilera-Morillo & Rosa E. Lillo - 255-283 Testing for diagonal symmetry based on center-outward ranking
by Sakineh Dehghan & Mohammad Reza Faridrohani & Zahra Barzegar - 285-319 Forecasting highly persistent time series with bounded spectrum processes
by Federico Maddanu - 321-353 Robust estimation in beta regression via maximum L $$_q$$ q -likelihood
by Terezinha K. A. Ribeiro & Silvia L. P. Ferrari - 355-364 Applying generalized funnel plots to help design statistical analyses
by Janet Aisbett & Eric J. Drinkwater & Kenneth L. Quarrie & Stephen Woodcock - 365-365 Correction to: On efficiency of some restricted estimators in a multivariate regression model
by Sévérien Nkurunziza
December 2022, Volume 63, Issue 6
- 1707-1741 Estimation methods for stationary Gegenbauer processes
by Richard Hunt & Shelton Peiris & Neville Weber - 1743-1755 Optimality of circular equineighbored block designs under correlated observations
by Razieh Khodsiani & Saeid Pooladsaz - 1757-1775 Sequential support points
by Zikang Xiong & Wenjie Liu & Jianhui Ning & Hong Qin - 1777-1799 New insights on goodness-of-fit tests for ranked set samples
by M. Mahdizadeh & Ehsan Zamanzade - 1801-1827 Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size
by H. M. Barakat & Haidy A. Newer - 1829-1881 Variable selection in Propensity Score Adjustment to mitigate selection bias in online surveys
by Ramón Ferri-García & María del Mar Rueda - 1883-1906 Subdata selection algorithm for linear model discrimination
by Jun Yu & HaiYing Wang - 1907-1929 Copula-based measures of asymmetry between the lower and upper tail probabilities
by Shogo Kato & Toshinao Yoshiba & Shinto Eguchi - 1931-1951 A measure of evidence based on the likelihood-ratio statistics
by Alexandre Galvão Patriota - 1953-1978 Generalized log-gamma additive partial linear models with P-spline smoothing
by Carlos A. Cardozo & Gilberto A. Paula & Luiz H. Vanegas - 1979-2040 Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
by M. Revan Özkale & Atif Abbasi - 2041-2063 Estimation for partially linear additive regression with spatial data
by Tang Qingguo & Chen Wenyu - 2065-2072 The shortest confidence interval for Poisson mean
by Wojciech Zieliński
October 2022, Volume 63, Issue 5
- 1369-1385 A goodness-of-fit test for copulas based on the collision test
by Yiran Chen & Giray Ökten - 1387-1414 Information criteria bias correction for group selection
by Bastien Marquis & Maarten Jansen - 1415-1475 Unified smoothed jackknife empirical likelihood tests for comparing income inequality indices
by Yang Wei & Zhouping Li & Yunqiu Dai - 1477-1497 Local influence diagnostics with forward search in regression analysis
by Reiko Aoki & Juan P. M. Bustamante & Gilberto A. Paula - 1499-1509 An alternative look at the linear regression model
by Oskar Maria Baksalary & Götz Trenkler - 1511-1536 Statistical inference based on weighted divergence measures with simulations and applications
by Thomas Gkelsinis & Alex Karagrigoriou & Vlad Stefan Barbu - 1537-1560 Circuits for robust designs
by Roberto Fontana & Fabio Rapallo & Henry P. Wynn - 1561-1576 Robust modified classical spherical tests in the presence of outliers
by Laíla Luana Campos & Daniel Furtado Ferreira - 1577-1583 Replication study design: confidence intervals and commentary
by Lawrence L. Kupper & Sandra L. Martin - 1585-1614 The evaluation of bivariate normal probabilities for failure of parallel systems
by Yuge Dong & Qingtong Xie & Shuguang Ding & Liangguo He & Hu Wang - 1615-1648 Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
by Christophe Chesneau & Salima El Kolei & Fabien Navarro - 1649-1676 Optimal subsampling for composite quantile regression in big data
by Xiaohui Yuan & Yong Li & Xiaogang Dong & Tianqing Liu - 1677-1705 On the maximal deviation of kernel regression estimators with NMAR response variables
by Majid Mojirsheibani
August 2022, Volume 63, Issue 4
- 995-1012 Asymptotic analysis of reliability measures for an imperfect dichotomous test
by Alla Slynko - 1013-1049 Tests for heteroskedasticity in transformation models
by Marie Hušková & Simos G. Meintanis & Charl Pretorius - 1051-1073 Hypothesis testing in sparse weighted stochastic block model
by Mingao Yuan & Fan Yang & Zuofeng Shang - 1075-1104 Quantile correlation coefficient: a new tail dependence measure
by Ji-Eun Choi & Dong Wan Shin - 1105-1137 Testing high-dimensional mean vector with applications
by Jin-Ting Zhang & Bu Zhou & Jia Guo - 1139-1161 Optimal subsampling for composite quantile regression model in massive data
by Yujing Shao & Lei Wang - 1163-1185 Portmanteau tests for generalized integer-valued autoregressive time series models
by Masoomeh Forughi & Zohreh Shishebor & Atefeh Zamani