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Content
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 - 577-609 Detecting early or late changes in linear models with heteroscedastic errors
by Lajos Horváth & Curtis Miller & Gregory Rice - 610-654 Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models
by Monika Bours & Ansgar Steland - 655-688 A new lack‐of‐fit test for quantile regression with censored data
by Mercedes Conde‐Amboage & Ingrid Van Keilegom & Wenceslao González‐Manteiga - 689-707 Preliminary test estimation in uniformly locally asymptotically normal models
by Davy Paindaveine & Joséa Rasoafaraniaina & Thomas Verdebout - 708-728 Asymptotic theory for statistics based on cumulant vectors with applications
by Sreenivasa Rao Jammalamadaka & Emanuele Taufer & György H. Terdik
March 2021, Volume 48, Issue 1
- 1-24 A generalized semiparametric regression and its efficient estimation
by Lu Lin & Lili Liu & Xia Cui & Kangning Wang - 25-41 A calibrated imputation method for secondary data analysis of survey data
by Damião N. Da Silva & Li‐Chun Zhang - 42-67 The predictive distributions of thinning‐based count processes
by Yang Lu - 68-86 A dynamic model for double‐bounded time series with chaotic‐driven conditional averages
by Guilherme Pumi & Taiane Schaedler Prass & Rafael Rigão Souza - 87-107 Adaptive estimating function inference for nonstationary determinantal point processes
by Frédéric Lavancier & Arnaud Poinas & Rasmus Waagepetersen - 108-131 Inference under pivotal sampling: Properties, variance estimation, and application to tesselation for spatial sampling
by Guillaume Chauvet & Ronan Le Gleut - 132-163 Estimation of causal continuous‐time autoregressive moving average random fields
by Claudia Klüppelberg & Viet Son Pham - 164-187 Fast tensorial JADE
by Joni Virta & Niko Lietzén & Pauliina Ilmonen & Klaus Nordhausen - 188-211 Identifiability and estimation of recursive max‐linear models
by Nadine Gissibl & Claudia Klüppelberg & Steffen Lauritzen - 212-245 Non‐Gaussian geostatistical modeling using (skew) t processes
by Moreno Bevilacqua & Christian Caamaño‐Carrillo & Reinaldo B. Arellano‐Valle & Víctor Morales‐Oñate - 246-274 Inference for longitudinal data from complex sampling surveys: An approach based on quadratic inference functions
by Laura Dumitrescu & Wei Qian & J. N. K. Rao - 275-294 Grenander functionals and Cauchy's formula
by Piet Groeneboom - 295-320 Bayesian variable selection for multioutcome models through shared shrinkage
by Debamita Kundu & Riten Mitra & Jeremy T. Gaskins - 321-348 Max‐infinitely divisible models and inference for spatial extremes
by Raphaël Huser & Thomas Opitz & Emeric Thibaud - 349-370 Feature screening for case‐cohort studies with failure time outcome
by Jing Zhang & Haibo Zhou & Yanyan Liu & Jianwen Cai
December 2020, Volume 47, Issue 4
- 1035-1063 Failure time studies with intermittent observation and losses to follow‐up
by Richard J. Cook & Jerald F. Lawless - 1064-1089 Hypothesis testing for quantitative trait locus effects in both location and scale in genetic backcross studies
by Guanfu Liu & Pengfei Li & Yukun Liu & Xiaolong Pu - 1090-1113 Computationally efficient familywise error rate control in genome‐wide association studies using score tests for generalized linear models
by Kari Krizak Halle & Øyvind Bakke & Srdjan Djurovic & Anja Bye & Einar Ryeng & Ulrik Wisløff & Ole A. Andreassen & Mette Langaas - 1114-1148 Post hoc false positive control for structured hypotheses
by Guillermo Durand & Gilles Blanchard & Pierre Neuvial & Etienne Roquain - 1149-1170 Statistical inference for multiple change‐point models
by Wu Wang & Xuming He & Zhongyi Zhu - 1171-1191 Variable screening for survival data in the presence of heterogeneous censoring
by Jinfeng Xu & Wai Keung Li & Zhiliang Ying - 1192-1221 A study on the least squares estimator of multivariate isotonic regression function
by Pramita Bagchi & Subhra Sankar Dhar - 1222-1242 Stratified proportional subdistribution hazards model with covariate‐adjusted censoring weight for case‐cohort studies
by Soyoung Kim & Yayun Xu & Mei‐Jie Zhang & Kwang‐Woo Ahn - 1243-1274 Multiscale change point detection for dependent data
by Holger Dette & Theresa Eckle & Mathias Vetter - 1275-1306 Linear censored quantile regression: A novel minimum‐distance approach
by Mickaël De Backer & Anouar El Ghouch & Ingrid Van Keilegom - 1307-1338 Local quadratic estimation of the curvature in a functional single index model
by Zi Ye & Giles Hooker - 1339-1376 Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo
by Matti Vihola & Jouni Helske & Jordan Franks - 1377-1400 Pseudo likelihood‐based estimation and testing of missingness mechanism function in nonignorable missing data problems
by Xuerong Chen & Guoqing Diao & Jing Qin - 1401-1464 Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations
by Mohamed Ben Alaya & Ahmed Kebaier & Ngoc Khue Tran
September 2020, Volume 47, Issue 3
- 609-637 Maximum likelihood drift estimation for a threshold diffusion
by Antoine Lejay & Paolo Pigato - 638-661 Stochastic functional estimates in longitudinal models with interval‐censored anchoring events
by Chenghao Chu & Ying Zhang & Wanzhu Tu - 662-689 Concordance‐based estimation approaches for the optimal sufficient dimension reduction score
by Shao‐Hsuan Wang & Chin‐Tsang Chiang - 690-710 On aggregation of strongly dependent time series
by Jan Beran & Haiyan Liu & Sucharita Ghosh - 711-756 The null hypothesis of (common) jumps in case of irregular and asynchronous observations
by Ole Martin & Mathias Vetter - 757-786 Combined multiple testing of multivariate survival times by censored empirical likelihood
by Judith H. Parkinson - 787-816 An autoregressive model based on the generalized hyperbolic distribution
by Henri Karttunen - 817-838 Confidence intervals for variance component ratios in unbalanced linear mixed models
by Mahesh N. Fernando & Ronald W. Butler - 839-861 Asymptotic theory and inference of predictive mean matching imputation using a superpopulation model framework
by Shu Yang & Jae Kwang Kim - 862-898 Efficient volatility estimation in a two‐factor model
by Olivier Féron & Pierre Gruet & Marc Hoffmann - 899-921 Geometric consistency of principal component scores for high‐dimensional mixture models and its application
by Kazuyoshi Yata & Makoto Aoshima - 922-949 Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization
by Laurent Gardes & Stéphane Girard & Gilles Stupfler - 950-967 Implementing Monte Carlo tests with p‐value buckets
by Axel Gandy & Georg Hahn & Dong Ding - 968-989 Asymptotic normality of generalized maximum spacing estimators for multivariate observations
by Kristi Kuljus & Bo Ranneby - 990-1010 Conditional covariance penalties for mixed models
by Benjamin Säfken & Thomas Kneib - 1011-1034 Orientation relationship in finite dimensional space
by Jayant Jha & Atanu Biswas
June 2020, Volume 47, Issue 2
- 279-346 Contrast function estimation for the drift parameter of ergodic jump diffusion process
by Chiara Amorino & Arnaud Gloter - 347-360 Outlier detection in contingency tables using decomposable graphical models
by Mads Lindskou & Poul Svante Eriksen & Torben Tvedebrink - 361-396 Parallelizing particle filters with butterfly interactions
by Kari Heine & Nick Whiteley & A.Taylan Cemgil - 397-424 How to ask sensitive multiple‐choice questions
by Andreas Lagerås & Mathias Lindholm - 425-463 Change‐point detection in a linear model by adaptive fused quantile method
by Gabriela Ciuperca & Matúš Maciak - 464-492 Decompounding discrete distributions: A nonparametric Bayesian approach
by Shota Gugushvili & Ester Mariucci & Frank van der Meulen - 493-515 Linear hypothesis testing for weighted functional data with applications
by Łukasz Smaga & Jin‐Ting Zhang - 516-554 Consistent procedures for multiclass classification of discrete diffusion paths
by Christophe Denis & Charlotte Dion & Miguel Martinez - 555-571 Semiparametric multiparameter regression survival modeling
by Kevin Burke & Frank Eriksson & C. B. Pipper - 572-586 Dynamic inference for non‐Markov transition probabilities under random right censoring
by Dennis Dobler & Andrew Titman - 587-607 Variable selection and estimation for high‐dimensional spatial autoregressive models
by Liqian Cai & Tapabrata Maiti
March 2020, Volume 47, Issue 1
- 1-35 Constructing likelihood functions for interval‐valued random variables
by X. Zhang & B. Beranger & S. A. Sisson - 36-55 Confidence intervals for extreme Pareto‐type quantiles
by Sven Buitendag & Jan Beirlant & Tertius de Wet - 56-83 Estimation of the marginal expected shortfall under asymptotic independence
by Juan‐Juan Cai & Eni Musta - 84-103 Novel criteria to exclude the surrogate paradox and their optimalities
by Yunjian Yin & Lan Liu & Zhi Geng & Peng Luo - 104-133 Estimation of cyclic long‐memory parameters
by Huda Mohammed Alomari & Antoine Ayache & Myriam Fradon & Andriy Olenko - 134-155 Dimension reduction for the conditional mean and variance functions in time series
by Jin‐Hong Park & S. Yaser Samadi - 156-181 Degree‐based goodness‐of‐fit tests for heterogeneous random graph models: Independent and exchangeable cases
by Sarah Ouadah & Stéphane Robin & Pierre Latouche - 182-195 Local Whittle likelihood approach for generalized divergence
by Yujie Xue & Masanobu Taniguchi - 196-211 Exact dimensionality selection for Bayesian PCA
by Charles Bouveyron & Pierre Latouche & Pierre‐Alexandre Mattei - 212-249 Inferactive data analysis
by Nan Bi & Jelena Markovic & Lucy Xia & Jonathan Taylor - 250-278 Multiple‐output quantile regression through optimal quantization
by Isabelle Charlier & Davy Paindaveine & Jérôme Saracco
December 2019, Volume 46, Issue 4
- 955-986 Identifiability of two‐component skew normal mixtures with one known component
by Shantanu Jain & Michael Levine & Predrag Radivojac & Michael W. Trosset - 987-1002 Scalable statistical inference for averaged implicit stochastic gradient descent
by Yixin Fang - 1003-1024 Empirical likelihood and Wilks phenomenon for data with nonignorable missing values
by Puying Zhao & Lei Wang & Jun Shao - 1025-1046 Adaptively transformed mixed‐model prediction of general finite‐population parameters
by Shonosuke Sugasawa & Tatsuya Kubokawa - 1047-1071 Small‐sphere distributions for directional data with application to medical imaging
by Byungwon Kim & Stephan Huckemann & Jörn Schulz & Sungkyu Jung - 1072-1097 Time‐change models for asymmetric processes
by Pierre Ailliot & Bernard Delyon & Valérie Monbet & Marc Prevosto - 1098-1116 Modeling spatial overdispersion via the generalized Waring point process
by Mimoza Zografi & Evdokia Xekalaki - 1117-1140 Focused information criteria for copulas
by Vinnie Ko & Nils Lid Hjort & Ingrid Hobæk Haff