Vol.67 Contents (2015)

[ No1 | No2 | No3 | No4 | No5]

No.1 February 2015

Estimation of the error density in a semiparametric transformation model
.......... Benjamin Colling, Cédric Heuchenne, Rawane Samb and Ingrid Van Keilegom (67, 1-18)
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Maximizing leave-one-out likelihood for the location parameter of unbounded densities
.......... Krzysztof Podgórski and Jonas Wallin (67, 19-38)
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The limited information maximum likelihood approach to dynamic panel structural equation models
.......... Kentaro Akashi and Naoto Kunitomo (67, 39-73)
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Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk
.......... Nenghui Kuang and Huantian Xie (67, 75-91)
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Sparse and efficient estimation for partial spline models with increasing dimension
.......... Guang Cheng, Hao Helen Zhang and Zuofeng Shang (67, 93-127)
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Generalized duration models and optimal estimation using estimating functions
.......... Aerambamoorthy Thavaneswaran, Nalini Ravishanker and You Liang (67, 129-156)
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On the convergence and consistency of the blurring mean-shift process
.......... Ting-Li Chen (67, 157-176)
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Intrinsic means on the circle: uniqueness, locus and asymptotics
.......... T. Hotz and S. Huckemann (67, 177-193)
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Compound Poisson approximation to weighted sums of symmetric discrete variables
.......... A. Elijio and V. Cekanavicius (67, 195-210)
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No.2 April 2015

An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions
.......... Binyan Jiang (67, 211-227)
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Model checking for parametric regressions with response missing at random
.......... Xu Guo, Wangli Xu and Lixing Zhu (67, 229-259)
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Minimaxity in estimation of restricted and non-restricted scale parameter matrices
.......... Hisayuki Tsukuma and Tatsuya Kubokawa (67, 261-285)
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Extended Bayesian information criterion in the Cox model with a high-dimensional feature space
.......... Shan Luo, Jinfeng Xu and Zehua Chen (67, 287-311)
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A normal hierarchical model and minimum contrast estimation for random intervals
.......... Yan Sun and Dan Ralescu (67, 313-333)
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Strong consistency of factorial K-means clustering
.......... Yoshikazu Terada (67, 335-357)
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On generalized expectation-based estimation of a population spectral distribution from high-dimensional data
.......... Weiming Li and Jianfeng Yao (67, 359-373)
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Quantile regression and variable selection of partial linear single-index model
.......... Yazhao Lv, Riquan Zhang, Weihua Zhao and Jicai Liu (67, 375-409)
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No.3 June 2015

Testing regression models with selection-biased data
.......... J. L. Ojeda, W. González-Manteiga and J. A. Cristóbal (67, 411-436)
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Testing for additivity in nonparametric quantile regression
.......... Holger Dette, Matthias Guhlich and Natalie Neumeyer (67, 437-477)
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Robust conditional Weibull-type estimation
.......... Yuri Goegebeur, Armelle Guillou and Théo Rietsch (67, 479-514)
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Spacings around an order statistic
.......... H. N. Nagaraja, Karthik Bharath and Fangyuan Zhang (67, 515-540)
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On the equivariance criterion in statistical prediction
.......... Haojin Zhou and Tapan K. Nayak (67, 541-555)
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Probabilistic properties of second order branching process
.......... Akanksha S. Kashikar and S. R. Deshmukh (67, 557-572)
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The sinh-arcsinhed logistic family of distributions : Properties and inference
.......... Arthur Pewsey and Toshihiro Abe (67, 573-594)
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Smooth change point estimation in regression models with random design
.......... Maik Döring and Uwe Jensen (67, 595-619)
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No.4 August 2015

Fibers of multi-way contingency tables given conditionals: Relation to marginals, cell bounds and Markov bases
.......... Aleksandra Slavkovic, Xiaotian Zhu and Sonja Petrovic (67, 621-648)
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Testing for symmetry and conditional symmetry using asymmetric kernels
.......... Marcelo Fernandes, Eduardo F. Mendes and Olivier Scaillet (67, 649-671)
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Minimax design criterion for fractional factorial designs
.......... Yue Yin and Julie Zhou (67, 673-685)
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Exact tests for singular network data
.......... Ian H. Dinwoodie and Kruti Pandya (67, 687-706)
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Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps
.......... Markus Bibinger and Mathias Vetter (67, 707-743)
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Empirical identifiability in finite mixture models
.......... Daeyoung Kim and Bruce G. Lindsay (67, 745-772)
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On estimation in hierarchical models with block circular covariance structures
.......... Yuli Liang, Dietrich von Rosen and Tatjana von Rosen (67, 773-791)
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Nonparametric check for partial linear errors-in-covariables models with validation data
.......... Wangli Xu and Lixing Zhu (67, 793-815)
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No.5 October 2015

Partially varying coefficient single-index additive hazard models
.......... Xuan Wang, Qihua Wang and Xiao-Hua Andrew Zhou (67, 817-841)
On a class of circulas: copulas for circular distributions
.......... M.C. Jones, Arthur Pewsey and Shogo Kato (67, 843-862)
Supplement 1
Estimation of two ordered normal means under modified Pitman nearness criterion
.......... Yuan-Tsung Chang and Nobuo Shinozaki (67, 863-883)
On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models
.......... Artur J. Lemonte (67, 885-895)
Estimation of copula-based models for lifetime medical costs
.......... Xiao Bing Zhao and Xian Zhou (67, 897-915)
Depth-based runs tests for bivariate central symmetry
.......... Rainer Dyckerhoff, Christophe Ley and Davy Paindaveine (67, 917-941)
Change-point model selection via AIC
.......... Yoshiyuki Ninomiya (67, 943-961)
On consistency and optimality of Bayesian variable selection based on g-prior in normal linear regression models
.......... Minerva Mukhopadhyay, Tapas Samanta and Arijit Chakrabarti (67, 963-997)
Supplement 1
Quantile residual lifetime with right-censored and length-biased data
.......... Peng Liu, Yixin Wang and Yong Zhou (67, 999-1028)
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