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Vol.73 Contents (2021)

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

No.1 February 2021

Report of the editors
.......... H. Fujisawa, Y. Ninomiya and T. Sei (73, 1-2)
The de-biased group Lasso estimation for varying coefficient models
.......... Toshio Honda (73, 3-29)
Supplement 1
Fixed point characterizations of continuous univariate probability distributions and their applications
.......... Steffen Betsch and Bruno Ebner (73, 31-59)
Supplement 1
Some explicit solutions of c-optimal design problems for polynomial regression with no intercept
.......... Holger Dette, Viatcheslav B. Melas and Petr Shpilev (73, 61-82)
The kth power expectile regression
.......... Yingying Jiang, Fuming Lin and Yong Zhou (73, 83-113)
On the proportional hazards model with last observation carried forward covariates
.......... Hongyuan Cao and Jason P. Fine (73, 115-134)
Supplement 1
Clustering of subsample means based on pairwise L1 regularized empirical likelihood
.......... Quynh Van Nong and Chi Tim Ng (73, 135-174)
Correction to: Clustering of subsample means based on pairwise L1 regularized empirical likelihood
.......... Quynh Van Nong and Chi Tim Ng (73, 175-175)
Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
.......... Shogo H. Nakakita, Yusuke Kaino and Masayuki Uchida (73, 177-225)

No.2 April 2021

Valid p-values and expectations of p-values revisited
.......... Albert Vexler (73, 227-248)
Estimation of an improved surrogate model in uncertainty quantification by neural networks
.......... Benedict Götz, Sebastian Kersting and Michael Kohler (73, 249-281)
Supplement 1
Consistent multiple changepoint estimation with fused Gaussian graphical models
.......... A. Gibberd and S. Roy (73, 283-309)
On the power of some sequential multiple testing procedures
.......... Shiyun Chen and Ery Arias-Castro (73, 311-336)
Nonparametric estimation of the kernel function of symmetric stable moving average random functions
.......... Jürgen Kampf, Georgiy Shevchenko and Evgeny Spodarev (73, 337-367)
Multivariate matrix Mittag-Leffler distributions
.......... Hansjörg Albrecher, Martin Bladt and Mogens Bladt (73, 369-394)
Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation
.......... Youssef Taleb and Edward A.K. Cohen (73, 395-423)
Supplement 1
Poles of pair correlation functions: When they are real?
.......... Ka Yiu Wong and Dietrich Stoyan (73, 425-440)

No.3 June 2021

Copula and composite quantile regression-based estimating equations for longitudinal data
.......... Kangning Wang and Wen Shan (73, 441-455)
Supplement 1
Model identification and selection for single-index varying-coefficient models
.......... Peng Lai, Fangjian Wang, Tingyu Zhu and Qingzhao Zhang (73, 457-480)
Semiparametric methods for left-truncated and right-censored survival data with covariate measurement error
.......... Li-Pang Chen and Grace Y. Yi (73, 481-517)
Supplement 1
Instrument search in pseudo-likelihood approach for nonignorable nonresponse
.......... Ji Chen, Jun Shao and Fang Fang (73, 519-533)
Model averaging for linear models with responses missing at random
.......... Yuting Wei, Qihua Wang and Wei Liu (73, 535-553)
Global jump filters and quasi-likelihood analysis for volatility
.......... Haruhiko Inatsugu and Nakahiro Yoshida (73, 555-598)
Supplement 1
Hypothesis tests for high-dimensional covariance structures
.......... Aki Ishii, Kazuyoshi Yata and Makoto Aoshima (73, 599-622)
Supplement 1
Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
.......... Lei Wang and Wei Ma (73, 623-647)
Supplement 1

No.4 August 2021

Estimation for high-frequency data under parametric market microstructure noise
.......... Simon Clinet and Yoann Potiron (73, 649-669)
Supplement 1
On localization of source by hidden Gaussian processes with small noise
.......... Yury A. Kutoyants (73, 671-702)
Robust high-dimensional regression for data with anomalous responses
.......... Mingyang Ren, Sanguo Zhang and Qingzhao Zhang (73, 703-736)
Supplement 1
Determining the number of canonical correlation pairs for high-dimensional vectors
.......... Jiasen Zheng and Lixing Zhu (73, 737-756)
Supplement 1
Gaussian graphical models with toric vanishing ideals
.......... Pratik Misra and Seth Sullivant (73, 757-785)
High-dimensional sign-constrained feature selection and grouping
.......... Shanshan Qin, Hao Ding, Yuehua Wu and Feng Liu (73, 787-819)
Robust test for structural instability in dynamic factor models
.......... Byungsoo Kim, Junmo Song and Changryong Baek (73, 821-853)
Supplement 1

No.5 October 2021

Identifying shifts between two regression curves
.......... Holger Dette, Subhra Sankar Dhar and Weichi Wu (73, 855-889)
Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification
.......... Noirrit Kiran Chandra and Sourabh Bhattacharya (73, 891-920)
Supplement 1
Regularized bridge-type estimation with multiple penalties
.......... Alessandro De Gregorio and Francesco Iafrate (73, 921-951)
Mellin-Meijer kernel density estimation on R+
.......... Gery Geenens (73, 953-977)
Supplement 1
Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data
.......... Luiza S.C. Piancastelli, Wagner Barreto-Souza and Vinícius D. Mayrink (73, 979-1010)
Supplement 1
Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case
.......... Federico Camerlenghi, Claudio Macci and Elena Villa (73, 1011-1035)
A permutation test for the two-sample right-censored model
.......... Grzegorz Wyłupek (73, 1037-1061)
Supplement 1Supplement 2
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