## Content

### June 2018, Volume 59, Issue 2

**423-447 Partitioning estimation of local variance based on nearest neighbors under censoring***by*Paola Gloria Ferrario**449-465 Complete consistency of estimators for regression models based on extended negatively dependent errors***by*Wenzhi Yang & Haiyun Xu & Ling Chen & Shuhe Hu**467-485 Likelihood and Bayesian estimation of $$P(Y{***by*Francesca Condino & Filippo Domma & Giovanni Latorre**487-511 Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition***by*Jianhong Shi & Fanrong Zhao**513-528 k-Boxplots for mixture data***by*Najla M. Qarmalah & Jochen Einbeck & Frank P. A. Coolen**529-544 Local influence for Liu estimators in semiparametric linear models***by*Hadi Emami**545-579 Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation***by*S. Aerts & G. Haesbroeck & C. Ruwet**581-604 Generalized p value tests for variance components in a class of linear mixed models***by*Liwen Xu & Hongxia Guo & Shenghua Yu**605-631 Prediction of future generalized order statistics based on exponential distribution with random sample size***by*H. M. Barakat & E. M. Nigm & Magdy E. El-Adll & M. Yusuf**633-662 Sparse factor regression via penalized maximum likelihood estimation***by*Kei Hirose & Miyuki Imada**663-684 Sequential monitoring of portfolio betas***by*Vasyl Golosnoy**685-707 Quantile regression and its empirical likelihood with missing response at random***by*Yu Shen & Han-Ying Liang**709-723 The weighted ridge estimator in stochastic restricted linear measurement error models***by*F. Ghapani & A. R. Rasekh & B. Babadi**725-757 Estimation of parameters of Weibull–Gamma distribution based on progressively censored data***by*Rashad M. EL-Sagheer**759-779 Statistical inference based on Lindley record data***by*A. Asgharzadeh & A. Fallah & M. Z. Raqab & R. Valiollahi**781-800 Distribution-free comparisons of residual lifetimes of coherent systems based on copula properties***by*Jorge Navarro**801-811 Incoherent dose-escalation in phase I trials using the escalation with overdose control approach***by*Graham M. Wheeler**813-843 Regression estimation by local polynomial fitting for multivariate data streams***by*Aboubacar Amiri & Baba Thiam**845-846 Lyle D. Broemeling: Bayesian inference for stochastic processes***by*Miroslav M. Ristić**847-848 Thomas Rahlf: Data Visualisation with R***by*Marc Hüsch**849-850 Roger Koenker, Victor Chernozhukov, Huming He and Limin Peng (2017): Handbook of Quantile Regression***by*David E. Giles

### March 2018, Volume 59, Issue 1

**1-20 Distributional expansions on extremes from skew-normal distribution under power normalization***by*Sha Jiang & Tingting Li & Xin Liao**21-56 Estimating the parameters of an inverse Weibull distribution under progressive type-I interval censoring***by*Sukhdev Singh & Yogesh Mani Tripathi**57-73 Characterizations of the geometric distribution via residual lifetime***by*Nan-Cheng Su & Wan-Ping Hung**75-97 SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution***by*Vinicius Q. S. Maior & Francisco José A. Cysneiros**99-126 The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands***by*Yuebao Wang & Hui Xu & Dongya Cheng & Changjun Yu**127-152 The selection of the number of terms in an orthogonal series cumulative function estimator***by*Nora Saadi & Smail Adjabi & Ali Gannoun**153-182 Selected statistical methods of data analysis for multivariate functional data***by*Tomasz Górecki & Mirosław Krzyśko & Łukasz Waszak & Waldemar Wołyński**183-198 Estimating moments of a selected Pareto population under asymmetric scale invariant loss function***by*Riyadh Rustam Al-Mosawi & Shahjahan Khan**199-213 On stochastic comparisons for population age and remaining lifetime***by*Ji Hwan Cha & Maxim Finkelstein**215-247 Bias-corrected quantile regression estimation of censored regression models***by*P. Čížek & S. Sadikoglu**249-269 Joint distributions of numbers of runs of specified lengths on directed trees***by*Kiyoshi Inoue & Sigeo Aki**271-289 Linear mixed model with Laplace distribution (LLMM)***by*Fulya Gokalp Yavuz & Olcay Arslan**291-306 Randomized response techniques for a multi-level attribute using a single sensitive question***by*Shu-Hui Hsieh & Shen-Ming Lee & Su-Hao Tu**307-340 Estimation of reliability in a multicomponent stress–strength model based on a bivariate Kumaraswamy distribution***by*Fatih Kızılaslan & Mustafa Nadar**341-360 Multinomial interpoint distances***by*Reza Modarres**361-386 Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance***by*Matieyendou Lamboni**387-413 Monitoring the ratio of population means of a bivariate normal distribution using CUSUM type control charts***by*Kim Phuc Tran & Philippe Castagliola & Giovanni Celano**415-416 Claus Weihs, Dietmar Jannach, Igor Vatolkin and Günter Rudolph (eds.), Music Data Analysis: Foundations and Applications, Chapman & Hall/CRC, 2016, 676 pp., $89.95, ISBN 9781498719568***by*Ricardo Maronna**417-418 Wayne A. Woodward, Henry L. Gray and Alan C. Elliott (2017): Applied Time Series Analysis with R, Second Edition, Chapman & Hall/CRC, 618 pp., $109.95, ISBN 9781498734226***by*Uwe Hassler**419-420 Jelke Bethlehem (2017): Understanding Public Opinion Polls, Chapman and Hall/CRC, 286 pp. + xii, $59.95, ISBN: 978-1498769747***by*Peter Hackl**421-422 Christophe Ley and Thomas Verdebout (2017): Modern Directional Statistics, Chapman and Hall/CRC, 176 pp.+ xiv, $99.95, ISBN: 978-1498706643***by*Shuangzhe Liu

### December 2017, Volume 58, Issue 4

**957-986 Application of the delta method to functions of the sample mean when observations are dependent***by*Michael Weba & Nora Dörmann**987-1008 Nonparametric relative error regression for spatial random variables***by*Mohammed Attouch & Ali Laksaci & Nafissa Messabihi**1009-1033 Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression***by*Chaohui Guo & Hu Yang & Jing Lv**1035-1053 Bayesian analysis of penalized quantile regression for longitudinal data***by*A. Aghamohammadi & S. Mohammadi**1055-1089 Fast DD-classification of functional data***by*Karl Mosler & Pavlo Mozharovskyi**1091-1113 Semiparametric Bayesian inference on generalized linear measurement error models***by*Nian-Sheng Tang & De-Wang Li & An-Min Tang**1115-1124 Decreasing renewal dichotomous Markov noise shock model with hypothesis testing applications***by*Mohammad Sepehrifar & Shantia Yarahmadian**1125-1148 A mixed stationary autoregressive model with exponential marginals***by*Božidar V. Popović & Miroslav M. Ristić & Narayana Balakrishna**1149-1163 Efficiency comparisons for partially rank-ordered set sampling***by*Jesse Frey & Timothy G. Feeman**1165-1187 Copula-based measures of reflection and permutation asymmetry and statistical tests***by*Pavel Krupskii**1189-1216 Wild bootstrap tests for autocorrelation in vector autoregressive models***by*Niklas Ahlgren & Paul Catani**1217-1246 Regression discontinuity: review with extensions***by*Jin-young Choi & Myoung-jae Lee**1247-1266 A comparison of the $$L_2$$ L 2 minimum distance estimator and the EM-algorithm when fitting $${\varvec{{k}}}$$ k -component univariate normal mixtures***by*Brenton R. Clarke & Thomas Davidson & Robert Hammarstrand**1267-1278 Periodically correlated modeling by means of the periodograms asymptotic distributions***by*A. R. Nematollahi & A. R. Soltani & M. R. Mahmoudi**1279-1280 John M. Chambers (2016): Extending R. Chapman and Hall/CRC Press, 364 pp., ISBN 9781498775717, GBP 44.99 (print), GBP 31.49 (eBook)***by*Christian Kleiber**1281-1282 Claus Thorn Ekstrøm (2017): The R Primer, Second Edition, Chapman & Hall/CRC, The R Series, xvii + 408 pp., £39.99, ISBN 9781138631977***by*Peter Hackl**1283-1284 Ernesto Estrada and Philip A. Knight (2015): A First Course in Network Theory, Oxford University Press, 272 pp., £29.99, ISBN 9780198726463***by*Karl Mosler

### September 2017, Volume 58, Issue 3

**557-576 Forecasting in nonlinear univariate time series using penalized splines***by*Michael Wegener & Göran Kauermann**577-606 Testing epidemic change in nearly nonstationary process with statistics based on residuals***by*Jurgita Markevičiūtė & Alfredas Račkauskas & Charles Suquet**607-626 Characterizations based on higher order and partial moments of inactivity time***by*Chanchal Kundu & Kshirod Sarkar**627-639 Multivariate tests of uniformity***by*Mengta Yang & Reza Modarres**641-657 Dynamic tail dependence clustering of financial time series***by*Giovanni De Luca & Paola Zuccolotto**659-672 The balanced credibility estimators with correlation risk and inflation factor***by*Qiang Zhang & Lijun Wu & Qianqian Cui**673-690 A Legendre multiwavelets approach to copula density estimation***by*O. Chatrabgoun & G. Parham & R. Chinipardaz**691-706 B spline variable selection for the single index models***by*Jianbo Li & Yuan Li & Riquan Zhang**707-728 Cumulative sum estimator for change-point in panel data***by*Zhuoheng Chen & Yijun Hu**729-747 The generalized preliminary test estimator when different sets of stochastic restrictions are available***by*Sivarajah Arumairajan & Pushpakanthie Wijekoon**749-773 A regression model for overdispersed data without too many zeros***by*José Rodríguez-Avi & María José Olmo-Jiménez**775-789 On the Simes test under dependence***by*H. Finner & M. Roters & K. Strassburger**791-809 Regression modeling of one-inflated positive count data***by*Fatemeh Hassanzadeh & Iraj Kazemi**811-829 D-optimal designs for full and reduced Fourier regression models***by*Xiaojian Xu & Xiaoli Shang**831-853 Markov binomial distribution of order k and its applications***by*K. K. Kamalja**855-875 Perfect ranking test in moving extreme ranked set sampling***by*Hamid Rahmani & Mostafa Razmkhah**877-909 Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation***by*Takeshi Emura & Ya-Hsuan Hu & Yoshihiko Konno**911-928 Moment inequalities for m-negatively associated random variables and their applications***by*Aiting Shen & Yu Zhang & Benqiong Xiao & Andrei Volodin**929-945 A note about the corrected VIF***by*R. Salmerón & J. García & C. B. García & M. M. López Martín**947-949 Belzunce, F., Martínez-Riquelme, C. and J. Mulero: An Introduction to Stochastic Orders. Academic Press, New York, 2016, 174 pp., EUR 53.95 (print), ISBN 978-0128037683***by*Christian Kleiber**951-952 Benjamin S. Baumer, Daniel T. Kaplan, Nicholas J. Horton (2017): modern data science with R, Chapman and Hall/CRC, 556 pp., $$\pounds $$ £ 51.19, ISBN 978-1498724487***by*Julie Zhou**953-954 Martin Bland (2015): An introduction to medical statistics***by*Zheng Xu**955-956 Edward P. Herbst, Frank Schorfheide, Bayesian Estimation of DSGE Models***by*Peter Hackl

### June 2017, Volume 58, Issue 2

**287-301 Some results on the relative ordering of two frailty models***by*M. Kayid & S. Izadkhah & Ming J. Zuo**303-318 The consistency for the estimators of semiparametric regression model based on weakly dependent errors***by*Xuejun Wang & Xin Deng & Fengxi Xia & Shuhe Hu**319-339 Admissible and minimax estimation of the parameter of the selected Pareto population under squared log error loss function***by*Nader Nematollahi**341-372 The minimum S-divergence estimator under continuous models: the Basu–Lindsay approach***by*Abhik Ghosh & Ayanendranath Basu**373-392 A comprehensive extension of the FGM copula***by*Werner Hürlimann**393-416 Modeling time series of counts with a new class of INAR(1) model***by*Wooi Chen Khoo & Seng Huat Ong & Atanu Biswas**417-431 Assessing white noise assumption with semi-parametric additive partial linear models***by*Tianyong Zhang & Demei Yuan & Jiali Ma & Xuemei Hu**433-465 On a mixed model analysis of multi-environment variety trials: a reconsideration of the one-stage and the two-stage models and analyses***by*T. Caliński & S. Czajka & Z. Kaczmarek & P. Krajewski & W. Pilarczyk & I. Siatkowski & M. Siatkowski**467-484 Some equalities and inequalities for covariance matrices of estimators under linear model***by*Y. Tian**485-504 A conditional count model for repeated count data and its application to GEE approach***by*Rajib Dey & M. Ataharul Islam**505-525 Nonparametric robust regression estimation for censored data***by*Mohamed Lemdani & Elias Ould Saïd**527-548 On linear regression models in infinite dimensional spaces with scalar response***by*Andrea Ghiglietti & Francesca Ieva & Anna Maria Paganoni & Giacomo Aletti**549-551 Unwin, A., Graphical Data Analysis with R, Chapman and Hall/CRC, 2015, 310 pp., £49.99, ISBN 978-1498715232***by*Jasmin Wachter**553-554 Andy Hector (2015): the new statistics with R: an introduction for biologists. Oxford University Press, 224 pp., $125.00 (hardcover), $49.95 (paper), ISBN 978-0-19-872906-8***by*Zheng Xu**555-556 Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca and A. Alexandre Trindade (2016): State-space methods for time series analysis: theory, applications and software***by*Patrick de Matos Ribeiro & Lukas Matuschek & Martin Wagner

### March 2017, Volume 58, Issue 1

**1-17 Some notes on linear sufficiency***by*Radosław Kala & Simo Puntanen & Yongge Tian**19-33 Detecting over- and under-dispersion in zero inflated data with the hyper-Poisson regression model***by*Antonio J. Sáez-Castillo & Antonio Conde-Sánchez**35-51 Confidence intervals for population means of partially paired observations***by*Nicole Fuchs & Werner Pölz & Arne C. Bathke**53-75 Hypothesis test on response mean with inequality constraints under data missing when covariables are present***by*Hong-Xia Xu & Guo-Liang Fan & Han-Ying Liang**77-94 D-optimal designs based on the second-order least squares estimator***by*Lucy L. Gao & Julie Zhou**95-122 Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models***by*Ai-Ai Liu & Han-Ying Liang**123-146 A comparison of different synchronized permutation approaches to testing effects in two-level two-factor unbalanced ANOVA designs***by*Sonja Hahn & Luigi Salmaso**147-160 Principal component selection via adaptive regularization method and generalized information criterion***by*Heewon Park & Sadanori Konishi**161-184 On the determination of the number of factors using information criteria with data-driven penalty***by*Joakim Westerlund & Sagarika Mishra**185-209 Kernel regression estimation for incomplete data with applications***by*Majid Mojirsheibani & Timothy Reese**211-225 A kernel PLS based classification method with missing data handling***by*Thuy Tuong Nguyen & Yury Tsoy**227-245 Robust functional sliced inverse regression***by*Guochang Wang & Jianjun Zhou & Wuqing Wu & Min Chen**247-278 Linear censored regression models with scale mixtures of normal distributions***by*Aldo M. Garay & Victor H. Lachos & Heleno Bolfarine & Celso R. B. Cabral**279-280 Alex Bottle, Paul Aylin: Statistical methods for healthcare performance monitoring***by*Peter Hackl**281-282 Moss, C. B.: Mathematical statistics for applied econometrics***by*Shuangzhe Liu**283-284 Palma, W.: Time series analysis***by*Uwe Hassler**285-286 Nigel C. Smeeton, Dental Statistics Made Easy, Third Edition. Chapman and Hall/CRC Textbook, 2016, xiv + 198 pp., BP 38.00, ISBN 978-1-4987-7505-2***by*Peter Hackl

### December 2016, Volume 57, Issue 4

**871-873 Editorial for the Special Issue PROBASTAT 2015***by*Radoslav Harman & Werner G. Müller**875-891 Optimal designs for model discrimination and fitting for the flow of particles***by*Mariano Amo-Salas & Elvira Delgado-Márquez & Lenka Filová & Jesús López-Fidalgo**893-910 Optimal design of experiments via linear programming***by*Katarína Burclová & Andrej Pázman**911-928 Liu estimation in generalized linear models: application on gamma distributed response variable***by*Fikriye Kurtoğlu & M. Revan Özkale**929-938 Inverse prediction for multivariate mixed models with standard software***by*Lynn R. LaMotte & Jeffrey D. Wells**939-955 Regularization techniques in joinpoint regression***by*Matúš Maciak & Ivan Mizera**957-976 Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function***by*Simos G. Meintanis & James Allison & Leonard Santana**977-990 New class of exponentiality tests based on U-empirical Laplace transform***by*Bojana Milošević & Marko Obradović**991-1016 Iterative algorithms of biased estimation methods in binary logistic regression***by*M. Revan Özkale**1017-1040 Projective shape analysis of contours and finite 3D configurations from digital camera images***by*Victor Patrangenaru & Robert Paige & K. David Yao & Mingfei Qiu & David Lester**1041-1057 Unitarily invariant errors-in-variables estimation***by*Michal Pešta**1059-1075 Extremal measures maximizing functionals based on simplicial volumes***by*Luc Pronzato & Henry P. Wynn & Anatoly Zhigljavsky**1077-1106 Optimal approximate designs for estimating treatment contrasts resistant to nuisance effects***by*Samuel Rosa & Radoslav Harman**1107-1119 A multiple optimal stopping rule for a buying–selling problem with a deterministic trend***by*Georgy Yu. Sofronov**1121-1140 Estimability in Cox models***by*Korakot Wichitsa-nguan & Henning Läuter & Hannelore Liero

### September 2016, Volume 57, Issue 3

**567-587 Asymptotic normality of DHD estimators in a partially linear model***by*Hongchang Hu & Yu Zhang & Xiong Pan**589-603 A Bayesian approach for the estimation of probability distributions under finite sample space***by*Haydar Demirhan & Kamil Demirhan**605-621 Estimation after selection from exponential populations with unequal scale parameters***by*Mohd. Arshad & Neeraj Misra**623-640 The transmuted log-logistic regression model: a new model for time up to first calving of cows***by*Francisco Louzada & Daniele C. T. Granzotto**641-664 Nonparametric $$M$$ M -type regression estimation under missing response data***by*Shuanghua Luo & Cheng-yi Zhang**665-688 A new approach for testing fuzzy hypotheses based on likelihood ratio statistic***by*Shima Yosefi & Mohsen Arefi & Mohammad Ghasem Akbari**689-703 A new method to build spatio-temporal covariance functions: analysis of ozone data***by*Mehdi Omidi & Mohsen Mohammadzadeh**705-720 Weak VARMA representations of regime-switching state-space models***by*Maddalena Cavicchioli**721-730 A note on D-optimal chemical balance weighing designs with autocorrelated observations***by*Łukasz Smaga**731-753 A geometric bivariate time series with different marginal parameters***by*Predrag M. Popović & Miroslav M. Ristić & Aleksandar S. Nastić**755-779 The principal correlation components estimator and its optimality***by*Wenxing Guo & Xiaohui Liu & Shangli Zhang**781-793 Expansions on extremes from logarithmic general error distribution under power normalization***by*Geng Yang & Tingting Li**795-825 Partially linear models with first-order autoregressive symmetric errors***by*Carlos Eduardo M. Relvas & Gilberto A. Paula**827-841 Varying coefficient partially functional linear regression models***by*Qing-Yan Peng & Jian-Jun Zhou & Nian-Sheng Tang**843-843 Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics***by*Walter Krämer**845-845 J. Bleymüller and R. Weißbach: Statistik für Wirtschaftswissenschaftler (17th edition)***by*Dominik Wied**847-848 Sabina Alkire, James Foster, Suman Seth, Maria Emma Santos, José Manuel Roche and Paola Ballon: Multidimensional poverty measurement and analysis***by*Walter Krämer**849-850 Alan Agresti (2013): Categorical data analysis***by*Sylvia Tamara Lenz**851-851 Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics***by*Walter Krämer**853-853 D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler***by*Walter Krämer**855-856 C. Hennig, M. Meila, F. Murtagh and R. Rocci (eds.): Handbook of cluster analysis. Handbooks of modern statistical methods***by*Rainer Schlittgen**857-858 Fieller, N.: Basics of Matrix Algebra for Statistics with R***by*Shuangzhe Liu**859-860 M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £ , ISBN: 9780198736912***by*Uwe Hassler**861-862 Giovanni Cerulli: Econometric evaluation of socio-economic programs: theory and applications***by*Peter Hackl

### April 2016, Volume 57, Issue 2

**271-301 Statistical inference for a step-stress partially-accelerated life test model with an adaptive Type-I progressively hybrid censored data from Weibull distribution***by*Ali A. Ismail**303-317 The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR( $$p$$ p ) errors***by*Joakim Westerlund**319-327 Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach***by*A. C. M. Wong**329-344 A moment closed form estimator for the autoregressive conditional duration model***by*Wanbo Lu & Rui Ke & Jingwen Liang**345-364 On decompositions of BLUEs under a partitioned linear model with restrictions***by*Xuan Zhang & Yongge Tian**365-379 Sharp bounds on the bias of trimean***by*Mariusz Bieniek**381-405 On two simple and effective procedures for high dimensional classification of general populations***by*Zhaoyuan Li & Jianfeng Yao**407-418 Linearity tests under the null hypothesis of a random walk with drift***by*Rongguo Yan & Lingxiang Zhang**419-428 Recurrence relations between moments of progressive type-II right censored order statistics from doubly truncated Weibull distribution***by*Haseeb Athar & Zuber Akhter**429-449 A restricted $$r{-}k$$ r - k class estimator in the mixed regression model with autocorrelated disturbances***by*Shalini Chandra & Nityananda Sarkar**451-469 The consistency for the estimator of nonparametric regression model based on martingale difference errors***by*Zhiyong Chen & Haibin Wang & Xuejun Wang**471-498 On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output***by*Patrícia Ferreira Ramos & Manuel Cabral Morais & António Pacheco & Wolfgang Schmid**499-516 Testing homogeneity in a scale mixture of normal distributions***by*Xiaoqing Niu & Pengfei Li & Peng Zhang**517-538 A bivariate INAR(1) model with different thinning parameters***by*Predrag M. Popović**539-562 On phase II monitoring of the probability distributions of univariate continuous processes***by*Partha Sarathi Mukherjee**563-564 James Wu and Stephen Coggeshall (2012): Foundations of predictive analytics***by*Ricardo Maronna**565-566 Charu C. Aggarwal and Chandan K. Reddy (eds.): Data clustering: algorithms and applications***by*Ricardo Maronna

### March 2016, Volume 57, Issue 1

**1-20 Asymptotic normality of conditional density estimation with left-truncated and dependent data***by*Han-Ying Liang & Jong-Il Baek**1-20 Asymptotic normality of conditional density estimation with left-truncated and dependent data***by*Han-Ying Liang & Jong-Il Baek**21-30 Characterizations based on the numbers of near-order statistics***by*M. Akbari & M. Fashandi & Jafar Ahmadi**21-30 Characterizations based on the numbers of near-order statistics***by*M. Akbari & M. Fashandi & Jafar Ahmadi**31-42 More on the unbiased ridge regression estimation***by*Jibo Wu & Hu Yang**31-42 More on the unbiased ridge regression estimation***by*Jibo Wu & Hu Yang**43-53 Mean driven balance and uniformly best linear unbiased estimators***by*Roman Zmyślony & João T. Mexia & Francisco Carvalho & Inês J. Sequeira**43-53 Mean driven balance and uniformly best linear unbiased estimators***by*Roman Zmyślony & João Mexia & Francisco Carvalho & Inês Sequeira**55-68 Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation***by*Mario Hasler**55-68 Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation***by*Mario Hasler**69-88 Penalized weighted composite quantile estimators with missing covariates***by*Hu Yang & Huilan Liu**69-88 Penalized weighted composite quantile estimators with missing covariates***by*Hu Yang & Huilan Liu**89-98 Improved bootstrap prediction intervals for SETAR models***by*Anna Staszewska-Bystrova & Peter Winker**89-98 Improved bootstrap prediction intervals for SETAR models***by*Anna Staszewska-Bystrova & Peter Winker**99-113 The focused information criterion for varying-coefficient partially linear measurement error models***by*Hai Ying Wang & Xinjie Chen & Nancy Flournoy**99-113 The focused information criterion for varying-coefficient partially linear measurement error models***by*Hai Wang & Xinjie Chen & Nancy Flournoy**115-132 Variable selection for generalized varying coefficient models with longitudinal data***by*Hu Yang & Chaohui Guo & Jing Lv**115-132 Variable selection for generalized varying coefficient models with longitudinal data***by*Hu Yang & Chaohui Guo & Jing Lv**133-159 The Poisson–Inverse-Gaussian regression model with cure rate: a Bayesian approach and its case influence diagnostics***by*Adriano K. Suzuki & Vicente G. Cancho & Francisco Louzada**133-159 The Poisson–Inverse-Gaussian regression model with cure rate: a Bayesian approach and its case influence diagnostics***by*Adriano Suzuki & Vicente Cancho & Francisco Louzada**161-183 New multiple testing method under no dependency assumption, with application to multiple comparisons problem***by*Li Wang & Xingzhong Xu & Yong A**161-183 New multiple testing method under no dependency assumption, with application to multiple comparisons problem***by*Li Wang & Xingzhong Xu & Yong A**185-203 Single-index composite quantile regression with heteroscedasticity and general error distributions***by*Rong Jiang & Wei-Min Qian & Zhan-Gong Zhou**185-203 Single-index composite quantile regression with heteroscedasticity and general error distributions***by*Rong Jiang & Wei-Min Qian & Zhan-Gong Zhou**205-234 Robust estimation of location and concentration parameters for the von Mises–Fisher distribution***by*Shogo Kato & Shinto Eguchi**205-234 Robust estimation of location and concentration parameters for the von Mises–Fisher distribution***by*Shogo Kato & Shinto Eguchi**235-247 Testing exponentiality using mean residual quantile function***by*P. G. Sankaran & N. N. Midhu**235-247 Testing exponentiality using mean residual quantile function***by*P. Sankaran & N. Midhu**249-265 On the oracle property of adaptive group Lasso in high-dimensional linear models***by*Caiya Zhang & Yanbiao Xiang**249-265 On the oracle property of adaptive group Lasso in high-dimensional linear models***by*Caiya Zhang & Yanbiao Xiang