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October 2019, Volume 31, Issue 4
- 849-866 Reduce the computation in jackknife empirical likelihood for comparing two correlated Gini indices
by Kangni Alemdjrodo & Yichuan Zhao - 867-886 Efficient semiparametric regression for longitudinal data with regularised estimation of error covariance function
by Shengji Jia & Chunming Zhang & Hulin Wu - 887-910 Spatially adaptive binary classifier using B-splines and total variation penalty
by Kwan-Young Bak & Jae-Hwan Jhong & Ja-Yong Koo - 911-931 Estimators based on unconventional likelihoods with nonignorable missing data and its application to a children's mental health study
by Jiwei Zhao & Chi Chen - 932-951 Quantile estimation of partially varying coefficient model for panel count data with informative observation times
by Weiwei Wang & Xianyi Wu & Xiaobing Zhao & Xian Zhou - 952-987 Nonparametric survival function estimation for data subject to interval censoring case 2
by Olivier Bouaziz & Elodie Brunel & Fabienne Comte
July 2019, Volume 31, Issue 3
- 549-566 Improved statistical inference on semiparametric varying-coefficient partially linear measurement error model
by Zhihua Sun & Yifan Jiang & Xue Ye - 567-595 Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet
by Rida Benhaddou & Qing Liu - 596-611 Spline density estimation and inference with model-based penalties
by Jian Shi & Anna Liu & Yuedong Wang - 612-628 Improved robust model selection methods for a Lévy nonparametric regression in continuous time
by E. A. Pchelintsev & V. A. Pchelintsev & S. M. Pergamenshchikov - 629-662 Integral generators of Archimedean n-copulas
by Włodzimierz Wysocki - 663-679 Regression analysis of informatively interval-censored failure time data with semiparametric linear transformation model
by Da Xu & Shishun Zhao & Tao Hu & Jianguo Sun - 680-694 Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models
by Xiaomeng Niu & Hyunkeun Ryan Cho - 695-721 Hierarchical time-varying mixed-effects models in high-dimensional time series and longitudinal data studies
by Jinglan Li & Zhengjun Zhang - 722-742 Permutation inference distribution for linear regression and related models
by Qiang Wu & Paul Vos - 743-760 A new nonparametric monitoring of data streams for changes in location and scale via Cucconi statistic
by Dongdong Xiang & Shulin Gao & Wendong Li & Xiaolong Pu & Wen Dou - 761-768 On double-index dimension reduction for partially functional data
by Guangren Yang & Hongmei Lin & Heng Lian - 769-793 Detecting price jumps in the presence of market microstructure noise
by Yucheng Sun - 794-812 A test of exponentiality against ℳ alternatives
by Priyanka Majumder & Murari Mitra
April 2019, Volume 31, Issue 2
- 268-288 Sufficient dimension reduction via distance covariance with multivariate responses
by Xianyan Chen & Qingcong Yuan & Xiangrong Yin - 289-314 Asymptotics of bivariate penalised splines
by Luo Xiao - 315-321 Consistency of The MMGLE under the piecewise proportional hazards models with interval-censored data
by Qiqing Yu & Qinggang Diao - 322-339 Test for independence between time to failure and cause of failure in competing risks with k causes
by S. Anjana & Isha Dewan & K. K. Sudheesh - 340-363 On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions
by Mengmei Xi & Xuejun Wang - 364-392 Automatic and location-adaptive estimation in functional single-index regression
by Silvia Novo & Germán Aneiros & Philippe Vieu - 393-419 Estimation of extreme quantiles in a simulation model
by Michael Kohler & Adam Krzyżak - 420-434 Semiparametric likelihood for estimating equations with non-ignorable non-response by non-response instrument
by Ji Chen & Fang Fang - 435-450 Correlation curve estimation for multiplicative distortion measurement errors data
by Zhenghui Feng & Yujie Gai & Jun Zhang - 451-468 Uniform consistency rate of kNN regression estimation for functional time series data
by Nengxiang Ling & Shuyu Meng & Philippe Vieu - 469-481 Orthogonal series density estimation for complex surveys
by Shangyuan Ye & Ye Liang & Ibrahim A. Ahmad - 482-505 A distribution-free approach for selecting better treatment through an ethical allocation
by Radhakanta Das - 506-547 Cytometry inference through adaptive atomic deconvolution
by Manon Costa & Sébastien Gadat & Pauline Gonnord & Laurent Risser
January 2019, Volume 31, Issue 1
- 1-30 A new distribution-free control scheme based on order statistics
by Ioannis S. Triantafyllou - 31-63 The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random)
by Chrysoula Dimitriou-Fakalou - 64-87 Bootstrap maximum likelihood for quasi-stationary distributions
by Guangbao Guo & James Allison & Lixing Zhu - 88-99 On the estimation of extropy
by Hadi Alizadeh Noughabi & Jalil Jarrahiferiz - 100-130 Using the area under an estimated ROC curve to test the adequacy of binary predictors
by Robert P. Lieli & Yu-Chin Hsu - 131-143 Estimation in additive models with fixed censored responses
by Hailin Huang & Yanlin Tang & Yuanzhang Li & Hua Liang - 144-174 Tail density estimation for exploratory data analysis using kernel methods
by B. Béranger & T. Duong & S. E. Perkins-Kirkpatrick & S. A. Sisson - 175-195 FDA: strong consistency of the NN local linear estimation of the functional conditional density and mode
by Zouaoui Chikr-Elmezouar & Ibrahim M. Almanjahie & Ali Laksaci & Mustapha Rachdi - 196-220 Variable selection for partially linear proportional hazards model with covariate measurement error
by Xiao Song & Li Wang & Shuangge Ma & Hanwen Huang - 221-243 Robust regression analysis for a censored response and functional regressors
by L. Aït Hennani & M. Lemdani & E. Ould Saïd - 244-267 Moran's statistic-based nonparametric test with spatio-temporal observations
by Y. Xiong & D. Bingham & W. J. Braun & X. J. Hu
October 2018, Volume 30, Issue 4
- 813-833 Single-index regression for pooled biomarker data
by Juexin Lin & Dewei Wang - 834-859 A consistent goodness-of-fit test for huge dimensional and functional data
by Marc Ditzhaus & Daniel Gaigall - 860-883 Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
by Dawei Lu & Lingyue Zhang & Xiaoguang Wang & Lixin Song - 884-905 Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models
by Yong Niu & Riquan Zhang & Jicai Liu & Huapeng Li - 906-925 Geographically weighted regression model-assisted estimation in survey sampling
by Chao Liu & Chuanhua Wei & Yunan Su - 926-956 Nonparametric change point detection in multivariate piecewise stationary time series
by Raanju R. Sundararajan & Mohsen Pourahmadi - 957-972 Profile likelihood ratio tests for parameter inferences in generalised single-index models
by Nanxi Zhang & Alan Huang - 973-989 EDF goodness-of-fit tests based on centre-outward ordering
by Jun Li - 990-1002 On sliced inverse regression with missing values
by Yuexiao Dong & Zeda Li - 1003-1015 Decentralized nonparametric multiple testing
by Subhadeep Mukhopadhyay - 1016-1031 The role of minimal sets in dose finding studies
by Matthieu Clertant & John O'Quigley - 1032-1048 Laplace deconvolution with dependent errors: a minimax study
by Rida Benhaddou - 1049-1071 Fourier transform approach for inverse dimension reduction method
by Jiaying Weng & Xiangrong Yin
July 2018, Volume 30, Issue 3
- 523-555 Nonparametric low-frequency Lévy copula estimation in a general framework
by Christian Palmes & Benedikt Funke & Babak Sayyid Hosseini - 556-580 Semiparametric jump-preserving estimation for single-index models
by Guoxiang Liu & Xiuli Du & Mengmeng Wang & Jinguan Lin & Qibing Gao - 581-597 Comparison of empirical likelihood and its dual likelihood under density ratio model
by Huapeng Li & Yang Liu & Yukun Liu & Riquan Zhang - 598-639 Generalised gamma kernel density estimation for nonnegative data and its bias reduction
by Gaku Igarashi & Yoshihide Kakizawa - 640-661 A nonparametric time-varying coefficient model for panel count data
by Huadong Zhao & Wanzhu Tu & Zhangsheng Yu - 662-679 F-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing
by Lei Wang & Dan Yang - 680-702 Efficient estimation for time-varying coefficient longitudinal models
by Seonjin Kim & Zhibiao Zhao & Zhijie Xiao - 703-715 Regression analysis of clustered interval-censored failure time data with linear transformation models in the presence of informative cluster size
by Hui Zhao & Chenchen Ma & Junlong Li & Jianguo Sun - 716-741 Bayesian sieve methods: approximation rates and adaptive posterior contraction rates
by Taihe Yi & Zhengming Wang & Dongyun Yi - 742-757 Analytic computation of nonparametric Marsan–Lengliné estimates for Hawkes point processes
by Frederic Paik Schoenberg & Joshua Seth Gordon & Ryan J. Harrigan - 758-773 Inference on semiparametric transformation model with general interval-censored failure time data
by Peijie Wang & Hui Zhao & Mingyue Du & Jianguo Sun - 774-795 Asymptotic normality for plug-in estimators of diversity indices on countable alphabets
by Michael Grabchak & Zhiyi Zhang - 796-812 Semiparametric inference for estimating equations with nonignorably missing covariates
by Ji Chen & Fang Fang & Zhiguo Xiao
April 2018, Volume 30, Issue 2
- 262-290 Tail-weighted dependence measures with limit being the tail dependence coefficient
by David Lee & Harry Joe & Pavel Krupskii - 291-307 Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
by Yu-Ning Li & Yi Zhang - 308-331 Statistical inference on transformation models: a self-induced smoothing approach
by Junyi Zhang & Zhezhen Jin & Yongzhao Shao & Zhiliang Ying - 332-367 Partially linear transformation model for length-biased and right-censored data
by Wenhua Wei & Alan T. K. Wan & Yong Zhou - 368-391 Nonparametric instrumental variable derivative estimation
by J. P. Florens & J. S. Racine & S. Centorrino - 392-429 Estimation of the error distribution in a varying coefficient regression model
by Anton Schick & Yilin Zhu & Xiaojie Du - 430-447 Trace pursuit variable selection for multi-population data
by Lei Huo & Xuerong Meggie Wen & Zhou Yu - 448-471 Remember the curse of dimensionality: the case of goodness-of-fit testing in arbitrary dimension
by Ery Arias-Castro & Bruno Pelletier & Venkatesh Saligrama - 472-490 Functional data analysis: estimation of the relative error in functional regression under random left-truncation model
by Belkais Altendji & Jacques Demongeot & Ali Laksaci & Mustapha Rachdi - 491-504 Dimension reduction in estimating equations with covariates missing at random
by Ying Zhang & Lei Wang - 505-522 Bias reduction in kernel density estimation
by Yousri Slaoui
January 2018, Volume 30, Issue 1
- 1-1 Corrigendum
by The Editors - 1-27 Improved local polynomial estimation in time series regression
by Juliane Geller & Michael H. Neumann - 28-48 Test for the existence of finite moments via bootstrap
by Wai Leong Ng & Chun Yip Yau - 49-86 On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
by Salim Bouzebda & Chrysanthi Papamichail & Nikolaos Limnios - 87-124 Block bootstrap for periodic characteristics of periodically correlated time series
by Anna E. Dudek - 125-144 Semiparametric model average prediction in panel data analysis
by Tao Huang & Jialiang Li - 145-181 A two-step estimation of diffusion processes using noisy observations
by Xu-Guo Ye & Jin-Guan Lin & Yan-Yong Zhao - 182-196 Extropy estimators with applications in testing uniformity
by Guoxin Qiu & Kai Jia - 197-215 Multiple predicting K-fold cross-validation for model selection
by Yoonsuh Jung - 216-237 Mixture cure rate models with accelerated failures and nonparametric form of covariate effects
by Tianlei Chen & Pang Du - 238-261 Minimax wavelet estimation for multisample heteroscedastic nonparametric regression
by Madison Giacofci & Sophie Lambert-Lacroix & Franck Picard
October 2017, Volume 29, Issue 4
- 694-730 Adaptive nonparametric estimation in the presence of dependence
by Nicolas Asin & Jan Johannes - 731-743 A pathwise inference method for the parameters of diffusion terms
by Nikolai Dokuchaev - 744-767 Robust estimators for additive models using backfitting
by Graciela Boente & Alejandra Martínez & Matías Salibián-Barrera - 768-791 Model selection consistency of -statistics with convex loss and weighted lasso penalty
by W. Rejchel - 792-805 Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials
by Asma Jmaei & Yousri Slaoui & Wassima Dellagi - 806-830 Local orthogonal polynomial expansion for density estimation
by D.P. Amali Dassanayake & Igor Volobouev & A. Alexandre Trindade - 831-848 Bernstein polynomial model for grouped continuous data
by Zhong Guan - 849-883 Sure explained variability and independence screening
by Min Chen & Yimin Lian & Zhao Chen & Zhengjun Zhang - 884-902 Test for bandedness of high-dimensional precision matrices
by Guanghui Cheng & Zhengjun Zhang & Baoxue Zhang
July 2017, Volume 29, Issue 3
- 477-490 Confidence intervals for the treatment effect on the treated
by J. A. Ferreira - 491-514 Estimation and inference of the joint conditional distribution for multivariate longitudinal data using nonparametric copulas
by Minjung Kwak - 515-530 A likelihood ratio like permutation test for one way designs
by Inga Samonenko & John Robinson - 531-552 Varying kernel marginal density estimator for a positive time series
by N. Balakrishna & Hira L. Koul - 553-560 A permutation test for the spread of three-dimensional rotation data
by Marissa D. Eckrote & Melissa A. Bingham - 561-576 Interquantile shrinkage in additive models
by Zengyan Fan & Heng Lian - 577-593 Reducing bias for maximum approximate conditional likelihood estimator with general missing data mechanism
by Jiwei Zhao - 594-614 Dimension-reduced empirical likelihood inference for response mean with data missing at random
by Lei Wang & Guangming Deng - 615-635 Kernel-based global MLE of partial linear random effects models for longitudinal data
by Lei Liu & Zhihua Sun - 636-668 Bandwidth selection for kernel density estimation with length-biased data
by M. I. Borrajo & W. González-Manteiga & M. D. Martínez-Miranda - 669-693 Semiparametric smoothing approach to hazard rate estimation
by Hairui Hua & Prakash N. Patil & Dimitrios Bagkavos
April 2017, Volume 29, Issue 2
- 151-166 Jackknife empirical likelihood for the error variance in linear models
by Hui-Ling Lin & Zhouping Li & Dongliang Wang & Yichuan Zhao - 167-188 Cramér–von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation
by L. Baringhaus & N. Henze - 189-212 Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument
by Puying Zhao & Hui Zhao & Niansheng Tang & Zhaohai Li - 213-230 A nonparametric procedure for testing partially ranked data
by Jyh-Shyang Wu & Wen-Shuenn Deng - 231-257 Rank regression in order restricted randomised designs
by Jinguo Gao & Omer Ozturk - 258-279 Structural identification and variable selection in high-dimensional varying-coefficient models
by Yuping Chen & Yang Bai & Wingkam Fung - 280-300 Nonparametric regression method for broad sense agreement
by A. K. M. Fazlur Rahman & Limin Peng & Amita Manatunga & Ying Guo - 301-325 An alternative local polynomial estimator for the error-in-variables problem
by Xianzheng Huang & Haiming Zhou - 326-345 Penalised empirical likelihood for the additive hazards model with high-dimensional data
by Jianglin Fang & Wanrong Liu & Xuewen Lu - 346-380 Testing independence based on Bernstein empirical copula and copula density
by M. Belalia & T. Bouezmarni & F. C. Lemyre & A. Taamouti - 381-390 A note on iterative AK composite estimator for Current Population Survey
by Yang Cheng & Bo Huang & Zhou Yu - 391-406 Shape testing in quantile varying coefficient models with heteroscedastic error
by I. Gijbels & M. A. Ibrahim & A. Verhasselt - 407-424 Interval-wise testing for functional data
by A. Pini & S. Vantini - 425-446 Convergence rate of the kernel regression estimator for associated and truncated data
by Z. Guessoum & F. Hamrani - 447-475 Discontinuities in robust nonparametric regression with α-mixing dependence
by Marie Hušková & Matúš Maciak
January 2017, Volume 29, Issue 1
- 1-21 Confidence and prediction intervals based on interpolated records
by Jafar Ahmadi & Elham Basiri & Debasis Kundu - 22-39 Estimation of a star-shaped distribution function
by Hammou El Barmi & Ganesh Malla & Hari Mukerjee - 40-60 Testing exchangeability of copulas in arbitrary dimension
by Michael Harder & Ulrich Stadtmüller - 61-84 Weighted bootstrapped kernel density estimators in two-sample problems
by Majid Mojirsheibani & William Pouliot - 85-107 Uniform in bandwidth consistency for various kernel estimators involving functional data
by Lydia Kara-Zaitri & Ali Laksaci & Mustapha Rachdi & Philippe Vieu - 108-136 Semiparametric estimation of moment condition models with weakly dependent data
by Francesco Bravo & Ba M. Chu & David T. Jacho-Chávez - 137-150 Empirical likelihood weighted composite quantile regression with partially missing covariates
by Jing Sun & Yunyan Ma
October 2016, Volume 28, Issue 4
- 659-682 Tests for stochastic ordering under biased sampling
by Hsin-wen Chang & Hammou El Barmi & Ian W. McKeague - 683-701 Theoretical grounding for estimation in conditional independence multivariate finite mixture models
by Xiaotian Zhu & David R. Hunter - 702-715 Complete convergence for weighted sums of END random variables and its application to nonparametric regression models
by Aiting Shen - 716-735 Asymptotics for a class of dynamic recurrent event models
by Edsel A. Peña - 736-751 A class of nonparametric bivariate survival function estimators for randomly censored and truncated data
by Hongsheng Dai & Marialuisa Restaino & Huan Wang - 752-767 A nonparametric hypothesis test for heteroscedasticity
by Seonjin Kim & Adriano Z. Zambom - 768-801 Nonparametric estimation in a multiplicative censoring model with symmetric noise
by F. Comte & C. Dion - 802-812 Asymptotic normality of the product-limit-estimator
by Qiqing Yu & Yuting Hsu - 813-838 Classical testing in functional linear models
by Dehan Kong & Ana-Maria Staicu & Arnab Maity - 839-859 Sparse nonparametric model for regression with functional covariate
by G. Aneiros & P. Vieu - 860-874 Improving estimation efficiency for semi-competing risks data with partially observed terminal event
by Menggang Yu - 875-877 Corrigendum
by The Editors
September 2016, Volume 28, Issue 3
- 459-468 Liu-type estimator in semiparametric partially linear additive models
by Chuanhua Wei & Xiaonan Wang - 469-486 Asymptotic normality of kernel estimators based upon incomplete data
by M. Boukeloua & F. Messaci - 487-514 The adaptive BerHu penalty in robust regression
by Sophie Lambert-Lacroix & Laurent Zwald - 515-530 Entropy-based model-free feature screening for ultrahigh-dimensional multiclass classification
by Lyu Ni & Fang Fang - 531-549 Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
by S. Hossain & S. Ejaz Ahmed & Grace Y. Yi & B. Chen - 550-562 Rank-based group variable selection
by Guy-vanie M. Miakonkana & Brice M. Nguelifack & Asheber Abebe - 563-575 Entropic representation and estimation of diversity indices
by Zhiyi Zhang & Michael Grabchak - 576-594 Bootstrap for U -statistics: a new approach
by Sh. Olimjon Sharipov & Johannes Tewes & Martin Wendler - 595-616 Variable selection for additive model via cumulative ratios of empirical strengths total
by Miao Yang & Lan Xue & Lijian Yang - 617-643 Inference on quantile residual life function under right-censored data
by Cunjie Lin & Li Zhang & Yong Zhou - 644-658 A new local estimation method for single index models for longitudinal data
by Hongmei Lin & Riquan Zhang & Jianhong Shi & Jicai Liu & Yanghui Liu
June 2016, Volume 28, Issue 2
- 235-249 Nonparametric kernel density estimation for general grouped data
by Miguel Reyes & Mario Francisco-Fernández & Ricardo Cao - 250-271 Efficient and robust density estimation using Bernstein type polynomials
by Zhong Guan - 272-295 Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models
by Masaki Narukawa - 296-321 Asymptotic behaviour of binned kernel density estimators for locally non-stationary random fields
by Michel Harel & Jean-François Lenain & Joseph Ngatchou-Wandji - 322-337 An F-type test for detecting departure from monotonicity in a functional linear model
by Eduardo L. Montoya & Wendy Meiring - 338-359 Norm-preserving constraint in the Fisher--Rao registration and its application in signal estimation
by Jason Cleveland & Wei Wu & Anuj Srivastava - 360-374 Mann--Whitney test with empirical likelihood methods for pretest--posttest studies
by Min Chen & Changbao Wu & Mary E. Thompson - 375-394 Variable selection in partially linear hazard regression for multivariate failure time data
by Liu Jicai & Riquan Zhang & Weihua Zhao & Yazhao Lv - 395-412 Some maximum-indifference estimators for the slope of a univariate linear model
by Claudio G. Borroni & D. Michele Cifarelli - 413-427 Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies
by Bojana Milošević & Marko Obradović - 428-458 Nonparametric prediction of spatial multivariate data
by Sophie Dabo-Niang & Camille Ternynck & Anne-Françoise Yao
March 2016, Volume 28, Issue 1
- 1-30 Bias reductions for beta kernel estimation
by Gaku Igarashi - 31-48 Convergence rates for uniform confidence intervals based on local polynomial regression estimators
by K. De Brabanter & Y. Liu & C. Hua - 49-67 Robust group non-convex estimations for high-dimensional partially linear models
by Mingqiu Wang & Guo-Liang Tian - 68-83 Proportional cause-specific reversed hazards model
by P.G. Sankaran & S. Anjana - 84-115 Supersmooth testing on the sphere over analytic classes
by Peter T. Kim & Ja-Yong Koo & Thanh Mai Pham Ngoc - 116-131 Asymptotic normality of locally modelled regression estimator for functional data
by Zhiyong Zhou & Zhengyan Lin - 132-151 Adaptive likelihood estimator of conditional variance function
by Panagiotis Avramidis - 152-176 On tail index estimation based on multivariate data
by A. Dematteo & S. Clémençon - 177-206 Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
by Seongil Jo & Taeyoung Roh & Taeryon Choi - 207-234 Hermite expansion and estimation of monotonic transformations of Gaussian data
by Ryan Janicki & Tucker S. McElroy
December 2015, Volume 27, Issue 4
- 425-441 Noisy discriminant analysis with boundary assumptions
by Sébastien Loustau & Clément Marteau - 442-459 Kendall's tau and Spearman's rho for n -dimensional Archimedean copulas and their asymptotic properties
by Włodzimierz Wysocki - 460-484 Nonparametric combination-based tests in dynamic shape analysis
by Chiara Brombin & Luigi Salmaso & Lara Fontanella & Luigi Ippoliti - 485-502 Spatial median depth-based robust adjusted empirical likelihood
by Lei Wang & Wendong Li & Guanfu Liu & Xiaolong Pu - 503-515 A Gini-based exact test for exponentiality against NBUE alternatives with censored observations
by Sudheesh K. Kattumannil & Deemat C. Mathew - 516-531 Local polynomial regression with an ordinal covariate
by Zonglin He & Jean D. Opsomer - 532-551 Globally consistent model selection in semi-parametric additive coefficient models
by Shuping Jiang & Lan Xue
September 2015, Volume 27, Issue 3
- 271-285 Estimation of a density in a simulation model
by Ann-Kathrin Bott & Tina Felber & Michael Kohler - 286-315 Estimation of convolution in the model with noise
by C. Chesneau & F. Comte & G. Mabon & F. Navarro - 316-330 Error variance estimation in semi-functional partially linear regression models
by Germán Aneiros & Nengxiang Ling & Philippe Vieu - 331-348 Effect of kurtosis on efficiency of some multivariate medians
by Jin Wang & Weihua Zhou - 349-371 Robust estimation of constant and time-varying parameters in nonlinear ordinary differential equation models
by Tao Hu & Yanping Qiu & Hengjian Cui - 372-383 On some validity-robust tests for the homogeneity of concentrations on spheres
by Thomas Verdebout - 384-400 Nonparametric multivariate statistical process control charts: a hypothesis testing-based approach
by Jun Li - 401-424 Recursive estimation for stochastic damping hamiltonian systems
by P. Cattiaux & José R. León & C. Prieur
June 2015, Volume 27, Issue 2
- 149-166 Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains
by I. Votsi & N. Limnios - 167-179 A K -fold averaging cross-validation procedure
by Yoonsuh Jung & Jianhua Hu - 181-193 Confidence intervals for probability density functions under strong mixing samples
by Qingzhu Lei & Yongsong Qin - 195-213 Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood
by Clemontina A. Davenport & Arnab Maity & Yichao Wu - 215-228 Generalised signed-rank estimation for nonlinear models with multidimensional indices
by Brice M. Nguelifack & Eddy A. Kwessi & Asheber Abebe - 229-240 Surface estimation under local stationarity
by Sucharita Ghosh