Contents of Vol.70, No.2

Note: The following are the papers which will appear in the next issue of Ann. Inst. Statist. Math.  Pages are subject to change.


A fresh look at effect aliasing and interactions: some new wine in old bottles
.......... C.F. Jeff Wu (70, 249-268)
Discussion
.......... Chien-Yu Peng (70, 269-274)
Discussion on the paper by Professor Wu
.......... Ryo Yoshida (70, 275-278)
Rejoinder
.......... C.F. Jeff Wu (70, 279-281)
Model-free feature screening for ultrahigh-dimensional data conditional on some variables
.......... Yi Liu and Qihua Wang (70, 283-301)
The continuous-time triangular Pólya process
.......... Chen Chen and Hosam Mahmoud (70, 303-321)
Variable selection for spatial semivarying coefficient models
.......... Kangning Wang (70, 323-351)
Fixed-width confidence interval for covariate-adjusted response-adaptive designs
.......... Uttam Bandyopadhyay and Atanu Biswas (70, 353-371)
Self-exciting jump processes with applications to energy markets
.......... Heidar Eyjolfsson and Dag Tjøstheim (70, 373-393)
Quantile regression based on counting process approach under semi-competing risks data
.......... Jin-Jian Hsieh and Hong-Rui Wang (70, 395-419)
An information criterion for model selection with missing data via complete-data divergence
.......... Hidetoshi Shimodaira and Haruyoshi Maeda (70, 421-438)
Nonparametric quantile estimation using importance sampling
.......... Michael Kohler, Adam Krzyzak, Reinhard Tent and Harro Walk (70, 439-465)
Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes
.......... Péter Kevei (70, 467-487)