Printed from https://ideas.repec.org/s/spr/testjl2.html
Content
June 2021, Volume 30, Issue 2
- 445-461 On a class of repulsive mixture models
by José J. Quinlan & Fernando A. Quintana & Garritt L. Page - 462-480 Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models
by Alessio Farcomeni & Monia Ranalli & Sara Viviani - 481-504 Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables
by Silvia Novo & Germán Aneiros & Philippe Vieu - 505-526 Smooth estimation of size distributions in an oriented cylinder model
by Geurt Jongbloed & Kimberly S. McGarrity & Jilt Sietsma - 527-528 Correction to: Small area estimation of proportions under area-level compositional mixed models
by María Dolores Esteban & María José Lombardía & Esther López-Vizcaíno & Domingo Morales & Agustín Pérez
March 2021, Volume 30, Issue 1
- 1-58 Recent advances in directional statistics
by Arthur Pewsey & Eduardo García-Portugués - 59-63 Comments on: Recent advances in directional statistics
by Kanti V. Mardia - 64-67 Comments on: Recent advances in directional statistics
by Rosa M. Crujeiras & Paula Saavedra-Nieves - 68-70 Comments on: Recent advances in directional statistics
by Janice L. Scealy - 71-75 Comments on: Recent advances in directional statistics
by Stephan F. Huckemann - 76-82 Rejoinder on: Recent advances in directional statistics
by Arthur Pewsey & Eduardo García-Portugués - 83-102 On the concept of B-statistical uniform integrability of weighted sums of random variables and the law of large numbers with mean convergence in the statistical sense
by Manuel Ordóñez Cabrera & Andrew Rosalsky & Mehmet Ünver & Andrei Volodin - 103-132 On the prevalence of information inconsistency in normal linear models
by Joris Mulder & James O. Berger & Víctor Peña & M. J. Bayarri - 133-152 Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo
by Elizabeth D. Schifano & Himchan Jeong & Ved Deshpande & Dipak K. Dey - 153-178 Entropy-based pivotal statistics for multi-sample problems in planar shape
by W. V. Félix de Lima & A. D. C. Nascimento & G. J. A. Amaral - 179-197 Accounting for dependent informative sampling in model-based finite population inference
by Isabel Molina & Malay Ghosh - 198-210 Tail dependence and smoothness of time series
by Helena Ferreira & Marta Ferreira - 211-227 Comparisons of policies based on relevation and replacement by a new one unit in reliability
by Félix Belzunce & Carolina Martínez-Riquelme & José A. Mercader & José M. Ruiz - 228-254 Selection model for domains across time: application to labour force survey by economic activities
by María José Lombardía & Esther López-Vizcaíno & Cristina Rueda - 255-273 Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial
by Elías Moreno & Carmen Martínez & Francisco–José Vázquez–Polo - 274-291 WIKS: a general Bayesian nonparametric index for quantifying differences between two populations
by Rafael Carvalho Ceregatti & Rafael Izbicki & Luis Ernesto Bueno Salasar
December 2020, Volume 29, Issue 4
- 845-892 Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics
by Bruno Ebner & Norbert Henze - 893-897 Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics
by M. Dolores Jiménez-Gamero - 898-902 Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics
by Simos G. Meintanis - 903-906 Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics
by Donald Richards - 907-910 Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^{2}$$ L 2 -statistics
by Gábor J. Székely & Maria L. Rizzo - 911-913 Rejoinder on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics
by Bruno Ebner & Norbert Henze - 914-937 On semi-supervised learning
by A. Cholaquidis & R. Fraiman & M. Sued - 938-965 On approximate validation of models: a Kolmogorov–Smirnov-based approach
by E. Barrio & H. Inouzhe & C. Matrán - 966-988 Robust estimation and inference for general varying coefficient models with missing observations
by Francesco Bravo - 989-1007 Robust model-based clustering with mild and gross outliers
by Alessio Farcomeni & Antonio Punzo - 1008-1028 The nonparametric location-scale mixture cure model
by Justin Chown & Cédric Heuchenne & Ingrid Van Keilegom - 1029-1050 Implementation of compound optimal design strategy in censored life-testing experiment
by Ritwik Bhattacharya - 1051-1071 Kumaraswamy regression model with Aranda-Ordaz link function
by Guilherme Pumi & Cristine Rauber & Fábio M. Bayer - 1072-1097 Maximum observed likelihood prediction of future record values
by Grigoriy Volovskiy & Udo Kamps - 1098-1124 Automated learning of mixtures of factor analysis models with missing information
by Wan-Lun Wang & Tsung-I Lin - 1125-1144 Modeling dependence via copula of functionals of Fourier coefficients
by Charles Fontaine & Ron D. Frostig & Hernando Ombao
September 2020, Volume 29, Issue 3
- 617-636 A class of asymptotically efficient estimators based on sample spacings
by M. Ekström & S. M. Mirakhmedov & S. Rao Jammalamadaka - 637-660 Supervised classification of geometrical objects by integrating currents and functional data analysis
by S. Barahona & P. Centella & X. Gual-Arnau & M. V. Ibáñez & A. Simó - 661-681 Analysis of correlated Birnbaum–Saunders data based on estimating equations
by Aline B. Tsuyuguchi & Gilberto A. Paula & Michelli Barros - 682-703 Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models
by M. Dolores Jiménez-Gamero & Sangyeol Lee & Simos G. Meintanis - 704-727 Reduced bias nonparametric lifetime density and hazard estimation
by Arthur Berg & Dimitris Politis & Kagba Suaray & Hui Zeng - 728-749 A goodness-of-fit test for regression models with spatially correlated errors
by Andrea Meilán-Vila & Jean D. Opsomer & Mario Francisco-Fernández & Rosa M. Crujeiras - 750-767 Approximate Bayesian inference for mixture cure models
by E. Lázaro & C. Armero & V. Gómez-Rubio - 768-792 Goodness-of-fit test for a parametric survival function with cure fraction
by Candida Geerdens & Paul Janssen & Ingrid Van Keilegom - 793-818 Small area estimation of proportions under area-level compositional mixed models
by María Dolores Esteban & María José Lombardía & Esther López-Vizcaíno & Domingo Morales & Agustín Pérez - 819-843 Robust doubly protected estimators for quantiles with missing data
by Mariela Sued & Marina Valdora & Víctor Yohai
June 2020, Volume 29, Issue 2
- 307-339 Inference and computation with generalized additive models and their extensions
by Simon N. Wood - 340-342 Comments on: Inference and computation with Generalized Additive Models and their extensions
by Paul Eilers - 343-350 Comments on: Inference and computation with Generalized Additive Models and their extensions
by Sonja Greven & Fabian Scheipl - 351-353 Comments on: Inference and computation with Generalized Additive Models and their extensions
by Thomas Kneib - 354-358 Rejoinder on: Inference and computation with Generalized Additive Models and their extensions
by Simon N. Wood - 359-378 Comparing samples from the $${\mathcal {G}}^0$$G0 distribution using a geodesic distance
by Alejandro C. Frery & Juliana Gambini - 379-408 Nuisance-parameter-free changepoint detection in non-stationary series
by Michal Pešta & Martin Wendler - 409-429 Estimators of quantile difference between two samples with length-biased and right-censored data
by Li Xun & Li Tao & Yong Zhou - 430-453 Multi-criteria-based optimal life-testing plans under hybrid censoring scheme
by Ritwik Bhattacharya & Baidya Nath Saha & Graceila González Farías & Narayanaswamy Balakrishnan - 454-478 Bayesian sequential design for Copula models
by S. G. J. Senarathne & C. C. Drovandi & J. M. McGree - 479-522 Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool
by A. Abu-Awwad & V. Maume-Deschamps & P. Ribereau - 523-552 Residual and influence analysis to a general class of simplex regression
by Patrícia L. Espinheira & Alisson Oliveira Silva - 553-572 Locally efficient estimation in generalized partially linear model with measurement error in nonlinear function
by Qianqian Wang & Yanyuan Ma & Guangren Yang - 573-598 Depth-based weighted jackknife empirical likelihood for non-smooth U-structure equations
by Yongli Sang & Xin Dang & Yichuan Zhao - 599-615 Goodness-of-fit tests for censored regression based on artificial data points
by Wenceslao González Manteiga & Cédric Heuchenne & César Sánchez Sellero & Alessandro Beretta
March 2020, Volume 29, Issue 1
- 1-33 On active learning methods for manifold data
by Hang Li & Enrique Castillo & George Runger - 34-37 Comments on: On active learning methods for manifold data
by Abhik Ghosh - 38-41 Comments on: On Active Learning Methods for Manifold Data
by Mostafa Reisi Gahrooei & Hao Yan & Kamran Paynabar - 42-49 Rejoinder on: “On active learning methods for manifold data”
by Hang Li & Enrique Castillo & George Runger - 50-89 Robust estimators in a generalized partly linear regression model under monotony constraints
by Graciela Boente & Daniela Rodriguez & Pablo Vena - 90-104 Is perfect repair always perfect?
by Ji Hwan Cha & Maxim Finkelstein - 105-138 Testing normality via a distributional fixed point property in the Stein characterization
by Steffen Betsch & Bruno Ebner - 139-165 Objective Bayesian comparison of order-constrained models in contingency tables
by Roberta Paroli & Guido Consonni - 166-195 A Fay–Herriot model when auxiliary variables are measured with error
by Jan Pablo Burgard & María Dolores Esteban & Domingo Morales & Agustín Pérez - 196-232 Parameter estimation and diagnostic tests for INMA(1) processes
by Boris Aleksandrov & Christian H. Weiß - 233-254 Optimal designs in multiple group random coefficient regression models
by Maryna Prus - 255-281 Comparisons of coherent systems under the time-transformed exponential model
by Jorge Navarro & Julio Mulero - 282-306 Oracally efficient estimation for dense functional data with holiday effects
by Li Cai & Lisha Li & Simin Huang & Liang Ma & Lijian Yang
December 2019, Volume 28, Issue 4
- 1033-1065 Deville and Särndal’s calibration: revisiting a 25-years-old successful optimization problem
by Denis Devaud & Yves Tillé - 1066-1067 Comments on: Deville and Särndal’s Calibration: revisiting a 25 years old successful optimization problem
by Phillip S. Kott - 1068-1070 Comments on: Deville and Särndal’s calibration: revisiting a 25 years old successful optimization problem
by Domingo Morales - 1071-1076 Comments on: Deville and Särndal’s calibration: revisiting a 25 years old successful optimization problem
by Jean-Francois Beaumont & J. N. K. Rao - 1077-1081 Comments on: Deville and Särndal’s calibration: revisiting a 25 years old successful optimization problem
by Maria del Mar Rueda - 1082-1086 Comments on: Deville and Särndal’s calibration: revisiting a 25 years old successful optimization problem
by Changbao Wu & Shixiao Zhang - 1087-1091 Rejoinder on: Deville and Särndal’s calibration: revisiting a 25-year-old successful optimization problem
by Denis Devaud & Yves Tillé - 1092-1112 An $${{\varvec{L}}}^{2}$$L2-norm-based test for equality of several covariance functions: a further study
by Jia Guo & Bu Zhou & Jianwei Chen & Jin-Ting Zhang - 1113-1143 Statistical inference using rank-based post-stratified samples in a finite population
by Omer Ozturk - 1144-1174 Asymptotics for the linear kernel quantile estimator
by Xuejun Wang & Yi Wu & Wei Yu & Wenzhi Yang & Shuhe Hu - 1175-1202 Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data
by Roberto Colombi & Sabrina Giordano - 1203-1228 Testing equality of a large number of densities under mixing conditions
by Marta Cousido-Rocha & Jacobo Uña-Álvarez & Jeffrey D. Hart - 1229-1250 On the convenience of heteroscedasticity in highly multivariate disease mapping
by F. Corpas-Burgos & P. Botella-Rocamora & M. A. Martinez-Beneito - 1251-1275 Identification and estimation in quantile varying-coefficient models with unknown link function
by Lili Yue & Gaorong Li & Heng Lian
September 2019, Volume 28, Issue 3
- 599-638 Compositional data: the sample space and its structure
by Juan José Egozcue & Vera Pawlowsky-Glahn - 639-643 Comments on: Compositional data: the sample space and its structure
by Peter Filzmoser & Karel Hron - 644-652 Comments on: Compositional data: the sample space and its structure
by Michael Greenacre - 653-657 Comments on: Compositional data: the sample space and its structure
by J. A. Martín-Fernández - 658-663 Rejoinder on: Compositional data: the sample space and its structure
by Juan José Egozcue & Vera Pawlowsky-Glahn - 664-670 Comments on: Data science, big data and statistics
by Ricardo Cao - 671-693 Affine invariant depth-based tests for the multivariate one-sample location problem
by Sakineh Dehghan & Mohammad Reza Faridrohani - 694-727 NOVELIST estimator of large correlation and covariance matrices and their inverses
by Na Huang & Piotr Fryzlewicz - 728-755 Objective Bayesian inference with proper scoring rules
by F. Giummolè & V. Mameli & E. Ruli & L. Ventura - 756-784 Weighted likelihood estimation of multivariate location and scatter
by Claudio Agostinelli & Luca Greco - 785-803 Robust simultaneous inference for the mean function of functional data
by Italo R. Lima & Guanqun Cao & Nedret Billor - 804-826 Two-sample test for sparse high-dimensional multinomial distributions
by Amanda Plunkett & Junyong Park - 827-843 Link misspecification in generalized linear mixed models with a random intercept for binary responses
by Shun Yu & Xianzheng Huang - 844-878 Heavy-tailed longitudinal regression models for censored data: a robust parametric approach
by Larissa A. Matos & Víctor H. Lachos & Tsung-I Lin & Luis M. Castro - 879-899 Minimum distance model checking in Berkson measurement error models with validation data
by Pei Geng & Hira L. Koul - 900-919 Mode testing, critical bandwidth and excess mass
by Jose Ameijeiras-Alonso & Rosa M. Crujeiras & Alberto Rodríguez-Casal - 920-942 Influence diagnostics in mixed effects logistic regression models
by Alejandra Tapia & Victor Leiva & Maria del Pilar Diaz & Viviana Giampaoli - 943-968 Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors
by M. D. Ruiz-Medina & D. Miranda & R. M. Espejo - 969-998 A GQL-based inference in non-stationary BINMA(1) time series
by Miroslav M. Ristić & Yuvraj Sunecher & Naushad Mamode Khan & Vandna Jowaheer - 999-1032 Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
by Jing Lv & Chaohui Guo & Jibo Wu
June 2019, Volume 28, Issue 2
- 289-329 Data science, big data and statistics
by Pedro Galeano & Daniel Peña - 330-333 Comments on: Data science, big data and statistics
by Peter Bühlmann - 334-337 Comments on: Data science, big data and statistics
by Pedro Delicado - 338-341 Comments on: Data science, big data and statistics
by Marc G. Genton & Ying Sun - 342-344 Comments on: Data science, big data and statistics
by J. S. Marron - 345-348 Comments on: Data science, big data and statistics
by Abigael C. Nachtsheim & John Stufken - 349-352 Comments on: Data science, big data and statistics
by Marco Riani & Anthony C. Atkinson & Andrea Cerioli & Aldo Corbellini - 353-356 Comments on: Data science, big data and statistics
by Jian Qing Shi & Shane Halloran - 357-359 Comments on: Data science, big data and statistics
by Ruey S. Tsay - 360-362 Comments on: Data science, big data and statistics
by Stefan Aelst & Ruben H. Zamar - 363-368 Rejoinder on: Data science, big data and statistics
by Pedro Galeano & Daniel Peña - 369-398 Robust inference for nonlinear regression models
by Ana M. Bianco & Paula M. Spano - 399-422 Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models
by Luigi Spezia - 423-450 A plug-in bandwidth selector for nonparametric quantile regression
by Mercedes Conde-Amboage & César Sánchez-Sellero - 451-474 Prediction error bounds for linear regression with the TREX
by Jacob Bien & Irina Gaynanova & Johannes Lederer & Christian L. Müller - 475-498 A stochastic ordering based on the canonical transformation of skew-normal vectors
by Jorge M. Arevalillo & Hilario Navarro - 499-521 A new class of tests for multinormality with i.i.d. and garch data based on the empirical moment generating function
by Norbert Henze & María Dolores Jiménez-Gamero - 522-542 Prior-free probabilistic interval estimation for binomial proportion
by Hezhi Lu & Hua Jin & Zhining Wang & Chao Chen & Ying Lu - 543-564 A flexible class of parametric distributions for Bayesian linear mixed models
by Mohsen Maleki & Darren Wraith & Reinaldo B. Arellano-Valle - 565-597 A generalized mixed model for skewed distributions applied to small area estimation
by Monique Graf & J. Miguel Marín & Isabel Molina
March 2019, Volume 28, Issue 1
- 1-39 Modular regression - a Lego system for building structured additive distributional regression models with tensor product interactions
by Thomas Kneib & Nadja Klein & Stefan Lang & Nikolaus Umlauf - 40-42 Comments on: Modular regression - a Lego system for building structured additive distributional regression models with tensor product interactions
by T. Goicoa - 43-45 Comments on: Modular regression—a Lego system for building structured additive distributional regression models with tensor product interactions
by Matthew Reimherr - 46-51 Comments on: Modular regression - a Lego system for building structured additive distributional regression models with tensor product interactions
by Patrick Schnell - 52-54 Comments on: Modular regression—a Lego system for building structured additive distributional regression models with tensor product interactions
by M. D. Stasinopoulos & R. A. Rigby & G. Z. Heller & F. De Bastiani - 55-59 Rejoinder on: Modular regression - a Lego system for building structured additive distributional regression models with tensor product interactions
by Thomas Kneib & Nadja Klein & Stefan Lang & Nikolaus Umlauf - 60-76 A mixture factor model with applications to microarray data
by Chaofeng Yuan & Wensheng Zhu & Xuming He & Jianhua Guo - 77-105 Amari–Chentsov structure on the statistical manifold of models for accelerated life tests
by Fode Zhang & Hon Keung Tony Ng & Yimin Shi & Ruibing Wang - 106-146 Plug-in marginal estimation under a general regression model with missing responses and covariates
by Ana M. Bianco & Graciela Boente & Wenceslao González-Manteiga & Ana Pérez-González - 147-165 Optimal design to discriminate between rival copula models for a bivariate binary response
by Laura Deldossi & Silvia Angela Osmetti & Chiara Tommasi - 166-195 Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions
by Tomasz Rychlik - 196-222 Mixture of multivariate t nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values
by Wan-Lun Wang - 223-241 A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter
by Alfio Marazzi & Marina Valdora & Victor Yohai & Michael Amiguet - 242-268 Estimation and hypothesis test for single-index multiplicative models
by Jun Zhang & Junpeng Zhu & Zhenghui Feng - 269-288 Jackknife empirical likelihood inference for the accelerated failure time model
by Xue Yu & Yichuan Zhao
December 2018, Volume 27, Issue 4
- 749-772 Process modeling for slope and aspect with application to elevation data maps
by Fangpo Wang & Anirban Bhattacharya & Alan E. Gelfand - 773-775 Comments on: Process modeling for slope and aspect with application to elevation data maps
by Sudipto Banerjee - 776-777 Comments on: Process modeling for slope and aspect with application to elevation data maps
by Giovanna Jona Lasinio & Gianluca Mastrantonio - 778-782 Comments on: Process modeling for slope and aspect with application to elevation data maps
by Erin M. Schliep - 783-786 Rejoinder on: Process modeling for slope and aspect with application to elevation data maps
by Fangpo Wang & Anirban Bhattacharya & Alan E. Gelfand - 787-810 Inference with progressively censored k-out-of-n system lifetime data
by M. Hermanns & E. Cramer - 811-825 Exact testing with random permutations
by Jesse Hemerik & Jelle Goeman - 826-849 Strong approximations for the p-fold integrated empirical process with applications to statistical tests
by Sergio Alvarez-Andrade & Salim Bouzebda & Aimé Lachal - 850-870 The max-INAR(1) model for count processes
by Manuel G. Scotto & Christian H. Weiß & Tobias A. Möller & Sónia Gouveia - 871-895 Penalized spline estimation in varying coefficient models with censored data
by K. Hendrickx & P. Janssen & A. Verhasselt - 896-920 A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
by Zhidong Bai & Guangming Pan & Yanqing Yin - 921-945 Circular local likelihood
by Marco Marzio & Stefania Fensore & Agnese Panzera & Charles C. Taylor - 946-967 A note on weighted least square distribution fitting and full standardization of the empirical distribution function
by Andrew R. Barron & Mirta Benšić & Kristian Sabo - 968-987 Integral priors for Bayesian model selection: how they operate from simple to complex cases
by J. A. Cano & M. Iniesta & D. Salmerón - 988-1006 On stochastic comparisons of finite mixtures for some semiparametric families of distributions
by Nil Kamal Hazra & Maxim Finkelstein
September 2018, Volume 27, Issue 3
- 497-541 Some recent work on multivariate Gaussian Markov random fields
by Ying C. MacNab - 542-544 Comments on: Some recent work on multivariate Gaussian Markov random fields
by Miguel A. Martinez-Beneito - 545-548 Comments on: Some recent work on multivariate Gaussian Markov random fields
by Stephan R. Sain & Reinhard Furrer - 549-553 Comments on: Some recent work on multivariate Gaussian Markov random fields
by Fedele Greco & Carlo Trivisano - 554-569 Rejoinder on: Some recent work on multivariate Gaussian Markov random fields
by Ying C. MacNab - 570-596 Estimation and variable selection for semiparametric transformation models under a more efficient cohort sampling design
by Mingzhe Wu & Ming Zheng & Wen Yu & Ruofan Wu - 597-617 New links for binary regression: an application to coca cultivation in Peru
by Artur J. Lemonte & Jorge L. Bazán - 618-638 Sharp inequalities for quantiles of system lifetime distributions from failure-dependent proportional hazard model
by Marco Burkschat & Tomasz Rychlik - 639-658 Bootstrap- and permutation-based inference for the Mann–Whitney effect for right-censored and tied data
by Dennis Dobler & Markus Pauly - 659-679 Bootstrap in semi-functional partial linear regression under dependence
by Germán Aneiros & Paula Raña & Philippe Vieu & Juan Vilar - 680-699 A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data
by Masashi Hyodo & Takahiro Nishiyama - 700-715 A minimum projected-distance test for parametric single-index Berkson models
by Chuanlong Xie & Lixing Zhu - 716-748 Comparing implementations of global and local indicators of spatial association
by Roger S. Bivand & David W. S. Wong
June 2018, Volume 27, Issue 2
- 247-269 A smooth simultaneous confidence band for correlation curve
by Yuanyuan Zhang & Lijian Yang - 270-294 Small area estimation of poverty proportions under unit-level temporal binomial-logit mixed models
by Tomáš Hobza & Domingo Morales & Laureano Santamaría - 295-315 A dimension reduction approach for conditional Kaplan–Meier estimators
by Weiyu Li & Valentin Patilea - 316-337 Controlling mixed directional false discovery rate in multidimensional decisions with applications to microarray studies
by Haibing Zhao & Wing Kam Fung - 338-359 Hazard estimation with censoring and measurement error: application to length of pregnancy
by Fabienne Comte & Adeline Samson & Julien J. Stirnemann - 360-378 Testing of multivariate repeated measures data with block exchangeable covariance structure
by Ivan Žežula & Daniel Klein & Anuradha Roy - 379-406 Weighted version of strong law of large numbers for a class of random variables and its applications
by Yi Wu & Xuejun Wang & Shuhe Hu & Lianqiang Yang - 407-427 Small area estimation via unmatched sampling and linking models
by Shonosuke Sugasawa & Tatsuya Kubokawa & J. N. K. Rao - 428-452 A new bivariate integer-valued GARCH model allowing for negative cross-correlation
by Yan Cui & Fukang Zhu - 453-476 Variance estimation for semiparametric regression models by local averaging
by Jingxin Zhao & Heng Peng & Tao Huang - 477-495 On the rates of convergence for moments convergence in regression models
by João Lita da Silva
March 2018, Volume 27, Issue 1
- 1-2 Editorial
by S. G. Meintanis & M. Hušková & M. D. Jiménez-Gamero - 3-26 Serial independence tests for innovations of conditional mean and variance models
by Kilani Ghoudi & Bruno Rémillard - 27-51 Goodness-of-fit tests for Log-GARCH and EGARCH models
by Christian Francq & Olivier Wintenberger & Jean-Michel Zakoïan - 52-69 Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
by Youngmi Lee & Sangyeol Lee & Dag Tjøstheim - 70-94 Testing the adequacy of semiparametric transformation models
by J. S. Allison & M. Hušková & S. G. Meintanis - 95-121 On the estimation of the characteristic function in finite populations with applications
by M. D. Jiménez-Gamero & J. L. Moreno-Rebollo & J. A. Mayor-Gallego - 122-146 Stochastic orders to approach investments in condor financial derivatives
by María Concepción López-Díaz & Miguel López-Díaz & Sergio Martínez-Fernández - 147-172 Parametric bootstrap edf-based goodness-of-fit testing for sinh–arcsinh distributions
by Arthur Pewsey - 173-196 Stochastic ordering for populations of manufactured items
by Nil Kamal Hazra & Maxim Finkelstein & Ji Hwan Cha - 197-220 On the correspondence from Bayesian log-linear modelling to logistic regression modelling with g-priors
by Michail Papathomas - 221-245 Spatio-temporal analysis with short- and long-memory dependence: a state-space approach
by Guillermo Ferreira & Jorge Mateu & Emilio Porcu
December 2017, Volume 26, Issue 4
- 685-719 High-dimensional simultaneous inference with the bootstrap
by Ruben Dezeure & Peter Bühlmann & Cun-Hui Zhang - 720-728 Comments on: High-dimensional simultaneous inference with the bootstrap
by Jelena Bradic & Yinchu Zhu - 729-730 Comments on: High-dimensional simultaneous inference with the bootstrap
by Arindam Chatterjee - 731-733 Comments on: High-dimensional simultaneous inference with the bootstrap
by Matthias Löffler & Richard Nickl