# Springer

&

The Institute of Statistical Mathematics

# Annals of the Institute of Statistical Mathematics

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### 2012, Volume 64, Issue 5

**991-1007 Some problems in nonparametric inference for the stress release process related to the local time***by*Takayuki Fujii & Yoichi Nishiyama**1009-1044 Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation***by*Masashi Sugiyama & Taiji Suzuki & Takafumi Kanamori**1045-1070 Testing for a constant coefficient of variation in nonparametric regression by empirical processes***by*Holger Dette & Mareen Marchlewski & Jens Wagener**1071-1085 Asymptotic conditional distribution of exceedance counts: fragility index with different margins***by*Michael Falk & Diana Tichy**1087-1087 Erratum to: A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations***by*Solomon Harrar & Arne Bathke

### 2012, Volume 64, Issue 4

**687-714 Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds***by*Abhishek Bhattacharya & David Dunson**715-736 Optimal inferences for proportional hazards model with parametric covariate transformations***by*Chunpeng Fan & Jason Fine & Jong-Hyeon Jeong**737-750 Selection models under generalized symmetry settings***by*Adelchi Azzalini**751-764 The efficiency of the second-order nonlinear least squares estimator and its extension***by*Mijeong Kim & Yanyuan Ma**765-790 Empirical likelihood for conditional quantile with left-truncated and dependent data***by*Han-Ying Liang & Jacobo Uña-Álvarez**791-809 Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty***by*Stéphane Chrétien & Alfred Hero & Hervé Perdry**811-834 Tests of symmetry for bivariate copulas***by*Christian Genest & Johanna Nešlehová & Jean-François Quessy**835-856 Estimation and model selection in a class of semiparametric models for cluster data***by*Yan Sun & Jialiang Li & Wenyang Zhang**857-879 Some properties of skew-symmetric distributions***by*Adelchi Azzalini & Giuliana Regoli

### 2012, Volume 64, Issue 3

**457-474 Random partitioning over a sparse contingency table***by*Nobuaki Hoshino**475-493 Instrumental variable approach to covariate measurement error in generalized linear models***by*Taraneh Abarin & Liqun Wang**495-519 Isoseparation and robustness in parametric Bayesian inference***by*Jim Smith & Fabio Rigat**521-544 Markov-modulated Hawkes process with stepwise decay***by*Ting Wang & Mark Bebbington & David Harte**545-575 Estimation of parameters for discretely observed diffusion processes with a variety of rates for information***by*Yasutaka Shimizu**577-613 Priors for Bayesian adaptive spline smoothing***by*Yu Yue & Paul Speckman & Dongchu Sun**615-632 Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game***by*Shin-ichiro Takazawa**633-655 Statistical modeling for discrete patterns in a sequence of exchangeable trials***by*Sigeo Aki**657-676 On robust classification using projection depth***by*Subhajit Dutta & Anil Ghosh**677-685 Directional dependence in multivariate distributions***by*Roger Nelsen & Manuel Úbeda-Flores

### 2012, Volume 64, Issue 2

**233-254 Combining models in longitudinal data analysis***by*Song Liu & Yuhong Yang**255-273 Asymptotic normality of Powell’s kernel estimator***by*Kengo Kato**275-301 Modelling time trend via spline confidence band***by*Jing Wang**303-318 A sequential order statistics approach to step-stress testing***by*N. Balakrishnan & U. Kamps & M. Kateri**319-342 Bayesian estimation of a covariance matrix with flexible prior specification***by*Chih-Wen Hsu & Marick Sinay & John Hsu**343-357 Estimating the ratio of two scale parameters: a simple approach***by*Panayiotis Bobotas & George Iliopoulos & Stavros Kourouklis**359-371 Estimators for the binomial distribution that dominate the MLE in terms of Kullback–Leibler risk***by*Paul Vos & Qiang Wu**373-381 The local power of the gradient test***by*Artur Lemonte & Silvia Ferrari**383-413 On identification of the threshold diffusion processes***by*Yury Kutoyants**415-438 Hazard function estimation with cause-of-death data missing at random***by*Qihua Wang & Gregg Dinse & Chunling Liu**439-456 Constrained nonparametric estimation of the mean and the CDF using ranked-set sampling with a covariate***by*Jesse Frey

### 2012, Volume 64, Issue 1

**1-25 Semiparametric efficient inferences for lifetime regression model with time-dependent covariates***by*Hsieh Fushing**27-53 M-estimation of wavelet variance***by*Debashis Mondal & Donald Percival**55-68 Distribution and double generating function of number of patterns in a sequence of Markov dependent multistate trials***by*Yung-Ming Chang & James Fu & Han-Ying Lin**69-85 Random partition masking model for censored and masked competing risks data***by*Qiqing Yu & G. Wong & Hao Qin & Jiaping Wang**87-106 Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes***by*Shaochuan Lu**107-133 Bayesian analysis of conditional autoregressive models***by*Victor Oliveira**135-165 A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations***by*Solomon Harrar & Arne Bathke**167-192 Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data***by*Tine Buch-Kromann & Jens Nielsen**193-211 Local asymptotic mixed normality for discretely observed non-recurrent Ornstein–Uhlenbeck processes***by*Yasutaka Shimizu**213-231 Variable selection in semiparametric regression analysis for longitudinal data***by*Peixin Zhao & Liugen Xue

### 2011, Volume 63, Issue 6

**1077-1102 Uniform in bandwidth exact rates for a class of kernel estimators***by*Davit Varron & Ingrid Van Keilegom**1103-1122 Testing separability in marked multidimensional point processes with covariates***by*Chien-Hsun Chang & Frederic Schoenberg**1123-1140 The best EBLUP in the Fay–Herriot model***by*Jiming Jiang & En-Tzu Tang**1141-1163 An optimal approach for hypothesis testing in the presence of incomplete data***by*Albert Vexler & Sergey Tarima**1165-1182 A class of asymptotically normal degenerate quasi U-statistics***by*Aluísio Pinheiro & Pranab Sen & Hildete Pinheiro**1183-1206 Maximum likelihood estimation in a partially observed stratified regression model with censored data***by*Amélie Detais & Jean-François Dupuy**1207-1219 Nonparametric estimators of the survival function with twice censored data***by*Pao-sheng Shen**1221-1246 Estimation of the intensity of non-homogeneous point processes via wavelets***by*José Miranda & Pedro Morettin**1247-1275 Efficiency of profile likelihood in semi-parametric models***by*Yuichi Hirose**1277-1293 Variable selection in a class of single-index models***by*Li-Ping Zhu & Lin-Yi Qian & Jin-Guan Lin

### 2011, Volume 63, Issue 5

**873-885 The generality of the zero-one laws***by*Akimichi Takemura & Vladimir Vovk & Glenn Shafer**887-921 Conditional likelihood estimation and efficiency comparisons in proportional odds model with missing covariates***by*S. Hsieh & S. Lee & P. Shen & M. Liu**923-937 Adjustments of profile likelihood through predictive densities***by*Luigi Pace & Alessandra Salvan & Laura Ventura**939-959 Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data***by*Axel Munk & Jean-Pierre Stockis & Janis Valeinis & Götz Giese**961-979 A boosting method for maximization of the area under the ROC curve***by*Osamu Komori**981-1003 Optimal design for smoothing splines***by*Holger Dette & Viatcheslav Melas & Andrey Pepelyshev**1005-1018 Full likelihood inferences in the Cox model: an empirical likelihood approach***by*Jian-Jian Ren & Mai Zhou**1019-1046 Local linear hazard rate estimation and bandwidth selection***by*Dimitrios Bagkavos**1047-1075 Local linear regression for functional data***by*A. Berlinet & A. Elamine & A. Mas

### 2011, Volume 63, Issue 4

**645-670 A Wald-type variance estimation for the nonparametric distribution estimators for doubly censored data***by*Tomoyuki Sugimoto**671-674 Erratum to: A Wald-type variance estimation for the nonparametric distribution estimators for doubly censored data***by*Tomoyuki Sugimoto**675-688 Gradient modeling for multivariate quantitative data***by*Tomonari Sei**689-716 Large deviation theory for non-regular location shift family***by*Masahito Hayashi**717-743 Estimating nonlinear regression with and without change-points by the LAD method***by*Gabriela Ciuperca**745-768 Limiting size index distributions for ball-bin models with Zipf-type frequencies***by*Satoshi Chida & Naoto Miyoshi**769-789 Constrained estimation using judgment post-stratification***by*Jesse Frey & Omer Ozturk**791-825 Fisher information in window censored renewal process data and its applications***by*Yanxing Zhao & H. Nagaraja**827-850 On Bayes inference for a bathtub failure rate via S-paths***by*Man-Wai Ho**851-871 On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing***by*Alessandra Luati & Tommaso Proietti

### 2011, Volume 63, Issue 3

**431-479 Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations***by*Nakahiro Yoshida**481-496 Extended Bernstein prior via reinforced urn processes***by*Lorenzo Trippa & Paolo Bulla & Sonia Petrone**497-509 Representations of efficient score for coarse data problems based on Neumann series expansion***by*Hua Chen**511-533 Semiparametric marginal and association regression methods for clustered binary data***by*Grace Yi & Wenqing He & Hua Liang**535-558 Estimating functions for repeated measures with incidental parameters***by*Martin Crowder**559-584 Binary consecutive covering arrays***by*A. Godbole & M. Koutras & F. Milienos**585-615 Penalized likelihood regression for generalized linear models with non-quadratic penalties***by*Anestis Antoniadis & Irène Gijbels & Mila Nikolova**617-644 Edgeworth expansion for the kernel quantile estimator***by*Yoshihiko Maesono & Spiridon Penev

### 2011, Volume 63, Issue 2

**211-225 Goodness of fit test for small diffusions by discrete time observations***by*Ilia Negri & Yoichi Nishiyama**227-243 Asymptotic properties of sample quantiles of discrete distributions***by*Yanyuan Ma & Marc Genton & Emanuel Parzen**245-265 Estimation of additive quantile regression***by*Holger Dette & Regine Scheder**267-289 Asymptotic properties of conditional quantile estimator for censored dependent observations***by*Han-Ying Liang & Jacobo Uña-Álvarez**291-303 Mixtures of power series distributions: identifiability via uniqueness in problems of moments***by*Jordan Stoyanov & Gwo Lin**305-329 Analysis of a semiparametric mixture model for competing risks***by*Angelica Hernandez-Quintero & Jean-François Dupuy & Gabriel Escarela**331-346 Empirical likelihood method for linear transformation models***by*Wen Yu & Yunting Sun & Ming Zheng**347-373 Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process***by*Ivan Kojadinovic & Jun Yan**375-386 Forms of four-word indicator functions with implications to two-level factorial designs***by*N. Balakrishnan & Po Yang**387-403 Prediction error criterion for selecting variables in a linear regression model***by*Yasunori Fujikoshi & Tamio Kan & Shin Takahashi & Tetsuro Sakurai**405-429 On adaptive wavelet estimation of a quadratic functional from a deconvolution problem***by*Christophe Chesneau

### 2011, Volume 63, Issue 1

**1-27 The geometry of the Wilks’s Λ random field***by*F. Carbonell & K. Worsley & L. Galan**29-42 Explicit estimators under m-dependence for a multivariate normal distribution***by*Martin Ohlson & Zhanna Andrushchenko & Dietrich Rosen**43-58 A general divergence criterion for prior selection***by*Malay Ghosh & Victor Mergel & Ruitao Liu**59-80 The local Dirichlet process***by*Yeonseung Chung & David Dunson**81-99 Density Estimation with Replicate Heteroscedastic Measurements***by*Julie McIntyre & Leonard Stefanski**101-115 A new perspective to stress–strength models***by*Serkan Eryılmaz**117-134 Additive risk model for current status data with a cured subgroup***by*Shuangge Ma**135-156 A class of multi-sample nonparametric tests for panel count data***by*N. Balakrishnan & Xingqiu Zhao**157-179 Asymptotic properties of sample quantiles from a finite population***by*Arindam Chatterjee**181-195 Gambler’s ruin and winning a series by m games***by*Tamás Lengyel**197-210 Bivariate Fibonacci polynomials of order k with statistical applications***by*Kiyoshi Inoue & Sigeo Aki

### 2010, Volume 62, Issue 6

**995-1021 Nonparametric estimation of conditional medians for linear and related processes***by*Toshio Honda**1023-1052 Semi-parametric efficiency bounds for regression models under response-selective sampling: the profile likelihood approach***by*Alan Lee & Yuichi Hirose**1053-1082 Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form***by*Francisco Cribari-Neto & Maria Lima**1083-1111 General model selection estimation of a periodic regression with a Gaussian noise***by*Victor Konev & Serguei Pergamenchtchikov**1113-1142 Tilted Edgeworth expansions for asymptotically normal vectors***by*Christopher Withers & Saralees Nadarajah**1143-1173 Analysis of rounded data from dependent sequences***by*Baoxue Zhang & Tianqing Liu & Z. Bai

### 2010, Volume 62, Issue 5

**823-833 Nonparametric inference in multiplicative intensity model by discrete time observation***by*Yoichi Nishiyama**835-853 Nonparametric analysis of doubly truncated data***by*Pao-sheng Shen**855-872 Decompounding random sums: a nonparametric approach***by*Martin Bøgsted & Susan Pitts**873-896 Dual connections in nonparametric classical information geometry***by*M. Grasselli**897-927 Uniform asymptotics for S- and MM-regression estimators***by*Marek Omelka & Matías Salibián-Barrera**929-941 Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model***by*Yongge Tian**943-966 Wavelet variance analysis for gappy time series***by*Debashis Mondal & Donald Percival**967-994 Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model***by*Ian Dryden & Alfred Kume & Huiling Le & Andrew Wood

### 2010, Volume 62, Issue 4

**601-602 Preface***by*Akimichi Takemura**603-638 Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry***by*Bernd Sturmfels & Caroline Uhler**639-644 Non-very ample configurations arising from contingency tables***by*Hidefumi Ohsugi & Takayuki Hibi**645-672 Graph presentations for moments of noncentral Wishart distributions and their applications***by*Satoshi Kuriki & Yasuhide Numata**673-698 Minimal average degree aberration and the state polytope for experimental designs***by*Yael Berstein & Hugo Maruri-Aguilar & Shmuel Onn & Eva Riccomagno & Henry Wynn**699-716 Some optimal criteria of model-robustness for two-level non-regular fractional factorial designs***by*Satoshi Aoki**717-726 Normal binary graph models***by*Seth Sullivant**727-745 Decompositions of binomial ideals***by*Thomas Kahle**747-773 A universal algebraic approach for conditional independence***by*Jinfang Wang**775-783 Finiteness of small factor analysis models***by*Mathias Drton & Han Xiao**785-805 Markov bases and subbases for bounded contingency tables***by*Fabio Rapallo & Ruriko Yoshida**807-822 About the maximal rank of 3-tensors over the real and the complex number field***by*Toshio Sumi & Mitsuhiro Miyazaki & Toshio Sakata

### 2010, Volume 62, Issue 3

**413-438 Optimal tuning parameter estimation in maximum penalized likelihood method***by*Masao Ueki & Kaoru Fueda**439-463 Estimation in nonparametric location-scale regression models with censored data***by*Cédric Heuchenne & Ingrid Keilegom**465-485 Generalized time-dependent conditional linear models under left truncation and right censoring***by*Bianca Teodorescu & Ingrid Keilegom & Ricardo Cao**487-514 Simultaneous estimation and variable selection in median regression using Lasso-type penalty***by*Jinfeng Xu & Zhiliang Ying**515-546 Bootstrap model selection for possibly dependent and heterogeneous data***by*Alessio Sancetta**547-569 Limiting behavior of relative Rényi entropy in a non-regular location shift family***by*Masahito Hayashi**571-600 Asymptotic second-order consistency for two-stage estimation methodologies and its applications***by*Makoto Aoshima & Kazuyoshi Yata

### 2010, Volume 62, Issue 2

**235-248 Boosting local quasi-likelihood estimators***by*Masao Ueki & Kaoru Fueda**249-275 Oracle inequality for conditional density estimation and an actuarial example***by*Sam Efromovich**277-298 On the tail index of a heavy tailed distribution***by*Yongcheng Qi**299-321 Markov basis and Gröbner basis of Segre–Veronese configuration for testing independence in group-wise selections***by*Satoshi Aoki & Takayuki Hibi & Hidefumi Ohsugi & Akimichi Takemura**323-341 Nonparametric estimation of a conditional distribution from length-biased data***by*Jacobo Uña-Álvarez & M. Iglesias-Pérez**343-362 Recursive parameter estimation: asymptotic expansion***by*Teo Sharia**363-381 An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators***by*Reinaldo Arellano-Valle & Marc Genton**383-412 Procedure of test to compare the tail indices***by*Mathilde Mougeot & Karine Tribouley

### 2010, Volume 62, Issue 1

**1-2 Preface: Special issue in honor of Dr. Hirotugu Akaike***by*Sadanori Konishi & Genshiro Kitagawa**3-9 Making statistical thinking more productive***by*Hirotugu Akaike**11-35 Latent class analysis variable selection***by*Nema Dean & Adrian Raftery**37-59 Bayesian decoding of neural spike trains***by*Shinsuke Koyama & Uri Eden & Emery Brown & Robert Kass**61-89 Smoothing algorithms for state–space models***by*Mark Briers & Arnaud Doucet & Simon Maskell**91-107 Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data—***by*Nobuhiko Terui & Masataka Ban & Toshihiko Maki**109-116 Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions***by*Chih-Ling Tsai & Hansheng Wang & Ning Zhu**117-125 Model selection bias and Freedman’s paradox***by*Paul Lukacs & Kenneth Burnham & David Anderson**127-143 Hybrid kernel estimates of space–time earthquake occurrence rates using the epidemic-type aftershock sequence model***by*Giada Adelfio & Yosihiko Ogata**145-159 Distribution of distances between topologies and its effect on detection of phylogenetic recombination***by*Leonardo Oliveira Martins & Hirohisa Kishino**161-187 Contrast-based information criterion for ergodic diffusion processes from discrete observations***by*Masayuki Uchida**189-208 Frequentist and Bayesian measures of confidence via multiscale bootstrap for testing three regions***by*Hidetoshi Shimodaira**209-234 Bias and variance reduction techniques for bootstrap information criteria***by*Genshiro Kitagawa & Sadanori Konishi

### 2009, Volume 61, Issue 4

**773-787 Generalized Neyman–Pearson optimality of empirical likelihood for testing parameter hypotheses***by*Taisuke Otsu**789-810 Uniformly robust tests in errors-in-variables models***by*Longcheen Huwang & Y. Steve Huang & Yi-Hua Tina Wang**811-833 Functional regression modeling via regularized Gaussian basis expansions***by*Yuko Araki & Sadanori Konishi & Shuichi Kawano & Hidetoshi Matsui**835-859 Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors***by*Taeryon Choi**861-886 A simple test for the parametric form of the variance function in nonparametric regression***by*Holger Dette & Benjamin Hetzler**887-903 Proportional hazards regression under progressive Type-II censoring***by*Sergio Alvarez-Andrade & N. Balakrishnan & Laurent Bordes**905-918 Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models***by*Qingming Zou & Zhongyi Zhu & Jinglong Wang**919-928 Goodness of fit test for ergodic diffusion processes***by*Ilia Negri & Yoichi Nishiyama**929-948 Point process diagnostics based on weighted second-order statistics and their asymptotic properties***by*Giada Adelfio & Frederic Schoenberg**949-967 Metropolis–Hastings Algorithms with acceptance ratios of nearly 1***by*Kengo Kamatani**969-993 Merging of opinions in game-theoretic probability***by*Vladimir Vovk**995-1017 Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality***by*Haruhiko Ogasawara

### 2009, Volume 61, Issue 3

**531-542 Improved prediction for a multivariate normal distribution with unknown mean and variance***by*Kengo Kato**543-578 Consistency of the instrumental weighted variables***by*Jan Víšek**579-598 Testing the tail index in autoregressive models***by*Jana Jurečková & Hira Koul & Jan Picek**599-628 Estimating the intensity of a cyclic Poisson process in the presence of linear trend***by*Roelof Helmers & I. Mangku**629-661 Third-order asymptotic expansion of M-estimators for diffusion processes***by*Yuji Sakamoto & Nakahiro Yoshida**663-690 Efficient and fast spline-backfitted kernel smoothing of additive models***by*Jing Wang & Lijian Yang**691-714 Optimal testing for additivity in multiple nonparametric regression***by*Felix Abramovich & Italia Feis & Theofanis Sapatinas**715-751 Jump-preserving surface reconstruction from noisy data***by*Peihua Qiu**753-772 Stochastic monotonicity of the MLE of exponential mean under different censoring schemes***by*N. Balakrishnan & G. Iliopoulos

### 2009, Volume 61, Issue 2

**275-289 $${\mathcal{M}}$$ -decomposability and symmetric unimodal densities in one dimension***by*Nicholas Chia & Junji Nakano**291-308 On regression model selection for the data with correlated errors***by*Wen Wei**309-329 Log-linear modeling using conditional log-linear structures***by*P. Vellaisamy & V. Vijay**331-353 Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data***by*Tomohiro Ando & Sadanori Konishi**355-370 Bayesian isotonic changepoint analysis***by*Enrique Alvarez & Dipak Dey**371-390 On a model of sequential point patterns***by*V. Shcherbakov**391-411 M-estimation in nonparametric regression under strong dependence and infinite variance***by*Ngai Chan & Rongmao Zhang**413-439 Nonparametric density estimation for linear processes with infinite variance***by*Toshio Honda**441-460 Conditional independence, conditional mixing and conditional association***by*B. Prakasa Rao**461-476 A class of rank-based test for left-truncated and right-censored data***by*Pao-sheng Shen**477-498 Higher-order accurate polyspectral estimation with flat-top lag-windows***by*Arthur Berg & Dimitris Politis**499-516 On waiting time distributions associated with compound patterns in a sequence of multi-state trials***by*Kiyoshi Inoue & Sigeo Aki**517-530 On V-orthogonal projectors associated with a semi-norm***by*Yongge Tian & Yoshio Takane

### 2009, Volume 61, Issue 1

**1-26 Multiple comparisons of several homoscedastic multivariate populations***by*Yoshihide Kakizawa**27-46 Generalized partially linear mixed-effects models incorporating mismeasured covariates***by*Hua Liang**47-84 Statistical estimation in partial linear models with covariate data missing at random***by*Qi-Hua Wang**85-109 Asymptotic properties of local polynomial regression with missing data and correlated errors***by*A. Pérez-González & J. Vilar-Fernández & W. González-Manteiga**111-141 On the estimation of a monotone conditional variance in nonparametric regression***by*Holger Dette & Kay Pilz**143-157 Constrained optimal discrimination designs for Fourier regression models***by*Stefanie Biedermann & Holger Dette & Philipp Hoffmann**159-179 Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law***by*Sylvia Frühwirth-Schnatter & Leopold Sögner**181-195 Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling***by*Hiroki Masuda