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Content
April 2021, Volume 62, Issue 2
- 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 - 31-52 Detecting trend change in hazard functions—an L-statistic approach
by Priyanka Majumder & Murari Mitra - 53-74 The estimation for the general additive–multiplicative hazard model using the length-biased survival data
by Chengbo Li & Yong Zhou - 75-92 Properties of optimal regression designs under the second-order least squares estimator
by Chi-Kuang Yeh & Julie Zhou - 93-115 An adaptive estimation for covariate-adjusted nonparametric regression model
by Feng Li & Lu Lin & Yiqiang Lu & Sanying Feng - 117-135 Asymptotic normality of the MLE in the level-effect ARCH model
by Christian M. Dahl & Emma M. Iglesias - 137-169 The optimal stopping problem revisited
by Manuel Guerra & Cláudia Nunes & Carlos Oliveira - 171-191 Minimum area confidence regions and their coverage probabilities for type-II censored exponential data
by J. M. Lennartz & S. Bedbur & U. Kamps - 193-208 Dimension reduction for functional regression with a binary response
by Guochang Wang & Beiting Liang & Hansheng Wang & Baoxue Zhang & Baojian Xie - 209-233 Minimax estimation of the common variance and precision of two normal populations with ordered restricted means
by Lakshmi Kanta Patra & Suchandan Kayal & Somesh Kumar - 235-265 Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events
by Paula R. Bouzas & Nuria Ruiz-Fuentes & Carmen Montes-Gijón & Juan Eloy Ruiz-Castro - 267-307 New recommended designs for screening either qualitative or quantitative factors
by A. M. Elsawah & Kai-Tai Fang & Xiao Ke - 309-359 Bayesian and classical estimation of reliability in a multicomponent stress-strength model under adaptive hybrid progressive censored data
by Akram Kohansal & Shirin Shoaee - 361-393 Sliced inverse regression method for multivariate compositional data modeling
by Huiwen Wang & Zhichao Wang & Shanshan Wang - 395-417 Parameter estimation for the Pareto distribution based on ranked set sampling
by Wenshu Qian & Wangxue Chen & Xiaofang He - 419-450 Estimation issues in the Exponential–Logarithmic model under hybrid censoring
by Ruhul Ali Khan & Murari Mitra - 451-494 Estimating multiple breaks in mean sequentially with fractionally integrated errors
by Daiqing Xi & Tianxiao Pang - 495-531 Estimation of partially linear single-index spatial autoregressive model
by Suli Cheng & Jianbao Chen - 533-559 Power calculation in multiply imputed data
by Ruochen Zha & Ofer Harel
December 2020, Volume 61, Issue 6
- 2241-2270 Doubly robust augmented-estimating-equations estimation with nonignorable nonresponse data
by Tianqing Liu & Xiaohui Yuan - 2271-2282 Linearity tests and stochastic trend under the STAR framework
by Lingxiang Zhang - 2283-2311 Sparse common component analysis for multiple high-dimensional datasets via noncentered principal component analysis
by Heewon Park & Sadanori Konishi - 2313-2330 Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors
by Caiya Zhang & Kaihong Xu & Lianfen Qian - 2331-2349 Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples
by Liwang Ding & Ping Chen & Yongming Li - 2351-2381 Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects
by Bang-Qiang He & Xing-Jian Hong & Guo-Liang Fan - 2383-2391 Note on sample quantiles for ordinal data
by Uwe Hassler - 2393-2448 Robust fuzzy clustering based on quantile autocovariances
by B. Lafuente-Rego & P. D’Urso & J. A. Vilar - 2449-2482 Bayesian inference of smooth transition autoregressive (STAR)(k)–GARCH(l, m) models
by Glen Livingston & Darfiana Nur - 2483-2509 Statistical inference for linear regression models with additive distortion measurement errors
by Zhenghui Feng & Jun Zhang & Qian Chen - 2511-2527 Estimating a function of scale parameter of an exponential population with unknown location under general loss function
by Lakshmi Kanta Patra & Suchandan Kayal & Somesh Kumar - 2529-2560 Multivariate portmanteau tests for weak multiplicative seasonal VARMA models
by Abdoulkarim Ilmi Amir & Yacouba Boubacar Maïnassara - 2561-2581 A seasonal geometric INAR process based on negative binomial thinning operator
by Shengqi Tian & Dehui Wang & Shuai Cui - 2583-2604 Portfolio selection: shrinking the time-varying inverse conditional covariance matrix
by Ruili Sun & Tiefeng Ma & Shuangzhe Liu - 2605-2641 Randomized versus non-randomized hypergeometric hypothesis testing with crisp and fuzzy hypotheses
by Nataliya Chukhrova & Arne Johannssen - 2643-2670 Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions
by Wan-Lun Wang & Ahad Jamalizadeh & Tsung-I Lin - 2671-2684 The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples
by Aiting Shen & Huiling Tao & Xuejun Wang - 2685-2714 CLT for integrated square error of density estimators with censoring indicators missing at random
by Yu-Ye Zou & Han-Ying Liang - 2715-2735 FPCA-based estimation for generalized functional partially linear models
by Ruiyuan Cao & Jiang Du & Jianjun Zhou & Tianfa Xie - 2737-2767 Approximate and exact optimal designs for $$2^k$$ 2 k factorial experiments for generalized linear models via second order cone programming
by Belmiro P. M. Duarte & Guillaume Sagnol
October 2020, Volume 61, Issue 5
- 1799-1818 Robust dimension reduction using sliced inverse median regression
by Eliana Christou - 1819-1840 A bivariate integer-valued bilinear autoregressive model with random coefficients
by Predrag M. Popović & Hassan S. Bakouch - 1841-1857 Structure identification for varying coefficient models with measurement errors based on kernel smoothing
by Mingqiu Wang & Peixin Zhao & Xiaoning Kang - 1859-1874 A comprehensive error rate for multiple testing
by Djalel-Eddine Meskaldji & Dimitri Van De Ville & Jean-Philippe Thiran & Stephan Morgenthaler - 1875-1892 Maximum likelihood estimators of the parameters of the log-logistic distribution
by Xiaofang He & Wangxue Chen & Wenshu Qian - 1893-1909 The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation
by Ryo Miyazaki & Hidetoshi Murakami - 1911-1937 A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
by Hu Yang & Ning Li & Jing Yang - 1939-1970 Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol’ indices
by Matieyendou Lamboni - 1971-1996 Conditional properties of a random sample given an order statistic
by Jafar Ahmadi & H. N. Nagaraja - 1997-2013 R-optimal designs for trigonometric regression models
by Lei He & Rong-Xian Yue - 2015-2029 Restricted minimum volume confidence region for Pareto distribution
by Fen Jiang & Junmei Zhou & Jin Zhang - 2031-2057 Multiplicative regression models with distortion measurement errors
by Jun Zhang & Junpeng Zhu & Yan Zhou & Xia Cui & Tao Lu - 2059-2089 Investigating the two parameter analysis of Lipovetsky for simultaneous systems
by Selma Toker - 2091-2117 Estimation within the new integrated system of household surveys in Germany
by Saeideh Kamgar & Florian Meinfelder & Ralf Münnich & Hamidreza Navvabpour - 2119-2148 Sparse directed acyclic graphs incorporating the covariates
by Xiao Guo & Hai Zhang - 2149-2156 Towards an uniformly most powerful binomial test
by Sascha Wörz & Heinz Bernhardt - 2157-2174 On zero-inflated permutation testing and some related problems
by Livio Finos & Fortunato Pesarin - 2175-2201 Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India
by Helmut Herwartz & Simone Maxand - 2203-2219 Construction of supersaturated split-plot designs
by K. Chatterjee & C. Koukouvinos & K. Mylona - 2221-2240 When and when not to use optimal model averaging
by Michael Schomaker & Christian Heumann
August 2020, Volume 61, Issue 4
- 1347-1349 Editorial for the special issue: Change point detection
by Georgy Sofronov & Martin Wendler & Volkmar Liebscher - 1351-1383 Change-point methods for multivariate time-series: paired vectorial observations
by Zdeněk Hlávka & Marie Hušková & Simos G. Meintanis - 1385-1407 Changepoint in dependent and non-stationary panels
by Matúš Maciak & Michal Pešta & Barbora Peštová - 1409-1435 Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment
by Alfredas Račkauskas & Martin Wendler - 1437-1463 Estimating change points in nonparametric time series regression models
by Maria Mohr & Leonie Selk - 1465-1506 Change point detection for nonparametric regression under strongly mixing process
by Qing Yang & Yu-Ning Li & Yi Zhang - 1507-1528 Multiple change point detection and validation in autoregressive time series data
by Lijing Ma & Andrew J. Grant & Georgy Sofronov - 1529-1544 On the problems of sequential statistical inference for Wiener processes with delayed observations
by Pavel V. Gapeev - 1545-1563 Rationalization of detection of the multiple disorders
by Krzysztof J. Szajowski - 1565-1588 Order patterns, their variation and change points in financial time series and Brownian motion
by Christoph Bandt - 1589-1606 Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood
by Yi Chu & Lu Lin - 1607-1627 An exponential inequality and its application to M estimators in multiple linear models
by Xin Deng & Xuejun Wang - 1629-1643 Optimal principal points estimators of multivariate distributions of location-scale and location-scale-rotation families
by Shun Matsuura & Thaddeus Tarpey - 1645-1661 Dynamic recursive tree-based partitioning for malignant melanoma identification in skin lesion dermoscopic images
by Massimo Aria & Antonio D’Ambrosio & Carmela Iorio & Roberta Siciliano & Valentina Cozza - 1663-1684 Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications
by Mengmei Xi & Rui Wang & Zhaoyang Cheng & Xuejun Wang - 1685-1699 Cramér’s type results for some bootstrapped U-statistics
by Sergio Alvarez-Andrade & Salim Bouzebda - 1701-1717 Second-order matching prior family parametrized by sample size and matching probability
by Toyoto Tanaka & Yoshihiro Hirose & Fumiyasu Komaki - 1719-1739 Model averaging estimator in ridge regression and its large sample properties
by Shangwei Zhao & Jun Liao & Dalei Yu - 1741-1762 Random coefficient minification processes
by Lengyi Han & W. John Braun & Jason Loeppky - 1763-1772 New lower bound for Lee discrepancy of asymmetrical factorials
by Liuping Hu & Kashinath Chatterjee & Jiaqi Liu & Zujun Ou - 1773-1798 On the performance of weighted bootstrapped kernel deconvolution density estimators
by Ali Al-Sharadqah & Majid Mojirsheibani & William Pouliot
June 2020, Volume 61, Issue 3
- 923-944 A new general class of discrete bivariate distributions constructed by using the likelihood ratio
by Hyunju Lee & Ji Hwan Cha - 945-965 Bayesian estimation of a lifetime distribution under double truncation caused by time-restricted data collection
by Achim Dörre - 967-995 Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
by Kangning Wang & Xiaofei Sun - 997-1026 Performance of some ridge estimators for the gamma regression model
by Muhammad Amin & Muhammad Qasim & Muhammad Amanullah & Saima Afzal - 1027-1042 Sharp lower bounds on expectations of gOS based on DGFR distributions
by Mariusz Bieniek & Agnieszka Goroncy - 1043-1067 Lack of fit test for long memory regression models
by Lihong Wang - 1069-1084 Covariance structure associated with an equality between two general ridge estimators
by Koji Tsukuda & Hiroshi Kurata - 1085-1106 On intraclass structure estimation in the growth curve model
by Veronika Kopčová & Ivan Žežula - 1107-1123 Single-index partially functional linear regression model
by Ping Yu & Jiang Du & Zhongzhan Zhang - 1125-1145 Variable selection for spatial autoregressive models with a diverging number of parameters
by Tianfa Xie & Ruiyuan Cao & Jiang Du - 1147-1180 Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models
by Xuejun Wang & Yi Wu & Shuhe Hu & Nengxiang Ling - 1181-1202 M-estimation of the regression function under random left truncation and functional time series model
by Saliha Derrar & Ali Laksaci & Elias Ould Saïd - 1203-1212 A new approach for estimating VAR systems in the mixed-frequency case
by Lukas Koelbl & Manfred Deistler - 1213-1229 Linear models for statistical shape analysis based on parametrized closed curves
by Luis Gutiérrez & Ramsés H. Mena & Carlos Díaz-Avalos - 1231-1243 New lower bounds of four-level and two-level designs via two transformations
by Hongyi Li & Hong Qin - 1245-1267 Variable selection in high-dimensional sparse multiresponse linear regression models
by Shan Luo - 1269-1279 Stochastic restricted estimation in partially linear additive errors-in-variables models
by Chuanhua Wei & Jin Yang - 1281-1307 Quantile regression for nonlinear mixed effects models: a likelihood based perspective
by Christian E. Galarza & Luis M. Castro & Francisco Louzada & Victor H. Lachos - 1309-1333 Markov switching asymmetric GARCH model: stability and forecasting
by N. Alemohammad & S. Rezakhah & S. H. Alizadeh - 1335-1346 Construction of simultaneous confidence bands for a percentile hyper-plane with predictor variables constrained in an ellipsoidal region
by Sanyu Zhou & Defa Wang & Jingjing Zhu
April 2020, Volume 61, Issue 2
- 523-541 Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates
by Xiaobing Zhao & Xian Zhou - 543-573 A matching prior based on the modified profile likelihood for the common mean in multiple log-normal distributions
by Yongku Kim & Woo Dong Lee & Sang Gil Kang - 575-593 Inference on q-Weibull parameters
by Xiang Jia & Saralees Nadarajah & Bo Guo - 595-614 Component-wise outlier detection methods for robustifying multivariate functional samples
by Francesca Ieva & Anna Maria Paganoni - 615-643 Nonparametric kernel estimation of CVaR under $$\alpha $$α-mixing sequences
by Zhongde Luo - 645-658 Bahadur intercept with applications to one-sided testing
by Zeng-Hua Lu - 659-679 Mean targeting estimator for the integer-valued GARCH(1, 1) model
by Qi Li & Fukang Zhu - 681-696 The distribution of unobserved heterogeneity in competing risks models
by Yang Lu - 697-725 Empirical likelihood-based weighted rank regression with missing covariates
by Tianqing Liu & Xiaohui Yuan - 727-740 Construction of Latin hypercube designs with nested and sliced structures
by Bing Guo & Xue-Ping Chen & Min-Qian Liu - 741-766 Correlated endpoints: simulation, modeling, and extreme correlations
by Sergei Leonov & Bahjat Qaqish - 767-785 On estimation of $$P\left( X > Y \right) $$PX>Y based on judgement post stratification
by Ali Dastbaravarde & Ehsan Zamanzade - 787-822 Mixtures of multivariate contaminated normal regression models
by Angelo Mazza & Antonio Punzo - 823-849 New foundations for designing U-optimal follow-up experiments with flexible levels
by A. M. Elsawah & Kai-Tai Fang - 851-867 Estimation of a symmetric distribution function in multistage ranked set sampling
by M. Mahdizadeh & Ehsan Zamanzade - 869-898 Ridge-type pretest and shrinkage estimations in partially linear models
by Bahadır Yüzbaşı & S. Ejaz Ahmed & Dursun Aydın - 899-915 On the consistency of the P–C estimator in a nonparametric regression model
by Yi Wu & Xuejun Wang & Narayanaswamy Balakrishnan - 917-918 Norman Matloff (2017): statistical regression and classification: from linear models to machine learning
by Ricardo Maronna - 919-920 Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R
by Walter Krämer - 921-922 Peter Filzmoser, Karel Hron, Matthias Templ: Applied compositional data analysis, with worked examples in R
by Vera Pawlowsky-Glahn
February 2020, Volume 61, Issue 1
- 1-16 Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis
by Tran Hoang Hai - 17-29 On a test of normality based on the empirical moment generating function
by Norbert Henze & Stefan Koch - 31-69 Elliptical linear mixed models with a covariate subject to measurement error
by Joelmir A. Borssoi & Gilberto A. Paula & Manuel Galea - 71-83 Following K. Pearson to test the general linear hypothesis
by Lynn Roy LaMotte - 85-107 Geostatistical survival model with Gaussian random effect
by K. Motarjem & M. Mohammadzadeh & A. Abyar - 109-121 Robust change point detection method via adaptive LAD-LASSO
by Qiang Li & Liming Wang - 123-140 Goodness-of-fit tests in conditional duration models
by Simos G. Meintanis & Bojana Milošević & Marko Obradović - 141-165 Block average quantile regression for massive dataset
by Qifa Xu & Chao Cai & Cuixia Jiang & Fang Sun & Xue Huang - 167-188 Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
by Mariana C. Araújo & Audrey H. M. A. Cysneiros & Lourdes C. Montenegro - 189-199 Consistency of MLE, LSE and M-estimation under mild conditions
by Jin Zhang - 201-224 Testing slope homogeneity in panel data models with a multifactor error structure
by Feng Xu & Zekai He - 225-244 Model-free conditional screening via conditional distance correlation
by Jun Lu & Lu Lin - 245-260 Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
by Xinyang Wang & Dehui Wang & Haixiang Zhang - 261-277 Confidence intervals for quantiles based on samples of random sizes
by Jazaa S. Al-Mutairi & Mohammad Z. Raqab - 279-301 EIV regression with bounded errors in data: total ‘least squares’ with Chebyshev norm
by Milan Hladík & Michal Černý & Jaromír Antoch - 303-316 Some results on the computing of Tukey’s halfspace median
by Xiaohui Liu & Shihua Luo & Yijun Zuo - 317-346 Log-linear models to evaluate direction of effect in binary variables
by Wolfgang Wiedermann & Alexander Eye - 347-369 Multiple mediation analysis for interval-valued data
by Antonio Calcagnì & Luigi Lombardi & Lorenzo Avanzi & Eduardo Pascali - 371-383 A new method for obtaining explicit estimators in unbalanced mixed linear models
by Tatjana von Rosen & Dietrich von Rosen & Julia Volaufova - 385-401 Some properties of linear sufficiency and the BLUPs in the linear mixed model
by S. J. Haslett & X. Q. Liu & A. Markiewicz & S. Puntanen - 403-421 Estimation of parameters of component lifetime distribution in a coherent system
by M. G. Kulkarni & M. B. Rajarshi - 423-444 kNN estimation in functional partial linear modeling
by Nengxiang Ling & Germán Aneiros & Philippe Vieu - 445-477 Point and interval estimation under progressive type-I interval censoring with random removal
by Sonal Budhiraja & Biswabrata Pradhan - 479-501 Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach
by Takeshi Emura & Chi-Hung Pan - 503-522 Copula function for fuzzy random variables: applications in measuring association between two fuzzy random variables
by Vahid Ranjbar & Gholamreza Hesamian
December 2019, Volume 60, Issue 6
- 1803-1826 Two stage smoothing in additive models with missing covariates
by Takuma Yoshida - 1827-1847 On circular correlation for data on the torus
by Xiaoping Zhan & Tiefeng Ma & Shuangzhe Liu & Kunio Shimizu - 1849-1882 Preliminary test and Stein-type shrinkage ridge estimators in robust regression
by M. Norouzirad & M. Arashi - 1883-1919 On divergence tests for composite hypotheses under composite likelihood
by N. Martín & L. Pardo & K. Zografos - 1921-1937 A test for detecting Laplace order dominance and related Bahadur efficiency issues
by Priyanka Majumder & Murari Mitra - 1939-1970 Correcting outliers in GARCH models: a weighted forward approach
by Lisa Crosato & Luigi Grossi - 1971-1999 Some properties of conditional partial moments in the context of stochastic modelling
by S. M. Sunoj & N. Vipin - 2001-2012 Bivariate quantile residual life: a characterization theorem and statistical properties
by M. Shafaei Noughabi & M. Kayid - 2013-2030 Generalized p value for multivariate Gaussian stochastic processes in continuous time
by Mar Fenoy & Pilar Ibarrola & Juan B. Seoane-Sepúlveda - 2031-2061 Exact distributions of tests of outliers for exponential samples
by Nirpeksh Kumar - 2063-2085 A robust and efficient estimation method for partially nonlinear models via a new MM algorithm
by Yunlu Jiang & Guo-Liang Tian & Yu Fei - 2087-2108 The asymptotic properties of the estimators in a semiparametric regression model
by Xuejun Wang & Meimei Ge & Yi Wu - 2109-2118 Lag truncation and the local asymptotic distribution of the ADF test for a unit root
by Emre Aylar & Stephan Smeekes & Joakim Westerlund - 2119-2139 Mixed Poisson INAR(1) processes
by Wagner Barreto-Souza - 2141-2159 EDF-based tests of exponentiality in pair ranked set sampling
by Ehsan Zamanzade - 2161-2183 Minimum distance estimation of the binormal ROC curve
by Alicja Jokiel-Rokita & Rafał Topolnicki - 2185-2224 On estimation of reliability in a multicomponent stress-strength model for a Kumaraswamy distribution based on progressively censored sample
by Akram Kohansal - 2225-2252 Bivariate extension of (dynamic) cumulative residual and past inaccuracy measures
by Amit Ghosh & Chanchal Kundu - 2253-2271 Least squares estimator for Ornstein–Uhlenbeck processes driven by fractional Lévy processes from discrete observations
by Guangjun Shen & Qian Yu
October 2019, Volume 60, Issue 5
- 1423-1446 Bayesian Local Influence for Spatial Autoregressive Models with Heteroscedasticity
by Xiaowen Dai & Libin Jin & Maozai Tian & Lei Shi - 1447-1467 Working correlation structure selection in GEE analysis
by María Carmen Pardo & Rosa Alonso - 1469-1486 Adaptive group Lasso for high-dimensional generalized linear models
by Mingqiu Wang & Guo-Liang Tian - 1487-1513 Kernel classification with missing data and the choice of smoothing parameters
by Levon Demirdjian & Majid Mojirsheibani - 1515-1539 Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
by Manik Awale & N. Balakrishna & T. V. Ramanathan - 1541-1567 Variable dispersion beta regressions with parametric link functions
by Diego Ramos Canterle & Fábio Mariano Bayer - 1569-1582 Some results on two-level regular designs with multi block variables containing clear effects
by Qianqian Zhao & Shengli Zhao - 1583-1603 Using SeDuMi to find various optimal designs for regression models
by Weng Kee Wong & Yue Yin & Julie Zhou - 1605-1629 Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data
by Helton Saulo & Jeremias Leão & Víctor Leiva & Robert G. Aykroyd - 1631-1647 Signature-based approach for stress-strength systems
by Zohreh Pakdaman & Jafar Ahmadi & Mahdi Doostparast - 1649-1676 Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
by Kangning Wang & Lu Lin - 1677-1698 Detecting a structural change in functional time series using local Wilcoxon statistic
by Daniel Kosiorowski & Jerzy P. Rydlewski & Małgorzata Snarska - 1699-1716 Optimal foldover plans of asymmetric factorials with minimum wrap-around $$L_2$$ L 2 -discrepancy
by Zujun Ou & Hong Qin - 1717-1739 Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models
by Fikri Akdeniz & Mahdi Roozbeh - 1741-1762 A note on quantile feature screening via distance correlation
by Xiaolin Chen & Xiaojing Chen & Yi Liu - 1763-1791 Poisson–Poisson item count techniques for surveys with sensitive discrete quantitative data
by Yin Liu & Guo-Liang Tian & Qin Wu & Man-Lai Tang - 1793-1795 Mehryar Mohri, Afshin Rostamizadeh, and Ameet Talwalkar: Foundations of machine learning, second edition
by Li-Pang Chen - 1797-1798 Mónica Bécue-Bertaut (2019): Textual Data Science with R
by Jonas Rieger
August 2019, Volume 60, Issue 4
- 1021-1038 On ARL-unbiased c-charts for INAR(1) Poisson counts
by Sofia Paulino & Manuel Cabral Morais & Sven Knoth - 1039-1058 Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models
by Xuemei Hu & Weiming Yang - 1059-1078 Bayesian inference in measurement error models from objective priors for the bivariate normal distribution
by Mário Castro & Ignacio Vidal - 1079-1100 Panel stationary tests against changes in persistence
by Roy Cerqueti & Mauro Costantini & Luciano Gutierrez & Joakim Westerlund - 1101-1118 Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
by Jia-Han Shih & Takeshi Emura - 1119-1135 From B-spline representations to gamma representations in hybrid censoring
by Julian Górny & Erhard Cramer - 1137-1160 Quantile regression and variable selection for partially linear model with randomly truncated data
by Hong-Xia Xu & Zhen-Long Chen & Jiang-Feng Wang & Guo-Liang Fan