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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 - 211-227 Comparisons of policies based on relevation and replacement by a new one unit in reliability
by Félix Belzunce & Carolina Martínez-Riquelme & José A. Mercader & José M. Ruiz - 228-254 Selection model for domains across time: application to labour force survey by economic activities
by María José Lombardía & Esther López-Vizcaíno & Cristina Rueda - 255-273 Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial
by Elías Moreno & Carmen Martínez & Francisco–José Vázquez–Polo - 274-291 WIKS: a general Bayesian nonparametric index for quantifying differences between two populations
by Rafael Carvalho Ceregatti & Rafael Izbicki & Luis Ernesto Bueno Salasar
December 2020, Volume 29, Issue 4
- 845-892 Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics
by Bruno Ebner & Norbert Henze - 893-897 Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics
by M. Dolores Jiménez-Gamero - 898-902 Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics
by Simos G. Meintanis - 903-906 Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics
by Donald Richards - 907-910 Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^{2}$$ L 2 -statistics
by Gábor J. Székely & Maria L. Rizzo - 911-913 Rejoinder on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics
by Bruno Ebner & Norbert Henze - 914-937 On semi-supervised learning
by A. Cholaquidis & R. Fraiman & M. Sued - 938-965 On approximate validation of models: a Kolmogorov–Smirnov-based approach
by E. Barrio & H. Inouzhe & C. Matrán - 966-988 Robust estimation and inference for general varying coefficient models with missing observations
by Francesco Bravo - 989-1007 Robust model-based clustering with mild and gross outliers
by Alessio Farcomeni & Antonio Punzo - 1008-1028 The nonparametric location-scale mixture cure model
by Justin Chown & Cédric Heuchenne & Ingrid Van Keilegom - 1029-1050 Implementation of compound optimal design strategy in censored life-testing experiment
by Ritwik Bhattacharya - 1051-1071 Kumaraswamy regression model with Aranda-Ordaz link function
by Guilherme Pumi & Cristine Rauber & Fábio M. Bayer - 1072-1097 Maximum observed likelihood prediction of future record values
by Grigoriy Volovskiy & Udo Kamps - 1098-1124 Automated learning of mixtures of factor analysis models with missing information
by Wan-Lun Wang & Tsung-I Lin - 1125-1144 Modeling dependence via copula of functionals of Fourier coefficients
by Charles Fontaine & Ron D. Frostig & Hernando Ombao
September 2020, Volume 29, Issue 3
- 617-636 A class of asymptotically efficient estimators based on sample spacings
by M. Ekström & S. M. Mirakhmedov & S. Rao Jammalamadaka - 637-660 Supervised classification of geometrical objects by integrating currents and functional data analysis
by S. Barahona & P. Centella & X. Gual-Arnau & M. V. Ibáñez & A. Simó - 661-681 Analysis of correlated Birnbaum–Saunders data based on estimating equations
by Aline B. Tsuyuguchi & Gilberto A. Paula & Michelli Barros - 682-703 Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models
by M. Dolores Jiménez-Gamero & Sangyeol Lee & Simos G. Meintanis - 704-727 Reduced bias nonparametric lifetime density and hazard estimation
by Arthur Berg & Dimitris Politis & Kagba Suaray & Hui Zeng - 728-749 A goodness-of-fit test for regression models with spatially correlated errors
by Andrea Meilán-Vila & Jean D. Opsomer & Mario Francisco-Fernández & Rosa M. Crujeiras - 750-767 Approximate Bayesian inference for mixture cure models
by E. Lázaro & C. Armero & V. Gómez-Rubio - 768-792 Goodness-of-fit test for a parametric survival function with cure fraction
by Candida Geerdens & Paul Janssen & Ingrid Van Keilegom - 793-818 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 - 819-843 Robust doubly protected estimators for quantiles with missing data
by Mariela Sued & Marina Valdora & Víctor Yohai
June 2020, Volume 29, Issue 2
- 307-339 Inference and computation with generalized additive models and their extensions
by Simon N. Wood - 340-342 Comments on: Inference and computation with Generalized Additive Models and their extensions
by Paul Eilers - 343-350 Comments on: Inference and computation with Generalized Additive Models and their extensions
by Sonja Greven & Fabian Scheipl - 351-353 Comments on: Inference and computation with Generalized Additive Models and their extensions
by Thomas Kneib - 354-358 Rejoinder on: Inference and computation with Generalized Additive Models and their extensions
by Simon N. Wood - 359-378 Comparing samples from the $${\mathcal {G}}^0$$G0 distribution using a geodesic distance
by Alejandro C. Frery & Juliana Gambini - 379-408 Nuisance-parameter-free changepoint detection in non-stationary series
by Michal Pešta & Martin Wendler - 409-429 Estimators of quantile difference between two samples with length-biased and right-censored data
by Li Xun & Li Tao & Yong Zhou - 430-453 Multi-criteria-based optimal life-testing plans under hybrid censoring scheme
by Ritwik Bhattacharya & Baidya Nath Saha & Graceila González Farías & Narayanaswamy Balakrishnan - 454-478 Bayesian sequential design for Copula models
by S. G. J. Senarathne & C. C. Drovandi & J. M. McGree - 479-522 Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool
by A. Abu-Awwad & V. Maume-Deschamps & P. Ribereau - 523-552 Residual and influence analysis to a general class of simplex regression
by Patrícia L. Espinheira & Alisson Oliveira Silva - 553-572 Locally efficient estimation in generalized partially linear model with measurement error in nonlinear function
by Qianqian Wang & Yanyuan Ma & Guangren Yang - 573-598 Depth-based weighted jackknife empirical likelihood for non-smooth U-structure equations
by Yongli Sang & Xin Dang & Yichuan Zhao - 599-615 Goodness-of-fit tests for censored regression based on artificial data points
by Wenceslao González Manteiga & Cédric Heuchenne & César Sánchez Sellero & Alessandro Beretta
March 2020, Volume 29, Issue 1
- 1-33 On active learning methods for manifold data
by Hang Li & Enrique Castillo & George Runger - 34-37 Comments on: On active learning methods for manifold data
by Abhik Ghosh - 38-41 Comments on: On Active Learning Methods for Manifold Data
by Mostafa Reisi Gahrooei & Hao Yan & Kamran Paynabar - 42-49 Rejoinder on: “On active learning methods for manifold data”
by Hang Li & Enrique Castillo & George Runger - 50-89 Robust estimators in a generalized partly linear regression model under monotony constraints
by Graciela Boente & Daniela Rodriguez & Pablo Vena - 90-104 Is perfect repair always perfect?
by Ji Hwan Cha & Maxim Finkelstein - 105-138 Testing normality via a distributional fixed point property in the Stein characterization
by Steffen Betsch & Bruno Ebner - 139-165 Objective Bayesian comparison of order-constrained models in contingency tables
by Roberta Paroli & Guido Consonni - 166-195 A Fay–Herriot model when auxiliary variables are measured with error
by Jan Pablo Burgard & María Dolores Esteban & Domingo Morales & Agustín Pérez - 196-232 Parameter estimation and diagnostic tests for INMA(1) processes
by Boris Aleksandrov & Christian H. Weiß - 233-254 Optimal designs in multiple group random coefficient regression models
by Maryna Prus - 255-281 Comparisons of coherent systems under the time-transformed exponential model
by Jorge Navarro & Julio Mulero - 282-306 Oracally efficient estimation for dense functional data with holiday effects
by Li Cai & Lisha Li & Simin Huang & Liang Ma & Lijian Yang
December 2019, Volume 28, Issue 4
- 1033-1065 Deville and Särndal’s calibration: revisiting a 25-years-old successful optimization problem
by Denis Devaud & Yves Tillé - 1066-1067 Comments on: Deville and Särndal’s Calibration: revisiting a 25 years old successful optimization problem
by Phillip S. Kott - 1068-1070 Comments on: Deville and Särndal’s calibration: revisiting a 25 years old successful optimization problem
by Domingo Morales - 1071-1076 Comments on: Deville and Särndal’s calibration: revisiting a 25 years old successful optimization problem
by Jean-Francois Beaumont & J. N. K. Rao