Vol.71 Contents (2019)

[ No1 | No2 | No3 | No4 | No5]

No.1 February 2019

Semiparametric efficient estimators in heteroscedastic error models
.......... Mijeong Kim and Yanyuan Ma (71, 1-28)
Supplement 1
Sobolev-Hermite versus Sobolev nonparametric density estimation on R
.......... Denis Belomestny, Fabienne Comte and Valentine Genon-Catalot (71, 29-62)
Two-stage cluster samples with ranked set sampling designs
.......... Omer Ozturk (71, 63-92)
Supplement 1
Pseudo-Gibbs sampler for discrete conditional distributions
.......... Kun-Lin Kuo and Yuchung J. Wang (71, 93-106)
On estimation of surrogate models for multivariate computer experiments
.......... Benedikt Bauer, Felix Heimrich, Michael Kohler and Adam Krzyzak (71, 107-136)
Supplement 1
A class of uniform tests for goodness-of-fit of the multivariate Lp-norm spherical distributions and the lp-norm symmetric distributions
.......... Jiajuan Liang, Kai Wang Ng and Guoliang Tian (71, 137-162)
An asymptotic expansion for the normalizing constant of the Conway-Maxwell-Poisson distribution
.......... Robert E. Gaunt, Satish Iyengar, Adri B. Olde Daalhuis and Burcin Simsek (71, 163-180)
Inference about the slope in linear regression: An empirical likelihood approach
.......... Ursula U. Müller, Hanxiang Peng and Anton Schick (71, 181-212)
Bootstrapping the Kaplan-Meier estimator on the whole line
.......... Dennis Dobler (71, 213-246)

No.2 April 2019

AIC for the non-concave penalized likelihood method
.......... Yuta Umezu, Yusuke Shimizu, Hiroki Masuda and Yoshiyuki Ninomiya (71, 247-274)
Frequentist model averaging for threshold models
.......... Yan Gao, Xinyu Zhang, Shouyang Wang, Terence Tai-leung Chong and Guohua Zou (71, 275-306)
Waiting time for consecutive repetitions of a pattern and related distributions
.......... Sigeo Aki (71, 307-325)
Testing in nonparametric ANCOVA model based on ridit reliability functional
.......... Debajit Chatterjee and Uttam Bandyopadhyay (71, 327-364)
Weighted estimating equations for additive hazards models with missing covariates
.......... Lihong Qi, Xu Zhang, Yanqing Sun, Lu Wang and Yichuan Zhao (71, 365-387)
Supplement 1
A generalized urn with multiple drawing and random addition
.......... Aguech Rafik, Lasmar Nabil and Selmi Olfa (71, 389-408)
Penalized expectile regression: An alternative to penalized quantile regression
.......... Lina Liao, Cheolwoo Park and Hosik Choi (71, 409-438)
Wishart exponential families on cones related to tridiagonal matrices
.......... Piotr Graczyk, Hideyuki Ishi and Salha Mamane (71, 439-471)

No.3 June 2019

Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
.......... Makoto Aoshima and Kazuyoshi Yata (71, 473-503)
Testing homogeneity of proportions from sparse binomial data with a large number of groups
.......... Junyong Park (71, 505-535)
Reliability analysis of a k-out-of-n: F system under a linear degradation model with calibrations
.......... Ensiyeh Nezakati, Mostafa Razmkhah and Firoozeh Haghighi (71, 537-552)
Regression estimation under strong mixing data
.......... Huijun Guo and Youming Liu (71, 553-576)
M-based simultaneous inference for the mean function of functional data
.......... Italo R. Lima, Guanqun Cao and Nedret Billor (71, 577-598)
Supplement 1
Testing for a δ-neighborhood of a generalized Pareto copula
.......... Stefan Aulbach, Michael Falk and Timo Fuller (71, 599-626)
Supplement 1
Statistical inference based on bridge divergences
.......... Arun Kumar Kuchibhotla, Somabha Mukherjee and Ayanendranath Basu (71, 627-656)
Supplement 1
Spline estimator for ultra-high dimensional partially linear varying coefficient models
.......... Zhaoliang Wang, Liugen Xue, Gaorong Li and Fei Lu (71, 657-677)
Semiparametric generalized exponential frailty model for clustered survival data
.......... Wagner Barreto-Souza and Vinícius Diniz Mayrink (71, 679-701)

No.4 August 2019

"Original Paper"
Asymptotic properties of the realized skewness and related statistics
.......... Yuta Koike and Zhi Liu (71, 703-741)
Robust functional estimation in the multivariate partial linear model
.......... Michael Levine (71, 743-770)
Asymptotic properties of parallel Bayesian kernel density estimators
.......... Alexey Miroshnikov and Evgeny Savelev (71, 771-810)
Weighted allocations, their concomitant-based estimators, and asymptotics
.......... Nadezhda Gribkova and Ričardas Zitikis (71, 811-835)
Bias reduction using surrogate endpoints as auxiliary variables
.......... Yoshiharu Takagi and Yutaka Kano (71, 837-852)
Unified estimation of densities on bounded and unbounded domains
.......... Kairat Mynbaev and Carlos Martins-Filho (71, 853-887)
Dimension reduction for kernel-assisted M-estimators with missing response at random
.......... Lei Wang (71, 889-910)
Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
.......... Yongcheng Qi, Fang Wang, and Lin Zhang (71, 911-946)
Test for tail index constancy of GARCH innovations based on conditional volatility
.......... Moosup Kim and Sangyeol Lee (71, 947-981)
Simultaneous confidence bands for the distribution function of a finite population in stratified sampling
.......... Lijie Gu, Suojin Wang and Lijian Yang (71, 983-1005)

No.5 October 2019

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)
Supplement 1
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)
Supplement 1
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