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Content
February 2023, Volume 64, Issue 1
- 73-92 Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function
by Buatikan Mirezi & Selahattin Kaçıranlar - 93-116 Degree of isomorphism: a novel criterion for identifying and classifying orthogonal designs
by Lin-Chen Weng & Kai-Tai Fang & A. M. Elsawah - 117-137 Convergence of estimative density: criterion for model complexity and sample size
by Yo Sheena - 139-160 Predictive inference of dual generalized order statistics from the inverse Weibull distribution
by Amany E. Aly - 161-177 A ranked-based estimator of the mean past lifetime with an application
by Elham Zamanzade & Majid Asadi & Afshin Parvardeh & Ehsan Zamanzade - 179-204 Inference about the arithmetic average of log transformed data
by José Dias Curto - 205-226 Constructing K-optimal designs for regression models
by Zongzhi Yue & Xiaoqing Zhang & P. van den Driessche & Julie Zhou - 227-253 Group linear algorithm with sparse principal decomposition: a variable selection and clustering method for generalized linear models
by Juan C. Laria & M. Carmen Aguilera-Morillo & Rosa E. Lillo - 255-283 Testing for diagonal symmetry based on center-outward ranking
by Sakineh Dehghan & Mohammad Reza Faridrohani & Zahra Barzegar - 285-319 Forecasting highly persistent time series with bounded spectrum processes
by Federico Maddanu - 321-353 Robust estimation in beta regression via maximum L $$_q$$ q -likelihood
by Terezinha K. A. Ribeiro & Silvia L. P. Ferrari - 355-364 Applying generalized funnel plots to help design statistical analyses
by Janet Aisbett & Eric J. Drinkwater & Kenneth L. Quarrie & Stephen Woodcock - 365-365 Correction to: On efficiency of some restricted estimators in a multivariate regression model
by Sévérien Nkurunziza
December 2022, Volume 63, Issue 6
- 1707-1741 Estimation methods for stationary Gegenbauer processes
by Richard Hunt & Shelton Peiris & Neville Weber - 1743-1755 Optimality of circular equineighbored block designs under correlated observations
by Razieh Khodsiani & Saeid Pooladsaz - 1757-1775 Sequential support points
by Zikang Xiong & Wenjie Liu & Jianhui Ning & Hong Qin - 1777-1799 New insights on goodness-of-fit tests for ranked set samples
by M. Mahdizadeh & Ehsan Zamanzade - 1801-1827 Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size
by H. M. Barakat & Haidy A. Newer - 1829-1881 Variable selection in Propensity Score Adjustment to mitigate selection bias in online surveys
by Ramón Ferri-García & María del Mar Rueda - 1883-1906 Subdata selection algorithm for linear model discrimination
by Jun Yu & HaiYing Wang - 1907-1929 Copula-based measures of asymmetry between the lower and upper tail probabilities
by Shogo Kato & Toshinao Yoshiba & Shinto Eguchi - 1931-1951 A measure of evidence based on the likelihood-ratio statistics
by Alexandre Galvão Patriota - 1953-1978 Generalized log-gamma additive partial linear models with P-spline smoothing
by Carlos A. Cardozo & Gilberto A. Paula & Luiz H. Vanegas - 1979-2040 Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
by M. Revan Özkale & Atif Abbasi - 2041-2063 Estimation for partially linear additive regression with spatial data
by Tang Qingguo & Chen Wenyu - 2065-2072 The shortest confidence interval for Poisson mean
by Wojciech Zieliński
October 2022, Volume 63, Issue 5
- 1369-1385 A goodness-of-fit test for copulas based on the collision test
by Yiran Chen & Giray Ökten - 1387-1414 Information criteria bias correction for group selection
by Bastien Marquis & Maarten Jansen - 1415-1475 Unified smoothed jackknife empirical likelihood tests for comparing income inequality indices
by Yang Wei & Zhouping Li & Yunqiu Dai - 1477-1497 Local influence diagnostics with forward search in regression analysis
by Reiko Aoki & Juan P. M. Bustamante & Gilberto A. Paula - 1499-1509 An alternative look at the linear regression model
by Oskar Maria Baksalary & Götz Trenkler - 1511-1536 Statistical inference based on weighted divergence measures with simulations and applications
by Thomas Gkelsinis & Alex Karagrigoriou & Vlad Stefan Barbu - 1537-1560 Circuits for robust designs
by Roberto Fontana & Fabio Rapallo & Henry P. Wynn - 1561-1576 Robust modified classical spherical tests in the presence of outliers
by Laíla Luana Campos & Daniel Furtado Ferreira - 1577-1583 Replication study design: confidence intervals and commentary
by Lawrence L. Kupper & Sandra L. Martin - 1585-1614 The evaluation of bivariate normal probabilities for failure of parallel systems
by Yuge Dong & Qingtong Xie & Shuguang Ding & Liangguo He & Hu Wang - 1615-1648 Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
by Christophe Chesneau & Salima El Kolei & Fabien Navarro - 1649-1676 Optimal subsampling for composite quantile regression in big data
by Xiaohui Yuan & Yong Li & Xiaogang Dong & Tianqing Liu - 1677-1705 On the maximal deviation of kernel regression estimators with NMAR response variables
by Majid Mojirsheibani
August 2022, Volume 63, Issue 4
- 995-1012 Asymptotic analysis of reliability measures for an imperfect dichotomous test
by Alla Slynko - 1013-1049 Tests for heteroskedasticity in transformation models
by Marie Hušková & Simos G. Meintanis & Charl Pretorius - 1051-1073 Hypothesis testing in sparse weighted stochastic block model
by Mingao Yuan & Fan Yang & Zuofeng Shang - 1075-1104 Quantile correlation coefficient: a new tail dependence measure
by Ji-Eun Choi & Dong Wan Shin - 1105-1137 Testing high-dimensional mean vector with applications
by Jin-Ting Zhang & Bu Zhou & Jia Guo - 1139-1161 Optimal subsampling for composite quantile regression model in massive data
by Yujing Shao & Lei Wang - 1163-1185 Portmanteau tests for generalized integer-valued autoregressive time series models
by Masoomeh Forughi & Zohreh Shishebor & Atefeh Zamani - 1187-1220 Confidence intervals with higher accuracy for short and long-memory linear processes
by Masoud M. Nasari & Mohamedou Ould-Haye - 1221-1245 Properties of individual differences scaling and its interpretation
by John C. Gower & Niël J. Le Roux & Sugnet Gardner-Lubbe - 1247-1270 Truncating the exponential with a uniform distribution
by Rafael Weißbach & Dominik Wied - 1271-1289 Testing convexity of the generalised hazard function
by Tommaso Lando - 1291-1293 Correction to: Testing convexity of the generalised hazard function
by Tommaso Lando - 1295-1321 A generalized information criterion for high-dimensional PCA rank selection
by Hung Hung & Su-Yun Huang & Ching-Kang Ing - 1323-1367 Real-time detection of a change-point in a linear expectile model
by Gabriela Ciuperca
June 2022, Volume 63, Issue 3
- 693-721 On the density for sums of independent exponential, Erlang and gamma variates
by Edmond Levy - 723-754 Change point detection and estimation methods under gamma series of observations
by Stergios B. Fotopoulos & Alex Paparas & Venkata K. Jandhyala - 755-793 Portmanteau test for the asymmetric power GARCH model when the power is unknown
by Yacouba Boubacar Maïnassara & Othman Kadmiri & Bruno Saussereau - 795-820 Confidence intervals, prediction intervals and tolerance intervals for negative binomial distributions
by Bao-Anh Dang & K. Krishnamoorthy - 821-848 A simple and useful regression model for underdispersed count data based on Bernoulli–Poisson convolution
by Marcelo Bourguignon & Diego I. Gallardo & Rodrigo M. R. Medeiros - 849-883 Halfspace depth for general measures: the ray basis theorem and its consequences
by Petra Laketa & Stanislav Nagy - 885-918 Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models
by Jun Zhang & Bingqing Lin & Yiping Yang - 919-942 Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications
by Jorge I. Figueroa-Zúñiga & Cristian L. Bayes & Víctor Leiva & Shuangzhe Liu - 943-963 Inversion-free subsampling Newton’s method for large sample logistic regression
by J. Lars Kirkby & Dang H. Nguyen & Duy Nguyen & Nhu N. Nguyen - 965-982 Non-parametric test for decreasing renewal dichotomous Markov noise shock model
by Renjith Mohan & Sreelakshmi N & Sudheesh K. Kattumannil - 983-988 Bessel representation for amplitude distribution of noisy sinusoidal signals
by Mikhail Trifonov - 989-990 Skyler J. Cranmer, Bruce A. Desmarais, Jason W. Morgan: Inferential network analysis
by Alexander Kreiß - 991-993 Paola Zuccolotto and Marica Manisera (2020): Basketball Data Science: With Applications in R, CRC Press, 243 pp., £80.50 (Hardcover), ISBN: 978-1-138-60079-9
by Andreas Groll & Carsten Jentsch
April 2022, Volume 63, Issue 2
- 343-365 Kronecker delta method for testing independence between two vectors in high-dimension
by Ivair R. Silva & Yan Zhuang & Julio C. A. da Silva Junior - 367-395 Affiliation weighted networks with a differentially private degree sequence
by Jing Luo & Tour Liu & Qiuping Wang - 397-419 Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models
by Nan Cheng & Chao Lu & Jibing Qi & Xuejun Wang - 421-439 Regularization and variable selection in Heckman selection model
by Emmanuel O. Ogundimu - 441-460 Level-augmented uniform designs
by Yan-Ping Gao & Si-Yu Yi & Yong-Dao Zhou - 461-487 Some properties of the unified skew-normal distribution
by Reinaldo B. Arellano-Valle & Adelchi Azzalini - 489-514 Local linear estimation of the regression function for twice censored data
by Ouafae Benrabah & Feriel Bouhadjera & Elias Ould Saïd - 515-530 Construction of column-orthogonal strong orthogonal arrays
by Wenlong Li & Min-Qian Liu & Jian-Feng Yang - 531-541 On multistage experiments with restrictions in the randomization of treatments
by T. I. Katsaounis - 543-569 Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models
by Pavel Krupskii & Harry Joe - 571-603 The polar-generalized normal distribution: properties, Bayesian estimation and applications
by Masoud Faridi & Majid Jafari Khaledi - 605-664 CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
by Tingting Zou & Shurong Zheng & Zhidong Bai & Jianfeng Yao & Hongtu Zhu - 665-692 Missing responses at random in functional single index model for time series data
by Nengxiang Ling & Lilei Cheng & Philippe Vieu & Hui Ding
February 2022, Volume 63, Issue 1
- 1-28 Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
by Jun Zhao & Guan’ao Yan & Yi Zhang - 29-52 On nonparametric regression for bivariate circular long-memory time series
by Jan Beran & Britta Steffens & Sucharita Ghosh - 53-95 Penalized and constrained LAD estimation in fixed and high dimension
by Xiaofei Wu & Rongmei Liang & Hu Yang - 97-121 Bayesian empirical likelihood inference and order shrinkage for autoregressive models
by Kai Yang & Xue Ding & Xiaohui Yuan - 123-141 Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression
by Shun Matsuura & Hiroshi Kurata - 143-155 Quantifying the data-dredging bias in structural break tests
by Yannick Hoga - 157-180 A simple solution to the inadequacy of asymptotic likelihood-based inference for response-adaptive clinical trials
by Alessandro Baldi Antognini & Marco Novelli & Maroussa Zagoraiou - 181-195 Understanding nonsense correlation between (independent) random walks in finite samples
by Uwe Hassler & Mehdi Hosseinkouchack - 197-223 Properties and generation of representative points of the exponential distribution
by Long-Hao Xu & Kai-Tai Fang & Ping He - 225-242 Testing for equality of distributions using the concept of (niche) overlap
by Judith H. Parkinson-Schwarz & Arne C. Bathke - 243-285 Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters
by Tizheng Li & Xiaojuan Kang - 287-316 On change-points tests based on two-samples U-Statistics for weakly dependent observations
by Joseph Ngatchou-Wandji & Echarif Elharfaoui & Michel Harel - 317-342 A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse
by Zhan Liu & Chun Yip Yau
December 2021, Volume 62, Issue 6
- 2509-2528 On properties of Toeplitz-type covariance matrices in models with nested random effects
by Yuli Liang & Dietrich Rosen & Tatjana Rosen - 2529-2556 Estimation and clustering for partially heterogeneous single index model
by Fangfang Wang & Lu Lin & Lei Liu & Kangning Wang - 2557-2571 Limit theorems for locally stationary processes
by Rafael Kawka - 2573-2602 Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing
by Li Cai & Suojin Wang - 2603-2626 Characterization of continuous symmetric distributions using information measures of records
by Jafar Ahmadi - 2627-2659 Model pursuit and variable selection in the additive accelerated failure time model
by Li Liu & Hao Wang & Yanyan Liu & Jian Huang - 2661-2689 Model averaging marginal regression for high dimensional conditional quantile prediction
by Jingwen Tu & Hu Yang & Chaohui Guo & Jing Lv - 2691-2709 Semifoldover plans for three-level orthogonal arrays with quantitative factors
by Wenlong Li & Bing Guo & Hengzhen Huang & Min-Qian Liu - 2711-2738 Model-free feature screening via distance correlation for ultrahigh dimensional survival data
by Jing Zhang & Yanyan Liu & Hengjian Cui - 2739-2761 Bounds for monetary-unit sampling in auditing: an adjusted empirical likelihood approach
by Yves G. Berger & Paola M. Chiodini & Mariangela Zenga - 2763-2797 Estimation of reliability for multi-component stress–strength model based on modified Weibull distribution
by M. S. Kotb & M. Z. Raqab - 2799-2823 Estimation for functional linear semiparametric model
by Tang Qingguo & Bian Minjie - 2825-2856 Tests for the explanatory power of latent factors
by Mingjing Chen - 2857-2883 The generalized equivalence of regularization and min–max robustification in linear mixed models
by Jan Pablo Burgard & Joscha Krause & Dennis Kreber & Domingo Morales - 2885-2905 Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
by Xiaochao Xia - 2907-2921 A novel method for constructing mixed two- and three-level uniform factorials with large run sizes
by Hongyi Li & Xingyou Huang & Huili Xue & Hong Qin - 2923-2967 Multiple doubling: a simple effective construction technique for optimal two-level experimental designs
by A. M. Elsawah - 2969-2990 Flexible models for overdispersed and underdispersed count data
by Dexter Cahoy & Elvira Di Nardo & Federico Polito - 2991-3013 Extremal behaviour of a periodically controlled sequence with imputed values
by Helena Ferreira & Ana Paula Martins & Maria Graça Temido - 3015-3045 Exact and asymptotic tests of exponentiality against nonmonotonic mean time to failure type alternatives
by Ruhul Ali Khan & Dhrubasish Bhattacharyya & Murari Mitra
October 2021, Volume 62, Issue 5
- 2067-2082 Optimal $$2^K$$ 2 K paired comparison designs for third-order interactions
by Eric Nyarko - 2083-2108 New fat-tail normality test based on conditional second moments with applications to finance
by Damian Jelito & Marcin Pitera - 2109-2118 Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
by Roman Zmyślony & Arkadiusz Kozioł - 2119-2145 Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables
by Wan-Lun Wang & Luis M. Castro & Wan-Chen Hsieh & Tsung-I Lin - 2147-2168 Robust and efficient estimating equations for longitudinal data partial linear models and its applications
by Kangning Wang & Mengjie Hao & Xiaofei Sun - 2169-2194 Strong convergence properties for weighted sums of m-asymptotic negatively associated random variables and statistical applications
by Yi Wu & Xuejun Wang & Aiting Shen - 2195-2225 Robust estimation of single index models with responses missing at random
by Ash Abebe & Huybrechts F. Bindele & Masego Otlaadisa & Boikanyo Makubate - 2227-2245 Variables acceptance reliability sampling plan based on degradation test
by Ji Hwan Cha & F. G. Badía - 2247-2268 Bayesian prediction of spatial data with non-ignorable missingness
by Samira Zahmatkesh & Mohsen Mohammadzadeh - 2269-2281 Optimal robust estimators for families of distributions on the integers
by Ricardo A. Maronna & Victor J. Yohai - 2283-2310 On nonparametric tests of multivariate meta-ellipticity
by Jean-François Quessy - 2311-2332 Testing skew-symmetry based on extreme ranked set sampling
by Parisa Hasanalipour & Mostafa Razmkhah - 2333-2353 A self-normalization break test for correlation matrix
by Ji-Eun Choi & Dong Wan Shin - 2355-2381 Selection and integration of generalized instrumental variables for estimating total effects
by Ryusei Shingaki & Hiroshi Kanda & Manabu Kuroki - 2383-2405 Degrees of freedom for regularized regression with Huber loss and linear constraints
by Yongxin Liu & Peng Zeng & Lu Lin - 2407-2431 Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
by Lasanthi C. R. Pelawa Watagoda & David J. Olive - 2433-2451 A new foldover strategy and optimal foldover plans for three-level design
by Zujun Ou & Hongyi Li - 2453-2471 Bootstrap Methods for Judgment Post Stratification
by Mozhgan Alirezaei Dizicheh & Nasrollah Iranpanah & Ehsan Zamanzade - 2473-2490 Population empirical likelihood estimation in dual frame surveys
by Maria Mar Rueda & Maria Giovanna Ranalli & Antonio Arcos & David Molina - 2491-2508 Testing symmetry around a subspace
by Šárka Hudecová & Miroslav Šiman
August 2021, Volume 62, Issue 4
- 1563-1582 Robust functional principal components for irregularly spaced longitudinal data
by Ricardo A. Maronna - 1583-1609 Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
by Elisa Cabana & Rosa E. Lillo & Henry Laniado - 1611-1650 On weakly equivariant estimators
by M. Shams - 1651-1674 On optimal tests for circular reflective symmetry about an unknown central direction
by Jose Ameijeiras-Alonso & Christophe Ley & Arthur Pewsey & Thomas Verdebout - 1675-1696 Semi-parametric regression when some (expensive) covariates are missing by design
by Göran Kauermann & Mehboob Ali - 1697-1721 Goodness-of-fit test of copula functions for semi-parametric univariate time series models
by Shulin Zhang & Qian M. Zhou & Huazhen Lin - 1723-1751 Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable
by Zhihua Sun & Dongshan Luo & Xiaohua Zhou & Qingzhao Zhang - 1753-1776 Smooth estimation of the area under the ROC curve in multistage ranked set sampling
by M. Mahdizadeh & Ehsan Zamanzade - 1777-1793 Uniformity pattern of q-level factorials under mixture discrepancy
by Kang Wang & Zujun Ou & Jiaqi Liu & Hongyi Li - 1795-1820 Construction of orthogonal marginally coupled designs
by Weiping Zhou & Jinyu Yang & Min-Qian Liu - 1821-1852 A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
by Rui Wang & Xingzhong Xu - 1853-1869 The risk function of the goodness-of-fit tests for tail models
by Ingo Hoffmann & Christoph J. Börner - 1871-1898 On local optimality of vertex type designs in generalized linear models
by Osama Idais - 1899-1938 Estimating variances in time series kriging using convex optimization and empirical BLUPs
by Martina Hančová & Andrej Gajdoš & Jozef Hanč & Gabriela Vozáriková - 1939-1964 Efficient estimation for the volatility of stochastic interest rate models
by Yuping Song & Hangyan Li & Yetong Fang - 1965-1980 On the optimality of orthogonal and balanced arrays with $$N\equiv 0$$ N ≡ 0 $$(\text {mod}$$ ( mod 9) runs
by Vasilis Chasiotis & Stavros A. Chatzopoulos & Stratis Kounias & Nikos Farmakis - 1981-1995 Adaptive quantile regressions for massive datasets
by Rong Jiang & Wei-wei Chen & Xin Liu - 1997-2030 A comparison of semiparametric tests for fractional cointegration
by Christian Leschinski & Michelle Voges & Philipp Sibbertsen - 2031-2045 Uniform projection nested Latin hypercube designs
by Hao Chen & Yan Zhang & Xue Yang - 2047-2066 On mean derivative estimation of longitudinal and functional data: from sparse to dense
by Hassan Sharghi Ghale-Joogh & S. Mohammad E. Hosseini-Nasab
June 2021, Volume 62, Issue 3
- 1095-1116 Kernel estimation in semiparametric mixed effect longitudinal modeling
by M. Taavoni & M. Arashi - 1117-1134 Flexible sliced Latin hypercube designs with slices of different sizes
by Ru Yuan & Bing Guo & Min-Qian Liu - 1135-1139 Halfspace depth does not characterize probability distributions
by Stanislav Nagy - 1141-1166 Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random
by Jianglin Fang - 1167-1193 Robustness of the deepest projection regression functional
by Yijun Zuo - 1195-1211 Pareto parameters estimation using moving extremes ranked set sampling
by Wangxue Chen & Rui Yang & Dongsen Yao & Chunxian Long - 1213-1230 Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration
by Tao Zhang & Zhiwen Wang & Yanling Wan - 1231-1264 Goodness-of-fit tests for quantile regression with missing responses
by Ana Pérez-González & Tomás R. Cotos-Yáñez & Wenceslao González-Manteiga & Rosa M. Crujeiras-Casais - 1265-1290 Refined critical boundary with enhanced statistical power for non-directional two-sided tests in group sequential designs with multiple endpoints
by Fengqing Zhang & Jiangtao Gou - 1291-1348 On the theory of periodic multivariate INAR processes
by Cláudia Santos & Isabel Pereira & Manuel G. Scotto - 1349-1361 D-optimal designs for hierarchical linear models with intraclass covariance structure
by Lei He & Rong-Xian Yue - 1363-1386 Consistent validation of gray-level thresholding image segmentation algorithms based on machine learning classifiers
by Luca Frigau & Claudio Conversano & Francesco Mola - 1387-1405 Excess and saturated D-optimal designs for the rational model
by Yu. D. Grigoriev & V. B. Melas & P. V. Shpilev - 1407-1419 Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors
by Ke-Ang Fu & Ting Li & Chang Ni & Wenkai He & Renshui Wu - 1421-1460 The stochastic restricted ridge estimator in generalized linear models
by M. Revan Özkale & Hans Nyquist - 1461-1482 Sharp lower bounds of various uniformity criteria for constructing uniform designs
by A. M. Elsawah & Kai-Tai Fang & Ping He & Hong Qin - 1483-1497 A note on a measure of asymmetry
by Andreas Eberl & Bernhard Klar - 1499-1518 Admissible kernels for RKHS embedding of probability distributions
by Liangzhi Chen & Thomas Hotz & Haizhang Zhang - 1519-1555 Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions
by Antonio Punzo & Salvatore Ingrassia & Antonello Maruotti - 1557-1558 Appendage to: Multi-part balanced incomplete-block designs
by R. A. Bailey & Peter J. Cameron - 1559-1561 Alexander G. Tartakovsky (2020): Sequential change detection and hypothesis—general non-i.i.d. stochastic models and asymptotically optimal rules
by Claudia Kirch
April 2021, Volume 62, Issue 2
- 561-590 On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes
by Hyunju Lee & Ji Hwan Cha - 591-622 Empirical likelihood inference in general linear model with missing values in response and covariates by MNAR mechanism
by Fayyaz Bahari & Safar Parsi & Mojtaba Ganjali - 623-638 Stochastic properties of spatial and spatiotemporal ARCH models
by Philipp Otto & Wolfgang Schmid & Robert Garthoff - 639-659 Pseudo-maximum likelihood estimators in linear regression models with fractional time series
by Hongchang Hu & Weifu Hu & Xinxin Yu - 661-680 Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models
by Ning Li & Hu Yang - 681-700 Bootstrapping multiple linear regression after variable selection
by Lasanthi C. R. Pelawa Watagoda & David J. Olive - 701-719 Test on the linear combinations of covariance matrices in high-dimensional data
by Zhidong Bai & Jiang Hu & Chen Wang & Chao Zhang - 721-744 Sharp large deviations for a class of normalized L-statistics and applications
by Hui Jiang & Jin Shao & Qingshan Yang - 745-767 A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
by Yao Kang & Dehui Wang & Kai Yang - 769-793 Complete f-moment convergence for Sung’s type weighted sums and its application to the EV regression models
by Yan Wang & Xuejun Wang - 795-815 Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean for general Hurst parameter
by Qian Yu - 817-845 Sure independence screening in the presence of missing data
by Adriano Zanin Zambom & Gregory J. Matthews - 847-886 Heterogeneous endogeneity
by Pallab Ghosh & Kevin Grier & Jaeho Kim - 887-913 Estimation and variable selection for partial linear single-index distortion measurement errors models
by Jun Zhang - 915-934 Zero-and-one-inflated Poisson regression model
by Wenchen Liu & Yincai Tang & Ancha Xu - 935-962 On consistency of wavelet estimator in nonparametric regression models
by Xuejun Wang & Yi Wu & Rui Wang & Shuhe Hu - 963-984 The Berry–Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors
by Xin Deng & Xuejun Wang & Yi Wu - 985-1002 Optimal stochastic restricted logistic estimator
by Nagarajah Varathan & Pushpakanthie Wijekoon - 1003-1041 Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator
by E. Castilla & N. Martín & L. Pardo & K. Zografos - 1043-1085 Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data
by M. Nooi Asl & H. Bevrani & R. Arabi Belaghi & K. Mansson - 1087-1089 Tucker S. McElroy, Dimitris N. Politis (2020): Time series: a first course with bootstrap starter
by Marco Meyer - 1091-1092 Thomas A. Severini (2020): Analytic Methods in Sports – Using Mathematics and Statistics to Understand Data from Baseball, Football, Basketball, and Other Sports
by Christophe Ley - 1093-1094 Christopher K. Wikle, Andrew Zammit-Mangion and Noel Cressie (2019): Spatio-temporal Statistics with R. Chapman and Hall/CRC, 396 pp. $ 47.96 (Hardcover), ISBN 978-1-1387-1113-6
by Edzer Pebesma
February 2021, Volume 62, Issue 1
- 1-2 Editorial
by Werner G. Müller & Carsten Jentsch & Ulrike Schneider - 3-30 On semiparametric transformation model with LTRC data: pseudo likelihood approach
by Chyong-Mei Chen & Pao-sheng Shen & Yi Liu