Vol.75 Contents (2023)

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

No.1 February 2023

Estimation with multivariate outcomes having nonignorable item nonresponse
.......... Lyu Ni and Jun Shao (75, 1-15)
Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays
.......... Jinhui Guo and Yingyin Lu (75, 17-37)
Semiparametric modelling of two-component mixtures with stochastic dominance
.......... Jingjing Wu, Tasnima Abedin and Qiang Zhao (75, 39-70)
Supplement 1
Nonparametric inference for additive models estimated via simplified smooth backfitting
.......... Suneel Babu Chatla (75, 71-97)
Supplement 1
Selective inference after feature selection via multiscale bootstrap
.......... Yoshikazu Terada and Hidetoshi Shimodaira (75, 99-125)
Exact statistical inference for the Wasserstein distance by selective inference · Selective inference for the Wasserstein distance
.......... Vo Nguyen Le Duy and Ichiro Takeuchi (75, 127-157)
Flexible asymmetric multivariate distributions based on two-piece univariate distributions
.......... Jonas Baillien, Irène Gijbels and Anneleen Verhasselt (75, 159-200)
Supplement 1Supplement 2

No.2 April 2023

Robust estimation of the conditional stable tail dependence function
.......... Yuri Goegebeur, Armelle Guillou and Jing Qin (75, 201-231)
Supplement 1
Group least squares regression for linear models with strongly correlated predictor variables
.......... Min Tsao (75, 233-250)
Supplement 1
Correction to: Group least squares regression for linear models with strongly correlated predictor variables
.......... Min Tsao (75, 251-251)
Inhomogeneous hidden semi-Markov models for incompletely observed point processes
.......... Amina Shahzadi, Ting Wang, Mark Bebbington and Matthew Parry (75, 253-280)
Supplement 1
Inference using an exact distribution of test statistic for random-effects meta-analysis
.......... Keisuke Hanada and Tomoyuki Sugimoto (75, 281-302)
Supplement 1
On the choice of the optimal single order statistic in quantile estimation
.......... Mariusz Bieniek and Luiza Pańczyk (75, 303-333)
Quantitative robustness of instance ranking problems
.......... Tino Werner (75, 335-368)
Supplement 1
Asymptotic theory in network models with covariates and a growing number of node parameters
.......... Qiuping Wang, Yuan Zhang and Ting Yan (75, 369-392)
Supplement 1

No.3 June 2023

Forward variable selection for ultra-high dimensional quantile regression models
.......... Toshio Honda and Chien-Tong Lin (75, 393-424)
Supplement 1
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample
.......... Brajendra C. Sutradhar (75, 425-462)
Supplement 1
Matrix completion under complex survey sampling
.......... Xiaojun Mao, Zhonglei Wang and Shu Yang (75, 463-492)
Supplement 1
Robust estimation for nonrandomly distributed data
.......... Shaomin Li, Kangning Wang and Yong Xu (75, 493-510)
Tests for the existence of group effects and interactions for two-way models with dependent errors
.......... Yuichi Goto, Kotone Suzuki, Xiaofei Xu and Masanobu Taniguchi (75, 511-532)
Supplement 1

No.4 August 2023

Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models
.......... Yuma Uehara (75, 533-565)
Supplement 1
Data-driven model selection for same-realization predictions in autoregressive processes
.......... Kare Kamila (75, 567-592)
Slash distributions, generalized convolutions, and extremes
.......... M. Arendarczyk, T. J. Kozubowski and A. K. Panorska (75, 593-617)
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity
.......... Zeyu Wu, Cheng Wang and Weidong Liu (75, 619-648)
Model averaging for semiparametric varying coefficient quantile regression models
.......... Zishu Zhan, Yang Li, Yuhong Yang and Cunjie Lin (75, 649-681)
Supplement 1
Generation of all randomizations using circuits
.......... Elena Pesce, Fabio Rapallo, Eva Riccomagno and Henry P. Wynn (75, 683-704)

No.5 October 2023

A copula spectral test for pairwise time reversibility
.......... Shibin Zhang (75, 705-729)
Supplement 1Supplement 2
Nonparametric multiple regression by projection on non-compactly supported bases
.......... Florian Dussap (75, 731-771)
Robust density power divergence estimates for panel data models
.......... Abhijit Mandal, Beste Hamiye Beyaztas and Soutir Bandyopadhyay (75, 773-798)
Supplement 1
Least absolute deviation estimation for AR(1) processes with roots close to unity
.......... Nannan Ma, Hailin Sang and Guangyu Yang (75, 799-832)
Mixture of shifted binomial distributions for rating data
.......... Shaoting Li and Jiahua Chen (75, 833-853)
Supplement 1
Automatic data-based bin width selection for rose diagram
.......... Yasuhito Tsuruta and Masahiko Sagae (75, 855-886)
Supplement 1

No.6 December 2023

Parametric estimation of spatial-temporal point processes using the Stoyan-Grabarnik statistic
.......... Conor Kresin and Frederic Schoenberg (75, 887-909)
Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data
.......... Hengfang Wang and Jae Kwang Kim (75, 911-929)
Gene-environment interaction analysis under the Cox model
.......... Kuangnan Fang, Jingmao Li, Yaqing Xu, Shuangge Ma and Qingzhao Zhang (75, 931-948)
Supplement 1
Robust variable selection with exponential squared loss for partially linear spatial autoregressive models
.......... Xiuli Wang, Jingchang Shao, Jingjing Wu and Qiang Zhao (75, 949-977)
A goodness-of-fit test on the number of biclusters in a relational data matrix
.......... Chihiro Watanabe and Taiji Suzuki (75, 979-1009)
Supplement 1
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method
.......... Bruno Ebner, Adrian Fischer, Norbert Henze and Celeste Mayer (75, 1011-1038)
Estimation of complier causal treatment effects with informatively interval-censored failure time data
.......... Yuqing Ma, Peijie Wang and Jianguo Sun (75, 1039-1062)