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April 2024, Volume 87, Issue 3
- 211-245 Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey
by Paul Janssen & Noël Veraverbeke - 247-279 Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices
by Wenchuan Guo & Yongcheng Qi - 281-298 Moderate deviation principle of modularity in network
by Qing Yin & Yu Miao & Zhen Wang & Guangyu Yang - 299-323 Robust distributed multicategory angle-based classification for massive data
by Gaoming Sun & Xiaozhou Wang & Yibo Yan & Riquan Zhang - 325-347 Ordering results for the smallest (largest) and the second smallest (second largest) order statistics of dependent and heterogeneous random variables
by Omid Shojaee & Seyed Morteza Mohammadi & Reza Momeni
February 2024, Volume 87, Issue 2
- 105-131 Real-time changepoint detection in a nonlinear expectile model
by Gabriela Ciuperca & Matúš Maciak & Michal Pešta - 133-153 Comparison of extreme order statistics from two sets of heterogeneous dependent random variables under random shocks
by Ebrahim Amini-Seresht & Ebrahim Nasiroleslami & Narayanaswamy Balakrishnan - 155-182 Ranks, copulas, and permutons
by R. Grübel - 183-200 On the number of failed components in a series–parallel system upon system failure when the lifetimes are DNID discrete random variables
by Krzysztof Jasiński - 201-209 A note on asymptotics of the risk function under confidence region estimation in case of large samples of random size
by Alexander Zaigraev
January 2024, Volume 87, Issue 1
- 1-20 Kernel regression for estimating regression function and its derivatives with unknown error correlations
by Liu Sisheng & Yang Jing - 21-30 Distributed estimation of functional linear regression with functional responses
by Jiamin Liu & Rui Li & Heng Lian - 31-59 Estimation and bootstrap for stochastically monotone Markov processes
by Michael H. Neumann - 61-74 Poisson generalized Lindley process and its properties
by Ji Hwan Cha & F. G. Badía - 75-103 Optimal two-level regular fractional factorial split-plot designs when the effects of subplot factors are more important
by Haosheng Jiang & Chongqi Zhang
November 2023, Volume 86, Issue 8
- 851-878 Data based loss estimation of the mean of a spherical distribution with a residual vector
by Stéphane Canu & Dominique Fourdrinier - 879-897 V-optimality of designs in random effects Poisson regression models
by Mehrdad Niaparast & Sahar MehrMansour & Rainer Schwabe - 899-929 Robust nonparametric equivariant regression for functional data with responses missing at random
by Omar Fetitah & Mohammed Kadi Attouch & Salah Khardani & Ali Righi - 931-963 On bivariate threshold Poisson integer-valued autoregressive processes
by Kai Yang & Yiwei Zhao & Han Li & Dehui Wang - 965-989 A new estimation in functional linear concurrent model with covariate dependent and noise contamination
by Hui Ding & Mei Yao & Riquan Zhang
October 2023, Volume 86, Issue 7
- 723-751 Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function
by Simos Meintanis & Bojana Milošević & Marko Obradović - 753-779 Characterization of three-order confounding via consulting sets
by Chongya Yan & Zhiming Li & Mingyao Ai - 781-804 Robust optimal designs using a model misspecification term
by Renata Eirini Tsirpitzi & Frank Miller & Carl-Fredrik Burman - 805-826 A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
by Huaping Chen & Qi Li & Fukang Zhu - 827-849 A refined continuity correction for the negative binomial distribution and asymptotics of the median
by Frédéric Ouimet
August 2023, Volume 86, Issue 6
- 605-625 A new light on reliability equivalence factors
by Jalal Etminan & Mohammad Khanjari Sadegh & Majid Chahkandi - 627-641 A novel sequential approach to estimate functions of parameters of two gamma populations
by Sudeep R. Bapat - 643-696 Adaptive inference for small diffusion processes based on sampled data
by Tetsuya Kawai & Masayuki Uchida - 697-721 Standardized maximin D- and c-optimal designs for the Poisson–Gamma model
by Marius Schmidt
July 2023, Volume 86, Issue 5
- 499-515 On some stochastic comparisons of arithmetic and geometric mixture models
by Omid Shojaee & Manoochehr Babanezhad - 517-542 A semiparametric multiply robust multiple imputation method for causal inference
by Benjamin Gochanour & Sixia Chen & Laura Beebe & David Haziza - 543-576 Predicting future failure times by using quantile regression
by Jorge Navarro & Francesco Buono - 577-594 Design efficiency for minimum projection uniform designs with q levels
by Qiming Bai & Hongyi Li & Xingyou Huang & Huili Xue - 595-603 Functional single-index composite quantile regression
by Zhiqiang Jiang & Zhensheng Huang & Jing Zhang
May 2023, Volume 86, Issue 4
- 391-419 A constrained maximum likelihood estimation for skew normal mixtures
by Libin Jin & Sung Nok Chiu & Jianhua Zhao & Lixing Zhu - 421-442 Robust regression against heavy heterogeneous contamination
by Takayuki Kawashima & Hironori Fujisawa - 443-453 Nonparametric tests in linear model with autoregressive errors
by Jana Jurečková & Olcay Arslan & Yeşim Güney & Jan Picek & Martin Schindler & Yetkin Tuaç - 455-485 Communication-efficient distributed estimation for high-dimensional large-scale linear regression
by Zhan Liu & Xiaoluo Zhao & Yingli Pan - 487-497 A note on the partial likelihood estimator of the proportional hazards model for combined incident and prevalent cohort data
by James H. McVittie & David B. Wolfson & David A. Stephens
April 2023, Volume 86, Issue 3
- 261-283 Communication-efficient sparse composite quantile regression for distributed data
by Yaohong Yang & Lei Wang - 285-313 Bayesian empirical likelihood of quantile regression with missing observations
by Chang-Sheng Liu & Han-Ying Liang - 315-342 The effect of intraday periodicity on realized volatility measures
by Holger Dette & Vasyl Golosnoy & Janosch Kellermann - 343-372 On the consistency of mode estimate for spatially dependent data
by Ahmad Younso - 373-390 Fractional factorial designs for Fourier-cosine models
by Lin Wang & Hongquan Xu & Min-Qian Liu
February 2023, Volume 86, Issue 2
- 149-179 Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression
by Songqiao Tang & Huiyu Wang & Guanao Yan & Lixin Zhang - 181-203 Penalized maximum likelihood estimator for mixture of von Mises–Fisher distributions
by Tin Lok James Ng - 205-218 On conditional residual lifetimes of coherent systems consisting of components with discrete lifetimes
by Krzysztof Jasiński - 219-237 A-optimal designs for non-parametric symmetrical global sensitivity analysis
by Xueping Chen & Yujie Gai & Xiaodi Wang - 239-259 Lower-order confounding information of inverse Yates-order designs with three levels
by Zhiyun Huang & Zhiming Li & Ge Zhang & Tao Chen
January 2023, Volume 86, Issue 1
- 1-26 Lasso regression in sparse linear model with $$\varphi $$ φ -mixing errors
by Ling Peng & Yan Zhu & Wenxuan Zhong - 27-56 An analog of Bickel–Rosenblatt test for fitting an error density in the two phase linear regression model
by Fuxia Cheng & Hira L. Koul - 57-82 Some reliability measures and maintenance policies for a coherent system composed of different types of components
by Maryam Kelkinnama & Serkan Eryilmaz - 83-90 A note on the discretization of natural exponential families on the real line
by Shaul K. Bar-Lev & Gérard Letac - 91-129 A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process
by Sophie Mercier & Carmen Sangüesa - 131-148 HR and RHR orderings of generalized order statistics
by Maryam Esna-Ashari & Narayanaswamy Balakrishnan & Mahdi Alimohammadi
November 2022, Volume 85, Issue 8
- 927-950 Non asymptotic expansions of the MME in the case of Poisson observations
by O. V. Chernoyarov & A. S. Dabye & F. N. Diop & Y. A. Kutoyants - 951-975 Consistency of the MLE under a two-parameter Gamma mixture model with a structural shape parameter
by Mingxing He & Jiahua Chen - 977-1022 Distribution-free specification test for volatility function based on high-frequency data with microstructure noise
by Yinfen Tang & Tao Su & Zhiyuan Zhang - 1023-1047 Bayesian estimation for an item response tree model for nonresponse modeling
by Yu-Wei Chang & Jyun-Ye Tu - 1049-1061 Universally optimal balanced block designs for interference model
by Akram Fakhari-Esferizi & Saeid Pooladsaz
October 2022, Volume 85, Issue 7
- 771-808 Estimating a gradual parameter change in an AR(1)-process
by Marie Hušková & Zuzana Prášková & Josef G. Steinebach - 809-831 A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters
by Chunlin Wang & Paul Marriott & Pengfei Li - 833-857 Prediction of future censored lifetimes from mixture exponential distribution
by Omar M. Bdair & Mohammad Z. Raqab - 859-883 Asymptotic Z and chi-squared tests with auxiliary information
by Mickael Albertus - 885-911 Statistical analysis of the non-ergodic fractional Ornstein–Uhlenbeck process with periodic mean
by Rachid Belfadli & Khalifa Es-Sebaiy & Fatima-Ezzahra Farah - 913-926 An extension of the Gumbel–Barnett family of copulas
by Walter Diaz & Carles M. Cuadras
August 2022, Volume 85, Issue 6
- 657-674 Construction of group strong orthogonal arrays of strength two plus
by Mengmeng Liu & Min-Qian Liu & Jinyu Yang - 675-706 Prediction of record values by using quantile regression curves and distortion functions
by Jorge Navarro - 707-732 Robust covariance estimation for distributed principal component analysis
by Kangqiang Li & Han Bao & Lixin Zhang - 733-752 Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables
by Camilla Calì & Maria Longobardi & Claudio Macci & Barbara Pacchiarotti - 753-770 Construction of uniform mixed-level designs through level permutations
by Bochuan Jiang & Fei Wang & Yaping Wang
July 2022, Volume 85, Issue 5
- 537-555 Mixed two- and four-level split-plot designs with combined minimum aberration
by Zhaohui Yan & Shengli Zhao - 557-572 A high-dimensional test on linear hypothesis of means under a low-dimensional factor model
by Mingxiang Cao & Yuanjing He - 573-603 Weak runs in sequences of binary trials
by Spiros D. Dafnis & Frosso S. Makri - 605-626 Rank-based test for slope homogeneity in high-dimensional panel data models
by Yanling Ding & Binghui Liu & Ping Zhao & Long Feng - 627-655 Expectile regression for spatial functional data analysis (sFDA)
by Mustapha Rachdi & Ali Laksaci & Noriah M. Al-Kandari
May 2022, Volume 85, Issue 4
- 405-418 Asymptotically optimal maximin distance Latin hypercube designs
by Tonghui Pang & Yan Wang & Jian-Feng Yang - 419-458 The quarter median
by Ludwig Baringhaus & Rudolf Grübel - 459-489 $$\ell _2$$ ℓ 2 -penalized approximate likelihood inference in logit mixed models for regional prevalence estimation under covariate rank-deficiency
by Joscha Krause & Jan Pablo Burgard & Domingo Morales - 491-513 Most powerful test sequences with early stopping options
by Sergey Tarima & Nancy Flournoy - 515-536 Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location
by Yasuyuki Hamura & Tatsuya Kubokawa
April 2022, Volume 85, Issue 3
- 269-287 Kernel based estimation of the distribution function for length biased data
by Arup Bose & Santanu Dutta - 289-322 Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors
by Cao Xuan Phuong & Le Thi Hong Thuy & Vo Nguyen Tuyet Doan - 323-343 Estimation of conditional distribution functions from data with additional errors applied to shape optimization
by Matthias Hansmann & Benjamin M. Horn & Michael Kohler & Stefan Ulbrich - 345-371 The mixture design threshold accepting algorithm for generating $$\varvec{D}$$ D -optimal designs of the mixture models
by Haoyu Wang & Chongqi Zhang - 373-403 Poisson QMLE for change-point detection in general integer-valued time series models
by Mamadou Lamine Diop & William Kengne
February 2022, Volume 85, Issue 2
- 141-174 Detecting multiple generalized change-points by isolating single ones
by Andreas Anastasiou & Piotr Fryzlewicz - 175-201 Estimation for partially varying-coefficient single-index models with distorted measurement errors
by Zhensheng Huang & Xing Sun & Riquan Zhang - 203-222 Minimax robust designs for regression models with heteroscedastic errors
by Kai Yzenbrandt & Julie Zhou - 223-252 Generalized partial linear models with nonignorable dropouts
by Yujing Shao & Lei Wang - 253-267 D-optimal joint best linear unbiased prediction of order statistics
by Narayanaswamy Balakrishnan & Ritwik Bhattacharya
January 2022, Volume 85, Issue 1
- 1-19 High-dimensional quantile varying-coefficient models with dimension reduction
by Weihua Zhao & Rui Li & Heng Lian - 21-52 High-dimensional inference for linear model with correlated errors
by Panxu Yuan & Xiao Guo - 53-66 $$I_L$$ I L -optimal designs for regression models under the second-order least squares estimator
by Lei He & Rong-Xian Yue - 67-91 On a stochastic order induced by an extension of Panjer’s family of discrete distributions
by Aleksandr Beknazaryan & Peter Adamic - 93-114 Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects
by Yan Sun & Wei Huang - 115-139 On estimating common mean of several inverse Gaussian distributions
by Samadrita Bera & Nabakumar Jana
November 2021, Volume 84, Issue 8
- 1095-1108 Projection properties of two-level supersaturated designs constructed from Hadamard designs using Lin’s method
by H. Evangelaras & S. D. Georgiou - 1109-1140 Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
by Rui Li & Yuanyuan Zhang - 1141-1168 Checking for model failure and for prior-data conflict with the constrained multinomial model
by Berthold-Georg Englert & Michael Evans & Gun Ho Jang & Hui Khoon Ng & David Nott & Yi-Lin Seah - 1169-1212 High-dimensional sphericity test by extended likelihood ratio
by Zhendong Wang & Xingzhong Xu - 1213-1240 On Some Properties of $$\alpha $$ α -Mixtures
by Omid Shojaee & Majid Asadi & Maxim Finkelstein - 1241-1251 Some conditional reliability properties of k-out-of-n system composed of different types of components with discrete independent lifetimes
by Krzysztof Jasiński
October 2021, Volume 84, Issue 7
- 949-967 Construction of mixed-level supersaturated split-plot designs
by K. Chatterjee & C. Koukouvinos - 969-995 Uniform augmented q-level designs
by Zongyi Hu & Jiaqi Liu & Yi Li & Hongyi Li - 997-1024 Asymptotic theory for regression models with fractional local to unity root errors
by Kris Brabanter & Farzad Sabzikar - 1025-1048 A Jackknife Empirical Likelihood Approach for Testing the Homogeneity of K Variances
by Yongli Sang - 1049-1080 A robust Birnbaum–Saunders regression model based on asymmetric heavy-tailed distributions
by Rocío Maehara & Heleno Bolfarine & Filidor Vilca & N. Balakrishnan - 1081-1094 The number of failed components in a coherent working system when the lifetimes are discretely distributed
by Krzysztof Jasiński
August 2021, Volume 84, Issue 6
- 805-824 A new method of finding component orthogonal arrays for order-of-addition experiments
by Yuna Zhao & Zhiwei Li & Shengli Zhao - 825-850 On moments of folded and truncated multivariate Student-t distributions based on recurrence relations
by Christian E. Galarza & Tsung-I Lin & Wan-Lun Wang & Víctor H. Lachos - 851-874 Convergence of least squares estimators in the adaptive Wynn algorithm for some classes of nonlinear regression models
by Fritjof Freise & Norbert Gaffke & Rainer Schwabe - 875-893 Network vector autoregression with individual effects
by Yiming Tang & Yang Bai & Tao Huang - 895-911 Uniform consistency in number of neighbors of the kNN estimator of the conditional quantile model
by Ali Laksaci & Elias Ould Saïd & Mustapha Rachdi - 913-925 Imprecise inference based on the log-rank test for accelerated life testing
by Frank P. A. Coolen & Abdullah A. H. Ahmadini & Tahani Coolen-Maturi - 927-947 Diagnostic test meta-analysis by empirical likelihood under a Copas-like selection model
by Mengke Li & Yan Fan & Yang Liu & Yukun Liu
July 2021, Volume 84, Issue 5
- 615-634 Maximin distance designs based on densest packings
by Liuqing Yang & Yongdao Zhou & Min-Qian Liu - 635-662 On histogram-based regression and classification with incomplete data
by Eric Han & Majid Mojirsheibani - 663-692 Bayesian multi-way balanced nested MANOVA models with random effects and a large number of the main factor levels
by Chun-Lung Su - 693-712 New efficient spline estimation for varying-coefficient models with two-step knot number selection
by Jun Jin & Tiefeng Ma & Jiajia Dai - 713-750 Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
by Xinyang Wang & Dehui Wang & Kai Yang - 751-777 Convergence and inference for mixed Poisson random sums
by Gabriela Oliveira & Wagner Barreto-Souza & Roger W. C. Silva - 779-803 On the use of repeated measurement errors in linear regression models
by Mengli Zhang & Yang Bai
May 2021, Volume 84, Issue 4
- 445-465 A-optimal designs under a linearized model for discrete choice experiments
by Rakhi Singh & Angela Dean & Ashish Das & Fangfang Sun - 467-495 Efficient Estimation for Varying-Coefficient Mixed Effects Models with Functional Response Data
by Xiong Cai & Liugen Xue & Xiaolong Pu & Xingyu Yan - 497-510 Efficient crossover designs for non-regular settings
by Rakhi Singh & Joachim Kunert - 511-534 Asymptotic properties of mildly explosive processes with locally stationary disturbance
by Junichi Hirukawa & Sangyeol Lee - 535-559 On the properties of hermite series based distribution function estimators
by Michael Stephanou & Melvin Varughese - 561-593 Least squares moment identification of binary regression mixture models
by Benjamin Auder & Elisabeth Gassiat & Mor Absa Loum - 595-613 Estimation of autocovariance matrices for high dimensional linear processes
by Konrad Furmańczyk
April 2021, Volume 84, Issue 3
- 281-312 Nearest neighbor balanced block designs for autoregressive errors
by Mamadou Koné & Annick Valibouze - 313-338 On the equivalence between the LRT and F-test for testing variance components in a class of linear mixed models
by Fares Qeadan & Ronald Christensen - 339-374 A shrinkage approach to joint estimation of multiple covariance matrices
by Zongliang Hu & Zhishui Hu & Kai Dong & Tiejun Tong & Yuedong Wang - 375-400 Random discretization of stationary continuous time processes
by Anne Philippe & Caroline Robet & Marie-Claude Viano - 401-427 A new test of multivariate normality by a double estimation in a characterizing PDE
by Philip Dörr & Bruno Ebner & Norbert Henze - 429-442 Additive functional regression in reproducing kernel Hilbert spaces under smoothness condition
by Yuzhu Tian & Hongmei Lin & Heng Lian & Zengyan Fan - 443-444 Correction to: Asymptotic properties of Lee distance
by Nikolay I. Nikolov & Eugenia Stoimenova
February 2021, Volume 84, Issue 2
- 121-140 Minimum aberration blocked designs with multiple block variables
by Shengli Zhao & Qianqian Zhao - 141-166 Universal weighted kernel-type estimators for some class of regression models
by Igor S. Borisov & Yuliana Yu. Linke & Pavel S. Ruzankin - 167-194 Optimal model averaging estimator for semi-functional partially linear models
by Rongjie Jiang & Liming Wang & Yang Bai - 195-224 On the ARCH model with stationary liquidity
by Marko Voutilainen & Pauliina Ilmonen & Soledad Torres & Ciprian Tudor & Lauri Viitasaari - 225-243 Parallel inference for big data with the group Bayesian method
by Guangbao Guo & Guoqi Qian & Lu Lin & Wei Shao - 245-261 General flation models for count data
by Dankmar Böhning & Helen E. Ogden - 263-280 On past geometric vitality function of order statistics
by Ramanathan Gayathri & Enchakudiyil Ibrahim Abdul Sathar
January 2021, Volume 84, Issue 1
- 1-26 Analytic solutions for locally optimal designs for gamma models having linear predictors without intercept
by Osama Idais & Rainer Schwabe - 27-46 A general multivariate new better than used (MNBU) distribution and its properties
by Hyunju Lee & Ji Hwan Cha - 47-74 Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms
by Yeşim Güney & Y. Tuaç & Ş. Özdemir & O. Arslan - 75-96 An empirical likelihood method for quantile regression models with censored data
by Qibing Gao & Xiuqing Zhou & Yanqin Feng & Xiuli Du & XiaoXiao Liu - 97-120 Statistical inference based on a new weighted likelihood approach
by Suman Majumder & Adhidev Biswas & Tania Roy & Subir Kumar Bhandari & Ayanendranath Basu
November 2020, Volume 83, Issue 8
- 869-893 Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples
by Sangita Das & Suchandan Kayal - 895-922 Estimation of finite mixture models of skew-symmetric circular distributions
by Yoichi Miyata & Takayuki Shiohama & Toshihiro Abe - 923-935 First order rotatable designs incorporating differential neighbour effects from experimental units up to distance 2
by Jitendra Kumar & Seema Jaggi & Eldho Varghese & Arpan Bhowmik & Cini Varghese - 937-960 Statistical inference for the functional quadratic quantile regression model
by Gongming Shi & Tianfa Xie & Zhongzhan Zhang - 961-976 North-east bivariate records
by N. Balakrishnan & A. Stepanov & V. B. Nevzorov - 977-990 Nonparametric quantile regression estimation for functional data with responses missing at random
by Dengke Xu & Jiang Du
October 2020, Volume 83, Issue 7
- 733-777 Integral transform methods in goodness-of-fit testing, I: the gamma distributions
by Elena Hadjicosta & Donald Richards - 779-798 Asymmetrical split-plot designs with clear effects
by Xiaoxue Han & Jianbin Chen & Min-Qian Liu & Shengli Zhao - 799-820 Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis
by Fengli Song & Peng Lai & Baohua Shen - 821-836 Variable selection for sparse logistic regression
by Zanhua Yin - 837-851 The median of a jittered Poisson distribution
by Jean-François Coeurjolly & Joëlle Rousseau Trépanier - 853-868 Maximum product of spacings prediction of future record values
by Grigoriy Volovskiy & Udo Kamps
August 2020, Volume 83, Issue 6
- 643-656 Locally D-optimal designs for heteroscedastic polynomial measurement error models
by Min-Jue Zhang & Rong-Xian Yue - 657-676 A unified approach to constructing correlation coefficients between random variables
by Majid Asadi & Somayeh Zarezadeh - 677-697 Reliability of a coherent system equipped with two cold standby components
by Achintya Roy & Nitin Gupta - 699-712 Increasing concave orderings of linear combinations of order statistics with applications to social welfare
by Antonia Castaño-Martínez & Gema Pigueiras & Georgios Psarrakos & Miguel A. Sordo - 713-732 Convergence rate of kernel regression estimation for time series data when both response and covariate are functional
by Nengxiang Ling & Lingyu Wang & Philippe Vieu
July 2020, Volume 83, Issue 5
- 527-544 Quadrupling: construction of uniform designs with large run sizes
by Hongyi Li & Hong Qin - 545-568 Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
by Xianwen Ding & Jiandong Chen & Xueping Chen - 569-595 Discriminant analysis based on binary time series
by Yuichi Goto & Masanobu Taniguchi - 597-615 Minimax estimation of a bivariate cumulative distribution function
by Rafał Połoczański & Maciej Wilczyński - 617-625 Inequalities for Gaussian random variables under Archimedean copula dependence
by Longxiang Fang & Wenyu Huang - 627-641 Consistency for the negative binomial regression with fixed covariate
by Rafael Weißbach & Lucas Radloff
May 2020, Volume 83, Issue 4
- 411-435 Poisson source localization on the plane: the smooth case
by O. V. Chernoyarov & Yu. A. Kutoyants - 437-465 Testing marginal homogeneity of a continuous bivariate distribution with possibly incomplete paired data
by Daniel Gaigall - 467-484 Asymptotic distribution of modularity in networks
by Yang Li & Yongcheng Qi - 485-498 Elfving’s theorem for R-optimality of experimental designs
by Xin Liu & Rong-Xian Yue - 499-517 Comparing two nonparametric regression curves in the presence of long memory in covariates and errors
by Hira L. Koul & Fang Li - 519-525 A note on multiple roots of a likelihood equation for Weibull sequential order statistics
by Marcus Johnen & Stefan Bedbur & Udo Kamps
April 2020, Volume 83, Issue 3
- 275-296 A new multiple outliers identification method in linear regression
by Vilijandas Bagdonavičius & Linas Petkevičius - 297-319 On goodness-of-fit tests for the Bell distribution
by Apostolos Batsidis & María Dolores Jiménez-Gamero & Artur J. Lemonte - 321-346 A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
by Ali Karimnezhad & Mahmoud Zarepour - 347-353 On the construction of nested orthogonal Latin hypercube designs
by Sukanta Dash & Baidya Nath Mandal & Rajender Parsad - 355-375 On stochastic comparisons and ageing properties of multivariate proportional hazard rate mixtures
by Francisco Germán Badía & Hyunju Lee - 377-410 Estimation for varying coefficient panel data model with cross-sectional dependence
by Hua Liu & Youquan Pei & Qunfang Xu
February 2020, Volume 83, Issue 2
- 141-169 Nonparametric quantile estimation using surrogate models and importance sampling
by Michael Kohler & Reinhard Tent - 171-196 Relative ageing in frailty and resilience models
by Neeraj Misra & Jisha Francis - 197-215 The Behrens–Fisher problem with covariates and baseline adjustments
by Cong Cao & Markus Pauly & Frank Konietschke - 217-242 Groupwise sufficient dimension reduction via conditional distance clustering
by Xinyi Xu & Jingxiao Zhang - 243-254 On the variance parameter estimator in general linear models
by Mathias Lindholm & Felix Wahl - 255-273 Optimal designs in sparse linear models
by Yimin Huang & Xiangshun Kong & Mingyao Ai
January 2020, Volume 83, Issue 1
- 1-16 Composite quantile regression estimation of linear error-in-variable models using instrumental variables
by Weiming Yang & Yiping Yang - 17-44 A nonparametric estimator for the conditional tail index of Pareto-type distributions
by Yaolan Ma & Bo Wei & Wei Huang - 45-68 Testing the hypothesis of a doubly exchangeable covariance matrix
by Carlos A. Coelho & Anuradha Roy - 69-91 Saddlepoint approximations for the distribution of some robust estimators of the variogram
by A. García-Pérez - 93-128 Regression function estimation on non compact support in an heteroscesdastic model
by F. Comte & V. Genon-Catalot - 129-139 Construction of four-level and mixed-level designs with zero Lee discrepancy
by Liuping Hu & Zujun Ou & Hongyi Li
November 2019, Volume 82, Issue 8
- 891-902 Cumulative distribution functions for the five simplest natural exponential families
by Gérard Letac - 903-929 The Cucconi statistic for Type-I censored data
by Takuya Nishino & Hidetoshi Murakami - 931-959 Exogenous shock models: analytical characterization and probabilistic construction
by Matthias Scherer & Henrik Sloot