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Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Guochang Wang and
Fode Zhang and
Heng Lian Directional regression for functional
data . . . . . . . . . . . . . . . . . . 1--17
Anonymous Pages 1--216 (January 2020) . . . . . . 1--216
Hwan-Jin Yoon and
Alan H. Welsh On the effect of ignoring correlation in
the covariates when fitting linear mixed
models . . . . . . . . . . . . . . . . . 18--34
Miles E. Lopes Estimating a sharp convergence bound for
randomized ensembles . . . . . . . . . . 35--44
Fritjof Freise and
Heinz Holling and
Rainer Schwabe Optimal designs for two-level main
effects models on a restricted design
region . . . . . . . . . . . . . . . . . 45--54
Fadoua Balabdaoui and
Gabriella de Fournas-Labrosse Least squares estimation of a completely
monotone pmf: From Analysis to
Statistics . . . . . . . . . . . . . . . 55--71
Maximilian Pilz Consistency of the Elastic Net under a
finite second moment assumption on the
noise . . . . . . . . . . . . . . . . . 72--79
Yuye Zou and
Guoliang Fan and
Riquan Zhang Quantile regression and variable
selection for partially linear
single-index models with missing
censoring indicators . . . . . . . . . . 80--95
Dirk Antonczyk and
Bernd Fitzenberger and
Enno Mammen and
Kyusang Yu A nonparametric approach to identify
age, time, and cohort effects . . . . . 96--115
Yuping Hu and
Liugen Xue and
Jing Zhao and
Liying Zhang Skew-normal partial functional linear
model and homogeneity test . . . . . . . 116--127
Marius Schmidt and
Rainer Schwabe Optimal designs for Poisson count data
with Gamma block effects . . . . . . . . 128--140
A. Chatterjee and
T. Bandyopadhyay Regression models for group testing:
Identifiability and asymptotics . . . . 141--152
Meiju Yu and
Dehui Wang and
Kai Yang and
Yan Liu Bivariate first-order random coefficient
integer-valued autoregressive processes 153--176
Zachary D. Weller and
Jennifer A. Hoeting A nonparametric spectral domain test of
spatial isotropy . . . . . . . . . . . . 177--186
Mineaki Ohishi and
Hirokazu Yanagihara and
Yasunori Fujikoshi A fast algorithm for optimizing ridge
parameters in a generalized ridge
regression by minimizing a model
selection criterion . . . . . . . . . . 187--205
Xiaoxue Han and
Min-Qian Liu and
Jian-Feng Yang and
Shengli Zhao Mixed $2$- and $ 2 r$-level fractional
factorial split-plot designs with clear
effects . . . . . . . . . . . . . . . . 206--216
Anonymous Pages 1--330 (March 2020) . . . . . . . 1--330
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Jiayu Peng and
Dennis K. J. Lin Small screening design when the overall
variance is unknown . . . . . . . . . . 1--9
Erlis Ruli and
Nicola Sartori and
Laura Ventura Robust approximate Bayesian inference 10--22
Roberto Fontana and
Francesca Romana Crucinio Orbit-based conditional tests. A link
between permutations and Markov bases 23--33
Xiongzhi Chen and
Sanat K. Sarkar On Benjamini--Hochberg procedure applied
to mid $p$-values . . . . . . . . . . . 34--45
Hongzhi Tong and
Qiang Wu Moving quantile regression . . . . . . . 46--63
Pingyan Chen and
Luliang Wen and
Soo Hak Sung Strong and weak consistency of least
squares estimators in simple linear EV
regression models . . . . . . . . . . . 64--73
Ilmun Kim Multinomial goodness-of-fit based on
$U$-statistics: High-dimensional
asymptotic and minimax optimality . . . 74--91
M. El Machkouri and
X. Fan and
L. Reding On the Nadaraya--Watson kernel
regression estimator for irregularly
spaced spatial data . . . . . . . . . . 92--114
Hyung Park and
Eva Petkova and
Thaddeus Tarpey and
R. Todd Ogden A single-index model with multiple-links 115--128
Lei Gao and
Hongjian Zhu and
Lanju Zhang Sequential monitoring of
response-adaptive randomized clinical
trials with sample size re-estimation 129--137
Feifei Guo and
Shiqing Ling Quasi-likelihood estimation of
structure-changed threshold double
autoregressive models . . . . . . . . . 138--155
Hezhi Lu and
Hua Jin A new prediction interval for binomial
random variable based on inferential
models . . . . . . . . . . . . . . . . . 156--174
Zsolt Szabo and
Xiaoyu Liu and
Liming Xiang Semiparametric sieve maximum likelihood
estimation for accelerated hazards model
with interval-censored data . . . . . . 175--192
Ashish Das and
Rakhi Singh Discrete choice experiments --- a
unified approach . . . . . . . . . . . . 193--202
B. Buonaguidi The disorder problem for purely jump Lévy
processes with completely monotone jumps 203--218
Andrey Novikov and
Pedro Reyes-Pérez Optimal multistage sequential hypothesis
testing . . . . . . . . . . . . . . . . 219--230
Russell Stocker and
Akim Adekpedjou A general class of additive
semiparametric models for recurrent
event data . . . . . . . . . . . . . . . 231--244
Changryong Baek and
Stefanos Kechagias and
Vladas Pipiras Asymptotics of bivariate local Whittle
estimators with applications to fractal
connectivity . . . . . . . . . . . . . . 245--268
Anirban Mondal and
Abhijit Mandal Stratified random sampling for dependent
inputs in Monte Carlo simulations from
computer experiments . . . . . . . . . . 269--282
Daniel J. Eck and
Charles J. Geyer and
R. Dennis Cook Combining envelope methodology and aster
models for variance reduction in life
history analyses . . . . . . . . . . . . 283--292
Wenyu Liu and
D. Stephen Coad Group-sequential response-adaptive
designs for censored survival outcomes 293--305
Lei Wang and
Xuejun Ma and
Jingxiao Zhang Feature screening for
ultrahigh-dimensional additive logistic
models . . . . . . . . . . . . . . . . . 306--317
Xin Chen and
Xuejun Ma and
Wang Zhou Kernel density regression . . . . . . . 318--329
Anonymous Pages 1--312 (May 2020) . . . . . . . . 1--312
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Felicitas J. Detmer and
Juan Cebral and
Martin Slawski A note on coding and standardization of
categorical variables in (sparse) group
lasso regression . . . . . . . . . . . . 1--11
Sheridan Grant and
Michael D. Perlman and
Darren Grant Targeted testing for bias in order
assignment, with an application to Texas
election ballots . . . . . . . . . . . . 12--28
Zhantao Lin and
Nancy Flournoy and
William F. Rosenberger Random norming aids analysis of
non-linear regression models with
sequential informative dose selection 29--42
Houssem Brairi and
Tarek Medkour Testing discrete-valued time series for
whiteness . . . . . . . . . . . . . . . 43--56
A'yunin Sofro and
Jian Qing Shi and
Chunzheng Cao Regression analysis for multivariate
process data of counts using convolved
Gaussian processes . . . . . . . . . . . 57--74
Shih-Hao Huang and
Mong-Na Lo Huang and
Cheng-Wei Lin Optimal designs for binary response
models with multiple nonnegative
variables . . . . . . . . . . . . . . . 75--83
Brigitte Gelein and
Guillaume Chauvet Preserving the distribution function in
surveys in case of imputation for zero
inflated data . . . . . . . . . . . . . 84--99
Xue-Ru Zhang and
Min-Qian Liu and
Yong-Dao Zhou Orthogonal uniform composite designs . . 100--110
Xinyi Xu and
Xiangjie Li and
Jingxiao Zhang Regularization methods for
high-dimensional sparse control function
models . . . . . . . . . . . . . . . . . 111--126
Irene Córdoba and
Concha Bielza and
Pedro Larrañaga A review of Gaussian Markov models for
conditional independence . . . . . . . . 127--144
Chi Tim Ng and
Woojoo Lee and
Youngjo Lee Logical and test consistency in pairwise
multiple comparisons . . . . . . . . . . 145--162
Chenguang Zhang and
Hua He and
Jian Li and
Wan Tang Doubly robust kernel density estimation
when group membership is missing at
random . . . . . . . . . . . . . . . . . 163--178
Yanqing Yin Model-free tests for series correlation
in multivariate linear regression . . . 179--195
Renjie Lu and
Philip L. H. Yu Smooth buffered autoregressive time
series models . . . . . . . . . . . . . 196--210
Federico A. Bugni and
Mehmet Caner and
Anders Bredahl Kock and
Soumendra Lahiri Inference in partially identified models
with many moment inequalities using
Lasso . . . . . . . . . . . . . . . . . 211--248
Jia Zhang and
Xin Chen Principal envelope model . . . . . . . . 249--262
Jiali Wang and
Arunas P. Verbyla and
Bomin Jiang and
Alexander B. Zwart and
Cheng Soon Ong and
Xavier R. R. Sirault and
Klara L. Verbyla Optimal design for adaptive smoothing
splines . . . . . . . . . . . . . . . . 263--277
Gabriel Salles and
Sophie Mercier and
Laurent Bordes Semiparametric estimate of the
efficiency of imperfect maintenance
actions for a gamma deteriorating system 278--297
Ricardo Hoyos-Argüelles and
Luis Nieto-Barajas A Bayesian semiparametric Archimedean
copula . . . . . . . . . . . . . . . . . 298--311
Anonymous Pages 1--344 (July 2020) . . . . . . . . 1--344
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Chang Li and
Chongqi Zhang $A$-optimal designs for quadratic
mixture canonical polynomials with
spline . . . . . . . . . . . . . . . . . 1--9
Paul Kabaila and
A. H. Welsh and
Christeen Wijethunga Finite sample properties of confidence
intervals centered on a model averaged
estimator . . . . . . . . . . . . . . . 10--26
Hojin Yang Random distributional response model
based on spline method . . . . . . . . . 27--44
Hanmei Sun and
Yihui Luan and
Jiming Jiang A new classified mixed model predictor 45--54
Leen Alawieh and
Jonathan Goodman and
John B. Bell Iterative construction of Gaussian
process surrogate models for Bayesian
inference . . . . . . . . . . . . . . . 55--72
Tung-Lung Wu and
Ping Li Projected tests for high-dimensional
covariance matrices . . . . . . . . . . 73--85
Aymen Meziani and
Tarek Medkour and
Karim Djouani Penalised quantile periodogram for
spectral estimation . . . . . . . . . . 86--98
Kaida Cai and
Hua Shen and
Xuewen Lu Group variable selection in the
Andersen--Gill model for recurrent event
data . . . . . . . . . . . . . . . . . . 99--112
Weiping Zhou and
Jian-Feng Yang and
Min-Qian Liu Optimal maximin $ L_2 $-distance Latin
hypercube designs . . . . . . . . . . . 113--122
Haolei Weng and
Yang Feng On the estimation of correlation in a
binary sequence model . . . . . . . . . 123--137
Kai Xu and
Fangxue Chen Martingale-difference-divergence-based
tests for goodness-of-fit in quantile
models . . . . . . . . . . . . . . . . . 138--154
Radomyra Shevchenko and
Meryem Slaoui and
C. A. Tudor Generalized $k$-variations and Hurst
parameter estimation for the fractional
wave equation via Malliavin calculus . . 155--180
Masahide Kuwada and
Yoshifumi Hyodo On a lower bound for the number of
assemblies in fractional $ 2^m $
factorial designs of resolution $ 2 \ell
$ . . . . . . . . . . . . . . . . . . . 181--189
Ang\`ele Delevoye and
Fredrik Sävje Consistency of the Horvitz--Thompson
estimator under general sampling and
experimental designs . . . . . . . . . . 190--197
Fabienne Comte and
Nicolas Marie Bandwidth selection for the
Wolverton-Wagner estimator . . . . . . . 198--214
Ran Wei and
Subhashis Ghosal Contraction properties of shrinkage
priors in logistic regression . . . . . 215--229
Weiwei Wang and
Xianyi Wu and
Xiaobing Zhao and
Xian Zhou Quantile regression for panel count data
based on quadratic inference functions 230--245
Wei Li and
Shu Yang and
Peisong Han Robust estimation for moment condition
models with data missing not at random 246--254
Qiuyan Zhang and
Jiang Hu and
Zhidong Bai Modified Pillai's trace statistics for
two high-dimensional sample covariance
matrices . . . . . . . . . . . . . . . . 255--275
Yang Zhou and
Di-Rong Chen The optimal rate of canonical
correlation analysis for stochastic
processes . . . . . . . . . . . . . . . 276--287
Peiyun Jiang and
Eiji Kurozumi Monitoring parameter changes in models
with a trend . . . . . . . . . . . . . . 288--319
Jie Zhang and
Dehui Wang and
Kai Yang and
Yanju Xu A multinomial autoregressive model for
finite-range time series of counts . . . 320--343
Sheridan Grant and
Michael Perlman and
Darren Grant Corrigendum to ``Targeted testing for
bias in order assignment, with an
application to Texas election ballots''
[J. Statist. Plann. Inference (2020)
12--28] . . . . . . . . . . . . . . . . 344--344
Anonymous Pages 1--130 (September 2020) . . . . . 1--130
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Philip T. Reiss and
Meng Xu Tensor product splines and functional
principal components . . . . . . . . . . 1--12
Wenge Guo and
Sanat Sarkar Adaptive controls of FWER and FDR under
block dependence . . . . . . . . . . . . 13--24
Wenbo Wu and
Xiangrong Yin Pseudo estimation and variable selection
in regression . . . . . . . . . . . . . 25--35
Trisha Maitra and
Sourabh Bhattacharya On classical and Bayesian asymptotics in
stochastic differential equations with
random effects having mixture normal
distributions . . . . . . . . . . . . . 36--57
Christophe Abraham and
Paul-Marie Grollemund Posterior concentration for a
misspecified Bayesian regression model
with functional covariates . . . . . . . 58--65
Frédéric Pro\"\ia Moderate deviations in a class of stable
but nearly unstable processes . . . . . 66--81
Mahmoud Torabi and
Jiming Jiang Estimation of mean squared prediction
error of empirically spatial predictor
of small area means under a linear mixed
model . . . . . . . . . . . . . . . . . 82--93
Xin Geng and
Carlos Martins-Filho and
Feng Yao Estimation of a partially linear
additive model with generated covariates 94--118
Chien-Ju Lin and
James M. S. Wason Efficient analysis of time-to-event
endpoints when the event involves a
continuous variable crossing a threshold 119--129
Anonymous Pages 1--292 (December 2020) . . . . . . 1--292
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Sayan Ghosh and
Ori Davidov Graph-based estimators for paired
comparison data . . . . . . . . . . . . 1--11
Antonio Cuevas and
Ricardo Fraiman Nonparametric detection for univariate
and functional data . . . . . . . . . . 12--26
Jianhua Hu and
Hao Ding and
Liangyuan Liu and
Jingyan Feng Statistical inference of locally
stationary functional coefficient models 27--43
Wenchao Xu and
Hui Ding and
Riquan Zhang and
Hua Liang Estimation and inference in partially
functional linear regression with
multiple functional covariates . . . . . 44--61
F. Bachoc and
A. Lagnoux Fixed-domain asymptotic properties of
maximum composite likelihood estimators
for Gaussian processes . . . . . . . . . 62--75
Heiko Großmann On the meaning of block effects in
paired comparison choice experiments and
a relationship with blocked $ 2^K $ main
effects plans . . . . . . . . . . . . . 76--84
Chunrong Ai and
Lukang Huang and
Zheng Zhang A Mann--Whitney test of distributional
effects in a multivalued treatment . . . 85--100
Mathias Fuchs and
Roman Hornung and
Anne-Laure Boulesteix and
Riccardo De Bin On the asymptotic behaviour of the
variance estimator of a $U$-statistic 101--111
Qianshun Cheng and
HaiYing Wang and
Min Yang Information-based optimal subdata
selection for big data logistic
regression . . . . . . . . . . . . . . . 112--122
Qianqian Zhao and
Shengli Zhao Constructing minimum aberration
split-plot designs via complementary
sets when the whole plot factors are
important . . . . . . . . . . . . . . . 123--143
Shuai Hao and
Min Yang Support point of locally optimal designs
for multinomial logistic regression
models . . . . . . . . . . . . . . . . . 144--159
Lucy L. Gao and
Julie Zhou Minimax $D$-optimal designs for
multivariate regression models with
multi-factors . . . . . . . . . . . . . 160--173
Zhe Wang and
Ryan Martin Model-free posterior inference on the
area under the receiver operating
characteristic curve . . . . . . . . . . 174--186
Yoshihide Kakizawa Multivariate non-central
Birnbaum--Saunders kernel density
estimator for nonnegative data . . . . . 187--207
Grisel M. Britos and
Silvia M. Ojeda and
Laura A. Rodríguez Astrain and
Oscar H. Bustos Asymptotic properties of BMM-estimator
in bidimensional autoregressive
processes . . . . . . . . . . . . . . . 208--228
Valentin Patilea and
César Sánchez-Sellero Testing for lack-of-fit in functional
regression models against general
alternatives . . . . . . . . . . . . . . 229--251
Qingyang Liu and
Yuping Zhang Joint estimation of heterogeneous
exponential Markov Random Fields through
an approximate likelihood inference . . 252--266
Ulrike Graßhoff and
Heinz Holling and
Frank Röttger and
Rainer Schwabe Optimality regions for designs in
multiple linear regression models with
correlated random coefficients . . . . . 267--279
Samuel Rosa Optimal experimental designs for
treatment contrasts in heteroscedastic
models with covariates . . . . . . . . . 280--291
Anonymous Pages 1--160 (January 2021) . . . . . . 1--160
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Quentin Clairon A regularization method for the
parameter estimation problem in ordinary
differential equations via discrete
optimal control theory . . . . . . . . . 1--19
Xiaojian Xu and
Sanjoy K. Sinha Robust designs for generalized linear
mixed models with possible model
misspecification . . . . . . . . . . . . 20--41
Ery Arias-Castro and
Shiyun Chen and
Andrew Ying A scan procedure for multiple testing:
Beyond threshold-type procedures . . . . 42--52
Takeru Matsuda and
William E. Strawderman Predictive density estimation under the
Wasserstein loss . . . . . . . . . . . . 53--63
Gongming Shi and
Jiang Du and
Zhihua Sun and
Zhongzhan Zhang Checking the adequacy of functional
linear quantile regression model . . . . 64--75
André Neumann and
Taras Bodnar and
Thorsten Dickhaus Estimating the proportion of true null
hypotheses under dependency: a marginal
bootstrap approach . . . . . . . . . . . 76--86
Xinrui He and
Jay Bartroff Asymptotically optimal sequential FDR
and pFDR control with (or without) prior
information on the number of signals . . 87--99
José A. Díaz-García and
Francisco J. Caro-Lopera Matrix variate Birnbaum--Saunders
distribution under elliptical models . . 100--113
Fabian Mies Estimation of state-dependent jump
activity and drift for Markovian
semimartingales . . . . . . . . . . . . 114--140
Nadine McCloud and
Christopher F. Parmeter Calculating degrees of freedom in
multivariate local polynomial regression 141--160
Anonymous Pages 1--438 (March 2021) . . . . . . . 1--438
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
János Marcell Benke and
Gyula Pap Nearly unstable family of stochastic
processes given by stochastic
differential equations with time delay 1--11
Tsubasa Ito and
Tatsuya Kubokawa Corrected empirical Bayes confidence
region in a multivariate Fay--Herriot
model . . . . . . . . . . . . . . . . . 12--32
Kouakou Francois Domagni and
A. S. Hedayat and
Bikas Kumar Sinha On the nature of saturated $
2^k$-factorial designs for unbiased
estimation of non-negligible parameters 33--40
K. Nadarajah and
Gael M. Martin and
D. S. Poskitt Optimal bias correction of the
log-periodogram estimator of the
fractional parameter: a jackknife
approach . . . . . . . . . . . . . . . . 41--79
Huiqin Li and
Yanqing Yin and
Shurong Zheng Central limit theorem for linear
spectral statistics of general separable
sample covariance matrices with
applications . . . . . . . . . . . . . . 80--89
Martial Longla and
Magda Peligrad New robust confidence intervals for the
mean under dependence . . . . . . . . . 90--106
Andrew T. Karl and
Dale L. Zimmerman A diagnostic for bias in linear mixed
model estimators induced by dependence
between the random effects and the
corresponding model matrix . . . . . . . 107--118
Lili Yu and
Ding-Geng Chen and
Jun Liu Efficient and direct estimation of the
variance-covariance matrix in EM
algorithm with interpolation method . . 119--130
Tommaso Rigon and
Daniele Durante Tractable Bayesian density regression
via logit stick-breaking priors . . . . 131--142
Xiaobo Zhong and
Ying Kuen Cheung and
Min Qian and
Bin Cheng Comparing adaptive interventions under a
general sequential multiple assignment
randomized trial design via multiple
comparisons with the best . . . . . . . 143--153
Yuexiao Dong A brief review of linear sufficient
dimension reduction through optimization 154--161
Rui Li and
Wenqi Lu and
Zhongyi Zhu and
Heng Lian Optimal prediction of quantile
functional linear regression in
reproducing kernel Hilbert spaces . . . 162--170
Yijun Wang and
Jiajia Zhang and
Chao Cai and
Wenbin Lu and
Yincai Tang Semiparametric estimation for
proportional hazards mixture cure model
allowing non-curable competing risk . . 171--189
Yusuke Kaino and
Masayuki Uchida Parametric estimation for a parabolic
linear SPDE model based on discrete
observations . . . . . . . . . . . . . . 190--220
Kai Xu and
Yeqing Zhou Maximum-type tests for high-dimensional
regression coefficients using Wilcoxon
scores . . . . . . . . . . . . . . . . . 221--240
Tucker McElroy and
Anindya Roy Testing for adequacy of seasonal
adjustment in the frequency domain . . . 241--255
Yuzo Maruyama and
William E. Strawderman A Gaussian sequence approach for proving
minimaxity: a Review . . . . . . . . . . 256--270
Mamadou Lamine Diop and
William Kengne Piecewise autoregression for general
integer-valued time series . . . . . . . 271--286
Zach Branson and
Stephane Shao Ridge rerandomization: an experimental
design strategy in the presence of
covariate collinearity . . . . . . . . . 287--314
Kees Tim Mulder and
Irene Klugkist Bayesian tests for circular uniformity 315--325
Adam Kolkiewicz and
Gregory Rice and
Yijun Xie Projection pursuit based tests of
normality with functional data . . . . . 326--339
Mohamed Bentarzi and
Mohamed Sadoun Efficient estimation in periodic INARp
model: \em Nonparametric innovation
distributions case . . . . . . . . . . . 340--361
Monika Bhattacharjee and
Arup Bose and
Radhendushka Srivastava A white noise test under weak conditions 362--390
Jin Xu and
Rongji Mu and
Cui Xiong A Bayesian stochastic approximation
method . . . . . . . . . . . . . . . . . 391--401
Mingyao Ai and
Yimin Huang and
Jun Yu A non-parametric solution to the
multi-armed bandit problem with
covariates . . . . . . . . . . . . . . . 402--413
Faysal Satter and
Yichuan Zhao Jackknife empirical likelihood for the
mean difference of two zero-inflated
skewed populations . . . . . . . . . . . 414--422
WenWu Wang and
Wei Shen and
Tiejun Tong Robust estimation of nonparametric
function via addition sequence . . . . . 423--438
Anonymous Pages 1--226 (May 2021) . . . . . . . . 1--226
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Juan Jesús Salamanca A universal, canonical dispersive
ordering in metric spaces . . . . . . . 1--13
Yuanbo Li and
Ngai Hang Chan and
Chun Yip Yau and
Rongmao Zhang Group orthogonal greedy algorithm for
change-point estimation of multivariate
time series . . . . . . . . . . . . . . 14--33
Dhrubasish Bhattacharyya and
Ruhul Ali Khan and
Murari Mitra Two-sample nonparametric test for
comparing mean time to failure functions
in age replacement . . . . . . . . . . . 34--44
Xiaojun Song and
Abderrahim Taamouti A nonparametric measure of
heteroskedasticity . . . . . . . . . . . 45--68
Yin Liu and
Guo-Liang Tian and
Mingqiu Wang A new variant of the parallel regression
model with variable selection in surveys
with sensitive attribute . . . . . . . . 69--83
Rakhi Singh and
Joachim Kunert and
John Stufken On optimal fMRI designs for correlated
errors . . . . . . . . . . . . . . . . . 84--96
Ioannis Kalogridis and
Stefan Van Aelst $M$-type penalized splines with
auxiliary scale estimation . . . . . . . 97--113
Éric Marchand and
Fanny Rancourt and
William E. Strawderman Minimax estimation of a restricted mean
for a one-parameter exponential family 114--125
Silvia Columbu and
Valentina Mameli and
Monica Musio and
Philip Dawid The Hyvärinen scoring rule in Gaussian
linear time series models . . . . . . . 126--140
Mingxiang Cao and
Peng Sun and
Junyong Park A simultaneous test of mean vector and
covariance matrix in high-dimensional
settings . . . . . . . . . . . . . . . . 141--152
Peng Wu and
Xinyi Xu and
Xingwei Tong and
Qing Jiang and
Bo Lu Semiparametric estimation for average
causal effects using propensity
score-based spline . . . . . . . . . . . 153--168
Luc Pronzato and
HaiYing Wang Sequential online subsampling for
thinning experimental designs . . . . . 169--193
Ignacio Vidal and
Mário de Castro A Bayesian analysis of the matching
problem . . . . . . . . . . . . . . . . 194--200
Fayed Alshammri and
Jiazhu Pan Generalized principal component analysis
for moderately non-stationary vector
time series . . . . . . . . . . . . . . 201--225
Anonymous Pages 1--292 (July 2021) . . . . . . . . 1--292
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Tamás F. Móri and
Gábor J. Székely and
Maria L. Rizzo On energy tests of normality . . . . . . 1--15
Samprit Banerjee and
Stefano Monni An orthogonally equivariant estimator of
the covariance matrix in high dimensions
and for small sample sizes . . . . . . . 16--32
Xiao-Nan Lu and
Miwako Mishima and
Nobuko Miyamoto and
Masakazu Jimbo Optimal and efficient designs for fMRI
experiments via two-level circulant
almost orthogonal arrays . . . . . . . . 33--49
Tony Cai and
Donggyu Kim and
Xinyu Song and
Yazhen Wang Optimal sparse eigenspace and low-rank
density matrix estimation for quantum
systems . . . . . . . . . . . . . . . . 50--71
Hengzhen Huang Construction of component orthogonal
arrays with any number of components . . 72--79
Abdul-Nasah Soale and
Yuexiao Dong On expectile-assisted inverse regression
estimation for sufficient dimension
reduction . . . . . . . . . . . . . . . 80--92
Kun Ho Kim and
Shih-Kang Chao and
Wolfgang K. Härdle Simultaneous inference of the partially
linear model with a multivariate unknown
function . . . . . . . . . . . . . . . . 93--105
Chiara Amorino and
Arnaud Gloter Invariant density adaptive estimation
for ergodic jump-diffusion processes
over anisotropic classes . . . . . . . . 106--129
Chunyan Wang and
Jinyu Yang and
Min-Qian Liu Construction of space-filling orthogonal
designs . . . . . . . . . . . . . . . . 130--141
Jin-Ting Zhang and
Bu Zhou and
Jia Guo and
Tianming Zhu Two-sample Behrens--Fisher problems for
high-dimensional data: a normal
reference approach . . . . . . . . . . . 142--161
Shintaro Hashimoto Reference priors via $ \alpha
$-divergence for a certain non-regular
model in the presence of a nuisance
parameter . . . . . . . . . . . . . . . 162--178
Hammou El Barmi and
Ganesh Malla and
Hari Mukerjee Estimation of a distribution function
with increasing failure rate average . . 179--192
Xiuqi Li and
Subhashis Ghosal Bayesian change point detection for
functional data . . . . . . . . . . . . 193--205
Eliane C. Pinheiro and
Silvia L. P. Ferrari and
Francisco M. C. Medeiros Higher-order approximate confidence
intervals . . . . . . . . . . . . . . . 206--221
Melaine C. De Oliveira and
Luis M. Castro and
Dipak K. Dey and
Debajyoti Sinha Bregman divergence to generalize
Bayesian influence measures for data
analysis . . . . . . . . . . . . . . . . 222--232
Luc Pronzato and
Guillaume Sagnol Removing inessential points in $c$-and
$A$-optimal design . . . . . . . . . . . 233--252
Suja Aboukhamseen and
Shahariar Huda and
Mausumi Bose Optimal crossover designs for inference
on total effects . . . . . . . . . . . . 253--261
Ning Li and
Xiaoling Peng and
Eric Kawaguchi and
Marc A. Suchard and
Gang Li A scalable surrogate $ L_0 $ sparse
regression method for generalized linear
models with applications to large scale
data . . . . . . . . . . . . . . . . . . 262--281
R. A. Bailey and
Leonard H. Soicher Uniform semi-Latin squares and their
pairwise-variance aberrations . . . . . 282--291
Anonymous Pages 1--150 (September 2021) . . . . . 1--150
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Zhan Liu and
Chun Yip Yau Fitting time series models for
longitudinal surveys with nonignorable
missing data . . . . . . . . . . . . . . 1--12
Guanfu Liu and
Yan Fan and
Yang Liu and
Yukun Liu Semi-parametric homogeneity test and
sample size calculation for a two-sample
problem under an inequality constraint 13--24
Christina C. Bartenschlager and
Jens O. Brunner A new user specific multiple testing
method for business applications: the
SiMaFlex procedure . . . . . . . . . . . 25--40
Laura Dumitrescu and
Ioana Schiopu-Kratina Asymptotic results with estimating
equations for time-evolving clustered
data . . . . . . . . . . . . . . . . . . 41--61
Sanying Feng and
Ping Tian and
Yuping Hu and
Gaorong Li Estimation in functional single-index
varying coefficient model . . . . . . . 62--75
R. A. Bailey and
Célia Fernandes and
Paulo Ramos Sparse designs for estimating variance
components of nested factors with random
effects . . . . . . . . . . . . . . . . 76--88
JingJing Zeng and
Yuze Duan and
Desheng Wang and
Bin Zou and
Yue Yin and
Jie Xu Generalization performance of Lagrangian
support vector machine based on Markov
sampling . . . . . . . . . . . . . . . . 89--104
Shen-Ming Lee and
Kim-Hung Pho and
Chin-Shang Li Validation likelihood estimation method
for a zero-inflated Bernoulli regression
model with missing covariates . . . . . 105--127
Yoshiyuki Ninomiya and
Satoshi Kuriki and
Toshihiko Shiroishi and
Toyoyuki Takada A modification of MaxT procedure using
spurious correlations . . . . . . . . . 128--138
Nancy Flournoy and
Caterina May and
Chiara Tommasi The effects of adaptation on maximum
likelihood inference for nonlinear
models with normal errors . . . . . . . 139--150
Anonymous Pages 1--388 (December 2021) . . . . . . 1--388
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Niwen Zhou and
Lixing Zhu On IPW-based estimation of conditional
average treatment effects . . . . . . . 1--22
Florian Dussap Anisotropic multivariate deconvolution
using projection on the Laguerre basis 23--46
Xiaoming Xu and
Mary C. Meyer and
Jean D. Opsomer Improved variance estimation for
inequality-constrained domain mean
estimators using survey data . . . . . . 47--71
Estate V. Khmaladze Testing hypothesis on transition
distributions of a Markov sequence . . . 72--84
Guijun Yang and
Jingbo Yang and
Xue Yang and
Weizhen Wang On optimal subset designs for phase II
clinical trials with both total response
and disease control . . . . . . . . . . 85--94
Shinjini Nandi and
Sanat K. Sarkar and
Xiongzhi Chen Adapting to one- and two-way classified
structures of hypotheses while
controlling the false discovery rate . . 95--108
Shibin Zhang A test for second-order stationarity of
a time series based on the maximum of
Anderson--Darling statistics . . . . . . 109--126
Nilanjana Laha and
Zhen Miao and
Jon A. Wellner Bi-$ s*$-concave distributions . . . . . 127--157
Hiroki Masuda and
Yuma Uehara Estimating diffusion with compound
Poisson jumps based on self-normalized
residuals . . . . . . . . . . . . . . . 158--183
Wenlong Li and
Min-Qian Liu and
Jian-Feng Yang Column-orthogonal nearly strong
orthogonal arrays . . . . . . . . . . . 184--192
Hsiang-Ling Hsu and
Mong-Na Lo Huang $D$-optimal designs for estimation of
parameters in a simplex dispersion model
with proportional data . . . . . . . . . 193--207
Dandan Jiang and
Zhiqiang Hou and
Jiang Hu The limits of the sample spiked
eigenvalues for a high-dimensional
generalized Fisher matrix and its
applications . . . . . . . . . . . . . . 208--217
Frédéric Ouimet A precise local limit theorem for the
multinomial distribution and some
applications . . . . . . . . . . . . . . 218--233
Masaki Narukawa Efficient tapered local Whittle
estimation of multivariate fractional
processes . . . . . . . . . . . . . . . 234--256
Arman Sabbaghi An integrative framework for geometric
and hidden projections in three-level
fractional factorial designs . . . . . . 257--267
Dang Duc Trong and
Nguyen Hoang Thanh and
Nguyen Dang Minh and
Nguyen Nhu Lan Density estimation of a mixture
distribution with unknown point-mass and
normal error . . . . . . . . . . . . . . 268--288
Yuan Gong and
Zehua Chen A sequential approach to feature
selection in high-dimensional additive
models . . . . . . . . . . . . . . . . . 289--298
Solenne Gaucher and
Olga Klopp Maximum likelihood estimation of sparse
networks with missing observations . . . 299--329
Tamar Gadrich and
Yariv N. Marmor Two-way ORDANOVA: Analyzing ordinal
variation in a cross-balanced design . . 330--343
Dennis Malcherczyk and
Kevin Leckey and
Christine H. Müller $K$-sign depth: From asymptotics to
efficient implementation . . . . . . . . 344--355
Takumi Saegusa Nonparametric inference for distribution
functions with stratified samples . . . 356--367
Djamila Boukehil and
Dominique Fourdrinier and
Fatiha Mezoued and
William E. Strawderman Estimation of the inverse scatter matrix
for a scale mixture of Wishart matrices
under Efron--Morris type losses . . . . 368--387
Anonymous Pages 1--206 (January 2022) . . . . . . 1--206
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Takumi Saegusa Semiparametric inference for merged data
from multiple data sources . . . . . . . 1--14
Baojiang Chen and
Jing Qin and
Ao Yuan Variable selection in the Box--Cox power
transformation model . . . . . . . . . . 15--28
Keying Ye and
Zifei Han and
Yuyan Duan and
Tianyu Bai Normalized power prior Bayesian analysis 29--50
Gaëlle Chagny and
Antoine Channarond and
Van H\`a Hoang and
Angelina Roche Adaptive nonparametric estimation of a
component density in a two-class mixture
model . . . . . . . . . . . . . . . . . 51--69
Fabian J. E. Telschow and
Armin Schwartzman Simultaneous confidence bands for
functional data using the Gaussian
Kinematic formula . . . . . . . . . . . 70--94
Yijie Liao and
Ronald W. Butler Marginal posterior distributions for
regression parameters in the Cox model
using Dirichlet and gamma process priors 95--108
José A. Díaz-García and
Francisco J. Caro-Lopera Multimatricvariate distribution under
elliptical models . . . . . . . . . . . 109--117
Olivier Binette and
Simon Guillotte Bayesian nonparametrics for directional
statistics . . . . . . . . . . . . . . . 118--134
Xavier Milhaud and
Denys Pommeret and
Yahia Salhi and
Pierre Vandekerkhove Semiparametric two-sample admixture
components comparison test: the
symmetric case . . . . . . . . . . . . . 135--150
Péter Kevei and
Lillian Oluoch and
László Viharos Limit laws for the norms of extremal
samples . . . . . . . . . . . . . . . . 151--173
E. Chen and
Yu Tang Uniformity of saturated orthogonal
arrays . . . . . . . . . . . . . . . . . 174--181
Steven Hoberman and
Anastasia Ivanova The properties of entropy as a measure
of randomness in a clinical trial . . . 182--193
Feipeng Zhang and
Jiejing Yang and
Lei Liu and
Yuan Yu Generalized linear-quadratic model with
a change point due to a covariate
threshold . . . . . . . . . . . . . . . 194--206
Anonymous Pages 1--278 (March 2022) . . . . . . . 1--278
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Boris Ryabko Asymptotically most powerful tests for
random number generators . . . . . . . . 1--7
Eun Ryung Lee and
Jinwoo Cho and
Seyoung Park Penalized kernel quantile regression for
varying coefficient models . . . . . . . 8--23
Andrei N. Frolov On large deviations for combinatorial
sums . . . . . . . . . . . . . . . . . . 24--32
Yasuyuki Hamura and
Tatsuya Kubokawa Bayesian predictive density estimation
for a chi-squared model using
information from a normal observation
with unknown mean and variance . . . . . 33--51
Ziyang Lyu and
A. H. Welsh Increasing cluster size asymptotics for
nested error regression models . . . . . 52--68
Xialu Liu and
Ting Zhang Estimating change-point latent factor
models for high-dimensional time series 69--91
Yingcai Su On the admissibility of spherical
spatial covariance functions in higher
dimensions . . . . . . . . . . . . . . . 92--105
Junhan Fang and
Grace Y. Yi Regularized matrix-variate logistic
regression with response subject to
misclassification . . . . . . . . . . . 106--121
Noriah Al-Kandari and
Hammou El Barmi Restricted estimation of the cumulative
incidence functions of two competing
risks . . . . . . . . . . . . . . . . . 122--140
Justin M. Leach and
Inmaculada Aban and
Nengjun Yi and
The Alzheimer's Disease Neuroimaging Initiative Incorporating spatial structure into
inclusion probabilities for Bayesian
variable selection in generalized linear
models with the spike-and-slab elastic
net . . . . . . . . . . . . . . . . . . 141--152
Maryna Prus Equivalence theorems for multiple-design
problems with application in mixed
models . . . . . . . . . . . . . . . . . 153--164
Michael L. Stein A note on the smoothness of densities 165--170
Chris J. Lloyd Exact confidence limits compatible with
the result of a sequential trial . . . . 171--176
Guillaume Chauvet and
Camelia Goga Asymptotic efficiency of the calibration
estimator in a high-dimensional data
setting . . . . . . . . . . . . . . . . 177--187
Fanrong Zhao and
Nan Lin and
Wenjuan Hu and
Baoxue Zhang A faster U-statistic for testing
independence in the functional linear
models . . . . . . . . . . . . . . . . . 188--203
Yang Bai and
Rongjie Jiang and
Mengli Zhang Optimal model averaging estimator for
expectile regressions . . . . . . . . . 204--223
Stefan Böhringer and
Dietmar Lohmann Exact model comparisons in the
plausibility framework . . . . . . . . . 224--240
Tetsuya Kawai and
Masayuki Uchida Adaptive testing method for ergodic
diffusion processes based on high
frequency data . . . . . . . . . . . . . 241--278
Anonymous Pages 1--164 (May 2022) . . . . . . . . 1--164
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Jing Wang and
Rong-Xian Yue $D$-optimal augmented designs and the
existence of tight orthogonal arrays
with high strength . . . . . . . . . . . 1--8
Ali Al-Sharadqah and
Phuc Nguyen Statistical analysis of concentric
objects estimation problem under the
heteroscedastic Berman model . . . . . . 9--24
Mo Zhou and
Yaolan Ma and
Rongmao Zhang Portmanteau-type test for unit root with
heavy-tailed noise . . . . . . . . . . . 25--42
Per Johansson and
Mårten Schultzberg Rerandomization: a complement or
substitute for stratification in
randomized experiments? . . . . . . . . 43--58
Xiaodi Wang and
Xueping Chen and
Dennis K. J. Lin Sliced symmetrical Latin hypercube
designs . . . . . . . . . . . . . . . . 59--72
Hung-Ping Tung and
I-Chen Lee and
Sheng-Tsaing Tseng Analytical approach for designing
accelerated degradation tests under an
exponential dispersion model . . . . . . 73--84
Wenchao Xu and
Hongmei Lin and
Riquan Zhang and
Hua Liang Two-sample functional linear models with
functional responses . . . . . . . . . . 85--105
Indrabati Bhattacharya and
Ryan Martin Gibbs posterior inference on
multivariate quantiles . . . . . . . . . 106--121
Sander Scholtus and
Natalie Shlomo and
Ton de Waal Correcting for linkage errors in
contingency tables --- a cautionary tale 122--137
Antony M. Overstall Properties of Fisher information gain
for Bayesian design of experiments . . . 138--146
Shin-Fu Tsai Generating optimal order-of-addition
designs with flexible run sizes . . . . 147--163
Anonymous Pages 1--332 (July 2022) . . . . . . . . 1--332
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Indrabati Bhattacharya and
Subhashis Ghosal Bayesian nonparametric tests for
multivariate locations . . . . . . . . . 1--12
Yifan Sun and
Qihua Wang An adaptive group LASSO approach for
domain selection in functional
generalized linear models . . . . . . . 13--32
Wenlong Li and
Min-Qian Liu and
Boxin Tang A systematic construction of compromise
designs under baseline parameterization 33--42
Alexandre Galvão Patriota and
Jônatas de Oliveira Alves A monotone frequentist measure of
evidence for testing variance components
in linear mixed models . . . . . . . . . 43--62
Adam Kapelner and
Abba M. Krieger and
Michael Sklar and
David Azriel Optimal rerandomization designs via a
criterion that provides insurance
against failed experiments . . . . . . . 63--84
Si-Yu Yi and
Yong-Dao Zhou and
Wei Zheng Optimal designs for mean-covariance
models with missing observations . . . . 85--97
Mingao Yuan and
Yang Feng and
Zuofeng Shang A likelihood-ratio type test for
stochastic block models with bounded
degrees . . . . . . . . . . . . . . . . 98--119
Bing Su and
Fukang Zhu Temporal aggregation and systematic
sampling for INGARCH processes . . . . . 120--133
Paavo Sattler and
Arne C. Bathke and
Markus Pauly Testing hypotheses about covariance
matrices in general MANOVA designs . . . 134--146
Pei Geng and
Hira L. Koul Weighted empirical minimum distance
estimators in linear errors-in-variables
regression models . . . . . . . . . . . 147--174
Shu Liu and
Jinhong You and
Lixia Hu Unified statistical inference for a
nonlinear dynamic
functional/longitudinal data model . . . 175--188
Maddalena Cavicchioli Goodness-of-fit tests for Markov
Switching VAR models using spectral
analysis . . . . . . . . . . . . . . . . 189--203
Chunyan Wang and
Robert W. Mee Saturated and supersaturated
order-of-addition designs . . . . . . . 204--215
Rui She and
Zichuan Mi and
Shiqing Ling Whittle parameter estimation for vector
ARMA models with heavy-tailed noises . . 216--230
Annop Angkunsit and
Jiraphan Suntornchost Adjusted maximum likelihood method for
multivariate Fay-Herriot model . . . . . 231--249
Vicky Fasen-Hartmann and
Celeste Mayer A note on estimation of $ \alpha
$-stable CARMA processes sampled at low
frequencies . . . . . . . . . . . . . . 250--265
Seonghyun Jeong Posterior contraction in group sparse
logit models for categorical responses 266--278
Sayantan Banerjee and
Weining Shen Graph signal denoising using
$t$-shrinkage priors . . . . . . . . . . 279--305
Rui Zhang and
Dehui Wang and
Cong Li Flexible binomial AR(1) processes using
copulas . . . . . . . . . . . . . . . . 306--332
Anonymous Pages 1--82 (September 2022) . . . . . . 1--82
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Jesús López-Fidalgo and
Douglas P. Wiens Robust active learning with binary
responses . . . . . . . . . . . . . . . 1--14
Cecilia Dao and
Jiming Jiang and
Debashis Paul and
Hongyu Zhao Variance estimation and confidence
intervals from genome-wide association
studies through high-dimensional
misspecified mixed model analysis . . . 15--23
Yuanyuan Jiang and
Xingzhong Xu Testing the skewness of skew-normal
distribution by Bayes factors . . . . . 24--48
Yinfen Tang and
Ye Peng and
Zhiyuan Zhang Trading information, price discreteness,
and volatility estimation . . . . . . . 49--70
Linda M. Haines Approximate $I$-optimal designs for
polynomial models over the unit ball . . 71--81
Anonymous Pages 1--326 (December 2022) . . . . . . 1--326
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Xavier Dupuis and
Patrick J. C. Tardivel Proximal operator for the sorted $
\ell_1 $ norm: Application to testing
procedures based on SLOPE . . . . . . . 1--8
Subhadra Dasgupta and
Siuli Mukhopadhyay and
Jonathan Keith Optimal designs for some bivariate
cokriging models . . . . . . . . . . . . 9--28
Jack Noonan and
Anatoly Zhigljavsky Random and quasi-random designs in group
testing . . . . . . . . . . . . . . . . 29--54
Thiago Rezende A new filtering inference procedure for
a GED state-space volatility model . . . 55--68
Xiaogang Wang and
Xiaoying Zhou and
Bing Li and
Feipeng Zhang and
Xian Zhou A bent line Tobit regression model with
application to household financial
assets . . . . . . . . . . . . . . . . . 69--80
N. P. Uto and
R. A. Bailey Constructions for regular-graph
semi-Latin rectangles with block size
two . . . . . . . . . . . . . . . . . . 81--89
Marta Bonsaglio and
Sandra Fortini and
Steffen Ventz and
Lorenzo Trippa Approximating the operating
characteristics of Bayesian Uncertainty
directed trial Designs . . . . . . . . . 90--99
Rong Zhu and
Xinyu Zhang and
Alan T. K. Wan and
Guohua Zou Frequentist model averaging under
inequality constraints . . . . . . . . . 100--113
Claudia Kirch and
Christina Stoehr Asymptotic delay times of sequential
tests based on $U$-statistics for early
and late change points . . . . . . . . . 114--135
Ir\`ene Gijbels and
Vojtech Kika and
Marek Omelka Choice of smoothing parameter in
multivariate copula-based tail
coefficients . . . . . . . . . . . . . . 136--153
Ruoyang Zhang and
Yisha Yao and
Malay Ghosh Contraction of a quasi-Bayesian model
with shrinkage priors in precision
matrix estimation . . . . . . . . . . . 154--171
Jie Hu and
Wei Liang and
Hongsheng Dai and
Yanchun Bao Efficient empirical likelihood inference
for recovery rate of COVID19 under
double-censoring . . . . . . . . . . . . 172--187
Honghe Zhao and
Shu Yang Outcome-adjusted balance measure for
generalized propensity score model
selection . . . . . . . . . . . . . . . 188--200
Guanzhou Chen and
Boxin Tang Using nonregular designs to generate
space-filling designs . . . . . . . . . 201--211
Dimitrios Bagkavos and
Dimitrios Ioannides Local polynomial smoothing based on the
Kaplan--Meier estimate . . . . . . . . . 212--229
Felipe J. Medina-Aguayo and
J. Andrés Christen Penalised $t$-walk MCMC . . . . . . . . 230--247
Zhiqiang Tan Analysis of odds, probability, and
hazard ratios: From 2 by 2 tables to
two-sample survival data . . . . . . . . 248--265
John Tyssedal and
Yngvild Hole Hamre Preserving projection properties when
regular two-level designs are blocked 266--280
Céline Lévy-Leduc and
Pascal Bondon and
Valdério Reisen A spectral approach to estimate the
autocovariance function . . . . . . . . 281--298
Yu-Xuan Lin and
Yi-Han Tang and
Jia-Hua Zhang and
Kai-Tai Fang Detecting non-isomorphic orthogonal
design . . . . . . . . . . . . . . . . . 299--312
Tommaso Lando and
Idir Arab and
Paulo Eduardo Oliveira Properties of increasing odds rate
distributions with a statistical
application . . . . . . . . . . . . . . 313--325
Anonymous Pages 1--272 (January 2023) . . . . . . 1--272
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Solomon W. Harrar and
Yue Cui Nonparametric methods for clustered data
in pre-post intervention design . . . . 1--21
Jin-young Choi and
Myoung-jae Lee Overlap weight and propensity score
residual for heterogeneous effects: a
review with extensions . . . . . . . . . 22--37
Jan Beran and
Jeremy Näscher and
Franziska Farquharson and
Max Kustermann and
Hans-Joachim Kabitz and
Stephan Walterspacher On seasonal functional modeling under
strong dependence, with applications to
mechanically ventilated breathing
activity . . . . . . . . . . . . . . . . 38--65
Andrea C. Garcia-Angulo and
Gerda Claeskens Optimal finite sample post-selection
confidence distributions in generalized
linear models . . . . . . . . . . . . . 66--77
Yuzo Maruyama and
William E. Strawderman A review of Brown 1971 (in)admissibility
results under scale mixtures of Gaussian
priors . . . . . . . . . . . . . . . . . 78--93
Yong Chen and
Ying Li and
Li Tian Moment estimator for an AR(1) model
driven by a long memory Gaussian noise 94--107
Sayantani Karmakar and
Cini Varghese and
Md. Ashraful Haque and
Seema Jaggi and
Mohd Harun and
Eldho Varghese A note on the construction of incomplete
row-column designs: an algorithmic
approach . . . . . . . . . . . . . . . . 108--121
Qingxun Kong and
Zhiming Li and
Tao Chen and
Ge Zhang Results on constructing sn-m regular
designs with general minimum lower-order
confounding . . . . . . . . . . . . . . 122--131
Kouakou Kouamé Florent and
Yodé Armel Fabrice Evrard A sup-norm oracle inequality for a
partially linear regression model . . . 132--148
Xiangyu Liu and
Jing Ning and
Xuming He and
Barbara C. Tilley and
Ruosha Li Semiparametric regression modeling of
the global percentile outcome . . . . . 149--159
Michael Kohler and
Sophie Langer and
Ulrich Reif Estimation of a regression function on a
manifold by fully connected deep neural
networks . . . . . . . . . . . . . . . . 160--181
Ryota Yuasa and
Tatsuya Kubokawa Generalized Bayes estimators with closed
forms for the normal mean and covariance
matrices . . . . . . . . . . . . . . . . 182--194
Jami J. Mulgrave and
Subhashis Ghosal Bayesian analysis of nonparanormal
graphical models using rank-likelihood 195--208
Yishan Zhou and
Qian Xiao and
Fasheng Sun Construction of uniform projection
designs via level permutation and
expansion . . . . . . . . . . . . . . . 209--225
Mahmoud Zarepour and
Reza Habibi A Quasi-Bayesian change point detection
with exchangeable weights . . . . . . . 226--240
Andrea Arf\`e and
Pietro Muliere A general Bayesian bootstrap for
censored data based on the beta-Stacy
process . . . . . . . . . . . . . . . . 241--251
Peter Dukes and
Meixin Liu and
Julie Zhou Graph decomposition methods for variance
balanced block designs with correlated
errors . . . . . . . . . . . . . . . . . 252--260
Yuehan Yang and
Siwei Xia An integrated precision matrix
estimation for multivariate regression
problems . . . . . . . . . . . . . . . . 261--272
Anonymous Pages 1--74 (March 2023) . . . . . . . . 1--74
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Patrizia Berti and
Emanuela Dreassi and
Fabrizio Leisen and
Luca Pratelli and
Pietro Rigo New perspectives on knockoffs
construction . . . . . . . . . . . . . . 1--14
Grzegorz Rempa\la and
Jacek Weso\lowski Poisson limit theorems for the
Cressie--Read statistics . . . . . . . . 15--32
Thomas Mroz and
Juan Fernández Sánchez and
Sebastian Fuchs and
Wolfgang Trutschnig On distributions with fixed marginals
maximizing the joint or the prior
default probability, estimation, and
related results . . . . . . . . . . . . 33--52
Boris Garbuzov and
Zhou Zhou Convergence rate of plugin estimates for
functional parameters with applications
to locally-stationary time-series . . . 53--62
Adam Lane Efficiency of observed information
adaptive designs in linear models . . . 63--74
Anonymous Pages 1--126 (May 2023) . . . . . . . . 1--126
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Tao Sun and
Shengli Zhao General minimum lower-order confounding
split-plot designs with important
whole-plot factors . . . . . . . . . . . 1--8
Takayuki Yamada and
Tetsuto Himeno High-dimensional asymptotic expansion of
the null distribution for L2 norm based
MANOVA testing statistic under general
distribution . . . . . . . . . . . . . . 9--26
Daojiang He and
Jinjiao Cheng and
Kai Xu High-dimensional variable screening
through kernel-based conditional mean
dependence . . . . . . . . . . . . . . . 27--41
Zhiping Qiu and
Dixin Wu Generalized accelerated failure time
model with censored data from
case-cohort studies . . . . . . . . . . 42--53
Claudio Macci and
Mauro Piccioni An inverse Sanov theorem for exponential
families . . . . . . . . . . . . . . . . 54--68
Xiangshun Kong and
Wei Zheng and
Mingyao Ai Representative points for distribution
recovering . . . . . . . . . . . . . . . 69--83
Xin Chen and
Mary C. Meyer Penalized unimodal spline density
estimation with application to
$M$-estimation . . . . . . . . . . . . . 84--97
Rahul Singh and
Neeraj Misra $U$-statistic based on overlapping
sample spacings . . . . . . . . . . . . 98--108
Benjamin Walter Analysis of convolutional neural network
image classifiers in a hierarchical
max-pooling model with additional local
pooling . . . . . . . . . . . . . . . . 109--126
Anonymous Pages 1--282 (July 2023) . . . . . . . . 1--282
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Ngoc Khue Tran and
Hoang-Long Ngo LAMN property for jump diffusion
processes with discrete observations on
a fixed time interval . . . . . . . . . 1--28
Juan Kalemkerian Modelling and parameter estimation for
discretely observed fractional iterated
Ornstein--Uhlenbeck processes . . . . . 29--51
R. Fontana and
P. Semeraro Exchangeable Bernoulli distributions:
High dimensional simulation, estimation,
and testing . . . . . . . . . . . . . . 52--70
Helen da Silva Costa Benaduce and
Guilherme Pumi SYMARFIMA: a dynamical model for
conditionally symmetric time series with
long range dependence mean structure . . 71--88
Ba Chu Local linear regression with
nonparametrically generated covariates
for weakly dependent data . . . . . . . 89--109
Alejandro Cholaquidis and
Ricardo Fraiman and
Leonardo Moreno Universally consistent estimation of the
reach . . . . . . . . . . . . . . . . . 110--120
Raphaël Jauslin and
Yves Tillé An efficient approach for statistical
matching of survey data through
calibration, optimal transport and
balanced sampling . . . . . . . . . . . 121--131
Weiming Li and
Xiaoge Xiong A test for the identity of a
high-dimensional correlation matrix
based on the $ \ell_4$-norm . . . . . . 132--145
Julyan Arbel and
Stéphane Girard and
Hien Duy Nguyen and
Antoine Usseglio-Carleve Multivariate expectile-based
distribution: Properties, Bayesian
inference, and applications . . . . . . 146--170
Yu Luo and
Daniel J. Graham and
Emma J. McCoy Semiparametric Bayesian doubly robust
causal estimation . . . . . . . . . . . 171--187
Yaqiong Yao and
Jiahui Zou and
HaiYing Wang Model constraints independent optimal
subsampling probabilities for softmax
regression . . . . . . . . . . . . . . . 188--201
Danilo H. Matsuoka and
Hudson S. Torrent Nonparametric estimation of a smooth
trend in the presence of a periodic
sequence . . . . . . . . . . . . . . . . 202--218
Ayon Mukherjee and
D. Stephen Coad and
Sayantee Jana Covariate-adjusted response-adaptive
designs for censored survival responses 219--242
Yuyang Liu and
Shan Luo Feature selection in
ultrahigh-dimensional additive models
with heterogeneous frequency component
functions . . . . . . . . . . . . . . . 243--265
Fritjof Freise and
Heinz Holling and
Rainer Schwabe Optimal design for estimating the mean
ability over time in repeated item
response testing . . . . . . . . . . . . 266--282
Anonymous Pages 1--100 (September 2023) . . . . . 1--100
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Bao-Hua Wang and
Han-Ying Liang Empirical likelihood in single-index
quantile regression with high
dimensional and missing observations . . 1--19
Minsoo Jeong A numerical method to obtain exact
confidence intervals for
likelihood-based parameter estimators 20--29
Liangwei Qi and
Ze Liu and
Yongdao Zhou Deterministic construction methods for
uniform designs . . . . . . . . . . . . 30--38
Shuaiyu Chen and
Yan Li and
Xiaolong Pu and
Dongdong Xiang A stable sequential multiple test for
Koopman--Darmois family . . . . . . . . 39--62
Yuexiao Dong and
Abdul-Nasah Soale and
Michael D. Power A selective review of sufficient
dimension reduction for multivariate
response regression . . . . . . . . . . 63--70
Maximilian Wechsung and
Frank Konietschke Simultaneous inference for partial areas
under receiver operating curves --- with
a view towards efficiency . . . . . . . 71--85
Bingyao Huang and
Yanyan Liu and
Liuhua Peng Weighted bootstrap for two-sample
$U$-statistics . . . . . . . . . . . . . 86--99
Anonymous Pages 1--162 (December 2023) . . . . . . 1--162
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Abouzar Bazyari On the ruin probabilities for a general
perturbed renewal risk process . . . . . 1--17
Glenn Heller A modified net reclassification
improvement statistic . . . . . . . . . 18--33
Subir Ghosh and
Luyao Peng and
Hans-Peter Piepho An algorithm for searching optimal
variance component estimators in linear
mixed models . . . . . . . . . . . . . . 34--56
Yunlong Wang and
Lilun Du Change-detection-assisted multiple
testing for spatiotemporal data . . . . 57--74
Tsz-Kit Jeffrey Kwan and
Feng Chen and
William T. M. Dunsmuir Alternative asymptotic inference theory
for a nonstationary Hawkes process . . . 75--90
Tong Zhang and
Zhihua Sun and
Liuquan Sun Goodness-of-fit test for partial
functional linear model with errors in
scalar covariates . . . . . . . . . . . 91--111
B. J. K. Kleijn and
J. van Waaij Asymptotic uncertainty quantification
for communities in sparse planted
bi-section models . . . . . . . . . . . 112--128
Xin Yang and
Qijing Yan and
Mixia Wu Model checking for parametric
single-index models with massive
datasets . . . . . . . . . . . . . . . . 129--145
Xiangshun Kong and
Xueru Zhang and
Wei Zheng Circular designs for total effects under
interference models . . . . . . . . . . 146--161
Anonymous Pages 1--116 (January 2024) . . . . . . 1--116
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Omidali Aghababaei Jazi Estimation for the Cox model with biased
sampling data via risk set sampling . . 1--10
Liya Fu and
Shuwen Hu and
Jiaqi Li Robust penalized empirical likelihood in
high dimensional longitudinal data
analysis . . . . . . . . . . . . . . . . 11--22
Linsui Deng and
Yilin Zhang Model-free, monotone invariant and
computationally efficient feature
screening with data-adaptive threshold 23--33
Zhiwen Fang and
Gen Li and
Wendong Li and
Xiaolong Pu and
Dongdong Xiang Distributed eQTL analysis with auxiliary
information . . . . . . . . . . . . . . 34--45
Lei He and
Rong-Xian Yue and
Andrew Du Optimal designs for comparing curves in
regression models with asymmetric errors 46--58
Hervé Cardot and
Cindy Frascolla Hypothesis testing for Panels of
Semi-Markov Processes with parametric
sojourn time distributions . . . . . . . 59--79
Lichun Wang and
Yang Yang Inference for seemingly unrelated linear
mixed models . . . . . . . . . . . . . . 80--94
Takeaki Kariya and
Hiroshi Kurata and
Takaki Hayashi A modelling framework for regression
with collinearity . . . . . . . . . . . 95--115
Anonymous March 2024 . . . . . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . Article 106106
Anonymous Publishers Note . . . . . . . . . . . . Article 106107
Pieter Willems and
Gerda Claeskens Uniformly valid inference for partially
linear high-dimensional single-index
models . . . . . . . . . . . . . . . . . Article 106091
K. Krishnamoorthy and
Saptarshi Chakraberty Confidence intervals for a ratio of
percentiles of location-scale
distributions . . . . . . . . . . . . . Article 106089
Chunyan Wang and
Robert W. Mee Fast construction of efficient two-level
parallel flats designs . . . . . . . . . Article 106093
Jonathan B. Hill A smoothed $p$-value test when there is
a nuisance parameter under the
alternative . . . . . . . . . . . . . . Article 106096
Shinjini Nandi and
Sanat K. Sarkar Further results on controlling the false
discovery rate under some complex
grouping structure of hypotheses . . . . Article 106094
N. Balakrishna and
P. Muhammed Anvar and
Bovas Abraham Zero-modified count time series with
Markovian intensities . . . . . . . . . Article 106092
Shogo Kusano and
Masayuki Uchida Statistical inference in factor analysis
for diffusion processes from discrete
observations . . . . . . . . . . . . . . Article 106095
Sharmistha Guha and
Jerome P. Reiter Regression-assisted Bayesian record
linkage for causal inference in
observational studies with covariates
spread over two files . . . . . . . . . Article 106090
Zibo Tian and
Fan Li Information content of stepped wedge
designs under the working independence
assumption . . . . . . . . . . . . . . . Article 106097
Qing He and
Hsin-Hsiung Huang A framework of zero-inflated Bayesian
negative binomial regression models for
spatiotemporal data . . . . . . . . . . Article 106098
Miao Han and
Yuanyuan Lin and
Wenxin Liu and
Zhanfeng Wang Robust inference for subgroup analysis
with general transformation models . . . Article 106100
Anonymous May 2024 . . . . . . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . Article 106127
Mariusz Górajski Testing higher and infinite degrees of
stochastic dominance for small samples:
a Bayesian approach . . . . . . . . . . Article 106102
Juan José Fernández-Durán and
María Mercedes Gregorio-Domínguez Regression models for circular data
based on nonnegative trigonometric sums Article 106114
V. Girardin and
R. Senoussi Time changes and stationarity issues for
extended scalar autoregressive models Article 106112
Fadoua Balabdaoui and
Harald Besdziek Maximum likelihood estimation of the
log-concave component in a
semi-parametric mixture with a standard
normal density . . . . . . . . . . . . . Article 106113
Victoria L. Leaver and
Robert G. Clark and
Pavel N. Krivitsky and
Carole L. Birrell A comparison of likelihood-based methods
for size-biased sampling . . . . . . . . Article 106115
Rosanne J. Turner and
Alexander Ly and
Peter D. Grünwald Generic E-variables for exact sequential
$k$-sample tests that allow for optional
stopping . . . . . . . . . . . . . . . . Article 106116
Hui Li and
Liuqing Yang and
Kashinath Chatterjee and
Min-Qian Liu Construction of optimal supersaturated
designs by the expansive replacement
method . . . . . . . . . . . . . . . . . Article 106118
Guozhi Hu and
Weihu Cheng and
Jie Zeng and
Ruijie Guan Optimal model averaging for
semiparametric partially linear models
with measurement errors . . . . . . . . Article 106101
Qi Li and
Huaping Chen and
Fukang Zhu Z-valued time series: Models, properties
and comparison . . . . . . . . . . . . . Article 106099
Anonymous Editorial Board . . . . . . . . . . . . Article 106157
Anonymous July 2024 . . . . . . . . . . . . . . . ??
Isadora Antoniano-Villalobos and
Cristiano Villa and
Stephen G. Walker A multidimensional objective prior
distribution from a scoring rule . . . . Article 106122
R. A. Bailey and
Peter J. Cameron and
Dário Ferreira and
Sandra S. Ferreira and
Célia Nunes Designs for half-diallel experiments
with commutative orthogonal block
structure . . . . . . . . . . . . . . . Article 106139
Daniela De Canditiis and
Giovanni Luca Torrisi On the adaptive Lasso estimator of AR(p)
time series with applications to INAR(p)
and Hawkes processes . . . . . . . . . . Article 106145
Arindam Chatterjee and
Tathagata Bandyopadhyay and
Ayoushman Bhattacharya Inference on regression model with
misclassified binary response . . . . . Article 106121
Matthieu Clertant and
Alexia Iasonos and
John O'Quigley Evaluation of early phase dose finding
algorithms in heterogeneous populations Article 106080
Amaury Durand and
François Roueff Hilbert space-valued fractionally
integrated autoregressive moving average
processes with long memory operators . . Article 106146
Sameera Hewage and
Yongli Sang Jackknife empirical likelihood
confidence intervals for the categorical
Gini correlation . . . . . . . . . . . . Article 106123
Bo Hu and
Dongying Wang and
Fasheng Sun Construction of mixed-level screening
designs using Hadamard matrices . . . . Article 106131
Ivan Kojadinovic and
Bingqing Yi Resampling techniques for a class of
smooth, possibly data-adaptive empirical
copulas . . . . . . . . . . . . . . . . Article 106132
Wenqi Lu and
Zhongyi Zhu and
Rui Li and
Heng Lian Sparse multiple kernel learning: Minimax
rates with random projection . . . . . . Article 106142
S. Val\`ere Bitseki Penda Kernel estimation of the transition
density in bifurcating Markov chains . . Article 106138
Mehrdad Pournaderi and
Yu Xiang Variable selection with the knockoffs:
Composite null hypotheses . . . . . . . Article 106119
Nan Qiao and
Wangcheng Li and
Feng Xiao and
Cunjie Lin Optimal subsampling for the Cox
proportional hazards model with massive
survival data . . . . . . . . . . . . . Article 106136
Daniel Rademacher and
Johannes Krebs and
Rainer von Sachs Statistical inference for wavelet curve
estimators of symmetric positive
definite matrices . . . . . . . . . . . Article 106140
Danshu Sheng and
Dehui Wang and
Liuquan Sun A new First-Order mixture integer-valued
threshold autoregressive process based
on binomial thinning and negative
binomial thinning . . . . . . . . . . . Article 106143
Zhuowei Sun and
Hongyuan Cao and
Li Chen and
Jason P. Fine Regression analysis of longitudinal data
with mixed synchronous and asynchronous
longitudinal covariates . . . . . . . . Article 106135
Yifan Sun and
Ziyi Liu and
Wu Wang Subgroup analysis for the functional
linear model . . . . . . . . . . . . . . Article 106120
Yinzhi Wang and
Yingqiu Zhu and
Qiang Sun and
Lei Qin Adaptively robust high-dimensional
matrix factor analysis under Huber loss
function . . . . . . . . . . . . . . . . Article 106137
Yining Wang and
Gang Li Uniformly more powerful tests for a
subset of the components of a Normal
Mean Vector . . . . . . . . . . . . . . Article 106141
Takemi Yanagimoto and
Yoichi Miyata A pair of novel priors for improving and
extending the conditional MLE . . . . . Article 106117
Lianqiang Yang and
Ying Jing and
Teng Li Maximum correntropy criterion regression
models with tending-to-zero scale
parameters . . . . . . . . . . . . . . . Article 106134
Tianming Zhu and
Jin-Ting Zhang and
Ming-Yen Cheng A global test for heteroscedastic
one-way FMANOVA with applications . . . Article 106133
Hengkun Zhu and
Guohua Zou Mallows model averaging based on kernel
regression imputation with responses
missing at random . . . . . . . . . . . Article 106130
Anonymous September 2024 . . . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . Article 106178
Yue Wang and
Hongmei Lin and
Zengyan Fan and
Heng Lian Locally adaptive sparse additive
quantile regression model with TV
penalty . . . . . . . . . . . . . . . . Article 106144
Kexuan Li and
Fangfang Wang and
Ruiqi Liu and
Fan Yang and
Zuofeng Shang Calibrating multi-dimensional complex
ODE from noisy data via deep neural
networks . . . . . . . . . . . . . . . . Article 106147
Jing Zhang and
Bo Li and
Yu Wang and
Xinyi Wei and
Xiaohui Liu An empirical likelihood-based unified
test for the integer-valued AR(1) models Article 106149
Khouzeima Moutanabbir and
Mohammed Bouaddi A new non-parametric estimation of the
expected shortfall for dependent
financial losses . . . . . . . . . . . . Article 106151
Xu He and
Fasheng Sun Construction of high-dimensional
high-separation distance designs . . . . Article 106150
Maria Kateri and
Nikolay I. Nikolov Scale tests for a multilevel step-stress
model with exponential lifetimes under
Type-II censoring . . . . . . . . . . . Article 106152
Samir Ben Hariz and
Alexandre Brouste and
Chunhao Cai and
Marius Soltane Fast and asymptotically-efficient
estimation in an autoregressive process
with fractional type noise . . . . . . . Article 106148
Li-Pang Chen Feature screening via concordance
indices for left-truncated and
right-censored survival data . . . . . . Article 106153
Markus Kuba and
Alois Panholzer On card guessing with two types of cards Article 106160
Xiaoyan Ma and
Lili Wei and
Wanfeng Liang D4R: Doubly robust reduced rank
regression in high dimension . . . . . . Article 106162
Wanfeng Liang and
Yuhao Zhang and
Jiyang Wang and
Yue Wu and
Xiaoyan Ma A new approach for ultrahigh dimensional
precision matrix estimation . . . . . . Article 106164
William Kengne and
Modou Wade Deep learning for $ \psi $-weakly
dependent processes . . . . . . . . . . Article 106163
Pengfei Wang and
Zhaofeng Tian Multiple testing in genome-wide
association studies via hierarchical
hidden Markov models . . . . . . . . . . Article 106161
Lianyan Fu and
Luyang Zhang Measures of conditional dependence for
nonlinearity, asymmetry and beyond . . . Article 106165
Anonymous December 2024 . . . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . Article 106204
Mike Nguyen and
Nicole Mücke How many neurons do we need? A refined
analysis for shallow networks trained
with gradient descent . . . . . . . . . Article 106169
Yannick Baraud and
Juntong Chen Robust estimation of a regression
function in exponential families . . . . Article 106167
Liuping Hu and
Zujun Ou and
Hong Qin A class of mixed-level uniform designs
generated by code mapping . . . . . . . Article 106166
Ousmane Sacko Hermite regression estimation in noisy
convolution model . . . . . . . . . . . Article 106168
Hansjörg Albrecher and
Martin Bladt Informed censoring: the parametric
combination of data and expert
information . . . . . . . . . . . . . . Article 106171
Sean Eli and
Michael Schweinberger Non-asymptotic model selection for
models of network data with parameter
vectors of increasing dimension . . . . Article 106173
Thijs Bos and
Johannes Schmidt-Hieber Convergence guarantees for forward
gradient descent in the linear
regression model . . . . . . . . . . . . Article 106174
John Hughes Toward improved inference for
Krippendorff's Alpha agreement
coefficient . . . . . . . . . . . . . . Article 106170
Ruru Ma and
Shibin Zhang Multiplier subsample bootstrap for
statistics of time series . . . . . . . Article 106183
Sho Sonoda and
Isao Ishikawa and
Masahiro Ikeda A unified Fourier slice method to derive
ridgelet transform for a variety of
depth-2 neural networks . . . . . . . . Article 106184
Yue Chao and
Xuejun Ma and
Boya Zhu Distributed optimal subsampling for
quantile regression with massive data Article 106186
Miyu Sugimoto and
Ryo Okano and
Masaaki Imaizumi Augmented projection Wasserstein
distances: Multi-dimensional projection
with neural surface . . . . . . . . . . Article 106185
Arindam RoyChoudhury Consistency of the maximum likelihood
estimator of population tree in a
coalescent framework . . . . . . . . . . Article 106172
Amir R. Asadi and
Po-Ling Loh Entropic regularization of neural
networks: Self-similar approximations Article 106181
Juntong Chen Robust nonparametric regression based on
deep ReLU neural networks . . . . . . . Article 106182
Namhyun Kim and
Pipat Wongsa-art and
Yingcun Xia A dynamic count process . . . . . . . . Article 106187
Yuang Tian and
Hong Zhang and
Alexandre Bureau and
Hagit Hochner and
Jinbo Chen Efficient inference of parent-of-origin
effect using case-control mother-child
genotype data . . . . . . . . . . . . . Article 106190
Michaël Allouche and
Jonathan El Methni and
Stéphane Girard Reduced-bias estimation of the extreme
conditional tail expectation for
Box--Cox transforms of heavy-tailed
distributions . . . . . . . . . . . . . Article 106189
Francisco Cribari-Neto and
José Jairo Santana-e-Silva and
Klaus L. P. Vasconcellos Beta regression misspecification tests Article 106193
Anonymous January 2025 . . . . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . Article 106218
Yingnan Zhang and
Jiangmin Pan and
Lei Shi Construction of 2fi-optimal row-column
designs . . . . . . . . . . . . . . . . Article 106192
Richeng Hu and
Ngai-Hang Chan and
Rongmao Zhang Self-normalized inference for
stationarity of irregular spatial data Article 106191
Anne-Marie Toparkus and
Rafael Weißbach Testing truncation dependence: the
Gumbel--Barnett copula . . . . . . . . . Article 106194
Xiangyu Fang and
Hongyi Li and
Zujun Ou Construction on large four-level designs
via quaternary codes . . . . . . . . . . Article 106198
Hao Zeng and
Chuang Wan and
Wei Zhong and
Tuo Liu Robust Integrative Analysis via Quantile
Regression with Homogeneity and Sparsity Article 106196
Radoslav Harman and
Samuel Rosa Mixed-integer linear programming for
computing optimal experimental designs Article 106200
Lazaros Kanellopoulos and
Konstadinos Politis Some results for stochastic orders and
aging properties related to the Laplace
transform . . . . . . . . . . . . . . . Article 106197
Mohamed Hebiri and
Johannes Lederer and
Mahsa Taheri Layer sparsity in neural networks . . . Article 106195
Jaehoan Kim and
Junyong Park and
Hoyoung Park High dimensional discriminant rules with
shrinkage estimators of the covariance
matrix and mean vector . . . . . . . . . Article 106199
Michael Kohler and
Sophie Langer Statistical theory for image
classification using deep convolutional
neural network with cross-entropy loss
under the hierarchical max-pooling model Article 106188
Ilan Livne and
David Azriel and
Yair Goldberg A zero-estimator approach for estimating
the signal level in a high-dimensional
model-free setting . . . . . . . . . . . Article 106207
Qiao Wei and
Jian-Feng Yang and
Min-Qian Liu Column expanded Latin hypercube designs Article 106208
Tong Wang and
Wei Ma The impact of misclassification on
covariate-adaptive randomized clinical
trials with generalized linear models Article 106209
Li Cai and
Suojin Wang Oracle-efficient estimation and global
inferences for variance function of
functional data . . . . . . . . . . . . Article 106210
Kiran Iftikhar and
Manzoor Khan and
Jake Olivier Regression to the mean for overdispersed
count data . . . . . . . . . . . . . . . Article 106211
Trisha Dawn and
Angshuman Roy and
Alokesh Manna and
Anil K. Ghosh Some clustering-based change-point
detection methods applicable to high
dimension, low sample size data . . . . Article 106212
Anonymous March 2025 . . . . . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . Article 106235
Mátyás Barczy Stable convergence of conditional least
squares estimators for supercritical
continuous state and continuous time
branching processes with immigration . . Article 106213
Zeinab Akbari Ghamsari and
Ehsan Zamanzade and
Majid Asadi Statistical inference from partially
nominated sets: an application to
estimating the prevalence of
osteoporosis among adult women . . . . . Article 106214
Jean-Marc Bardet A criterion for estimating the largest
linear homoscedastic zone in Gaussian
data . . . . . . . . . . . . . . . . . . Article 106223
Andrea Bratsberg and
Magne Thoresen and
Abhik Ghosh Exponential consistency of
$M$-estimators in generalized linear
mixed models . . . . . . . . . . . . . . Article 106222
Hyunkeun Ryan Cho and
Seonjin Kim Assessing heterogeneity in treatment
initiation guidelines in longitudinal
randomized controlled trials . . . . . . Article 106226
Feng Yu and
Archer Yi Yang and
Teng Zhang A graph decomposition-based approach for
the graph-fused lasso . . . . . . . . . Article 106221
Zikun Qin and
Malay Ghosh Bayes oracle property of multiple tests
of multivariate normal means under
sparsity . . . . . . . . . . . . . . . . Article 106227
Anonymous May 2025 . . . . . . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . Article 106257
Becky Tang and
Henry A. Frye and
John A. Silander and
Alan E. Gelfand Zero-inflated multivariate tobit
regression modeling . . . . . . . . . . Article 106229
Ajmal Oodally and
Luc Duchateau and
Estelle Kuhn Convergent stochastic algorithm for
estimation in general multivariate
correlated frailty models using
integrated partial likelihood . . . . . Article 106231
Rong Yan and
Shanqi Pang and
Jing Wang and
Mengqian Chen On schematic orthogonal arrays of high
strength . . . . . . . . . . . . . . . . Article 106230
Sanat K. Sarkar and
Shiyu Zhang Shifted BH methods for controlling false
discovery rate in multiple testing of
the means of correlated normals against
two-sided alternatives . . . . . . . . . Article 106238
Zhaohui Yan and
Shengli Zhao Optimal $s$-level fractional factorial
designs under baseline parameterization Article 106242
David J. Hessen A family of discrete maximum-entropy
distributions . . . . . . . . . . . . . Article 106243
Ejub Talovic and
Yves Tillé Risk minimization using robust
experimental or sampling designs and
mixture of designs . . . . . . . . . . . Article 106241
Yan-Yong Zhao and
Ling-Ling Ge and
Kong-Sheng Zhang Semiparametric estimation of a principal
functional coefficient panel data model
with cross-sectional dependence and its
application to cigarette demand . . . . Article 106244
Tianxuan Ding and
Zhimei Li and
Yaowu Zhang Testing the equality of distributions
using integrated maximum mean
discrepancy . . . . . . . . . . . . . . Article 106246
Jessie Li The proximal bootstrap for constrained
estimators . . . . . . . . . . . . . . . Article 106245
Kwan-Young Bak and
Woojoo Lee Effect of dimensionality on convergence
rates of kernel ridge regression
estimator . . . . . . . . . . . . . . . Article 106228