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September 2024, Volume 51, Issue 3
- 913-913 A special section honoring Nils Lid Hjort
by Ørnulf Borgan & Ingrid K. Glad - 914-935 A conversation with Nils Lid Hjort
by Ørnulf Borgan & Ingrid K. Glad - 936-955 Martingale posterior distributions for cumulative hazard functions
by Stephen G. Walker - 956-986 Nonparametric estimation of densities on the hypersphere using a parametric guide
by María Alonso‐Pena & Gerda Claeskens & Irène Gijbels - 987-1011 A two‐step estimation procedure for semiparametric mixture cure models
by Eni Musta & Valentin Patilea & Ingrid Van Keilegom - 1012-1060 Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation
by Kristian Gundersen & Timothée Bacri & Jan Bulla & Sondre Hølleland & Antonello Maruotti & Bård Støve - 1061-1085 G‐optimal grid designs for kriging models
by Subhadra Dasgupta & Siuli Mukhopadhyay & Jonathan Keith - 1086-1102 Confidence bands for survival curves from outcome‐dependent stratified samples
by Takumi Saegusa & Peter Nandori - 1103-1160 Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths
by Christophe Denis & Charlotte Dion‐Blanc & Eddy Ella‐Mintsa & Viet Chi Tran - 1161-1180 Estimation of treatment effect among treatment responders with a time‐to‐event endpoint
by Andreas Nordland & Torben Martinussen - 1181-1205 Efficient drift parameter estimation for ergodic solutions of backward SDEs
by Teppei Ogihara & Mitja Stadje - 1206-1229 Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods
by Tore Selland Kleppe - 1230-1258 Asymptotic inference of the ARMA model with time‐functional variance noises
by Bibi Cai & Enwen Zhu & Shiqing Ling - 1259-1287 Semiparametric efficient estimation in high‐dimensional partial linear regression models
by Xinyu Fu & Mian Huang & Weixin Yao - 1288-1322 Cox processes driven by transformed Gaussian processes on linear networks—A review and new contributions
by Jesper Møller & Jakob G. Rasmussen - 1323-1356 Statistical inference for generative adversarial networks and other minimax problems
by Mika Meitz - 1357-1387 Empirical likelihood M‐estimation for the varying‐coefficient model with functional response
by Xingcai Zhou & Dehan Kong & Matthew Stephen Pietrosanu & Linglong Kong & Rohana J. Karunamuni - 1388-1389 Commentary on “Pitfalls of amateur regression: The Dutch New Herring controversies”
by Jan C. Van Ours & Ben Vollaard
June 2024, Volume 51, Issue 2
- 427-428 Editorial
by Sangita Kulathinal & Jaakko Peltonen & Mikko J. Sillanpää - 429-446 Envelopes for multivariate linear regression with linearly constrained coefficients
by R. Dennis Cook & Liliana Forzani & Lan Liu - 447-484 Kernel mean embedding of probability measures and its applications to functional data analysis
by Saeed Hayati & Kenji Fukumizu & Afshin Parvardeh - 485-512 Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric
by Valentina Masarotto & Guido Masarotto - 513-556 Density estimation and regression analysis on hyperspheres in the presence of measurement error
by Jeong Min Jeon & Ingrid Van Keilegom - 557-589 Empirical and instance‐dependent estimation of Markov chain and mixing time
by Geoffrey Wolfer - 590-611 Truncated two‐parameter Poisson–Dirichlet approximation for Pitman–Yor process hierarchical models
by Junyi Zhang & Angelos Dassios - 612-642 Maximum likelihood estimator for skew Brownian motion: The convergence rate
by Antoine Lejay & Sara Mazzonetto - 643-671 Estimation of the adjusted standard‐deviatile for extreme risks
by Haoyu Chen & Tiantian Mao & Fan Yang - 672-696 A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes
by Jinyuan Liu & Xinlian Zhang & Tuo Lin & Ruohui Chen & Yuan Zhong & Tian Chen & Tsungchin Wu & Chenyu Liu & Anna Huang & Tanya T. Nguyen & Ellen E. Lee & Dilip V. Jeste & Xin M. Tu - 697-723 On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices
by Grant Hillier & Raymond M. Kan - 724-759 Accurate bias estimation with applications to focused model selection
by Ingrid Dæhlen & Nils Lid Hjort & Ingrid Hobæk Haff - 760-800 Modeling multivariate extreme value distributions via Markov trees
by Shuang Hu & Zuoxiang Peng & Johan Segers - 801-831 Nonparametric conditional mean testing via an extreme‐type statistic in high dimension
by Yiming Liu & Guangming Pan & Guangren Yang & Wang Zhou - 832-860 Characterization of valid auxiliary functions for representations of extreme value distributions and their max‐domains of attraction
by Miriam Isabel Seifert - 861-890 Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization
by Zixuan Zhao & Yanglei Song & Wenyu Jiang & Dongsheng Tu - 891-912 The effect of the working correlation on fitting models to longitudinal data
by Samuel Muller & Suojin Wang & A. H. Welsh
December 2023, Volume 50, Issue 4
- 1553-1567 Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements
by Corinne Emmenegger & Peter Bühlmann - 1568-1589 Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data
by Yozo Tonaki & Yusuke Kaino & Masayuki Uchida - 1590-1615 Robust inference for high‐dimensional single index models
by Dongxiao Han & Miao Han & Jian Huang & Yuanyuan Lin - 1616-1640 Finite sample inference for empirical Bayesian methods
by Hien Duy Nguyen & Mayetri Gupta - 1641-1666 A historical overview of textbook presentations of statistical science
by Alan Agresti - 1667-1686 Deep neural network classifier for multidimensional functional data
by Shuoyang Wang & Guanqun Cao & Zuofeng Shang & for the Alzheimer's Disease Neuroimaging Initiative - 1687-1715 Time‐varying β‐model for dynamic directed networks
by Yuqing Du & Lianqiang Qu & Ting Yan & Yuan Zhang - 1716-1755 Nonparametric adaptive estimation for interacting particle systems
by Fabienne Comte & Valentine Genon‐Catalot - 1756-1794 Adaptive estimation of intensity in a doubly stochastic Poisson process
by Thomas Deschatre - 1795-1817 Statistical inference with semiparametric nonignorable nonresponse models
by Masatoshi Uehara & Danhyang Lee & Jae‐Kwang Kim - 1818-1858 Dimension‐independent Markov chain Monte Carlo on the sphere
by Han Cheng Lie & Daniel Rudolf & Björn Sprungk & T. J. Sullivan - 1859-1883 Epistemic confidence in the observed confidence interval
by Yudi Pawitan & Hangbin Lee & Youngjo Lee - 1884-1900 Regularized t$$ t $$ distribution: definition, properties, and applications
by Zongliang Hu & Yiping Yang & Gaorong Li & Tiejun Tong - 1901-1918 Pitfalls of amateur regression: The Dutch New Herring controversies
by Fengnan Gao & Richard D. Gill - 1919-1932 Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model
by Torben Martinussen & Thomas Harder Scheike - 1933-1952 A robust model averaging approach for partially linear models with responses missing at random
by Zhongqi Liang & Qihua Wang - 1953-1983 Sparse principal component analysis for high‐dimensional stationary time series
by Kou Fujimori & Yuichi Goto & Yan Liu & Masanobu Taniguchi
September 2023, Volume 50, Issue 3
- 899-914 Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)
by Sander Greenland - 915-919 Comments on Divergence vs. Decision P‐values: A Distinction Worth Making in Theory and Keeping in Practice – or, How Divergence P‐values Measure Evidence Even When Decision P‐values Do Not by Greenland in Scandinavian Journal of Statistics, 2023
by Michael Lavine - 920-922 Comments on Divergence vs. Decision P‐values
by Paul W. Vos - 923-928 Statistical evidence and surprise unified under possibility theory
by David R. Bickel - 929-930 Discussion on the SJS invited paper by Sander Greenland Divergence vs. Decision P$$ P $$‐values: A Distinction worth making in theory and keeping in Practice
by Dario Gasbarra - 931-933 Discussion of “Divergence vs. Decision P$$ P $$‐values: A Distinction Worth Making in Theory and Keeping in Practice – or, How Divergence P$$ P $$‐values Measure Evidence Even When Decision P$$ P $$‐values Do Not” by Sander Greenland
by Kenneth Rice - 934-961 Sparse concordance‐based ordinal classification
by Yiwei Fan & Jiaqi Gu & Guosheng Yin - 962-992 Sequential monitoring of high‐dimensional time series
by Rostyslav Bodnar & Taras Bodnar & Wolfgang Schmid - 993-1021 Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes
by Ismaïla Ba & Jean‐François Coeurjolly - 1022-1047 Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
by Haruki Kono & Tatsuya Kubokawa - 1048-1067 Generalizing the information content for stepped wedge designs: A marginal modeling approach
by Fan Li & Jessica Kasza & Elizabeth L. Turner & Paul J. Rathouz & Andrew B. Forbes & John S. Preisser - 1068-1089 State estimation for aoristic models
by Maria N. M. van Lieshout & Robin L. Markwitz - 1090-1115 Distributed inference for two‐sample U‐statistics in massive data analysis
by Bingyao Huang & Yanyan Liu & Liuhua Peng - 1116-1151 Bayesian inverse problems with heterogeneous variance
by Natalia Bochkina & Jenovah Rodrigues - 1152-1182 Posterior consistency for the spectral density of non‐Gaussian stationary time series
by Yifu Tang & Claudia Kirch & Jeong Eun Lee & Renate Meyer - 1183-1200 Transform orders and stochastic monotonicity of statistical functionals
by Tommaso Lando & Idir Arab & Paulo Eduardo Oliveira - 1201-1231 Longitudinal network models and permutation‐uniform Markov chains
by William K. Schwartz & Sonja Petrović & Hemanshu Kaul - 1232-1262 Robust sure independence screening for nonpolynomial dimensional generalized linear models
by Abhik Ghosh & Erica Ponzi & Torkjel Sandanger & Magne Thoresen - 1263-1278 Robust quasi‐randomization‐based estimation with ensemble learning for missing data
by Danhyang Lee & Li‐Chun Zhang & Sixia Chen - 1279-1297 Variable selection for high‐dimensional generalized linear model with block‐missing data
by Yifan He & Yang Feng & Xinyuan Song - 1298-1324 Daisee: Adaptive importance sampling by balancing exploration and exploitation
by Xiaoyu Lu & Tom Rainforth & Yee Whye Teh - 1325-1364 Frequentist model averaging for envelope models
by Ziwen Gao & Jiahui Zou & Xinyu Zhang & Yanyuan Ma - 1365-1390 A new reproducing kernel‐based nonlinear dimension reduction method for survival data
by Wenquan Cui & Jianjun Xu & Yuehua Wu - 1391-1419 Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data
by Katarzyna Kopczewska - 1420-1465 Multivariate geometric anisotropic Cox processes
by James S. Martin & David J. Murrell & Sofia C. Olhede - 1466-1502 Outlier detection based on extreme value theory and applications
by Shrijita Bhattacharya & Francois Kamper & Jan Beirlant - 1503-1531 Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model
by Shota Takeishi - 1532-1551 Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model
by Anders Munch & Marie Skov Breum & Torben Martinussen & Thomas A. Gerds
March 2023, Volume 50, Issue 1
- 1-2 Professor Elja Arjas: A prominent figure in establishing statistics in Finland
by Sangita Kulathinal & Jaakko Peltonen & Mikko J. Sillanpää - 3-12 A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)
by Jukka Corander - 13-37 Use of multiple imputation in supersampled nested case‐control and case‐cohort studies
by Ørnulf Borgan & Ruth H. Keogh & Aleksander Njøs - 38-53 Approximate exchangeability and de Finetti priors in 2022
by Persi Diaconis - 54-88 Divergence versus decision P‐values: A distinction worth making in theory and keeping in practice: Or, how divergence P‐values measure evidence even when decision P‐values do not
by Sander Greenland - 89-101 Remove unwanted variation retrieves unknown experimental designs
by Ingrid M. Lönnstedt & Terence P. Speed - 102-119 Spectral analysis of Markov switching GARCH models with statistical inference
by Maddalena Cavicchioli - 120-141 Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application
by Giulia Cereda & Fabio Corradi & Cecilia Viscardi - 142-183 Estimation for change point of discretely observed ergodic diffusion processes
by Yozo Tonaki & Yusuke Kaino & Masayuki Uchida - 184-212 Penalized angular regression for personalized predictions
by Kristoffer H. Hellton - 213-234 Flexible clustering via hidden hierarchical Dirichlet priors
by Antonio Lijoi & Igor Prünster & Giovanni Rebaudo - 235-265 Multiply robust matching estimators of average and quantile treatment effects
by Shu Yang & Yunshu Zhang - 266-295 Minimax powerful functional analysis of covariance tests with application to longitudinal genome‐wide association studies
by Weicheng Zhu & Sheng Xu & Catherine C. Liu & Yehua Li - 296-326 Approximate reference priors for Gaussian random fields
by Victor De Oliveira & Zifei Han - 327-357 Nonparametric bounds for the survivor function under general dependent truncation
by Jing Qian & Rebecca A. Betensky - 358-382 Exact uniformly most powerful postselection confidence distributions
by Andrea C. Garcia‐Angulo & Gerda Claeskens - 383-410 Unconditional empirical likelihood approach for analytic use of public survey data
by Yves G. Berger
December 2022, Volume 49, Issue 4
- 1421-1447 Large‐scale covariate‐assisted two‐sample inference under dependence
by Pengfei Wang & Wensheng Zhu - 1448-1495 Asymptotic theory for the inference of the latent trawl model for extreme values
by Valentin Courgeau & Almut E.D. Veraart - 1496-1533 Robust inference with censored survival data
by Pierre‐Yves Deléamont & Elvezio Ronchetti - 1534-1561 Two‐part D‐vine copula models for longitudinal insurance claim data
by Lu Yang & Claudia Czado - 1562-1585 Envelopes for censored quantile regression
by Yue Zhao & Ingrid Van Keilegom & Shanshan Ding - 1586-1604 Multivariate quantiles with both overall and directional probability interpretation
by Daniel Hlubinka & Lukáš Kotík & Miroslav Šiman - 1605-1635 Robust Lasso‐Zero for sparse corruption and model selection with missing covariates
by Pascaline Descloux & Claire Boyer & Julie Josse & Aude Sportisse & Sylvain Sardy - 1636-1668 On the sign recovery by least absolute shrinkage and selection operator, thresholded least absolute shrinkage and selection operator, and thresholded basis pursuit denoising
by Patrick J.C. Tardivel & Małgorzata Bogdan - 1669-1698 The Kendall and Spearman rank correlations of the bivariate skew normal distribution
by Andréas Heinen & Alfonso Valdesogo - 1699-1727 Empirical best prediction of small area bivariate parameters
by María Dolores Esteban & María José Lombardía & Esther López‐Vizcaíno & Domingo Morales & Agustín Pérez - 1728-1760 Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions
by Jaromir Sant & Paul A. Jenkins & Jere Koskela & Dario Spanò - 1761-1790 Soft maximin estimation for heterogeneous data
by Adam Lund & Søren Wengel Mogensen & Niels Richard Hansen - 1791-1810 Pointwise comparison of two multivariate density functions
by Martin L. Hazelton & Tilman M. Davies - 1811-1841 Estimation of graphical models for skew continuous data
by Linh H. Nghiem & Francis K. C. Hui & Samuel Müller & Alan H. Welsh - 1842-1859 Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care
by Xin Liu & Rong‐Xian Yue & Weng Kee Wong - 1860-1888 Efficient semiparametric estimation of time‐censored intensity‐reduction models for repairable systems
by Jinyang Wang & Piao Chen & Zhisheng Ye
September 2022, Volume 49, Issue 3
- 917-942 Ultrahigh‐dimensional generalized additive model: Unified theory and methods
by Kaixu Yang & Tapabrata Maiti - 943-968 Conditional Monte Carlo revisited
by Bo H. Lindqvist & Rasmus Erlemann & Gunnar Taraldsen - 969-991 Improper priors and improper posteriors
by Gunnar Taraldsen & Jarle Tufto & Bo H. Lindqvist - 992-1022 Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation
by Marko Voutilainen & Lauri Viitasaari & Pauliina Ilmonen & Soledad Torres & Ciprian Tudor - 1023-1059 Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data
by Moosup Kim & Sangyeol Lee - 1060-1084 Efficient spatial designs using Hausdorff distances and Bayesian optimization
by Jacopo Paglia & Jo Eidsvik & Juha Karvanen - 1085-1114 Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid
by Kevin W. Lu & Phillip J. Paine & Simon P. Preston & Andrew T. A. Wood - 1115-1143 Large spatial data modeling and analysis: A Krylov subspace approach
by Jialuo Liu & Tingjin Chu & Jun Zhu & Haonan Wang - 1144-1183 Copula measures and Sklar's theorem in arbitrary dimensions
by Fred Espen Benth & Giulia Di Nunno & Dennis Schroers - 1184-1214 Sequential change point tests based on U‐statistics
by Claudia Kirch & Christina Stoehr - 1215-1243 Tests of multivariate copula exchangeability based on Lévy measures
by Tarik Bahraoui & Jean‐François Quessy - 1244-1273 A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages
by Jochen Glück & Stefan Roth & Evgeny Spodarev - 1274-1303 Interactions and computer experiments
by Emanuele Borgonovo & Elmar Plischke & Giovanni Rabitti - 1304-1328 Multiply robust estimators of causal effects for survival outcomes
by Lan Wen & Miguel A. Hernán & James M. Robins - 1329-1352 Bayesian nonparametric estimation in the current status continuous mark model
by Geurt Jongbloed & Frank H. van der Meulen & Lixue Pang - 1353-1382 Uniform convergence rates for nonparametric estimators smoothed by the beta kernel
by Masayuki Hirukawa & Irina Murtazashvili & Artem Prokhorov - 1383-1417 Identification and estimation of threshold matrix‐variate factor models
by Xialu Liu & Elynn Y. Chen - 1418-1419 Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574
by Reinaldo B. Arellano‐Valle & Adelchi Azzalini
June 2022, Volume 49, Issue 2
- 481-501 Efficient estimation via envelope chain in magnetic resonance imaging‐based studies
by Lan Liu & Wei Li & Zhihua Su & Dennis Cook & Luca Vizioli & Essa Yacoub - 502-524 Conditional distribution regression for functional responses
by Jianing Fan & Hans‐Georg Müller - 525-541 Efficiency of naive estimators for accelerated failure time models under length‐biased sampling
by Pourab Roy & Jason P. Fine & Michael R. Kosorok - 542-567 Factorized estimation of high‐dimensional nonparametric covariance models
by Jian Zhang & Jie Li - 568-592 The negative binomial process: A tractable model with composite likelihood‐based inference
by Wagner Barreto‐Souza & Hernando Ombao - 593-624 Multidimensional parameter estimation of heavy‐tailed moving averages
by Mathias Mørck Ljungdahl & Mark Podolskij - 625-656 Combining information across diverse sources: The II‐CC‐FF paradigm
by Céline Cunen & Nils Lid Hjort - 657-680 An n‐dimensional Rosenbrock distribution for Markov chain Monte Carlo testing
by Filippo Pagani & Martin Wiegand & Saralees Nadarajah - 681-717 Moment‐based estimation for the multivariate COGARCH(1,1) process
by Thiago do Rêgo Sousa & Robert Stelzer - 718-743 The role of propensity score structure in asymptotic efficiency of estimated conditional quantile treatment effect
by Niwen Zhou & Xu Guo & Lixing Zhu - 744-771 Efficient inference of longitudinal/functional data models with time‐varying additive structure
by Qian Huang & Jinhong You & Liwen Zhang - 772-801 Generalized linear model for subordinated Lévy processes
by Farouk Mselmi - 802-830 Cramér‐von Mises tests for change points
by Rasmus Erlemann & Richard Lockhart & Rihan Yao - 831-863 Improving Lasso for model selection and prediction
by Piotr Pokarowski & Wojciech Rejchel & Agnieszka Sołtys & Michał Frej & Jan Mielniczuk - 864-885 Multistate analysis of multitype recurrent event and failure time data with event feedbacks in biomarkers
by Chuoxin Ma & Jianxin Pan - 886-916 Bivariate change point detection: Joint detection of changes in expectation and variance
by Michael Messer
March 2022, Volume 49, Issue 1
- 1-3 Editorial
by Sangita Kulathinal & Jaakko Peltonen & Mikko J. Sillanpää - 4-43 Nonparametric estimation of the fragmentation kernel based on a partial differential equation stationary distribution approximation
by Van Ha Hoang & Thanh Mai Pham Ngoc & Vincent Rivoirard & Viet Chi Tran - 44-77 Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case
by Hansjörg Albrecher & Mogens Bladt & Jorge Yslas - 78-115 Nonparametric extreme conditional expectile estimation
by Stéphane Girard & Gilles Stupfler & Antoine Usseglio‐Carleve - 116-142 Multivariate conditional transformation models
by Nadja Klein & Torsten Hothorn & Luisa Barbanti & Thomas Kneib - 143-184 Statistics for Gaussian random fields with unknown location and scale using Lipschitz‐Killing curvatures
by Elena Di Bernardino & Céline Duval - 185-210 Approximate Bayesian inference for a spatial point process model exhibiting regularity and random aggregation
by Ninna Vihrs & Jesper Møller & Alan E. Gelfand - 211-235 Nonstationary space–time covariance functions induced by dynamical systems
by Rachid Senoussi & Emilio Porcu - 236-264 Semiparametric analysis of interval‐censored failure time data with outcome‐dependent observation schemes
by Yayuan Zhu & Ziqi Chen & Jerald F. Lawless - 265-286 On estimation in the nested case‐control design under nonproportional hazards
by Michelle M. Nuño & Daniel L. Gillen - 287-330 Semiparametric estimation and model selection for conditional mixture copula models
by Guannan Liu & Wei Long & Bingduo Yang & Zongwu Cai - 331-352 The Greenwood statistic, stochastic dominance, clustering and heavy tails
by Marek Arendarczyk & Tomasz J. Kozubowski & Anna K. Panorska - 353-372 Projection‐based and cross‐validated estimation in high‐dimensional Cox model
by Haixiang Zhang & Jian Huang & Liuquan Sun - 373-399 Expectile‐based measures of skewness
by Andreas Eberl & Bernhard Klar - 400-426 Multivariate boundary regression models
by Leonie Selk & Charles Tillier & Orlando Marigliano - 427-454 Functional central limit theorems for persistent Betti numbers on cylindrical networks
by Johannes Krebs & Christian Hirsch - 455-479 Emulation‐based inference for spatial infectious disease transmission models incorporating event time uncertainty
by Gyanendra Pokharel & Rob Deardon
December 2021, Volume 48, Issue 4
- 1097-1126 Semiparametric estimation with spatially correlated recurrent events
by Akim Adekpedjou & Sophie Dabo‐Niang - 1127-1147 Robust estimation for discrete‐time state space models
by William H. Aeberhard & Eva Cantoni & Chris Field & Hans R. Künsch & Joanna Mills Flemming & Ximing Xu - 1148-1185 Ensemble updating of binary state vectors by maximizing the expected number of unchanged components
by Margrethe Kvale Loe & Håkon Tjelmeland - 1186-1211 Sufficient dimension reduction based on distance‐weighted discrimination
by Hayley Randall & Andreas Artemiou & Xingye Qiao - 1212-1233 Objective priors in the empirical Bayes framework
by Ilja Klebanov & Alexander Sikorski & Christof Schütte & Susanna Röblitz - 1234-1255 On the assumption of independent right censoring
by Morten Overgaard & Stefan Nygaard Hansen - 1256-1276 Functional inference on rotational curves under sample‐specific group actions and identification of human gait
by Fabian J.E. Telschow & Michael R. Pierrynowski & Stephan F. Huckemann - 1277-1313 Estimation of change‐point for a class of count time series models
by Yunwei Cui & Rongning Wu & Qi Zheng - 1314-1343 A new Gini correlation between quantitative and qualitative variables
by Xin Dang & Dao Nguyen & Yixin Chen & Junying Zhang - 1344-1383 Parametric versus nonparametric: The fitness coefficient
by Gildas Mazo & François Portier - 1384-1432 A reproducing kernel Hilbert space log‐rank test for the two‐sample problem
by Tamara Fernández & Nicolás Rivera - 1433-1473 Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models
by Marek Omelka & Šárka Hudecová & Natalie Neumeyer - 1474-1497 Bias approximations for likelihood‐based estimators
by Ruby Chiu‐Hsing Weng & D. Stephen Coad
September 2021, Volume 48, Issue 3
- 729-760 Clustering with statistical error control
by Michael Vogt & Matthias Schmid - 761-789 Boosting multiplicative model combination
by Paolo Vidoni - 790-816 A framework for covariate balance using Bregman distances
by Kevin P. Josey & Elizabeth Juarez‐Colunga & Fan Yang & Debashis Ghosh - 817-844 Maximum likelihood estimation for totally positive log‐concave densities
by Elina Robeva & Bernd Sturmfels & Ngoc Tran & Caroline Uhler - 845-880 Multivariate extremes over a random number of observations
by Enkelejd Hashorva & Simone A. Padoan & Stefano Rizzelli - 881-907 On the identification of individual level pleiotropic, pure direct, and principal stratum direct effects without cross world assumptions
by Jaffer M. Zaidi & Tyler J. VanderWeele - 908-929 Models and inference for on–off data via clipped Ornstein–Uhlenbeck processes
by Emil Aas Stoltenberg & Nils Lid Hjort - 930-949 Accounting for model uncertainty in multiple imputation under complex sampling
by Gyuhyeong Goh & Jae Kwang Kim - 950-968 Schwartz‐type model selection for ergodic stochastic differential equation models
by Shoichi Eguchi & Yuma Uehara - 969-1000 Ordinal patterns in long‐range dependent time series
by Annika Betken & Jannis Buchsteiner & Herold Dehling & Ines Münker & Alexander Schnurr & Jeannette H.C. Woerner - 1001-1017 Nonparametric detection of changes over time in image data from fluorescence microscopy of living cells
by Kathrin Bissantz & Nicolai Bissantz & Katharina Proksch - 1018-1045 Identifying groups of determinants in Bayesian model averaging using Dirichlet process clustering
by Bettina Grün & Paul Hofmarcher - 1046-1067 Stable inverse probability weighting estimation for longitudinal studies
by Vahe Avagyan & Stijn Vansteelandt - 1068-1095 High‐dimensional robust inference for Cox regression models using desparsified Lasso
by Shengchun Kong & Zhuqing Yu & Xianyang Zhang & Guang Cheng
June 2021, Volume 48, Issue 2
- 371-374 4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019
by Natalie Neumeyer & Miguel A. Delgado & Lajos Horváth & Simos Meintanis & Emanuele Taufer & Lixing Zhu - 375-405 Multivariate analysis of variance and change points estimation for high‐dimensional longitudinal data
by Ping‐Shou Zhong & Jun Li & Piotr Kokoszka - 406-428 A test for Gaussianity in Hilbert spaces via the empirical characteristic functional
by Norbert Henze & María Dolores Jiménez‐Gamero - 429-455 On inference for modes under long memory
by Jan Beran & Klaus Telkmann - 456-501 Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces
by Philip Dörr & Bruno Ebner & Norbert Henze - 502-528 A goodness‐of‐fit test for the functional linear model with functional response
by Eduardo García‐Portugués & Javier Álvarez‐Liébana & Gonzalo Álvarez‐Pérez & Wenceslao González‐Manteiga - 529-548 Nonparametric volatility change detection
by Maria Mohr & Natalie Neumeyer - 549-576 Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach
by Xuehu Zhu & Jun Lu & Jun Zhang & Lixing Zhu