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December 2017, Volume 26, Issue 4
- 734-739 Comments on: High-dimensional simultaneous inference with the bootstrap
by Richard A. Lockhart & Richard J. Samworth - 740-750 Comments on: High-dimensional simultaneous inference with the bootstrap
by Hanzhong Liu & Bin Yu - 751-758 Rejoinder on: High-dimensional simultaneous inference with the bootstrap
by Ruben Dezeure & Peter Bühlmann & Cun-Hui Zhang - 759-781 Inference of nonlinear mixed models for clustered data under moment conditions
by Zaixing Li - 782-801 Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control
by Yin Xia - 802-821 Computation of optimum Type-II progressively hybrid censoring schemes using variable neighborhood search algorithm
by Ritwik Bhattacharya & Biswabrata Pradhan - 822-846 Comparison results for inactivity times of k-out-of-n and general coherent systems with dependent components
by Jorge Navarro & Maria Longobardi & Franco Pellerey - 847-868 An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion
by Marcelo Bourguignon & Christian H. Weiß - 869-886 Robust Bayesian regression with the forward search: theory and data analysis
by Anthony C. Atkinson & Aldo Corbellini & Marco Riani
September 2017, Volume 26, Issue 3
- 461-480 Fast estimation of the median covariation matrix with application to online robust principal components analysis
by Hervé Cardot & Antoine Godichon-Baggioni - 481-502 On the asymptotics of minimum disparity estimation
by Arun Kumar Kuchibhotla & Ayanendranath Basu - 503-526 Quadratic forms of the empirical processes for the two-sample problem for functional data
by R. Bárcenas & J. Ortega & A. J. Quiroz - 527-545 Bandwidth selection in kernel density estimation for interval-grouped data
by Miguel Reyes & Mario Francisco-Fernández & Ricardo Cao - 546-573 Nonparametric statistics of dynamic networks with distinguishable nodes
by Daniel Fraiman & Nicolas Fraiman & Ricardo Fraiman - 574-599 Jump-detection-based estimation in time-varying coefficient models and empirical applications
by Yan-Yong Zhao & Jin-Guan Lin & Hong-Xia Wang & Xing-Fang Huang - 600-617 Strong laws for weighted sums of $$\psi $$ ψ -mixing random variables and applications in errors-in-variables regression models
by Di Hu & Pingyan Chen & Soo Hak Sung - 618-637 New properties of the orthant convex-type stochastic orders
by J. M. Fernández-Ponce & M. R. Rodríguez-Griñolo - 638-660 Optimal approximate designs for comparison with control in dose-escalation studies
by Samuel Rosa & Radoslav Harman - 661-683 New two-sample tests for skewed populations and their connection to theoretical power of Bootstrap-t test
by Haiyan Wang & Bo Tong & Huaiyu Zhang & Xukun Li
June 2017, Volume 26, Issue 2
- 231-260 Marginal integration M-estimators for additive models
by Graciela Boente & Alejandra Martínez - 261-283 The large deviation results for the nonlinear regression model with dependent errors
by Wenzhi Yang & Zhangrui Zhao & Xinghui Wang & Shuhe Hu - 284-307 Bias-corrected and robust estimation of the bivariate stable tail dependence function
by Mikael Escobar-Bach & Yuri Goegebeur & Armelle Guillou & Alexandre You - 308-330 Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
by Carlos A. Coelho & Anuradha Roy - 331-352 Dating multiple change points in the correlation matrix
by Pedro Galeano & Dominik Wied - 353-376 Nonparametric latency estimation for mixture cure models
by Ana López-Cheda & M. Amalia Jácome & Ricardo Cao - 377-404 A mixture of g-priors for variable selection when the number of regressors grows with the sample size
by Minerva Mukhopadhyay & Tapas Samanta - 405-428 Log-symmetric regression models under the presence of non-informative left- or right-censored observations
by Luis Hernando Vanegas & Gilberto A. Paula - 429-450 Shape testing in varying coefficient models
by M. Ahkim & I. Gijbels & A. Verhasselt - 451-459 Erratum to: Beta autoregressive moving average models
by Andréa V. Rocha & Francisco Cribari-Neto
March 2017, Volume 26, Issue 1
- 1-21 Regression models with correlated errors based on functional random design
by Karim Benhenni & Sonia Hedli-Griche & Mustapha Rachdi - 22-45 Robust and efficient direction identification for groupwise additive multiple-index models and its applications
by Kangning Wang & Lu Lin - 46-70 Sure screening by ranking the canonical correlations
by Xin-Bing Kong & Zhi Liu & Yuan Yao & Wang Zhou - 71-94 Distribution-free tests for sparse heterogeneous mixtures
by Ery Arias-Castro & Meng Wang - 95-118 Bayesian estimation of the threshold of a generalised pareto distribution for heavy-tailed observations
by Cristiano Villa - 119-142 The $$\hbox {DD}^G$$ DD G -classifier in the functional setting
by J. A. Cuesta-Albertos & M. Febrero-Bande & M. Oviedo de la Fuente - 143-162 Honest confidence regions and optimality in high-dimensional precision matrix estimation
by Jana Janková & Sara Geer - 163-187 Robust asymptotic tests for the equality of multivariate coefficients of variation
by Stephanie Aerts & Gentiane Haesbroeck - 188-208 Test on the linear combinations of mean vectors in high-dimensional data
by Huiqin Li & Jiang Hu & Zhidong Bai & Yanqing Yin & Kexin Zou - 209-230 Maximum likelihood estimation and parameter interpretation in elliptical mixed logistic regression
by Cristiano C. Santos & Rosangela H. Loschi
December 2016, Volume 25, Issue 4
- 591-606 Testing for decreasing heterogeneity in a new time-varying frailty model
by Marco Munda & Catherine Legrand & Luc Duchateau & Paul Janssen - 607-626 Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
by Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang K. Härdle - 627-653 Censored mixed-effects models for irregularly observed repeated measures with applications to HIV viral loads
by Larissa A. Matos & Luis M. Castro & Víctor H. Lachos - 654-673 Limit theorems for empirical Rényi entropy and divergence with applications to molecular diversity analysis
by Maciej Pietrzak & Grzegorz A. Rempała & Michał Seweryn & Jacek Wesołowski - 674-691 A moment generating function of a combination of linear rank tests and its asymptotic efficiency
by Hidetoshi Murakami - 692-709 Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation
by Jiangyan Wang & Suojin Wang & Lijian Yang - 710-730 Constrained Bayes estimation in small area models with functional measurement error
by Elaheh Torkashvand & Mohammad Jafari Jozani & Mahmoud Torabi - 731-750 Robustness issues for cub models
by Maria Iannario & Anna Clara Monti & Domenico Piccolo - 751-774 A contamination model for the stochastic order
by P. C. Álvarez-Esteban & E. del Barrio & J. A. Cuesta-Albertos & C. Matrán - 775-784 Uniform integrability of the OLS estimators, and the convergence of their moments
by Georgios Afendras & Marianthi Markatou
September 2016, Volume 25, Issue 3
- 413-431 Efficient estimation for marginal generalized partially linear single-index models with longitudinal data
by Peirong Xu & Jun Zhang & Xingfang Huang & Tao Wang - 432-448 Revisiting the two-sample runs test
by Ludwig Baringhaus & Norbert Henze - 449-481 A plug-in approach to sparse and robust principal component analysis
by Luca Greco & Alessio Farcomeni - 482-502 On a stochastic epidemic SEIHR model and its diffusion approximation
by Marco Ferrante & Elisabetta Ferraris & Carles Rovira - 503-524 Testing for Poisson arrivals in INAR(1) processes
by Sebastian Schweer & Christian H. Weiß - 525-547 Distribution-free high-dimensional two-sample tests based on discriminating hyperplanes
by Anil K. Ghosh & Munmun Biswas - 548-569 Empirical best prediction under area-level Poisson mixed models
by Miguel Boubeta & María José Lombardía & Domingo Morales - 570-590 Nonparametric density and survival function estimation in the multiplicative censoring model
by Elodie Brunel & Fabienne Comte & Valentine Genon-Catalot
June 2016, Volume 25, Issue 2
- 197-227 A random forest guided tour
by Gérard Biau & Erwan Scornet - 228-238 Comments on: A random forest guided tour
by Sylvain Arlot & Robin Genuer - 239-246 Comments on: A random forest guided tour
by Peter Bühlmann & Florencia Leonardi - 247-253 Comments on: A random forest guided tour
by Pierre Geurts & Louis Wehenkel - 254-260 Comments on: A random forest guided tour
by Giles Hooker & Lucas Mentch - 261-263 Comments on: A random forest guided tour
by Stefan Wager - 264-268 Rejoinder on: A random forest guided tour
by Gérard Biau & Erwan Scornet
March 2016, Volume 25, Issue 1
- 1-22 Probability-enhanced effective dimension reduction for classifying sparse functional data
by Fang Yao & Yichao Wu & Jialin Zou - 1-22 Probability-enhanced effective dimension reduction for classifying sparse functional data
by Fang Yao & Yichao Wu & Jialin Zou - 23-26 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Ana Aguilera - 23-26 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Ana M. Aguilera - 27-32 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Germán Aneiros & Philippe Vieu - 27-32 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Germán Aneiros & Philippe Vieu - 33-34 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Peijun Sang & Yunlong Nie & Jiguo Cao - 33-34 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Peijun Sang & Yunlong Nie & Jiguo Cao - 35-40 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Manuel Febrero-Bande - 35-40 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Manuel Febrero-Bande - 41-43 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Gérard Biau & Clément Levrard - 41-43 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Gérard Biau & Clément Levrard - 44-46 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Chong Zhang & Yufeng Liu - 44-46 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Chong Zhang & Yufeng Liu - 47-51 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Hao Helen Zhang - 47-51 Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Hao Zhang - 52-58 Rejoinder on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Fang Yao & Yichao Wu & Jialin Zou - 52-58 Rejoinder on: Probability enhanced effective dimension reduction for classifying sparse functional data
by Fang Yao & Yichao Wu & Jialin Zou - 59-74 Confidence distribution inferences in one-way random effects model
by Xuhua Liu & Xingzhong Xu - 75-92 Censored linear model in high dimensions
by Patric Müller & Sara Geer - 93-112 Semi-parametric estimation and forecasting for exogenous log-GARCH models
by Ming Chen & Qiongxia Song - 113-130 Bayesian nonparametric location–scale–shape mixtures
by Antonio Canale & Bruno Scarpa - 131-149 Time-varying extreme pattern with dynamic models
by Fernando Nascimento & Dani Gamerman & Hedibert Lopes - 150-169 Stochastic comparisons of generalized mixtures and coherent systems
by Jorge Navarro - 170-195 Global and local distance-based generalized linear models
by Eva Boj & Adrià Caballé & Pedro Delicado & Anna Esteve & Josep Fortiana
December 2015, Volume 24, Issue 4
- 657-680 On a class of minimum contrast estimators for Gegenbauer random fields
by Rosa Espejo & Nikolai Leonenko & Andriy Olenko & María Ruiz-Medina - 681-700 Detecting non-simultaneous changes in means of vectors
by Daniela Jarušková - 701-713 Optimal designs subject to cost constraints in simultaneous equations models
by Víctor Casero-Alonso & Jesús López-Fidalgo - 714-733 Maxima of Gamma random variables and other Weibull-like distributions and the Lambert $$\varvec{W}$$ W function
by Armengol Gasull & José López-Salcedo & Frederic Utzet - 734-751 An algorithm for estimating survival under a copula-based dependent truncation model
by T. Emura & K. Murotani - 752-775 Partially linear beta regression model with autoregressive errors
by Guillermo Ferreira & Jorge Figueroa-Zúñiga & Mário Castro - 776-795 Bootstrap-based model selection criteria for beta regressions
by Fábio Bayer & Francisco Cribari-Neto - 796-812 Sharp non-asymptotic performance bounds for $$\ell _1$$ ℓ 1 and Huber robust regression estimators
by Salvador Flores - 813-834 On relative skewness for multivariate distributions
by Félix Belzunce & Julio Mulero & José María Ruíz & Alfonso Suárez-Llorens - 835-856 A change-point problem in relative error-based regression
by Zhanfeng Wang & Wenxin Liu & Yuanyuan Lin - 857-877 Maximum likelihood methods in a robust censored errors-in-variables model
by Gustavo Rocha & Reinaldo Arellano-Valle & Rosangela Loschi
September 2015, Volume 24, Issue 3
- 441-461 Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
by Claudio Agostinelli & Andy Leung & Victor Yohai & Ruben Zamar - 462-466 Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
by Christophe Croux & Viktoria Öllerer - 467-470 Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
by Alessio Farcomeni - 471-472 Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
by Ricardo Maronna - 473-477 Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
by Peter Rousseeuw & Wannes den Bossche - 478-481 Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
by Stefan Van Aelst - 482-483 Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
by Roy Welsch - 484-488 Rejoinder on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
by Claudio Agostinelli & Andy Leung & Victor Yohai & Ruben Zamar - 489-509 Identification of causal effects in linear models: beyond instrumental variables
by Elena Stanghellini & Eduwin Pakpahan - 510-531 A robust factor analysis model using the restricted skew- $$t$$ t distribution
by Tsung-I Lin & Pal Wu & Geoffrey McLachlan & Sharon Lee - 532-557 Kurtosis tests for multivariate normality with monotone incomplete data
by Tomoya Yamada & Megan Romer & Donald Richards - 558-582 Distribution theory of $$\delta $$ δ -record values: case $$\delta \ge 0$$ δ ≥ 0
by Fernando López-Blázquez & Begoña Salamanca-Miño - 583-604 Weighted local linear CQR for varying-coefficient models with missing covariates
by Linjun Tang & Zhangong Zhou - 605-631 Optimal adaptive estimation of the relative density
by Gaëlle Chagny & Claire Lacour - 632-655 A smooth simultaneous confidence band for conditional variance function
by Li Cai & Lijian Yang
June 2015, Volume 24, Issue 2
- 207-227 Estimating extreme quantiles under random truncation
by Laurent Gardes & Gilles Stupfler - 228-228 Erratum to: Estimating extreme quantiles under random truncation
by Laurent Gardes & Gilles Stupfler - 229-248 Extremes of order statistics of stationary processes
by Krzysztof Dȩbicki & Enkelejd Hashorva & Lanpeng Ji & Chengxiu Ling - 249-264 On generalized elliptical quantiles in the nonlinear quantile regression setup
by Daniel Hlubinka & Miroslav Šiman - 265-286 Doubly censored power-normal regression models with inflation
by Guillermo Martínez-Flórez & Heleno Bolfarine & Héctor Gómez - 287-301 Bayesian tests for composite alternative hypotheses in cross-tabulated data
by Daniel Yekutieli - 302-321 On the point process of near-record values
by Raúl Gouet & F. López & Gerardo Sanz - 322-340 Influence diagnostics in elliptical spatial linear models
by Fernanda De Bastiani & Audrey Mariz de Aquino Cysneiros & Miguel Uribe-Opazo & Manuel Galea - 341-360 Semi-parametric inference for the absorption features of a growth-fragmentation model
by Romain Azaïs & Alexandre Genadot - 361-385 Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting
by Tristan Launay & Anne Philippe & Sophie Lamarche - 386-416 The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
by Carlos Coelho & Barry Arnold & Filipe Marques - 417-440 A varying-coefficient approach to estimating multi-level clustered data models
by Jinhong You & Alan Wan & Shu Liu & Yong Zhou
March 2015, Volume 24, Issue 1
- 1-28 Comparing and selecting spatial predictors using local criteria
by Jonathan Bradley & Noel Cressie & Tao Shi - 29-30 Comments on: Comparing and selecting spatial predictors using local criteria
by Alan Gelfand - 31-34 Comments on: Comparing and selecting spatial predictors using local criteria
by Stefano Castruccio & Marc Genton - 35-44 Comments on: Comparing and selecting spatial predictors using local criteria
by Finn Lindgren - 45-46 Comments on: Comparing and selecting spatial predictors using local criteria
by M. Ruiz-Medina - 47-53 Comments on: Comparing and selecting spatial predictors using local criteria
by Martin Tingley & Benjamin Shaby - 54-60 Rejoinder on: Comparing and selecting spatial predictors using local criteria
by Jonathan Bradley & Noel Cressie & Tao Shi - 61-83 Estimating the conditional single-index error distribution with a partial linear mean regression
by Jun Zhang & Zhenghui Feng & Peirong Xu - 84-109 Handling non-ignorable dropouts in longitudinal data: a conditional model based on a latent Markov heterogeneity structure
by Antonello Maruotti - 110-135 A semiparametric approach for joint modeling of median and skewness
by Luis Vanegas & Gilberto Paula - 136-165 Random assignment processes: strong law of large numbers and De Finetti theorem
by Ricardo Vélez & Tomás Prieto-Rumeau - 166-184 Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
by Xuejun Wang & Aiting Shen & Zhiyong Chen & Shuhe Hu - 185-204 Robust comparison of regression curves
by Long Feng & Changliang Zou & Zhaojun Wang & Lixing Zhu - 205-206 Erratum to: A general result on the uniform in bandwidth consistency of kernel-type function estimators
by David Mason & Jan Swanepoel
December 2014, Volume 23, Issue 4
- 631-666 Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation
by Danny Pfeffermann & Anna Sikov & Richard Tiller - 667-669 Comments on: Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation
by William Bell - 670-673 Comments on: Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation
by Neung Ha & Partha Lahiri - 674-679 Comments on: Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation
by Domingo Morales - 680-685 Comments on: “Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation”
by Rebecca Steorts & M. Ugarte - 686-690 Rejoinder on: Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation
by Danny Pfeffermann & Anna Sikov & Richard Tiller - 691-707 Two new methods for non-inferiority testing of the ratio in matched-pair setting
by Hua Jin & Xiaobo Feng & Mingming Chen & Chenling Zhang - 708-724 Efficiency combined with simplicity: new testing procedures for Generalized Inverse Gaussian models
by Angelo Koudou & Christophe Ley - 725-750 Spatial depth-based classification for functional data
by Carlo Sguera & Pedro Galeano & Rosa Lillo - 751-768 Inference for quantile measures of skewness
by Robert Staudte - 769-786 Limit laws for the maxima of stationary chi-processes under random index
by Zhongquan Tan & Changchun Wu - 787-805 Calibration tests for count data
by Wei Wei & Leonhard Held - 806-843 A simultaneous confidence corridor for varying coefficient regression with sparse functional data
by Lijie Gu & Li Wang & Wolfgang Härdle & Lijian Yang
September 2014, Volume 23, Issue 3
- 433-465 Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
by F. Bartolucci & A. Farcomeni & F. Pennoni - 466-468 Comments on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
by Silvia Bianconcini - 469-472 Comments on: Latent Markov models: a review of the general framework for the analysis of longitudinal data with covariates
by Ulf Böckenholt & Blakeley McShane - 473-477 Comments on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
by Leonard Paas - 478-483 Comments on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
by Ingmar Visser & Maarten Speekenbrink - 484-486 Rejoinder on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
by F. Bartolucci & A. Farcomeni & F. Pennoni - 487-514 Auto-association measures for stationary time series of categorical data
by Atanu Biswas & Maria Carmen Pardo & Apratim Guha - 515-535 Generalized mixtures of Weibull components
by Manuel Franco & Narayanaswamy Balakrishnan & Debasis Kundu & Juana-María Vivo - 536-555 The p value line: a way to choose the tuning constant in tests based on the Huber $${\varvec{M}}$$ M -estimator
by A. García-Pérez - 556-584 Bayesian model robustness via disparities
by Giles Hooker & Anand Vidyashankar - 585-606 On normal stable Tweedie models and power-generalized variance functions of only one component
by Yacouba Boubacar Maïnassara & Célestin Kokonendji - 607-629 On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
by Xuejun Wang & Chen Xu & Tien-Chung Hu & Andrei Volodin & Shuhe Hu
June 2014, Volume 23, Issue 2
- 219-255 Extensions of some classical methods in change point analysis
by Lajos Horváth & Gregory Rice - 256-257 Comments on: Extensions of some classical methods in change point analysis
by John Aston - 258-260 Comments on: Extensions of some classical methods in change point analysis
by István Berkes - 261-264 Comments on: Extensions of some classical methods in change point analysis
by Herold Dehling - 265-269 Comments on: Extensions of some classical methods in change point analysis
by Marie Hušková & Zuzana Prášková - 270-275 Comments on: Extensions of some classical methods in change point analysis
by Claudia Kirch - 276-278 Comments on: Extensions of some classical methods in change point analysis
by Piotr Kokoszka - 279-282 Comments on: Extensions of some classical methods in change point analysis
by Nirian Martín & Leandro Pardo - 283-286 Comments on: Extensions of some classical methods in change point analysis
by Lorenzo Trapani - 287-290 Rejoinder on: Extensions of some classical methods in change point analysis
by Lajos Horváth & Gregory Rice - 291-310 Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression
by Jorge Arevalillo - 311-329 On quantitative trait locus mapping with an interference phenomenon
by Charles-Elie Rabier - 330-355 Local robust and asymptotically unbiased estimation of conditional Pareto-type tails
by Goedele Dierckx & Yuri Goegebeur & Armelle Guillou - 356-387 On consistency factors and efficiency of robust S-estimators
by Marco Riani & Andrea Cerioli & Francesca Torti - 388-408 Extremal properties of M4 processes
by A. Martins & H. Ferreira - 409-432 On the empirical characteristic function process of the residuals in GARCH models and applications
by M. Jiménez Gamero
March 2014, Volume 23, Issue 1
- 1-25 Space-time wind speed forecasting for improved power system dispatch
by Xinxin Zhu & Marc Genton & Yingzhong Gu & Le Xie - 26-29 Comments on: Space-time wind speed forecasting for improved power system dispatch
by Pierre Pinson - 30-31 Comments on: Space-time wind speed forecasting for improved power system dispatch
by M. Muñoz - 32-33 Comments on: Space-time wind speed forecasting for improved power system dispatch
by Thordis Thorarinsdottir & Anders Løland - 34-44 Comments on: Space-time wind speed forecasting for improved power system dispatch
by Amanda Hering - 45-50 Rejoinder on: Space-time wind speed forecasting for improved power system dispatch
by Xinxin Zhu & Marc Genton & Yingzhong Gu & Le Xie - 51-71 Assessing mean and median filters in multiple testing for large-scale imaging data
by Chunming Zhang - 72-85 A characterization and sufficient conditions for the total time on test transform order
by Félix Belzunce & Carolina Martínez-Riquelme & José Ruiz - 86-99 Empirical likelihood for least absolute relative error regression
by Zhouping Li & Yuanyuan Lin & Guoliang Zhou & Wang Zhou - 100-134 Comparison of relative density of two random geometric digraph families in testing spatial clustering
by Elvan Ceyhan - 135-152 Identifying common normal distributions
by Anthony Hayter - 153-194 P-splines quantile regression estimation in varying coefficient models
by Y. Andriyana & I. Gijbels & A. Verhasselt - 195-218 The Bickel–Rosenblatt test for continuous time stochastic volatility models
by Liang-Ching Lin & Sangyeol Lee & Meihui Guo
November 2013, Volume 22, Issue 4
- 549-579 Estimating the upcrossings index
by J. Sebastião & A. Martins & H. Ferreira & L. Pereira - 580-605 U-tests for variance components in linear mixed models
by Juvêncio Nobre & Julio Singer & Pranab Sen - 606-627 Extremes of multivariate ARMAX processes
by Marta Ferreira & Helena Ferreira