Vol.72 Contents (2020)

[ No1 | No2 | No3 | No4 | No5 | No6]

No.1 February 2020

Invited Article: Second Akaike Memorial Lecture (with Discussion)
Bayesian forecasting of multivariate time series: Scalability, structure uncertainty and decisions
.......... Mike West (72, 1-31)
Discussion of "Bayesian forecasting of multivariate time series: Scalability, structure uncertainty and decisions"
.......... Jouchi Nakajima (72, 33-36)
Discussion of "Bayesian forecasting of multivariate time series: Scalability, structure uncertainty and decisions"
.......... Chris Glynn (72, 37-39)
Reply to discussion of "Bayesian forecasting of multivariate time series: Scalability, structure uncertainty and decisions"
.......... Mike West (72, 41-44)
Regular Articles
Discovering model structure for partially linear models
.......... Xin He and Junhui Wang (72, 45-63)
Supplement 1
A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
.......... Zehua Chen and Yiwei Jiang (72, 65-90)
Supplement 1
An empirical likelihood approach under cluster sampling with missing observations
.......... Yves Guy Berger (72, 91-121)
Supplement 1
Estimating quantiles in imperfect simulation models using conditional density estimation
.......... Michael Kohler and Adam Krzyżak (72, 123-155)
Supplement 1
Inference on a distribution function from ranked set samples
.......... Lutz Dümbgen and Ehsan Zamanzade (72, 157-185)
Supplement 1
New kernel estimators of the hazard ratio and their asymptotic properties
.......... Taku Moriyama and Yoshihiko Maesono (72, 187-211)
Marginal quantile regression for varying coefficient models with longitudinal data
.......... Weihua Zhao, Weiping Zhang and Heng Lian (72, 213-234)
Supplement 1
Sequential fixed accuracy estimation for nonstationary autoregressive processes
.......... Victor Konev and Bogdan Nazarenko (72, 235-264)
Semiparametric quantile regression with random censoring
.......... Francesco Bravo (72, 265-295)
Supplement 1
Asymptotic theory of the adaptive Sparse Group Lasso
.......... Benjamin Poignard (72, 297-328)
Supplement 1

No.2 April 2020

Strong model dependence in statistical analysis: Goodness of fit is not enough for model choice
.......... John Copas and Shinto Eguchi (72, 329-352)
Supplement 1
Sharp oracle inequalities for low-complexity priors
.......... Tung Duy Luu, Jalal Fadili and Christophe Chesneau (72, 353-397)
On the limiting distribution of sample central moments
.......... Georgios Afendras, Nickos Papadatos and Violetta E. Piperigou (72, 399-425)
Error density estimation in high-dimensional sparse linear model
.......... Feng Zou and Hengjian Cui (72, 427-449)
Supplement 1
A test for the presence of stochastic ordering under censoring: the k-sample case
.......... Hammou El Barmi (72, 451-470)
Supplement 1
Convergence rates for kernel regression in infinite-dimensional spaces
.......... Joydeep Chowdhury and Probal Chaudhuri (72, 471-509)
Supplement 1
Theoretical properties of bandwidth selectors for kernel density estimation on the circle
.......... Yasuhito Tsuruta and Masahiko Sagae (72, 511-530)
Supplement 1
Conditional waiting time distributions of runs and patterns and their applications
.......... Tung-Lung Wu (72, 531-543)
Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models
.......... Jimmy Olsson and Johan Westerborn Alenlöv (72, 545-576)
Semiparametric M-estimation with non-smooth criterion functions
.......... Laurent Delsol and Ingrid Van Keilegom (72, 577-605)
Spatially homogeneous copulas
.......... Fabrizio Durante, Juan Fernández Sánchez and Wolfgang Trutschnig (72, 607-626)
On principal components regression with Hilbertian predictors
.......... Ben Jones and Andreas Artemiou (72, 627-644)

No.3 June 2020

On univariate slash distributions, continuous and discrete
.......... M.C. Jones (72, 645-658)
Properization: Constructing proper scoring rules via Bayes acts
.......... Jonas R. Brehmer and Tilmann Gneiting (72, 659-674)
Poisson source localization on the plane: Change-point case
.......... C. Farinetto, Yu. A. Kutoyants and A. Top (72, 675-698)
Estimation and hypothesis test for partial linear single-index multiplicative models
.......... Jun Zhang, Xia Cui and Heng Peng (72, 699-740)
Supplement 1
More good news on the HKM-test for multivariate reflected symmetry about an unknown centre
.......... Norbert Henze and Celeste Mayer (72, 741-770)
Nonparametric estimation of the cross ratio function
.......... Steven Abrams, Paul Janssen, Jan Swanepoel and Noël Veraverbeke (72, 771-802)
Supplement 1
Semiparametric Bayesian multiple imputation for regression models with missing mixed continuous-discrete covariates
.......... Ryo Kato and Takahiro Hoshino (72, 803-826)
Supplement 1
Nonparametric variable selection and its application to additive models
.......... Zhenghui Feng, Lu Lin, Ruoqing Zhu and Lixing Zhu (72, 827-854)
Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
.......... Claudio Agostinelli, Ana M. Bianco and Graciela Boente (72, 855-894)

No.4 August 2020

Distributions of pattern statistics in sparse Markov models
.......... Donald E. K. Martin (72, 895-914)
Estimation of extreme conditional quantiles under a general tail-first-order condition
.......... Laurent Gardes, Armelle Guillou and Claire Roman (72, 915-944)
Supplement 1
Space-time inhomogeneous background intensity estimators for semi-parametric space-time self-exciting point process models
.......... Chenlong Li, Zhanjie Song and Wenjun Wang (72, 945-968)
Large sample results for frequentist multiple imputation for Cox regression with missing covariate data
.......... Frank Eriksson, Torben Martinussen and Søren Feodor Nielsen (72, 969-996)
Nonparametric MANOVA in meaningful effects
.......... Dennis Dobler, Sarah Friedrich and Markus Pauly (72, 997-1022)
Supplement 1
Regression function estimation as a partly inverse problem
.......... F. Comte and V. Genon-Catalot (72, 1023-1054)
Supplement 1
Detecting deviations from second-order stationarity in locally stationary functional time series
.......... Axel Bücher, Holger Dette and Florian Heinrichs (72, 1055-1094)
Supplement 1

No.5 October 2020

On the indirect elicitability of the mode and modal interval
.......... Krisztina Dearborn and Rafael Frongillo (72, 1095-1108)
Testing for normality in any dimension based on a partial differential equation involving the moment generating function
.......... Norbert Henze and Jaco Visagie (72, 1109-1136)
Poisson source localization on the plane: cusp case
.......... O. V. Chernoyarov, S. Dachian and Yu. A. Kutoyants (72, 1137-1158)
Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
.......... Kun Chen, Ngai Hang Chan and Chun Yip Yau (72, 1159-1174)
Supplement 1
Wavelet estimation of the dimensionality of curve time series
.......... Rodney V. Fonseca and Aluísio Pinheiro (72, 1175-1204)
Supplement 1
Model selection for the robust efficient signal processing observed with small Lévy noise
.......... Slim Beltaief, Oleg Chernoyarov and Serguei Pergamenchtchikov (72, 1205-1236)
Supplement 1
Some information inequalities for statistical inference
.......... K. V. Harsha and Alladi Subramanyam (72, 1237-1256)
Bias-corrected support vector machine with Gaussian kernel in high-dimension, low-sample-size settings
.......... Yugo Nakayama, Kazuyoshi Yata and Makoto Aoshima (72, 1257-1286)

No.6 December 2020

Semi-parametric transformation boundary regression models
.......... Natalie Neumeyer, Leonie Selk and Charles Tillier (72, 1287-1316)
Supplement 1
Integral transform methods in goodness-of-fit testing, II: the Wishart distributions
.......... Elena Hadjicosta and Donald Richards (72, 1317-1370)
Supplement 1
Robust estimation for general integer-valued time series models
.......... Byungsoo Kim and Sangyeol Lee (72, 1371-1396)
An optimal test for the additive model with discrete or categorical predictors
.......... Abhijit Mandal (72, 1397-1418)
Supplement 1
Comparing the marginal densities of two strictly stationary linear processes
.......... Paul Doukhan, Ieva Grublytė, Denys Pommeret and Laurence Reboul (72, 1419-1448)
Supplement 1
Flexible bivariate Poisson integer-valued GARCH model
.......... Yan Cui, Qi Li and Fukang Zhu (72, 1449-1478)
The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations
.......... D. Benelmadani, K. Benhenni and S. Louhichi (72, 1479-1500)
Supplement 1
Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters
.......... Mineaki Ohishi, Hirokazu Yanagihara and Shuichi Kawano (72, 1501-1516)
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