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Content
June 2013, Volume 22, Issue 2
- 343-360 Generalized copula-graphic estimator
by Jacobo Uña-Álvarez & Noël Veraverbeke
March 2013, Volume 22, Issue 1
- 1-18 A goodness-of-fit testing approach for normality based on the posterior predictive distribution
by Daojiang He & Xingzhong Xu - 19-45 Recovering the shape of a point cloud in the plane
by Beatriz Pateiro-López & Alberto Rodríguez-Casal - 46-61 A generalized Pólya urn and limit laws for the number of outputs in a family of random circuits
by José Moler & Fernando Plo & Henar Urmeneta - 62-82 A note on testing independence by a copula-based order selection approach
by Sebastian Kiwitt & Natalie Neumeyer - 83-102 A class of rank-based tests for doubly-truncated data
by Pao-Sheng Shen - 103-121 Semiparametric additive models under symmetric distributions
by Germán Ibacache-Pulgar & Gilberto Paula & Francisco Cysneiros - 122-158 Wavelet penalized likelihood estimation in generalized functional models
by Irène Gannaz - 159-181 Optimal designs for some stochastic processes whose covariance is a function of the mean
by Mariano Amo-Salas & Jesús López-Fidalgo & Emilio Porcu
December 2012, Volume 21, Issue 4
- 605-634 Monitoring changes in the error distribution of autoregressive models based on Fourier methods
by Zdeněk Hlávka & Marie Hušková & Claudia Kirch & Simos Meintanis - 635-655 An informative subset-based estimator for censored quantile regression
by Yanlin Tang & Huixia Wang & Xuming He & Zhongyi Zhu - 656-675 Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss
by Luis Mendo - 676-696 On the definition of phase and amplitude variability in functional data analysis
by Simone Vantini - 697-729 Estimating an endpoint with high-order moments
by Stéphane Girard & Armelle Guillou & Gilles Stupfler - 730-756 Nonparametric tests for stochastic ordering
by Teresa Ledwina & Grzegorz Wyłupek - 757-774 Statistical inference on restricted partially linear additive errors-in-variables models
by Chuanhua Wei & Qihua Wang - 775-789 Likelihood-based inference for power distributions
by Arthur Pewsey & Héctor Gómez & Heleno Bolfarine - 790-810 Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
by Han-Ying Liang & Jacobo Uña-Álvarez & María Iglesias-Pérez
September 2012, Volume 21, Issue 3
- 413-438 Some recent theory for autoregressive count time series
by Dag Tjøstheim - 439-441 Comments on: Some recent theory for autoregressive count time series
by Germán Aneiros - 442-446 Comments on: Some recent theory for autoregressive count time series
by Juan Dolado - 447-450 Comments on: Some recent theory for autoregressive count time series
by Paul Doukhan - 451-454 Comments on: Some recent theory for autoregressive count time series
by Konstantinos Fokianos - 455-458 Comments on: Some recent theory for autoregressive count time series
by Pedro Galeano - 459-463 Comments on: Some recent theory for autoregressive count time series
by Jiti Gao - 464-466 Comments on: Some recent theory for autoregressive count time series
by Andréas Heinen - 467-468 Comments on: Some recent theory for autoregressive count time series
by Benjamin Kedem - 469-476 Rejoinder on: Some recent theory for autoregressive count time series
by Dag Tjøstheim - 477-497 Estimation of and testing for random effects in dynamic panel data models
by Jianhong Wu & Lixing Zhu - 498-518 Testing for one-sided alternatives in nonparametric censored regression
by Cédric Heuchenne & Juan Pardo-Fernández - 519-545 Assessment of variance components in nonlinear mixed-effects elliptical models
by Cibele Russo & Reiko Aoki & Gilberto Paula - 546-565 Interval estimation of the tail index of a GARCH(1,1) model
by Ngai Chan & Liang Peng & Rongmao Zhang - 566-583 On extremal dependence: some contributions
by Marta Ferreira & Helena Ferreira - 584-603 Analysis of left-truncated right-censored or doubly censored data with linear transformation models
by Pao-sheng Shen
June 2012, Volume 21, Issue 2
- 215-252 Sequences of regressions and their independences
by Nanny Wermuth & Kayvan Sadeghi - 253-254 Comments on: Sequences of regressions and their independences
by Robert Castelo - 255-261 Comments on: Sequences of regressions and their independencies
by Mathias Drton & Chris Fox & Andreas Käufl - 262-264 Comments on: Sequences of regressions and their independences
by Monia Lupparelli & Alberto Roverato - 265-267 Comments on: Sequence of regressions and their independences
by Elena Stanghellini - 268-273 Comment on: Sequences of regressions and their independences
by Bala Rajaratnam - 274-279 Rejoinder on: Sequences of regressions and their independences
by Nanny Wermuth & Kayvan Sadeghi - 280-300 Optimal significance analysis of microarray data in a class of tests whose null statistic can be constructed
by Hironori Fujisawa & Takayuki Sakaguchi - 301-316 On Hölder fields clustering
by Benoît Cadre & Quentin Paris - 317-329 Testing composite hypotheses about discrete ergodic processes
by Daniil Ryabko - 330-354 Estimation of the third-order parameter in extreme value statistics
by Yuri Goegebeur & Tertius de Wet - 355-368 A multiple time scale survival model with a cure fraction
by Francisco Louzada & Juliana Cobre - 369-385 Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables
by Manuel Ordóñez Cabrera & Andrew Rosalsky & Andrei Volodin - 386-411 Robust estimates in generalized partially linear single-index models
by Graciela Boente & Daniela Rodriguez
March 2012, Volume 21, Issue 1
- 1-28 Small area estimation via M-quantile geographically weighted regression
by N. Salvati & N. Tzavidis & M. Pratesi & R. Chambers - 29-53 New statistical distributions for group counting in Bernoulli and Poisson processes
by Min Cao & Allen Tai & Ling-Yau Chan - 54-73 Testing for bivariate spherical symmetry
by John Einmahl & Maria Gantner - 74-92 Jackknife empirical likelihood method for copulas
by Liang Peng & Yongcheng Qi & Ingrid Van Keilegom - 93-115 On the mean residual lifetime of consecutive k-out-of-n systems
by E. Salehi & M. Asadi & S. Eryılmaz - 116-131 Limit laws for maxima of a stationary random sequence with random sample size
by A. Freitas & J. Hüsler & M. Temido - 132-155 Model checks for parametric regression models
by Eckhard Liebscher - 156-169 On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods
by In Chang & Rahul Mukerjee - 170-187 Conditional exact tests for Markovianity and reversibility in multiple categorical sequences
by Davide Di Cecco - 188-214 On δ-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation
by Raúl Gouet & F. López & Gerardo Sanz
November 2011, Volume 20, Issue 3
- 447-479 Subsampling weakly dependent time series and application to extremes
by Paul Doukhan & Silika Prohl & Christian Robert - 480-482 Comments on: Subsampling weakly dependent time series and application to extremes
by Carlos Velasco - 483-486 Comment on: Subsampling weakly dependent time series and application to extremes
by Francesco Bravo - 487-490 Comments on: Subsampling weakly dependent time series and application to extremes
by Patrice Bertail - 491-496 Comments on: Subsampling weakly dependent time series and application to extremes
by S. Lahiri & S. Mukhopadhyay - 497-498 Comments on: Subsampling weakly dependent time series and application to extremes
by Efstathios Paparoditis - 499-502 Rejoinder on: Subsampling weakly dependent time series and application to extremes
by Paul Doukhan & Silika Prohl & Christian Robert - 503-523 A second order approach to analyse spatial point patterns with functional marks
by C. Comas & P. Delicado & J. Mateu - 524-548 Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators
by Ana Bianco & Graciela Boente & Wenceslao González-Manteiga & Ana Pérez-González - 549-573 A goodness-of-fit test for copula densities
by Ghislaine Gayraud & Karine Tribouley - 574-588 Bayesian benchmarking with applications to small area estimation
by G. Datta & M. Ghosh & R. Steorts & J. Maples - 589-606 Sensitivity analysis for incomplete continuous data
by Frederico Poleto & Geert Molenberghs & Carlos Paulino & Julio Singer - 607-629 Weighted conditional least square estimators for bisexual branching processes with immigration
by M. González & M. Mota & I. Puerto - 630-652 Skew t distributions via the sinh-arcsinh transformation
by J. Rosco & M. Jones & Arthur Pewsey - 653-677 Local polynomial estimation of a conditional mean function with dependent truncated data
by Han-Ying Liang & Jacobo Uña-Álvarez & María Iglesias-Pérez
August 2011, Volume 20, Issue 2
- 223-256 Inference in multivariate Archimedean copula models
by Christian Genest & Johanna Nešlehová & Johanna Ziegel - 257-262 Comments on: Inference in multivariate Archimedean copula models
by Emiliano Valdez - 263-270 Comments on: Inference in multivariate Archimedean copula models
by Paul Embrechts & Marius Hofert - 271-275 Comments on: Inference in multivariate Archimedean copula models
by Paul Janssen & Luc Duchateau - 276-280 Comments on: Inference in multivariate Archimedean copula models
by Weijing Wang & Takeshi Emura - 281-283 Comments on: Inference in multivariate Archimedean copula models
by Johan Segers - 284-286 Comments on: Inference in multivariate Archimedean copula models
by Philippe Lambert - 287-289 Comments on: Inference in multivariate Archimedean copula models
by Hideatsu Tsukahara - 290-292 Rejoinder on: Inference in multivariate Archimedean copula models
by Christian Genest & Johanna Nešlehová & Johanna Ziegel - 293-310 De Finetti-type theorems for nonexchangeable 0–1 random variables
by Ricardo Vélez Ibarrola & Tomás Prieto-Rumeau - 311-333 Kernel estimators of extreme level curves
by Abdelaati Daouia & Laurent Gardes & Stéphane Girard & Alexandre Lekina - 334-352 Exploring the statistical applicability of the Poincaré inequality: a test of normality
by Aldo Goia & Ernesto Salinelli & Pascal Sarda - 353-366 Empirical likelihood confidence intervals for the endpoint of a distribution function
by Deyuan Li & Liang Peng & Yongcheng Qi - 367-388 Estimation of mean squared error of model-based small area estimators
by Gauri Datta & Tatsuya Kubokawa & Isabel Molina & J. Rao - 389-411 Multiplicative Kalman filtering
by Fabienne Comte & Valentine Genon-Catalot & Mathieu Kessler - 412-446 Nonparametric regression on the hyper-sphere with uniform design
by Jean-Baptiste Monnier
May 2011, Volume 20, Issue 1
- 1-42 Nonparametric inference based on panel count data
by Xingqiu Zhao & N. Balakrishnan & Jianguo Sun - 43-45 Comments on: Nonparametric inference based on panel count data
by C. Dean & E. Juarez Colunga - 46-47 Comments on: Nonparametric inference based on panel count data
by Xin He - 48-53 Comments on: Nonparametric inference based on panel count data
by Hemant Ishwaran - 54-57 Comments on: Nonparametric inference based on panel count data
by M. Pardo - 58-61 Comments on: Nonparametric inference based on panel count data
by Xingwei Tong - 62-64 Comments on: Nonparametric inference based on panel count data
by Jacobo Uña-Álvarez - 65-71 Rejoinder on: Nonparametric inference based on panel count data
by Xingqiu Zhao & N. Balakrishnan & Jianguo Sun - 72-94 A general result on the uniform in bandwidth consistency of kernel-type function estimators
by David Mason & Jan Swanepoel - 95-119 Influence diagnostics in a general class of beta regression models
by Andréa Rocha & Alexandre Simas - 120-137 Minimum Hellinger distance based inference for scalar skew-normal and skew-t distributions
by Luca Greco - 138-162 A weighted mean excess function approach to the estimation of Weibull-type tails
by Yuri Goegebeur & Armelle Guillou - 163-179 Discussion about the quality of F-ratio resampling tests for comparing variances
by Markus Pauly - 180-203 A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis
by Filipe Marques & Carlos Coelho & Barry Arnold - 204-221 Objective Bayesian reference analysis for the Poisson process model in presence of recurrent events data
by José Bernardo & Vera Tomazella
November 2010, Volume 19, Issue 3
- 417-451 A general science-based framework for dynamical spatio-temporal models
by Christopher Wikle & Mevin Hooten - 452-455 Comments on: A general science-based framework for dynamical spatio-temporal models
by J. Mateu - 456-458 Comments on: A general science-based framework for nonlinear spatio-temporal dynamical models
by Rosa Crujeiras - 459-461 Comments on: A general science-based framework for dynamical spatio-temporal models
by Bruno Sansó - 462-465 Comments on: A general science-based framework for dynamical spatio-temporal models
by Dave Higdon - 466-468 Rejoinder on: A general science-based framework for dynamical spatio-temporal models
by Christopher Wikle & Mevin Hooten - 469-486 Comparisons of coherent systems using stochastic precedence
by Jorge Navarro & Rafael Rubio - 487-513 Inference based on censored samples from exponentiated populations
by Essam AL-Hussaini - 514-536 Smoothed jackknife empirical likelihood method for tail copulas
by Liang Peng & Yongcheng Qi - 537-557 A simple multiway ANOVA for functional data
by J. Cuesta-Albertos & M. Febrero-Bande - 558-579 Small area estimators based on restricted mixed models
by Cristina Rueda & José Menéndez & Federico Gómez - 580-608 Nonparametric estimation of mean and dispersion functions in extended generalized linear models
by I. Gijbels & I. Prosdocimi & G. Claeskens
August 2010, Volume 19, Issue 2
- 209-256 ℓ 1 -penalization for mixture regression models
by Nicolas Städler & Peter Bühlmann & Sara Geer - 257-258 Comments on: ℓ 1 -penalization for mixture regression models
by Anestis Antoniadis - 259-263 Comment on: ℓ 1 -penalization for mixture regression models
by Gábor Lugosi - 264-269 Comments on: ℓ 1 -penalization for mixture regression models
by Jianqing Fan & Jinchi Lv - 270-275 Comments on: ℓ 1 -penalization for mixture regression models
by Tingni Sun & Cun-Hui Zhang - 276-279 Comments on: l 1 -penalization for mixture regression models
by Eustasio Barrio - 280-285 Rejoinder: ℓ 1 -penalization for mixture regression models
by Nicolas Städler & Peter Bühlmann & Sara Geer - 286-303 Fast and robust estimation of the multivariate errors in variables model
by Christophe Croux & Mohammed Fekri & Anne Ruiz-Gazen - 304-324 Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors
by Hamdi Raïssi - 325-341 Progressive censoring under inverse sampling for nonparametric multi-sample location problem
by Gopaldeb Chattopadhyay & Indranil Mukhopadhyay - 342-358 Adaptive progressive Type-II censoring
by Erhard Cramer & George Iliopoulos - 359-374 Extremes of integer-valued moving average sequences
by Andreia Hall & Manuel Scotto & João Cruz - 375-398 Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
by J. Chacón & T. Duong - 399-415 Another generalization of the geometric distribution
by E. Gómez-Déniz
May 2010, Volume 19, Issue 1
- 1-29 Dynamic relations for sparsely sampled Gaussian processes
by Hans-Georg Müller & Wenjing Yang - 30-33 Comments on: Dynamic relations for sparsely sampled Gaussian processes
by Hervé Cardot - 34-36 Comments on: Dynamic relations for sparsely sampled Gaussian processes
by Ana Colubi & Gil González-Rodríguez - 37-42 Comments on: Dynamic relations for sparsely sampled Gaussian processes
by Jianqing Fan & Jin-Ting Zhang & Wenyang Zhang - 43-45 Comments on: Dynamic relations for sparsely sampled Gaussian processes
by Wenceslao González-Manteiga & Adela Martínez-Calvo - 46-49 Comments on: Dynamic relations for sparsely sampled Gaussian processes
by Nancy Heckman - 50-53 Comments on: Dynamic relations for sparsely sampled Gaussian processes
by Giles Hooker - 54-55 Comments on: Dynamic relations for sparsely sampled Gaussian processes
by Damla Şentürk - 56-59 Comments on: dynamic relations for sparsely sampled Gaussian processes
by Naisyin Wang - 60-67 Rejoinder on: dynamic relations for sparsely sampled Gaussian processes
by Hans-Georg Müller & Wenjing Yang - 68-91 Exact two-sample nonparametric confidence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data
by N. Balakrishnan & E. Beutner & E. Cramer - 92-112 Tests for the error distribution in nonparametric possibly heteroscedastic regression models
by Marie Hušková & Simos Meintanis - 113-130 Approximations to most powerful invariant tests for multinormality against some irregular alternatives
by Piotr Majerski & Zbigniew Szkutnik - 131-145 Bootstrap variance estimation for Nadaraya quantile estimator
by K. Cheung & Stephen Lee - 146-165 Canonical transformations of skew-normal variates
by Nicola Loperfido - 166-186 On internally corrected and symmetrized kernel estimators for nonparametric regression
by Oliver Linton & David Jacho-Chávez - 187-208 Reference Bayesian methods for recapture models with heterogeneity
by Alessio Farcomeni & Luca Tardella
November 2009, Volume 18, Issue 3
- 415-447 A review on empirical likelihood methods for regression
by Song Chen & Ingrid Van Keilegom - 448-451 Comments on: A review on empirical likelihood methods for regression
by Stefan Sperlich - 452-454 Comments on: A review on empirical likelihood methods for regression
by Liang Peng & Rongmao Zhang - 455-457 Comments on: A review on empirical likelihood methods for regression
by Carlos Velasco - 458-460 Comments on: A review on empirical likelihood methods for regression
by César Sánchez-Sellero - 461-462 Comments on: A review on empirical likelihood methods for regression
by Ian McKeague - 463-467 Comments on: A review on empirical likelihood methods for regression
by Gang Li & Xuyang Lu - 468-474 Rejoinder on: A review on empirical likelihood methods for regression
by Song Chen & Ingrid Van Keilegom - 475-496 Maxiset in sup-norm for kernel estimators
by Karine Bertin & Vincent Rivoirard - 497-515 On progressively censored generalized exponential distribution
by Biswabrata Pradhan & Debasis Kundu - 516-528 Two nested families of skew-symmetric circular distributions
by William Reed & Arthur Pewsey - 529-545 Beta autoregressive moving average models
by Andréa Rocha & Francisco Cribari-Neto - 546-567 Effect of aggregation on estimators in AR(1) sequence
by Lajos Horváth & Remigijus Leipus - 568-583 Asymptotic distributions for weighted estimators of the offspring mean in a branching process
by I. Rahimov - 584-604 Return level bounds for discrete and continuous random variables
by A. Guillou & P. Naveau & J. Diebolt & P. Ribereau - 607-607 Erratum to: Considerations for sensitivity analysis with likelihood-based models
by Joseph Hogan
August 2009, Volume 18, Issue 2
- 213-239 Goodness-of-fit tests in mixed models
by Gerda Claeskens & Jeffrey Hart - 240-243 Comments on: Goodness-of-fit-tests in mixed models
by Alejandra Cabaña - 244-247 Comments on: Goodness-of-fit tests in mixed modes
by Isabel Molina - 248-255 Comments on: Goodness-of-fit tests in mixed models
by Jiming Jiang & Thuan Nguyen - 256-259 Comments on: Goodness-of-fit tests in mixed models
by Axel Munk & Tatyana Krivobokova - 260-264 Comments on: Goodness-of-fit tests in mixed modes
by Olivier Thas - 265-270 Rejoinder on: Goodness-of-fit tests in mixed models
by Gerda Claeskens & Jeffrey Hart - 271-282 Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability
by Rahul Mukerjee & Ling-Yau Chan - 283-301 On the low intensity bootstrap for triangular arrays of independent identically distributed random variables
by Eustasio del Barrio & Arnold Janssen & Carlos Matrán - 302-315 Limit theorems for sequences of random trees
by David Balding & Pablo Ferrari & Ricardo Fraiman & Mariela Sued - 316-341 Minimum density power divergence estimator for GARCH models
by Sangyeol Lee & Junmo Song - 342-364 Benchmarked estimates in small areas using linear mixed models with restrictions
by M. Ugarte & A. Militino & T. Goicoa - 365-380 Pseudo maximum likelihood estimates using ranked set sampling with applications to estimating correlation
by Terrence Hui & Reza Modarres & Gang Zheng - 381-391 RESET for quantile regression
by Taisuke Otsu - 392-413 Semi-parametric second-order reduced-bias high quantile estimation
by Frederico Caeiro & M. Gomes
May 2009, Volume 18, Issue 1
- 1-43 Missing data methods in longitudinal studies: a review
by Joseph Ibrahim & Geert Molenberghs - 44-46 Comments on: Missing data methods in longitudinal studies: a review
by M. Ugarte - 47-50 Comments on: Missing data methods in longitudinal studies: a review
by Roderick Little - 51-58 Comments on: Missing data methods in longitudinal studies: a review
by Michael Daniels & Chenguang Wang - 59-64 Comments on: Missing data methods in longitudinal studies: a review
by Joseph Hogan - 65-67 Comments on: Missing data methods in longitudinal studies: a review
by Michael Kenward & James Carpenter - 68-75 Rejoinder on: Missing data methods in longitudinal studies: a review
by Joseph Ibrahim & Geert Molenberghs - 76-95 Strong approximations for dependent competing risks with independent censoring
by Ségolen Geffray - 96-114 Automatic spectral density estimation for random fields on a lattice via bootstrap
by Jose Vidal-Sanz - 115-135 Optimum plan for step-stress model with progressive type-II censoring
by Bing Wang & Keming Yu - 136-155 Independent component analysis by wavelets
by Pascal Barbedor - 156-165 A study of the quantile correlation test for normality
by Éva Krauczi - 166-194 Nonparametric density estimation in presence of bias and censoring
by E. Brunel & F. Comte & A. Guilloux - 195-212 Another look at the disjoint blocks bootstrap
by Dragan Radulović
November 2008, Volume 17, Issue 3
- 417-442 Control of the false discovery rate under dependence using the bootstrap and subsampling
by Joseph Romano & Azeem Shaikh & Michael Wolf - 443-445 Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling
by José Ferreira & Mark Wiel - 446-449 Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling
by Wenge Guo - 450-455 Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling
by Sanat Sarkar & Ruth Heller - 456-457 Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling
by James Troendle - 458-460 Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling
by Daniel Yekutieli