Vol.74 Contents (2022)

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

No.1 February 2022

The finite sample properties of sparse M-estimators with pseudo-observations
.......... Benjamin Poignard and Jean-David Fermanian (74, 1-31)
Supplement 1
Wasserstein statistics in one-dimensional location scale models
.......... Shun-ichi Amari and Takeru Matsuda (74, 33-47)
A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal data
.......... Kai Yang and Peihua Qiu (74, 49-68)
Supplement 1
Broken adaptive ridge regression for right-censored survival data
.......... Zhihua Sun, Yi Liu, Kani Chen and Gang Li (74, 69-91)
Empirical likelihood meta-analysis with publication bias correction under Copas-like selection model
.......... Mengke Li, Yukun Liu, Pengfei Li and Jing Qin (74, 93-112)
Supplement 1
Efficient estimation methods for non-Gaussian regression models in continuous time
.......... Evgeny Pchelintsev, Serguei Pergamenshchikov and Maria Povzun (74, 113-142)
Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process
.......... Pierpaolo De Blasi, Ramsés H. Mena and Igor Prünster (74, 143-165)
Asymptotic linear expansion of regularized M-estimators
.......... Tino Werner (74, 167-194)

No.2 April 2022

Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach
.......... Holger Dette and Kevin Kokot (74, 195-231)
Whittle estimation for continuous-time stationary state space models with finite second moments
.......... Vicky Fasen-Hartmann and Celeste Mayer (74, 233-270)
Supplement 1
Search for minimum aberration designs with uniformity
.......... Bochuan Jiang, Yaping Wang and Mingyao Ai (74, 271-287)
On the usage of randomized p-values in the Schweder-Spjøtvoll estimator
.......... Anh-Tuan Hoang and Thorsten Dickhaus (74, 289-319)
Supplement 1Supplement 2
Variable selection for functional linear models with strong heredity constraint
.......... Sanying Feng, Menghan Zhang and Tiejun Tong (74, 321-339)
Supplement 1
Local polynomial expectile regression
.......... C. Adam and I. Gijbels (74, 341-378)
Supplement 1
Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism
.......... Jing Zhang, Qihua Wang and Xuan Wang (74, 379-397)

No.3 June 2022

Wigner and Wishart ensembles for sparse Vinberg models
.......... Hideto Nakashima and Piotr Graczyk (74, 399-433)
Supplement 1
Robust distributed estimation and variable selection for massive datasets via rank regression
.......... Jiaming Luan, Hongwei Wang, Kangning Wang and Benle Zhang (74, 435-450)
Supplement 1
Semiparametric inference on general functionals of two semicontinuous populations
.......... Meng Yuan, Chunlin Wang, Boxi Lin and Pengfei Li (74, 451-472)
Supplement 1
Characterizations of the normal distribution via the independence of the sample mean and the feasible definite statistics with ordered arguments
.......... Chin-Yuan Hu and Gwo Dong Lin (74, 473-488)
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals
.......... Alexander I. Jordan, Anja Mühlemann and Johanna F. Ziegel (74, 489-514)
The variable selection by the Dantzig selector for Cox's proportional hazards model
.......... Kou Fujimori (74, 515-537)
Robust model selection with covariables missing at random
.......... Zhongqi Liang, Qihua Wang and Yuting Wei (74, 539-557)
Supplement 1
A high-dimensional M-estimator framework for bi-level variable selection
.......... Bin Luo and Xiaoli Gao (74, 559-579)
Supplement 1
Bayes factor asymptotics for variable selection in the Gaussian process framework
.......... Minerva Mukhopadhyay and Sourabh Bhattacharya (74, 581-613)
Supplement 1
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