Content
August 2018, Volume 80, Issue 2
- 301-329 A Parameter Dimension-Split Based Asymptotic Regression Estimation Theory for a Multinomial Panel Data Model
by Brajendra C Sutradhar - 330-341 Moderate Deviations for Ewens-Pitman Sampling Models
by Stefano Favaro & Shui Feng & Fuqing Gao - 342-355 A Characterization of Exponential Distribution in Risk Model
by Chin-Yuan Hu & Jheng-Ting Wang & Tsung-Lin Cheng - 356-384 Randomness Criterion Σ and Its Applications
by Teturo Kamae & Dong Han Kim & Yu-Mei Xue - 385-410 Efficient Shrinkage for Generalized Linear Mixed Models Under Linear Restrictions
by T. Thomson & S. Hossain
February 2018, Volume 80, Issue 1
- 1-27 Phase Transition in Inhomogenous Erdős-Rényi Random Graphs via Tree Counting
by Ghurumuruhan Ganesan - 28-58 The Effect of Data Contamination in Sliced Inverse Regression and Finite Sample Breakdown Point
by Ulrike Genschel - 59-79 On Approximations of the Beta Process in Latent Feature Models: Point Processes Approach
by Luai Al Labadi & Mahmoud Zarepour - 80-109 Semi-parametric Dynamic Models for Longitudinal Ordinal Categorical Data
by Brajendra C. Sutradhar - 110-120 Multivariate Order Statistics: the Intermediate Case
by Michael Falk & Florian Wisheckel - 121-137 A New Look at Portmanteau Tests
by Fumiya Akashi & Hiroaki Odashima & Masanobu Taniguchi & Anna Clara Monti - 138-151 A Note on Inverse Stereographic Projection of Elliptical Distributions
by Jean-Luc Dortet-Bernadet & Nicolas Wicker - 152-167 On Being Bayes and Unbiasedness
by Siamak Noorbaloochi & Glen Meeden - 168-194 New and Fast Block Bootstrap-Based Prediction Intervals for GARCH(1,1) Process with Application to Exchange Rates
by Beste Hamiye Beyaztas & Ufuk Beyaztas & Soutir Bandyopadhyay & Wei-Min Huang
December 2018, Volume 80, Issue 1
- 8-32 Statistical Shape Methodology for the Analysis of Helices
by Mai F. Alfahad & John T. Kent & Kanti V. Mardia - 33-69 Subsampling MCMC - an Introduction for the Survey Statistician
by Matias Quiroz & Mattias Villani & Robert Kohn & Minh-Ngoc Tran & Khue-Dung Dang - 70-83 Hierarchical Empirical Bayes Estimation of Two Sample Means Under Divergence Loss
by Malay Ghosh & Tatsuya Kubokawa - 84-111 Analytic Expressions for Multivariate Lorenz Surfaces
by Barry C. Arnold & José María Sarabia - 112-145 Bayesian Discriminant Analysis Using a High Dimensional Predictor
by Xingqi Du & Subhashis Ghosal - 146-172 Bayesian Subset Selection Methods for Finding Engineering Design Values: an Application to Lumber Strength
by Yumi Kondo & James V Zidek & Carolyn G Taylor & Constance Eeden - 173-221 Uncertainty Quantification in Robust Inference for Irregularly Spaced Spatial Data Using Block Bootstrap
by S. N. Lahiri
August 2017, Volume 79, Issue 2
- 159-200 On Concentration for (Regularized) Empirical Risk Minimization
by Sara Geer & Martin J. Wainwright - 201-207 Discussion of “concentration for (regularized) empirical risk minimization” by Sara van de Geer and Martin Wainwright
by Stéphane Boucheron - 208-211 Discussion of the Paper on Concentration for (Regularized) Empirical Risk Minimization by Sara van de Geer and Martin Wainwright
by Sourav Chatterjee - 212-214 Rejoinder
by Sara Geer & Martin J. Wainwright - 215-253 On Univariate Convex Regression
by Promit Ghosal & Bodhisattva Sen - 254-297 New Asymptotic Results in Principal Component Analysis
by Vladimir Koltchinskii & Karim Lounici - 298-335 Estimator Selection: a New Method with Applications to Kernel Density Estimation
by Claire Lacour & Pascal Massart & Vincent Rivoirard - 336-354 Posterior Contraction Rates of Density Derivative Estimation
by Weining Shen & Subhashis Ghosal - 355-383 The Bennett-Orlicz Norm
by Jon A. Wellner
February 2017, Volume 79, Issue 1
- 1-12 Asymptotic Properties of Hazard Rate Estimator in Censored Linear Regression
by Fuxia Cheng - 13-38 Estimation of the Parameters of a Selected Multivariate Population
by Morteza Amini & Nader Nematollahi - 39-75 Asymptotic Expansion of the Posterior Based on Pairwise Likelihood
by Yang Wu & Malay Ghosh - 76-100 Extended Generalized Skew-Elliptical Distributions and their Moments
by Zinoviy Landsman & Udi Makov & Tomer Shushi - 101-132 Characterizing D-optimal Rotatable Designs with Finite Reflection Groups
by Masanori Sawa & Masatake Hirao - 133-157 A General Approach for Obtaining Wrapped Circular Distributions via Mixtures
by S. Rao Jammalamadaka & Tomasz J. Kozubowski
August 2016, Volume 78, Issue 2
- 155-179 Asymptotics for Regression Models Under Loss of Identifiability
by Joseph Rynkiewicz - 180-187 A Berry-Esséen Inequality without Higher Order Moments
by Ningning Wang & Ibrahim A. Ahmad - 188-220 Approximation by Normal Distribution for a Sample Sum in Sampling Without Replacement from a Finite Population
by Ibrahim Bin Mohamed & Sherzod M. Mirakhmedov - 221-230 Characterizations of Probability Distributions Through Linear Forms of Q-Conditional Independent Random Variables
by B. L. S. Prakasa Rao - 231-247 Characterizations of Noncentral Chi-Squared-Generating Covariance Structures for a Normally Distributed Random Vector
by Phil D. Young & Dean M. Young - 248-268 Joint Estimation of Offspring Mean and Offspring Variance of Controlled Branching Process
by Arpita Inamdar & Mohan Kale - 269-303 Semi-Parametric Models for Negative Binomial Panel Data
by Brajendra C. Sutradhar & Vandna Jowaheer & R. Prabhakar Rao - 304-323 BPE and a Noncausal Girsanov’s Theorem
by Shigeyoshi Ogawa - 324-346 Infinitesimal Distributions, Improper Priors and Bayesian Inference
by Leendert Huisman - 347-348 Erratum: Complete Convergence Theorems for Extended Negatively Dependent Random Variables, By Tien-Chung Hu, Andrew Rosalsky, and Kuo-Lung Wang, Sankhyā Series A, Vol. 77, Part 1, 1-29, 2015
by Tien-Chung Hu & Kuo-Lung Wang & Andrew Rosalsky
February 2016, Volume 78, Issue 1
- 52-86 Robust and Bias-Corrected Estimation of the Probability of Extreme Failure Sets
by Christophe Dutang & Yuri Goegebeur & Armelle Guillou - 87-104 On Bayesian Quantile Regression Using a Pseudo-joint Asymmetric Laplace Likelihood
by Karthik Sriram & R. V. Ramamoorthi & Pulak Ghosh - 105-123 A Version of Komlós Theorem for Additive Set Functions
by Gianluca Cassese