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June 2024, Volume 33, Issue 2
- 361-378 Model checking for generalized partially linear models
by Xinmin Li & Haozhe Liang & Wolfgang Härdle & Hua Liang - 379-399 Application of the Cramér–Wold theorem to testing for invariance under group actions
by Ricardo Fraiman & Leonardo Moreno & Thomas Ransford - 400-452 Change point detection in high dimensional data with U-statistics
by B. Cooper Boniece & Lajos Horváth & Peter M. Jacobs - 453-472 Tensor eigenvectors for projection pursuit
by Nicola Loperfido - 473-495 An instrumental variable approach under dependent censoring
by Gilles Crommen & Jad Beyhum & Ingrid Van Keilegom - 496-516 Testing hypotheses about correlation matrices in general MANOVA designs
by Paavo Sattler & Markus Pauly - 517-539 Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data
by Simos G. Meintanis & John P. Nolan & Charl Pretorius - 540-563 Complete asymptotic expansions and the high-dimensional Bingham distributions
by Armine Bagyan & Donald Richards - 564-588 LRD spectral analysis of multifractional functional time series on manifolds
by Diana P. Ovalle–Muñoz & M. Dolores Ruiz–Medina - 589-608 A generalized Hosmer–Lemeshow goodness-of-fit test for a family of generalized linear models
by Nikola Surjanovic & Richard A. Lockhart & Thomas M. Loughin - 609-630 Change-point detection in a tensor regression model
by Mai Ghannam & Sévérien Nkurunziza - 631-631 Correction to: LRD spectral analysis of multifractional functional time series on manifolds
by Diana P. Ovalle–Muñoz & M. Dolores Ruiz–Medina
March 2024, Volume 33, Issue 1
- 1-47 Shape-based functional data analysis
by Yuexuan Wu & Chao Huang & Anuj Srivastava - 48-58 Comments on: shape-based functional data analysis
by Almond Stöcker & Lisa Steyer & Sonja Greven - 59-61 Comments on: Shape-based functional data analysis
by Ian L. Dryden - 62-65 Comments on: Shape-based functional data analysis
by Pedro Delicado - 66-70 Comments on: Shape-based functional data analysis
by J. E. Borgert & J. S. Marron - 71-72 Comments on: Shape-based functional data analysis by Wu, Huang and Srivastava
by Lajos Horváth - 73-80 Rejoinder on: Shape-based functional data analysis
by Yuexuan Wu & Chao Huang & Anuj Srivastava - 81-105 Testing Poissonity of a large number of populations
by M. D. Jiménez-Gamero & J. de Uña-Álvarez - 106-126 Variable selection in function-on-scalar single-index model via the alternating direction method of multipliers
by Rahul Ghosal & Arnab Maity - 127-154 Power priors for replication studies
by Samuel Pawel & Frederik Aust & Leonhard Held & Eric-Jan Wagenmakers - 155-179 On the Randić index and its variants of network data
by Mingao Yuan - 180-203 Statistical analysis of measures of non-convexity
by Alejandro Cholaquidis & Ricardo Fraiman & Leonardo Moreno & Beatriz Pateiro-López - 204-229 Unit-Weibull autoregressive moving average models
by Guilherme Pumi & Taiane Schaedler Prass & Cleiton Guollo Taufemback - 230-250 Conditional tail moment and reinsurance premium estimation under random right censoring
by Yuri Goegebeur & Armelle Guillou & Jing Qin - 251-270 Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors
by Min Wang & Keying Ye & Zifei Han - 271-296 A statistical learning view of simple Kriging
by Emilia Siviero & Emilie Chautru & Stephan Clémençon - 297-334 Estimation of stability index for symmetric $$\alpha $$ α -stable distribution using quantile conditional variance ratios
by Kewin Pączek & Damian Jelito & Marcin Pitera & Agnieszka Wyłomańska - 335-357 Bayesian joint quantile autoregression
by Jorge Castillo-Mateo & Alan E. Gelfand & Jesús Asín & Ana C. Cebrián & Jesús Abaurrea - 358-359 Publisher Correction: Unit-Weibull autoregressive moving average models
by Guilherme Pumi & Taiane Schaedler Prass & Cleiton Guollo Taufemback
December 2023, Volume 32, Issue 4
- 1135-1171 Statistical inference and large-scale multiple testing for high-dimensional regression models
by T. Tony Cai & Zijian Guo & Yin Xia - 1172-1176 Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models
by Ye Tian & Yang Feng - 1177-1179 Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models
by Gerda Claeskens & Maarten Jansen - 1180-1183 Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models
by Ya’acov Ritov - 1184-1186 Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models
by Jacobo Uña-Álvarez - 1187-1194 Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models
by T. Tony Cai & Zijian Guo & Yin Xia - 1195-1229 A threshold modeling for nonlinear time series of counts: application to COVID-19 data
by Nisreen Shamma & Mehrnaz Mohammadpour & Masoumeh Shirozhan - 1230-1250 Sparse and debiased lasso estimation and inference for high-dimensional composite quantile regression with distributed data
by Zhaohan Hou & Wei Ma & Lei Wang - 1251-1275 Bump hunting through density curvature features
by José E. Chacón & Javier Fernández Serrano - 1276-1306 High-order asymptotic approximations for improved inference under exceptionally low false positive error rates
by Basitha K. Hewa Wellalage & Igor Volobouev & A. Alexandre Trindade - 1307-1335 On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions
by Jorge Navarro & Jorge M Arevalillo - 1336-1364 A causal hidden Markov model for assessing effects of multiple direct mail campaigns
by Fulvia Pennoni & Leonard J. Paas & Francesco Bartolucci - 1365-1391 Selective inference for false discovery proportion in a hidden Markov model
by Marie Perrot-Dockès & Gilles Blanchard & Pierre Neuvial & Etienne Roquain - 1392-1433 Gender wage difference estimation at quantile levels using sample survey data
by Mihaela-Cătălina Anastasiade-Guinand & Alina Matei & Yves Tillé - 1434-1458 Testing for trend in two-way crossed effects model under heteroscedasticity
by Anjana Mondal & Paavo Sattler & Somesh Kumar - 1459-1478 Analysis of conditional randomisation and permutation schemes with application to conditional independence testing
by Małgorzata Łazȩcka & Bartosz Kołodziejek & Jan Mielniczuk - 1479-1507 Statistical models and the Benford hypothesis: a unified framework
by Lucio Barabesi & Andrea Cerioli & Marco Marzio - 1508-1529 On new omnibus tests of uniformity on the hypersphere
by Alberto Fernández-de-Marcos & Eduardo García-Portugués
September 2023, Volume 32, Issue 3
- 785-828 Statistical inference on the significance of rows and columns for matrix-valued data in an additive model
by Xiumin Liu & Lu Niu & Junlong Zhao - 829-864 Comparison of quantile regression curves with censored data
by Lorenzo Tedesco & Ingrid Van Keilegom - 865-907 Stochastic comparisons of relevation allocation policies in coherent systems
by Jiandong Zhang & Yiying Zhang - 908-941 Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence
by Laura Freijeiro-González & Manuel Febrero-Bande & Wenceslao González-Manteiga - 942-957 Level sets of depth measures in abstract spaces
by A. Cholaquidis & R. Fraiman & L. Moreno - 958-997 Estimating weak periodic vector autoregressive time series
by Yacouba Boubacar Maïnassara & Eugen Ursu - 998-1037 Hypothesis testing in adaptively sampled data: ART to maximize power beyond iid sampling
by Dae Woong Ham & Jiaze Qiu - 1038-1054 Reliability and optimal replacement policy for a generalized mixed shock model
by Murat Ozkut - 1055-1078 Robust and efficient estimation of nonparametric generalized linear models
by Ioannis Kalogridis & Gerda Claeskens & Stefan Aelst - 1079-1105 A general class of shock models with dependent inter-arrival times
by Dheeraj Goyal & Nil Kamal Hazra & Maxim Finkelstein - 1106-1130 Nonparametric tests for semiparametric regression models
by Federico Ferraccioli & Laura M. Sangalli & Livio Finos - 1131-1131 Correction: Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence
by Laura Freijeiro-González & Manuel Febrero-Bande & Wenceslao González-Manteiga - 1132-1133 Correction: Estimating weak periodic vector autoregressive time series
by Yacouba Boubacar Maïnassara & Eugen Ursu
June 2023, Volume 32, Issue 2
- 467-495 Nonparametric estimation in mixture cure models with covariates
by Ana López-Cheda & Yingwei Peng & María Amalia Jácome - 496-498 Comments on: Nonparametric estimation in mixture cure models with covariates
by Bo Han & Xiaoguang Wang - 499-505 Comments on: Nonparametric estimation in mixture cure models with covariates
by Ricardo Cao - 506-509 Comments on: Nonparametric estimation in mixture cure models with covariates
by Philippe Lambert - 510-512 Comments on: Nonparametric estimation in mixture cure models with covariates
by César Sánchez-Sellero & Wenceslao González-Manteiga - 513-520 Rejoinder on: Nonparametric estimation in mixture cure models with covariates
by Ana López-Cheda & Yingwei Peng & María Amalia Jácome - 521-541 Variable-dependent partial dimension reduction
by Lu Li & Kai Tan & Xuerong Meggie Wen & Zhou Yu - 542-565 Copula modelling with penalized complexity priors: the bivariate case
by Diego Battagliese & Clara Grazian & Brunero Liseo & Cristiano Villa - 566-601 Sharp inequalities of Bienaymé–Chebyshev and Gauß type for possibly asymmetric intervals around the mean
by Roxana A. Ion & Chris A. J. Klaassen & Edwin R. van den Heuvel - 602-622 Inferences for extended partially linear single-index models
by Zijuan Chen & Suojin Wang - 623-650 Aspects of robust canonical correlation analysis, principal components and association
by Jorge G. Adrover & Stella M. Donato - 651-676 Small area estimation of average compositions under multivariate nested error regression models
by María Dolores Esteban & María José Lombardía & Esther López-Vizcaíno & Domingo Morales & Agustín Pérez - 677-694 Severe testing of Benford’s law
by Roy Cerqueti & Claudio Lupi - 695-725 Non-linear INAR(1) processes under an alternative geometric thinning operator
by Wagner Barreto-Souza & Sokol Ndreca & Rodrigo B. Silva & Roger W. C. Silva - 726-758 Global debiased DC estimations for biased estimators via pro forma regression
by Lu Lin & Feng Li - 759-783 Multipartition model for multiple change point identification
by Ricardo C. Pedroso & Rosangela H. Loschi & Fernando Andrés Quintana
March 2023, Volume 32, Issue 1
- 1-33 A general procedure for change-point detection in multivariate time series
by Mamadou Lamine Diop & William Kengne - 34-73 Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
by Yao Kang & Shuhui Wang & Dehui Wang & Fukang Zhu - 74-106 On a new concept of stochastic domination and the laws of large numbers
by Lê Vǎn Thành - 107-145 Understanding complex predictive models with ghost variables
by Pedro Delicado & Daniel Peña - 146-162 Robust censored regression with $$\ell _1$$ ℓ 1 -norm regularization
by Jad Beyhum & Ingrid Keilegom - 163-183 Homogeneity tests for one-way models with dependent errors under correlated groups
by Yuichi Goto & Koichi Arakaki & Yan Liu & Masanobu Taniguchi - 184-210 Correct specification of design matrices in linear mixed effects models: tests with graphical representation
by Jakob Peterlin & Nataša Kejžar & Rok Blagus - 211-231 Some parametric tests based on sample spacings
by Rahul Singh & Neeraj Misra - 232-262 Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
by Junmin Liu & Deli Zhu & Luoyao Yu & Xuehu Zhu - 263-293 On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference
by Ying C. MacNab - 294-320 Criterion constrained Bayesian hierarchical models
by Qingying Zong & Jonathan R. Bradley - 321-349 On functional logistic regression: some conceptual issues
by José R. Berrendero & Beatriz Bueno-Larraz & Antonio Cuevas - 350-369 A data-driven reversible jump for estimating a finite mixture of regression models
by Gustavo Alexis Sabillón & Luiz Gabriel Fernandes Cotrim & Daiane Aparecida Zuanetti - 370-387 Nonequivalence of two least-absolute-deviation estimators for mediation effects
by WenWu Wang & Ping Yu - 388-417 Sparse overlapped linear discriminant analysis
by Youssef Anzarmou & Abdallah Mkhadri & Karim Oualkacha - 418-446 Bandwidth selection for statistical matching and prediction
by Inés Barbeito & Ricardo Cao & Stefan Sperlich - 447-466 Block-diagonal test for high-dimensional covariance matrices
by Jiayu Lai & Xiaoyi Wang & Kaige Zhao & Shurong Zheng
December 2022, Volume 31, Issue 4
- 879-900 On sums of dependent random lifetimes under the time-transformed exponential model
by Jorge Navarro & Franco Pellerey & Julio Mulero - 901-930 Preservation of distributional properties of component lifetimes by system lifetimes
by Barry C. Arnold & Tomasz Rychlik & Magdalena Szymkowiak - 931-949 Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
by Jone Ascorbebeitia & Eva Ferreira & Susan Orbe - 950-967 Precision matrix estimation using penalized Generalized Sylvester matrix equation
by Vahe Avagyan - 968-993 Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates
by Kaida Cai & Hua Shen & Xuewen Lu - 994-1029 On the general $$\delta $$ δ -shock model
by Dheeraj Goyal & Nil Kamal Hazra & Maxim Finkelstein - 1030-1057 Interquantile shrinkage in spatial additive autoregressive models
by Jiawei Hou & Yunquan Song - 1058-1081 Reducing degradation and age of items in imperfect repair modeling
by Maxim Finkelstein & Ji Hwan Cha - 1082-1099 Copula-based bivariate finite mixture regression models with an application for insurance claim count data
by Lluís Bermúdez & Dimitris Karlis - 1100-1120 Inference for dependent error functional data with application to event-related potentials
by Kun Huang & Sijie Zheng & Lijian Yang - 1121-1142 Bayes factors for peri-null hypotheses
by Alexander Ly & Eric-Jan Wagenmakers - 1143-1166 Estimation of poverty and inequality in small areas: review and discussion
by Isabel Molina & Paul Corral & Minh Nguyen - 1167-1167 Correction to: Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
by Jone Ascorbebeitia & Eva Ferreira & Susan Orbe
September 2022, Volume 31, Issue 3
- 563-594 Penalized robust estimators in sparse logistic regression
by Ana M. Bianco & Graciela Boente & Gonzalo Chebi - 595-618 Tractable circula densities from Fourier series
by Shogo Kato & Arthur Pewsey & M. C. Jones - 619-643 Weight smoothing for nonprobability surveys
by Ramón Ferri-García & Jean-François Beaumont & Keven Bosa & Joanne Charlebois & Kenneth Chu - 644-674 A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers
by Moreno Bevilacqua & Christian Caamaño-Carrillo & Reinaldo B. Arellano-Valle & Camilo Gómez - 675-698 Data-driven portmanteau tests for time series
by Roberto Baragona & Francesco Battaglia & Domenico Cucina - 699-716 General dependence structures for some models based on exponential families with quadratic variance functions
by Luis Nieto-Barajas & Eduardo Gutiérrez-Peña - 717-748 On automatic kernel density estimate-based tests for goodness-of-fit
by Carlos Tenreiro - 749-770 Testing marginal homogeneity in Hilbert spaces with applications to stock market returns
by Marc Ditzhaus & Daniel Gaigall - 771-789 Increasing the replicability for linear models via adaptive significance levels
by D. Vélez & M. E. Pérez & L. R. Pericchi - 790-827 A simple and useful regression model for fitting count data
by Marcelo Bourguignon & Rodrigo M. R. Medeiros - 828-855 On finite mixtures of Discretized Beta model for ordered responses
by Rosaria Simone - 856-874 Some results on the Gaussian Markov Random Field construction problem based on the use of invariant subgraphs
by Juan Baz & Irene Díaz & Susana Montes & Raúl Pérez-Fernández - 875-876 Correction to: Second-order and local characteristics of network intensity functions
by Matthias Eckardt & Jorge Mateu - 877-878 Correction to: Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
by Carlos A. Coelho & Anuradha Roy
June 2022, Volume 31, Issue 2
- 299-327 Hybrid semiparametric Bayesian networks
by David Atienza & Pedro Larrañaga & Concha Bielza - 328-330 Comments on: Hybrid semiparametric Bayesian networks
by Marco Scutari - 331-334 Comments on: Hybrid semiparametric Bayesian networks
by Antonio Salmerón - 335-339 Comments on: hybrid semiparametric Bayesian networks
by Stefan Sperlich - 340-343 Comments on: Hybrid semiparametric Bayesian networks
by Serafín Moral - 344-347 Rejoinder on: Hybrid semiparametric Bayesian networks
by David Atienza & Pedro Larrañaga & Concha Bielza - 348-372 Multidimensional specification test based on non-stationary time series
by Jun Wang & Dianpeng Wang & Yubin Tian - 373-389 Asymptotics for M-type smoothing splines with non-smooth objective functions
by Ioannis Kalogridis - 390-415 Testing the equality of multivariate means when $$p>n$$ p > n by combining the Hotelling and Simes tests
by Tzviel Frostig & Yoav Benjamini - 416-441 Spatial distribution of invasive species: an extent of occurrence approach
by Alberto Rodríguez-Casal & Paula Saavedra-Nieves - 442-442 Correction to: Spatial distribution of invasive species: an extent of occurrence approach
by Alberto Rodríguez-Casal & Paula Saavedra-Nieves - 443-460 Single-index composite quantile regression for ultra-high-dimensional data
by Rong Jiang & Mengxian Sun - 461-487 New characterization-based exponentiality tests for randomly censored data
by Marija Cuparić & Bojana Milošević - 488-518 Tests for circular symmetry of complex-valued random vectors
by Norbert Henze & Pierre Lafaye De Micheaux & Simos G. Meintanis - 519-542 A test for heteroscedasticity in functional linear models
by James Cameron & Pramita Bagchi - 543-561 Stochastic monotonicity of dependent variables given their sum
by Franco Pellerey & Jorge Navarro
March 2022, Volume 31, Issue 1
- 1-21 Testing the equality of a large number of populations
by M. D. Jiménez-Gamero & M. Cousido-Rocha & M. V. Alba-Fernández & F. Jiménez-Jiménez - 22-53 Robust clustering of multiply censored data via mixtures of t factor analyzers
by Wan-Lun Wang & Tsung-I Lin - 54-75 MM for penalized estimation
by Zhu Wang - 76-100 Goodness-of-fit test with a robustness feature
by Jiming Jiang & Mahmoud Torabi - 101-117 Bayesian semiparametric modeling of response mechanism for nonignorable missing data
by Shonosuke Sugasawa & Kosuke Morikawa & Keisuke Takahata - 118-147 Robust parametric inference for finite Markov chains
by Abhik Ghosh - 148-174 Where to find needles in a haystack?
by Zhigen Zhao - 175-203 Spatial Cox processes in an infinite-dimensional framework
by María P. Frías & Antoni Torres-Signes & María D. Ruiz-Medina & Jorge Mateu - 204-234 A measurement error Rao–Yu model for regional prevalence estimation over time using uncertain data obtained from dependent survey estimates
by Jan Pablo Burgard & Joscha Krause & Domingo Morales - 235-254 A new inferential approach for response-adaptive clinical trials: the variance-stabilized bootstrap
by Alessandro Baldi Antognini & Marco Novelli & Maroussa Zagoraiou - 255-277 Sparse Laplacian Shrinkage with the Graphical Lasso Estimator for Regression Problems
by Siwei Xia & Yuehan Yang & Hu Yang - 278-297 Bayesian and frequentist evidence in one-sided hypothesis testing
by Elías Moreno & Carmen Martínez
December 2021, Volume 30, Issue 4
- 811-835 Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data
by Shakhawat Hossain & Le An Lac - 836-860 Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces
by Galatia Cleanthous & Emilio Porcu & Philip White - 861-883 Nonparametric estimation for big-but-biased data
by Laura Borrajo & Ricardo Cao - 884-907 On the estimation of the variability in the distribution tail
by Laurent Gardes & Stéphane Girard - 908-934 High-dimensional outlier detection using random projections
by P. Navarro-Esteban & J. A. Cuesta-Albertos - 935-959 Robust multivariate estimation based on statistical depth filters
by Giovanni Saraceno & Claudio Agostinelli - 960-979 QANOVA: quantile-based permutation methods for general factorial designs
by Marc Ditzhaus & Roland Fried & Markus Pauly - 980-1003 Specification testing in semi-parametric transformation models
by Nick Kloodt & Natalie Neumeyer & Ingrid Keilegom - 1004-1025 D-optimal designs for Poisson regression with synergetic interaction effect
by Fritjof Freise & Ulrike Graßhoff & Frank Röttger & Rainer Schwabe - 1026-1045 On degradation-based imperfect repair and induced generalized renewal processes
by Maxim Finkelstein & Ji Hwan Cha - 1046-1075 Two-way layout factorial experiments of spatial point pattern responses in mineral flotation
by Jonatan A. González & Bernardo M. Lagos-Álvarez & Jorge Mateu - 1076-1077 Correction to: On the concept of B-statistical uniform integrability of weighted sums of random variables and the law of large numbers with mean convergence in the statistical sense
by Manuel Ordóñez Cabrera & Andrew Rosalsky & Mehmet Ünver & Andrei Volodin
September 2021, Volume 30, Issue 3
- 529-568 Functional marked point processes: a natural structure to unify spatio-temporal frameworks and to analyse dependent functional data
by Mohammad Ghorbani & Ottmar Cronie & Jorge Mateu & Jun Yu - 569-585 Empirical likelihood inference for generalized additive partially linear models
by Rong Liu & Yichuan Zhao - 586-602 Multivariate functional data modeling with time-varying clustering
by Philip A. White & Alan E. Gelfand - 603-629 Testing serial independence with functional data
by Zdeněk Hlávka & Marie Hušková & Simos G. Meintanis - 630-649 A notion of depth for sparse functional data
by Carlo Sguera & Sara López-Pintado - 650-672 Nonparametric multiple regression estimation for circular response
by Andrea Meilán-Vila & Mario Francisco-Fernández & Rosa M. Crujeiras & Agnese Panzera - 673-692 Simple measures of uncertainty for model selection
by Xiaohui Liu & Yuanyuan Li & Jiming Jiang - 693-712 A likelihood-based approach for cure regression models
by Kevin Burke & Valentin Patilea - 713-736 Goodness of fit for models with intractable likelihood
by Stefano Cabras & María Eugenia Castellanos & Oliver Ratmann - 737-757 Covariate-adjusted multiple testing in genome-wide association studies via factorial hidden Markov models
by Tingting Cui & Pengfei Wang & Wensheng Zhu - 758-783 A robust proposal of estimation for the sufficient dimension reduction problem
by Andrea Bergesio & María Eugenia Szretter Noste & Víctor J. Yohai - 784-809 False discovery rate for functional data
by Niels Lundtorp Olsen & Alessia Pini & Simone Vantini
June 2021, Volume 30, Issue 2
- 293-317 Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator
by Lijuan Huo & Jin Seo Cho - 318-340 Second-order and local characteristics of network intensity functions
by Matthias Eckardt & Jorge Mateu - 341-363 Bootstrapping regression models with locally stationary disturbances
by Guillermo Ferreira & Jorge Mateu & Jose A. Vilar & Joel Muñoz - 364-382 Modelling informative time points: an evolutionary process approach
by Andreia Monteiro & Raquel Menezes & Maria Eduarda Silva - 383-405 Probability of default estimation in credit risk using a nonparametric approach
by Rebeca Peláez Suárez & Ricardo Cao Abad & Juan M. Vilar Fernández - 406-406 Correction to: Probability of default estimation in credit risk using a nonparametric approach
by Rebeca Peláez Suárez & Ricardo Cao Abad & Juan M. Vilar Fernández - 407-428 Maximum likelihood estimators based on discrete component lifetimes of a k-out-of-n system
by Anna Dembińska & Krzysztof Jasiński - 429-444 Semiparametric mixture regression with unspecified error distributions
by Yanyuan Ma & Shaoli Wang & Lin Xu & Weixin Yao - 445-461 On a class of repulsive mixture models
by José J. Quinlan & Fernando A. Quintana & Garritt L. Page - 462-480 Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models
by Alessio Farcomeni & Monia Ranalli & Sara Viviani - 481-504 Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables
by Silvia Novo & Germán Aneiros & Philippe Vieu - 505-526 Smooth estimation of size distributions in an oriented cylinder model
by Geurt Jongbloed & Kimberly S. McGarrity & Jilt Sietsma - 527-528 Correction to: Small area estimation of proportions under area-level compositional mixed models
by María Dolores Esteban & María José Lombardía & Esther López-Vizcaíno & Domingo Morales & Agustín Pérez
March 2021, Volume 30, Issue 1
- 1-58 Recent advances in directional statistics
by Arthur Pewsey & Eduardo García-Portugués - 59-63 Comments on: Recent advances in directional statistics
by Kanti V. Mardia - 64-67 Comments on: Recent advances in directional statistics
by Rosa M. Crujeiras & Paula Saavedra-Nieves - 68-70 Comments on: Recent advances in directional statistics
by Janice L. Scealy - 71-75 Comments on: Recent advances in directional statistics
by Stephan F. Huckemann - 76-82 Rejoinder on: Recent advances in directional statistics
by Arthur Pewsey & Eduardo García-Portugués - 83-102 On the concept of B-statistical uniform integrability of weighted sums of random variables and the law of large numbers with mean convergence in the statistical sense
by Manuel Ordóñez Cabrera & Andrew Rosalsky & Mehmet Ünver & Andrei Volodin - 103-132 On the prevalence of information inconsistency in normal linear models
by Joris Mulder & James O. Berger & Víctor Peña & M. J. Bayarri - 133-152 Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo
by Elizabeth D. Schifano & Himchan Jeong & Ved Deshpande & Dipak K. Dey - 153-178 Entropy-based pivotal statistics for multi-sample problems in planar shape
by W. V. Félix de Lima & A. D. C. Nascimento & G. J. A. Amaral - 179-197 Accounting for dependent informative sampling in model-based finite population inference
by Isabel Molina & Malay Ghosh - 198-210 Tail dependence and smoothness of time series
by Helena Ferreira & Marta Ferreira