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January 2024, Volume 36, Issue 1
- 1-3 Editorial
by Stathis Paparoditis & Ingrid Van Keilegom - 4-22 Functional data analysis with rough sample paths?
by Neda Mohammadi & Victor M. Panaretos - 23-38 Efficient nonparametric estimation of generalised autocovariances
by Alessandra Luati & Francesca Papagni & Tommaso Proietti - 39-59 Persistent homology based goodness-of-fit tests for spatial tessellations
by Christian Hirsch & Johannes Krebs & Claudia Redenbach - 60-77 Robust oracle estimation and uncertainty quantification for possibly sparse quantiles
by Eduard Belitser & Paulo Serra & Alexandra Vegelien - 78-117 Scaling by subsampling for big data, with applications to statistical learning
by Patrice Bertail & Mohammed Bouchouia & Ons Jelassi & Jessica Tressou & Mélanie Zetlaoui - 118-145 IPCW approach for testing independence
by Marija Cuparić & Bojana Milošević - 146-164 Boundary-adaptive kernel density estimation: the case of (near) uniform density
by Jeffrey S. Racine & Qi Li & Qiaoyu Wang - 165-181 Another look at halfspace depth: flag halfspaces with applications
by Dušan Pokorný & Petra Laketa & Stanislav Nagy - 182-211 A novel framework for joint sparse clustering and alignment of functional data
by Valeria Vitelli - 212-239 Approximate tolerance intervals for nonparametric regression models
by Yafan Guo & Derek S. Young - 240-263 A bootstrap functional central limit theorem for time-varying linear processes
by Carina Beering & Anne Leucht - 264-286 Uniform convergence rates and automatic variable selection in nonparametric regression with functional and categorical covariates
by Leonie Selk
October 2023, Volume 35, Issue 4
- 669-684 Regression analysis of mixed panel count data with dependent observation processes
by Lei Ge & Jaihee Choi & Hui Zhao & Yang Li & Jianguo Sun - 685-708 Test of dominance relations based on kernel smoothing method
by Weiwei Zhuang & Suming Yao & Guoxin Qiu - 709-732 Empirical likelihood for the analysis of experimental designs
by Eunseop Kim & Steven N. MacEachern & Mario Peruggia - 733-772 Nonparametric needlet estimation for partial derivatives of a probability density function on the d-torus
by Claudio Durastanti & Nicola Turchi - 773-819 On a projection estimator of the regression function derivative
by Fabienne Comte & Nicolas Marie - 820-838 Permutation-based inference for function-on-scalar regression with an application in PET brain imaging
by Denise Shieh & R. Todd Ogden - 839-868 Asymptotic properties of neural network sieve estimators
by Xiaoxi Shen & Chang Jiang & Lyudmila Sakhanenko & Qing Lu - 869-904 Reweighted and circularised Anderson-Darling tests of goodness-of-fit
by Chuanhai Liu - 905-926 Nonparametric instrument model averaging
by Jianan Chen & Binyan Jiang & Jialiang Li - 927-946 Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting
by Ruoxu Tan
July 2023, Volume 35, Issue 3
- 455-473 Nonparametric inference for interval data using kernel methods
by Hoyoung Park & Ji Meng Loh & Woncheol Jang - 474-490 Testing axial symmetry by means of integrated rank scores
by Šárka Hudecová & Miroslav Šiman - 491-513 Multivariate density estimation from privatised data: universal consistency and minimax rates
by László Györfi & Martin Kroll - 514-528 Choosing shape parameters for regression in reproducing kernel Hilbert space and variable selection
by Xin Tan & Yingcun Xia & Efang Kong - 529-561 Cramér-von-Mises tests for the distribution of the excess over a confidence level
by Daniel Gaigall & Julian Gerstenberg - 562-586 Asymptotic behaviour of the portmanteau tests in an integer-valued AR model
by Jing Zhang & Bo Li & Xiaohui Liu & Xinyue Wan - 587-600 Model fitting using partially ranked data
by Mayer Alvo & Xiuwen Duan - 601-621 The test of exponentiality based on the mean residual life function revisited
by B. Ebner - 622-641 Hilbertian additive regression with parametric help
by Young Kyung Lee & Enno Mammen & Byeong U. Park - 642-667 Kernel regression for cause-specific hazard models with nonparametric covariate functions
by Xiaomeng Qi & Zhangsheng Yu
April 2023, Volume 35, Issue 2
- 239-265 A high-dimensional test for the k-sample Behrens–Fisher problem
by Daojiang He & Huijun Shi & Kai Xu & Mingxiang Cao - 266-282 The generalised MLE with truncated interval-censored data
by Qiqing Yu - 283-301 Estimation of linear transformation cure models with informatively interval-censored failure time data
by Shuying Wang & Da Xu & Chunjie Wang & Jianguo Sun - 302-322 Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates
by Tian Jiang - 323-354 A nonparametric discontinuity test of density using a beta kernel
by Gaku Igarashi - 355-372 Asymptotic properties of the normalised discrete associated-kernel estimator for probability mass function
by Youssef Esstafa & Célestin C. Kokonendji & Sobom M. Somé - 373-396 Extended Glivenko–Cantelli theorem and L1 strong consistency of innovation density estimator for time-varying semiparametric ARCH model
by Chen Zhong - 397-436 Variance function estimation in regression model via aggregation procedures
by Ahmed Zaoui - 437-453 Maximum approximate Bernstein likelihood estimation in a two-sample semiparametric model
by Zhong Guan
January 2023, Volume 35, Issue 1
- 1-18 Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations
by Mihyun Kim & Piotr Kokoszka - 19-37 Goodness-of-fit test for count distributions with finite second moment
by Antonio Di Noia & Lucio Barabesi & Marzia Marcheselli & Caterina Pisani & Luca Pratelli - 38-55 Inference on semi-parametric transformation model with a pairwise likelihood based on left-truncated and interval-censored data
by Yichen Lou & Peijie Wang & Jianguo Sun - 56-87 Binary disease prediction using tail quantiles of the distribution of continuous biomarkers
by Michiel H. J. Paus & Edwin R. van den Heuvel & Marc J. M. Meddens - 88-121 Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations
by Kilani Ghoudi & Naâmane Laïb & Mohamed Chaouch - 122-144 Minimax estimation in multi-task regression under low-rank structures
by Kwan-Young Bak & Ja-Yong Koo - 145-171 Recursive kernel estimator in a semiparametric regression model
by Emmanuel De Dieu Nkou - 172-197 Functional linear model with partially observed covariate and missing values in the response
by Christophe Crambes & Chayma Daayeb & Ali Gannoun & Yousri Henchiri - 198-237 Nonparametric estimation of isotropic covariance function
by Yiming Wang & Sujit K. Ghosh
October 2022, Volume 34, Issue 4
- 707-733 Two-stage local rank estimation for generalised partially linear varying-coefficient models
by Nenghui Zhu & Jinhong You & Tao Huang - 734-757 Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces
by Galatia Cleanthous & Athanasios G. Georgiadis & Emilio Porcu - 758-788 The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications
by Salim Bouzebda & Nikolaos Limnios - 789-803 Partially linear functional quantile regression in a reproducing kernel Hilbert space
by Yan Zhou & Weiping Zhang & Hongmei Lin & Heng Lian - 804-830 Robust covariance estimation with noisy high-frequency financial data
by Jiandong Wang & Manying Bai - 831-858 Bias reduction by transformed flat-top Fourier series estimator of density on compact support
by Liang Wang & Dimitris N. Politis - 859-894 A nonparametric procedure for linear and nonlinear variable screening
by F. Giordano & S. Milito & M. L. Parrella - 895-916 Nonparametric estimation of functional dynamic factor model
by Israel Martínez-Hernández & Jesús Gonzalo & Graciela González-Farías - 917-939 A scalable quasi-Newton estimation algorithm for dynamic generalised linear models
by Guangbao Guo & Guoqi Qian & Lixing Zhu - 940-963 Nonparametric estimation of risk ratios for bivariate data
by S. Abrams & P. Janssen & J. Swanepoel & N. Veraverbeke - 964-986 Improvement on LASSO-type estimator in nonparametric regression
by Yuki Matsushima & Kanta Naito - 987-1014 The stochastic convergence of Bernstein polynomial estimators in a triangular array
by Dawei Lu & Lina Wang & Jingcai Yang - 1015-1035 Estimating restricted mean treatment effects with additive-multiplicative hazards models
by Jinhong Li & Jicai Liu & Yanbo Pei & Riquan Zhang - 1036-1062 A maximum entropy copula model for mixed data: representation, estimation and applications
by Subhadeep Mukhopadhyay - 1063-1090 Nonparametric estimation of the conditional survival function with double smoothing
by Rebeca Peláez & Ricardo Cao & Juan M. Vilar
July 2022, Volume 34, Issue 3
- 555-569 Introduction to the special issue on Data Science for COVID-19
by Ricardo Cao & José E. Chacón - 570-606 Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials
by Alexander Kreiss & Ingrid Van Keilegom - 607-627 Truncation data analysis for the under-reporting probability in COVID-19 pandemic
by Wei Liang & Hongsheng Dai & Marialuisa Restaino - 628-662 A semiparametric Bayesian approach to epidemics, with application to the spread of the coronavirus MERS in South Korea in 2015
by Michael Schweinberger & Rashmi P. Bomiriya & Sergii Babkin - 663-682 Nonparametric estimation of highest density regions for COVID-19
by Paula Saavedra-Nieves - 683-705 Nonparametric estimation and inference for spatiotemporal epidemic models
by Yueying Wang & Myungjin Kim & Shan Yu & Xinyi Li & Guannan Wang & Li Wang
April 2022, Volume 34, Issue 2
- 283-298 A law of the iterated logarithm for error density estimator in censored linear regression
by Fuxia Cheng - 299-318 On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes
by Chafiâa Ayhar & Vlad Stefan Barbu & Fatiha Mokhtari & Saâdia Rahmani - 319-343 Varying coefficient single-index regression model with missing responses under rank-based modelling
by Masego Otlaadisa & Huybrechts F. Bindele & Asheber Abebe & Hannah Correia - 344-356 Constrained quantile regression and heteroskedasticity
by Ilaria Lucrezia Amerise - 357-376 Statistical inference for ARMA time series with moving average trend
by Zening Song & Lijian Yang - 377-406 Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection
by Carlos Tenreiro - 407-427 Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates
by Xiaohong He & Yaohong Yang & Lei Wang - 428-447 Some multivariate goodness of fit tests based on data depth
by Rahul Singh & Subhajit Dutta & Neeraj Misra - 448-464 Spectral-norm risk rates for multi-taper estimation of Gaussian processes
by José Luis Romero & Michael Speckbacher - 465-490 Consistency of the simple mode of a density for spatial processes
by Ahmad Younso - 491-519 Consistency of a nonparametric least squares estimator in integer-valued GARCH models
by Maximilian Wechsung & Michael H. Neumann - 520-553 A median test for functional data
by Zaineb Smida & Lionel Cucala & Ali Gannoun & Ghislain Durif
January 2022, Volume 34, Issue 1
- 1-21 Estimation and inference for partial linear regression surfaces using monotone warped-plane splines
by Mary C. Meyer & Xiyue Liao - 22-57 The hazard level set
by Guangcai Mao & Yanyan Liu & Yuanshan Wu & Qinglong Yang - 58-76 A revisit to Bai–Saranadasa's two-sample test
by Jin-Ting Zhang & Tianming Zhu - 77-94 On sufficient dimension reduction via principal asymmetric least squares
by Abdul-Nasah Soale & Yuexiao Dong - 95-112 New estimation for heteroscedastic single-index measurement error models
by Hui Ding & Riquan Zhang & Hanbing Zhu - 113-140 Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types
by Linli Tang & Jun Li - 141-163 A U-statistic-based test of treatment effect heterogeneity
by Maozhu Dai & Hal S. Stern - 164-186 Nonparametric quantile regression with missing data using local estimating equations
by Chunyu Wang & Maozai Tian & Man-Lai Tang - 187-205 Nonparametric estimation of periodic signal disturbed by α-stable noises
by Xuekang Zhang & Haoran Yi & Huisheng Shu - 206-227 Nonparametric tests for detection of high dimensional outliers
by Reza Modarres - 228-249 Robust estimation for partial linear single-index models
by Yang Zhao & Sanying Feng - 250-281 Nonparametric estimation of expectile regression in functional dependent data
by Ibrahim M. Almanjahie & Salim Bouzebda & Zoulikha Kaid & Ali Laksaci
October 2021, Volume 33, Issue 3-4
- 387-416 Nonparametric homogeneity pursuit in functional-coefficient models
by Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang - 417-434 Testing for the expected number of exceedances in strongly dependent seasonal time series
by Jan Beran & Britta Steffens & Sucharita Ghosh - 435-463 Symmetric smoothed bootstrap methods for ranked set samples
by Hikaru Yamaguchi & Hidetoshi Murakami - 464-481 Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves
by Emanuele Taufer & Flavio Santi & Giuseppe Espa & Maria Michela Dickson - 482-516 Transformation tests and their asymptotic power in two-sample comparisons
by Huaiyu Zhang & Haiyan Wang
April 2021, Volume 33, Issue 2
- 170-196 Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence
by Soumaya Allaoui & Salim Bouzebda & Christophe Chesneau & Jicheng Liu - 197-224 Recursive asymmetric kernel density estimation for nonnegative data
by Yoshihide Kakizawa - 225-248 Weighted rank estimation of nonparametric transformation models with case-1 and case-2 interval-censored failure time data
by Tianqing Liu & Xiaohui Yuan & Jianguo Sun - 249-272 Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach
by Peng Tang & Huijing Jiang & Heeyoung Kim & Xinwei Deng - 273-298 Efficient estimation in heteroscedastic single-index models
by Yan-Yong Zhao & Jianquan Li & Hong-Xia Wang & Honghong Zhao & Xueping Chen - 299-320 Model-based bootstrap for detection of regional quantile treatment effects
by Yuan Sun & Xuming He - 321-358 On the uniform-in-bandwidth consistency of the general conditional U-statistics based on the copula representation
by Salim Bouzebda & Issam Elhattab & Boutheina Nemouchi - 359-386 Modified martingale difference correlations
by Jingke Zhou & Lixing Zhu
January 2021, Volume 33, Issue 1
- 1-20 Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models
by Peixin Zhao & Yiping Yang & Xiaoshuang Zhou - 21-38 Maximum multinomial likelihood estimation in compound mixture model with application to malaria study
by Zhaoyang Tian & Kun Liang & Pengfei Li - 39-59 A combined strategy for multivariate density estimation
by Alejandro Cholaquidis & Ricardo Fraiman & Badih Ghattas & Juan Kalemkerian - 60-81 Composite empirical likelihood for multisample clustered data
by Jiahua Chen & Pengfei Li & Yukun Liu & James V. Zidek - 82-100 Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
by Li Yan & Junwei He & Xia Chen - 101-117 Regularised rank quasi-likelihood estimation for generalised additive models
by Hannah E. Correia & Asheber Abebe - 118-133 Estimation of shape constrained additive models with missing response at random
by Lu Wang & Xiao-Hua Zhou - 134-155 Testing symmetry based on the extropy of record values
by Peihan Xiong & Weiwei Zhuang & Guoxin Qiu - 156-169 The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
by Jan W. H. Swanepoel
October 2020, Volume 32, Issue 4
- 814-837 Local polynomial regression for pooled response data
by Dewei Wang & Xichen Mou & Xiang Li & Xianzheng Huang - 838-863 Score estimation of monotone partially linear index model
by Mengshan Xu & Taisuke Otsu - 864-914 Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
by Salim Bouzebda & Thouria El-hadjali - 915-939 Robust location estimators in regression models with covariates and responses missing at random
by Ana M. Bianco & Graciela Boente & Wenceslao González-Manteiga & Ana Pérez-González - 940-969 Statistical estimation for heteroscedastic semiparametric regression model with random errors
by Liwang Ding & Ping Chen - 970-988 A model-free conditional screening approach via sufficient dimension reduction
by Lei Huo & Xuerong Meggie Wen & Zhou Yu - 989-1014 Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution
by Peng Sun & Inyoung Kim & Kiahm Lee - 1015-1028 Local asymptotic inference for nonparametric regression with censored survival data
by Yanyan Liu & Guangcai Mao & Xingqiu Zhao - 1029-1046 New empirical likelihood inference for the mean residual life with length-biased and right-censored data
by Kangni Alemdjrodo & Yichuan Zhao
July 2020, Volume 32, Issue 3
- 535-562 Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model
by S. Valère Bitseki Penda & Angelina Roche - 563-586 Kernel smoothed probability mass functions for ordered datatypes
by Jeffrey S. Racine & Qi Li & Karen X. Yan - 587-616 Nonparametric estimation of volatility function in the jump-diffusion model with noisy data
by Xu-Guo Ye & Yan-Yong Zhao & Kong-Sheng Zhang - 617-647 Higher-order bias corrections for kernel type density estimators on the unit or semi-infinite interval
by Gaku Igarashi & Yoshihide Kakizawa - 648-666 Bootstrapping covariance operators of functional time series
by Olimjon Sh. Sharipov & Martin Wendler - 667-703 Intermediate efficiency of some weighted goodness-of-fit statistics
by Bogdan Ćmiel & Tadeusz Inglot & Teresa Ledwina - 704-724 Semiparametric efficient inferences for generalised partially linear models
by Jafer Rahman & Shihua Luo & Yawen Fan & Xiaohui Liu - 725-755 Single functional index quantile regression under general dependence structure
by Mohamed Chaouch & Amina Angelika Bouchentouf & Aboubacar Traore & Abbes Rabhi - 756-768 Asymptotic tail approximations for some nonparametric test statistics
by Cyrille Joutard - 769-792 Two-step combined nonparametric likelihood estimation of misspecified semiparametric models
by Francesco Bravo - 793-813 Testing for additivity in nonparametric heteroscedastic regression models
by Adriano Zanin Zambom & Jongwook Kim
April 2020, Volume 32, Issue 2
- 262-293 Estimation of additive frontier functions with shape constraints
by Lu Wang & Lan Xue & Lijian Yang - 294-322 High-dimensional rank-based inference
by Xiaoli Kong & Solomon W. Harrar - 323-344 A multiply robust Mann-Whitney test for non-randomised pretest-posttest studies with missing data
by Shixiao Zhang & Peisong Han & Changbao Wu - 345-366 Stationarity test based on density approach
by Ji Eun Moon & Cheolyong Park & Jeongcheol Ha & Sun Young Hwang & Tae Yoon Kim - 367-402 Efficient pseudo-Gaussian and rank-based detection of random regression coefficients
by Mohamed Fihri & Abdelhadi Akharif & Amal Mellouk & Marc Hallin - 403-427 Goodness-of-fit test for hazard rate
by Ralph-Antoine Vital & Prakash Patil - 428-451 Spatial autoregressive partially linear varying coefficient models
by Jingru Mu & Guannan Wang & Li Wang - 452-509 Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
by Salim Bouzebda & Boutheina Nemouchi - 510-533 Data-driven local polynomial for the trend and its derivatives in economic time series
by Yuanhua Feng & Thomas Gries & Marlon Fritz
January 2020, Volume 32, Issue 1
- 1-19 Regression analysis of misclassified current status data
by Shuwei Li & Tao Hu & Jianguo Sun - 20-41 Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications
by João Lita da Silva - 42-72 Consistency of plug-in confidence sets for classification in semi-supervised learning
by Christophe Denis & Mohamed Hebiri - 73-92 Multiply robust estimation in nonparametric regression with missing data
by Yilun Sun & Lu Wang & Peisong Han - 93-108 Incomplete interdirections and lift-interdirections
by Šárka Hudecová & Jana Klicnarová & Miroslav Šiman - 109-130 Semiparametric estimation of copula models with nonignorable missing data
by Feng Guo & Wei Ma & Lei Wang - 131-156 Nonparametric tests for transition probabilities in nonhomogeneous Markov processes
by Giorgos Bakoyannis - 157-184 Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data
by Jun Li - 185-200 A vine copula approach for regression analysis of bivariate current status data with informative censoring
by Huiqiong Li & Chenchen Ma & Ni Li & Jianguo Sun - 201-224 The LLN and CLT for U-statistics under cross-sectional dependence
by Yiguo Sun - 225-245 Nonparametric tests of independence based on interpoint distances
by Lingzhe Guo & Reza Modarres - 246-261 Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters
by Chaowen Zheng & Yichao Wu
October 2019, Volume 31, Issue 4
- 813-848 Construction of credible intervals for nonlinear regression models with unknown error distributions
by Ji-Yeon Yang & Jungmo Yoon - 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