Vol.72 Contents (2020)

[ No1 | No2 | No3 | No4 | No5 ]

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)
top of this page TOP of This Page previous page Return to Previous Page