Vol.68 Contents (2016)

[ No1 | No2 | No3 | No4 | No5]

No.1 February 2016

Intrinsically weighted means and non-ergodic marked point processes
.......... Alexander Malinowski, Martin Schlather and Zhengjun Zhang (68, 1-24)
Minimax theory of nonparametric hazard rate estimation: Efficiency and adaptation
.......... Sam Efromovich (68, 25-75)
The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution
.......... Gilles Ducharme, Pierre Lafaye de Micheaux and Bastien Marchina (68, 77-104)
Fourier methods for model selection
.......... M. D. Jiménez-Gamero, A. Batsidis and M. V. Alba-Fernández (68, 105-133)
Testing for positive expectation dependence
.......... Xuehu Zhu, Xu Guo, Lu Lin and Lixing Zhu (68, 135-153)
The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data
.......... Yawei He and Zehua Chen (68, 155-180)
Estimation and inference in functional single-index models
.......... Shujie Ma (68, 181-208)
On confidence bands for multivariate nonparametric regression
.......... Katharina Proksch (68, 209-236)

No.2 April 2016

On the tail index inference for heavy-tailed GARCH-type innovations
.......... Moosup Kim and Sangyeol Lee (68, 237-267)
Supplement 1
Parameterizing mixture models with generalized moments
.......... Zhiyue Huang and Paul Marriott (68, 269-297)
Erratum to: Parameterizing mixture models with generalized moments
.......... Zhiyue Huang and Paul Marriott (68, 299-300)
Kernel estimators of mode under ψ-weak dependence
.......... Eunju Hwang and Dong Wan Shin (68, 301-327)
Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
.......... Ke-Hai Yuan, Wai Chan and Yubin Tian (68, 329-351)
A semiparametric generalized proportional hazards model for right-censored data
.......... M. L. Avendaño and M. C. Pardo (68, 353-384)
Strictly stationary solutions of spatial ARMA equations
.......... Martin Drapatz (68, 385-412)
Robust Bayes estimation using the density power divergence
.......... Abhik Ghosh and Ayanendranath Basu (68, 413-437)
Escort distributions minimizing the Kullback-Leibler divergence for a large deviations principle and tests of entropy level
.......... Valérie Girardin and Philippe Regnault (68, 439-468)

No.3 June 2016

Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions
.......... Masafumi Akahira (68, 469-490)
Bootstrapping sample quantiles of discrete data
.......... Carsten Jentsch and Anne Leucht (68, 491-539)
A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: Illustrations using health and safety data
.......... Swarnali Banerjee and Nitis Mukhopadhyay (68, 541-570)
Decision-theoretic issues in heterogeneity variance estimation
.......... Andrew L. Rukhin (68, 571-588)
Influence diagnostics for robust P-splines using scale mixture of normal distributions
.......... Felipe Osorio (68, 589-619)
Supplement 1
Parameter change test for autoregressive conditional duration models
.......... Sangyeol Lee and Haejune Oh (68, 621-637)
Supplement 1
Inference in a model of successive failures with shape-adjusted hazard rates
.......... Stefan Bedbur, Marco Burkschat and Udo Kamps (68, 639-657)
Optimality of pairwise blocked definitive screening designs
.......... Yaping Wang, Mingyao Ai and Kang Li (68, 659-671)
Optimal restricted quadratic estimator of integrated volatility
.......... Liang-Ching Lin and Meihui Guo (68, 673-703)

No.4 August 2016

Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix
.......... Hiroshi Kurata and Shun Matsuura (68, 705-723)
Parameter estimation for a generalized semiparametric model with repeated measurements
.......... Shujie Ma, Zijian Huang and Chih-Ling Tsai (68, 725-764)
Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices
.......... Huiqin Li, Zhi Dong Bai and Jiang Hu (68, 765-785)
Approximate theory-aided robust efficient factorial fractions under baseline parametrization
.......... Rahul Mukerjee and S. Huda (68, 787-803)
Regression analysis of biased case-control data
.......... Palash Ghosh and Anup Dewanji (68, 805-825)
Smooth backfitting in additive inverse regression
.......... Nicolai Bissantz, Holger Dette, Thimo Hildebrandt and Kathrin Bissantz (68, 827-853)
Competing risks data analysis under the accelerated failure time model with missing cause of failure
.......... Ming Zheng, Renxin Lin and Wen Yu (68, 855-876)
Bayesian model selection for a linear model with grouped covariates
.......... Xiaoyi Min and Dongchu Sun (68, 877-903)
Supplement 1
Summary statistics for inhomogeneous marked point processes
.......... O. Cronie and M.N.M. van Lieshout (68, 905-928)

No.5 October 2016

Testing the constancy of Spearman's rho in multivariate time series
.......... Ivan Kojadinovic, Jean-François Quessy and Tom Rohmer (68, 929-954)
Supplement 1
Testing for uniform stochastic ordering via empirical likelihood
.......... Hammou El Barmi and Ian W. McKeague (68, 955-976)
Robust estimation of generalized partially linear model for longitudinal data with dropouts
.......... Guoyou Qin, Zhongyi Zhu and Wing K. Fung (68, 977-1000)
Accelerated failure time model with quantile information
.......... Mu Zhao, Yixin Wang and Yong Zhou (68, 1001-1024)
Antithetic sampling for sequential Monte Carlo methods with application to state-space models
.......... Svetlana Bizjajeva and Jimmy Olsson (68, 1025-1053)
On monotonicity of expected values of some run-related distributions
.......... Sigeo Aki and Katuomi Hirano (68, 1055-1072)
Semiparametric inference for an accelerated failure time model with dependent truncation
.......... Takeshi Emura and Weijing Wang (68, 1073-1094)
Jackknife empirical likelihood for linear transformation models with right censoring
.......... Hanfang Yang, Shen Liu and Yichuan Zhao (68, 1095-1109)
Spline-based semiparametric estimation of a zero-inflated Poisson regression single-index model
.......... Minggen Lu and Chin-Shang Li (68, 1111-1134)
Kernel regression with Weibull-type tails
.......... Tertius de Wet, Yuri Goegebeur, Armelle Guillou and Michael Osmann (68, 1135-1162)
Supplement 1
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