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June 2013, Volume 40, Issue 2
- 363-386 On Projection-type Estimators of Multivariate Isotonic Functions
by Abdelaati Daouia & Byeong U. Park
March 2013, Volume 40, Issue 1
- 1-1 Editorial
by Holger Rootzén & Mats Rudemo - 2-20 Quantile Regression Estimator for GARCH Models
by Sangyeol Lee & Jungsik Noh - 21-41 A Copula-Based Non-parametric Measure of Regression Dependence
by Holger Dette & Karl F. Siburg & Pavel A. Stoimenov - 42-62 Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions
by Reinaldo B. Arellano-Valle & Javier E. Contreras-Reyes & Marc G. Genton - 63-85 Objective Bayesian Analysis of Skew-t Distributions
by Marcia D'Elia Branco & Marc G. Genton & Brunero Liseo - 86-104 Leverage and Influence Diagnostics for Spatial Point Processes
by Adrian Baddeley & Ya-Mei Chang & Yong Song - 105-118 Quality of Fit Measures in the Framework of Quantile Regression
by Hohsuk Noh & Anouar El Ghouch & Ingrid Van Keilegom - 119-137 Decomposition of Variance for Spatial Cox Processes
by Abdollah Jalilian & Yongtao Guan & Rasmus Waagepetersen - 138-152 Testing the Equality of Covariance Operators in Functional Samples
by Stefan Fremdt & Josef G. Steinebach & Lajos Horváth & Piotr Kokoszka - 153-173 Non-Parametric Change-Point Tests for Long-Range Dependent Data
by Herold Dehling & Aeneas Rooch & Murad S. Taqqu - 174-189 Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence
by Yuri Goegebeur & Armelle Guillou
December 2012, Volume 39, Issue 4
- 591-617 Geometrically Corrected Second Order Analysis of Events on a Linear Network, with Applications to Ecology and Criminology
by Qi Wei Ang & Adrian Baddeley & Gopalan Nair - 618-634 A Sequential Point Process Model and Bayesian Inference for Spatial Point Patterns with Linear Structures
by Jesper Møller & Jakob Gulddahl Rasmussen - 635-644 Conditional Score Approach to Errors-in-Variable Current Status Data Under the Proportional Odds Model
by Chi-Chung Wen & Yi-Hau Chen - 645-662 Likelihood Ratio Type Two-Sample Tests for Current Status Data
by Piet Groeneboom - 663-680 Generalized Linear Latent Variable Models with Flexible Distribution of Latent Variables
by Irina Irincheeva & Eva Cantoni & Marc G. Genton - 681-694 Statistical Analysis of the Hirsch Index
by Luca Pratelli & Alberto Baccini & Lucio Barabesi & Marzia Marcheselli - 695-713 Near Optimal Prediction from Relevant Components
by Inge S. Helland & Solve Saebø & Ha˚Kon Tjelmeland - 714-728 Advantages of Variance Stabilization
by Stephan Morgenthaler & Robert G. Staudte - 729-742 Comparing Normal Random Samples, with Uncertainty About the Priors and Utilities
by Nicholas T. Longford - 743-756 Objective Bayes Factors for Gaussian Directed Acyclic Graphical Models
by Guido Consonni & Luca La Rocca - 757-771 Estimation of Correlation for Continuous Semimartingales
by Mathias Vetter - 772-783 Parametric Inference in Stationary Time Series Models with Dependent Errors
by Xiaofeng Shao - 784-797 Outliers and Patterns of Outliers in Contingency Tables with Algebraic Statistics
by Fabio Rapallo - 798-812 Adaptive Multiple Importance Sampling
by Jean-Marie Cornuet & Jean-Michel Marin & Antonietta Mira & Christian P. Robert - 813-829 On Sampling with Prescribed Second-order Inclusion Probabilities
by Lennart Bondesson - 830-838 Negative Dependence in Sampling
by Petter Brändén & Johan Jonasson
September 2012, Volume 39, Issue 3
- 399-415 Clustering Gene Expression Data using a Posterior Split-Merge-Birth Procedure
by Erlandson F. Saraiva & Luis A. Milan - 416-443 Takacs–Fiksel Method for Stationary Marked Gibbs Point Processes
by Jean-Franois Coeurjolly & David Dereudre & Rémy Drouilhet & Frédéric Lavancier - 444-460 A Class of Normalized Random Measures with an Exact Predictive Sampling Scheme
by Lorenzo Trippa & Stefano Favaro - 461-479 Estimating Archimedean Copulas in High Dimensions
by Christian Hering & Ulrich Stadtmüller - 480-496 A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas
by Ivan Kojadinovic & Jun Yan - 497-514 Testing for Bivariate Extreme Dependence Using Kendall's Process
by Jean-François Quessy - 515-527 Orthogonalized Residuals for Estimation of Marginally Specified Association Parameters in Multivariate Binary Data
by Bahjat F. Qaqish & Richard C. Zink & John S. Preisser - 528-542 Model-Based Non-parametric Variance Estimation for Systematic Sampling
by Jean D. Opsomer & Mario Francisco-Fernández & Xiaoxi Li - 543-553 Simultaneous Confidence Bands for Linear Regression with Covariates Constrained in Intervals
by Wei Liu & Pascal Ah-Kine & Sanyu Zhou - 554-567 Checking the Short-Term and Long-Term Hazard Ratio Model for Survival Data
by Song Yang & Yichuan Zhao - 568-589 Inference for Box–Cox Transformed Threshold GARCH Models with Nuisance Parameters
by Sangyeol Lee & Taewook Lee
June 2012, Volume 39, Issue 2
- 185-204 The Current Duration Approach to Estimating Time to Pregnancy
by Niels Keiding & Oluf K. Højbjerg Hansen & Ditte Nørbo Sørensen & Rémy Slama - 205-206 Discussion of ‘The Current Duration Approach to Estimating Time to Pregnancy’
by Odd O. Aalen - 207-209 Discussion of ‘The Current Duration Approach to Estimating Time to Pregnancy’
by Philip Hougaard - 210-213 Reply to the Comments by Drs Aalen and Hougaard on ‘The Current Duration Approach to Estimating Time to Pregnancy’ by Niels Keiding et al
by Niels Keiding & Oluf K. Højbjerg Hansen & Ditte Nørbo Sørensen & Rémy Slama - 214-235 Regularized Posteriors in Linear Ill-Posed Inverse Problems
by Jean-Pierre Florens & Anna Simoni - 236-247 A Matching Prior for the Shape Parameter of the Skew-Normal Distribution
by Stefano Cabras & Walter Racugno & María Eugenia Castellanos & Laura Ventura - 248-258 Regression Analysis of Longitudinal Data with Time-Dependent Covariates and Informative Observation Times
by Xinyuan Song & Xiaoyun Mu & Liuquan Sun - 259-281 Estimating the Conditional Error Distribution in Non-parametric Regression
by Sebastian Kiwitt & Natalie Neumeyer - 282-304 A Convolution Estimator for the Density of Nonlinear Regression Observations
by Bård Støve & Dag Tjøstheim - 305-322 Model Checks in Inverse Regression Models with Convolution-Type Operators
by Nicolai Bissantz & Holger Dette & Katharina Proksch - 323-339 Scale Checks in Censored Regression
by Holger Dette & Cedric Heuchenne - 340-357 Confidence Regions for Means of Random Sets Using Oriented Distance Functions
by Hanna Jankowski & Larissa Stanberry - 358-381 Two-Sample Test Against One-Sided Alternatives
by Teresa Ledwina & Grzegorz Wyłupek - 382-397 False Discovery Rate Control of Step-Up-Down Tests with Special Emphasis on the Asymptotically Optimal Rejection Curve
by Helmut Finner & Veronika Gontscharuk & Thorsten Dickhaus
March 2012, Volume 39, Issue 1
- 1-14 A Statistical Analysis of Probabilistic Counting Algorithms
by Peter Clifford & Ioana A. Cosma - 15-33 Smooth Plug‐in Inverse Estimators in the Current Status Continuous Mark Model
by Piet Groeneboom & Geurt Jongbloed & Birgit I. Witte - 34-52 Estimation of Stratified Mark‐Specific Proportional Hazards Models with Missing Marks
by Yanqing Sun & Peter B. Gilbert - 53-74 Coverage Properties of Confidence Intervals for Generalized Additive Model Components
by Giampiero Marra & Simon N. Wood - 75-96 Polynomial Histograms for Multivariate Density and Mode Estimation
by Junmei Jing & Inge Koch & Kanta Naito - 97-115 Performance of Robust GCV and Modified GCV for Spline Smoothing
by Mark A. Lukas & Frank R. De Hoog & Robert S. Anderssen - 116-130 Iterative Bias Correction of the Cross‐Validation Criterion
by Hirokazu Yanagihara & Hironori Fujisawa - 131-152 A General Statistical Framework for Multistage Designs
by Maria Grünewald & Ola Hössjer - 153-165 Average Collapsibility of Distribution Dependence and Quantile Regression Coefficients
by P. Vellaisamy - 166-184 Rubbery Polya Tree
by Luis E. Nieto‐Barajas & Peter Müller
December 2011, Volume 38, Issue 4
- 617-630 Residual Analysis for Inhomogeneous Neyman–Scott Processes
by Abdollah H. Jalilian & Mohammad Q. Vahidi‐Asl - 631-649 On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives
by Feng Chen & Paul S. F. Yip & K. F. Lam - 650-665 Generalized Additive Models for Zero‐Inflated Data with Partial Constraints
by Hai Liu & Kung‐Sik Chan - 666-690 Choosing Priors for Constrained Analysis of Variance: Methods Based on Training Data
by Floryt Van Wesel & Herbert Hoijtink & Irene Klugkist - 691-711 Bayesian Robustness Modelling of Location and Scale Parameters
by Jose Ailton Alencar Andrade & Anthony O'Hagan - 712-725 Simultaneous Credible Bands for Latent Gaussian Models
by Sigrunn H. Sørbye & Håvard Rue - 726-747 Non‐stationary Cross‐Covariance Models for Multivariate Processes on a Globe
by Mikyoung Jun - 748-765 Central Limit Theorems for the Non‐Parametric Estimation of Time‐Changed Lévy Models
by José E. Figueroa‐López - 766-780 Estimation of a Conditional Copula and Association Measures
by Noël Veraverbeke & Marek Omelka & Irène Gijbels - 781-787 Empirical Likelihood Intervals for Conditional Value‐at‐Risk in Heteroscedastic Regression Models
by Zhouping Li & Yun Gong & Liang Peng - 788-800 Inference on Polychotomous Responses in Finite Populations
by Sumanta Adhya & Tathagata Banerjee & Gaurangadeb Chattopadhyay
September 2011, Volume 38, Issue 3
- 393-408 Image‐Based Empirical Importance Sampling: An Efficient Way of Estimating Intensities
by Linda V. Hansen & Markus Kiderlen & Eva B. Vedel Jensen - 409-423 The Additive Risk Model for Estimation of Effect of Haplotype Match in BMT Studies
by Thomas H. Scheike & Torben Martinussen & Mei‐Jie Zhang - 424-446 Inference on 3D Procrustes Means: Tree Bole Growth, Rank Deficient Diffusion Tensors and Perturbation Models
by Stephan Huckemann - 447-465 Quasi‐Symmetric Graphical Log‐Linear Models
by Anna Gottard & Giovanni Maria Marchetti & Alan Agresti - 466-479 The Loss Rank Criterion for Variable Selection in Linear Regression Analysis
by Minh‐Ngoc Tran - 480-498 Supervised Classification for a Family of Gaussian Functional Models
by Amparo Baíllo & Antonio Cuevas & Juan Antonio Cuesta‐Albertos - 499-513 A Method for Bayesian Monotonic Multiple Regression
by Olli Saarela & Elja Arjas - 514-528 Approximate Bayesian Inference for Survival Models
by Sara Martino & Rupali Akerkar & Håvard Rue - 529-550 A Graphical Diagnostic for Identifying Influential Model Choices in Bayesian Hierarchical Models
by Ida Scheel & Peter J. Green & Jonathan C. Rougier - 551-563 Controlled Direct and Mediated Effects: Definition, Identification and Bounds
by Tyler J. Vanderweele - 564-577 Statistical Analysis of ‘Probabilities of Causation’ Using Co‐variate Information
by Manabu Kuroki & Zhihong Cai - 578-599 Inference for Epidemics with Three Levels of Mixing: Methodology and Application to a Measles Outbreak
by Tom Britton & Theodore Kypraios & Philip D. O'Neill - 600-616 Bayesian Inference for Contact Networks Given Epidemic Data
by Chris Groendyke & David Welch & David R. Hunter
June 2011, Volume 38, Issue 2
- 185-194 On Future Directions in Statistical Methodologies – Some Speculations
by Elja Arjas - 195-196 Reflections on Future Directions
by Ulf Grenander - 197-214 Estimation for High‐Dimensional Linear Mixed‐Effects Models Using ℓ 1 ‐Penalization
by Jürg Schelldorfer & Peter Bühlmann & Sara Van De Geer - 215-236 The Double Gaussian Approximation for High Frequency Data
by Per A. Mykland & Lan Zhang - 237-251 Measurement Error Correction by Exploiting Gene–Environment Independence in Family‐Based Case–Control Studies
by Annamaria Guolo - 252-267 Buckley–James Type Estimator for Censored Data with Covariates Missing by Design
by Menggang Yu - 268-287 Choice of Estimators Based on Different Observations: Modified AIC and LCV Criteria
by Benoit Liquet & Daniel Commenges - 288-310 Goodness‐of‐Fit based on Downsampling with Applications to Linear Drift Diffusions
by Julie L. Forman & Bo Markussen & Helle Sørensen - 311-331 On the Product of Inverse Wishart and Normal Distributions with Applications to Discriminant Analysis and Portfolio Theory
by Taras Bodnar & Yarema Okhrin - 332-341 On the Optimality of Multivariate S‐Estimators
by Christophe Croux & Catherine Dehon & Abdelilah Yadine - 342-358 On the Flexibility of Metropolis–Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation
by Geir Storvik - 359-376 On a Class of Random Probability Measures with General Predictive Structure
by Stefano Favaro & Igor Prünster & Stephen G. Walker - 377-392 An Extension of Sampford's Method for Unequal Probability Sampling
by Lennart Bondesson & Anton Grafström
March 2011, Volume 38, Issue 1
- 1-22 Inference for Lévy‐Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
by Ajay Jasra & David A. Stephens & Arnaud Doucet & Theodoros Tsagaris - 23-45 Efficient Covariance Estimation for Asynchronous Noisy High‐Frequency Data
by Markus Bibinger - 46-62 Efficient Estimation of an Additive Quantile Regression Model
by Yebin Cheng & Jan G. De Gooijer & Dawit Zerom - 63-88 Comparing Conditional Quantile Curves
by Holger Dette & Jens Wagener & Stanislav Volgushev - 89-107 Series Estimation in Partially Linear In‐Slide Regression Models
by Jinhong You & Xian Zhou & Yong Zhou - 108-129 Estimators Based on Data‐Driven Generalized Weighted Cramér‐von Mises Distances under Censoring – with Applications to Mixture Models
by Eric Beutner & Laurent Bordes - 130-146 Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means
by Ximing Wu & Suojin Wang - 147-168 Testing for Equivalence of Means under Heteroskedasticity by an Approximate Solution of a Partial Differential Equation of Infinite Order
by Martin Bachmaier - 169-184 ROC Curves in Non‐Parametric Location‐Scale Regression Models
by Wenceslao González‐Manteiga & Juan Carlos Pardo‐Fernández & Ingrid Van Keilegom
December 2010, Volume 37, Issue 4
- 531-552 The Dantzig Selector in Cox's Proportional Hazards Model
by Anestis Antoniadis & Piotr Fryzlewicz & Frédérique Letué - 553-567 A Class of Convolution‐Based Models for Spatio‐Temporal Processes with Non‐Separable Covariance Structure
by Alexandre Rodrigues & Peter J. Diggle - 568-587 Two‐Sample Bootstrap Hypothesis Tests for Three‐Dimensional Labelled Landmark Data
by Simon P. Preston & Andrew T. A. Wood - 588-611 Influence Functions for Dimension Reduction Methods: An Example Influence Study of Principal Hessian Direction Analysis
by Luke A. Prendergast & Jodie A. Smith - 612-631 On the Bumpy Road to the Dominant Mode
by Hua Zhou & Kenneth L. Lange - 632-643 Flat and Multimodal Likelihoods and Model Lack of Fit in Curved Exponential Families
by Rolf Sundberg - 644-663 Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
by Liugen Xue - 664-679 Optimal Composite Markers for Time‐Dependent Receiver Operating Characteristic Curves with Censored Survival Data
by Hung Hung & Chin‐Tsang Chiang - 680-700 Inverse Probability of Censoring Weighted U‐statistics for Right‐Censored Data with an Application to Testing Hypotheses
by Somnath Datta & Dipankar Bandyopadhyay & Glen A. Satten - 701-714 Goodness‐of‐Fit Tests for Bivariate and Multivariate Skew‐Normal Distributions
by Simos G. Meintanis & Zdeněk Hlávka
September 2010, Volume 37, Issue 3
- 355-364 Asymptotics for the Hirsch Index
by Jan Beirlant & John H. J. Einmahl - 365-381 Likelihood Inference for Unions of Interacting Discs
by Jesper Møller & Kateřina Helisová - 382-402 Count Data Models with Correlated Unobserved Heterogeneity
by Stefan Boes - 403-421 A Model Validation Procedure when Covariate Data are Missing at Random
by Lei Jin & Suojin Wang - 422-441 Goodness‐of‐Fit Test for Monotone Functions
by Cécile Durot & Laurence Reboul - 442-457 On Variance Components in Semiparametric Mixed Models for Longitudinal Data
by Zaixing Li & Lixing Zhu - 458-476 A Non‐Parametric Estimator of the Spectral Density of a Continuous‐Time Gaussian Process Observed at Random Times
by Jean‐Marc Bardet & Pierre R. Bertrand - 477-495 Weak Convergence of the Regularization Path in Penalized M‐Estimation
by Jean‐Francois Germain & Francois Roueff - 496-513 Transformation and Smoothing in Sample Survey Data
by Yanyuan Ma & Alan H. Welsh - 514-530 Conditional and Restricted Pareto Sampling: Two New Methods for Unequal Probability Sampling
by Lennart Bondesson
June 2010, Volume 37, Issue 2
- 179-199 Biases and Uncertainty in Climate Projections
by Christoph M. Buser & Hans R. Künsch & Alain Weber - 200-220 Parameter Estimation for a Bidimensional Partially Observed Ornstein–Uhlenbeck Process with Biological Application
by Benjamin Favetto & Adeline Samson - 221-236 Some General Comparative Points on Chao's and Zelterman's Estimators of the Population Size
by Dankmar Böhning - 237-252 Robust Estimation for Zero‐Inflated Poisson Regression
by Daniel B. Hall & Jing Shen - 253-263 An Orthogonality‐Based Estimation of Moments for Linear Mixed Models
by Ping Wu & Li Xing Zhu - 264-285 Disagreement Loop and Path Creation/Annihilation Algorithms for Binary Planar Markov Fields with Applications to Image Segmentation
by Tomasz Schreiber & Marie‐Colette Van Lieshout - 286-306 On the Validity of the Bootstrap in Non‐Parametric Functional Regression
by Frédéric Ferraty & Ingrid Van Keilegom & Philippe Vieu - 307-320 Bias Reduction of Likelihood Estimators in Semiparametric Frailty Models
by Il Do Ha & Maengseok Noh & Youngjo Lee - 321-337 Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion
by Sylvain Sardy & Paul Tseng - 338-354 A Spline‐Based Semiparametric Maximum Likelihood Estimation Method for the Cox Model with Interval‐Censored Data
by Ying Zhang & Lei Hua & Jian Huang
March 2010, Volume 37, Issue 1
- 1-1 Editorial
by Juha Alho & Paavo Salminen - 2-25 Structured Spatio‐Temporal Shot‐Noise Cox Point Process Models, with a View to Modelling Forest Fires
by Jesper Møller & Carlos Díaz‐Avalos - 26-46 Polynomial Spline Estimation for a Generalized Additive Coefficient Model
by Lan Xue & Hua Liang - 47-66 On the Estimation of Integrated Covariance Functions of Stationary Random Fields
by Ursa Pantle & Volker Schmidt & Evgeny Spodarev - 67-90 Stochastic Differential Mixed‐Effects Models
by Umberto Picchini & Andrea De Gaetano & Susanne Ditlevsen - 91-108 Semiparametric Density Deconvolution
by Martin L. Hazelton & Berwin A. Turlach - 109-125 On Bias Reduction in Robust Inference for Generalized Linear Models
by Wasimul Bari & Brajendra C. Sutradhar - 126-146 Estimating Optimal Dynamic Regimes: Correcting Bias under the Null
by Erica E. M. Moodie & Thomas S. Richardson - 147-165 New Tests of Spatial Segregation Based on Nearest Neighbour Contingency Tables
by Elvan Ceyhan - 166-175 Krylov Sequences as a Tool for Analysing Iterated Regression Algorithms
by Anders Björkström
December 2009, Volume 36, Issue 4
- 577-601 Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection
by Sylvain Sardy - 602-619 Covariate Selection for the Semiparametric Additive Risk Model
by Torben Martinussen & Thomas H. Scheike - 620-635 Variable Selection for Panel Count Data via Non‐Concave Penalized Estimating Function
by Xingwei Tong & Xin He & Liuquan Sun & Jianguo Sun - 636-648 Accelerated Recurrence Time Models
by Yijian Huang & Limin Peng - 649-670 Non‐parametric Tests for Recurrent Events under Competing Risks
by Jean‐Yves Dauxois & Sophie Sencey - 671-685 Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random
by Liugen Xue - 686-712 Diagnostic Measures for Generalized Linear Models with Missing Covariates
by Hongtu Zhu & Joseph G. Ibrahim & Xiaoyan Shi - 713-734 Estimation and Inference Based on Neumann Series Approximation to Locally Efficient Score in Missing Data Problems
by Hua Yun Chen - 735-748 Improved Prediction Intervals and Distribution Functions
by Paolo Vidoni - 749-763 Log‐density Deconvolution by Wavelet Thresholding
by Jérémie Bigot & Sébastien Van Bellegem - 764-781 End‐Point Estimation for Decreasing Densities: Asymptotic Behaviour of the Penalized Likelihood Ratio
by Jayanta Kumar Pal - 782-799 Goodness‐of‐Fit Tests for Multiplicative Models with Dependent Data
by Holger Dette & Juan Carlos Pardo‐Fernández & Ingrid Van Keilegom - 800-821 Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes
by Marios Sergides & Efstathios Paparoditis - 822-838 Extensions of a Conflict Measure of Inconsistencies in Bayesian Hierarchical Models
by Jørund Gåsemyr & Bent Natvig - 839-853 Hybrid Samplers for Ill‐Posed Inverse Problems
by RADU HERBEI & IAN W. McKEAGUE
September 2009, Volume 36, Issue 3
- 369-388 Single‐Index Additive Vector Autoregressive Time Series Models
by Yehua Li & Marc G. Genton - 389-412 Local Power Analyses of Goodness‐of‐fit Tests for Copulas
by Daniel Berg & Jean‐François Quessy - 413-432 Empirical Likelihood for Non‐Smooth Criterion Functions
by Elisa M. Molanes Lopez & Ingrid Van Keilegom & Noël Veraverbeke - 433-443 Empirical Likelihood‐Based Inferences for Generalized Partially Linear Models
by Hua Liang & Yongsong Qin & Xinyu Zhang & David Ruppert - 444-462 Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood
by Yanqing Sun & Rajeshwari Sundaram & Yichuan Zhao - 463-480 Simpson's Paradox in Survival Models
by Clelia Di Serio & Yosef Rinott & Marco Scarsini - 481-500 Marginal Regression Analysis for Semi‐Competing Risks Data Under Dependent Censoring
by A. Adam Ding & Guangkai Shi & Weijing Wang & Jin‐Jian Hsieh - 501-517 Generalized Augmentation to Control the False Discovery Exceedance in Multiple Testing
by Alessio Farcomeni - 518-541 Change‐Point Tests for the Error Distribution in Non‐parametric Regression
by Natalie Neumeyer & Ingrid Van Keilegom - 542-558 An Optimal Retrospective Change Point Detection Policy
by Albert Vexler & Chengqing Wu - 559-576 Parameterizations and Fitting of Bi‐directed Graph Models to Categorical Data
by Monia Lupparelli & Giovanni M. Marchetti & Wicher P. Bergsma
June 2009, Volume 36, Issue 2
- 185-203 Collapsibility for Directed Acyclic Graphs
by Xianchao Xie & Zhi Geng - 204-228 Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
by Natalie Neumeyer - 229-247 Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models
by Wangli Xu & Lixing Zhu - 248-269 An Adaptive Two‐stage Estimation Method for Additive Models
by Lu Lin & Xia Cui & Lixing Zhu - 270-296 Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
by Cecilia Mancini - 297-319 Bayesian Semiparametric Modelling in Quantile Regression
by Athanasios Kottas & Milovan Krnjajić - 320-336 Posterior Predictive p‐values in Bayesian Hierarchical Models
by Gunnhildur Högnadóttir Steinbakk & Geir Olve Storvik - 337-354 Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions
by ROSS McVINISH & JUDITH ROUSSEAU & KERRIE MENGERSEN - 355-369 Empirical Bayes Estimation of Small Area Means under a Nested Error Linear Regression Model with Measurement Errors in the Covariates
by Mahmoud Torabi & Gauri S. Datta & J. N. K. Rao
March 2009, Volume 36, Issue 1
- 1-22 Approximate Bayesian Inference in Spatial Generalized Linear Mixed Models
by Jo Eidsvik & Sara Martino & Håvard Rue - 23-41 The Multi‐scale Marked Area‐interaction Point Process: A Model for the Spatial Pattern of Trees
by Nicolas Picard & Avner Bar‐Hen & Frédéric Mortier & Joël Chadœuf - 42-59 Models for Dependent Extremes Using Stable Mixtures
by Anne‐Laure Fougères & John P. Nolan & Holger Rootzén - 60-75 Parametric Estimation Procedures in Multivariate Generalized Pareto Models
by René Michel - 76-97 Posterior Analysis for Normalized Random Measures with Independent Increments
by Lancelot F. James & Antonio Lijoi & Igor Prünster - 98-111 Saddlepoint‐Based Bootstrap Inference for Quadratic Estimating Equations
by Robert L. Paige & A. Alexandre Trindade & P. Harshini Fernando - 112-126 Variance Reduction in Smoothing Splines
by Robert L. Paige & Shan Sun & Keyi Wang - 127-140 Kernel Likelihood Inference for Time Series
by Carlo Grillenzoni - 141-156 Cressie–Read Power‐Divergence Statistics for Non‐Gaussian Vector Stationary Processes
by Hiroaki Ogata & Masanobu Taniguchi - 157-170 Normal Mixture Quasi‐maximum Likelihood Estimator for GARCH Models
by Taewook Lee & Sangyeol Lee - 171-184 Strong Consistency of the Maximum Likelihood Estimator for Finite Mixtures of Location–Scale Distributions When Penalty is Imposed on the Ratios of the Scale Parameters
by Kentaro Tanaka
December 2008, Volume 35, Issue 4
- 577-596 Simplex Mixed‐Effects Models for Longitudinal Proportional Data
by Zhenguo Qiu & Peter X.‐K. Song & Ming Tan - 597-612 On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data
by Brajendra C. Sutradhar & Vandna Jowaheer & Gary Sneddon - 613-628 Non‐parametric Maximum Likelihood Estimation for Cox Regression with Subject‐Specific Measurement Error
by C. Y. Wang