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August 2026, Volume 67, Issue 4
- 1-16 A stochastic-fiducial-smoothing confidence interval for binomial proportions
by Chao Chen & Huan Tang & Shiqi Chen & Qianrong Xu & Min Zhu & Zongheng Li & Yanting Chen - 1-19 Construction of component orthogonal arrays with flexible sizes
by Chengjun Hou & Min-Qian Liu & Liuqing Yang - 1-25 Multiplier bootstrap tests for high-dimensional quantile regression
by Haochen Rao & Weichao Yang & Hongwei Shi & Niwen Zhou & Xiaoyi Wang - 1-26 Generalized autoregressive score linear model with time-varying parameters based on beta distribution
by Christian Caamaño-Carrillo & Maximiliano Burgos & Javier E. Contreras-Reyes & Sergio Contreras-Espinoza - 1-27 Vertical quantile comparison functions estimation in location scale families
by Kristian Nestor & Sundarraman Subramanian - 1-28 Reducing subspace dynamic connectivity estimation in MGARCH models for brain health classification
by Toktam Valizadeh & S. Yaser Samadi - 1-29 Construction of doubly coupled designs with desirable space-filling properties
by Mengmeng Liu & Min-Qian Liu & Jinyu Yang - 1-29 Two approaches to multiple canonical correlation analysis for repeated measures data
by Tomasz Górecki & Mirosław Krzyśko & Felix Gnettner & Piotr Kokoszka - 1-30 Characterisation of distributions via record-like observations
by Raúl Gouet & Miguel Lafuente & F. Javier López & Gerardo Sanz - 1-30 Self-excited hysteretic integer-valued autoregressive processes
by Ye Liu & Xiuyue Zhao & Christian H. Weiß & Kai Yang - 1-31 Comparing two categorical Gini correlations with applications to classification problems
by Sameera Hewage & Yongli Sang - 1-33 Confidence intervals for normal quantiles: one- and two-sample problems
by Justin Dunnam & K. Krishnamoorthy - 1-34 Bayesian variable selection in high-dimensional ordinal quantile regression models
by Mai Dao & Md Sakhawat Hossain & Zhuanzhuan Ma - 1-41 A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data
by Rihab Gharbi & Wissem Jedidi & Salah Khardani & Frédéric Ouimet - 1-41 Identification of structural shocks in Bayesian vector error correction models with two-state Markov-switching heteroskedasticity
by Justyna Wróblewska & Łukasz Kwiatkowski - 1-43 Model checking for parametric single-index quantile regression with randomly right censoring response
by Ruiyun Zhang & Xiaoyan Zhao & Yuanyuan Jiang & Tianfa Xie - 1-52 Concordant marginal information-based goodness-of-fit testing for binary longitudinal data in generalized linear mixed models
by Jinhui Xu & Xinyi Xu & Mark Reiser - 1-62 Adaptive feature-weighted variable selection for Fréchet regression
by Huanlin Li & Lu Lin
June 2026, Volume 67, Issue 3
- 1-6 Comment on “Statistical inference for a step-stress partially-accelerated life test model with an adaptive Type-I progressively hybrid censored data from Weibull distribution”
by T. S. Taher - 1-8 A note on the median of skewed distributions
by Tim Hunter - 1-9 Kendall correlation coefficient for order statistics
by Alexei Stepanov & Valery B. Nevzorov - 1-16 Quantile Share Ratio Regression for the Study of Economic Inequality
by Alessio Farcomeni - 1-17 Cor: an R package for optimal subset selection in distributed estimation
by Di Chang & Guangbao Guo & Lixing Zhu - 1-22 Generalized sliced space-filling design
by Yuning Huang & Zikang Xiong & Hong Qin - 1-22 From Poisson observations to fitted negative binomial distribution
by Yingying Yang & Niloufar Dousti Mousavi & Zhou Yu & Jie Yang - 1-22 Constructing the D-optimal four-by-four ranked set sampling design for location-scale estimation
by Minmin Li & Wangxue Chen & A. M. Elsawah - 1-22 A general discrepancy for experimental designs with multiple factor types
by Chunyan Wen & Yunxi Yang & Feng Yang - 1-25 Asymptotics of minimum distance estimation for self-exciting load sharing point processes
by Mirko A. Jakubzik & Christine H. Müller - 1-26 Objective Bayesian approach for recall-based time-to-event studies: an application to breastfeeding data
by Vikas Barnwal & C. P. Yadav & M. S. Panwar - 1-28 Influence diagnostics in beta regression via Hellinger and Wasserstein distances
by Francisco Cribari-Neto & Maria E. C. Justino - 1-28 Detecting dependence structure: visualization and inference
by Bogdan Ćmiel & Teresa Ledwina - 1-29 Statistical inference for two-population stochastic epidemic models
by Ibrahim Bouzalmat & Zaineb Smida & Adel Settati - 1-30 Improvement of Chatterjee’s correlation with missing at random data in the Y variable
by Fayyaz Bahari - 1-31 Modified Greenwood statistic for multivariate Pareto and Student’s t distributions in application to statistical testing
by Katarzyna Skowronek & Marek Arendarczyk & Agnieszka Wyłomańska - 1-33 Statistical inference and optimal design for multiple constant-stress accelerated life tests under ordered ranked set sampling with progressive Type-II censoring
by Haidy A. Newer - 1-39 Modeling long memory with zero-inflated geometric INAR(1) process and its $$\mathbb {Z}$$ Z -valued version
by Yixuan Niu & Fukang Zhu & Yanqiu Yang - 1-52 On the dynamic cumulative residual interval Tsallis entropy of order a
by Stathis Chadjiconstantinidis & Apostolos Bozikas - 1-52 Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small General Gaussian noise
by Héctor Araya & Francisco Plaza-Vega & Eloy Alvarado - 1-55 Estimation of relative risk, odds ratio and their logarithms with guaranteed accuracy and controlled sample size ratio
by Luis Mendo - 1-61 Robust matrix factor analysis based on a modified huber loss function
by Xinyu Yuan & Fengkai Yang
April 2026, Volume 67, Issue 2
- 1-5 Letter to the editors
by Saralees Nadarajah & Tibor K. Pogány - 1-14 A model for underdispersed count data
by Rose Baker - 1-14 Block designs that provide optimal power in the Cochran–Mantel–Haenszel test
by David Azriel & Adam Kapelner & Abba M. Krieger - 1-17 Unbiased estimation of life-table quantities based on right-censored data under a specific sequential sampling plan
by A. Rossa - 1-23 On flexible affine weighted Poisson models for count data
by Srivatsa Vasudevan & Seng Huat Ong & Choung Min Ng - 1-24 Threshold estimation under strong dependence
by Jan Beran & Jeremy Näscher - 1-24 Early detection of treatment’s acute side effect: A sequential approach
by Jiayue Wang & Ben Boukai - 1-25 Wrapped flat-top kernel density estimation with circular data
by Yasuhito Tsuruta - 1-28 Identifying candidate secondary endpoints in semi-competing risk time-to-event data using an integrated analytical framework
by Abhipsa Tripathy & Gajendra K. Vishwakarma & Atanu Bhattacharjee - 1-29 A class of smooth transition $$\mathbb {Z}$$ Z -valued autoregressive model with signed binomial thinning
by Tingting Zhang & Dehui Wang - 1-29 Minimum risk two-stage sequential point estimation of $$R=\mathbb {P}(X
by Neeraj Joshi & Anirban Chakraborty - 1-31 Estimation and inference for fixed center effects on panel count data
by Weiwei Wang & Yijun Wang & Xiaobing Zhao - 1-32 Robust estimation for spatially varying-coefficient models
by Wenjuan Ma & Xuejun Wang & Riquan Zhang & Hanbing Zhu - 1-32 A bias-corrected partial bernstein copula approach for nonparametric regression
by Selim Orhun Susam - 1-33 Estimation of distribution parameters by mean absolute deviations of a truncated distribution using quantile functions
by Eugene Pinsky & Qifu Wen - 1-34 Confidence intervals with imprecise data
by Darío Tagarro & Raúl Pérez-Fernández & Enrique Miranda - 1-34 Variable selection of the spatial autoregressive model with covariate data missing at random
by Yu Liu & Yuexin Fang - 1-35 Fast and scalable variable selection for spatial autoregressive models
by Michael Balzer - 1-38 Estimation of random effects partially linear varying coefficient spatial error model with general temporally correlated individuals
by Fen Li & Hao Chen & Bogui Li - 1-40 A dynamic interaction varying index coefficient quantile regression model
by Xiaowen Liang & Boping Tian & Lijian Yang - 1-49 Feature Screening for High-Dimensional Data with Measurement Errors using Adjusted Martingale Difference Correlation
by Wei Liu & Wenbo Wu & Baoying Yang - 1-53 Robust and smooth estimation of the extreme tail index via weighted minimum density power divergence
by Saida Mancer & Abdelhakim Necir & Djamel Meraghni
February 2026, Volume 67, Issue 1
- 1-2 Correction: Stochastic variational inference for clustering short text data with finite mixtures of Dirichlet-Multinomial distributions
by Massimo Bilancia & Andrea Nigri & Samuele Magro - 1-17 On distance functions in multiply robust estimation of population means
by Tadayoshi Fushiki - 1-18 On equivalence of multistage experiments with restrictions in the randomization of treatments
by Tena I. Katsaounis - 1-20 Logistic regression with covariate-dependent probability of misclassification
by Péter Hársfalvi & Jan Klaschka & Jenő Reiczigel - 1-21 Stochastic copula modelling of multivariate Johnson’s Systems of Distribution
by Ajibola Taiwo Sóyínká & Akin Adeseye Olósundé & Atinuke Olusola Adébánjí - 1-22 Phase I distribution-free control charts for individual observations using runs and patterns
by Tung-Lung Wu - 1-23 Calibrated empirical likelihood for single-index varying coefficient spatial autoregressive models
by Peixin Zhao & Xiaoyan Liu & Xinrong Tang & Suli Cheng & Xiaoshuang Zhou - 1-28 Testing for independence in high dimensions based on characteristic covariance
by Xu Li & Bingcan Wang & Baoxue Zhang - 1-29 On high-dimensional classification by sparse generalized Bayesian logistic regression
by The Tien Mai - 1-29 A regularized T-type estimator for high-dimensional data
by Rui Zhang & Wan Tian & Bo Zhang & Hengjian Cui - 1-30 Modeling asymmetry in multi-way contingency tables with ordinal categories via f-divergence
by Hisaya Okahara & Kouji Tahata - 1-30 A solution to the p-hacking problem with a general robust significance test under variance uncertainty
by Xifeng Li & Shuzhen Yang & Jianfeng Yao - 1-31 Estimation of functions of scale parameters for two gamma populations and applications to classification
by Nabakumar Jana & Somesh Kumar & Neeraj Misra & Palaniappan Vellaisamy - 1-33 Testing high dimensional diagonal symmetry
by Yong Wang & Reza Modarres - 1-35 Adaptive elastic net penalized high-dimensional quantile regression models with generalized coordinate descent algorithm
by Yiping Yang & Liugen Xue & Gaorong Li - 1-37 Bayesian inference for the transmuted Rayleigh distribution: applications in behavioral data analysis
by Muntazir Mehdi & Yen Liang Tung & Mirza Naveed Shahzad & Akbar Ali Khan & Nadeem Akhtar & Muteb Faraj Alharthi - 1-42 Modeling complex life systems: Bayesian inference for Weibull failure times using adaptive MCMC
by Tobias Oketch & Mohammad Sepehrifar - 1-43 Marginally generalized asymmetric Laplace distributions
by Amos Natido & Tomasz J. Kozubowski - 1-47 Randomly censored partially linear varying coefficient model with functional single-index interactions
by Yuye Zou & Yanping Hu & Hanbing Zhu & Riquan Zhang - 1-55 Communication-efficient distributed composite quantile regression via convolution smoothing and poisson subsampling
by Jun Jin & Qinghan Liang
December 2025, Volume 66, Issue 7
- 1-14 Asymptotics in multiple hypotheses testing under dependence: beyond normality
by Monitirtha Dey - 1-18 Bias in Gini coefficient estimation for gamma mixture populations
by Roberto Vila & Helton Saulo - 1-20 Mixed-level uniform design with random errors in the level values
by Jianliang Guo & Zujun Ou & Ling He - 1-20 Directed likelihood statistic in symmetric regressions
by Artur J. Lemonte - 1-25 Multivariate conditional mix-GEE method for mixed-effect models with multivariate longitudinal data
by Yanchun Xing & Wenqing Ma & Chunhui Liang - 1-27 A moment-based test for conditional Poissonity in integer-valued conditional autoregressive models
by Junmo Song & Jiwon Kang - 1-29 A synthetic subsampling and estimation procedure for imbalanced big data
by Chen Guo & Yang Liu & Yan Fan & Yukun Liu - 1-30 Segmented multiple-Lasso and peak recognition algorithm for change-point detection
by Qijing Yan & Chenchen Peng & Tiefeng Ma & Mingchang Cheng - 1-31 A note on an approximation and estimation of distribution function of difference of random variables
by Dagmara Dudek & Anna Kuczmaszewska - 1-32 A semiparametric generalized exponential regression model with a principled distance-based prior
by Arijit Dey & Arnab Hazra - 1-37 Bayesian inference approaches for tensor quantile regression and its application
by Zhichuan Zhu & Jingxiang Huang & Niansheng Tang - 1-39 Testing inflated zeros and applications in right-censored geometric regression models
by Liping Zhang & Gülistan Kurbanyaz & Jianxin Pan & Keming Yu & Wolfgang Karl Härdle & Maozai Tian - 1-40 Generalized FGM dependence: geometrical representation and convex bounds on sums
by Hélène Cossette & Etienne Marceau & Alessandro Mutti & Patrizia Semeraro - 1-43 Estimation problems for some perturbations of the independence copula
by Martial Longla & Mous-Abou Hamadou - 1-48 Parametric inference for the Mann–Whitney effect under survival copula models
by Kosuke Nakazono & Ryuji Uozumi & Takeshi Emura
October 2025, Volume 66, Issue 6
- 1-3 Correction: Tweedie compound Poisson multivariate state space models for semicontinuous time series
by Xingde Duan & Renjun Ma & Xiaolei Zhang - 1-15 Exact Gibbs sampling for Bayesian GLMs using link functions of a novel form
by Yasuyuki Hamura - 1-19 A U-statistic-based test for exponentiality using starshaped mean equilibrium class of life distributions
by Mohammad Sepehrifar - 1-19 One-step statistical estimation method for generalized linear models
by Alexandre Brouste & Lilit Hovsepyan & Irene Votsi - 1-20 s-SaRa: a stable and powerful algorithm for DNA copy number variation detection
by Jia Shengji & Shi Lei - 1-21 A penalized likelihood estimation for mixture regressions with skew-normal errors
by Libin Jin & Shuyan Chen & Xiaowen Dai & Lei Shi - 1-23 Block covariance matrix estimation with structured off-diagonal blocks
by Monika Mokrzycka & Malwina Mrowińska - 1-24 A two-sample test for high-dimensional mean vectors via double verification
by Ruizhe Jiang & Xiaowen Huang & Yunlu Jiang - 1-28 A robust partial linear model combining modified Huber loss function and variable selection
by Vahid Goodarzi Vanani & Davood Shahsavani & Mohammad Kazemi - 1-28 Joint conditional quantiles inference of multivariate response regression model with VAR(q) error and its application in evaluating energy efficiency
by Yuzhu Tian & Xiaoyu Niu & Yue Wang & Maozai Tian & Chunho Wu - 1-29 A novel double-banded-threshold mixture autoregressive model
by Ang Li & Kai Yang - 1-30 Nonparametric directional variogram estimation in the presence of outlier blocks
by Jana Gierse & Roland Fried - 1-32 Order-of-addition experiments with order constraints
by Xinran Zhang & Liuqing Yang & Jian-Feng Yang - 1-33 Convergence of the EM algorithm in KL distance for overspecified Gaussian mixtures
by Alan Legg & Artur Pak & Igor Melnykov & Arman Bolatov & Zhenisbek Assylbekov - 1-33 Identification of distributional heterogeneity under maximum adjacent separation subspace
by Luoyao Yu & Xuehu Zhu - 1-35 Enhancing quantile estimation via quantile combination under heteroscedasticity
by Suin Kim & Yoonsuh Jung - 1-36 Non-asymptotic confidence region construction in metric spaces
by Haojie Dong & Huiming Zhang & Yuanyuan Zhang - 1-40 Efficient eigenvalue approximation in covariance operators via Rayleigh–Ritz with statistical applications
by Bruno Ebner & M. Dolores Jiménez-Gamero & Bojana Milošević - 1-42 Estimation for single-index varying-coefficient spatial autoregressive model with index covariate measurement errors
by Ke Wang & Jingwen Huang & Dehui Wang - 1-45 An efficient hybrid approach of quantile and expectile regression
by Abdellah Atanane & Abdallah Mkhadri & Karim Oualkacha - 1-45 Overlapping community detection in weighted networks
by Huan Qing
August 2025, Volume 66, Issue 5
- 1-3 Simple and unified proof of the joint or marginal density function of order statistics
by Jin Zhang - 1-4 Special issue on “PROBASTAT 2024”
by Radoslav Harman & Michal Pešta & Viktor Witkovský - 1-17 Bayesian propensity score analysis for misclassified multinomial data
by Yuhan Ma & Joon Jin Song - 1-18 Transfer learning with high-dimensional multiplicative models: least product relative error estimation approach
by Rui Yang & Yunquan Song - 1-18 A family of network evolution models with moderate density
by István Fazekas & László Fórián - 1-20 Testing exponentiality based on relative extropy
by G. Rajesh & V. S. Sajily - 1-22 Stochastic orders and shape properties for a new distorted proportional odds model
by Idir Arab & Milto Hadjikyriakou & Paulo Eduardo Oliveira - 1-22 Nonparametric estimation for distribution dependent SDEs driven by fractional brownian motions with random effects
by Guangjun Shen & Qian Yu & Huan Zhou - 1-23 A symmetry test for functional data via the empirical characteristic functional
by Hedvika Ranošová & Daniel Hlubinka - 1-24 Simultaneous inference and trend specification testing in ARMA model with trend via innovation distribution function
by Chen Zhong - 1-25 Optimal prediction regions of future lifetimes under Type-II censored samples
by Mohammad Z. Raqab & S. F. Bagheri & A. Asgharzadeh & Ahmad N. Alothman - 1-27 Novel computational approaches for ratio distributions with an application to Hake’s ratio in effect size measurement
by Jozef Hanč & Martina Hančová & Dominik Borovský - 1-28 Optimal experimental design: from design point to design region
by Martin Bubel & Philipp Seufert & Gleb Karpov & Jan Schwientek & Michael Bortz & Ivan Oseledets - 1-28 Maximum likelihood estimation under the Emax model: existence, geometry and efficiency
by Giacomo Aletti & Nancy Flournoy & Caterina May & Chiara Tommasi - 1-29 Handling skewness and directional tails in model-based clustering
by Cristina Tortora & Antonio Punzo & Brian C. Franczak - 1-30 On the distribution of isometric log-ratio coordinates under extra-multinomial count data
by Noora Kartiosuo & Joni Virta & Jaakko Nevalainen & Olli Raitakari & Kari Auranen - 1-32 Optimal distributed Poisson subsampling for modal regression with massive data
by Cheng Li & Ruihan Luo & Jian-Feng Yang - 1-35 Estimation of the distribution function and quantiles through data integration
by B. Cobo & S. Martínez & M. Rueda - 1-36 On joint testing of changes in conditional mean and variance functions of stationary and ergodic time series
by K. Ghoudi & N. Laïb - 1-42 Mean regression model for Type I generalized logistic distribution with a QLB algorithm
by Xun-Jian Li & Jiajuan Liang & Guo-Liang Tian & Man-Lai Tang & Jianhua Shi - 1-42 Integrative tensor regression for stratified data with application to neuroimaging analysis
by Dingzi Guo & Yong He & Lu Lin & Lei Liu - 1-43 Asymptotically distribution-free goodness-of-fit testing for normality: a log-transformed covariance-driven framework under multiplicative distortion
by Jun Zhang & Bingqing Lin
June 2025, Volume 66, Issue 4
- 1-3 Special issue on “Goodness-of-Fit, Change Point and Related Problems”
by Simos G. Meintanis & M. Dolores Jiménez-Gamero - 1-12 On a modified Watson test for spherical location
by Maxime Boucher & Andrea Meilán-Vila & Vivien Meurice & Thomas Verdebout - 1-15 Quantiles under the sub-linear expectations
by Anna Kuczmaszewska - 1-16 On variability of the mean inactivity time at random time
by Bin Lu - 1-18 A novel goodness of fit test for the truncated and non-truncated Yule distributions
by Wenli Deng & Jinglong Wang & Xianyi Wu & Huan Xi - 1-19 Copula hurdle GARCH models for multivariate non-negative time series
by Šárka Hudecová & Michal Pešta - 1-20 Piecewise monotone estimation in one-parameter exponential families
by Takeru Matsuda & Yuto Miyatake - 1-22 Estimation of the population mean under imperfect simple Z ranked set sampling
by Wenchen Dai & Wangxue Chen & Honglve Zhao - 1-23 Unveiling outliers with robust covariance matrix estimation: a shrinkage approach
by S. Vijayalakshmi & Nicy Sebastian & T. A. Sajesh - 1-23 Observations concerning the estimation of Heston’s stochastic volatility model using HF data
by Ostap Okhrin & Michael Rockinger & Manuel Schmid - 1-23 Characteristic function and moment generating function of multivariate folded normal distribution
by Matej Benko & Zuzana Hübnerová & Viktor Witkovský - 1-25 Deflation properties in tensor-based eye blink removal algorithm
by Zuzana Rošťáková & Roman Rosipal - 1-25 k-hull depth: in between simplicial and halfspace depth
by Erik Mendroš & Stanislav Nagy - 1-26 Bagging and regression trees in individual claims reserving
by Jan Janoušek & Michal Pešta - 1-26 On estimation of a partitioned covariance matrix with linearly structured blocks
by Katarzyna Filipiak & Augustyn Markiewicz & Adam Mieldzioc & Malwina Mrowińska - 1-28 Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels
by Christian Genest & Frédéric Ouimet - 1-28 On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection
by Majid Hashempour & Morteza Mohammadi & Osman Kamari - 1-28 Tweedie compound Poisson multivariate state space models for semicontinuous time series
by Xingde Duan & Renjun Ma & Xiaolei Zhang - 1-29 Model detection and variable selection for semiparametric additive spatial autoregressive model
by Jing Yang & Yujiang Xiao & Fang Lu - 1-32 The general linear hypothesis testing problem for multivariate functional data with applications
by Tianming Zhu - 1-32 Influence diagnostics for ridge regression using the Kullback–Leibler divergence
by Alonso Ogueda & Felipe Osorio - 1-33 Some distributions related to double records in iid sequences
by Fernando López-Blázquez & Agnieszka Piliszek & Begoña Salamanca-Miño - 1-35 From screening to variable selection by an iterative nonparametric procedure based on derivatives
by Francesco Giordano & Sara Milito & Maria Lucia Parrella - 1-39 Stochastic variational inference for clustering short text data with finite mixtures of Dirichlet-Multinomial distributions
by Massimo Bilancia & Andrea Nigri & Samuele Magro - 1-40 Largest magnitude for off-diagonal auto-correlation coefficients in high dimensional framework
by Maxime Boucher & Didier Chauveau & Marguerite Zani - 1-44 Online convex optimization for survival analysis: an adaptive and stochastic approach
by Camila Fernandez & Pierre Gaillard & Joseph de Vilmarest & Olivier Wintenberger - 1-44 Imitated student’s t distribution: a Bayesian approach
by Łukasz Lenart & Justyna Mokrzycka-Gajda - 1-56 Conditional quantile estimation for GARCH model based on mixed-frequency data
by Zhenming Zhang & Shishun Zhao & Jianhua Cheng & Jiamin Li
April 2025, Volume 66, Issue 3
- 1-2 Correction to: Exceedance statistics based on bottom-k-lists
by Agah Kozan & Burak Uyar & Halil Tanil - 1-17 Bayesian analysis of heterogeneous data outliers using a censored mixture model
by Nadeem Akhtar & Muteb Faraj Alharthi - 1-17 A small-sample Bayesian information criterion that does not overstate the evidence, with an application to calibrating p-values from likelihood-ratio tests
by David R. Bickel - 1-18 Variable selection for nonparametric spatial additive autoregressive model via deep learning
by Jie Li & Yunquan Song - 1-18 Non trivial optimal sampling rate for estimating a Lipschitz-continuous function in presence of mean-reverting Ornstein–Uhlenbeck noise
by Enrico Bernardi & Alberto Lanconelli & Christopher S. A. Lauria & Berk Perçin - 1-18 Nonparametric tests for serial independence in linear model against a possible autoregression of error terms
by Jana Jurečková & Olcay Arslan & Yeşim Güney & Yetkin Tuaç & Jan Picek & Martin Schindler - 1-19 Fast rates of exponential cost function
by Qian Sun & Yang Zhou & Shouyou Huang - 1-19 A new estimator for the multicollinear logistic regression model
by Merve Kandemir Çetinkaya - 1-21 Bounded data modeling using logit-skew-normal mixtures
by Abbas Mahdavi & Javier E. Contreras-Reyes - 1-23 The uniformly complete consistency of generalized edge frequency polygon estimator for asymptotically negatively associated samples and an application
by Meimei Ge & Yan Wang & Xin Deng & Xuejun Wang & Aiting Shen - 1-23 Tests for high-dimensional partially linear regression models
by Hongwei Shi & Weichao Yang & Bowen Sun & Xu Guo - 1-26 Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data
by Tianqi Sun & Weiyu Li & Lu Lin - 1-27 Empirical likelihood for nonparametric regression functions under $$\rho $$ ρ -mixing high-frequency data
by Wenjing Tang & Yongsong Qin - 1-30 Group strong orthogonal arrays and their construction methods
by Pengnan Li & Chunjie Wang & Bochuan Jiang - 1-30 Robust estimation of heteroscedastic regression models: a brief overview and new proposals
by Conceição Amado & Ana M. Bianco & Graciela Boente & Isabel M. Rodrigues - 1-32 Spectral Clustering Algorithm for the Allometric Extension Model
by Kohei Kawamoto & Yuichi Goto & Koji Tsukuda - 1-33 The two-sample Mood statistic for clustered data
by Akira Suzuki & Hidetoshi Murakami - 1-33 Dimensionality reduction in multivariate nonparametric regression via nuclear norm penalization
by Donghwi Nam & Ja-Yong Koo & Kwan-Young Bak - 1-35 Global Fréchet regression from time correlated bivariate curve data in manifolds
by A. Torres-Signes & M. P. Frías & M. D. Ruiz-Medina - 1-36 Goodness-of-fit tests for discrete response models with covariates
by Simos G. Meintanis & Joseph Ngatchou-Wandji & Leonard Santana & Marius Smuts - 1-40 GMM estimation of random effects semiparametric additive SAR panel model with spatiotemporal correlated errors
by Jianbao Chen & Bogui Li & Shuangshuang Li - 1-43 Semiparametric partially linear varying coefficient higher-order spatial autoregressive model
by Tizheng Li & Lin Li & Yanhui Li - 1-44 Forecasting natural disaster frequencies using nonstationary count time series models
by Jian Pei & Yang Lu
February 2025, Volume 66, Issue 2
- 1-17 Testing for changes in the error distribution in functional linear models
by Natalie Neumeyer & Leonie Selk - 1-20 A penalization method to estimate the intrinsic dimensionality of data
by Liliana Forzani & Daniela Rodriguez & Mariela Sued - 1-22 Transfer learning for semiparametric varying coefficient spatial autoregressive models
by Xuan Chen & Yunquan Song - 1-24 A class of nonparametric tests for DMTTF alternatives based on moment inequality
by Koushik Das & Shyamal Ghosh - 1-25 The empirical Bernstein process with application to uniformity testing
by Ran Sun & Mohamed Belalia & Sévérien Nkurunziza - 1-26 Density model checks via the lack-of-fitness
by Valentin Patilea & François Portier - 1-26 Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model
by Wenshan Wang & Xinyuan Song & Guichen Han & Kai Yang - 1-27 Bayesian influence diagnostics for a multivariate GARCH model
by Qingrui Wang & Zhao Yao