Table of contents for issues of Mathematical Methods of Statistics

Last update: Wed Feb 7 10:35:36 MST 2024                Valid HTML 3.2!

Volume 1, 1992
Volume 2, Number 1, 1993
Volume 2, Number 2, 1993
Volume 2, Number 3, 1993
Volume 2, Number 4, 1993
Volume 3, Number 1, 1994
Volume 3, Number 2, 1994
Volume 3, Number 3, 1994
Volume 3, Number 4, 1994
Volume 4, Number 1, 1995
Volume 4, Number 2, 1995
Volume 4, Number 3, 1995
Volume 4, Number 4, 1995
Volume 5, Number 1, 1996
Volume 5, Number 2, 1996
Volume 5, Number 3, 1996
Volume 5, Number 4, 1996
Volume 6, Number 1, 1997
Volume 6, Number 2, 1997
Volume 6, Number 3, 1997
Volume 6, Number 4, 1997
Volume 7, Number 1, 1998
Volume 7, Number 2, 1998
Volume 7, Number 3, 1998
Volume 7, Number 4, 1998
Volume 8, Number 1, 1999
Volume 8, Number 2, 1999
Volume 8, Number 3, 1999
Volume 8, Number 4, 1999
Volume 9, Number 1, 2000
Volume 9, Number 2, 2000
Volume 9, Number 3, 2000
Volume 9, Number 4, 2000
Volume 10, Number 1, 2001
Volume 10, Number 2, 2001
Volume 10, Number 3, 2001
Volume 10, Number 4, 2001
Volume 11, Number 1, 2002
Volume 11, Number 2, 2002
Volume 11, Number 3, 2002
Volume 11, Number 4, 2002
Volume 12, Number 1, 2003
Volume 12, Number 2, 2003
Volume 12, Number 3, 2003
Volume 12, Number 4, 2003
Volume 13, Number 1, 2004
Volume 13, Number 2, 2004
Volume 13, Number 3, 2004
Volume 13, Number 4, 2004
Volume 14, Number 1, 2005
Volume 14, Number 2, 2005
Volume 14, Number 3, 2005
Volume 14, Number 4, 2005
Volume 15, Number 1, 2006
Volume 15, Number 2, 2006
Volume 15, Number 3, 2006
Volume 15, Number 4, 2006
Volume 16, Number 1, March, 2007
Volume 16, Number 2, June, 2007
Volume 16, Number 3, September, 2007
Volume 16, Number 4, December, 2007
Volume 17, Number 1, March, 2008
Volume 17, Number 2, June, 2008
Volume 17, Number 3, September, 2008
Volume 17, Number 4, December, 2008
Volume 18, Number 1, March, 2009
Volume 18, Number 2, June, 2009
Volume 18, Number 3, September, 2009
Volume 18, Number 4, December, 2009
Volume 19, Number 1, March, 2010
Volume 19, Number 2, June, 2010
Volume 19, Number 3, September, 2010
Volume 19, Number 4, December, 2010
Volume 20, Number 1, March, 2011
Volume 20, Number 2, June, 2011
Volume 20, Number 3, September, 2011
Volume 20, Number 4, December, 2011
Volume 21, Number 1, March, 2012
Volume 21, Number 2, April, 2012
Volume 21, Number 3, July, 2012
Volume 21, Number 4, October, 2012
Volume 22, Number 1, January, 2013
Volume 22, Number 2, April, 2013
Volume 22, Number 3, July, 2013
Volume 22, Number 4, October, 2013
Volume 23, Number 1, January, 2014
Volume 23, Number 2, April, 2014
Volume 23, Number 3, July, 2014
Volume 23, Number 4, October, 2014
Volume 24, Number 1, January, 2015
Volume 24, Number 2, April, 2015
Volume 24, Number 3, July, 2015
Volume 24, Number 4, October, 2015
Volume 25, Number 1, January, 2016
Volume 25, Number 2, April, 2016
Volume 25, Number 3, July, 2016
Volume 25, Number 4, October, 2016
Volume 26, Number 1, January, 2017
Volume 26, Number 2, April, 2017
Volume 26, Number 3, July, 2017
Volume 26, Number 4, October, 2017
Volume 27, Number 1, January, 2018
Volume 27, Number 2, April, 2018
Volume 27, Number 3, July, 2018
Volume 27, Number 4, October, 2018
Volume 28, Number 1, January, 2019
Volume 28, Number 2, April, 2019
Volume 28, Number 3, July, 2019
Volume 28, Number 4, October, 2019
Volume 29, Number 1, January, 2020
Volume 29, Number 2, April, 2020
Volume 29, Number 3, July, 2020
Volume 29, Number 4, October, 2020
Volume 30, Number 1--2, January, 2021
Volume 30, Number 3--4, July, 2021
Volume 31, Number 1, March, 2022
Volume 31, Number 2, June, 2022
Volume 31, Number 3, September, 2022
Volume 31, Number 4, December, 2022
Volume 32, Number 1, March, 2023
Volume 32, Number 2, June, 2023
Volume 32, Number 3, September, 2023
Volume 32, Number 4, December, 2023


Mathematical Methods of Statistics
Volume 1, 1992

                 Yu. K. Belyaev   Kernel estimates of the hazard function
                                  based on incomplete data . . . . . . . . 3--27
                    Abram Kagan   Linearity of posterior mean for location
                                  parameter families when sample size
                                  equals one . . . . . . . . . . . . . . . 28--38
              V. V. Kalashnikov   Statistical estimates of transient
                                  periods for regenerative models by the
                                  coupling method  . . . . . . . . . . . . 39--48
                 V. B. Nevzorov   A characterization of exponential
                                  distributions by correlations between
                                  records  . . . . . . . . . . . . . . . . 49--54
                 D. M. Chibisov   Asymptotic optimality of the chi-square
                                  test with large number of degrees of
                                  freedom within the class of symmetric
                                  tests  . . . . . . . . . . . . . . . . . 55--82


Mathematical Methods of Statistics
Volume 2, Number 1, 1993

                 V. G. Spokoiny   Optimal design of regression experiments
                                  with ARMA-errors . . . . . . . . . . . . 1--17
        A. V. Goldenshluger and   
                   B. T. Polyak   Estimation of regression parameters with
                                  arbitrary noise  . . . . . . . . . . . . 18--29
            V. I. Piterbarg and   
                M. Ya. Penskaya   On asymptotic distribution of integrated
                                  squared error of an estimate of a
                                  component of a convolution . . . . . . . 30--41
                 H. Luschgy and   
                   A. L. Rukhin   Asymptotic properties of tests for a
                                  class of diffusion processes: optimality
                                  and adaptation . . . . . . . . . . . . . 42--51
                  A. Levine and   
                   J. Liukkonen   Asymptotic theory for $k$-permutations
                                  of spacings  . . . . . . . . . . . . . . 52--71
             G. I. Ivchenko and   
               V. V. Lëvin   Processes in discrete schemes (a
                                  survey). I . . . . . . . . . . . . . . . 72--84

Mathematical Methods of Statistics
Volume 2, Number 2, 1993

                 Yu. I. Ingster   Asymptotically minimax hypothesis
                                  testing for nonparametric alternatives.
                                  I  . . . . . . . . . . . . . . . . . . . 85--114
             G. I. Ivchenko and   
               V. V. Lëvin   Processes in discrete schemes (a
                                  survey). II  . . . . . . . . . . . . . . 115--129
             Frits H. Ruymgaart   A unified approach to inversion problems
                                  in statistics  . . . . . . . . . . . . . 130--146
            V. I. Piterbarg and   
                  Yu. N. Tyurin   Testing for homogeneity of two
                                  multivariate samples: a Gaussian field
                                  on a sphere  . . . . . . . . . . . . . . 147--164
                  N. K. Bakirov   An extremal property of the binomial
                                  distribution . . . . . . . . . . . . . . 165--170

Mathematical Methods of Statistics
Volume 2, Number 3, 1993

                 Yu. I. Ingster   Asymptotically minimax hypothesis
                                  testing for nonparametric alternatives.
                                  II . . . . . . . . . . . . . . . . . . . 171--189
                   Rolf Larsson   The asymptotic distribution of a test
                                  for the mean number of offspring in the
                                  branching process with immigration . . . 190--205
           V. K. Malinovski\u\i   Asymptotic expansions in sequential
                                  estimation of an autoregressive
                                  parameter  . . . . . . . . . . . . . . . 206--227
                  C. R. Rao and   
                     L. C. Zhao   Asymptotic normality of LAD estimator in
                                  censored regression models . . . . . . . 228--239
          \`E. V. Khmaladze and   
             Z. P. Tsigroshvili   On polynomial distributions with a large
                                  number of rare events  . . . . . . . . . 240--247
             G. I. Ivchenko and   
               V. V. Lëvin   Errata: ``Processes in discrete schemes
                                  (a survey). II'' . . . . . . . . . . . . 248--248

Mathematical Methods of Statistics
Volume 2, Number 4, 1993

                 Yu. I. Ingster   Asymptotically minimax hypothesis
                                  testing for nonparametric alternatives.
                                  III  . . . . . . . . . . . . . . . . . . 249--268
                 Yu. I. Ingster   Errata: ``Asymptotically minimax
                                  hypothesis testing for nonparametric
                                  alternatives. II'' [Math. Methods
                                  Statist. \bf 2 (1993), no. 3, 171--189;
                                  MR1257983 (95g:62101)] . . . . . . . . . 268--268
                 Yu. I. Ingster   Errata: ``Asymptotically minimax
                                  hypothesis testing for nonparametric
                                  alternatives. I'' [Math. Methods
                                  Statist. \bf 2 (1993), no. 2, 85--114;
                                  MR1257978 (95g:62100)] . . . . . . . . . 268--268
           Yu. D. Grigor'ev and   
                   A. V. Ivanov   Asymptotic expansions for quadratic
                                  functionals of the least squares
                                  estimator of a nonlinear regression
                                  parameter  . . . . . . . . . . . . . . . 269--294
                Alain Le Breton   About the averaging approach in Gaussian
                                  schemes for stochastic approximation . . 295--315
                  T. Inglot and   
        W. C. M. Kallenberg and   
                     T. Ledwina   Asymptotic behavior of some bilinear
                                  functionals of the empirical process . . 316--336


Mathematical Methods of Statistics
Volume 3, Number 1, 1994

                Lothar Heinrich   Normal approximation for some mean-value
                                  estimates of absolutely regular
                                  tessellations  . . . . . . . . . . . . . 1--24
             L. Györfi and   
                   I. Vajda and   
              E. van der Meulen   Minimum Hellinger distance point
                                  estimates consistent under weak family
                                  regularity . . . . . . . . . . . . . . . 25--45
        C. Radhakrishna Rao and   
                 Rahul Mukerjee   Tests based on score statistics: power
                                  properties and related results . . . . . 46--61
                 Xiaodong Zheng   Third-order correct bootstrap calibrated
                                  confidence bounds for nonparametric mean 62--75
                Richard D. Gill   Glivenko--Cantelli for Kaplan--Meier . . 76--87
           V. K. Malinovski\u\i   Erratum: ``Asymptotic expansions in
                                  sequential estimation of an
                                  autoregressive parameter'' . . . . . . . 88--88

Mathematical Methods of Statistics
Volume 3, Number 2, 1994

                  F. Coquet and   
            J. Mémin and   
                  L. Vostrikova   Rate of convergence in the functional
                                  limit theorem for likelihood ratio
                                  processes  . . . . . . . . . . . . . . . 89--113
                   M. V. Boldin   On median estimates and tests in
                                  autoregressive models  . . . . . . . . . 114--129
          Soumendra Nath Lahiri   On second order correctness of Efron's
                                  bootstrap without Cramér-type conditions
                                  in linear regression models  . . . . . . 130--148
                   Shan Sun and   
      Martien C. A. van Zuijlen   Limiting behavior of the perturbed
                                  empirical distribution functions
                                  evaluated at a random point under
                                  dependence . . . . . . . . . . . . . . . 149--162
                A. K. Gupta and   
                       T. Varga   Characterization of matrix variate
                                  normality through conditional
                                  distributions  . . . . . . . . . . . . . 163--170

Mathematical Methods of Statistics
Volume 3, Number 3, 1994

                      A. Schick   On efficient estimation in regression
                                  models with unknown scale functions  . . 171--212
             M. J. van der Laan   Modified EM-estimator of the bivariate
                                  survival function  . . . . . . . . . . . 213--243
               A. Le Breton and   
                  A. A. Novikov   Averaging for estimating covariances in
                                  stochastic approximation . . . . . . . . 244--266
                  N. K. Bakirov   Testing of nonparametric hypotheses for
                                  multivariate data  . . . . . . . . . . . 267--278

Mathematical Methods of Statistics
Volume 3, Number 4, 1994

               M. V. Boldin and   
                  Yu. N. Tyurin   On nonparametric sign procedures for
                                  autoregression models  . . . . . . . . . 279--305
                       P. Barbe   Limiting distribution of the minimal
                                  spacing  . . . . . . . . . . . . . . . . 306--325
                     M. Sherman   Asymptotic normality for a general
                                  statistic from a random field  . . . . . 326--345
             G. I. Ivchenko and   
                   S. A. Khonov   Maximum likelihood estimation for a
                                  stratified finite population . . . . . . 346--361
                      D. Ferger   Asymptotic distribution theory of
                                  change-point estimators and confidence
                                  intervals based on bootstrap
                                  approximation  . . . . . . . . . . . . . 362--378


Mathematical Methods of Statistics
Volume 4, Number 1, 1995

                J. Beirlant and   
                    D. M. Mason   On the asymptotic normality of $ L_p
                                  $-norms of empirical functionals . . . . 1--19
                 S. van de Geer   The method of sieves and minimum
                                  contrast estimators  . . . . . . . . . . 20--38
                         Z. Shi   On the uniform Bahadur--Kiefer
                                  representation . . . . . . . . . . . . . 39--55
                       C. O. Wu   Minimax kernel density estimators with
                                  length biased data . . . . . . . . . . . 56--80
                  C. R. Rao and   
                     L. C. Zhao   Convergence theorems for empirical
                                  cumulative quantile regression functions 81--91
                     D. Bshouty   On a characterization of variance
                                  functions of natural exponential
                                  families . . . . . . . . . . . . . . . . 92--98
                     L. Mattner   Mean unbiased medians, median unbiased
                                  means, and symmetric random walks  . . . 99--105
               T. Cacoullos and   
               V. Papathanasiou   A generalization of covariance identity
                                  and related characterizations  . . . . . 106--113

Mathematical Methods of Statistics
Volume 4, Number 2, 1995

                    J. Pfanzagl   On local and global asymptotic normality 115--136
              M. H. Neumann and   
                 V. G. Spokoiny   On the efficiency of wavelet estimators
                                  under arbitrary error distributions  . . 137--166
                   V. E. Bening   A formula for deficiency: one sample
                                  $L$- and $R$-tests. I  . . . . . . . . . 167--188
                   M. Aerts and   
                 N. Veraverbeke   Bootstrapping a nonparametric polytomous
                                  regression model . . . . . . . . . . . . 189--200
                  S. S. Ralescu   Strong approximation theorems for
                                  integrated kernel quantiles  . . . . . . 201--215
                   E. Liebscher   Strong convergence of sums of $ \phi
                                  $-mixing random variables  . . . . . . . 216--229
               N. Papadatos and   
               V. Papathanasiou   Distance in variation and a Fisher-type
                                  information  . . . . . . . . . . . . . . 230--237

Mathematical Methods of Statistics
Volume 4, Number 3, 1995

           O. V. Lepski\u\i and   
                 V. G. Spokoiny   Local adaptation to inhomogeneous
                                  smoothness: resolution level . . . . . . 239--258
             E. N. Belitser and   
                    B. Y. Levit   On minimax filtering over ellipsoids . . 259--273
                   V. E. Bening   A formula for deficiency: one-sample
                                  $L$- and $R$-tests. II . . . . . . . . . 274--293
             G. I. Ivchenko and   
             Sh. A. Mirakhmedov   Large deviations and intermediate
                                  efficiency of decomposable statistics in
                                  a multinomial scheme . . . . . . . . . . 294--311
                   A. V. Nagaev   Asymptotics of the Bayes risk in
                                  discrimination between normal and
                                  uniform location-scale families  . . . . 312--333
                  M. Mashayekhi   On symmetrization of product measures    334--343
                 J.-P. Dion and   
                    N. M. Yanev   Central limit theorem for martingales in
                                  BGWR branching processes with some
                                  statistical applications . . . . . . . . 344--358
                  C. R. Rao and   
                     L. C. Zhao   Correction: ``Convergence theorems for
                                  empirical cumulative quantile regression
                                  functions''  . . . . . . . . . . . . . . 359--359

Mathematical Methods of Statistics
Volume 4, Number 4, 1995

           Subhashis Ghosal and   
                  Tapas Samanta   Asymptotic behaviour of Bayes estimates
                                  and posterior distributions in
                                  multiparameter nonregular cases  . . . . 361--388
                 A. Tartakovsky   Asymptotic properties of CUSUM and
                                  Shiryaev's procedures for detecting a
                                  change in a nonhomogeneous Gaussian
                                  process  . . . . . . . . . . . . . . . . 389--404
               Ph. E. Cheng and   
                    Zhidong Bai   Optimal strong convergence rates in
                                  nonparametric regression . . . . . . . . 405--420
              V. D. Konakov and   
                V. I. Piterbarg   High level excursions of Gaussian fields
                                  and the weakly optimal choice of the
                                  smoothing parameter. I . . . . . . . . . 421--434
                   M. V. Boldin   On nonparametric sign tests in
                                  multiparameter autoregression  . . . . . 435--448
                   K. M. Abadir   The joint density of two functionals of
                                  Brownian motion  . . . . . . . . . . . . 449--462
               M. Jan\vzura and   
                     P. Lachout   A central limit theorem for stationary
                                  random fields  . . . . . . . . . . . . . 463--471
           R. J. Karunamuni and   
                   B. Schmuland   A robust generalized Bayes estimator of
                                  a multivariate normal mean . . . . . . . 472--482


Mathematical Methods of Statistics
Volume 5, Number 1, 1996

              G. K. Golubev and   
                    B. Y. Levit   On the second order minimax estimation
                                  of distribution functions  . . . . . . . 1--31
                  J. Dippon and   
                        J. Renz   Weighted means of processes in
                                  stochastic approximation . . . . . . . . 32--60
          R. Z. Khasminskii and   
                 B. V. Lazareva   Parameter estimation of a signal from
                                  linear indirect observations . . . . . . 61--76
               L. Takács   On a test for uniformity of a circular
                                  distribution . . . . . . . . . . . . . . 77--98
                   K. Mukherjee   Robust estimation in nonlinear
                                  regression via minimum distance method   99--112
                   A. Cohen and   
               H. B. Sackrowitz   Lower confidence regions for restricted
                                  parameter spaces . . . . . . . . . . . . 113--123
                   K. M. Abadir   Correction: ``The joint density of two
                                  functionals of Brownian motion'' . . . . 124--124

Mathematical Methods of Statistics
Volume 5, Number 2, 1996

                V. V. Konev and   
         S. M. Pergamenshchikov   On asymptotic minimaxity of fixed
                                  accuracy estimators for autoregression
                                  parameters. I. Stable process  . . . . . 125--153
                   M. V. Boldin   On nonparametric sign estimators in
                                  multiparameter autoregression  . . . . . 154--172
                K. Borovkov and   
                 H. Dehling and   
                     D. Pfeifer   On asymptotic behavior of weighted
                                  sample quantiles . . . . . . . . . . . . 173--186
             R. L. Fountain and   
              J. P. Keating and   
                  H. B. Maynard   The simultaneous comparison of
                                  estimators . . . . . . . . . . . . . . . 187--198
                  M. Hallin and   
                        K. Rifi   Asymptotic behavior of the
                                  characteristic function of simple serial
                                  rank statistics  . . . . . . . . . . . . 199--213
                Ya. Yu. Nikitin   On Baringhaus--Henze test for symmetry:
                                  Bahadur efficiency and local optimality
                                  for shift alternatives . . . . . . . . . 214--226
                        J. Poix   Stochastic approximation for
                                  semimartingale error . . . . . . . . . . 227--236
                Hidehiko Kamiya   Borel isomorphism between the sample
                                  space and a product space  . . . . . . . 237--243
               B. L. Raktoe and   
                     H. Pesotan   The critical problem of saturated $ s^{k
                                  - p}_R $ fractional factorial designs    244--252

Mathematical Methods of Statistics
Volume 5, Number 3, 1996

                    M. Schipper   Optimal rates and constants in $ L_2
                                  $-minimax estimation of probability
                                  density functions  . . . . . . . . . . . 253--274
                    Colin O. Wu   Kernel smoothing of the nonparametric
                                  maximum likelihood estimates for biased
                                  sampling models  . . . . . . . . . . . . 275--298
            P. E. Greenwood and   
                  W. Wefelmeyer   Empirical estimators for semi-Markov
                                  processes  . . . . . . . . . . . . . . . 299--315
                Marianna Pensky   Empirical Bayes estimation of a scale
                                  parameter  . . . . . . . . . . . . . . . 316--331
             L. Györfi and   
                        H. Walk   On the strong universal consistency of a
                                  series type regression estimate  . . . . 332--342
                   A. G. Kukush   Asymptotic normality of the estimator of
                                  an infinite-dimensional parameter in the
                                  model with a smooth regression function  343--356
              G. K. Golubev and   
                    B. Y. Levit   Asymptotically efficient estimation for
                                  analytic distributions . . . . . . . . . 357--368
                A. Clemmens and   
               Z. Govindarajulu   Locally most powerful rank tests for
                                  random effects in two-way experiments.
                                  II . . . . . . . . . . . . . . . . . . . 369--382

Mathematical Methods of Statistics
Volume 5, Number 4, 1996

              G. K. Golubev and   
                    B. Y. Levit   Distribution function estimation:
                                  adaptive smoothing . . . . . . . . . . . 383--403
                P. Ango Nze and   
                     P. Doukhan   Functional estimation for time series.
                                  I. Quadratic convergence properties  . . 404--423
               Andrew L. Rukhin   Change-point estimation: linear
                                  statistics and asymptotic Bayes risk . . 424--442
              Wolfgang Bischoff   On distribution whose conditional
                                  distributions are normal. A vector space
                                  approach . . . . . . . . . . . . . . . . 443--463
                K. Kubilius and   
                A. Ra\vckauskas   On the asymptotic accuracy of
                                  least-squares estimators in nearly
                                  unstable $ {\rm AR}(1) $ processes . . . 464--476
           A. A. Dmitrienko and   
                   A. A. Vexler   Renewal theory results for
                                  autoregressive processes . . . . . . . . 477--490
                T. K. Keyes and   
                     M. S. Levy   On consistency of some predicting
                                  densities for the multivariate linear
                                  model  . . . . . . . . . . . . . . . . . 491--504
                   K. M. Abadir   Correction: ``The joint density of two
                                  functionals of a Brownian motion''
                                  [Math. Methods Statist. \bf 4 (1995),
                                  no. 4, 449--462; MR1372016 (97c:60200a)] 505


Mathematical Methods of Statistics
Volume 6, Number 1, 1997

                    A. Juditsky   Wavelet estimators: adapting to unknown
                                  smoothness . . . . . . . . . . . . . . . 1--25
                     G. Gayraud   Estimation of functionals of density
                                  support  . . . . . . . . . . . . . . . . 26--46
                 Yu. I. Ingster   Some problems of hypothesis testing
                                  leading to infinitely divisible
                                  distributions  . . . . . . . . . . . . . 47--69
                   M. V. Boldin   On rank estimates and the empirical
                                  distribution function of residuals in
                                  autoregression with a possibly infinite
                                  variance . . . . . . . . . . . . . . . . 70--91
               Z. Govindarajulu   A class of asymptotically
                                  distribution-free tests for equality of
                                  marginals in multivariate populations    92--111
              V. D. Konakov and   
                V. I. Piterbarg   High level excursions of Gaussian fields
                                  and the weakly optimal choice of the
                                  smoothing parameter. II  . . . . . . . . 112--124
                R. Höpfner   Two comments on parameter estimation in
                                  stable processes . . . . . . . . . . . . 125--134

Mathematical Methods of Statistics
Volume 6, Number 2, 1997

           A. Goldenshluger and   
                  A. Nemirovski   On spatially adaptive estimation of
                                  nonparametric regression . . . . . . . . 135--170
Frédérique Leblanc   Density estimation for a class of
                                  continuous time processes  . . . . . . . 171--199
               L. Piterbarg and   
                   B. Rozovskii   On asymptotic problems of parameter
                                  estimation in stochastic PDE's: discrete
                                  time sampling  . . . . . . . . . . . . . 200--223
                        Gang Li   Optimal rate local smoothing in a
                                  multiplicative intensity counting
                                  process model  . . . . . . . . . . . . . 224--244
              Stephen M. S. Lee   Local asymptotic minimax estimation of
                                  functionals of asymptotically normal
                                  sampling distributions . . . . . . . . . 245--257
                  John E. Angus   A modified Bochner kernel lemma for
                                  density estimators . . . . . . . . . . . 258--262
                   A. Kagan and   
                 R. C. Laha and   
                     V. Rohatgi   Independence of the sum and absolute
                                  difference of independent random
                                  variables does not imply their normality 263--265
                 Yu. I. Ingster   Correction: ``Some problems of
                                  hypothesis testing leading to infinitely
                                  divisible distributions''  . . . . . . . 266--266

Mathematical Methods of Statistics
Volume 6, Number 3, 1997

          Miguel A. Arcones and   
                 David M. Mason   A general approach to Bahadur--Kiefer
                                  representations for $M$-estimators . . . 267--292
                P. Scheffel and   
          H. v. Weizsäcker   On risk rates and large deviations in
                                  finite Markov chain experiments  . . . . 293--312
                Alain Le Breton   Averaging with feedback in Gaussian
                                  schemes for stochastic approximation . . 313--331
               Subhashis Ghosal   Normal approximation to the posterior
                                  distribution for generalized linear
                                  models with many covariates  . . . . . . 332--348
                 Michael Kohler   On the universal consistency of a least
                                  squares spline regression estimator  . . 349--364
           Alexander Korostelev   Minimax large deviations risk in
                                  change-point problems  . . . . . . . . . 365--374
   László Viharos   Estimators of the exponent of regular
                                  variation with universally normal
                                  asymptotic distributions . . . . . . . . 375--384
                D. S. Tracy and   
                   S. S. Osahan   On the efficiency of determinant
                                  sampling . . . . . . . . . . . . . . . . 385--394

Mathematical Methods of Statistics
Volume 6, Number 4, 1997

                     M. Huebner   A characterization of asymptotic
                                  behaviour of maximum likelihood
                                  estimators for stochastic PDE's  . . . . 395--415 (1998)
                  W. Albers and   
        W. C. M. Kallenberg and   
                    G. D. Otten   Robust test limits . . . . . . . . . . . 416--439 (1998)
                 V. Konakov and   
                      E. Mammen   The shape of kernel density estimates in
                                  higher dimensions  . . . . . . . . . . . 440--464 (1998)
                    J. Pfanzagl   An asymptotic bound for the average
                                  length of confidence intervals . . . . . 465--475 (1998)
               Sergei L. Leonov   On the solution of an optimal recovery
                                  problem and its applications in
                                  nonparametric regression . . . . . . . . 476--490 (1998)
              A. G. Tartakovsky   Minimax invariant regret solution to the
                                  $N$-sample slippage problem  . . . . . . 491--508 (1998)
                     Zhihui Liu   Convergence rates of symmetrized product
                                  measures . . . . . . . . . . . . . . . . 509--516 (1998)
                     L. Mattner   Acknowledgement of priority. Addendum
                                  to: ``Mean unbiased medians, median
                                  unbiased means, and symmetric random
                                  walks'' [Math. Methods Statist. \bf 4
                                  (1995), no. 1, 99--105; MR1324693
                                  (96c:62029)] . . . . . . . . . . . . . . 517 (1998)


Mathematical Methods of Statistics
Volume 7, Number 1, 1998

                    H. Strasser   Perturbation invariant estimates and
                                  incidental nuisance parameters . . . . . 1--26
                V. V. Konev and   
         S. M. Pergamenshchikov   On asymptotic minimaxity of fixed
                                  accuracy estimators for autoregression
                                  parameters. II. Purely explosive process 27--59
         N. O. Maglaperidze and   
         Z. P. Tsigroshvili and   
                     M. van Pul   Goodness-of-fit tests for parametric
                                  hypotheses on the distribution of point
                                  processes  . . . . . . . . . . . . . . . 60--77
                        J. Poix   Stochastic approximation for local
                                  martingale error and random gain process 78--97
                  Ph. Barbe and   
                M. Broniatowski   Large deviation principle for sequential
                                  rank processes . . . . . . . . . . . . . 98--110
              I. N. Volodin and   
                 An. A. Novikov   Asymptotics of the necessary sample size
                                  in testing parametric hypotheses:
                                  $d$-posterior approach . . . . . . . . . 111--121
              G. J. Szekely and   
                    A. K. Gupta   On a paper of V. B. Nevzorov: ``A
                                  characterization of exponential
                                  distributions by correlations between
                                  records'' [Math. Methods Statist. \bf 1
                                  (1992), 49--54; MR1202799 (93m:62036)]   122--122

Mathematical Methods of Statistics
Volume 7, Number 2, 1998

               O. V. Lepski and   
                    B. Y. Levit   Adaptive minimax estimation of
                                  infinitely differentiable functions  . . 123--156
                 Ch. Suquet and   
                    M.-C. Viano   Change point detection in dependent
                                  sequences: invariance principles for
                                  some quadratic statistics  . . . . . . . 157--191
                 G. Golubev and   
                 R. Khasminskii   Asymptotically optimal filtering for a
                                  hidden Markov model  . . . . . . . . . . 192--209
             E. Janaszewska and   
                   A. V. Nagaev   On the joint distribution of the shorth
                                  height and length  . . . . . . . . . . . 210--229
               N. Papadatos and   
               V. Papathanasiou   Total variation distance and generalized
                                  covariance kernels . . . . . . . . . . . 230--244

Mathematical Methods of Statistics
Volume 7, Number 3, 1998

                 V. G. Spokoiny   Adaptive and spatially adaptive testing
                                  of a nonparametric hypothesis  . . . . . 245--273
                A. V. Bernstein   Statistical analysis of random
                                  polynomials  . . . . . . . . . . . . . . 274--295
             R. Chitashvili and   
                  N. Kordzakhia   Robust estimation of the parameter in a
                                  contaminated Markov model  . . . . . . . 296--318
                      S. Fiorin   Strongly consistent functional
                                  estimation for a Cox regression model
                                  for counting processes . . . . . . . . . 319--338
                A. Jankunas and   
              R. Z. Khasminskii   Estimation of parameters of linear
                                  stochastic difference equations  . . . . 339--352
                        J. Pusz   On some characterizations of the
                                  generalized inverse Gaussian
                                  distribution by regression with respect
                                  to residuals . . . . . . . . . . . . . . 353--360

Mathematical Methods of Statistics
Volume 7, Number 4, 1998

              G. M. Koshkin and   
                V. A. Vasil'iev   Nonparametric estimation of derivatives
                                  of a multivariate density from dependent
                                  observations . . . . . . . . . . . . . . 361--400 (1999)
                 Yu. I. Ingster   Minimax detection of a signal for $ l^n
                                  $-balls  . . . . . . . . . . . . . . . . 401--428 (1999)
                P. L. Conti and   
                       M. Scanu   Testing for independence in lattice
                                  distributions  . . . . . . . . . . . . . 429--444 (1999)
                    L. Cavalier   Asymptotically efficient estimation in a
                                  problem related to tomography  . . . . . 445--456 (1999)
               Yu. A. Kutoyants   Semiparametric estimation for dynamical
                                  systems with small noise . . . . . . . . 457--465 (1999)
                 A. K. Basu and   
                D. Bhattacharya   On fixed width confidence intervals
                                  associated with maximum likelihood
                                  estimation of parameter under dependent
                                  setup  . . . . . . . . . . . . . . . . . 466--478 (1999)
                     R. G. Laha   An extension of the Darmois--Skitovich
                                  theorem  . . . . . . . . . . . . . . . . 479--483 (1999)


Mathematical Methods of Statistics
Volume 8, Number 1, 1999

                   L. Menneteau   Functional law of the iterated logarithm
                                  for Kiefer processes . . . . . . . . . . 1--21
                    D. Bosq and   
                    Yu. Davydov   Local time and density estimation in
                                  continuous time  . . . . . . . . . . . . 22--45
             C. G. M. Oudshoorn   Adaptive estimation of functions with
                                  jumps  . . . . . . . . . . . . . . . . . 46--68
                    J. Pfanzagl   On the optimality of limit distributions 69--83
                     Yu. Kharin   Robustness of multivariate statistical
                                  classification under nonparametric
                                  distortions of hypothetical
                                  distributions  . . . . . . . . . . . . . 84--98
                   J. Hille and   
                 D. Plachky and   
                      J. Roters   Versions of conditional expectations
                                  depending continuously on parameters . . 99--108
                     L. Mattner   On Burdick's symmetry problem  . . . . . 109--118
                A. K. Gupta and   
       G. J. Székely and   
                      G. Zsigri   An inconsistent location MLE . . . . . . 119--120

Mathematical Methods of Statistics
Volume 8, Number 2, 1999

       Friedrich Götze and   
               Hartmut Milbrodt   The work of Johann Pfanzagl  . . . . . . 121--141
               V. E. Bening and   
                 D. M. Chibisov   Higher order asymptotic optimality in
                                  testing problems with nuisance
                                  parameters. I  . . . . . . . . . . . . . 142--165
                   Rudolf Beran   Superefficient estimation of
                                  multivariate trend . . . . . . . . . . . 166--180
            P. E. Greenwood and   
                I. A. Ibragimov   Bahadur's asymptotic efficiency and the
                                  LAN expansion. I. Lower bounds.
                                  Independent observations . . . . . . . . 181--208
                  Lucien Le Cam   About tangents . . . . . . . . . . . . . 209--219
                H. Strasser and   
                      Ch. Weber   The asymptotic theory of permutation
                                  statistics . . . . . . . . . . . . . . . 220--250
         M. J. van der Laan and   
                     R. D. Gill   Efficiency of NPMLE in nonparametric
                                  missing data models  . . . . . . . . . . 251--276
             E. W. van Zwet and   
                 W. R. van Zwet   A remark on consistent estimation  . . . 277--284

Mathematical Methods of Statistics
Volume 8, Number 3, 1999

            Lucien Birgé   Interval censoring: a nonasymptotic
                                  point of view  . . . . . . . . . . . . . 285--298
              F. Götze and   
                  B. A. Zalesky   Restoration of binary images for
                                  Bernoullian noise models . . . . . . . . 299--319
                     A. Janssen   Nonparametric symmetry tests for
                                  statistical functionals  . . . . . . . . 320--343
               O. V. Lepski and   
                    B. Y. Levit   Adaptive nonparametric estimation of
                                  smooth multivariate functions  . . . . . 344--370
                   F. Liese and   
                  K. J. Miescke   Selection of the best population in
                                  models with nuisance parameters  . . . . 371--396
                     L. Mattner   Sufficiency, exponential families, and
                                  algebraically independent numbers  . . . 397--406
               S. A. Murphy and   
        A. W. van der Vaart and   
                  J. A. Wellner   Current status regression  . . . . . . . 407--425
                  A. Schick and   
                  W. Wefelmeyer   Efficient estimation of invariant
                                  distributions of some semiparametric
                                  Markov chain models  . . . . . . . . . . 426--440

Mathematical Methods of Statistics
Volume 8, Number 4, 1999

                   O. V. Lepski   How to improve the accuracy of
                                  estimation . . . . . . . . . . . . . . . 441--486 (2000)
                      T. Inglot   Generalized intermediate efficiency of
                                  goodness-of-fit tests  . . . . . . . . . 487--509 (2000)
                  V. R. Fatalov   The Laplace method for computing exact
                                  asymptotics of distributions of integral
                                  statistics . . . . . . . . . . . . . . . 510--535 (2000)
               Christophe Pouet   On testing nonparametric hypotheses for
                                  analytic regression functions in
                                  Gaussian noise . . . . . . . . . . . . . 536--549 (2000)
                    J. Pfanzagl   Erratum: ``On the optimality of limit
                                  distributions'' [Math. Methods Statist.
                                  \bf 8 (1999), no. 1, 69--83; MR1692715
                                  (2000c:62079)] . . . . . . . . . . . . . 550 (2000)


Mathematical Methods of Statistics
Volume 9, Number 1, 2000

                    J. Pfanzagl   Quasi-convex loss functions, unimodal
                                  distributions, and the convolution
                                  theorem  . . . . . . . . . . . . . . . . 1--18
                   K. Tribouley   Adaptive estimation of integrated
                                  functionals  . . . . . . . . . . . . . . 19--38
                     C. Butucea   Two adaptive rates of convergence in
                                  pointwise density estimation . . . . . . 39--64
                   M. V. Boldin   On empirical processes in
                                  heteroscedastic time series and their
                                  use for hypothesis testing and
                                  estimation . . . . . . . . . . . . . . . 65--89
                 D. Plachky and   
                   A. L. Rukhin   Characterization of probability
                                  distributions by independence structures 90--105
                    S. Lababidi   Nonparametric estimation of some
                                  functional with small noise diffusion
                                  processes  . . . . . . . . . . . . . . . 106--116

Mathematical Methods of Statistics
Volume 9, Number 2, 2000

                  S. Efromovich   On sharp adaptive estimation of
                                  multivariate curves  . . . . . . . . . . 117--139
               Jae-Chun Kim and   
                  A. Korostelev   Estimation of smooth functionals in
                                  image models . . . . . . . . . . . . . . 140--159
                 G. Golubev and   
                 W. Härdle   Second order minimax estimation in
                                  partial linear models  . . . . . . . . . 160--175
           K. Pötzelberger   The general quantization problem for
                                  distributions with regular support . . . 176--198
           K. Pötzelberger   Consistency of the empirical
                                  quantization error . . . . . . . . . . . 199--207
                 P. Hadjicostas   Rate of convergence of the probability
                                  of non-existence of the MLE's in simple
                                  logistic regression  . . . . . . . . . . 208--222

Mathematical Methods of Statistics
Volume 9, Number 3, 2000

       K. Pötzelberger and   
           W. Schachermayer and   
                    H. Strasser   The convolution theorem for
                                  infinite-dimensional parameter spaces    223--236
                W. Bischoff and   
                     M. Fichter   Optimal lower and upper bounds for the $
                                  L_p $-mean deviation of functions of a
                                  random variable  . . . . . . . . . . . . 237--269
                  D. Blanke and   
                 F. Merlev\`ede   Estimation of the asymptotic variance of
                                  kernel density estimators for continuous
                                  time processes . . . . . . . . . . . . . 270--296
                Yu. Davydov and   
                      V. Egorov   Functional limit theorems for induced
                                  order statistics . . . . . . . . . . . . 297--313
           J. H. J. Einmahl and   
                      M. Geilen   A strong approximation of the shortt
                                  process  . . . . . . . . . . . . . . . . 314--322

Mathematical Methods of Statistics
Volume 9, Number 4, 2000

S. J. M. Clémençon   Adaptive estimation of the transition
                                  density of a regular Markov chain  . . . 323--357
           Ch. Camlong-Viot and   
                   P. Sarda and   
                       Ph. Vieu   Additive time series: the kernel
                                  integration method . . . . . . . . . . . 358--375
                     Odile Pons   Nonparametric estimation in a
                                  varying-coefficient Cox model  . . . . . 376--398
         John H. J. Einmahl and   
             Frits H. Ruymgaart   Some results for empirical processes of
                                  locally dependent arrays . . . . . . . . 399--414
                    S. Y. Novak   On self-normalized sums  . . . . . . . . 415--436
                     Jun Yu and   
                M. Ekström   Asymptotic properties of high order
                                  spacings under dependence assumptions    437--448


Mathematical Methods of Statistics
Volume 10, Number 1, 2001

                   A. S. Holevo   An invitation to quantum estimation  . . 1--5
                   A. S. Holevo   Noncommutative analogues of the
                                  Cramér-Rao inequality in the quantum
                                  measurement theory . . . . . . . . . . . 6--22
                Yu. Golubev and   
                  O. Lepski and   
                       B. Levit   On adaptive estimation for the sup-norm
                                  losses . . . . . . . . . . . . . . . . . 23--37
                       J. Worms   Moderate deviations of some dependent
                                  variables. I. Martingales  . . . . . . . 38--72
             Aimé Lachal   Study of some new integrated statistics:
                                  computation of Bahadur efficiency,
                                  relation with non-standard boundary
                                  value problems . . . . . . . . . . . . . 73--104
                S. M. Iacus and   
               Yu. A. Kutoyants   Semiparametric hypotheses testing for
                                  dynamical systems with small noise . . . 105--120

Mathematical Methods of Statistics
Volume 10, Number 2, 2001

                   F. Comte and   
                   M.-L. Taupin   Semiparametric estimation in the
                                  (auto)-regressive $ \beta $-mixing model
                                  with errors-in-variables . . . . . . . . 121--160
                       J. Worms   Moderate deviations of some dependent
                                  variables. II. Some kernel estimators    161--193
              Eckhard Liebscher   Central limit theorems for $ \alpha
                                  $-mixing triangular arrays with
                                  applications to nonparametric statistics 194--214
                 M. Lemdani and   
                   E. Ould-Said   Relative deficiency of the Kaplan--Meier
                                  estimator with respect to a smoothed
                                  estimator  . . . . . . . . . . . . . . . 215--231
                   N. Henze and   
                        B. Klar   Testing exponentiality against the $
                                  {\cal L} $-class of life distributions   232--246

Mathematical Methods of Statistics
Volume 10, Number 3, 2001

                L. Cavalier and   
                 A. B. Tsybakov   Penalized blockwise Stein's method,
                                  monotone oracles and sharp adaptive
                                  estimation . . . . . . . . . . . . . . . 247--282
                S. Delattre and   
                    M. Hoffmann   The Pinsker bound in mixed Gaussian
                                  white noise  . . . . . . . . . . . . . . 283--315
               L. Galtchouk and   
            S. Pergamenshchikov   Sequential nonparametric adaptive
                                  estimation of the drift coefficient in
                                  diffusion processes  . . . . . . . . . . 316--330
                    Ph. Soulier   Adaptive estimation of the spectral
                                  density of a weakly or strongly
                                  dependent Gaussian process . . . . . . . 331--354
               Sara van de Geer   Least squares estimation with complexity
                                  penalties  . . . . . . . . . . . . . . . 355--374

Mathematical Methods of Statistics
Volume 10, Number 4, 2001

                 G. Gayraud and   
                      Ch. Pouet   Minimax testing composite null
                                  hypotheses in the discrete regression
                                  scheme . . . . . . . . . . . . . . . . . 375--394 (2002)
                 Yu. I. Ingster   Adaptive detection of a signal of
                                  growing dimension. I . . . . . . . . . . 395--421 (2002)
                A. Juditsky and   
                      O. Lepski   Evaluation of the accuracy of
                                  nonparametric estimators . . . . . . . . 422--445 (2002)
             M. B. Malyutov and   
                I. I. Tsitovich   Second order optimal sequential
                                  discrimination between Markov chains . . 446--464 (2002)
                    V. Spokoiny   Data-driven testing the fit of linear
                                  models . . . . . . . . . . . . . . . . . 465--497 (2002)


Mathematical Methods of Statistics
Volume 11, Number 1, 2002

                   I. Grama and   
                    M. Nussbaum   Asymptotic equivalence for nonparametric
                                  regression . . . . . . . . . . . . . . . 1--36
                 Yu. I. Ingster   Adaptive detection of a signal of
                                  growing dimension. II  . . . . . . . . . 37--68
                    J. Pfanzagl   Asymptotic optimality of estimator
                                  sequences: ``pointwise'' versus
                                  ``locally uniform''  . . . . . . . . . . 69--97
                 G. Golubev and   
                 W. Härdle   On adaptive smoothing in partial linear
                                  models . . . . . . . . . . . . . . . . . 98--117
                    Arne Bathke   ANOVA for a large number of treatments   118--132
                   A. S. Holevo   Erratum: ``Noncommutative analogues of
                                  the Cramér--Rao inequality in the quantum
                                  measurement theory'' [Math. Methods
                                  Statist. \bf 10 (2001), no. 1, 6--22;
                                  MR1841806 (2002e:81014)] . . . . . . . . 133--133

Mathematical Methods of Statistics
Volume 11, Number 2, 2002

                   D. Dehay and   
                     H. L. Hurd   Spectral estimation for strongly
                                  periodically correlated random fields
                                  defined on $ \mathbb {R}^2 $ . . . . . . 135--151
                 Yunling Du and   
                  M. G. Akritas   Uniform strong representation of the
                                  conditional Kaplan--Meier process  . . . 152--182
                   N. Henze and   
                Ya. Yu. Nikitin   Watson-type goodness-of-fit tests based
                                  on the integrated empirical process  . . 183--202
                   B. Morel and   
                     Ch. Suquet   Hilbertian invariance principles for the
                                  empirical process under association  . . 203--220
          U. U. Müller and   
                  W. Wefelmeyer   Estimators for models with constraints
                                  involving unknown parameters . . . . . . 221--235
           K. Pötzelberger   Admissible unbiased quantizations:
                                  distributions without linear components  236--255
                    S. Y. Novak   Self-normalized sums. Supplement . . . . 256--258

Mathematical Methods of Statistics
Volume 11, Number 3, 2002

                   H. Dette and   
                    V. B. Melas   $E$-optimal designs in Fourier
                                  regression models on a partial circle    259--296 (2003)
                 A. Janssen and   
           J. Rahnenführer   A hazard-based approach to dependence
                                  tests for bivariate censored models  . . 297--322 (2003)
            W. C. M. Kallenberg   The penalty in data driven Neyman's
                                  tests  . . . . . . . . . . . . . . . . . 323--340 (2003)
            A. Ra\vckauskas and   
                     Ch. Suquet   Hölder convergence of multivariate
                                  empirical characteristic functions . . . 341--357 (2003)
                  A. Schick and   
                  W. Wefelmeyer   Efficient estimation in invertible
                                  linear processes . . . . . . . . . . . . 358--379 (2003)

Mathematical Methods of Statistics
Volume 11, Number 4, 2002

                        D. Bosq   Estimation of the autocorrelation
                                  operator and prediction for
                                  infinite-dimensional autoregressive
                                  processes  . . . . . . . . . . . . . . . 381--401 (2003)
             A. S. Dalalyan and   
               Yu. A. Kutoyants   Asymptotically efficient trend
                                  coefficient estimation for ergodic
                                  diffusion  . . . . . . . . . . . . . . . 402--427 (2003)
                   H. Dette and   
                  Yu. Grigoriev   A unified asymptotic expansion for
                                  distributions of quadratic functionals
                                  in nonlinear regression models . . . . . 428--452 (2003)
                   M. V. Boldin   On sequential residual empirical
                                  processes in heteroscedastic time series 453--464 (2003)
            L. Dümbgen and   
                  V. R. Fatalov   Asymptotics of the rate of convergence
                                  for nonparametric density estimators: a
                                  new approach based on the Laplace method 465--476 (2003)
                    J. Pfanzagl   On distinguished LAN-representations . . 477--488 (2003)
            N. Balakrishnan and   
                    S. V. Malov   Characterizations of proportional
                                  Archimedean copulas  . . . . . . . . . . 489--495 (2003)


Mathematical Methods of Statistics
Volume 12, Number 1, 2003

                 A. Guillou and   
                 F. Merlev\`ede   Second-order properties of the blocks of
                                  blocks bootstrap for density estimators
                                  for continuous time processes  . . . . . 1--30
             A. A. Gushchin and   
               Uwe Küchler   On parametric statistical models for
                                  stationary solutions of affine
                                  stochastic delay differential equations  31--61
L. M. Artiles Mart\'ìnez and   
                    B. Y. Levit   Adaptive estimation of analytic
                                  functions on an interval . . . . . . . . 62--94
                 G. Golubev and   
                       B. Levit   Sequential recovery of analytic periodic
                                  edges in binary image models . . . . . . 95--115
                Jiahua Chen and   
                    A. K. Gupta   Information-theoretic approach for
                                  detecting change in the parameters of a
                                  normal model . . . . . . . . . . . . . . 116--130

Mathematical Methods of Statistics
Volume 12, Number 2, 2003

                E. Belitser and   
                       B. Levit   On the empirical Bayes approach to
                                  adaptive filtering . . . . . . . . . . . 131--154
          M. I. Fraga Alves and   
                 L. de Haan and   
                        Tao Lin   Estimation of the parameter controlling
                                  the speed of convergence in extreme
                                  value theory . . . . . . . . . . . . . . 155--176
                      D. Louani   Large deviations results for orthogonal
                                  series density estimators and some
                                  applications . . . . . . . . . . . . . . 177--196
                N. A. Stepanova   Multivariate rank tests for independence
                                  and their asymptotic efficiency  . . . . 197--217
                 P. L. Chow and   
          R. Z. Khasminskii and   
                A. I. Ovseevich   Optimal input and asymptotically
                                  efficient estimation in some wave
                                  equations  . . . . . . . . . . . . . . . 218--230
                 A. E. Vyazilov   Empirical processes and robust
                                  estimation of parameters of the GARCH
                                  model  . . . . . . . . . . . . . . . . . 231--245

Mathematical Methods of Statistics
Volume 12, Number 3, 2003

                Yu. Ingster and   
                      O. Lepski   Multichannel nonparametric signal
                                  detection  . . . . . . . . . . . . . . . 247--275
               R. A. Maller and   
                      Xian Zhou   Testing for individual heterogeneity in
                                  parametric models for event-history data 276--304
                 T. McElroy and   
                  D. N. Politis   Limit theorems for heavy-tailed random
                                  fields with subsampling applications . . 305--328
               M. Ould Haye and   
                    A. Philippe   A noncentral limit theorem for the
                                  empirical process of linear sequences
                                  with seasonal long memory  . . . . . . . 329--357
              S. Biedermann and   
                       H. Dette   A note on maximin and Bayesian
                                  $D$-optimal designs in weighted
                                  polynomial regression  . . . . . . . . . 358--370

Mathematical Methods of Statistics
Volume 12, Number 4, 2003

                        G. Biau   Spatial kernel density estimation  . . . 371--390 (2004)
                M. Broniatowski   Estimation of the Kullback--Leibler
                                  divergence . . . . . . . . . . . . . . . 391--409 (2004)
                A. Juditsky and   
             S. Lambert-Lacroix   Nonparametric confidence set estimation  410--428 (2004)
             Jussi Klemelä   Optimal recovery and statistical
                                  estimation in $ L_p $ Sobolev classes    429--453 (2004)
                   F. Liese and   
                       I. Vajda   A general asymptotic theory of
                                  $M$-estimators. I  . . . . . . . . . . . 454--477 (2004)
             R. Mnatsakanov and   
                F. H. Ruymgaart   Some properties of moment-empirical
                                  CDF's with application to some inverse
                                  estimation problems  . . . . . . . . . . 478--495 (2004)


Mathematical Methods of Statistics
Volume 13, Number 1, 2004

             A. A. Borovkov and   
                  Yu. Yu. Linke   Asymptotically optimal estimates in the
                                  smooth change-point problem  . . . . . . 1--24
               L. Galtchouk and   
            S. Pergamenshchikov   Nonparametric sequential estimation of
                                  the drift in diffusion processes via
                                  model selection  . . . . . . . . . . . . 25--49
                     E. Norberg   On filtered experiments and the
                                  information contained in likelihood
                                  ratios . . . . . . . . . . . . . . . . . 50--68
            L. Dümbgen and   
                 S. Freitag and   
                   G. Jongbloed   Consistency of concave regression with
                                  an application to current-status data    69--81
                   F. Liese and   
                       I. Vajda   A general asymptotic theory of
                                  $M$-estimators. II . . . . . . . . . . . 82--95
                    J.-R. Pycke   Bahadur local asymptotic optimality for
                                  generalizations of the Cramér-von Mises
                                  and Anderson--Darling statistics . . . . 96--107
              I. N. Volodin and   
                S. V. Simushkin   $D$-posterior concept of $p$-value . . . 108--121

Mathematical Methods of Statistics
Volume 13, Number 2, 2004

                      D. Blanke   Sample paths adaptive density estimation 123--152
               A. V. Ivanov and   
                 N. N. Leonenko   Asymptotic theory of nonlinear
                                  regression with long-range dependence    153--178
                     C. Joutard   Large deviations for $M$-estimators  . . 179--200
                     A. F. Yode   Asymptotically minimax test of
                                  independence . . . . . . . . . . . . . . 201--234
                 Yu. Kharin and   
                   A. Kostevich   Discriminant analysis of stationary
                                  finite Markov chains . . . . . . . . . . 235--252

Mathematical Methods of Statistics
Volume 13, Number 3, 2004

                   B. Levit and   
                   N. Stepanova   Efficient estimation of multivariate
                                  analytic functions in cube-like domains  253--281
                  C. Matias and   
                   M.-L. Taupin   Minimax estimation of linear functionals
                                  in the convolution model . . . . . . . . 282--328
                  A. A. Sorokin   Minimum distance estimates in the ARCH
                                  model  . . . . . . . . . . . . . . . . . 329--355
              S. K. Bar-Lev and   
                 D. Bshouty and   
    F. A. Van der Duyn Schouten   Zero regression characterizations of
                                  natural exponential families generated
                                  by Lévy stable laws --- a complementary
                                  subclass . . . . . . . . . . . . . . . . 356--367

Mathematical Methods of Statistics
Volume 13, Number 4, 2004

                      N. Gaffke   Nonparametric one-sided testing for the
                                  mean and related extremum problems . . . 369--391 (2005)
                 Y. Golubev and   
                       B. Levit   An oracle approach to adaptive
                                  estimation of linear functionals in a
                                  Gaussian model . . . . . . . . . . . . . 392--408 (2005)
             Yu. I. Ingster and   
                  I. A. Suslina   Nonparametric hypothesis testing for
                                  small type I errors. I . . . . . . . . . 409--459 (2005)
                      M. Kohler   Estimation of smooth regression
                                  functions from stationary and ergodic
                                  observations via least squares . . . . . 460--471 (2005)
                   T. Schreiber   Large deviation principle for
                                  generalized quantile functions . . . . . 472--483 (2005)


Mathematical Methods of Statistics
Volume 14, Number 1, 2005

                  S. Ga\"\iffas   Convergence rates for pointwise curve
                                  estimation with a degenerate design  . . 1--27
             Yu. I. Ingster and   
                  I. A. Suslina   Nonparametric hypothesis testing for
                                  small type I errors. II  . . . . . . . . 28--52
                  A. Kukush and   
                 H. Schneeweiss   Comparing different estimators in a
                                  nonlinear measurement error model. I . . 53--79
                N. Neumeyer and   
                       H. Dette   A note on one-sided nonparametric
                                  analysis of covariance by ranking
                                  residuals  . . . . . . . . . . . . . . . 80--104
                 P. Ruckdeschel   Optimally one-sided bounded influence
                                  curves . . . . . . . . . . . . . . . . . 105--131

Mathematical Methods of Statistics
Volume 14, Number 2, 2005

                  W. Albers and   
            W. C. M. Kallenberg   Tail behavior of the empirical
                                  distribution function of convolutions    133--162
                  M. A. Arcones   Bahadur efficiency of the likelihood
                                  ratio test . . . . . . . . . . . . . . . 163--179
                     Werner Ehm   On the risk of kernel estimators in a
                                  density reconstruction problem . . . . . 180--202
                  A. Kukush and   
                 H. Schneeweiss   Comparing different estimators in a
                                  nonlinear measurement error model. II    203--223
                      M. Matsui   Fisher information matrix of general
                                  stable distributions close to the normal
                                  distribution . . . . . . . . . . . . . . 224--251

Mathematical Methods of Statistics
Volume 14, Number 3, 2005

              F. Abramovich and   
                      R. Heller   Local functional hypothesis testing  . . 253--266
                      K. Bertin   Sharp adaptive estimation in sup-norm
                                  for $d$-dimensional Hölder classes  . . . 267--298
                Yu. Ingster and   
                     I. Suslina   On estimation and detection of smooth
                                  functions of many variables  . . . . . . 299--331
                 M. Lemdani and   
            E. Ould-Sa\"\id and   
                      N. Poulin   Strong representation of the quantile
                                  function for left truncated and
                                  dependent data . . . . . . . . . . . . . 332--345
                   V. Rivoirard   Bayesian modeling of sparse sequences
                                  and maxisets for Bayes rules . . . . . . 346--376
                    J. Pfanzagl   Erratum: ``On distinguished
                                  LAN-representations'' [Math. Methods
                                  Statist. \bf 11 (2002), no. 4, 477--488
                                  (2003); MR1979746] . . . . . . . . . . . 377--378

Mathematical Methods of Statistics
Volume 14, Number 4, 2005

                 P. Berthet and   
                    C. El-Nouty   Almost sure asymptotic behaviour of the
                                  shorth estimators  . . . . . . . . . . . 379--403 (2006)
             A. A. Borovkov and   
                  Yu. Yu. Linke   Change-point problem for large samples
                                  and incomplete information on
                                  distributions  . . . . . . . . . . . . . 404--430 (2006)
                     Y. Cao and   
                     Y. Golubev   On oracle inequalities related to a
                                  polynomial fitting . . . . . . . . . . . 431--450 (2006)
                      N. Gaffke   Three test statistics for a
                                  nonparametric one-sided hypothesis on
                                  the mean of a nonnegative variable . . . 451--467 (2006)
                   S. Meintanis   Omnibus tests for strictly positive
                                  stable laws based on the empirical
                                  Laplace transform  . . . . . . . . . . . 468--478 (2006)
                     A. Meister   Non-estimability in spite of
                                  identifiability in density deconvolution 479--487 (2006)
                    Zhuo Yu and   
                M. van der Laan   A note on the construction of
                                  counterfactuals and $G$-computation
                                  formula  . . . . . . . . . . . . . . . . 488--499 (2006)


Mathematical Methods of Statistics
Volume 15, Number 1, 2006

                D. Busarova and   
                  Y. Tyurin and   
      J. Möttönen and   
                         H. Oja   Multivariate Theil estimator with the
                                  corresponding test . . . . . . . . . . . 1--19
            L. Dümbgen and   
            V. I. Piterbarg and   
                      D. Zholud   On the limit distribution of multiscale
                                  test statistics for nonparametric curve
                                  estimation . . . . . . . . . . . . . . . 20--25
                   C. Durot and   
                   Y. Rozenholc   An adaptive test for zero mean . . . . . 26--60
             N. V. Gribkova and   
                     R. Helmers   The empirical Edgeworth expansion for a
                                  Studentized trimmed mean . . . . . . . . 61--87
              A. Korostelev and   
                         G. Yin   Estimation of jump points in
                                  high-dimensional diffusion modulated by
                                  a hidden Markov chain  . . . . . . . . . 88--102
                Ya. Nikitin and   
                   E. Ponikarov   On large deviations of non-degenerate
                                  two-sample $U$- and $V$-statistics with
                                  applications to Bahadur efficiency . . . 103--122

Mathematical Methods of Statistics
Volume 15, Number 2, 2006

                       F. Autin   Maxiset for density estimation on $
                                  \mathbb {R} $  . . . . . . . . . . . . . 123--145
                I. Castillo and   
       C. Lévy-Leduc and   
                      C. Matias   Exact adaptive estimation of the shape
                                  of a periodic function with unknown
                                  period corrupted by white noise  . . . . 146--175
                J. Dedecker and   
                 F. Merlev\`ede   Inequalities for partial sums of
                                  Hilbert-valued dependent sequences and
                                  applications . . . . . . . . . . . . . . 176--206
              D. Hamadouche and   
                     Ch. Suquet   Optimal Hölderian functional central
                                  limit theorems for uniform empirical and
                                  quantile processes . . . . . . . . . . . 207--223
               E. Khmaladze and   
             R. Mnatsakanov and   
                  N. Toronjadze   The change-set problem for
                                  Vapnik--\vCervonenkis classes  . . . . . 224--231

Mathematical Methods of Statistics
Volume 15, Number 3, 2006

                  E. Brunel and   
                       F. Comte   Adaptive nonparametric regression
                                  estimation in presence of right
                                  censoring  . . . . . . . . . . . . . . . 233--255
                   B. Cadre and   
         I. Larramendy-Valverde   Prediction based on an $ L_1 $-method in
                                  the nonlinear autoregressive model . . . 256--268
                A. K. Gupta and   
                  T. Nguyen and   
                       L. Pardo   Inference procedures for polytomous
                                  logistic regression models based on $
                                  \phi $-divergence measures . . . . . . . 269--288
               E. Khmaladze and   
             R. Mnatsakanov and   
                  N. Toronjadze   The change set problem and local
                                  covering numbers . . . . . . . . . . . . 289--308
                   A. L. Rukhin   Association characteristics in spatial
                                  statistics . . . . . . . . . . . . . . . 309--326
                  A. A. Sorokin   On parameter estimation and testing for
                                  dimension in $ {\rm ARCH}(p) $ model . . 327--348

Mathematical Methods of Statistics
Volume 15, Number 4, 2006

                   F. Autin and   
                  D. Picard and   
                   V. Rivoirard   Large variance Gaussian priors in
                                  Bayesian nonparametric estimation: a
                                  maxiset approach . . . . . . . . . . . . 349--373 (2007)
              M. H. Neumann and   
          T. L. Thorarinsdottir   Asymptotic minimax estimation in
                                  nonparametric autoregression . . . . . . 374--397 (2007)
                     Y. Cao and   
                     Y. Golubev   On oracle inequalities related to
                                  smoothing splines  . . . . . . . . . . . 398--414 (2007)
                     C. Marteau   Regularization of inverse problems with
                                  unknown operator . . . . . . . . . . . . 415--443 (2007)
                S. G. Meintanis   Efficient moment-type estimation in
                                  exponentiated laws . . . . . . . . . . . 444--455 (2007)


Mathematical Methods of Statistics
Volume 16, Number 1, March, 2007

                    M. Guta and   
                     L. Artiles   Minimax estimation of the Wigner
                                  function in quantum homodyne tomography
                                  with ideal detectors . . . . . . . . . . 1--15
            Ya. Yu. Nikitin and   
                 A. V. Tchirina   Lilliefors test for exponentiality:
                                  Large deviations, asymptotic efficiency,
                                  and conditions of local optimality . . . 16--24
                      C. Prieur   Change point estimation by local linear
                                  smoothing under a weak dependence
                                  condition  . . . . . . . . . . . . . . . 25--41
                 A. S. Dalalyan   Stein shrinkage and second-order
                                  efficiency for semiparametric estimation
                                  of the shift . . . . . . . . . . . . . . 42--62
                     A. Meister   Deconvolving compactly supported
                                  densities  . . . . . . . . . . . . . . . 63--76
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 16, Number 2, June, 2007

                  F. Balabdaoui   Consistent estimation of a convex
                                  density at the origin  . . . . . . . . . 77--95
                  S. K. Bar-Lev   Methods of constructing
                                  characterizations by constancy of
                                  regression on the sample mean and
                                  related problems for NEF's . . . . . . . 96--109
                   M. Birke and   
                       H. Dette   Testing strict monotonicity in
                                  nonparametric regression . . . . . . . . 110--123
               Kh. Djeddour and   
                A. Mokkadem and   
                   M. Pelletier   Test for uniformity by empirical Fourier
                                  expansion  . . . . . . . . . . . . . . . 124--141
             N. V. Gribkova and   
                     R. Helmers   On the Edgeworth expansion and the $M$
                                  out of $N$ bootstrap accuracy for a
                                  Studentized trimmed mean . . . . . . . . 142--176
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 16, Number 3, September, 2007

                  M. A. Arcones   Two tests for multivariate normality
                                  based on the characteristic function . . 177--201
                    A. Guilloux   Nonparametric estimation for censored
                                  lifetimes suffering from unknown
                                  selection bias . . . . . . . . . . . . . 202--216
             Yu. I. Ingster and   
               Yu. A. Kutoyants   Nonparametric hypothesis testing for
                                  intensity of the Poisson process . . . . 217--245
                     K. Lounici   Generalized mirror averaging and
                                  $D$-convex aggregation . . . . . . . . . 246--259
               Ph. Rigollet and   
                 A. B. Tsybakov   Linear and convex aggregation of density
                                  estimators . . . . . . . . . . . . . . . 260--280
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 16, Number 4, December, 2007

               L. T. Butler and   
                       B. Levit   A Bayesian approach to the estimation of
                                  maps between Riemannian manifolds  . . . 281--297
              S. Dabo-Niang and   
                      A.-F. Yao   Kernel regression estimation for
                                  continuous spatial processes . . . . . . 298--317
                Yu. Ingster and   
                     I. Suslina   Estimation and detection of
                                  high-variable functions from
                                  Sloan--Wo\'zniakowski space  . . . . . . 318--353
              K. Méziani   Nonparametric estimation of the purity
                                  of a quantum state in quantum homodyne
                                  tomography with noisy data . . . . . . . 354--368
                      E.-E. Aly   Nonparametric tests for a change in the
                                  coefficient of variation . . . . . . . . 369--375
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??


Mathematical Methods of Statistics
Volume 17, Number 1, March, 2008

                E. Belitser and   
                    F. Enikeeva   Empirical Bayesian test of the
                                  smoothness . . . . . . . . . . . . . . . 1--18
                     J. Cho and   
                       B. Levit   Cardinal splines in nonparametric
                                  regression . . . . . . . . . . . . . . . 19--34
             R. Mnatsakanov and   
            L. L. Ruymgaart and   
                F. H. Ruymgaart   Nonparametric estimation of ruin
                                  probabilities given a random sample of
                                  claims . . . . . . . . . . . . . . . . . 35--43
                      J. Dippon   Edgeworth expansions for stochastic
                                  approximation theory . . . . . . . . . . 44--65
             Ph. Bernardoff and   
              C. Kokonendji and   
                        B. Puig   Generalized variance estimators in the
                                  multivariate gamma models  . . . . . . . 66--73
                E. M. Sukhanova   A test for independence of two
                                  multivariate samples . . . . . . . . . . 74--86
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 17, Number 2, June, 2008

                   F. Comte and   
                J. Dedecker and   
                   M. L. Taupin   Adaptive density deconvolution with
                                  dependent inputs . . . . . . . . . . . . 87--112
             E. Giné and   
                       R. Nickl   Adaptation on the space of finite signed
                                  measures . . . . . . . . . . . . . . . . 113--122
                S. Bouzebda and   
                      A. Keziou   A test of independence in some copula
                                  models . . . . . . . . . . . . . . . . . 123--137
                      J. Dippon   Asymptotic expansions of the
                                  Robbins--Monro process . . . . . . . . . 138--145
                A. Mokkadem and   
               M. Pelletier and   
                       B. Thiam   Large and moderate deviations principles
                                  for kernel estimators of the
                                  multivariate regression  . . . . . . . . 146--172
                 T. Nahtman and   
                   D. von Rosen   Shift permutation invariance in linear
                                  random factor models . . . . . . . . . . 173--185
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 17, Number 3, September, 2008

              A. Korostelev and   
                      O. Lepski   On a multi-channel change-point problem  187--197
                  V. Holdai and   
                  A. Korostelev   Image reconstruction in multi-channel
                                  model under Gaussian noise . . . . . . . 198--208
                    Ya. Shimizu   Statistical specification of jumps under
                                  semiparametric semimartingale models . . 209--227
                     Y. Xie and   
                      J. Yu and   
                     B. Ranneby   A general autoregressive model with
                                  Markov switching: Estimation and
                                  consistency  . . . . . . . . . . . . . . 228--240
                  S. Kiwitt and   
                E.-R. Nagel and   
                    N. Neumeyer   Empirical likelihood estimators for the
                                  error distribution in nonparametric
                                  regression models  . . . . . . . . . . . 241--260
          R. M. Mnatsakanov and   
                   N. Misra and   
                     Sh. Li and   
                   E. J. Harner   $ K_n $-nearest neighbor estimators of
                                  entropy  . . . . . . . . . . . . . . . . 261--277
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 17, Number 4, December, 2008

                     P. Alquier   PAC--Bayesian bounds for randomized
                                  empirical risk minimizers  . . . . . . . 279--304
                    A. Bibi and   
                    A. Aknouche   On periodic GARCH processes:
                                  Stationarity, existence of moments and
                                  geometric ergodicity . . . . . . . . . . 305--316
               Ch. Chesneau and   
                      M. Hebiri   Some theoretical results on the Grouped
                                  Variables Lasso  . . . . . . . . . . . . 317--326
                       C. Durot   Monotone nonparametric regression with
                                  random design  . . . . . . . . . . . . . 327--341
          M. C. M. de Gunst and   
                O. Shcherbakova   Asymptotic behavior of Bayes estimators
                                  for hidden Markov models with
                                  application to ion channels  . . . . . . 342--356
           M. S. Srivastava and   
               T. von Rosen and   
                   D. von Rosen   Models with a Kronecker product
                                  covariance structure: Estimation and
                                  testing  . . . . . . . . . . . . . . . . 357--370
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??


Mathematical Methods of Statistics
Volume 18, Number 1, March, 2009

               M. V. Boldin and   
                   I. G. Erlikh   Testing hypotheses on the ``drift'' of
                                  parameters in ARMA and ARCH models . . . 1--20
                I. Castillo and   
                   J.-M. Loubes   Estimation of the distribution of random
                                  shifts deformation . . . . . . . . . . . 21--42
             D. Fourdrinier and   
                   V. Konev and   
            S. Pergamenshchikov   Truncated sequential estimation of the
                                  parameter of a first order
                                  autoregressive process with dependent
                                  noises . . . . . . . . . . . . . . . . . 43--58
                     M. Lerasle   Adaptive density estimation of
                                  stationary $ \beta $-mixing and $ \tau
                                  $-mixing processes . . . . . . . . . . . 59--83
                        M. Weba   A quantitative weak law of large numbers
                                  and its application to the delta method  84--95
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 18, Number 2, June, 2009

                   H. Dette and   
                     B. Hetzler   Khmaladze transformation of integrated
                                  variance processes with applications to
                                  goodness-of-fit testing  . . . . . . . . 97--116
                    A. Diop and   
                 G. S. Lô   Ratio of Generalized Hill's estimator
                                  and its asymptotic normality theory  . . 117--133
                  A. Jordan and   
                  B. G. Ivanoff   One-dimensional $p$--$p$ plots and
                                  precedence tests for point processes on
                                  $ R^d$ . . . . . . . . . . . . . . . . . 134--158
                 B. Maillot and   
                     V. Viallon   Uniform limit laws of the logarithm for
                                  nonparametric estimators of the
                                  regression function in presence of
                                  censored data  . . . . . . . . . . . . . 159--184
                 A. Plakhov and   
                        P. Cruz   A stochastic approximation algorithm
                                  with multiplicative step size
                                  modification . . . . . . . . . . . . . . 185--200
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 18, Number 3, September, 2009

              S. K. Bar-Lev and   
                    A. M. Kagan   Regression of polynomial statistics on
                                  the sample mean and natural exponential
                                  families . . . . . . . . . . . . . . . . 201--206
               L. T. Butler and   
                       B. Levit   A Bayesian approach to the estimation of
                                  maps between Riemannian manifolds. II:
                                  Examples . . . . . . . . . . . . . . . . 207--230
                     F. Chebana   Parametric estimation with a class of
                                  $M$-estimators . . . . . . . . . . . . . 231--240
             Yu. I. Ingster and   
                   T. Sapatinas   Minimax goodness-of-fit testing in
                                  multivariate nonparametric regression    241--269
                      S. M. Tse   On the cumulative quantile regression
                                  process  . . . . . . . . . . . . . . . . 270--279
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 18, Number 4, December, 2009

                    B. Buchmann   Weighted empirical processes in the
                                  nonparametric inference for Lévy
                                  processes  . . . . . . . . . . . . . . . 281--309
             Yu. I. Ingster and   
                   N. Stepanova   Estimation and detection of functions
                                  from weighted tensor product spaces  . . 310--340
                    S. Plancade   Estimation of the density of regression
                                  errors by pointwise model selection  . . 341--374
                   A. L. Rukhin   Conservative confidence ellipsoids for
                                  linear model parameters  . . . . . . . . 375--396
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??


Mathematical Methods of Statistics
Volume 19, Number 1, March, 2010

            S. A. Ould Abdi and   
              S. Dabo-Niang and   
                    A. Diop and   
                   A. Ould Abdi   Consistency of a nonparametric
                                  conditional quantile estimator for
                                  random fields  . . . . . . . . . . . . . 1--21
                  L. Bordes and   
               P. Vandekerkhove   Semiparametric two-component mixture
                                  model with a known component: An
                                  asymptotically normal estimator  . . . . 22--41
                   F. Comte and   
                    J. Johannes   Adaptive estimation in circular
                                  functional linear models . . . . . . . . 42--63
                S. G. Meintanis   Testing skew normality via the moment
                                  generating function  . . . . . . . . . . 64--72
      M. L. Menéndez and   
                   L. Pardo and   
                    K. Zografos   Preliminary test estimators in
                                  intraclass correlation model under
                                  unequal family sizes . . . . . . . . . . 73--87
                  C. H. Lee and   
               P. Dutilleul and   
                         A. Roy   Comment on ``Models with a Kronecker
                                  Product Covariance Structure: Estimation
                                  and Testing'' by M. S. Srivastava, T.
                                  von Rosen, and D. von Rosen,
                                  Mathematical Methods of Statistics, \bf
                                  17 (2008), pp. 357--370  . . . . . . . . 88--90
           M. S. Srivastava and   
               T. von Rosen and   
                   D. von Rosen   Response to comment by C. H. Lee, P.
                                  Dutilleul and A. Roy on ``Models with a
                                  Kronecker Product Covariance Structure:
                                  Estimation and Testing'' . . . . . . . . 91--91
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 19, Number 2, June, 2010

                R. M. Balan and   
              L. Dumitrescu and   
             I. Schiopu-Kratina   Asymptotically optimal estimating
                                  equation with strongly consistent
                                  solutions for longitudinal data  . . . . 93--120
                    M. D. Burke   Approximations for a multivariate hybrid
                                  process with applications to
                                  change-point detection . . . . . . . . . 121--135
                  T. Laloë   $ L_1 $-Quantization and clustering in
                                  Banach spaces  . . . . . . . . . . . . . 136--150
                    E. Di Nardo   A new approach to Sheppard's corrections 151--162
                      T. Sharia   Efficient on-line estimation of
                                  autoregressive parameters  . . . . . . . 163--186
      M. L. Menéndez and   
                   L. Pardo and   
                    K. Zografos   Correction to: ``Preliminary test
                                  estimators in intraclass correlation
                                  model under unequal family sizes'' . . . 187--187
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 19, Number 3, September, 2010

                  N. Akakpo and   
                       C. Durot   Histogram selection for possibly
                                  censored data  . . . . . . . . . . . . . 189--218
                 A. Babenko and   
                    E. Belitser   Oracle convergence rate of posterior
                                  under projection prior and Bayesian
                                  model selection  . . . . . . . . . . . . 219--245
                      D. Ferger   Minimum distance estimation in normed
                                  linear spaces with Donsker-classes . . . 246--266
              B. D. Kaehler and   
                   R. A. Maller   A generalized skewness statistic for
                                  stationary ergodic martingale
                                  differences  . . . . . . . . . . . . . . 267--282
                       B. Levit   Minimax revisited. I . . . . . . . . . . 283--297
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 19, Number 4, December, 2010

                       B. Levit   Minimax revisited. II  . . . . . . . . . 299--326
                   R. Nickl and   
            B. M. Pötscher   Efficient simulation-based minimum
                                  distance estimation and indirect
                                  inference  . . . . . . . . . . . . . . . 327--364
                  V. Holdai and   
                  A. Korostelev   Detection of slightly expressed changes
                                  in random environment  . . . . . . . . . 365--373
                   S. Dutta and   
                     A. Goswami   Mode estimation for discrete
                                  distributions  . . . . . . . . . . . . . 374--384
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??


Mathematical Methods of Statistics
Volume 20, Number 1, March, 2011

                   M. V. Boldin   Local robustness of sign tests in AR (1)
                                  against outliers . . . . . . . . . . . . 1--13
                S. Bouzebda and   
                  A. Keziou and   
                        T. Zari   $K$-sample problem using strong
                                  approximations of empirical copula
                                  processes  . . . . . . . . . . . . . . . 14--29
                 A. Guillou and   
                N. Klutchnikoff   Minimax pointwise estimation of an
                                  anisotropic regression function with
                                  unknown density of the design  . . . . . 30--57
            R. Höpfner and   
                  Yu. Kutoyants   Estimating a periodicity parameter in
                                  the drift of a time inhomogeneous
                                  diffusion  . . . . . . . . . . . . . . . 58--74
                P. A. Kashitsyn   Multivariate model with a Kronecker
                                  product covariance structure: S. N. Roy
                                  method of estimation . . . . . . . . . . 75--78
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 20, Number 2, June, 2011

                 P. Bertail and   
     S. Clémençon   A renewal approach to Markovian
                                  $U$-statistics . . . . . . . . . . . . . 79--105
                  F.-X. Lejeune   Piecewise linear density estimation for
                                  sampled data . . . . . . . . . . . . . . 106--124
                     Y. Shimizu   Estimation of the expected discounted
                                  penalty function for Lévy insurance risks 125--149
                 R. U. Khan and   
                       D. Kumar   Expectation identities of lower
                                  generalized order statistics from
                                  generalized exponential distribution and
                                  a characterization . . . . . . . . . . . 150--157
                  K. Tahata and   
                H. Yamamoto and   
                    S. Tomizawa   Linear ordinal quasi-symmetry model and
                                  decomposition of symmetry for multi-way
                                  tables . . . . . . . . . . . . . . . . . 158--164
                        L. Wang   $ L_1 $-estimation for the location
                                  parameters in stochastic volatility
                                  models . . . . . . . . . . . . . . . . . 165--170
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 20, Number 3, September, 2011

               S. G. Bobkov and   
           G. P. Chistyakov and   
                  F. Götze   Non-uniform bounds in local limit
                                  theorems in case of fractional moments.
                                  I  . . . . . . . . . . . . . . . . . . . 171--191
                    S. Bouzebda   Some new multivariate tests of
                                  independence . . . . . . . . . . . . . . 192--205
               T. Espinasse and   
                  F. Gamboa and   
                   J.-M. Loubes   Estimation error for blind Gaussian time
                                  series prediction  . . . . . . . . . . . 206--223
                      Y. Hirose   Asymptotic linear expansion of profile
                                  likelihood in the Cox mode . . . . . . . 224--231
                  G. Gaines and   
                  K. Kaphle and   
                   F. Ruymgaart   Application of a delta-method for random
                                  operators to testing equality of two
                                  covariance operators . . . . . . . . . . 232--245
              A. F. Yodé   Adaptive minimax test of independence    246--268
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 20, Number 4, December, 2011

               S. G. Bobkov and   
           G. P. Chistyakov and   
                  F. Götze   Non-uniform bounds in local limit
                                  theorems in case of fractional moments.
                                  II . . . . . . . . . . . . . . . . . . . 269--287
                    F. Gach and   
            B. M. Pötscher   Nonparametric maximum likelihood density
                                  estimation and simulation-based minimum
                                  distance estimators  . . . . . . . . . . 288--326
       S. Grònneberg and   
                    N. L. Hjort   On the errors committed by sequences of
                                  estimator functionals  . . . . . . . . . 327--346
             Yu. I. Ingster and   
               T. Sapatinas and   
                  I. A. Suslina   Minimax nonparametric testing in a
                                  problem related to the Radon transform   347--364
              H. M. Barakat and   
                     A. R. Omar   On limit distributions for intermediate
                                  order statistics under power
                                  normalization  . . . . . . . . . . . . . 365--377
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??


Mathematical Methods of Statistics
Volume 21, Number 1, March, 2012

                      N. Akakpo   Adaptation to anisotropy and
                                  inhomogeneity via dyadic piecewise
                                  polynomial selection . . . . . . . . . . 1--28
                    F. Enikeeva   On two estimates related to the
                                  change-point problem . . . . . . . . . . 29--42
              Yu. S. Kharin and   
                 V. A. Voloshko   On asymptotic properties of the plug-in
                                  cepstrum estimator for Gaussian time
                                  series . . . . . . . . . . . . . . . . . 43--60
                  N. G. Ushakov   A note on superkernel density estimators 61--68
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 21, Number 2, April, 2012

       A. Carabarin-Aguirre and   
                  B. G. Ivanoff   Path-dependent estimation of a
                                  distribution under generalized censoring 69--92
                   F. Autin and   
                       C. Pouet   Adaptive test on components of densities
                                  mixture  . . . . . . . . . . . . . . . . 93--108
                 J. Wagener and   
                       H. Dette   Bridge estimators and the adaptive lasso
                                  under heteroscedasticity . . . . . . . . 109--126
                 J. Wagener and   
               S. Volgushev and   
                       H. Dette   The quantile process under random
                                  censoring  . . . . . . . . . . . . . . . 127--141
               P. Chigansky and   
               Yu. A. Kutoyants   On nonlinear TAR processes and threshold
                                  estimation . . . . . . . . . . . . . . . 142--152
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 21, Number 3, July, 2012

                    S. Bouzebda   On the strong approximation of
                                  bootstrapped empirical copula processes
                                  with applications  . . . . . . . . . . . 153--188
                J. Johannes and   
                      R. Schenk   Adaptive estimation of linear
                                  functionals in functional linear models  189--214
                M. A. Niang and   
                G. M. Nkiet and   
                        A. Diop   Wavelets-based estimation of nonlinear
                                  canonical analysis . . . . . . . . . . . 215--237
                      S. M. Tse   The cumulative quantile regression
                                  function with censored and truncated
                                  covariate  . . . . . . . . . . . . . . . 238--249
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 21, Number 4, October, 2012

              R. W. Barnard and   
                 P. Hadjicostas   Banks' criterion and symmetric stable
                                  laws with index of stability between
                                  one-half and one . . . . . . . . . . . . 251--282
                  R. Biscay and   
               H. Lescornel and   
                   J.-M. Loubes   Adaptive covariance estimation with
                                  model selection  . . . . . . . . . . . . 283--297
                  D. Louani and   
            S. M. Ould Maouloud   Large deviation results for the
                                  nonparametric regression function
                                  estimator on functional data . . . . . . 298--313
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??


Mathematical Methods of Statistics
Volume 22, Number 1, January, 2013

                      O. Lepski   Upper functions for positive random
                                  functionals. I. General setting and
                                  Gaussian random functions  . . . . . . . 1--27
                       C. Duval   Nonparametric estimation of a renewal
                                  reward process from discrete data  . . . 28--56
             C. Agostinelli and   
                   M. Romanazzi   Asymptotics of stationary points of
                                  local simplicial depth in the univariate
                                  case . . . . . . . . . . . . . . . . . . 57--69
                  S. Nkurunziza   The bias and risk functions of some
                                  Stein-rules in elliptically contoured
                                  distributions  . . . . . . . . . . . . . 70--82
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 22, Number 2, April, 2013

                      O. Lepski   Upper functions for positive random
                                  functionals. II. Application to the
                                  empirical processes theory, Part 1 . . . 83--99
                V. Spokoiny and   
                     M. Zhilova   Sharp deviation bounds for quadratic
                                  forms  . . . . . . . . . . . . . . . . . 100--113
                   N. Stepanova   On estimation of analytic density
                                  functions in $ L_p $ . . . . . . . . . . 114--136
                 J. Wagener and   
                       H. Dette   The adaptive lasso in high-dimensional
                                  sparse heteroscedastic models  . . . . . 137--154
                     C. Joutard   A strong large deviation theorem . . . . 155--164
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 22, Number 3, July, 2013

                       B. Levit   Some new perspectives in best
                                  approximation and interpolation of
                                  random data  . . . . . . . . . . . . . . 165--192
                      O. Lepski   Upper functions for positive random
                                  functionals. II. Application to the
                                  empirical processes theory, Part 2 . . . 193--212
                       B. Cadre   Supervised classification of diffusion
                                  paths  . . . . . . . . . . . . . . . . . 213--225
                S. Bouzebda and   
                        T. Zari   Asymptotic behavior of weighted
                                  multivariate Cramér--von Mises-type
                                  statistics under contiguous alternatives 226--252
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 22, Number 4, October, 2013

                      G. Chagny   Warped bases for conditional density
                                  estimation . . . . . . . . . . . . . . . 253--282
                       V. Fasen   Statistical inference of spectral
                                  estimation for continuous-time MA
                                  processes with finite second moments . . 283--309
                  O. Lepski and   
                  N. Serdyukova   Adaptive estimation in the single-index
                                  model via oracle approach  . . . . . . . 310--332
                  D. M. Esaulov   Residual empirical processes and their
                                  application to GM-testing for the
                                  autoregression order . . . . . . . . . . 333--349
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??


Mathematical Methods of Statistics
Volume 23, Number 1, January, 2014

               M. Falconnet and   
              D. Loukianova and   
                      C. Matias   Asymptotic normality and efficiency of
                                  the maximum likelihood estimator for the
                                  parameter of a ballistic random walk in
                                  a random environment . . . . . . . . . . 1--19
                Yu. Golubev and   
                   D. Ostrovski   Concentration inequalities for the
                                  exponential weighting method . . . . . . 20--37
                    S. Bouzebda   Asymptotic properties of pseudo maximum
                                  likelihood estimators and test in
                                  semi-parametric copula models with
                                  multiple change points . . . . . . . . . 38--65
             Y. M. Tripathi and   
                   S. Kumar and   
                 C. Petropoulos   Estimation of the parameters of an
                                  exponential distribution under
                                  constrained location . . . . . . . . . . 66--79
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 23, Number 2, April, 2014

                    A. Aknouche   Estimation and strict stationarity
                                  testing of ARCH processes based on
                                  weighted least squares . . . . . . . . . 81--102
                 A. Brouste and   
                     C. Cai and   
                   M. Kleptsyna   Asymptotic properties of the MLE for the
                                  autoregressive process coefficients
                                  under stationary Gaussian noise  . . . . 103--115
             E. Chernousova and   
                    Yu. Golubev   Spectral cut-off regularizations for
                                  ill-posed linear models  . . . . . . . . 116--131
                N. Klutchnikoff   Pointwise adaptive estimation of a
                                  multivariate function  . . . . . . . . . 132--150
                      S. M. Tze   Concentration curve for truncated and
                                  censored data  . . . . . . . . . . . . . 151--157
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 23, Number 3, July, 2014

               M. Falconnet and   
                  A. Gloter and   
                  D. Loukianova   Maximum likelihood estimation in the
                                  context of a sub-ballistic random walk
                                  in a parametric random environment . . . 159--175
                 C. Marteau and   
                P. Mathé   General regularization schemes for
                                  signal detection in inverse problems . . 176--200
             U. Müller and   
                  W. Wefelmeyer   Estimating a density under pointwise
                                  constraints on the derivatives . . . . . 201--209
                S. Bouzebda and   
                        T. Zari   Strong approximation of multidimensional
                                  $P$--$P$ plots processes by Gaussian
                                  processes with applications to
                                  statistical tests  . . . . . . . . . . . 210--238
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 23, Number 4, October, 2014

                  D. Blanke and   
                        D. Bosq   Exponential bounds for intensity of
                                  jumps  . . . . . . . . . . . . . . . . . 239--255
           M. Csörg\Ho and   
          Yu. V. Martsynyuk and   
                   M. M. Nasari   Another look at bootstrapping the
                                  Student $t$-statistic  . . . . . . . . . 256--278
                Yu. Ingster and   
                 B. Laurent and   
                     C. Marteau   Signal detection for inverse problems in
                                  a multidimensional framework . . . . . . 279--305
                      Y. Slaoui   The stochastic approximation method for
                                  estimation of a distribution function    306--325
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??


Mathematical Methods of Statistics
Volume 24, Number 1, January, 2015

                Yu. Golubev and   
                      T. Zimolo   Estimation in ill-posed linear models
                                  with nuisance design . . . . . . . . . . 1--15
                     C. Hao and   
               D. von Rosen and   
                   T. von Rosen   Explicit influence analysis in
                                  two-treatment balanced crossover models  16--36
                       B. Levit   Variance-optimal data approximation
                                  using the Abel--Jacobi functions . . . . 37--54
                  V. Vancak and   
                Y. Goldberg and   
              S. K. Bar-Lev and   
                      B. Boukai   Continuous statistical models: With or
                                  without truncation parameters? . . . . . 55--73
                     I. Pinelis   Monotone tail and moment ratio
                                  properties of Student's family of
                                  distributions  . . . . . . . . . . . . . 74--79
                      Anonymous   Help & Contacts . . . . . . . . . . . . . ??

Mathematical Methods of Statistics
Volume 24, Number 2, April, 2015

                       G. Mabon   Adaptive estimation of marginal
                                  random-effects densities in linear
                                  mixed-effects models . . . . . . . . . . 81--109
                    A. Gushchin   A characterization of maximin tests for
                                  two composite hypotheses . . . . . . . . 110--121
                    N. Jana and   
                       S. Kumar   Estimation of ordered scale parameters
                                  of two exponential distributions with a
                                  common guarantee time  . . . . . . . . . 122--134
                   M. Meyer and   
                 T. McMurry and   
                     D. Politis   Baxter's inequality for triangular
                                  arrays . . . . . . . . . . . . . . . . . 135--146
                      S. M. Tse   The cumulative quantile regression
                                  function with censored and truncated
                                  response . . . . . . . . . . . . . . . . 147--155
                        J. Wang   A comprehensive result on stochastic
                                  comparison for parallel systems in terms
                                  of hazard rate order . . . . . . . . . . 156--161

Mathematical Methods of Statistics
Volume 24, Number 3, July, 2015

                S. Bouzebda and   
                    S. Didi and   
                     L. El Hajj   Multivariate wavelet density and
                                  regression estimators for stationary and
                                  ergodic continuous time processes:
                                  Asymptotic results . . . . . . . . . . . 163--199
                 T. Rebafka and   
                      F. Roueff   Nonparametric estimation of the mixing
                                  density using polynomials  . . . . . . . 200--224
                       D. Kumar   Explicit expressions and statistical
                                  inference of generalized Rayleigh
                                  distribution based on lower record
                                  values . . . . . . . . . . . . . . . . . 225--241

Mathematical Methods of Statistics
Volume 24, Number 4, October, 2015

                E. Belitser and   
                       P. Serra   Recursive tracking algorithm for a
                                  predictable time-varying parameter of a
                                  time series  . . . . . . . . . . . . . . 243--265
                 B. Brahimi and   
                D. Meraghni and   
                       A. Necir   Gaussian approximation to the extreme
                                  value index estimator of a heavy-tailed
                                  distribution under random censoring  . . 266--279
               J. Nzabanita and   
               D. von Rosen and   
                     M. Singull   Extended GMANOVA model with a linearly
                                  structured covariance matrix . . . . . . 280--291
                      A. Rukhin   Higher order accurate procedures to
                                  compare two normal populations . . . . . 292--308
                      P. Yaskov   Variance inequalities for quadratic
                                  forms with applications  . . . . . . . . 309--319


Mathematical Methods of Statistics
Volume 25, Number 1, January, 2016

                Yu. Golubev and   
                     Th. Zimolo   Tikhonov--Phillips regularizations in
                                  linear models with blurred design  . . . 1--25
                    G. Rebelles   Structural adaptive deconvolution under
                                  $ {\mathbb {L}_p} $-losses . . . . . . . 26--53
            Ya. Yu. Nikitin and   
                 K. Yu. Volkova   Efficiency of exponentiality tests based
                                  on a special property of exponential
                                  distribution . . . . . . . . . . . . . . 54--66
                  M. P. Savelov   Extremal problems for hypotheses testing
                                  with set-valued decisions  . . . . . . . 67--77

Mathematical Methods of Statistics
Volume 25, Number 2, April, 2016

              S. K. Bar-Lev and   
                 D. Bshouty and   
    F. A. van der Duyn Schouten   Operator-based intensity functions for
                                  the nonhomogeneous Poisson process . . . 79--98
               Yu. A. Kutoyants   On score-functions and goodness-of-fit
                                  tests for stochastic processes . . . . . 99--120
                    M. R. Ahmad   On testing sphericity and identity of a
                                  covariance matrix with large dimensions  121--132
                    H. Groenitz   Risk-optimal estimators for survey
                                  procedures with certain indirect
                                  questions  . . . . . . . . . . . . . . . 133--144
                    J. Wang and   
                        P. Zhao   On likelihood ratio ordering of parallel
                                  systems with exponential components  . . 145--150

Mathematical Methods of Statistics
Volume 25, Number 3, July, 2016

                A. Mokkadem and   
                   M. Pelletier   The multivariate Révész's online estimator
                                  of a regression function and its
                                  averaging  . . . . . . . . . . . . . . . 151--167
                S. Bouzebda and   
                 M. Chaouch and   
                     N. La\"\ib   Limiting law results for a class of
                                  conditional mode estimates for
                                  functional stationary ergodic data . . . 168--195
                 Y. C. Hung and   
                 R. W. Chen and   
                N. Balakrishnan   On the correlation structure of
                                  exponential order statistics and some
                                  extensions . . . . . . . . . . . . . . . 196--206
            M. L. Kleptsyna and   
            A. Yu. Veretennikov   On robustness of discrete time optimal
                                  filters  . . . . . . . . . . . . . . . . 207--218
              Yu. V. Martsynyuk   Testing for change in the mean via
                                  convergence in distribution of
                                  sup-functionals of weighted tied-down
                                  partial sums processes . . . . . . . . . 219--232
                     J. Haywood   A brief comment on exponentiality and
                                  reign lengths of emperors  . . . . . . . 233--234

Mathematical Methods of Statistics
Volume 25, Number 4, October, 2016

                       B. Levit   Optimal methods of interpolation in
                                  Nonparametric Regression . . . . . . . . 235--261
                  T. Sharia and   
                       L. Zhong   Rate of convergence of truncated
                                  stochastic approximation procedures with
                                  moving bounds  . . . . . . . . . . . . . 262--280
                    S. Bouzebda   Some applications of the strong
                                  approximation of the integrated
                                  empirical copula processes . . . . . . . 281--303
                 A. A. Gushchin   The minimum increment of $f$-divergences
                                  given total variation distances  . . . . 304--312
                    N. Gribkova   Cramér type moderate deviations for
                                  trimmed $L$-statistics . . . . . . . . . 313--322


Mathematical Methods of Statistics
Volume 26, Number 1, January, 2017

            S. B. Gasparyan and   
                Y. A. Kutoyants   On the lower bound in second order
                                  estimation for Poisson processes:
                                  Asymptotic efficiency  . . . . . . . . . 1--19
                       R. Gatto   Saddlepoint approximations to the
                                  distribution of the total distance of
                                  the multivariate isotropic and von
                                  Mises--Fisher random walks . . . . . . . 20--36
                  T. Sharia and   
                       L. Zhong   Asymptotic behavior of truncated
                                  stochastic approximation procedures  . . 37--54
                 P. Alquier and   
                       B. Guedj   An oracle inequality for quasi-Bayesian
                                  nonnegative matrix factorization . . . . 55--67
                 A. M. Fall and   
                   G. S. Lo and   
              A. Adekpedjou and   
                   C. H. Ndiaye   A supermartingale argument for
                                  characterizing the functional Hill
                                  process weak law for small parameters    68--80

Mathematical Methods of Statistics
Volume 26, Number 2, April, 2017

                  H. Masuda and   
                     Y. Shimizu   Moment convergence in regularized
                                  estimation under multiple and
                                  mixed-rates asymptotics  . . . . . . . . 81--110
                J. Dedecker and   
                  G. Sauli\`ere   The Mann--Whitney $U$-statistic for $
                                  \alpha $-dependent sequences . . . . . . 111--133
                T. Kubokawa and   
         É. Marchand and   
              W. E. Strawderman   A unified approach to estimation of
                                  noncentrality parameters, the multiple
                                  correlation coefficient, and mixture
                                  models . . . . . . . . . . . . . . . . . 134--148
          T. F. Móri and   
           G.-J. Székely   Representations by uncorrelated random
                                  variables  . . . . . . . . . . . . . . . 149--153
                   A. A. Zinger   On unlinking of continuous statistics of
                                  normal sample  . . . . . . . . . . . . . 154--158

Mathematical Methods of Statistics
Volume 26, Number 3, July, 2017

              S. K. Bar-Lev and   
               C. C. Kokonendji   On the mean value parametrization of
                                  natural exponential families --- a
                                  revisited review . . . . . . . . . . . . 159--175
                  A. Schick and   
                         Y. Zhu   Efficient estimation of the error
                                  distribution in a varying coefficient
                                  regression model . . . . . . . . . . . . 176--195
                    G. M. Nkiet   Asymptotic theory of multiple-set linear
                                  canonical analysis . . . . . . . . . . . 196--211
               L. Al-Labadi and   
                    M. Zarepour   Two-sample Kolmogorov--Smirnov test
                                  using a Bayesian nonparametric approach  212--225
                L. K. Patra and   
                       S. Kumar   Classes of improved estimators for
                                  parameters of a Pareto distribution  . . 226--235

Mathematical Methods of Statistics
Volume 26, Number 4, October, 2017

                   F. Comte and   
                       G. Mabon   Laguerre deconvolution with unknown
                                  matrix operator  . . . . . . . . . . . . 237--266
                N. Gribkova and   
                     R. Zitikis   Statistical foundations for assessing
                                  the difference between the classical and
                                  weighted-Gini betas  . . . . . . . . . . 267--281
                 C. Marteau and   
                  Th. Sapatinas   Minimax signal detection under weak
                                  noise assumptions  . . . . . . . . . . . 282--298
               T. von Rosen and   
                   D. von Rosen   On estimation in some reduced rank
                                  extended growth curve models . . . . . . 299--310
            N. Balakrishnan and   
               G. Barmalzan and   
                      S. Kosari   On joint weak reversed hazard rate order
                                  under symmetric copulas  . . . . . . . . 311--318


Mathematical Methods of Statistics
Volume 27, Number 1, January, 2018

                 O.-A. Maillard   Boundary Crossing Probabilities for
                                  General Exponential Families . . . . . . 1--31
                      T. Nagler   Asymptotic Analysis of the Jittering
                                  Kernel Density Estimator . . . . . . . . 32--46
              H. M. Barakat and   
          M. A. Abd Elgawad and   
                     H. Qin and   
                         T. Yan   Limit Theory of Bivariate Generalized
                                  Order Statistics with Random Sample Size 47--59
               S. Molchanov and   
                   Z. Zhang and   
                       L. Zheng   Entropic Moments and Domains of
                                  Attraction on Countable Alphabets  . . . 60--70
                 Ming-Tien Tsai   On the Maximum Likelihood Estimation of
                                  a Covariance Matrix  . . . . . . . . . . 71--82

Mathematical Methods of Statistics
Volume 27, Number 2, April, 2018

                    L. Chen and   
                 Y. Davydov and   
                N. Gribkova and   
                     R. Zitikis   Estimating the Index of Increase via
                                  Balancing Deterministic and Random Data  83--102
              Yu. S. Kharin and   
             V. A. Voloshko and   
                   E. A. Medved   Statistical Estimation of Parameters for
                                  Binary Conditionally Nonlinear
                                  Autoregressive Time Series . . . . . . . 103--118
                F. Pro\"\ia and   
                     M. Soltane   A Test of Correlation in the Random
                                  Coefficients of an Autoregressive
                                  Process  . . . . . . . . . . . . . . . . 119--144
                     T. Wiklund   The Deficiency Introduced by Resampling  145--161

Mathematical Methods of Statistics
Volume 27, Number 3, July, 2018

                E. Belitser and   
                    N. Nurushev   Local Inference by Penalization Method
                                  for Biclustering Model . . . . . . . . . 163--183
                        A. Bibi   Asymptotic Properties of QML Estimation
                                  of Multivariate Periodic CCC--GARCH
                                  Models . . . . . . . . . . . . . . . . . 184--204
                    Yu. Golubev   A Minimax Approach to
                                  Errors-in-Variables Linear Models  . . . 205--225
              D. N. Politis and   
             V. A. Vasiliev and   
            S. E. Vorobeychikov   Truncated Estimation of Ratio Statistics
                                  with Application to Heavy Tail
                                  Distributions  . . . . . . . . . . . . . 226--243

Mathematical Methods of Statistics
Volume 27, Number 4, October, 2018

                       B. Levit   On Optimal Cardinal Interpolation  . . . 245--267
                   E. Caron and   
                        S. Dede   Asymptotic Distribution of Least Squares
                                  Estimators for Linear Models with
                                  Dependent Errors: Regular Designs  . . . 268--293
               M. V. Boldin and   
                  M. N. Petriev   On the Empirical Distribution Function
                                  of Residuals in Autoregression with
                                  Outliers and Pearson's Chi-Square Type
                                  Tests  . . . . . . . . . . . . . . . . . 294--311
               B. Berckmoes and   
                 G. Molenberghs   On the Asymptotic Behavior of the
                                  Contaminated Sample Mean . . . . . . . . 312--323


Mathematical Methods of Statistics
Volume 28, Number 1, January, 2019

                  Y. Hamura and   
                    T. Kubokawa   Bayesian Predictive Distribution for a
                                  Negative Binomial Model  . . . . . . . . 1--17
                   A. Havet and   
                 M. Lerasle and   
             É. Moulines   Density Estimation for RWRE  . . . . . . 18--38
                    S. Khardani   A Semi-Parametric Mode Regression with
                                  Censored Data  . . . . . . . . . . . . . 39--56
                   M. V. Boldin   On the Power of Pearson's Test under
                                  Local Alternatives in Autoregression
                                  with Outliers  . . . . . . . . . . . . . 57--65
                     C. Joutard   A Large Deviation Approximation for
                                  Multivariate Density Functions . . . . . 66--73
                L. Klebanov and   
                 I. Volchenkova   Outliers and the Ostensibly Heavy Tails  74--81

Mathematical Methods of Statistics
Volume 28, Number 2, April, 2019

                R. M. Balan and   
                    D. Jankovic   Asymptotic Theory for Longitudinal Data
                                  with Missing Responses Adjusted by
                                  Inverse Probability Weights  . . . . . . 83--103
                   T. Kutta and   
                N. Bissantz and   
                   J. Chown and   
                       H. Dette   The Empirical Process of Residuals from
                                  an Inverse Regression  . . . . . . . . . 104--126
               A. L'Moudden and   
                  \`E. Marchand   On Predictive Density Estimation under $
                                  \alpha $-Divergence Loss . . . . . . . . 127--143
                   M. V. Boldin   On the Asymptotic Power of Tests of Fit
                                  under Local Alternatives in
                                  Autoregression . . . . . . . . . . . . . 144--154
                 G. Golubev and   
                    M. Safarian   A Multiple Hypothesis Testing Approach
                                  to Detection Changes in Distribution . . 155--167

Mathematical Methods of Statistics
Volume 28, Number 3, July, 2019

                S. Bouzebda and   
                    B. Nemouchi   Central Limit Theorems for Conditional
                                  Empirical and Conditional $U$-Processes
                                  of Stationary Mixing Sequences . . . . . 169--207
                   R. Rimal and   
                      M. Pensky   Density Deconvolution with Small Berkson
                                  Errors . . . . . . . . . . . . . . . . . 208--227
                   F. Autin and   
                 M. Clausel and   
           J.-M. Freyermuth and   
                     C. Marteau   Maxiset Point of View for Signal
                                  Detection in Inverse Problems  . . . . . 228--242

Mathematical Methods of Statistics
Volume 28, Number 4, October, 2019

                 Ming-Tien Tsai   Admissibility of Invariant Tests for
                                  Means with Covariates  . . . . . . . . . 243--261
                   A. Eberl and   
                        B. Klar   On the Skewness Order of van Zwet and
                                  Oja  . . . . . . . . . . . . . . . . . . 262--278
                   M. Overgaard   State Occupation Probabilities in
                                  Non--Markov Models . . . . . . . . . . . 279--290
                    S. Khardani   Relative Error Prediction for Twice
                                  Censored Data  . . . . . . . . . . . . . 291--306
                     I. Pinelis   An Asymptotically Optimal Transform of
                                  Pearson's Correlation Statistic  . . . . 307--318


Mathematical Methods of Statistics
Volume 29, Number 1, January, 2020

                   F. Comte and   
                   C. Duval and   
                       O. Sacko   Optimal Adaptive Estimation on $ \mathbb
                                  {R} $ or $ \mathbb {R}^+ $ of the
                                  Derivatives of a Density . . . . . . . . 1--31
               H. Halconruy and   
                       N. Marie   Kernel Selection in Nonparametric
                                  Regression . . . . . . . . . . . . . . . 32--56
                Yu. Golubev and   
                       C. Pouet   Multi-level Bayes and MAP Monotonicity
                                  Testing  . . . . . . . . . . . . . . . . 57--75
                   N. Schreuder   Bounding the Expectation of the Supremum
                                  of Empirical Processes Indexed by Hölder
                                  Classes  . . . . . . . . . . . . . . . . 76--86

Mathematical Methods of Statistics
Volume 29, Number 2, April, 2020

                 Evgenii Chzhen   Optimal Rates for Nonparametric
                                  $F$-Score Binary Classification via
                                  Post-Processing  . . . . . . . . . . . . 87--105
      Sandra Schluttenhofer and   
                   Jan Johannes   Adaptive Minimax Testing for Circular
                                  Convolution  . . . . . . . . . . . . . . 106--133

Mathematical Methods of Statistics
Volume 29, Number 3, July, 2020

           Zahra Mansourvar and   
                    Majid Asadi   On a Time Dependent Divergence Measure
                                  between Two Residual Lifetime
                                  Distributions  . . . . . . . . . . . . . 135--148
             Mahdi Tavangar and   
             Ismihan Bayramoglu   On Some Models of Ordered Random
                                  Variables and Characterizations of
                                  Distributions  . . . . . . . . . . . . . 149--158

Mathematical Methods of Statistics
Volume 29, Number 4, October, 2020

                 A. K. Melnikov   Applying the Solution for the First
                                  Multiplicity of Types Equation to
                                  Calculate Exact Approximations of the
                                  Probability Distributions of Statistical
                                  Values . . . . . . . . . . . . . . . . . 160--171
     Jean-François Dupuy   Censored Gamma Regression with Uncertain
                                  Censoring Status . . . . . . . . . . . . 172--196
                   A. L. Rukhin   Selecting an Augmented Random Effects
                                  Model  . . . . . . . . . . . . . . . . . 197--212


Mathematical Methods of Statistics
Volume 30, Number 1--2, January, 2021

              Youri Davydov and   
             Francesca Greselin   Inferential Results for a New Inequality
                                  Curve  . . . . . . . . . . . . . . . . . 1--15
        Odalric-Ambrym Maillard   Local Dvoretzky--Kiefer--Wolfowitz
                                  Confidence Bands . . . . . . . . . . . . 16--46

Mathematical Methods of Statistics
Volume 30, Number 3--4, July, 2021

                 Tomasz Rychlik   Bounds on the Expectations of
                                  $L$-statistics from Iid Symmetric
                                  Populations in Various Scale Units . . . 48--63
             Luai Al-Labadi and   
         Forough Fazeli Asl and   
                   Zahra Saberi   A Necessary Bayesian Nonparametric Test
                                  for Assessing Multivariate Normality . . 64--81


Mathematical Methods of Statistics
Volume 31, Number 1, March, 2022

            Maliheh Heidari and   
               Md Abu Manju and   
        Edwin R. van den Heuvel   D-Optimal Designs for the Mitscherlich
                                  Non-Linear Regression Function . . . . . 1--17
   Francisco J. Caro-Lopera and   
Graciela González Farías and   
                N. Balakrishnan   Matrix Variate Distribution Theory under
                                  Elliptical Models --- V: The Non-Central
                                  Wishart and Inverted Wishart
                                  Distributions  . . . . . . . . . . . . . 18--42
                 Tomasz Rychlik   Bounds on the Expectations of
                                  $L$-statistics from Iid Symmetric
                                  Populations in Various Scale Units . . . 48--63
             Luai Al-Labadi and   
         Forough Fazeli Asl and   
                   Zahra Saberi   A Necessary Bayesian Nonparametric Test
                                  for Assessing Multivariate Normality . . 64--81

Mathematical Methods of Statistics
Volume 31, Number 2, June, 2022

            Francesco Buono and   
           Maria Longobardi and   
                Franco Pellerey   Varentropy of Past Lifetimes . . . . . . 57--73
         Pierpaolo Angelini and   
                Fabrizio Maturo   Jensen's Inequality Connected with a
                                  Double Random Good . . . . . . . . . . . 74--90

Mathematical Methods of Statistics
Volume 31, Number 3, September, 2022

                Essoham Ali and   
        Mamadou Lamine Diop and   
                     Aliou Diop   Statistical Inference in a Zero-Inflated
                                  Bell Regression Model  . . . . . . . . . 91--104
       AbdelKader El Moumen and   
           Salim Benslimane and   
                  Samir Rahmani   Robbins--Monro Algorithm with \boldmath
                                  $ \psi $-Mixing Random Errors  . . . . . 105--119
              Zohreh Zamani and   
              Omid Kharazmi and   
     Narayanaswamy Balakrishnan   Information Generating Function of
                                  Record Values  . . . . . . . . . . . . . 120--133

Mathematical Methods of Statistics
Volume 31, Number 4, December, 2022

         Tchami\`e Tchazino and   
          Sophie Dabo-Niang and   
                     Aliou Diop   Tail and Quantile Estimation for
                                  Real-Valued $ \beta $-Mixing Spatial
                                  Data . . . . . . . . . . . . . . . . . . 135--164
                  Iosif Pinelis   What Intraclass Covariance Structures
                                  Can Symmetric Bernoulli Random Variables
                                  Have?  . . . . . . . . . . . . . . . . . 165--169
                   Ning Sun and   
                  Chen Yang and   
               Ricardas Zitikis   Tail Maximal Dependence in Bivariate
                                  Models: Estimation and Applications  . . 170--196


Mathematical Methods of Statistics
Volume 32, Number 1, March, 2023

                    Nazar Buzun   Gaussian Approximation for Penalized
                                  Wasserstein Barycenters  . . . . . . . . 1--26
             Salim Bouzebda and   
         Nourelhouda Taachouche   Rates of the Strong Uniform Consistency
                                  for the Kernel-Type Regression Function
                                  Estimators with General Kernels on
                                  Manifolds  . . . . . . . . . . . . . . . 27--80
      Megraoui Fatima Zohra and   
                Belaloui Soheir   Reliability Bounds of Dependent Circular
                                  Consecutive $k$-out-of-$ n \colon G$
                                  Systems  . . . . . . . . . . . . . . . . 81--87
         E. I. Abdul Sathar and   
               Veena L. Vijayan   Quantile Based Geometric Vitality
                                  Function of Order Statistics . . . . . . 88--101

Mathematical Methods of Statistics
Volume 32, Number 2, June, 2023

                    Yann Dijoux   Distributions Derived from the
                                  Continuous Iteration of the Hyperbolic
                                  Sine Function  . . . . . . . . . . . . . 103--121
               Nickos Papadatos   A Discrete Analogue of Terrell's
                                  Characterization of Rectangular
                                  Distributions  . . . . . . . . . . . . . 122--132
        Mamadou Aliou Barry and   
              El Hadji Deme and   
                   Aba Diop and   
             Solym M. Manou-Abi   Improved Estimators of Tail Index and
                                  Extreme Quantiles under Dependence
                                  Serials  . . . . . . . . . . . . . . . . 133--153

Mathematical Methods of Statistics
Volume 32, Number 3, September, 2023

                Xiangyu Han and   
                   Chuancun Yin   Multivariate Doubly Truncated Moments
                                  for a Class of Multivariate
                                  Location-Scale Mixture of Elliptical
                                  Distributions  . . . . . . . . . . . . . 155--175
               Manoj Chacko and   
                    Annie Grace   Information Generating Function of
                                  \boldmath $k$-Record Values and Its
                                  Applications . . . . . . . . . . . . . . 176--196
      F. Hosseini Shekarabi and   
                    M. Khodabin   Numerical Solution of Stochastic Mixed
                                  Volterra--Fredholm Integral Equations
                                  Driven by Space--Time Brownian Motion
                                  via Two--Dimensional Triangular
                                  Functions  . . . . . . . . . . . . . . . 197--208
                 Sam Efromovich   Sharp Lower Bound for Regression with
                                  Measurement Errors and Its Implication
                                  for Ill-Posedness of Functional
                                  Regression . . . . . . . . . . . . . . . 209--221

Mathematical Methods of Statistics
Volume 32, Number 4, December, 2023

            Maryam Ahangari and   
          Mousa Golalizadeh and   
         Zahra Rezaei Ghahroodi   Validation Data-Located Modification for
                                  the Multilevel Analysis of
                                  Miscategorized Nominal Response with
                                  Covariates Subject to Measurement Error  223--240
      Kouakou Mathias Amani and   
              Ouagnina Hili and   
    Konan Jean Geoffroy Kouakou   Statistical Inference in Marginalized
                                  Zero-inflated Poisson Regression Models
                                  with Missing Data in Covariates  . . . . 241--259
 Narayanaswamy Balakrishnan and   
         Jan Rychtár and   
                   Dewey Taylor   Estimating Sample Skewness from Sample
                                  Data Summaries and Associated Evaluation
                                  of Normality . . . . . . . . . . . . . . 260--273