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)
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Wasserstein statistics in one-dimensional location scale models
.......... Shun-ichi Amari and Takeru Matsuda (74, 33-47)
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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)
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Broken adaptive ridge regression for right-censored survival data
.......... Zhihua Sun, Yi Liu, Kani Chen and Gang Li (74, 69-91)
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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)
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Efficient estimation methods for non-Gaussian regression models in continuous time
.......... Evgeny Pchelintsev, Serguei Pergamenshchikov and Maria Povzun (74, 113-142)
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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)
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Asymptotic linear expansion of regularized M-estimators
.......... Tino Werner (74, 167-194)
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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)
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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)
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Variable selection for functional linear models with strong heredity constraint
.......... Sanying Feng, Menghan Zhang and Tiejun Tong (74, 321-339)
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Local polynomial expectile regression
.......... C. Adam and I. Gijbels (74, 341-378)
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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)
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Robust distributed estimation and variable selection for massive datasets via rank regression
.......... Jiaming Luan, Hongwei Wang, Kangning Wang and Benle Zhang (74, 435-450)
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Semiparametric inference on general functionals of two semicontinuous populations
.......... Meng Yuan, Chunlin Wang, Boxi Lin and Pengfei Li (74, 451-472)
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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)
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A high-dimensional M-estimator framework for bi-level variable selection
.......... Bin Luo and Xiaoli Gao (74, 559-579)
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Bayes factor asymptotics for variable selection in the Gaussian process framework
.......... Minerva Mukhopadhyay and Sourabh Bhattacharya (74, 581-613)
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No.4 August 2022

Invited Article: Third Akaike Memorial Lecture (with Discussion)
Akaike Memorial Lecture 2020: Some of the challenges of statistical applications
.......... John Copas (74, 615-637)
Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications
.......... Masayuki Henmi (74, 639-641)
Discussion of "Akaike Memorial Lecture 2020: Some of the challenges of statistical applications"
.......... Masataka Taguri (74, 643-647)
Author's rejoinder to the discussion of the Akaike Memorial Lecture 2020
.......... John Copas (74, 649-652)
Regular Articles
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
.......... Haeran Cho and Claudia Kirch (74, 653-684)
Supplement 1
Fixed accuracy estimation of parameters in a threshold autoregressive model
.......... Victor V. Konev and Sergey E. Vorobeychikov (74, 685-711)
Empirical tail conditional allocation and its consistency under minimal assumptions
.......... N. V. Gribkova, J. Su and R. Zitikis (74, 713-735)
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
.......... Salim Bouzebda, Mohamed Chaouch and Sultana Didi Biha (74, 737-771)
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Simultaneous inference for Berkson errors-in-variables regression under fixed design
.......... Katharina Proksch, Nicolai Bissantz and Hajo Holzmann (74, 773-800)
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Inference for nonstationary time series of counts with application to change-point problems
.......... William Kengne and Isidore S. Ngongo (74, 801-835)
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No.5 October 2022

Nonparametric tests for multistate processes with clustered data
.......... Giorgos Bakoyannis and Dipankar Bandyopadhyay (74, 837-867)
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Multi-round smoothed composite quantile regression for distributed data
.......... Fengrui Di and Lei Wang (74, 869-893)
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Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
.......... Yuichi Akaoka, Kazuki Okamura and Yoshiki Otobe (74, 895-923)
Adaptive efficient estimation for generalized semi-Markov big data models
.......... Vlad Stefan Barbu, Slim Beltaief and Serguei Pergamenchtchikov (74, 925-955)
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Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms
.......... Tiandong Wang and Panpan Zhang (74, 957-986)
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Outcome regression-based estimation of conditional average treatment effect
.......... Lu Li, Niwen Zhou and Lixing Zhu (74, 987-1041)
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No.6 December 2022

A blockwise network autoregressive model with application for fraud detection
.......... Bofei Xiao, Bo Lei, Wei Lan and Bin Guo (74, 1043-1065)
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On comparing competing risks using the ratio of their cumulative incidence functions
.......... Hammou El Barmi (74, 1067-1083)
On the rate of convergence of image classifiers based on convolutional neural networks
.......... Michael Kohler, Adam Krzyżak and Benjamin Walter (74, 1085-1108)
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A sequential feature selection procedure for high-dimensional Cox proportional hazards model
.......... Ke Yu and Shan Luo (74, 1109-1142)
Inference of random effects for linear mixed-effects models with a fixed number of clusters
.......... Chih-Hao Chang, Hsin-Cheng Huang and Ching-Kang Ing (74, 1143-1161)
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Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
.......... Holger Dette and Martin Kroll (74, 1163-1196)
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation
.......... Toshiaki Tsukurimichi, Yu Inatsu, Vo Nguyen Le Duy and Ichiro Takeuchi (74, 1197-1228)
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