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Content
March 2025, Volume 34, Issue 1
- 1-27 Bayesian inference and cure rate modeling for event history data
by Panagiotis Papastamoulis & Fotios S. Milienos - 28-47 Composite quantile estimation in partially functional linear regression model with randomly censored responses
by Chengxin Wu & Nengxiang Ling & Philippe Vieu & Guoliang Fan - 48-68 Inference and prediction for ARCH time series via innovation distribution function
by Chen Zhong & Yuanyuan Zhang & Lijian Yang - 69-90 A Kolmogorov–Smirnov-type test for the two-sample problem with left-truncated data
by Adrián Lago & Jacobo Uña-Álvarez & Juan Carlos Pardo-Fernández - 91-124 A semiparametric approach for simple step-stress model
by Ayan Pal & Debashis Samanta & Debasis Kundu - 125-150 Statistical properties of partially observed integrated functional depths
by Antonio Elías & Stanislav Nagy - 151-197 Integrative subgroup analysis for high-dimensional mixed-type multi-response data
by Shuyang Song & Jiaqi Wu & Weiping Zhang - 198-234 Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models
by Mingyu Sun & Kai Yang & Ang Li - 235-261 Semi-functional partial linear regression with measurement error: an approach based on kNN estimation
by Silvia Novo & Germán Aneiros & Philippe Vieu - 262-287 Distribution-free tests for lossless feature selection in classification and regression
by László Györfi & Tamás Linder & Harro Walk - 288-323 Convolution smoothing and online updating estimation for support vector machine
by Kangning Wang & Xiaoqing Meng & Xiaofei Sun
December 2024, Volume 33, Issue 4
- 987-1013 Asymptotic results for nonparametric regression estimators after sufficient dimension reduction estimation
by Liliana Forzani & Daniela Rodriguez & Mariela Sued - 1014-1040 Specifications tests for count time series models with covariates
by Šárka Hudecová & Marie Hušková & Simos G. Meintanis - 1041-1061 Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band
by Li Cai & Lei Jin & Jiuzhou Miao & Suojin Wang - 1062-1083 Conformal link prediction for false discovery rate control
by Ariane Marandon - 1084-1104 Optimal subsampling for $$L_p$$ L p -quantile regression via decorrelated score
by Xing Li & Yujing Shao & Lei Wang - 1105-1128 Marginal analysis of count time series in the presence of missing observations
by Simon Nik - 1129-1159 Jackknife empirical likelihood for the correlation coefficient with additive distortion measurement errors
by Da Chen & Linlin Dai & Yichuan Zhao - 1160-1179 Extended Hotelling $$T^2$$ T 2 test in distributed frameworks
by Bin Du & Xiumin Liu & Junlong Zhao - 1180-1224 Modeling paired binary data by a new bivariate Bernoulli model with flexible beta kernel correlation
by Xun-Jian Li & Shuang Li & Guo-Liang Tian & Jianhua Shi - 1225-1257 Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates
by Dimitrios Bagkavos & Montserrat Guillen & Jens P. Nielsen - 1258-1299 Higher-order spatial autoregressive varying coefficient model: estimation and specification test
by Tizheng Li & Yuping Wang - 1300-1301 Correction to: A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis
by Filipe J. Marques & Carlos A. Coelho & Barry C. Arnold
September 2024, Volume 33, Issue 3
- 633-674 Data integration via analysis of subspaces (DIVAS)
by Jack Prothero & Meilei Jiang & Jan Hannig & Quoc Tran-Dinh & Andrew Ackerman & J. S. Marron - 675-682 Comments on: Data integration via analysis of subspaces (DIVAS)
by Irina Gaynanova & Renat Sergazinov - 683-685 Comments on: Data integration via analysis of subspaces (DIVAS)
by Fred Godtliebsen & Eirik Myrvoll-Nilsen & Lasse Holmström - 686-688 Comments on: Data integration via analysis of subspaces (DIVAS)
by Hai Shu & Hongtu Zhu - 689-692 Comments on: Data integration via analysis of subspaces (DIVAS)
by Ling Zhou & Peter X. K. Song - 693-696 Rejoinder on: Data integration via analysis of subspaces (DIVAS)
by Jack Prothero & Meilei Jiang & Jan Hannig & Quoc Tran-Dinh & Andrew Ackerman & J. S. Marron - 697-716 Bayesian sample size determination for detecting heterogeneity in multi-site replication studies
by Konstantinos Bourazas & Guido Consonni & Laura Deldossi - 717-730 On variability of the mean remaining lifetime at random age
by Majid Asadi & Maxim Finkelstein - 731-751 A copula formulation for multivariate latent Markov models
by Alfonso Russo & Alessio Farcomeni - 752-785 The orthogonal skew model: computationally efficient multivariate skew-normal and skew-t distributions with applications to model-based clustering
by Ryan P. Browne & Jeffrey L. Andrews - 786-808 Two-step semiparametric empirical likelihood inference from capture–recapture data with missing covariates
by Yang Liu & Yukun Liu & Pengfei Li & Riquan Zhang - 809-846 Multiple change point detection for high-dimensional data
by Wenbiao Zhao & Lixing Zhu & Falong Tan - 847-876 Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model
by Katarzyna Filipiak & Mateusz John & Yuli Liang - 877-896 Privacy-preserving parametric inference for spatial autoregressive model
by Zhijian Wang & Yunquan Song - 897-920 Partly linear instrumental variables regressions without smoothing on the instruments
by Jean-Pierre Florens & Elia Lapenta - 921-950 A new sufficient dimension reduction method via rank divergence
by Tianqing Liu & Danning Li & Fengjiao Ren & Jianguo Sun & Xiaohui Yuan - 951-985 Local influence analysis in the softplus INGARCH model
by Zhonghao Su & Fukang Zhu & Shuangzhe Liu
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