Contents of Vol.71, No.5

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


Joint feature screening for ultra-high dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
.......... Xiaolin Chen, Yi Liu and Qihua Wang (71, 1007-1031)
CUSUM test for general nonlinear integer-valued GARCH models: comparison study
.......... Youngmi Lee and Sangyeol Lee (71, 1033-1057)
Modified residual CUSUM test for location-scale time series models with heteroscedasticity
.......... Haejune Oh and Sangyeol Lee (71, 1059-1091)
On Hodges' superefficiency and merits of oracle property in model selection
.......... Xianyi Wu and Xian Zhou (71, 1093-1119)
Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors
.......... Jungjun Choi and In Choi (71, 1121-1142)
The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model
.......... Xuejun Wang, Yi Wu and Shuhe Hu (71, 1143-1162)
Quantile estimations via modified Cholesky decomposition for longitudinal single-index models
.......... Jing Lv and Chaohui Guo (71, 1163-1199)
Semiparametric estimation in regression with missing covariates using single-index models
.......... Zhuoer Sun and Suojin Wang (71, 1201-1232)
On the strong universal consistency of local averaging regression estimates
.......... Matthias Hansmann, Michael Kohler and Harro Walk (71, 1233-1263)
Correction to: On the strong universal consistency of local averaging regression estimates
.......... Matthias Hansmann, Michael Kohler and Harro Walk (71, 1265-1269)
A recursive point process model for infectious diseases
.......... Frederic Paik Schoenberg, Marc Hoffmann and Ryan Harrigan (71, 1271-1287)
Robust statistical inference based on the C-divergence family
.......... Avijit Maji, Abhik Ghosh, Ayanendranath Basu and Leandro Pardo (71, 1289-1322)