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Volume 1, Number 1, December, 1992D. A. Stephens and A. F. M. Smith Sampling-resampling techniques for the computation of posterior densities in normal means problems . . . . . . . . . 1--18 Housila P. Singh and R. S. Biradar Almost unbiased ratio-cum-product estimators for the finite population mean . . . . . . . . . . . . . . . . . . 19--29 Julián de la Horra Using the prior mean of a nuisance parameter . . . . . . . . . . . . . . . 31--38 B. Sanso and L. R. Pericchi Near ignorance classes of log-concave priors for the location model . . . . . 39--46 E. K. Al-Hussaini and M. A. M. A. Mousa and Z. F. Jaheen Estimation under the Burr type XII failure model based on censored data: a comparative study . . . . . . . . . . . 47--60 Raul Rueda A Bayesian alternative to parametric hypothesis testing . . . . . . . . . . . 61--67 David Rios-Insua Foundations for a robust theory of decision making: the simple case . . . . 69--78 Mariano Ruiz Espejo and Mercedes Ruiz Espejo Equilibrated strategy for population variance estimation . . . . . . . . . . 79--91 Arup Ganguly and Nand Kishore Singh and Haren Choudhuri and Samir K. Bhattacharya Bayesian estimation of the Gini index for the PID . . . . . . . . . . . . . . 93--104 Ann F. S. Mitchell Estimative and predictive distances . . 105--121 A. Quintela del Río and J. M. Vilar Fernández A local cross-validation algorithm for dependent data . . . . . . . . . . . . . 123--153
Joseph B. Kadane and Javier Girón and Daniel Peña and Peter Fishburn and Simon French and D. V. Lindley and Giovanni Parmigiani and Robert L. Winkler Several Bayesians: a review . . . . . . 1--32 R. Dennis Cook and Nate Wetzel and José D. Bermúdez and J. De La Horra and Frank Critchley and Michael Lavine and Ker-Chau Li and R. E. McCulloch and Sally C. Morton and X. Shen and Sanford Weisberg and S. Zacks Exploring regression structure with graphics . . . . . . . . . . . . . . . . 33--100 Elías Moreno and Luís Raúl Pericchi Prior assessments for bands of probability measures: Empirical Bayes analysis . . . . . . . . . . . . . . . . 101--110 D. G. Nel and P. C. N. Groenewald A Bayesian approach to the multivariate Behrens--Fisher problem under the assumption of proportional covariance matrices . . . . . . . . . . . . . . . . 111--124 Christian P. Robert and Caroline Soubiran Estimation of a normal mixture model through Gibbs sampling and Prior Feedback . . . . . . . . . . . . . . . . 125--146 Dennis V. Lindley and John J. Deely Optimal allocation in stratified sampling with partial information . . . 147--160 W. González-Manteiga and R. Cao Testing the hypothesis of a general linear model using nonparametric regression estimation . . . . . . . . . 161--188 V. G. Vovk Forecasting point and continuous processes: Prequential analysis . . . . 189--217
James O. Berger and Elías Moreno and Luis Raul Pericchi and M. Jesús Bayarri and José M. Bernardo and Juan A. Cano and Julián De la Horra and Jacinto Martín and David Ríos-Insúa and Bruno Betr\`o and A. Dasgupta and Paul Gustafson and Larry Wasserman and Joseph B. Kadane and Cid Srinivasan and Michael Lavine and Anthony O'Hagan and Wolfgang Polasek and Christian P. Robert and Constantinos Goutis and Fabrizio Ruggeri and Gabriella Salinetti and Siva Sivaganesan An overview of robust Bayesian analysis 5--124 Constance van Eeden and James V. Zidek Group-Bayes estimation of the exponential mean: a preposterior analysis . . . . . . . . . . . . . . . . 125--143 M. Casalis and G. Letac Characterization of the Jorgensen set in generalized linear models . . . . . . . 145--162 Christian P. Robert and George Casella Distance weighted losses for testing and confidence set evaluation . . . . . . . 163--182 Alfonso García-Pérez Bayesian robustness of the empirical distribution . . . . . . . . . . . . . . 183--194
Henry P. Wynn and Anatoly A. Zhigljavsky and Juan Romo The theory of search from a statistical viewpoint . . . . . . . . . . . . . . . 1--45 Juan Romo The central limit theorem for empirical processes on V-C classes: A majorizing measure approach . . . . . . . . . . . . 47--72 Cinzia Carota and Fabrizio Ruggeri Robust Bayesian analysis given priors on partition sets . . . . . . . . . . . . . 73--86 Irwin Guttman and Ulrich Menzefricke Prediction based on response surface data obtained with random blocking . . . 87--99 María-Eglée Pérez An automatic and proper Bayesian estimation analysis of 2$ \times $2 contingency tables with one and two fixed margins . . . . . . . . . . . . . 101--112 Carlos Bouza The use of auxiliary information for solving non-response problems . . . . . 113--122 Célestin C. Kokonendji Exponential families with variance functions in $ \sqrt {\Delta P} (\sqrt \Delta) $: Seshadri's class: Seshadri's class . . . . . . . . . . . . . . . . . 123--172 Manuel Mendoza Asymptotic normality under transformations. A result with Bayesian applications . . . . . . . . . . . . . . 173--180 Telba Z. Irony and Carlos A. B. Pereira Motivation for the use of discrete distributions in quality assurance . . . 181--193 Max B. Mendel Operational parameters in Bayesian models . . . . . . . . . . . . . . . . . 195--206 Samir K. Bhattacharya and Nand K. Singh Bayesian prediction for business mortality analysis . . . . . . . . . . . 207--220 R. B. Arellano-Valle and H. Bolfarine and P. L. Iglesias A predictivistic interpretation of the multivariate $t$ distribution . . . . . 221--236 Josemar Rodrigues Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations . . . . . 237--246 Constance van Eeden and James V. Zidek Corrections to ``Group-Bayes estimation of the exponential mean: a preposterior analysis'' . . . . . . . . . . . . . . . 247--247
K. Ye Selection of the reference priors for a balanced random effects model . . . . . 1--17 L. Wasserman and B. Clarke Information tradeoff . . . . . . . . . . 19--38 M. Mushfiqur Rashid Robust analysis of two-way models with repeated measures on both factors . . . 39--62 A. Van Der Linde Splines from a Bayesian point of view 63--81 Y. Yang Invariance of the reference prior under reparametrization . . . . . . . . . . . 83--94 G. S. Datta and J. K. Ghosh Noninformative priors for maximal invariant parameter in group models . . 95--114 G. Bian Robust Bayesian estimators in a one-way ANOVA model . . . . . . . . . . . . . . 115--135 J. A. Vilar Kernel estimation of the regression function with random sampling times . . 137--178 Wai-Sum Chan Understanding the effect of time series outliers on sample autocorrelations . . 179--186 L. Wei and G. Trenkler Mean square error matrix superiority of Empirical Bayes Estimators under misspecification . . . . . . . . . . . . 187--205
D. R. Cox and M. J. Bayarri and M. J. Bayarri and C. M. Cuadras and José M. Bernadro and F. J. Girón and E. Moreno and N. Keiding and D. V. Lindley and L. R. Pericchi and L. Piccinato and N. Reid and N. Wermuth The relation between theory and application in statistics . . . . . . . 207--261 A. P. Dawid and M. H. DeGroot and J. Mortera and R. Cooke and S. French and C. Genest and M. J. Schervish and D. V. Lindley and K. J. McConway and R. L. Winkler Coherent combination of experts' opinions . . . . . . . . . . . . . . . . 263--313 D. S. Tracy and S. S. Osahan A partial randomized response strategy 315--321 M. Dube and V. Singh Predictive efficiency of improved estimators in restricted regression models . . . . . . . . . . . . . . . . . 323--331 M. Ghosh and B. P. Carlin and M. S. Srivastava Probability matching priors for linear calibration . . . . . . . . . . . . . . 333--357 V. M. Guerrero and J. Martínez A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data . . . . . . . . . 359--376
R. L. Winkler and Javier Muñoz and José L. Cervera and José M. Bernardo and Gail Blattenberger and Joseph B. Kadane and Dennis V. Lindley and Allan H. Murphy and Robert M. Oliver and David Ríos-Insua Scoring rules and the evaluation of probabilities . . . . . . . . . . . . . 1--60 P. García-Soidán Asymptotic expansions for statistics computed from spatial data . . . . . . . 61--76 D. Pommeret Orthogonal polynomials and natural exponential families . . . . . . . . . . 77--111 G. Trenkler and L. Wei The Bayes estimator in a misspecified linear regression model . . . . . . . . 113--123 R. Fraiman and G. Pérez-Iribarren Nonparametric conservative bands for the trend of Gaussian AR(p) models . . . . . 125--144 M. Ghosh and M-Ch. Yang Noninformative priors for the two sample normal problem . . . . . . . . . . . . . 145--157 H. Schmidli Bayesian analysis of reduced rank regression . . . . . . . . . . . . . . . 159--186 E. Gonçalves and P. Jacob and N. Mendes Lopes A new test for ARMA models with errors following a general white noise process 187--202 G. D'Epifanio Notes on a recursive procedure for point estimation . . . . . . . . . . . . . . . 203--225 D. T. Larose and D. K. Dey Weighted distributions viewed in the context of model selection: A Bayesian perspective . . . . . . . . . . . . . . 227--246 L. Wei and G. Trenkler Corrections to ``Mean square error matrix superiority of empirical Bayes estimators under misspecification . . . 247--248
George Casella and Juan Ferrándiz and Daniel Peña and David Rios Insua and José M. Bernardo and P. A. García-López and A. González and J. Berger and A. P. Dawid and Thomas J. Diciccio and Martin T. Wells and Paul Gustafson and Larry Wasserman and Edward I. George and Jun S. Liu and et al Statistical inference and Monte Carlo algorithms . . . . . . . . . . . . . . . 249--344 M. C. Jones On close relations of local likelihood density estimation . . . . . . . . . . . 345--356 A. J. Van der Merwe and J. L. Du Plessis A Bayesian approach to selection and ranking procedures: the unequal variance case . . . . . . . . . . . . . . . . . . 357--377 É. Youndjé and P. Sarda and P. Vieu Optimal smooth hazard estimates . . . . 379--394 M. Perone-Pacifico and G. Salinetti and L. Tardella Bayesian robustness on constrained density band classes . . . . . . . . . . 395--409 Christian P. Robert and Nathalie Caron Noninformative Bayesian testing and neutral Bayes factors . . . . . . . . . 411--437
E. Gutiérrez-Peña and A. F. M. Smith and José M. Bernardo and Guido Consonni and Piero Veronese and E. I. George and F. J. Girón and M. L. Martínez and G. Letac and Carl N. Morris Exponential and Bayesian conjugate families: Review and extensions . . . . 1--90 J. Andel On least-squares and na\"\ive extrapolations in a non-linear AR(1) process . . . . . . . . . . . . . . . . 91--100 A. O'Hagan Properties of intrinsic and fractional Bayes factors . . . . . . . . . . . . . 101--118 B. Sansó Simple approximations for location and ANOVA models with non-conjugate priors 119--126 C. Rueda and B. Salvador and M. A. Fernández A good property of the maximum likelihood estimator in a restricted normal model . . . . . . . . . . . . . . 127--135 Gorui Bian Bayesian inference in location-scale distributions with independent bivariate priors . . . . . . . . . . . . . . . . . 137--157 S. Ghosal Reference priors in multiparameter nonregular cases . . . . . . . . . . . . 159--186 A. Basu and S. Sarkar Robust estimation in the errors variables model via weighted likelihood estimating equations . . . . . . . . . . 187--203 S. T. B. Choy and A. F. M. Smith Hierarchical models with scale mixtures of normal distributions . . . . . . . . 205--221
Duc Devroye and J. Beirlant and R. Cao and R. Fraiman and P. Hall and M. C. Jones and Gábor Lugosi and E. Mammen and J. S. Marron and C. Sánchez-Sellero and J. de Uña and F. Udina and L. Devroye Universal smoothing factor selection in density estimation: theory and practice 223--320 Ming-Hui Chen and Qi-Man Shao Performance study of marginal posterior density estimation via Kullback--Leibler divergence . . . . . . . . . . . . . . . 321--350 H. M. Barakat On the continuation of the limit distributions of the extreme and central terms of a sample . . . . . . . . . . . 351--368 B. D. Bunday and S. M. Husnain Bokhari and K. H. Khan A new algorithm for the normal distribution function . . . . . . . . . 369--377 T. Cipra and R. Romera Kalman filter with outliers and missing observations . . . . . . . . . . . . . . 379--395 I. Llatas and A. J. Quiroz and J. M. Renóm A fast permutation-based algorithm for block clustering . . . . . . . . . . . . 397--418 A. K. Srivastava and Shalabh Asymptotic efficiency properties of least squares in an ultrastructural model . . . . . . . . . . . . . . . . . 419--431 Dirk Bültel Correction to ``Foundations for a Robust Theory of Decision Making: the Simple Case'' by David Ríos--Insua . . . . . . . 433--435
Nozer D. Singpurwalla and G. Box and D. R. Cox and D. K. Dey and A. Fries and J. K. Ghosh and M. A. Gómez-Villegas and T. Z. Irony and W. Kliemann and S. Kotz and D. V. Lindley and M. F. McGrath and D. Peña and N. D. Singpurwalla The stochastic control of process capability indices . . . . . . . . . . . 1--74 Holger R. Scholl Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffreys' prior . . . . . . . . . . . . . . . . . 75--94 Angelo Efoévi Koudou Lancaster bivariate probability distributions with Poisson, negative binomial and gamma margins . . . . . . . 95--110 Paolo Giudici and Maura Mezzetti Nonparametric estimation of survival functions by means of partial exchangeability structures . . . . . . . 111--132 Cinzia Carota and Giovanni Parmigiani A Dirichlet process elaboration diagnostic for binomial goodness of fit 133--145 Anne Philippe and Christian P. Robert A note on the confidence properties of reference priors for the calibration model . . . . . . . . . . . . . . . . . 147--160 M. T. Rabena Deriving Reference Decisions . . . . . . 161--177 Carmen Fernández and Mark F. J. Steel Reference priors for non-Normal two-sample problems . . . . . . . . . . 179--205 Miguel A. Gómez-Villegas and Luis Sanz Reconciling Bayesian and frequentist evidence in the point null testing problem . . . . . . . . . . . . . . . . 207--216
Kanti V. Mardia and Colin Goodall and Edwin J. Redfern and Francisco J. Alonso The Kriged Kalman filter . . . . . . . . 217--282 José M. Angulo and N. Cressie and C. K. Wikle and P. García Soidán and M. Febrero Bande and C. A. Glasbey and John T. Kent and Ana F. Militino and Michael L. Stein Discussion . . . . . . . . . . . . . . . 283--285 M. Y. Wong and D. R. Cox A note on the robust interpretation of regression coefficients . . . . . . . . 287--294 Dragan Radulovi\'c On the subsample bootstrap variance estimation . . . . . . . . . . . . . . . 295--306 Pilar L. Iglesias and Carlos A. B. Pereira and Nelson I. Tanaka Characterizations of multivariate spherical distributions in $ l_\infty $-norm . . . . . . . . . . . . . . . . . 307--324 Dipak K. Dey and Alan E. Gelfand and Tim B. Swartz and Pantelis K. Vlachos A simulation-intensive approach for checking hierarchical models . . . . . . 325--346 Isabel Ortiz and Carmelo Rodríguez Optimal designs with respect to Elfving's partial minimax criterion for heteroscedastic polynomial regression 347--360 Kazuhiro Ohtani An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression . . . . . 361--376 Barry C. Arnold and D. V. Gokhale Distributions most nearly compatible with given families of conditional distributions . . . . . . . . . . . . . 377--390 Dhafer Malouche Natural exponential families associated to Pick functions . . . . . . . . . . . 391--412 M. C. Jones and S. K. Vines Choosing the smoothing parameter for unordered multinomial data . . . . . . . 413--426 F. Javier Girón and Elías Moreno A note on an assertion by E. Gutiérrez--Peña and A. F. M. Smith (\booktitleTest, 1997, p. 87) . . . . . 427--429
N. Locantore and J. S. Marron and D. G. Simpson and N. Tripoli and J. T. Zhang and K. L. Cohen and Graciela Boente and Ricardo Fraiman and Babette Brumback and Christophe Croux and Jianqing Fan and Alois Kneip and John I. Marden and Daniel Peña and Javier Prieto and et al Robust principal component analysis for functional data . . . . . . . . . . . . 1--73 Ulrich Menzefricke Bayesian prediction in growth-curve models with correlated errors . . . . . 75--93 Ricardo Cao An overview of bootstrap methods for estimating and predicting in time series 95--116 Julián De La Horra and María Teresa Rodríguez-Bernal The posterior predictive $p$-value for the problem of goodness of fit . . . . . 117--128 Christophe Abraham and Jean-Pierre Daur\`es Analytic approximation of the interval of Bayes actions derived from a class of loss functions . . . . . . . . . . . . . 129--145 Petros Hadjicostas and Scott M. Berry Improper and proper posteriors with improper priors in a Poisson-gamma hierarchical model . . . . . . . . . . . 147--166 Zhelin Yang Estimating a transformation and its effect on Box--Cox $T$-ratio . . . . . . 167--190 Helena Ferreira Limit distributions for point processes of exceedances of random levels . . . . 191--200 Vicente Núñez-Antón and Juan M. Rodríguez-Póo and Philippe Vieu Longitudinal data with nonstationary errors: a nonparametric three-stage approach . . . . . . . . . . . . . . . . 201--231 Ana M. Aguilera and Francisco A. Ocaña and Mariano J. Valderrama Forecasting with unequally spaced data by a functional principal component approach . . . . . . . . . . . . . . . . 233--253
Ricardo Fraiman and Jean Meloche and Luis A. García-Escudero and Alfonso Gordaliza and Xuming He and Ricardo Maronna and Víctor J. Yohai and Simon J. Sheather and Joseph W. McKean and Christopher G. Small and Andrew Wood and R. Fraiman and Jean Meloche Multivariate L-estimation . . . . . . . 255--317 Cesáreo Villegas and Camilo J. Martínez On the concepts of admissibility and coherence . . . . . . . . . . . . . . . 319--338 Jacek Osiewalski Bayesian analysis of nonlinear regression with equicorrelated elliptical errors . . . . . . . . . . . 339--344 Jesús A. Miguel and Pilar Olave Bootstrapping forecast intervals in ARCH models . . . . . . . . . . . . . . . . . 345--364 Javier Hidalgo Nonparametric tests for model selection with time series data . . . . . . . . . 365--398 Arjun K. Gupta and Jacek Wesolowski Discrete uniform mixtures via posterior means . . . . . . . . . . . . . . . . . 399--409 Madhulika Dube Mixed regression estimator under inclusion of some superfluous variables 411--417 Stefan Sperlich and Oliver B. Linton and Wolfgang Härdle Integration and backfitting methods in additive models-finite sample properties and comparison . . . . . . . . . . . . . 419--458 Víctor M. Guerrero and Fabio H. Nieto Temporal and contemporaneous disaggregation of multiple economic time series . . . . . . . . . . . . . . . . . 459--489
Eustasio del Barrio and Juan A. Cuesta-Albertos and Carlos Matrán and Sándor Csörgö and Carles M. Cuadras and Tertius de Wet and Evarist Giné and Richard Lockhart and Axel Munk and Winfried Stute Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests . . . . . . . . . 1--96 Noel Veraverbeke and Carmen Cadarso-Suárez Estimation of the conditional distribution in a conditional Koziol--Green model . . . . . . . . . . 97--122 Zhenlin Yang A new statistic for regression transformation . . . . . . . . . . . . . 123--131 Patrizia Berti and Lorenzo Fattorini and Pietro Rigo Eliminating nuisance parameters: two characterizations . . . . . . . . . . . 133--148 Manuel Mendoza and Eduardo Gutiérrez-Peña Bayesian conjugate analysis of the Galton--Watson process . . . . . . . . . 149--171 Domingo Morales and Leandro Pardo New smooth test statistics of goodness-of-fit for categorized composite null hypotheses . . . . . . . 173--190 Daniel R. Eno and Keying Ye Bayesian reference prior analysis for polynomial calibration models . . . . . 191--208 Juan M. Vilar-Fernández and José A. Vilar-Fernández Recursive local polynomial regression under dependence conditions . . . . . . 209--232 Carmen Anido and Teófilo Valdés An iterative estimating procedure for probit-type nonresponse models in surveys with call backs . . . . . . . . 233--253 Juan A. Gil and Daniel Peña and Julio Rodríguez Statistical research in Europe: 1985-1997 . . . . . . . . . . . . . . . 255--281
Gérard Kerkyacharian and Dominique Picard and Lucien Birgé and Peter Hall and Oleg Lepski and Enno Mammen and Alexandre Tsybakov and G. Kerkyacharian and D. Picard Thresholding algorithms, maxisets and well-concentrated bases . . . . . . . . 283--344 M. Mercedes Suárez-Rancel and Miguel A. González-Sierra Local and deletion diagnostic . . . . . 345--352 Rafael Pérez-Ocón and J. Eloy Ruiz-Castro and M. Luz Gámiz-Pérez Markov models with lognormal transition rates in the analysis of survival times 353--370 Alex Karagrigoriou Asymptotically efficient order selection in nonstationary AR processes . . . . . 371--391 Carmen Anido and Teófilo Valdés and Carlos Rivero Modal iterative estimation in linear models with unimodal errors and non-grouped and grouped data collected from different sources . . . . . . . . . 393--416 Stefanie Biedermann and Holger Dette Testing linearity of regression models with dependent errors by kernel based methods . . . . . . . . . . . . . . . . 417--438 M. Graça Temido Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences . . . . . . . . . . . 439--453 José A. Moler and Fernando Plo and Miguel San Miguel Minimal quasi-stationary distributions under null $R$-recurrence . . . . . . . 455--470 Mohamed Mahmoud and Nahed A. Mokhlis and Sahar A. N. Ibrahim Assessing the error in bootstrap estimates with dependent data . . . . . 471--486 Efstathios Paparoditis and Dimitris N. Politis Large-sample inference in the general AR(1) model . . . . . . . . . . . . . . 487--509
Dale L. Zimmerman and Vicente Núñez-Antón and Timothy G. Gregoire and Oliver Schabenberger and Jeffrey D. Hart and Michael G. Kenward and Geert Molenberghs and Geert Verbeke and Mohsen Pourahmadi and Philippe Vieu and Dela L. Zimmerman and Vicente Núñez-Antón and Timothy G. Gregoire and Oliver Schabenberger and Jeffrey D. Hart and et al Parametric modelling of growth curve data: an overview . . . . . . . . . . . 1--73 Julián de la Horra and M. Teresa Rodriguez-Bernal Posterior predictive $p$-values: what they are and what they are not . . . . . 75--86 Alessandro Manzotti and Adolfo J. Quiroz Spherical harmonics in quadratic forms for testing multivariate normality . . . 87--104 B. L. S. Prakasa Rao Cramer-Rao type integral inequalities for general loss functions . . . . . . . 105--120 Fernando López-Blázquez and Jack Wesolowski Discrete distributions for which the regression of the first record on the second is linear . . . . . . . . . . . . 121--131 José A. Díaz-García and Ramón Gutiérrez-Jaimez The expected value of zonal polynomials 133--145 Claudio G. Borroni Some notes about nonparametric tests for the equality of two populations . . . . 147--159 Juan M. Rodríguez-Poo and Oliver Linton Nonparametric factor analysis of residual time series . . . . . . . . . . 161--182 M. Ángeles Gil and M. Teresa López-García and M. Asunción Lubiano and Manuel Montenegro Regression and correlation analyses of a linear relation between random intervals 183--201 M. Isabel Fraga Alves Weiss-Hill estimator . . . . . . . . . . 203--224
Tsai-Hung Fan Noninformative Bayesian estimation for the optimum in a single factor quadratic response model . . . . . . . . . . . . . 225--240 Raúl Jiménz and Yongzhao Shao On robustness and efficiency of minimum divergence estimators . . . . . . . . . 241--248 Domingo Morales and Leandro Pardo Some approximations to power functions of $ \varphi $-divergence tests in parametric models . . . . . . . . . . . 249--269 Gilles R. Ducharme Goodness-of-fit tests for the inverse Gaussian and related distributions . . . 271--290 M. Regina Madruga and Luis G. Esteves and Sergio Wechsler On the Bayesianity of pereira-stern tests . . . . . . . . . . . . . . . . . 291--299 Shalabh Least squares estimators in measurement error models under the balanced loss function . . . . . . . . . . . . . . . . 301--308 José A. Cristóbal and José T. Alcalá An overview of nonparametric contributions to the problem of functional estimation from biased data 309--332 Germán Aneiros and Alejandro Quintela Asymptotic properties in partial linear models under dependence . . . . . . . . 333--355 Ramón Gutiérrez and Patrica Román and Francisco Torres Inference on some parametric functions in the univeriate lognormal diffusion process with exogenous factors . . . . . 357--373 Getachew A. Dagne Bayesian transformed models for small area estimation . . . . . . . . . . . . 375--391 Winfried Stute Residual analysis for $ {\rm ARCH}(p) $-time series . . . . . . . . . . . . . 393--403 Ricardo Vélez A new approach to series of independent random variables . . . . . . . . . . . . 405--418 Ricardo Fraiman and Graciela Muniz Trimmed means for functional data . . . 419--440 Reiko Aoki and Hereno Bolfarine and Julio M. Singer Null intercept measurement error regression models . . . . . . . . . . . 441--457
Barry C. Arnold and Robert J. Beaver and A. Azzalini and N. Balakrishnan and A. Bhaumik and D. K. Dey and C. M. Cuadras and J. M. Sarabia and Barry C. Arnold and Robert J. Beaver Skewed multivariate models related to hidden truncation and/or selective reporting . . . . . . . . . . . . . . . 7--54 Osnat Stramer and Yu-Jau Lin On inference for threshold autoregressive models . . . . . . . . . 55--71 José A. Mayor Optimal cluster selection probabilities to estimate the finite population distribution function under PPS cluster sampling . . . . . . . . . . . . . . . . 73--88 T. de Wet Goodness-of-fit tests for location and scale families based on a weighted $ L_2 $--Wasserstein distance measure . . . . 89--107 Jacobo de Uña-Álvarez Product-limit estimation for length-biased censored data . . . . . . 109--125 Yu-Ling Tseng Optimal confidence sets for testing average bioequivalence . . . . . . . . . 127--141 Miquel Calvo and Angel Villarroya and Josep M. Oller A biplot method for multivariate normal populations with unequal covariance matrices . . . . . . . . . . . . . . . . 143--165 Robert T. Clemen Incentive contrats and strictly proper scoring rules . . . . . . . . . . . . . 167--189 Jan Beirlant and Alain Berlinet and Gérard Biau and Igor Vajda Divergence-type errors of smooth Barron-type density estimators . . . . . 191--217 Sándor Csörgö Weighted correlation tests for scale families . . . . . . . . . . . . . . . . 219--248
Mark E. Irwin and Noel Cressie and Gardar Johannesson Spatial-temporal nonlinear filtering based on hierarchical statistical models 249--302 Malini Iyengar and Dipak K. Dey A semiparametric model for compositional data analysis in presence of covariates on the simplex . . . . . . . . . . . . . 303--315 Frédéric Ferraty and Aldo Goia and Philippe Vieu Functional nonparametric model for time series: a fractal approach for dimension reduction . . . . . . . . . . . . . . . 317--344 Frederico Caeiro and M. Ivette Gomes A class of asymptotically unbiased semi-parametric estimators of the tail index . . . . . . . . . . . . . . . . . 345--364 Rosangela Helena Loschi and Pilar Loreto Iglesias and Rinaldo Boris Arellano-Valle Conditioning on uncertain event: Extensions to Bayesian inference . . . . 365--383 Raúl P. Mentz and Carlos I. Martínez Robust estimation in time series . . . . 385--404 J. Montanero and A. Nogales and J. A. Oyola and P. Pérez Exhaustivity, completeness and almost invariance . . . . . . . . . . . . . . . 405--411 Cesareo Villegas and Tim Swartz and Carmillo Martínez On the probability of a model . . . . . 413--438 Juan M. Vilar Fernández and Mario Francisco Fernández Local polynomial regression smoothers with AR-error structure . . . . . . . . 439--464 Miguel A. Arcones Moderate deviations for M-estimators . . 465--500
Youngchao Ge and Sandrine Dudoit and Terence P. Speed Resampling-based multiple testing for microarray data analysis . . . . . . . . 1--77 Essam K. Al-Hussaini and Abd El-Baset A. Ahmad On Bayesian interval prediction of future records . . . . . . . . . . . . . 79--99 Shaul K. Bar-Lev and Elizabeta Bobovich and Benzion Boukai A common conjugate prior structure for several randomized response models . . . 101--113 Irwin Guttman and Ulrich Menzefricke Posterior distributions for functions of variance components . . . . . . . . . . 115--123 Mario Lefebvre First-passage problems for degenerate two-dimensional diffusion processes . . 125--139 Kung-Jong Lui and William G. Cumberland Power and sample size calculation for 2$ \times $2 tables under multinomial sampling with random loss . . . . . . . 141--152 Fernando Magalhães and Iran R. Dunsmore Predicting the number of accidents at a road junction . . . . . . . . . . . . . 153--172 Jacinto Martín and David Ríos Insua and Fabrizio Ruggeri Joint sensitivity in Bayesian decision theory . . . . . . . . . . . . . . . . . 173--194 María José Presno and Anna Jusés López Testing for stationarity in series with a shift in the mean. A Fredholm approach 195--213 Tomás Prieto Rumeau Statistical inference for a finite optimal stopping problem with unknown transition probabilities . . . . . . . . 215--239 Luis J. Rodríguez-Muñiz and Miguel López-Díaz and M. Ángeles Gil Differentiating random upper semicontinuous functions under the integral sign . . . . . . . . . . . . . 241--258 P. de Zea Bermudez and M. A. Amaral Turkman Bayesian approach to parameter estimation of the generalized Pareto distribution . . . . . . . . . . . . . . 259--277
Judea Pearl Statistics and causal inference: a review . . . . . . . . . . . . . . . . . 281--345 Eduardo Beamonte and José D. Bermúdez A Bayesian semiparametric analysis for additive Hazard models with censored observations . . . . . . . . . . . . . . 347--363 M. Mar Fenoy and Pilar Ibarrola Sufficiency in sequentially planned decision procedures . . . . . . . . . . 365--384 Alfonso García-Pérez Von Mises approximation of the critical value of a test . . . . . . . . . . . . 385--411 Zeinhum F. Jaheen Bayesian prediction under a mixture of two-component Gompertz lifetime model 413--426 Fermín Mallor and Javier Santos Reliability of systems subject to shocks with a stochastic dependence for the damages . . . . . . . . . . . . . . . . 427--444 Ana F. Militino and M. Blanca Palacios and M. Dolores Ugarte Robust trend parameters in a multivariate spatial linear model . . . 445--457 J. Rodríguez and A. Conde and A. J. Sáez and M. J. Olmo On discrete multivariate distributions symmetric in frequencies . . . . . . . . 459--480 M. del Mar Rueda and Antonio Arcos and M. Dolores Martínez Difference estimators of quantiles in finite populations . . . . . . . . . . . 481--496 Trevor J. Sweeting and Samer A. Kharroubi Some new formulae for posterior expectations and Bartlett corrections 497--521
M. C. Jones Families of distributions arising from distributions of order statistics . . . 1--43 Isabel M. S. Pereira and M. Antonia Amaral-Turkman Bayesian prediction in threshold autoregressive models with exponential white noise . . . . . . . . . . . . . . 45--64 G. Aulogiaris and K. Zografos A maximum entropy characterization of symmetric Kotz type and Burr multivariate distributions . . . . . . . 65--83 Angelika van der Linde On the association between a random parameter and an observable . . . . . . 85--111 M. João Martins and M. Ivette Gopmes and M. Manuela Neves Averages of Hill estimators . . . . . . 113--128 Luc Devroye and Gábor Lugosi Bin width selection in multivariate histograms by the combinatorial method 129--145 Dragan Radulovi\'c Renewal type bootstrap for Markov chains 147--192 Gian Luigi Albano and Frédéric Jouneau-Sion Bayesian inference in repeated English auctions . . . . . . . . . . . . . . . . 193--211 Vincent Rivoirard Thresholding procedure with priors based on Pareto distributions . . . . . . . . 213--246 N. Balakrishnan and A. J. Quiroz A procedure for outlier identification in data sets from continuous distributions . . . . . . . . . . . . . 247--262
Alan E. Gelfand and Alexandra M. Schmidt and Sudipto Banerjee and C. F. Sirmans Nonstationary multivariate process modeling through spatially varying coregionalization . . . . . . . . . . . 263--312 Parminder Singh and A. N. Gill Some multiple comparisons using sample quasi ranges on censored data . . . . . 313--334 Christian Genest and Bruno Rémillard Test of independence and randomness based on the empirical copula process 335--369 Luiz K. Hotta and Pedro L. Valls Pereira and Rissa Ota Effect of outliers on forecasting temporally aggregated flow variables . . 371--402 Arturo J. Fernández One- and two-sample prediction based on doubly censored exponential data and prior information . . . . . . . . . . . 403--416 Rosaura Fernández-Pascual and María D. Ruiz-Medina and Jose M. Angulo Wavelet-based functional reconstruction and extrapolation of fractional random fields . . . . . . . . . . . . . . . . . 417--444 Juan Antonio Cano and Mathieu Kessler and Elías Moreno On intrinsic priors for nonnested models 445--463 Miguel González and Rodrigo Martínez and Inés del Puerto Nonparametric estimation of the offspring distribution and the mean for a controlled branching process . . . . . 465--479 Manuel Molina and Manuel Mota and Alfonso Ramos Limiting behaviour for superadditive bisexual Galton--Watson processes in varying environments . . . . . . . . . . 481--499 Ramesh C. Gupta and Rameshwar D. Gupta Generalized skew normal model . . . . . 501--524 Gusztáv Morvai and Benjamin Weiss Intermittent estimation of stationary time series . . . . . . . . . . . . . . 525--542
Ivy Liu and Alan Agresti The analysis of ordered categorical data: an overview and a survey of recent developments . . . . . . . . . . . . . . 1--73 Djamal Louani Uniform $ L_1 $-distance large deviations in nonparametric density estimation . . . . . . . . . . . . . . . 75--98 A. Martín Andrés and M. J. Sánchez Quevedo and J. M. Tapia García and A. Silva-Mato On the validity condition of the chi-squared test in 2$ \times $2 tables 99--128 Aysen D. Akkaya and Moti L. Tiku Robust estimation and hypothesis testing under short-tailedness and inliers . . . 129--150 Tomás Hobza and Isabel Molina and Igor Vajda On convergence of Fisher informations in continuous models with quantized observations . . . . . . . . . . . . . . 151--179 Elías Moreno Objective Bayesian methods for one-sided testing . . . . . . . . . . . . . . . . 181--198 Miguel González and Rodrigo Martínez and Iné del Puerto Estimation of the variance for a controlled branching process . . . . . . 199--213 Tomás Prieto-Rumeau Central limit theorem for the estimator of the value of an optimal stopping problem . . . . . . . . . . . . . . . . 215--237 Pilar Ibarrola and Ricardo Vélez Multi-armed Bandit processes with optimal selection of the operating times 239--255 Ricardo Cao and Paul Janssen and Noël Veraverbeke Relative hazard rate estimation for right censored and left truncated data 257--280 Miguel A. Arcones Convergence of the optimal $M$-estimator over a parametric family of $M$-estimators . . . . . . . . . . . . . 281--315
José M. Bernardo Intrinsic credible regions: an objective Bayesian approach to interval estimation 317--384 H. Toutenburg and Shalabh Estimation of regression coefficients subject to exact linear restrictions when some observations are missing and quadratic error balanced loss function is used . . . . . . . . . . . . . . . . 385--396 Antonia Castaño-Martínez and Fernando López-Blázquez Distribution of a sum of weighted noncentral chi-square variables . . . . 397--415 Alejandra Cabaña and Adolfo J. Quiroz Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions 417--431 A. P. Martins and H. Ferreira The multivariate extremal index and the dependence structure of a multivariate extreme value distribution . . . . . . . 433--448 Pierre Duchesne On the asymptotic distribution of residual autocovariances in VARX models with applications . . . . . . . . . . . 449--473 José A. Díaz-García and Ramón Gutiérrez-Jáimez Functions of singular random matrices with applications . . . . . . . . . . . 475--487 Ming Yuan Semiparametric censorship model with covariates . . . . . . . . . . . . . . . 489--514 M. Dolores Jiménez-Gamero and Juan Luis Moreno-Rebollo and Juan M. Muñoz-Pichardo and Ana M. Muñoz-Reyes Influence diagnostics in regression with complex designs through conditional bias 515--542 Bernhard Klar Tests for exponentiality against the $M$ and LM--Classes of life distributions 543--565 Hyungtae Hwang and Beongsoo So and Yongdai Kim On limiting posterior distributions . . 567--580
Jiming Jiang and P. Lahiri Mixed model prediction and small area estimation . . . . . . . . . . . . . . . 1--96 Heliton R. Tavares and Dalton F. Andrade Item response theory for longitudinal data: Item and population ability parameters estimation . . . . . . . . . 97--123 C. Andy Tsao A note on Lindley's paradox . . . . . . 125--139 Jin Zhang and Keming Yu The null distribution of the likelihood-ratio test for one or two outliers in a normal sample . . . . . . 141--150 Miguel A. Arcones and Hengjian Cui and Yijun Zuo Empirical depth processes . . . . . . . 151--177 Miguel A. Arranz and Alvaro Escribano Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test . . . . . . . . . . . . . . . . 179--208 M. Ruiz Espejo and M. Delgado Pineda and H. P. Singh Postgrouped sampling method of estimation . . . . . . . . . . . . . . . 209--226 Michael P. Wiper and Simon P. Wilson A Bayesian analysis of beta testing . . 227--255 E. M. Nigm Bootstrapping extremes of random variables under power normalization . . 257--269
Peter J. Bickel and Bo Li and Alexandre B. Tsybakov and Sara A. van de Geer and Bin Yu and Teófilo Valdés and Carlos Rivero and Jianqing Fan and Aad van der Vaart Regularization in statistics . . . . . . 271--344 E. Gómez-Déniz and F. J. Vázquez-Polo and J. M. Pérez A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework . . . . . . . . . . . 345--359 Saralees Nadarajah and Samuel Kotz A generalized Planck distribution . . . 361--374 M. Ivette Gomes and Fernanda Figueiredo Bias reduction in risk modelling: Semi-parametric quantile estimation . . 375--396 Rafael Rumí and Antonio Salmerón and Serafín Moral Estimating mixtures of truncated exponentials in hybrid Bayesian networks 397--421 Jean-Yves Dauxois and Pierre Druilhet and Denys Pommeret A Bayesian choice between Poisson, binomial and negative binomial models 423--432 Volker Krätschmer Integrals of random fuzzy sets . . . . . 433--469 Jorge Navarro and José M. Ruiz and Carlos J. Sandoval Reliability properties of systems with exchangeable components and exponential conditional distributions . . . . . . . 471--484 Subir Ghosh and Yun Shen Comparison of designs in presence of a possible correlation in observations . . 485--504 Alberto Luceno and Antonio S. Cofiño The random intrinsic fast initial response of two-sided CUSUM charts . . . 505--524
Cheng Hsiao Panel data analysis --- advantages and challenges . . . . . . . . . . . . . . . 1--22 Manuel Arellano Comments on: ``Panel data analysis --- advantages and challenges'' . . . . . . 23--27 Badi H. Baltagi Comments on: ``Panel data analysis --- advantages and challenges'' . . . . . . 28--30 Robin C. Sickles Comments on: ``Panel data analysis --- advantages and challenges'' . . . . . . 31--32 Tom Wansbeek and Erik Meijer Comments on: ``Panel data analysis --- advantages and challenges'' . . . . . . 33--36 Jacques Mairesse Comments on: ``Panel data analysis --- advantages and challenges'' . . . . . . 37--41 Marc Nerlove Comments on: ``Panel data analysis --- advantages and challenges'' . . . . . . 42--46 Byeong U. Park and Seuck Heun Song Comments on: ``Panel data analysis --- advantages and challenges'' . . . . . . 47--51 Yongcheol Shin Comments on: ``Panel data analysis --- advantages and challenges'' . . . . . . 52--55 Cheng Hsiao Rejoinder on: ``Panel data analysis --- advantages and challenges'' . . . . . . 56--57 Temesgen Zewotir and Jacky S. Galpin A unified approach on residuals, leverages and outliers in the linear mixed model . . . . . . . . . . . . . . 58--75 Gauss M. Cordeiro and Lúcia P. Barroso A third-order bias corrected estimate in generalized linear models . . . . . . . 76--89 Ghislaine Gayraud and Judith Rousseau Consistency results on nonparametric Bayesian estimation of level sets using spatial priors . . . . . . . . . . . . . 90--108 Patrice Bertail and Stéphan Clémençon Second-order properties of regeneration-based bootstrap for atomic Markov chains . . . . . . . . . . . . . 109--122 J. M. Vilar-Fernández and J. A. Vilar-Fernández and W. González-Manteiga Bootstrap tests for nonparametric comparison of regression curves with dependent errors . . . . . . . . . . . . 123--144 Chen-Pin Wang and Malay Ghosh Change-point diagnostics in competing risks models: Two posterior predictive $p$-value approaches . . . . . . . . . . 145--171 D. Moreno-Roldán and J. M. Muñoz-Pichardo and A. Enguix-González Influence diagnostics in multiple discriminant analysis . . . . . . . . . 172--187 Stephen G. Walker and Eduardo Gutiérrez-Peña Bayesian parametric inference in a nonparametric framework . . . . . . . . 188--197 M. F. Al-Saleh and H. M. Samawi A note on inclusion probability in ranked set sampling and some of its variations . . . . . . . . . . . . . . . 198--209
N. Balakrishnan Progressive censoring methodology: an appraisal . . . . . . . . . . . . . . . 211--259 Haikady N. Nagaraja Comments on: ``Progressive censoring methodology: an appraisal'' . . . . . . 260--261 Anna Dembi\'nska Comments on: ``Progressive censoring methodology: an appraisal'' . . . . . . 262--264 Enrique Castillo and José María Sarabia Comments on: ``Progressive censoring methodology: an appraisal'' . . . . . . 265--267 Barry C. Arnold Comments on: ``Progressive censoring methodology: an appraisal'' . . . . . . 268--270 Udo Kamps and Erhard Cramer Comments on: ``Progressive censoring methodology: an appraisal'' . . . . . . 271--275 Debasis Kundu Comments on: ``Progressive censoring methodology: an appraisal'' . . . . . . 276--278 Olivier Guilbaud Comments on: ``Progressive censoring methodology: an appraisal'' . . . . . . 279--281 Prakash C. Joshi Comments on: ``Progressive censoring methodology: an appraisal'' . . . . . . 282--283 Uditha Balasooriya and C.-K. Low Comments on: ``Progressive censoring methodology: an appraisal'' . . . . . . 284--286 Hon Keung Tony Ng and Ping-Shing Chan Comments on: ``Progressive censoring methodology: an appraisal'' . . . . . . 287--289 N. Balakrishnan Rejoinder on: ``Progressive censoring methodology: an appraisal'' . . . . . . 290--296 Cláudia Neves and M. Isabel Fraga Alves Semi-parametric approach to the Hasofer--Wang and Greenwood statistics in extremes . . . . . . . . . . . . . . 297--313 Jacques Dauxois and Guy Martial Nkiet and Yves Romain On invariance in canonical analysis with applications to covariate discriminant analysis . . . . . . . . . . . . . . . . 314--332 R. M. Assunção and P. A. Ferrari Independence of thinned processes characterizes the Poisson process: An elementary proof and a statistical application . . . . . . . . . . . . . . 333--345 Amitava Saha Optional randomized response in stratified unequal probability sampling --- a simulation based numerical study with Kuk's method . . . . . . . . . . . 346--354 Ricardo Cao and Ignacio López-de-Ullibarri Product-type and presmoothed hazard rate estimators with censored data . . . . . 355--382 Fabrice Gamboa and Jean-Michel Loubes Estimation of parameters of a multifractal process . . . . . . . . . . 383--407
Jianqing Fan and Jiancheng Jiang Nonparametric inference with generalized likelihood ratio tests . . . . . . . . . 409--444 Peter J. Bickel Comments on: ``Nonparametric inference with generalized likelihood ratio tests'' . . . . . . . . . . . . . . . . 445--447 Peter Hall Comments on: ``Nonparametric inference with generalized likelihood ratio tests'' . . . . . . . . . . . . . . . . 448--449 Hans-Georg Müller Comments on: ``Nonparametric inference with generalized likelihood ratio tests'' . . . . . . . . . . . . . . . . 450--452 John Lafferty and Larry Wasserman Comments on: ``Nonparametric inference with generalized likelihood ratio tests'' . . . . . . . . . . . . . . . . 453--455 Raymond J. Carroll and Arnab Maity Comments on: ``Nonparametric inference with generalized likelihood ratio tests'' . . . . . . . . . . . . . . . . 456--458 Joel L. Horowitz Comments on: ``Nonparametric inference with generalized likelihood ratio tests'' . . . . . . . . . . . . . . . . 459--461 Enno Mammen Comments on: ``Nonparametric inference with generalized likelihood ratio tests'' . . . . . . . . . . . . . . . . 462--464 Sam Efromovich Comments on: ``Nonparametric inference with generalized likelihood ratio tests'' . . . . . . . . . . . . . . . . 465--467 Ricardo Cao Comments on: ``Nonparametric inference with generalized likelihood ratio tests'' . . . . . . . . . . . . . . . . 468--470 Jianqing Fan and Jiancheng Jiang Rejoinder on: ``Nonparametric inference with generalized likelihood ratio tests'' . . . . . . . . . . . . . . . . 471--478 Pilar García-Soidán Asymptotic normality of the Nadaraya--Watson semivariogram estimators . . . . . . . . . . . . . . . 479--503 Fulvio De Santis Alternative Bayes factors: Sample size determination and discriminatory power assessment . . . . . . . . . . . . . . . 504--522 Christophe Chesneau A maxiset approach of a Gaussian noise model . . . . . . . . . . . . . . . . . 523--546 Mériem Sa\"\id and Nadia Ghazzali and Louis-Paul Rivest Score tests for independence in parametric competing risks models . . . 547--564 H. P. Singh and P. Chandra and Anwar H. Joarder and Sarjinder Singh Family of estimators of mean, ratio and product of a finite population using random nonresponse . . . . . . . . . . . 565--597 Abrie J. Van der Merwe and Johan Hugo Bayesian tolerance intervals for the balanced two-factor nested random effects model . . . . . . . . . . . . . 598--612 Anonymous Acknowledgement of refereeing work . . . 613--614
Svitlana Tyekucheva and Francesca Chiaromonte Augmenting the bootstrap to analyze high dimensional genomic data . . . . . . . . 1--18 Bing Li Comments on: ``Augmenting the bootstrap to analyze high dimensional genomic data'' . . . . . . . . . . . . . . . . . 19--21 Lexin Li Comments on: ``Augmenting the bootstrap to analyze high dimensional genomic data'' . . . . . . . . . . . . . . . . . 22--24 Korbinian Strimmer Comments on: ``Augmenting the bootstrap to analyze high dimensional genomic data'' . . . . . . . . . . . . . . . . . 25--27 Juliane Schäfer Comments on: ``Augmenting the bootstrap to analyze high dimensional genomic data'' . . . . . . . . . . . . . . . . . 28--30 Anne-Laure Boulesteix and Athanassios Kondylis and Nicole Krämer Comments on: ``Augmenting the bootstrap to analyze high dimensional genomic data'' . . . . . . . . . . . . . . . . . 31--35 Sündüz Keles and Hyonho Chun Comments on: ``Augmenting the bootstrap to analyze high dimensional genomic data'' . . . . . . . . . . . . . . . . . 36--39 Wenceslao González-Manteiga and Rosa M. Crujeiras Comments on: ``Augmenting the bootstrap to analyze high dimensional genomic data'' . . . . . . . . . . . . . . . . . 40--42 Geoffrey J. McLachlan and K. Wang and S. K. Ng Comments on: ``Augmenting the bootstrap to analyze high dimensional genomic data'' . . . . . . . . . . . . . . . . . 43--46 Svitlana Tyekucheva and Francesca Chiaromonte Rejoinder on: ``Augmenting the bootstrap to analyze high dimensional genomic data'' . . . . . . . . . . . . . . . . . 47--55 Milan Stehlík and Juan M. Rodríguez-Díaz and Werner G. Müller and Jesús López-Fidalgo Optimal allocation of bioassays in the case of parametrized covariance functions: an application to Lung's retention of radioactive particles . . . 56--68 Gerda Claeskens and Rosemary Nguti and Paul Janssen One-sided tests in shared frailty models 69--82 David Bradshaw and Marianna Pensky Decision theory classification of high-dimensional vectors based on small samples . . . . . . . . . . . . . . . . 83--100 Yinshan Zhao and Harry Joe Inferences for odds ratio with dependent pairs . . . . . . . . . . . . . . . . . 101--119 Arjun K. Gupta and Solomon W. Harrar and Yasunori Fujikoshi MANOVA for large hypothesis degrees of freedom under non-normality . . . . . . 120--137 Élie Youndjé and Martin T. Wells Optimal bandwidth selection for multivariate kernel deconvolution density estimation . . . . . . . . . . . 138--162 Miguel A. Gómez-Villegas and Beatriz González-Pérez $ \epsilon $-Contaminated priors in contingency tables . . . . . . . . . . . 163--178 Manuel Molina and Manuel Mota and Alfonso Ramos Bayesian estimation in the class of bisexual branching processes with population-size dependent mating . . . . 179--196 Rameshwar D. Gupta and Ramesh C. Gupta Analyzing skewed data by power normal model . . . . . . . . . . . . . . . . . 197--210
Tilmann Gneiting and Larissa I. Stanberry and Eric P. Grimit and Leonhard Held and Nicholas A. Johnson Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds . . . . . . . . . . . . . 211--235 José M. Angulo and María D. Ruiz-Medina Comments on: ``Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds'' . . . . . 236--237 Peter J. Bickel Comments on: ``Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds'' . . . . . 238--239 William M. Briggs Comments on: ``Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds'' . . . . . 240--242 A. Philip Dawid Comments on: ``Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds'' . . . . . 243--244 Montserrat Fuentes Comments on: ``Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds'' . . . . . 245--248 Ian T. Jolliffe Comments on: ``Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds'' . . . . . 249--250 Robert L. Winkler and Victor Richmond R. Jose Comments on: ``Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds'' . . . . . 251--255 Tilmann Gneiting and Larissa I. Stanberry and Eric P. Grimit and Leonhard Held and Nicholas A. Johnson Rejoinder on: ``Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds'' . . . . . 256--264 Manuel Molina and Christine Jacob and Alfonso Ramos Bisexual branching processes with offspring and mating depending on the number of couples in the population . . 265--281 Aysen D. Akkaya and Moti L. Tiku Short-tailed distributions and inliers 282--296 Félix Belzunce and Asok K. Nanda and Eva-María Ortega and José M. Ruiz Generalized orderings of excess lifetimes of renewal processes . . . . . 297--310 Jean Diebolt and Laurent Gardes and Stéphane Girard and Armelle Guillou Bias-reduced estimators of the Weibull tail-coefficient . . . . . . . . . . . . 311--331 Florent Autin Maxisets for $ \mu $-thresholding rules 332--349 Alfonso García-Pérez Approximations for $F$-tests which are ratios of sums of squares of independent variables with a model close to the normal . . . . . . . . . . . . . . . . . 350--369 Nicola Loperfido Modeling maxima of longitudinal contralateral observations . . . . . . . 370--380 Ana K. Fermín and C. Ludeña A statistical view of iterative methods for linear inverse problems . . . . . . 381--400 Ingrid Van Keilegom and Wenceslao González Manteiga and César Sánchez Sellero Goodness-of-fit tests in parametric regression based on the estimation of the error distribution . . . . . . . . . 401--415
Joseph P. Romano and Azeem M. Shaikh and Michael Wolf Control of the false discovery rate under dependence using the bootstrap and subsampling . . . . . . . . . . . . . . 417--442 José A. Ferreira and Mark A. van de Wiel Comments on: ``Control of the false discovery rate under dependence using the bootstrap and subsampling'' . . . . 443--445 Wenge Guo Comments on: ``Control of the false discovery rate under dependence using the bootstrap and subsampling'' . . . . 446--449 Sanat K. Sarkar and Ruth Heller Comments on: ``Control of the false discovery rate under dependence using the bootstrap and subsampling'' . . . . 450--455 James F. Troendle Comments on: ``Control of the false discovery rate under dependence using the bootstrap and subsampling'' . . . . 456--457 Daniel Yekutieli Comments on: ``Control of the false discovery rate under dependence using the bootstrap and subsampling'' . . . . 458--460 Joseph P. Romano and Azeem M. Shaikh and Michael Wolf Rejoinder on: ``Control of the false discovery rate under dependence using the bootstrap and subsampling'' . . . . 461--471 Elías Moreno and F. Javier Girón Comparison of Bayesian objective procedures for variable selection in linear regression . . . . . . . . . . . 472--490 Elías Moreno and F. Javier Girón Comparison of Bayesian objective procedures for variable selection in linear regression . . . . . . . . . . . 491--492 J. A. Cano and D. Salmerón and C. P. Robert Integral equation solutions as prior distributions for Bayesian model selection . . . . . . . . . . . . . . . 493--504 Pedro Terán On the equivalence of Aumann and Herer expectations of random sets . . . . . . 505--514 Alexander Aue and Lajos Horváth and Piotr Kokoszka and Josef Steinebach Monitoring shifts in mean: asymptotic normality of stopping times . . . . . . 515--530 Gérard Biau and Beno\^\it Cadre and Luc Devroye and László Györfi Strongly consistent model selection for densities . . . . . . . . . . . . . . . 531--545 Muneya Matsui and Akimichi Takemura Goodness-of-fit tests for symmetric stable distributions ---- Empirical characteristic function approach . . . . 546--566 Jan G. De Gooijer Partial sums of lagged cross-products of AR residuals and a test for white noise 567--584 Guido Consonni and Eduardo Gutiérrez-Peña and Piero Veronese Compatible priors for Bayesian model comparison with an application to the Hardy--Weinberg equilibrium model . . . 585--605 Brent G. Hudson and Richard H. Gerlach A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models . . . . . . . . . . . . . . 606--627 Anonymous Acknowledgment of refereeing work . . . 628--629
Joseph G. Ibrahim and Geert Molenberghs Missing data methods in longitudinal studies: a review . . . . . . . . . . . 1--43 M. D. Ugarte Comments on: ``Missing data methods in longitudinal studies: a review'' . . . . 44--46 Roderick J. Little Comments on: ``Missing data methods in longitudinal studies: a review'' . . . . 47--50 Michael J. Daniels and Chenguang Wang Comments on: ``Missing data methods in longitudinal studies: a review'' . . . . 51--58 Joseph W. Hogan Comments on: ``Missing data methods in longitudinal studies: a review'' . . . . 59--64 Michael G. Kenward and James R. Carpenter Comments on: ``Missing data methods in longitudinal studies: a review'' . . . . 65--67 Joseph G. Ibrahim and Geert Molenberghs Rejoinder on: ``Missing data methods in longitudinal studies: a review'' . . . . 68--75 Ségolen Geffray Strong approximations for dependent competing risks with independent censoring . . . . . . . . . . . . . . . 76--95 Jose M. Vidal-Sanz Automatic spectral density estimation for random fields on a lattice via bootstrap . . . . . . . . . . . . . . . 96--114 Bing Xing Wang and Keming Yu Optimum plan for step-stress model with progressive type-II censoring . . . . . 115--135 Pascal Barbedor Independent component analysis by wavelets . . . . . . . . . . . . . . . . 136--155 Éva Krauczi A study of the quantile correlation test for normality . . . . . . . . . . . . . 156--165 E. Brunel and F. Comte and A. Guilloux Nonparametric density estimation in presence of bias and censoring . . . . . 166--194 Dragan Radulovi\'c Another look at the disjoint blocks bootstrap . . . . . . . . . . . . . . . 195--212
Gerda Claeskens and Jeffrey D. Hart Goodness-of-fit tests in mixed models 213--239 Alejandra Cabaña Comments on: ``Goodness-of-fit-tests in mixed models'' . . . . . . . . . . . . . 240--243 Isabel Molina Comments on: ``Goodness-of-fit-tests in mixed models'' . . . . . . . . . . . . . 244--247 Jiming Jiang and Thuan Nguyen Comments on: ``Goodness-of-fit-tests in mixed models'' . . . . . . . . . . . . . 248--255 Axel Munk and Tatyana Krivobokova Comments on: ``Goodness-of-fit-tests in mixed models'' . . . . . . . . . . . . . 256--259 Olivier Thas Comments on: ``Goodness-of-fit-tests in mixed models'' . . . . . . . . . . . . . 260--264 Gerda Claeskens and Jeffrey D. Hart Rejoinder on: ``Goodness-of-fit tests in mixed models'' . . . . . . . . . . . . . 265--270 Rahul Mukerjee and Ling-Yau Chan Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability . . . 271--282 Eustasio del Barrio and Arnold Janssen and Carlos Matrán On the low intensity bootstrap for triangular arrays of independent identically distributed random variables 283--301 David Balding and Pablo A. Ferrari and Ricardo Fraiman and Mariela Sued Limit theorems for sequences of random trees . . . . . . . . . . . . . . . . . 302--315 Sangyeol Lee and Junmo Song Minimum density power divergence estimator for GARCH models . . . . . . . 316--341 M. D. Ugarte and A. F. Militino and T. Goicoa Benchmarked estimates in small areas using linear mixed models with restrictions . . . . . . . . . . . . . . 342--364 Terrence P. Hui and Reza Modarres and Gang Zheng Pseudo maximum likelihood estimates using ranked set sampling with applications to estimating correlation 365--380 Taisuke Otsu RESET for quantile regression . . . . . 381--391 Frederico Caeiro and M. Ivette Gomes Semi-parametric second-order reduced-bias high quantile estimation 392--413
Song Xi Chen and Ingrid Van Keilegom A review on empirical likelihood methods for regression . . . . . . . . . . . . . 415--447 Stefan Sperlich Comments on: ``A review on empirical likelihood methods for regression'' . . 448--451 Liang Peng and Rongmao Zhang Comments on: ``A review on empirical likelihood methods for regression'' . . 452--454 Carlos Velasco Comments on: ``A review on empirical likelihood methods for regression'' . . 455--457 César Sánchez-Sellero Comments on: ``A review on empirical likelihood methods for regression'' . . 458--460 Ian W. McKeague Comments on: ``A review on empirical likelihood methods for regression'' . . 461--462 Gang Li and Xuyang Lu Comments on: ``A review on empirical likelihood methods for regression'' . . 463--467 Song Xi Chen and Ingrid Van Keilegom Rejoinder on: ``A review on empirical likelihood methods for regression'' . . 468--474 Karine Bertin and Vincent Rivoirard Maxiset in sup-norm for kernel estimators . . . . . . . . . . . . . . . 475--496 Biswabrata Pradhan and Debasis Kundu On progressively censored generalized exponential distribution . . . . . . . . 497--515 William J. Reed and Arthur Pewsey Two nested families of skew-symmetric circular distributions . . . . . . . . . 516--528 Andréa V. Rocha and Francisco Cribari-Neto Beta autoregressive moving average models . . . . . . . . . . . . . . . . . 529--545 Lajos Horváth and Remigijus Leipus Effect of aggregation on estimators in $ {\rm AR}(1) $ sequence . . . . . . . . . 546--567 I. Rahimov Asymptotic distributions for weighted estimators of the offspring mean in a branching process . . . . . . . . . . . 568--583 A. Guillou and P. Naveau and J. Diebolt and P. Ribereau Return level bounds for discrete and continuous random variables . . . . . . 584--604 Anonymous Acknowledgement of refereeing work . . . 605--606 Joseph W. Hogan Erratum to: ``Considerations for sensitivity analysis with likelihood-based models'' . . . . . . . 607--607
Hans-Georg Müller and Wenjing Yang Dynamic relations for sparsely sampled Gaussian processes . . . . . . . . . . . 1--29 Hervé Cardot Comments on: ``Dynamic relations for sparsely sampled Gaussian processes'' 30--33 Ana Colubi and Gil González-Rodríguez Comments on: ``Dynamic relations for sparsely sampled Gaussian processes'' 34--36 Jianqing Fan and Jin-Ting Zhang and Wenyang Zhang Comments on: ``Dynamic relations for sparsely sampled Gaussian processes'' 37--42 Wenceslao González-Manteiga and Adela Martínez-Calvo Comments on: ``Dynamic relations for sparsely sampled Gaussian processes'' 43--45 Nancy E. Heckman Comments on: ``Dynamic relations for sparsely sampled Gaussian processes'' 46--49 Giles Hooker Comments on: ``Dynamic relations for sparsely sampled Gaussian processes'' 50--53 Damla Sentürk Comments on: ``Dynamic relations for sparsely sampled Gaussian processes'' 54--55 Naisyin Wang Comments on: ``Dynamic relations for sparsely sampled Gaussian processes'' 56--59 Hans-Georg Müller and Wenjing Yang Rejoinder on: ``Dynamic relations for sparsely sampled Gaussian processes . . 60--67 N. Balakrishnan and E. Beutner and E. Cramer Exact two-sample nonparametric confidence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data . . . . . . . . . . . . . . . . . . 68--91 Marie Husková and Simos G. Meintanis Tests for the error distribution in nonparametric possibly heteroscedastic regression models . . . . . . . . . . . 92--112 Piotr Majerski and Zbigniew Szkutnik Approximations to most powerful invariant tests for multinormality against some irregular alternatives . . 113--130 K. Y. Cheung and Stephen M. S. Lee Bootstrap variance estimation for Nadaraya quantile estimator . . . . . . 131--145 Nicola Loperfido Canonical transformations of skew-normal variates . . . . . . . . . . . . . . . . 146--165 Oliver B. Linton and David T. Jacho-Chávez On internally corrected and symmetrized kernel estimators for nonparametric regression . . . . . . . . . . . . . . . 166--186 Alessio Farcomeni and Luca Tardella Reference Bayesian methods for recapture models with heterogeneity . . . . . . . 187--208
Nicolas Städler and Peter Bühlmann and Sara van de Geer $ l_1 $-penalization for mixture regression models . . . . . . . . . . . 209--256 Anestis Antoniadis Comments on: ``$ l_1 $-penalization for mixture regression models'' . . . . . . 257--258 Gábor Lugosi Comment on: ``$ l_1 $-penalization for mixture regression models'' . . . . . . 259--263 Jianqing Fan and Jinchi Lv Comments on: ``$ l_1 $-penalization for mixture regression models'' . . . . . . 264--269 Tingni Sun and Cun-Hui Zhang Comments on: ``$ l_1 $-penalization for mixture regression models'' . . . . . . 270--275 Eustasio del Barrio Comments on: ``$ l_1 $-penalization for mixture regression models'' . . . . . . 276--279 Nicolas Städler and Peter Bühlmann and Sara van de Geer Rejoinder: ``$ l_1 $-penalization for mixture regression models'' . . . . . . 280--285 Christophe Croux and Mohammed Fekri and Anne Ruiz-Gazen Fast and robust estimation of the multivariate errors in variables model 286--303 Hamdi Ra\"\issi Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors 304--324 Gopaldeb Chattopadhyay and Indranil Mukhopadhyay Progressive censoring under inverse sampling for nonparametric multi-sample location problem . . . . . . . . . . . . 325--341 Erhard Cramer and George Iliopoulos Adaptive progressive Type--II censoring 342--358 Andreia Hall and Manuel Scotto and João Cruz Extremes of integer-valued moving average sequences . . . . . . . . . . . 359--374 J. E. Chacón and T. Duong Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices . . . . . . . . . . . . . . . . 375--398 E. Gómez-Déniz Another generalization of the geometric distribution . . . . . . . . . . . . . . 399--415
Christopher K. Wikle and Mevin B. Hooten A general science-based framework for dynamical spatio-temporal models . . . . 417--451 J. Mateu Comments on: ``A general science-based framework for dynamical spatio-temporal models'' . . . . . . . . . . . . . . . . 452--455 Rosa M. Crujeiras Comments on: ``A general science-based framework for nonlinear spatio-temporal dynamical models'' . . . . . . . . . . . 456--458 Bruno Sansó Comments on: ``A general science-based framework for dynamical spatio-temporal models'' . . . . . . . . . . . . . . . . 459--461 Dave Higdon Comments on: ``A general science-based framework for dynamical spatio-temporal models'' . . . . . . . . . . . . . . . . 462--465 Christopher K. Wikle and Mevin B. Hooten Rejoinder on: ``A general science-based framework for dynamical spatio-temporal models'' . . . . . . . . . . . . . . . . 466--468 Jorge Navarro and Rafael Rubio Comparisons of coherent systems using stochastic precedence . . . . . . . . . 469--486 Essam K. Al-Hussaini Inference based on censored samples from exponentiated populations . . . . . . . 487--513 Liang Peng and Yongcheng Qi Smoothed jackknife empirical likelihood method for tail copulas . . . . . . . . 514--536 J. A. Cuesta-Albertos and M. Febrero-Bande A simple multiway ANOVA for functional data . . . . . . . . . . . . . . . . . . 537--557 Cristina Rueda and José A. Menéndez and Federico Gómez Small area estimators based on restricted mixed models . . . . . . . . 558--579 I. Gijbels and I. Prosdocimi and G. Claeskens Nonparametric estimation of mean and dispersion functions in extended generalized linear models . . . . . . . 580--608 Anonymous Acknowledgement of refereeing work . . . 609--610
Xingqiu Zhao and N. Balakrishnan and Jianguo Sun Nonparametric inference based on panel count data . . . . . . . . . . . . . . . 1--42 C. B. Dean and E. Juarez Colunga Comments on: ``Nonparametric inference based on panel count data'' . . . . . . 43--45 Xin He Comments on: ``Nonparametric inference based on panel count data'' . . . . . . 46--47 Hemant Ishwaran Comments on: ``Nonparametric inference based on panel count data'' . . . . . . 48--53 M. C. Pardo Comments on: ``Nonparametric inference based on panel count data'' . . . . . . 54--57 Xingwei Tong Comments on: ``Nonparametric inference based on panel count data'' . . . . . . 58--61 Jacobo de Uña-Álvarez Comments on: ``Nonparametric inference based on panel count data'' . . . . . . 62--64 Xingqiu Zhao and N. Balakrishnan and Jianguo Sun Rejoinder on: ``Nonparametric inference based on panel count data'' . . . . . . 65--71 David M. Mason and Jan W. H. Swanepoel A general result on the uniform in bandwidth consistency of kernel-type function estimators . . . . . . . . . . 72--94 Andréa V. Rocha and Alexandre B. Simas Influence diagnostics in a general class of beta regression models . . . . . . . 95--119 Luca Greco Minimum Hellinger distance based inference for scalar skew-normal and skew-t distributions . . . . . . . . . . 120--137 Yuri Goegebeur and Armelle Guillou A weighted mean excess function approach to the estimation of Weibull-type tails 138--162 Markus Pauly Discussion about the quality of $F$-ratio resampling tests for comparing variances . . . . . . . . . . . . . . . 163--179 Filipe J. Marques and Carlos A. Coelho and Barry C. Arnold A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis . . . . . . . . . . . . . . . . 180--203 José Miguel Bernardo and Vera Lucia Tomazella Objective Bayesian reference analysis for the Poisson process model in presence of recurrent events data . . . 204--221
Christian Genest and Johanna Neslehová and Johanna Ziegel Inference in multivariate Archimedean copula models . . . . . . . . . . . . . 223--256 Emiliano A. Valdez Comments on: ``Inference in multivariate Archimedean copula models'' . . . . . . 257--262 Paul Embrechts and Marius Hofert Comments on: ``Inference in multivariate Archimedean copula models'' . . . . . . 263--270 Paul Janssen and Luc Duchateau Comments on: ``Inference in multivariate Archimedean copula models'' . . . . . . 271--275 Weijing Wang and Takeshi Emura Comments on: ``Inference in multivariate Archimedean copula models'' . . . . . . 276--280 Johan Segers Comments on: ``Inference in multivariate Archimedean copula models'' . . . . . . 281--283 Philippe Lambert Comments on: ``Inference in multivariate Archimedean copula models'' . . . . . . 284--286 Hideatsu Tsukahara Comments on: ``Inference in multivariate Archimedean copula models'' . . . . . . 287--289 Christian Genest and Johanna Neslehová and Johanna Ziegel Rejoinder on: ``Inference in multivariate Archimedean copula models'' 290--292 Ricardo Vélez Ibarrola and Tomás Prieto-Rumeau De Finetti-type theorems for nonexchangeable $0$--$1$ random variables . . . . . . . . . . . . . . . 293--310 Abdelaati Daouia and Laurent Gardes and Stéphane Girard and Alexandre Lekina Kernel estimators of extreme level curves . . . . . . . . . . . . . . . . . 311--333 Aldo Goia and Ernesto Salinelli and Pascal Sarda Exploring the statistical applicability of the Poincaré inequality: a test of normality . . . . . . . . . . . . . . . 334--352 Deyuan Li and Liang Peng and Yongcheng Qi Empirical likelihood confidence intervals for the endpoint of a distribution function . . . . . . . . . 353--366 Gauri Sankar Datta and Tatsuya Kubokawa and Isabel Molina and J. N. K. Rao Estimation of mean squared error of model-based small area estimators . . . 367--388 Fabienne Comte and Valentine Genon-Catalot and Mathieu Kessler Multiplicative Kalman filtering . . . . 389--411 Jean-Baptiste Monnier Nonparametric regression on the hyper-sphere with uniform design . . . . 412--446
Paul Doukhan and Silika Prohl and Christian Y. Robert Subsampling weakly dependent time series and application to extremes . . . . . . 447--479 Carlos Velasco Comments on: ``Subsampling weakly dependent time series and application to extremes'' . . . . . . . . . . . . . . . 480--482 Francesco Bravo Comment on: ``Subsampling weakly dependent time series and application to extremes'' . . . . . . . . . . . . . . . 483--486 Patrice Bertail Comments on: ``Subsampling weakly dependent time series and application to extremes'' . . . . . . . . . . . . . . . 487--490 S. N. Lahiri and S. Mukhopadhyay Comments on: ``Subsampling weakly dependent time series and application to extremes'' . . . . . . . . . . . . . . . 491--496 Efstathios Paparoditis Comments on: ``Subsampling weakly dependent time series and application to extremes'' . . . . . . . . . . . . . . . 497--498 Paul Doukhan and Silika Prohl and Christian Y. Robert Rejoinder on: ``Subsampling weakly dependent time series and application to extremes'' . . . . . . . . . . . . . . . 499--502 C. Comas and P. Delicado and J. Mateu A second order approach to analyse spatial point patterns with functional marks . . . . . . . . . . . . . . . . . 503--523 Ana Bianco and Graciela Boente and Wenceslao González-Manteiga and Ana Pérez-González Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators . . . . . . . . . . 524--548 Ghislaine Gayraud and Karine Tribouley A goodness-of-fit test for copula densities . . . . . . . . . . . . . . . 549--573 G. S. Datta and M. Ghosh and R. Steorts and J. Maples Bayesian benchmarking with applications to small area estimation . . . . . . . . 574--588 Frederico Z. Poleto and Geert Molenberghs and Carlos Daniel Paulino and Julio M. Singer Sensitivity analysis for incomplete continuous data . . . . . . . . . . . . 589--606 M. González and M. Mota and I. del Puerto Weighted conditional least square estimators for bisexual branching processes with immigration . . . . . . . 607--629 J. F. Rosco and M. C. Jones and Arthur Pewsey Skew $t$ distributions via the $ \sinh $--$ \arcsinh $ transformation . . . . . 630--652 Han-Ying Liang and Jacobo de Uña-Álvarez and María del Carmen Iglesias-Pérez Local polynomial estimation of a conditional mean function with dependent truncated data . . . . . . . . . . . . . 653--677 Anonymous Acknowledgement of refereeing work . . . 678--679
N. Salvati and N. Tzavidis and M. Pratesi and R. Chambers Small area estimation via M-quantile geographically weighted regression . . . 1--28 Min Cao and Allen H. Tai and Ling-Yau Chan New statistical distributions for group counting in Bernoulli and Poisson processes . . . . . . . . . . . . . . . 29--53 John H. J. Einmahl and Maria Gantner Testing for bivariate spherical symmetry 54--73 Liang Peng and Yongcheng Qi and Ingrid Van Keilegom Jackknife empirical likelihood method for copulas . . . . . . . . . . . . . . 74--92 E. T. Salehi and M. Asadi and S. Eryilmaz On the mean residual lifetime of consecutive $k$-out-of-$n$ systems . . . 93--115 A. Freitas and J. Hüsler and M. G. Temido Limit laws for maxima of a stationary random sequence with random sample size 116--131 Eckhard Liebscher Model checks for parametric regression models . . . . . . . . . . . . . . . . . 132--155 In Hong Chang and Rahul Mukerjee On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods . . . 156--169 Davide Di Cecco Conditional exact tests for Markovianity and reversibility in multiple categorical sequences . . . . . . . . . 170--187 Raúl Gouet and F. Javier López and Gerardo Sanz On $ \delta $-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation . . . . . . . . . 188--214
Nanny Wermuth and Kayvan Sadeghi Sequences of regressions and their independences . . . . . . . . . . . . . 215--252 Robert Castelo Comments on: ``Sequences of regressions and their independences'' . . . . . . . 253--254 Mathias Drton and Chris Fox and Andreas Käufl Comments on: ``Sequences of regressions and their independencies'' . . . . . . . 255--261 Monia Lupparelli and Alberto Roverato Comments on: ``Sequences of regressions and their independences'' . . . . . . . 262--264 Elena Stanghellini Comments on: ``Sequence of regressions and their independences'' . . . . . . . 265--267 Bala Rajaratnam Comment on: ``Sequences of regressions and their independences'' . . . . . . . 268--273 Nanny Wermuth and Kayvan Sadeghi Rejoinder on: ``Sequences of regressions and their independences'' . . . . . . . 274--279 Hironori Fujisawa and Takayuki Sakaguchi Optimal significance analysis of microarray data in a class of tests whose null statistic can be constructed 280--300 Beno\^\it Cadre and Quentin Paris On Hölder fields clustering . . . . . . . 301--316 Daniil Ryabko Testing composite hypotheses about discrete ergodic processes . . . . . . . 317--329 Yuri Goegebeur and Tertius de Wet Estimation of the third-order parameter in extreme value statistics . . . . . . 330--354 Francisco Louzada and Juliana Cobre A multiple time scale survival model with a cure fraction . . . . . . . . . . 355--368 Manuel Ordóñez Cabrera and Andrew Rosalsky and Andrei Volodin Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables . . . . . 369--385 Graciela Boente and Daniela Rodriguez Robust estimates in generalized partially linear single-index models . . 386--411
Dag Tjòstheim Some recent theory for autoregressive count time series . . . . . . . . . . . 413--438 Germán Aneiros Comments on: ``Some recent theory for autoregressive count time series'' . . . 439--441 Juan J. Dolado Comments on: ``Some recent theory for autoregressive count time series'' . . . 442--446 Paul Doukhan Comments on: ``Some recent theory for autoregressive count time series'' . . . 447--450 Konstantinos Fokianos Comments on: ``Some recent theory for autoregressive count time series'' . . . 451--454 Pedro Galeano Comments on: ``Some recent theory for autoregressive count time series'' . . . 455--458 Jiti Gao Comments on: ``Some recent theory for autoregressive count time series'' . . . 459--463 Andréas Heinen Comments on: ``Some recent theory for autoregressive count time series'' . . . 464--466 Benjamin Kedem Comments on: ``Some recent theory for autoregressive count time series'' . . . 467--468 Dag Tjòstheim Rejoinder on: ``Some recent theory for autoregressive count time series'' . . . 469--476 Jianhong Wu and Lixing Zhu Estimation of and testing for random effects in dynamic panel data models . . 477--497 Cédric Heuchenne and Juan Carlos Pardo-Fernández Testing for one-sided alternatives in nonparametric censored regression . . . 498--518 Cibele M. Russo and Reiko Aoki and Gilberto A. Paula Assessment of variance components in nonlinear mixed-effects elliptical models . . . . . . . . . . . . . . . . . 519--545 Ngai Hang Chan and Liang Peng and Rongmao Zhang Interval estimation of the tail index of a GARCH(1,1) model . . . . . . . . . . . 546--565 Marta Ferreira and Helena Ferreira On extremal dependence: some contributions . . . . . . . . . . . . . 566--583 Pao-sheng Shen Analysis of left-truncated right-censored or doubly censored data with linear transformation models . . . 584--603
Zdenek Hlávka and Marie Husková and Claudia Kirch and Simos G. Meintanis Monitoring changes in the error distribution of autoregressive models based on Fourier methods . . . . . . . . 605--634 Yanlin Tang and Huixia Judy Wang and Xuming He and Zhongyi Zhu An informative subset-based estimator for censored quantile regression . . . . 635--655 Luis Mendo Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss 656--675 Simone Vantini On the definition of phase and amplitude variability in functional data analysis 676--696 Stéphane Girard and Armelle Guillou and Gilles Stupfler Estimating an endpoint with high-order moments . . . . . . . . . . . . . . . . 697--729 Teresa Ledwina and Grzegorz Wylupek Nonparametric tests for stochastic ordering . . . . . . . . . . . . . . . . 730--756 Chuanhua Wei and Qihua Wang Statistical inference on restricted partially linear additive errors-in-variables models . . . . . . . 757--774 Arthur Pewsey and Héctor W. Gómez and Heleno Bolfarine Likelihood-based inference for power distributions . . . . . . . . . . . . . 775--789 Han-Ying Liang and Jacobo de Uña-Álvarez and María del Carmen Iglesias-Pérez Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data . . . . . . 790--810
Daojiang He and Xingzhong Xu A goodness-of-fit testing approach for normality based on the posterior predictive distribution . . . . . . . . 1--18 Beatriz Pateiro-López and Alberto Rodríguez-Casal Recovering the shape of a point cloud in the plane . . . . . . . . . . . . . . . 19--45 José Moler and Fernando Plo and Henar Urmeneta A generalized Pólya urn and limit laws for the number of outputs in a family of random circuits . . . . . . . . . . . . 46--61 Sebastian Kiwitt and Natalie Neumeyer A note on testing independence by a copula-based order selection approach 62--82 Pao-Sheng Shen A class of rank-based tests for doubly-truncated data . . . . . . . . . 83--102 Germán Ibacache-Pulgar and Gilberto A. Paula and Francisco José A. Cysneiros Semiparametric additive models under symmetric distributions . . . . . . . . 103--121 Ir\`ene Gannaz Wavelet penalized likelihood estimation in generalized functional models . . . . 122--158 Mariano Amo-Salas and Jesús López-Fidalgo and Emilio Porcu Optimal designs for some stochastic processes whose covariance is a function of the mean . . . . . . . . . . . . . . 159--181
Dimitris N. Politis Model-free model-fitting and predictive distributions . . . . . . . . . . . . . 183--221 Juan A. Cuesta-Albertos Comments on: ``Model-free model-fitting and predictive distributions'' . . . . . 222--223 Manuel Febrero-Bande Comments on: ``Model-free model-fitting and predictive distributions'' . . . . . 224--226 Stefan Sperlich Comments on: ``Model-free model-fitting and predictive distributions'' . . . . . 227--233 Ingrid Van Keilegom Comments on: ``Model-free model-fitting and predictive distributions'' . . . . . 234--236 Carlos Velasco Comments on: ``Model-free model-fitting and predictive distributions'' . . . . . 237--239 Dimitris N. Politis Rejoinder on: ``Model-free model-fitting and predictive distributions'' . . . . . 240--250 M. Carmen Aguilera-Morillo and Ana M. Aguilera and Manuel Escabias and Mariano J. Valderrama Penalized spline approaches for functional logit regression . . . . . . 251--277 Manuel Febrero-Bande and Wenceslao González-Manteiga Generalized additive models for functional data . . . . . . . . . . . . 278--292 F. Ferraty and A. Goia and E. Salinelli and P. Vieu Functional projection pursuit regression 293--320 Liliana Forzani and Ricardo Fraiman and Pamela Llop Density estimation for spatial-temporal models . . . . . . . . . . . . . . . . . 321--342 Jacobo de Uña-Álvarez and Noël Veraverbeke Generalized copula-graphic estimator . . 343--360
Wenceslao González-Manteiga and Rosa M. Crujeiras An updated review of Goodness-of-Fit tests for regression models . . . . . . 361--411 M. D. Jiménez Gamero Comments on: ``An updated review of Goodness-of-Fit tests for regression models'' . . . . . . . . . . . . . . . . 412--413 Jacobo de Uña-Álvarez Comments on: ``An updated review of Goodness-of-Fit tests for regression models'' . . . . . . . . . . . . . . . . 414--418 Stefan Sperlich Comments on: ``An updated review of Goodness-of-Fit tests for regression models'' . . . . . . . . . . . . . . . . 419--427 Ingrid Van Keilegom Comments on: ``An updated review of Goodness-of-Fit tests for regression models'' . . . . . . . . . . . . . . . . 428--431 Simos G. Meintanis Comments on: ``An updated review of Goodness-of-Fit tests for regression models'' . . . . . . . . . . . . . . . . 432--436 Holger Dette Comments on: ``An updated review of Goodness-of-Fit tests for regression models'' . . . . . . . . . . . . . . . . 437--441 Wenceslao González-Manteiga and Rosa M. Crujeiras Rejoinder on: ``An updated review of Goodness-of-Fit tests for regression models'' . . . . . . . . . . . . . . . . 442--447 Mia Hubert and Ir\`ene Gijbels and Dina Vanpaemel Reducing the mean squared error of quantile-based estimators by smoothing 448--465 C. Ruwet and L. A. García-Escudero and A. Gordaliza and A. Mayo-Iscar On the breakdown behavior of the TCLUST clustering procedure . . . . . . . . . . 466--487 Mareike Bereswill and Jan Johannes On the effect of noisy measurements of the regressor in functional linear models . . . . . . . . . . . . . . . . . 488--513 Pavel Cízek Reweighted least trimmed squares: an alternative to one-step estimators . . . 514--533 Christian Ritz Penalized likelihood ratio tests for repeated measurement models . . . . . . 534--547
J. R. Sebastião and A. P. Martins and H. Ferreira and L. Pereira Estimating the upcrossings index . . . . 549--579 Juvêncio S. Nobre and Julio M. Singer and Pranab K. Sen $U$-tests for variance components in linear mixed models . . . . . . . . . . 580--605 Marta Ferreira and Helena Ferreira Extremes of multivariate ARMAX processes 606--627 Fadlalla G. Elfadaly and Paul H. Garthwaite Eliciting Dirichlet and Connor--Mosimann prior distributions for multinomial models . . . . . . . . . . . . . . . . . 628--646 Xin-Bing Kong A direct approach to risk approximation for vast portfolios under gross-exposure constraint using high-frequency data . . 647--669 Malay Ghosh and Rebecca C. Steorts Two-stage benchmarking as applied to small area estimation . . . . . . . . . 670--687 E. Strzalkowska-Kominiak and W. Stute Empirical copulas for consecutive survival data . . . . . . . . . . . . . 688--714 F. López-Blázquez and B. Salamanca-Miño Distribution theory of $ \delta $-record values. Case $ \delta \leq = 0$ . . . . 715--738
Xinxin Zhu and Marc G. Genton and Yingzhong Gu and Le Xie Space--time wind speed forecasting for improved power system dispatch . . . . . 1--25 Pierre Pinson Comments on: ``Space--time wind speed forecasting for improved power system dispatch'' . . . . . . . . . . . . . . . 26--29 M. Pilar Muñoz Comments on: ``Space--time wind speed forecasting for improved power system dispatch'' . . . . . . . . . . . . . . . 30--31 Thordis L. Thorarinsdottir and Anders Lòland Comments on: ``Space--time wind speed forecasting for improved power system dispatch'' . . . . . . . . . . . . . . . 32--33 Amanda S. Hering Comments on: ``Space--time wind speed forecasting for improved power system dispatch'' . . . . . . . . . . . . . . . 34--44 Xinxin Zhu and Marc G. Genton and Yingzhong Gu and Le Xie Rejoinder on: ``Space--time wind speed forecasting for improved power system dispatch'' . . . . . . . . . . . . . . . 45--50 Chunming Zhang Assessing mean and median filters in multiple testing for large-scale imaging data . . . . . . . . . . . . . . . . . . 51--71 Félix Belzunce and Carolina Martínez-Riquelme and José M. Ruiz A characterization and sufficient conditions for the total time on test transform order . . . . . . . . . . . . 72--85 Zhouping Li and Yuanyuan Lin and Guoliang Zhou and Wang Zhou Empirical likelihood for least absolute relative error regression . . . . . . . 86--99 Elvan Ceyhan Comparison of relative density of two random geometric digraph families in testing spatial clustering . . . . . . . 100--134 Anthony Hayter Identifying common normal distributions 135--152 Y. Andriyana and I. Gijbels and A. Verhasselt P-splines quantile regression estimation in varying coefficient models . . . . . 153--194 Liang-Ching Lin and Sangyeol Lee and Meihui Guo The Bickel--Rosenblatt test for continuous time stochastic volatility models . . . . . . . . . . . . . . . . . 195--218
Lajos Horváth and Gregory Rice Extensions of some classical methods in change point analysis . . . . . . . . . 219--255 John A. D. Aston Comments on: ``Extensions of some classical methods in change point analysis'' . . . . . . . . . . . . . . . 256--257 István Berkes Comments on: ``Extensions of some classical methods in change point analysis'' . . . . . . . . . . . . . . . 258--260 Herold Dehling Comments on: ``Extensions of some classical methods in change point analysis'' . . . . . . . . . . . . . . . 261--264 Marie Husková and Zuzana Prásková Comments on: ``Extensions of some classical methods in change point analysis'' . . . . . . . . . . . . . . . 265--269 Claudia Kirch Comments on: ``Extensions of some classical methods in change point analysis'' . . . . . . . . . . . . . . . 270--275 Piotr Kokoszka Comments on: ``Extensions of some classical methods in change point analysis'' . . . . . . . . . . . . . . . 276--278 Nirian Martín and Leandro Pardo Comments on: ``Extensions of some classical methods in change point analysis'' . . . . . . . . . . . . . . . 279--282 Lorenzo Trapani Comments on: ``Extensions of some classical methods in change point analysis'' . . . . . . . . . . . . . . . 283--286 Lajos Horváth and Gregory Rice Rejoinder on: ``Extensions of some classical methods in change point analysis'' . . . . . . . . . . . . . . . 287--290 Jorge M. Arevalillo Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression . . . . . . . . . . . . . 291--310 Charles-Elie Rabier On quantitative trait locus mapping with an interference phenomenon . . . . . . . 311--329 Goedele Dierckx and Yuri Goegebeur and Armelle Guillou Local robust and asymptotically unbiased estimation of conditional Pareto-type tails . . . . . . . . . . . . . . . . . 330--355 Marco Riani and Andrea Cerioli and Francesca Torti On consistency factors and efficiency of robust S-estimators . . . . . . . . . . 356--387 A. P. Martins and H. Ferreira Extremal properties of M4 processes . . 388--408 M. Dolores Jiménez Gamero On the empirical characteristic function process of the residuals in GARCH models and applications . . . . . . . . . . . . 409--432
F. Bartolucci and A. Farcomeni and F. Pennoni Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates . . . 433--465 Silvia Bianconcini Comments on: ``Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates'' . . . . . . . . . . . . . . 466--468 Ulf Böckenholt and Blakeley B. McShane Comments on: ``Latent Markov models: a review of the general framework for the analysis of longitudinal data with covariates'' . . . . . . . . . . . . . . 469--472 Leonard J. Paas Comments on: ``Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates'' . . . . . . . . . . . . . . 473--477 Ingmar Visser and Maarten Speekenbrink Comments on: ``Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates'' . . . . . . . . . . . . . . 478--483 F. Bartolucci and A. Farcomeni and F. Pennoni Rejoinder on: ``Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates'' . . . . . . . . . . . . . . 484--486 Atanu Biswas and Maria del Carmen Pardo and Apratim Guha Auto-association measures for stationary time series of categorical data . . . . 487--514 Manuel Franco and Narayanaswamy Balakrishnan and Debasis Kundu and Juana-María Vivo Generalized mixtures of Weibull components . . . . . . . . . . . . . . . 515--535 A. García-Pérez The $p$ value line: a way to choose the tuning constant in tests based on the Huber $ \varvec {M}$-estimator . . . . . 536--555 Giles Hooker and Anand N. Vidyashankar Bayesian model robustness via disparities . . . . . . . . . . . . . . 556--584 Yacouba Boubacar Ma\"\inassara and Célestin C. Kokonendji On normal stable Tweedie models and power-generalized variance functions of only one component . . . . . . . . . . . 585--606 Xuejun Wang and Chen Xu and Tien-Chung Hu and Andrei Volodin and Shuhe Hu On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models . . . . . . . . . . . 607--629
Danny Pfeffermann and Anna Sikov and Richard Tiller Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation . . . . . . . 631--666 William R. Bell Comments on: ``Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation'' . . . . . . . . . . . . . . 667--669 Neung Soo Ha and Partha Lahiri Comments on: ``Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation'' . . . . . . . . . . . . . . 670--673 Domingo Morales Comments on: ``Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation'' . . . . . . . . . . . . . . 674--679 Rebecca C. Steorts and M. Dolores Ugarte Comments on: ``Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation'' . . . . . . . . . . . . . . 680--685 Danny Pfeffermann and Anna Sikov and Richard Tiller Rejoinder on: ``Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation'' . . . . . . . . . . . . . . 686--690 Hua Jin and Xiaobo Feng and Mingming Chen and Chenling Zhang Two new methods for non-inferiority testing of the ratio in matched-pair setting . . . . . . . . . . . . . . . . 691--707 Angelo Efoevi Koudou and Christophe Ley Efficiency combined with simplicity: new testing procedures for Generalized Inverse Gaussian models . . . . . . . . 708--724 Carlo Sguera and Pedro Galeano and Rosa Lillo Spatial depth-based classification for functional data . . . . . . . . . . . . 725--750 Robert G. Staudte Inference for quantile measures of skewness . . . . . . . . . . . . . . . . 751--768 Zhongquan Tan and Changchun Wu Limit laws for the maxima of stationary chi-processes under random index . . . . 769--786 Wei Wei and Leonhard Held Calibration tests for count data . . . . 787--805 Lijie Gu and Li Wang and Wolfgang K. Härdle and Lijian Yang A simultaneous confidence corridor for varying coefficient regression with sparse functional data . . . . . . . . . 806--843
Jonathan R. Bradley and Noel Cressie and Tao Shi Comparing and selecting spatial predictors using local criteria . . . . 1--28 Alan E. Gelfand Comments on: ``Comparing and selecting spatial predictors using local criteria'' . . . . . . . . . . . . . . . 29--30 Stefano Castruccio and Marc G. Genton Comments on: ``Comparing and selecting spatial predictors using local criteria'' . . . . . . . . . . . . . . . 31--34 Finn Lindgren Comments on: ``Comparing and selecting spatial predictors using local criteria'' . . . . . . . . . . . . . . . 35--44 M. D. Ruiz-Medina Comments on: ``Comparing and selecting spatial predictors using local criteria'' . . . . . . . . . . . . . . . 45--46 Martin P. Tingley and Benjamin A. Shaby Comments on: ``Comparing and selecting spatial predictors using local criteria'' . . . . . . . . . . . . . . . 47--53 Jonathan R. Bradley and Noel Cressie and Tao Shi Rejoinder on: ``Comparing and selecting spatial predictors using local criteria'' . . . . . . . . . . . . . . . 54--60 Jun Zhang and Zhenghui Feng and Peirong Xu Estimating the conditional single-index error distribution with a partial linear mean regression . . . . . . . . . . . . 61--83 Antonello Maruotti Handling non-ignorable dropouts in longitudinal data: a conditional model based on a latent Markov heterogeneity structure . . . . . . . . . . . . . . . 84--109 Luis Hernando Vanegas and Gilberto A. Paula A semiparametric approach for joint modeling of median and skewness . . . . 110--135 Ricardo Vélez and Tomás Prieto-Rumeau Random assignment processes: strong law of large numbers and De Finetti theorem 136--165 Xuejun Wang and Aiting Shen and Zhiyong Chen and Shuhe Hu Complete convergence for weighted sums of NSD random variables and its application in the EV regression model 166--184 Long Feng and Changliang Zou and Zhaojun Wang and Lixing Zhu Robust comparison of regression curves 185--204 David M. Mason and Jan W. H. Swanepoel Erratum to: ``A general result on the uniform in bandwidth consistency of kernel-type function estimators'' . . . 205--206
Laurent Gardes and Gilles Stupfler Estimating extreme quantiles under random truncation . . . . . . . . . . . 207--227 Laurent Gardes and Gilles Stupfler Erratum to: ``Estimating extreme quantiles under random truncation'' . . 228--228 Krzysztof D\kebicki and Enkelejd Hashorva and Lanpeng Ji and Chengxiu Ling Extremes of order statistics of stationary processes . . . . . . . . . . 229--248 Daniel Hlubinka and Miroslav Siman On generalized elliptical quantiles in the nonlinear quantile regression setup 249--264 Guillermo Martínez-Flórez and Heleno Bolfarine and Héctor W. Gómez Doubly censored power-normal regression models with inflation . . . . . . . . . 265--286 Daniel Yekutieli Bayesian tests for composite alternative hypotheses in cross-tabulated data . . . 287--301 Raúl Gouet and F. Javier López and Gerardo Sanz On the point process of near-record values . . . . . . . . . . . . . . . . . 302--321 Fernanda De Bastiani and Audrey Helen Mariz de Aquino Cysneiros and Miguel Angel Uribe-Opazo and Manuel Galea Influence diagnostics in elliptical spatial linear models . . . . . . . . . 322--340 Romain Aza\"\is and Alexandre Genadot Semi-parametric inference for the absorption features of a growth-fragmentation model . . . . . . . 341--360 Tristan Launay and Anne Philippe and Sophie Lamarche Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting . . . . . . . . . . . . . . 361--385 Carlos A. Coelho and Barry C. Arnold and Filipe J. Marques The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting . . . . . . 386--416 Jinhong You and Alan T. K. Wan and Shu Liu and Yong Zhou A varying-coefficient approach to estimating multi-level clustered data models . . . . . . . . . . . . . . . . . 417--440
Claudio Agostinelli and Andy Leung and Victor J. Yohai and Ruben H. Zamar Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination . . 441--461 Christophe Croux and Viktoria Öllerer Comments on: ```Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination'' . . . . . . . . . . . . 462--466 Alessio Farcomeni Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination'' . . . . . . . . . . . . 467--470 Ricardo A. Maronna Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination'' . . . . . . . . . . . . 471--472 Peter J. Rousseeuw and Wannes Van den Bossche Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination'' . . . . . . . . . . . . 473--477 Stefan Van Aelst Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination'' . . . . . . . . . . . . 478--481 Roy E. Welsch Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination'' . . . . . . . . . . . . 482--483 Claudio Agostinelli and Andy Leung and Victor J. Yohai and Ruben H. Zamar Rejoinder on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination'' . . . . . . . . . . . . 484--488 Elena Stanghellini and Eduwin Pakpahan Identification of causal effects in linear models: beyond instrumental variables . . . . . . . . . . . . . . . 489--509 Tsung-I Lin and Pal H. Wu and Geoffrey J. McLachlan and Sharon X. Lee A robust factor analysis model using the restricted skew-$t$ distribution . . . . 510--531 Tomoya Yamada and Megan M. Romer and Donald St. P. Richards Kurtosis tests for multivariate normality with monotone incomplete data 532--557 Fernando López-Blázquez and Begoña Salamanca-Miño Distribution theory of $ \delta $-record values: case $ \delta \ge 0$ . . . . . . 558--582 Linjun Tang and Zhangong Zhou Weighted local linear CQR for varying-coefficient models with missing covariates . . . . . . . . . . . . . . . 583--604 Gaëlle Chagny and Claire Lacour Optimal adaptive estimation of the relative density . . . . . . . . . . . . 605--631 Li Cai and Lijian Yang A smooth simultaneous confidence band for conditional variance function . . . 632--655
Rosa M. Espejo and Nikolai N. Leonenko and Andriy Olenko and María D. Ruiz-Medina On a class of minimum contrast estimators for Gegenbauer random fields 657--680 Daniela Jarusková Detecting non-simultaneous changes in means of vectors . . . . . . . . . . . . 681--700 Víctor Casero-Alonso and Jesús López-Fidalgo Optimal designs subject to cost constraints in simultaneous equations models . . . . . . . . . . . . . . . . . 701--713 Armengol Gasull and José A. López-Salcedo and Frederic Utzet Maxima of Gamma random variables and other Weibull-like distributions and the Lambert $ \varvec {W} $ function . . . . 714--733 T. Emura and K. Murotani An algorithm for estimating survival under a copula-based dependent truncation model . . . . . . . . . . . . 734--751 Guillermo Ferreira and Jorge I. Figueroa-Zúñiga and Mário de Castro Partially linear beta regression model with autoregressive errors . . . . . . . 752--775 Fábio M. Bayer and Francisco Cribari-Neto Bootstrap-based model selection criteria for beta regressions . . . . . . . . . . 776--795 Salvador Flores Sharp non-asymptotic performance bounds for $ \ell_1 $ and Huber robust regression estimators . . . . . . . . . 796--812 Félix Belzunce and Julio Mulero and José María Ruíz and Alfonso Suárez-Llorens On relative skewness for multivariate distributions . . . . . . . . . . . . . 813--834 Zhanfeng Wang and Wenxin Liu and Yuanyuan Lin A change-point problem in relative error-based regression . . . . . . . . . 835--856 Gustavo H. M. A. Rocha and Reinaldo B. Arellano-Valle and Rosangela H. Loschi Maximum likelihood methods in a robust censored errors-in-variables model . . . 857--877
Fang Yao and Yichao Wu and Jialin Zou Probability-enhanced effective dimension reduction for classifying sparse functional data . . . . . . . . . . . . 1--22 Ana M. Aguilera Comments on: ``Probability-enhanced effective dimension reduction for classifying sparse functional data'' . . 23--26 Germán Aneiros and Philippe Vieu Comments on: ``Probability-enhanced effective dimension reduction for classifying sparse functional data'' . . 27--32 Peijun Sang and Yunlong Nie and Jiguo Cao Comments on: ``Probability-enhanced effective dimension reduction for classifying sparse functional data'' . . 33--34 Manuel Febrero-Bande Comments on: ``Probability-enhanced effective dimension reduction for classifying sparse functional data'' . . 35--40 Gérard Biau and Clément Levrard Comments on: ``Probability-enhanced effective dimension reduction for classifying sparse functional data'' . . 41--43 Chong Zhang and Yufeng Liu Comments on: ``Probability-enhanced effective dimension reduction for classifying sparse functional data'' . . 44--46 Hao Helen Zhang Comments on: ``Probability-enhanced effective dimension reduction for classifying sparse functional data'' . . 47--51 Fang Yao and Yichao Wu and Jialin Zou Rejoinder on: ``Probability-enhanced effective dimension reduction for classifying sparse functional data'' . . 52--58 Xuhua Liu and Xingzhong Xu Confidence distribution inferences in one-way random effects model . . . . . . 59--74 Patric Müller and Sara van de Geer Censored linear model in high dimensions 75--92 Ming Chen and Qiongxia Song Semi-parametric estimation and forecasting for exogenous log-GARCH models . . . . . . . . . . . . . . . . . 93--112 Antonio Canale and Bruno Scarpa Bayesian nonparametric location-scale-shape mixtures . . . . . 113--130 Fernando Ferraz do Nascimento and Dani Gamerman and Hedibert Freitas Lopes Time-varying extreme pattern with dynamic models . . . . . . . . . . . . . 131--149 Jorge Navarro Stochastic comparisons of generalized mixtures and coherent systems . . . . . 150--169 Eva Boj and Adri\`a Caballé and Pedro Delicado and Anna Esteve and Josep Fortiana Global and local distance-based generalized linear models . . . . . . . 170--195
Gérard Biau and Erwan Scornet A random forest guided tour . . . . . . 197--227 Sylvain Arlot and Robin Genuer Comments on: ``A random forest guided tour'' . . . . . . . . . . . . . . . . . 228--238 Peter Bühlmann and Florencia Leonardi Comments on: ``A random forest guided tour'' . . . . . . . . . . . . . . . . . 239--246 Pierre Geurts and Louis Wehenkel Comments on: ``A random forest guided tour'' . . . . . . . . . . . . . . . . . 247--253 Giles Hooker and Lucas Mentch Comments on: ``A random forest guided tour'' . . . . . . . . . . . . . . . . . 254--260 Stefan Wager Comments on: ``A random forest guided tour'' . . . . . . . . . . . . . . . . . 261--263 Gérard Biau and Erwan Scornet Rejoinder on: ``A random forest guided tour'' . . . . . . . . . . . . . . . . . 264--268 Abhik Ghosh and Ayanendranath Basu Robust estimation in generalized linear models: the density power divergence approach . . . . . . . . . . . . . . . . 269--290 Benjamin Colling and Ingrid Van Keilegom Goodness-of-fit tests in semiparametric transformation models . . . . . . . . . 291--308 Ritwik Bhattacharya and Biswabrata Pradhan and Anup Dewanji On optimum life-testing plans under Type--II progressive censoring scheme using variable neighborhood search algorithm . . . . . . . . . . . . . . . 309--330 Gianluca Mastrantonio and Giovanna Jona Lasinio and Alan E. Gelfand Spatio-temporal circular models with non-separable covariance structure . . . 331--350 Paul Janssen and Jan Swanepoel and Noël Veraverbeke Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals . . . . . . . . . . . . . . 351--374 Camila B. Zeller and Celso R. B. Cabral and Víctor H. Lachos Robust mixture regression modeling based on scale mixtures of skew-normal distributions . . . . . . . . . . . . . 375--396
Guido Consonni and Laura Deldossi Objective Bayesian model discrimination in follow-up experimental designs . . . 397--412 Peirong Xu and Jun Zhang and Xingfang Huang and Tao Wang Efficient estimation for marginal generalized partially linear single-index models with longitudinal data . . . . . . . . . . . . . . . . . . 413--431 Ludwig Baringhaus and Norbert Henze Revisiting the two-sample runs test . . 432--448 Luca Greco and Alessio Farcomeni A plug-in approach to sparse and robust principal component analysis . . . . . . 449--481 Marco Ferrante and Elisabetta Ferraris and Carles Rovira On a stochastic epidemic SEIHR model and its diffusion approximation . . . . . . 482--502 Sebastian Schweer and Christian H. Weiß Testing for Poisson arrivals in INAR(1) processes . . . . . . . . . . . . . . . 503--524 Anil K. Ghosh and Munmun Biswas Distribution-free high-dimensional two-sample tests based on discriminating hyperplanes . . . . . . . . . . . . . . 525--547 Miguel Boubeta and María José Lombardía and Domingo Morales Empirical best prediction under area-level Poisson mixed models . . . . 548--569 Elodie Brunel and Fabienne Comte and Valentine Genon-Catalot Nonparametric density and survival function estimation in the multiplicative censoring model . . . . . 570--590
Marco Munda and Catherine Legrand and Luc Duchateau and Paul Janssen Testing for decreasing heterogeneity in a new time-varying frailty model . . . . 591--606 Shuzhuan Zheng and Rong Liu and Lijian Yang and Wolfgang K. Härdle Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection . . . . 607--626 Larissa A. Matos and Luis M. Castro and Víctor H. Lachos Censored mixed-effects models for irregularly observed repeated measures with applications to HIV viral loads . . 627--653 Maciej Pietrzak and Grzegorz A. Rempala and Michal Seweryn and Jacek Wesolowski Limit theorems for empirical Rényi entropy and divergence with applications to molecular diversity analysis . . . . 654--673 Hidetoshi Murakami A moment generating function of a combination of linear rank tests and its asymptotic efficiency . . . . . . . . . 674--691 Jiangyan Wang and Suojin Wang and Lijian Yang Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation 692--709 Elaheh Torkashvand and Mohammad Jafari Jozani and Mahmoud Torabi Constrained Bayes estimation in small area models with functional measurement error . . . . . . . . . . . . . . . . . 710--730 Maria Iannario and Anna Clara Monti and Domenico Piccolo Robustness issues for cub models . . . . 731--750 P. C. Álvarez-Esteban and E. del Barrio and J. A. Cuesta-Albertos and C. Matrán A contamination model for the stochastic order . . . . . . . . . . . . . . . . . 751--774 Georgios Afendras and Marianthi Markatou Uniform integrability of the OLS estimators, and the convergence of their moments . . . . . . . . . . . . . . . . 775--784
Karim Benhenni and Sonia Hedli-Griche and Mustapha Rachdi Regression models with correlated errors based on functional random design . . . 1--21 Kangning Wang and Lu Lin Robust and efficient direction identification for groupwise additive multiple-index models and its applications . . . . . . . . . . . . . . 22--45 Xin-Bing Kong and Zhi Liu and Yuan Yao and Wang Zhou Sure screening by ranking the canonical correlations . . . . . . . . . . . . . . 46--70 Ery Arias-Castro and Meng Wang Distribution-free tests for sparse heterogeneous mixtures . . . . . . . . . 71--94 Cristiano Villa Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations . . . . . . . 95--118 J. A. Cuesta-Albertos and M. Febrero-Bande and M. Oviedo de la Fuente The $ \hbox {DD}^G $-classifier in the functional setting . . . . . . . . . . . 119--142 Jana Janková and Sara van de Geer Honest confidence regions and optimality in high-dimensional precision matrix estimation . . . . . . . . . . . . . . . 143--162 Stephanie Aerts and Gentiane Haesbroeck Robust asymptotic tests for the equality of multivariate coefficients of variation . . . . . . . . . . . . . . . 163--187 Huiqin Li and Jiang Hu and Zhidong Bai and Yanqing Yin and Kexin Zou Test on the linear combinations of mean vectors in high-dimensional data . . . . 188--208 Cristiano C. Santos and Rosangela H. Loschi Maximum likelihood estimation and parameter interpretation in elliptical mixed logistic regression . . . . . . . 209--230
Graciela Boente and Alejandra Martínez Marginal integration $M$-estimators for additive models . . . . . . . . . . . . 231--260 Wenzhi Yang and Zhangrui Zhao and Xinghui Wang and Shuhe Hu The large deviation results for the nonlinear regression model with dependent errors . . . . . . . . . . . . 261--283 Mikael Escobar-Bach and Yuri Goegebeur and Armelle Guillou and Alexandre You Bias-corrected and robust estimation of the bivariate stable tail dependence function . . . . . . . . . . . . . . . . 284--307 Carlos A. Coelho and Anuradha Roy Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions . . 308--330 Pedro Galeano and Dominik Wied Dating multiple change points in the correlation matrix . . . . . . . . . . . 331--352 Ana López-Cheda and M. Amalia Jácome and Ricardo Cao Nonparametric latency estimation for mixture cure models . . . . . . . . . . 353--376 Minerva Mukhopadhyay and Tapas Samanta A mixture of $g$-priors for variable selection when the number of regressors grows with the sample size . . . . . . . 377--404 Luis Hernando Vanegas and Gilberto A. Paula Log-symmetric regression models under the presence of non-informative left- or right-censored observations . . . . . . 405--428 M. Ahkim and I. Gijbels and A. Verhasselt Shape testing in varying coefficient models . . . . . . . . . . . . . . . . . 429--450 Andréa V. Rocha and Francisco Cribari-Neto Erratum to: ``Beta autoregressive moving average models'' . . . . . . . . . . . . 451--459
Hervé Cardot and Antoine Godichon-Baggioni Fast estimation of the median covariation matrix with application to online robust principal components analysis . . . . . . . . . . . . . . . . 461--480 Arun Kumar Kuchibhotla and Ayanendranath Basu On the asymptotics of minimum disparity estimation . . . . . . . . . . . . . . . 481--502 R. Bárcenas and J. Ortega and A. J. Quiroz Quadratic forms of the empirical processes for the two-sample problem for functional data . . . . . . . . . . . . 503--526 Miguel Reyes and Mario Francisco-Fernández and Ricardo Cao Bandwidth selection in kernel density estimation for interval-grouped data . . 527--545 Daniel Fraiman and Nicolas Fraiman and Ricardo Fraiman Nonparametric statistics of dynamic networks with distinguishable nodes . . 546--573 Yan-Yong Zhao and Jin-Guan Lin and Hong-Xia Wang and Xing-Fang Huang Jump-detection-based estimation in time-varying coefficient models and empirical applications . . . . . . . . . 574--599 Di Hu and Pingyan Chen and Soo Hak Sung Strong laws for weighted sums of $ \psi $-mixing random variables and applications in errors-in-variables regression models . . . . . . . . . . . 600--617 J. M. Fernández-Ponce and M. R. Rodríguez-Griñolo New properties of the orthant convex-type stochastic orders . . . . . 618--637 Samuel Rosa and Radoslav Harman Optimal approximate designs for comparison with control in dose-escalation studies . . . . . . . . 638--660 Haiyan Wang and Bo Tong and Huaiyu Zhang and Xukun Li New two-sample tests for skewed populations and their connection to theoretical power of Bootstrap-$t$ test 661--683
Ruben Dezeure and Peter Bühlmann and Cun-Hui Zhang High-dimensional simultaneous inference with the bootstrap . . . . . . . . . . . 685--719 Jelena Bradic and Yinchu Zhu Comments on: ``High-dimensional simultaneous inference with the bootstrap'' . . . . . . . . . . . . . . 720--728 Arindam Chatterjee Comments on: ``High-dimensional simultaneous inference with the bootstrap'' . . . . . . . . . . . . . . 729--730 Matthias Löffler and Richard Nickl Comments on: ``High-dimensional simultaneous inference with the bootstrap'' . . . . . . . . . . . . . . 731--733 Richard A. Lockhart and Richard J. Samworth Comments on: ``High-dimensional simultaneous inference with the bootstrap'' . . . . . . . . . . . . . . 734--739 Hanzhong Liu and Bin Yu Comments on: ``High-dimensional simultaneous inference with the bootstrap'' . . . . . . . . . . . . . . 740--750 Ruben Dezeure and Peter Bühlmann and Cun-Hui Zhang Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap'' . . . . . . . . . . . . . . 751--758 Zaixing Li Inference of nonlinear mixed models for clustered data under moment conditions 759--781 Yin Xia Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control . . . 782--801 Ritwik Bhattacharya and Biswabrata Pradhan Computation of optimum Type--II progressively hybrid censoring schemes using variable neighborhood search algorithm . . . . . . . . . . . . . . . 802--821 Jorge Navarro and Maria Longobardi and Franco Pellerey Comparison results for inactivity times of $k$-out-of-$n$ and general coherent systems with dependent components . . . 822--846 Marcelo Bourguignon and Christian H. Weiß An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion . . . 847--868 Anthony C. Atkinson and Aldo Corbellini and Marco Riani Robust Bayesian regression with the forward search: theory and data analysis 869--886
S. G. Meintanis and M. Husková and M. D. Jiménez-Gamero Editorial . . . . . . . . . . . . . . . 1--2 Kilani Ghoudi and Bruno Rémillard Serial independence tests for innovations of conditional mean and variance models . . . . . . . . . . . . 3--26 Christian Francq and Olivier Wintenberger and Jean-Michel Zako\"\ian Goodness-of-fit tests for Log--GARCH and EGARCH models . . . . . . . . . . . . . 27--51 Youngmi Lee and Sangyeol Lee and Dag Tjòstheim Asymptotic normality and parameter change test for bivariate Poisson INGARCH models . . . . . . . . . . . . . 52--69 J. S. Allison and M. Husková and S. G. Meintanis Testing the adequacy of semiparametric transformation models . . . . . . . . . 70--94 M. D. Jiménez-Gamero and J. L. Moreno-Rebollo and J. A. Mayor-Gallego On the estimation of the characteristic function in finite populations with applications . . . . . . . . . . . . . . 95--121 María Concepción López-Díaz and Miguel López-Díaz and Sergio Martínez-Fernández Stochastic orders to approach investments in condor financial derivatives . . . . . . . . . . . . . . 122--146 Arthur Pewsey Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions . . . . . . . . . . . . . 147--172 Nil Kamal Hazra and Maxim Finkelstein and Ji Hwan Cha Stochastic ordering for populations of manufactured items . . . . . . . . . . . 173--196 Michail Papathomas On the correspondence from Bayesian log-linear modelling to logistic regression modelling with $g$-priors . . 197--220 Guillermo Ferreira and Jorge Mateu and Emilio Porcu Spatio-temporal analysis with short- and long-memory dependence: a state-space approach . . . . . . . . . . . . . . . . 221--245
Yuanyuan Zhang and Lijian Yang A smooth simultaneous confidence band for correlation curve . . . . . . . . . 247--269 Tomás Hobza and Domingo Morales and Laureano Santamaría Small area estimation of poverty proportions under unit-level temporal binomial-logit mixed models . . . . . . 270--294 Weiyu Li and Valentin Patilea A dimension reduction approach for conditional Kaplan--Meier estimators . . 295--315 Haibing Zhao and Wing Kam Fung Controlling mixed directional false discovery rate in multidimensional decisions with applications to microarray studies . . . . . . . . . . . 316--337 Fabienne Comte and Adeline Samson and Julien J. Stirnemann Hazard estimation with censoring and measurement error: application to length of pregnancy . . . . . . . . . . . . . . 338--359 Ivan Zezula and Daniel Klein and Anuradha Roy Testing of multivariate repeated measures data with block exchangeable covariance structure . . . . . . . . . . 360--378 Yi Wu and Xuejun Wang and Shuhe Hu and Lianqiang Yang Weighted version of strong law of large numbers for a class of random variables and its applications . . . . . . . . . . 379--406 Shonosuke Sugasawa and Tatsuya Kubokawa and J. N. K. Rao Small area estimation via unmatched sampling and linking models . . . . . . 407--427 Yan Cui and Fukang Zhu A new bivariate integer-valued GARCH model allowing for negative cross-correlation . . . . . . . . . . . 428--452 Jingxin Zhao and Heng Peng and Tao Huang Variance estimation for semiparametric regression models by local averaging . . 453--476 João Lita da Silva On the rates of convergence for moments convergence in regression models . . . . 477--495
Ying C. MacNab Some recent work on multivariate Gaussian Markov random fields . . . . . 497--541 Miguel A. Martinez-Beneito Comments on: ``Some recent work on multivariate Gaussian Markov random fields'' . . . . . . . . . . . . . . . . 542--544 Stephan R. Sain and Reinhard Furrer Comments on: ``Some recent work on multivariate Gaussian Markov random fields'' . . . . . . . . . . . . . . . . 545--548 Fedele Greco and Carlo Trivisano Comments on: ``Some recent work on multivariate Gaussian Markov random fields'' . . . . . . . . . . . . . . . . 549--553 Ying C. MacNab Rejoinder on: ``Some recent work on multivariate Gaussian Markov random fields'' . . . . . . . . . . . . . . . . 554--569 Mingzhe Wu and Ming Zheng and Wen Yu and Ruofan Wu Estimation and variable selection for semiparametric transformation models under a more efficient cohort sampling design . . . . . . . . . . . . . . . . . 570--596 Artur J. Lemonte and Jorge L. Bazán New links for binary regression: an application to coca cultivation in Peru 597--617 Marco Burkschat and Tomasz Rychlik Sharp inequalities for quantiles of system lifetime distributions from failure-dependent proportional hazard model . . . . . . . . . . . . . . . . . 618--638 Dennis Dobler and Markus Pauly Bootstrap- and permutation-based inference for the Mann--Whitney effect for right-censored and tied data . . . . 639--658 Germán Aneiros and Paula Raña and Philippe Vieu and Juan Vilar Bootstrap in semi-functional partial linear regression under dependence . . . 659--679 Masashi Hyodo and Takahiro Nishiyama A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data . . . . . . . . . . . . . . . . . . 680--699 Chuanlong Xie and Lixing Zhu A minimum projected-distance test for parametric single-index Berkson models 700--715 Roger S. Bivand and David W. S. Wong Comparing implementations of global and local indicators of spatial association 716--748
Fangpo Wang and Anirban Bhattacharya and Alan E. Gelfand Process modeling for slope and aspect with application to elevation data maps 749--772 Sudipto Banerjee Comments on: ``Process modeling for slope and aspect with application to elevation data maps'' . . . . . . . . . 773--775 Giovanna Jona Lasinio and Gianluca Mastrantonio Comments on: ``Process modeling for slope and aspect with application to elevation data maps'' . . . . . . . . . 776--777 Erin M. Schliep Comments on: ``Process modeling for slope and aspect with application to elevation data maps'' . . . . . . . . . 778--782 Fangpo Wang and Anirban Bhattacharya and Alan E. Gelfand Rejoinder on: ``Process modeling for slope and aspect with application to elevation data maps'' . . . . . . . . . 783--786 M. Hermanns and E. Cramer Inference with progressively censored $k$-out-of-$n$ system lifetime data . . 787--810 Jesse Hemerik and Jelle Goeman Exact testing with random permutations 811--825 Sergio Alvarez-Andrade and Salim Bouzebda and Aimé Lachal Strong approximations for the $p$-fold integrated empirical process with applications to statistical tests . . . 826--849 Manuel G. Scotto and Christian H. Weiß and Tobias A. Möller and Sónia Gouveia The max-INAR(1) model for count processes . . . . . . . . . . . . . . . 850--870 K. Hendrickx and P. Janssen and A. Verhasselt Penalized spline estimation in varying coefficient models with censored data 871--895 Zhidong Bai and Guangming Pan and Yanqing Yin A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test . . . . . . . . . 896--920 Marco Di Marzio and Stefania Fensore and Agnese Panzera and Charles C. Taylor Circular local likelihood . . . . . . . 921--945 Andrew R. Barron and Mirta Bensi\'c and Kristian Sabo A note on weighted least square distribution fitting and full standardization of the empirical distribution function . . . . . . . . . 946--967 J. A. Cano and M. Iniesta and D. Salmerón Integral priors for Bayesian model selection: how they operate from simple to complex cases . . . . . . . . . . . . 968--987 Nil Kamal Hazra and Maxim Finkelstein On stochastic comparisons of finite mixtures for some semiparametric families of distributions . . . . . . . 988--1006
Thomas Kneib and Nadja Klein and Stefan Lang and Nikolaus Umlauf Modular regression --- a Lego system for building structured additive distributional regression models with tensor product interactions . . . . . . 1--39 T. Goicoa Comments on: Modular regression --- a Lego system for building structured additive distributional regression models with tensor product interactions 40--42 Matthew Reimherr Comments on: Modular regression --- a Lego system for building structured additive distributional regression models with tensor product interactions 43--45 Patrick Schnell Comments on: Modular regression --- a Lego system for building structured additive distributional regression models with tensor product interactions 46--51 M. D. Stasinopoulos and R. A. Rigby and G. Z. Heller and F. De Bastiani Comments on: Modular regression --- a Lego system for building structured additive distributional regression models with tensor product interactions 52--54 Thomas Kneib and Nadja Klein and Stefan Lang and Nikolaus Umlauf Rejoinder on: Modular regression --- a Lego system for building structured additive distributional regression models with tensor product interactions 55--59 Chaofeng Yuan and Wensheng Zhu and Xuming He and Jianhua Guo A mixture factor model with applications to microarray data . . . . . . . . . . . 60--76 Fode Zhang and Hon Keung Tony Ng and Yimin Shi and Ruibing Wang Amari--Chentsov structure on the statistical manifold of models for accelerated life tests . . . . . . . . . 77--105 Ana M. Bianco and Graciela Boente and Wenceslao González-Manteiga and Ana Pérez-González Plug-in marginal estimation under a general regression model with missing responses and covariates . . . . . . . . 106--146 Laura Deldossi and Silvia Angela Osmetti and Chiara Tommasi Optimal design to discriminate between rival copula models for a bivariate binary response . . . . . . . . . . . . 147--165 Tomasz Rychlik Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions . . . . . . . 166--195 Wan-Lun Wang Mixture of multivariate $t$ nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values . . . . . . . . . . . . . . . . . 196--222 Alfio Marazzi and Marina Valdora and Victor Yohai and Michael Amiguet A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter . . . . . . 223--241 Jun Zhang and Junpeng Zhu and Zhenghui Feng Estimation and hypothesis test for single-index multiplicative models . . . 242--268 Xue Yu and Yichuan Zhao Jackknife empirical likelihood inference for the accelerated failure time model 269--288
Pedro Galeano and Daniel Peña Data science, big data and statistics 289--329 Peter Bühlmann Comments on: Data science, big data and statistics . . . . . . . . . . . . . . . 330--333 Pedro Delicado Comments on: Data science, big data and statistics . . . . . . . . . . . . . . . 334--337 Marc G. Genton and Ying Sun Comments on: Data science, big data and statistics . . . . . . . . . . . . . . . 338--341 J. S. Marron Comments on: Data science, big data and statistics . . . . . . . . . . . . . . . 342--344 Abigael C. Nachtsheim and John Stufken Comments on: Data science, big data and statistics . . . . . . . . . . . . . . . 345--348 Marco Riani and Anthony C. Atkinson and Andrea Cerioli and Aldo Corbellini Comments on: Data science, big data and statistics . . . . . . . . . . . . . . . 349--352 Jian Qing Shi and Shane Halloran Comments on: Data science, big data and statistics . . . . . . . . . . . . . . . 353--356 Ruey S. Tsay Comments on: Data science, big data and statistics . . . . . . . . . . . . . . . 357--359 Stefan Van Aelst and Ruben H. Zamar Comments on: Data science, big data and statistics . . . . . . . . . . . . . . . 360--362 Pedro Galeano and Daniel Peña Rejoinder on: Data science, big data and statistics . . . . . . . . . . . . . . . 363--368 Ana M. Bianco and Paula M. Spano Robust inference for nonlinear regression models . . . . . . . . . . . 369--398 Luigi Spezia Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models . . 399--422 Mercedes Conde-Amboage and César Sánchez-Sellero A plug-in bandwidth selector for nonparametric quantile regression . . . 423--450 Jacob Bien and Irina Gaynanova and Johannes Lederer and Christian L. Müller Prediction error bounds for linear regression with the TREX . . . . . . . . 451--474 Jorge M. Arevalillo and Hilario Navarro A stochastic ordering based on the canonical transformation of skew-normal vectors . . . . . . . . . . . . . . . . 475--498 Norbert Henze and María Dolores Jiménez-Gamero A new class of tests for multinormality with i.i.d. and GARCH data based on the empirical moment generating function . . 499--521 Hezhi Lu and Hua Jin and Zhining Wang and Chao Chen and Ying Lu Prior-free probabilistic interval estimation for binomial proportion . . . 522--542 Mohsen Maleki and Darren Wraith and Reinaldo B. Arellano-Valle A flexible class of parametric distributions for Bayesian linear mixed models . . . . . . . . . . . . . . . . . 543--564 Monique Graf and J. Miguel Marín and Isabel Molina A generalized mixed model for skewed distributions applied to small area estimation . . . . . . . . . . . . . . . 565--597
Juan José Egozcue and Vera Pawlowsky-Glahn Compositional data: the sample space and its structure . . . . . . . . . . . . . 599--638 Peter Filzmoser and Karel Hron Comments on: Compositional data: the sample space and its structure . . . . . 639--643 Michael Greenacre Comments on: Compositional data: the sample space and its structure . . . . . 644--652 J. A. Martín-Fernández Comments on: Compositional data: the sample space and its structure . . . . . 653--657 Juan José Egozcue and Vera Pawlowsky-Glahn Rejoinder on: Compositional data: the sample space and its structure . . . . . 658--663 Ricardo Cao Comments on: Data science, big data and statistics . . . . . . . . . . . . . . . 664--670 Sakineh Dehghan and Mohammad Reza Faridrohani Affine invariant depth-based tests for the multivariate one-sample location problem . . . . . . . . . . . . . . . . 671--693 Na Huang and Piotr Fryzlewicz NOVELIST estimator of large correlation and covariance matrices and their inverses . . . . . . . . . . . . . . . . 694--727 F. Giummol\`e and V. Mameli and E. Ruli and L. Ventura Objective Bayesian inference with proper scoring rules . . . . . . . . . . . . . 728--755 Claudio Agostinelli and Luca Greco Weighted likelihood estimation of multivariate location and scatter . . . 756--784 Italo R. Lima and Guanqun Cao and Nedret Billor Robust simultaneous inference for the mean function of functional data . . . . 785--803 Amanda Plunkett and Junyong Park Two-sample test for sparse high-dimensional multinomial distributions . . . . . . . . . . . . . 804--826 Shun Yu and Xianzheng Huang Link misspecification in generalized linear mixed models with a random intercept for binary responses . . . . . 827--843 Larissa A. Matos and Víctor H. Lachos and Tsung-I Lin and Luis M. Castro Heavy-tailed longitudinal regression models for censored data: a robust parametric approach . . . . . . . . . . 844--878 Pei Geng and Hira L. Koul Minimum distance model checking in Berkson measurement error models with validation data . . . . . . . . . . . . 879--899 Jose Ameijeiras-Alonso and Rosa M. Crujeiras and Alberto Rodríguez-Casal Mode testing, critical bandwidth and excess mass . . . . . . . . . . . . . . 900--919 Alejandra Tapia and Victor Leiva and Maria del Pilar Diaz and Viviana Giampaoli Influence diagnostics in mixed effects logistic regression models . . . . . . . 920--942 M. D. Ruiz-Medina and D. Miranda and R. M. Espejo Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors . . . . . 943--968 Miroslav M. Risti\'c and Yuvraj Sunecher and Naushad Mamode Khan and Vandna Jowaheer A GQL-based inference in non-stationary BINMA(1) time series . . . . . . . . . . 969--998 Jing Lv and Chaohui Guo and Jibo Wu Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data . . . . . . . . . 999--1032
Denis Devaud and Yves Tillé Deville and Särndal's calibration: revisiting a 25-years-old successful optimization problem . . . . . . . . . . 1033--1065 Phillip S. Kott Comments on: Deville and Särndal's Calibration: revisiting a 25-years-old successful optimization problem . . . . 1066--1067 Domingo Morales Comments on: Deville and Särndal's Calibration: revisiting a 25-years-old successful optimization problem . . . . 1068--1070 Jean-Francois Beaumont and J. N. K. Rao Comments on: Deville and Särndal's Calibration: revisiting a 25-years-old successful optimization problem . . . . 1071--1076 Maria del Mar Rueda Comments on: Deville and Särndal's Calibration: revisiting a 25-years-old successful optimization problem . . . . 1077--1081 Changbao Wu and Shixiao Zhang Comments on: Deville and Särndal's Calibration: revisiting a 25-years-old successful optimization problem . . . . 1082--1086 Denis Devaud and Yves Tillé Rejoinder on: Deville and Särndal's calibration: revisiting a 25-year-old successful optimization problem . . . . 1087--1091 Jia Guo and Bu Zhou and Jianwei Chen and Jin-Ting Zhang An $ \varvec {L}^2 $-norm-based test for equality of several covariance functions: a further study . . . . . . . 1092--1112 Omer Ozturk Statistical inference using rank-based post-stratified samples in a finite population . . . . . . . . . . . . . . . 1113--1143 Xuejun Wang and Yi Wu and Wei Yu and Wenzhi Yang and Shuhe Hu Asymptotics for the linear kernel quantile estimator . . . . . . . . . . . 1144--1174 Roberto Colombi and Sabrina Giordano Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data . . . . . . . . 1175--1202 Marta Cousido-Rocha and Jacobo de Uña-Álvarez and Jeffrey D. Hart Testing equality of a large number of densities under mixing conditions . . . 1203--1228 F. Corpas-Burgos and P. Botella-Rocamora and M. A. Martinez-Beneito On the convenience of heteroscedasticity in highly multivariate disease mapping 1229--1250 Lili Yue and Gaorong Li and Heng Lian Identification and estimation in quantile varying-coefficient models with unknown link function . . . . . . . . . 1251--1275
Hang Li and Enrique Del Castillo and George Runger On active learning methods for manifold data . . . . . . . . . . . . . . . . . . 1--33 Abhik Ghosh Comments on: On active learning methods for manifold data . . . . . . . . . . . 34--37 Mostafa Reisi Gahrooei and Hao Yan and Kamran Paynabar Comments on: On Active Learning Methods for Manifold Data . . . . . . . . . . . 38--41 Hang Li and Enrique Del Castillo and George Runger Rejoinder on: ``On active learning methods for manifold data'' . . . . . . 42--49 Graciela Boente and Daniela Rodriguez and Pablo Vena Robust estimators in a generalized partly linear regression model under monotony constraints . . . . . . . . . . 50--89 Ji Hwan Cha and Maxim Finkelstein Is perfect repair always perfect? . . . 90--104 Steffen Betsch and Bruno Ebner Testing normality via a distributional fixed point property in the Stein characterization . . . . . . . . . . . . 105--138 Roberta Paroli and Guido Consonni Objective Bayesian comparison of order-constrained models in contingency tables . . . . . . . . . . . . . . . . . 139--165 Jan Pablo Burgard and María Dolores Esteban and Domingo Morales and Agustín Pérez A Fay--Herriot model when auxiliary variables are measured with error . . . 166--195 Boris Aleksandrov and Christian H. Weiß Parameter estimation and diagnostic tests for INMA(1) processes . . . . . . 196--232 Maryna Prus Optimal designs in multiple group random coefficient regression models . . . . . 233--254 Jorge Navarro and Julio Mulero Comparisons of coherent systems under the time-transformed exponential model 255--281 Li Cai and Lisha Li and Simin Huang and Liang Ma and Lijian Yang Oracally efficient estimation for dense functional data with holiday effects . . 282--306
Simon N. Wood Inference and computation with generalized additive models and their extensions . . . . . . . . . . . . . . . 307--339 Paul Eilers Comments on: Inference and computation with Generalized Additive Models and their extensions . . . . . . . . . . . . 340--342 Sonja Greven and Fabian Scheipl Comments on: Inference and computation with Generalized Additive Models and their extensions . . . . . . . . . . . . 343--350 Thomas Kneib Comments on: Inference and computation with Generalized Additive Models and their extensions . . . . . . . . . . . . 351--353 Simon N. Wood Rejoinder on: Inference and computation with Generalized Additive Models and their extensions . . . . . . . . . . . . 354--358 Alejandro C. Frery and Juliana Gambini Comparing samples from the $ \mathcal {G}^0 $ distribution using a geodesic distance . . . . . . . . . . . . . . . . 359--378 Michal Pesta and Martin Wendler Nuisance-parameter-free changepoint detection in non-stationary series . . . 379--408 Li Xun and Li Tao and Yong Zhou Estimators of quantile difference between two samples with length-biased and right-censored data . . . . . . . . 409--429 Ritwik Bhattacharya and Baidya Nath Saha and Graceila González Far\'ìas and Narayanaswamy Balakrishnan Multi-criteria-based optimal life-testing plans under hybrid censoring scheme . . . . . . . . . . . . 430--453 S. G. J. Senarathne and C. C. Drovandi and J. M. McGree Bayesian sequential design for Copula models . . . . . . . . . . . . . . . . . 454--478 A. Abu-Awwad and V. Maume-Deschamps and P. Ribereau Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool . . . . . . 479--522 Patrícia L. Espinheira and Alisson de Oliveira Silva Residual and influence analysis to a general class of simplex regression . . 523--552 Qianqian Wang and Yanyuan Ma and Guangren Yang Locally efficient estimation in generalized partially linear model with measurement error in nonlinear function 553--572 Yongli Sang and Xin Dang and Yichuan Zhao Depth-based weighted jackknife empirical likelihood for non-smooth $U$-structure equations . . . . . . . . . . . . . . . 573--598 Wenceslao González Manteiga and Cédric Heuchenne and César Sánchez Sellero and Alessandro Beretta Goodness-of-fit tests for censored regression based on artificial data points . . . . . . . . . . . . . . . . . 599--615
M. Ekström and S. M. Mirakhmedov and S. Rao Jammalamadaka A class of asymptotically efficient estimators based on sample spacings . . 617--636 S. Barahona and P. Centella and A. Simó Supervised classification of geometrical objects by integrating currents and functional data analysis . . . . . . . . 637--660 Aline B. Tsuyuguchi and Gilberto A. Paula and Michelli Barros Analysis of correlated Birnbaum--Saunders data based on estimating equations . . . . . . . . . . 661--681 M. Dolores Jiménez-Gamero and Sangyeol Lee and Simos G. Meintanis Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models . . . . . . . . . 682--703 Arthur Berg and Dimitris Politis and Hui Zeng Reduced bias nonparametric lifetime density and hazard estimation . . . . . 704--727 Andrea Meilán-Vila and Jean D. Opsomer and Rosa M. Crujeiras A goodness-of-fit test for regression models with spatially correlated errors 728--749 E. Lázaro and C. Armero and V. Gómez-Rubio Approximate Bayesian inference for mixture cure models . . . . . . . . . . 750--767 Candida Geerdens and Paul Janssen and Ingrid Van Keilegom Goodness-of-fit test for a parametric survival function with cure fraction . . 768--792 María Dolores Esteban and María José Lombardía and Agustín Pérez Small area estimation of proportions under area-level compositional mixed models . . . . . . . . . . . . . . . . . 793--818 Mariela Sued and Marina Valdora and Víctor Yohai Robust doubly protected estimators for quantiles with missing data . . . . . . 819--843
Bruno Ebner and Norbert Henze Tests for multivariate normality --- a critical review with emphasis on weighted $ L^2 $-statistics . . . . . . 845--892 M. Dolores Jiménez-Gamero Comments on: Tests for multivariate normality --- a critical review with emphasis on weighted $ L^2$-statistics 893--897 Simos G. Meintanis Comments on: Tests for multivariate normality --- a critical review with emphasis on weighted $ L^2$-statistics 898--902 Donald Richards Comments on: Tests for multivariate normality --- a critical review with emphasis on weighted $ L^2$-statistics 903--906 Gábor J. Székely and Maria L. Rizzo Comments on: Tests for multivariate normality --- a critical review with emphasis on weighted $ L^2 $-statistics 907--910 Bruno Ebner and Norbert Henze Rejoinder on: Tests for multivariate normality --- a critical review with emphasis on weighted $ L^2$-statistics 911--913 A. Cholaquidis and R. Fraiman and M. Sued On semi-supervised learning . . . . . . 914--937 E. del Barrio and H. Inouzhe and C. Matrán On approximate validation of models: a Kolmogorov--Smirnov-based approach . . . 938--965 Francesco Bravo Robust estimation and inference for general varying coefficient models with missing observations . . . . . . . . . . 966--988 Alessio Farcomeni and Antonio Punzo Robust model-based clustering with mild and gross outliers . . . . . . . . . . . 989--1007 Justin Chown and Cédric Heuchenne and Ingrid Van Keilegom The nonparametric location-scale mixture cure model . . . . . . . . . . . . . . . 1008--1028 Ritwik Bhattacharya Implementation of compound optimal design strategy in censored life-testing experiment . . . . . . . . . . . . . . . 1029--1050 Guilherme Pumi and Cristine Rauber and Fábio M. Bayer Kumaraswamy regression model with Aranda--Ordaz link function . . . . . . 1051--1071 Grigoriy Volovskiy and Udo Kamps Maximum observed likelihood prediction of future record values . . . . . . . . 1072--1097 Wan-Lun Wang and Tsung-I Lin Automated learning of mixtures of factor analysis models with missing information 1098--1124 Charles Fontaine and Ron D. Frostig and Hernando Ombao Modeling dependence via copula of functionals of Fourier coefficients . . 1125--1144
Arthur Pewsey and Eduardo García-Portugués Recent advances in directional statistics . . . . . . . . . . . . . . . 1--58 Kanti V. Mardia Comments on: Recent advances in directional statistics . . . . . . . . . 59--63 Rosa M. Crujeiras and Paula Saavedra-Nieves Comments on: Recent advances in directional statistics . . . . . . . . . 64--67 Janice L. Scealy Comments on: Recent advances in directional statistics . . . . . . . . . 68--70 Stephan F. Huckemann Comments on: Recent advances in directional statistics . . . . . . . . . 71--75 Arthur Pewsey and Eduardo García-Portugués Rejoinder on: Recent advances in directional statistics . . . . . . . . . 76--82 Manuel Ordóñez Cabrera and Andrew Rosalsky and Andrei Volodin On the concept of $B$-statistical uniform integrability of weighted sums of random variables and the law of large numbers with mean convergence in the statistical sense . . . . . . . . . . . 83--102 Joris Mulder and James O. Berger and M. J. Bayarri On the prevalence of information inconsistency in normal linear models 103--132 Elizabeth D. Schifano and Himchan Jeong and Dipak K. Dey Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo . . . . . . . . 133--152 W. V. Félix de Lima and A. D. C. Nascimento and G. J. A. Amaral Entropy-based pivotal statistics for multi-sample problems in planar shape 153--178 Isabel Molina and Malay Ghosh Accounting for dependent informative sampling in model-based finite population inference . . . . . . . . . . 179--197 Helena Ferreira and Marta Ferreira Tail dependence and smoothness of time series . . . . . . . . . . . . . . . . . 198--210 Félix Belzunce and Carolina Martínez-Riquelme and José M. Ruiz Comparisons of policies based on relevation and replacement by a new one unit in reliability . . . . . . . . . . 211--227 María José Lombardía and Esther López-Vizcaíno and Cristina Rueda Selection model for domains across time: application to labour force survey by economic activities . . . . . . . . . . 228--254 Elías Moreno and Carmen Martínez and Francisco-José Vázquez-Polo Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial . . . 255--273 Rafael de Carvalho Ceregatti and Rafael Izbicki and Luis Ernesto Bueno Salasar WIKS: a general Bayesian nonparametric index for quantifying differences between two populations . . . . . . . . 274--291
Lijuan Huo and Jin Seo Cho Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator . . . . . . . . . . . . . . . 293--317 Matthias Eckardt and Jorge Mateu Second-order and local characteristics of network intensity functions . . . . . 318--340 Guillermo Ferreira and Jorge Mateu and Joel Muñoz Bootstrapping regression models with locally stationary disturbances . . . . 341--363 Andreia Monteiro and Raquel Menezes and Maria Eduarda Silva Modelling informative time points: an evolutionary process approach . . . . . 364--382 Rebeca Peláez Suárez and Ricardo Cao Abad and Juan M. Vilar Fernández Probability of default estimation in credit risk using a nonparametric approach . . . . . . . . . . . . . . . . 383--405 Rebeca Peláez Suárez and Ricardo Cao Abad and Juan M. Vilar Fernández Correction to: Probability of default estimation in credit risk using a nonparametric approach . . . . . . . . . 406--406 Anna Dembi'nska and Krzysztof Jasi'nski Maximum likelihood estimators based on discrete component lifetimes of a $k$-out-of-$n$ system . . . . . . . . . 407--428 Yanyuan Ma and Shaoli Wang and Weixin Yao Semiparametric mixture regression with unspecified error distributions . . . . 429--444 José J. Quinlan and Fernando A. Quintana and Garritt L. Page On a class of repulsive mixture models 445--461 Alessio Farcomeni and Monia Ranalli and Sara Viviani Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models . . . . . . . . . . . . . . . . . 462--480 Silvia Novo and Germán Aneiros and Philippe Vieu Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables . . . . . . . 481--504 Geurt Jongbloed and Kimberly S. McGarrity and Jilt Sietsma Smooth estimation of size distributions in an oriented cylinder model . . . . . 505--526 María Dolores Esteban and María José Lombardía and Agustín Pérez Correction to: Small area estimation of proportions under area-level compositional mixed models . . . . . . . 527--528
Mohammad Ghorbani and Ottmar Cronie and Jun Yu Functional marked point processes: a natural structure to unify spatio-temporal frameworks and to analyse dependent functional data . . . 529--568 Rong Liu and Yichuan Zhao Empirical likelihood inference for generalized additive partially linear models . . . . . . . . . . . . . . . . . 569--585 Philip A. White and Alan E. Gelfand Multivariate functional data modeling with time-varying clustering . . . . . . 586--602 Zdenek Hlávka and Marie Husková and Simos G. Meintanis Testing serial independence with functional data . . . . . . . . . . . . 603--629 Carlo Sguera and Sara López-Pintado A notion of depth for sparse functional data . . . . . . . . . . . . . . . . . . 630--649 Andrea Meilán-Vila and Mario Francisco-Fernández and Agnese Panzera Nonparametric multiple regression estimation for circular response . . . . 650--672 Xiaohui Liu and Yuanyuan Li and Jiming Jiang Simple measures of uncertainty for model selection . . . . . . . . . . . . . . . 673--692 Kevin Burke and Valentin Patilea A likelihood-based approach for cure regression models . . . . . . . . . . . 693--712 Stefano Cabras and María Eugenia Castellanos and Oliver Ratmann Goodness of fit for models with intractable likelihood . . . . . . . . . 713--736 Tingting Cui and Pengfei Wang and Wensheng Zhu Covariate-adjusted multiple testing in genome-wide association studies via factorial hidden Markov models . . . . . 737--757 Andrea Bergesio and María Eugenia Szretter Noste and Víctor J. Yohai A robust proposal of estimation for the sufficient dimension reduction problem 758--783 Niels Lundtorp Olsen and Alessia Pini and Simone Vantini False discovery rate for functional data 784--809
Shakhawat Hossain and Le An Lac Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data . . . . . . . . 811--835 Galatia Cleanthous and Emilio Porcu and Philip White Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces . . 836--860 Laura Borrajo and Ricardo Cao Nonparametric estimation for big-but-biased data . . . . . . . . . . 861--883 Laurent Gardes and Stéphane Girard On the estimation of the variability in the distribution tail . . . . . . . . . 884--907 P. Navarro-Esteban and J. A. Cuesta-Albertos High-dimensional outlier detection using random projections . . . . . . . . . . . 908--934 Giovanni Saraceno and Claudio Agostinelli Robust multivariate estimation based on statistical depth filters . . . . . . . 935--959 Marc Ditzhaus and Roland Fried and Markus Pauly QANOVA: quantile-based permutation methods for general factorial designs 960--979 Nick Kloodt and Natalie Neumeyer and Ingrid Van Keilegom Specification testing in semi-parametric transformation models . . . . . . . . . 980--1003 Fritjof Freise and Ulrike Graßhoff and Rainer Schwabe $D$-optimal designs for Poisson regression with synergetic interaction effect . . . . . . . . . . . . . . . . . 1004--1025 Maxim Finkelstein and Ji Hwan Cha On degradation-based imperfect repair and induced generalized renewal processes . . . . . . . . . . . . . . . 1026--1045 Jonatan A. González and Bernardo M. Lagos-Álvarez and Jorge Mateu Two-way layout factorial experiments of spatial point pattern responses in mineral flotation . . . . . . . . . . . 1046--1075 Manuel Ordóñez Cabrera and Andrew Rosalsky and Andrei Volodin Correction to: On the concept of $B$-statistical uniform integrability of weighted sums of random variables and the law of large numbers with mean convergence in the statistical sense . . 1076--1077
M. D. Jiménez-Gamero and M. Cousido-Rocha and F. Jiménez-Jiménez Testing the equality of a large number of populations . . . . . . . . . . . . . 1--21 Wan-Lun Wang and Tsung-I Lin Robust clustering of multiply censored data via mixtures of $t$ factor analyzers . . . . . . . . . . . . . . . 22--53 Zhu Wang MM for penalized estimation . . . . . . 54--75 Jiming Jiang and Mahmoud Torabi Goodness-of-fit test with a robustness feature . . . . . . . . . . . . . . . . 76--100 Shonosuke Sugasawa and Kosuke Morikawa and Keisuke Takahata Bayesian semiparametric modeling of response mechanism for nonignorable missing data . . . . . . . . . . . . . . 101--117 Abhik Ghosh Robust parametric inference for finite Markov chains . . . . . . . . . . . . . 118--147 Zhigen Zhao Where to find needles in a haystack? . . 148--174 María P. Frías and Antoni Torres-Signes and Jorge Mateu Spatial Cox processes in an infinite-dimensional framework . . . . . 175--203 Jan Pablo Burgard and Joscha Krause and Domingo Morales A measurement error Rao--Yu model for regional prevalence estimation over time using uncertain data obtained from dependent survey estimates . . . . . . . 204--234 Alessandro Baldi Antognini and Marco Novelli and Maroussa Zagoraiou A new inferential approach for response-adaptive clinical trials: the variance-stabilized bootstrap . . . . . 235--254 Siwei Xia and Yuehan Yang and Hu Yang Sparse Laplacian Shrinkage with the Graphical Lasso Estimator for Regression Problems . . . . . . . . . . . . . . . . 255--277 Elías Moreno and Carmen Martínez Bayesian and frequentist evidence in one-sided hypothesis testing . . . . . . 278--297
David Atienza and Pedro Larrañaga and Concha Bielza Hybrid semiparametric Bayesian networks 299--327 Marco Scutari Comments on: Hybrid semiparametric Bayesian networks . . . . . . . . . . . 328--330 Antonio Salmerón Comments on: Hybrid semiparametric Bayesian networks . . . . . . . . . . . 331--334 Stefan Sperlich Comments on: Hybrid semiparametric Bayesian networks . . . . . . . . . . . 335--339 Serafín Moral Comments on: Hybrid semiparametric Bayesian networks . . . . . . . . . . . 340--343 David Atienza and Pedro Larrañaga and Concha Bielza Rejoinder on: Hybrid semiparametric Bayesian networks . . . . . . . . . . . 344--347 Jun Wang and Dianpeng Wang and Yubin Tian Multidimensional specification test based on non-stationary time series . . 348--372 Ioannis Kalogridis Asymptotics for M-type smoothing splines with non-smooth objective functions . . 373--389 Tzviel Frostig and Yoav Benjamini Testing the equality of multivariate means when $ p > n $ by combining the Hotelling and Simes tests . . . . . . . 390--415 Alberto Rodríguez-Casal and Paula Saavedra-Nieves Spatial distribution of invasive species: an extent of occurrence approach . . . . . . . . . . . . . . . . 416--441 Alberto Rodríguez-Casal and Paula Saavedra-Nieves Correction to: Spatial distribution of invasive species: an extent of occurrence approach . . . . . . . . . . 442--442 Rong Jiang and Mengxian Sun Single-index composite quantile regression for ultra-high-dimensional data . . . . . . . . . . . . . . . . . . 443--460 Marija Cupari\'c and Bojana Milosevi\'c New characterization-based exponentiality tests for randomly censored data . . . . . . . . . . . . . 461--487 Norbert Henze and Pierre Lafaye De Micheaux and Simos G. Meintanis Tests for circular symmetry of complex-valued random vectors . . . . . 488--518 James Cameron and Pramita Bagchi A test for heteroscedasticity in functional linear models . . . . . . . . 519--542 Franco Pellerey and Jorge Navarro Stochastic monotonicity of dependent variables given their sum . . . . . . . 543--561
Ana M. Bianco and Graciela Boente and Gonzalo Chebi Penalized robust estimators in sparse logistic regression . . . . . . . . . . 563--594 Shogo Kato and Arthur Pewsey and M. C. Jones Tractable circula densities from Fourier series . . . . . . . . . . . . . . . . . 595--618 Ramón Ferri-Garc\'ìa and Jean-François Beaumont and Keven Bosa and Joanne Charlebois and Kenneth Chu Weight smoothing for nonprobability surveys . . . . . . . . . . . . . . . . 619--643 Moreno Bevilacqua and Christian Caamaño-Carrillo and Reinaldo B. Arellano-Valle and Camilo Gómez A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers . . . . . . . . . . . . . . . . 644--674 Roberto Baragona and Francesco Battaglia and Domenico Cucina Data-driven portmanteau tests for time series . . . . . . . . . . . . . . . . . 675--698 Luis Nieto-Barajas and Eduardo Gutiérrez-Peña General dependence structures for some models based on exponential families with quadratic variance functions . . . 699--716 Carlos Tenreiro On automatic kernel density estimate-based tests for goodness-of-fit 717--748 Marc Ditzhaus and Daniel Gaigall Testing marginal homogeneity in Hilbert spaces with applications to stock market returns . . . . . . . . . . . . . . . . 749--770 D. Vélez and M. E. Pérez and L. R. Pericchi Increasing the replicability for linear models via adaptive significance levels 771--789 Marcelo Bourguignon and Rodrigo M. R. de Medeiros A simple and useful regression model for fitting count data . . . . . . . . . . . 790--827 Rosaria Simone On finite mixtures of Discretized Beta model for ordered responses . . . . . . 828--855 Juan Baz and Irene D\'ìaz and Susana Montes and Raúl Pérez-Fernández Some results on the Gaussian Markov Random Field construction problem based on the use of invariant subgraphs . . . 856--874 Matthias Eckardt and Jorge Mateu Correction to: Second-order and local characteristics of network intensity functions . . . . . . . . . . . . . . . 875--876 Carlos A. Coelho and Anuradha Roy Correction to: Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions . . . . . . . . . . . . . 877--878
Jorge Navarro and Franco Pellerey and Julio Mulero On sums of dependent random lifetimes under the time-transformed exponential model . . . . . . . . . . . . . . . . . 879--900 Barry C. Arnold and Tomasz Rychlik and Magdalena Szymkowiak Preservation of distributional properties of component lifetimes by system lifetimes . . . . . . . . . . . . 901--930 Jone Ascorbebeitia and Eva Ferreira and Susan Orbe Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness . . . . . . 931--949 Vahe Avagyan Precision matrix estimation using penalized Generalized Sylvester matrix equation . . . . . . . . . . . . . . . . 950--967 Kaida Cai and Hua Shen and Xuewen Lu Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates . . . . . 968--993 Dheeraj Goyal and Nil Kamal Hazra and Maxim Finkelstein On the general $ \delta $-shock model 994--1029 Jiawei Hou and Yunquan Song Interquantile shrinkage in spatial additive autoregressive models . . . . . 1030--1057 Maxim Finkelstein and Ji Hwan Cha Reducing degradation and age of items in imperfect repair modeling . . . . . . . 1058--1081 Lluís Bermúdez and Dimitris Karlis Copula-based bivariate finite mixture regression models with an application for insurance claim count data . . . . . 1082--1099 Kun Huang and Sijie Zheng and Lijian Yang Inference for dependent error functional data with application to event-related potentials . . . . . . . . . . . . . . . 1100--1120 Alexander Ly and Eric-Jan Wagenmakers Bayes factors for peri-null hypotheses 1121--1142 Isabel Molina and Paul Corral and Minh Nguyen Estimation of poverty and inequality in small areas: review and discussion . . . 1143--1166 Jone Ascorbebeitia and Eva Ferreira and Susan Orbe Correction to: Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness . . 1167--1167
Mamadou Lamine Diop and William Kengne A general procedure for change-point detection in multivariate time series 1--33 Yao Kang and Shuhui Wang and Dehui Wang and Fukang Zhu Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data 34--73 Lê V\uan Th\`anh On a new concept of stochastic domination and the laws of large numbers 74--106 Pedro Delicado and Daniel Peña Understanding complex predictive models with ghost variables . . . . . . . . . . 107--145 Jad Beyhum and Ingrid Van Keilegom Robust censored regression with $ \ell_1$-norm regularization . . . . . . 146--162 Yuichi Goto and Koichi Arakaki and Yan Liu and Masanobu Taniguchi Homogeneity tests for one-way models with dependent errors under correlated groups . . . . . . . . . . . . . . . . . 163--183 Jakob Peterlin and Natasa Kejzar and Rok Blagus Correct specification of design matrices in linear mixed effects models: tests with graphical representation . . . . . 184--210 Rahul Singh and Neeraj Misra Some parametric tests based on sample spacings . . . . . . . . . . . . . . . . 211--231 Junmin Liu and Deli Zhu and Luoyao Yu and Xuehu Zhu Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach . . . . . . . 232--262 Ying C. MacNab On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference . . . . . . . . 263--293 Qingying Zong and Jonathan R. Bradley Criterion constrained Bayesian hierarchical models . . . . . . . . . . 294--320 José R. Berrendero and Beatriz Bueno-Larraz and Antonio Cuevas On functional logistic regression: some conceptual issues . . . . . . . . . . . 321--349 Gustavo Alexis Sabillón and Luiz Gabriel Fernandes Cotrim and Daiane Aparecida Zuanetti A data-driven reversible jump for estimating a finite mixture of regression models . . . . . . . . . . . 350--369 WenWu Wang and Ping Yu Nonequivalence of two least-absolute-deviation estimators for mediation effects . . . . . . . . . . . 370--387 Youssef Anzarmou and Abdallah Mkhadri and Karim Oualkacha Sparse overlapped linear discriminant analysis . . . . . . . . . . . . . . . . 388--417 Inés Barbeito and Ricardo Cao and Stefan Sperlich Bandwidth selection for statistical matching and prediction . . . . . . . . 418--446 Jiayu Lai and Xiaoyi Wang and Kaige Zhao and Shurong Zheng Block-diagonal test for high-dimensional covariance matrices . . . . . . . . . . 447--466
Ana López-Cheda and Yingwei Peng and María Amalia Jácome Nonparametric estimation in mixture cure models with covariates . . . . . . . . . 467--495 Bo Han and Xiaoguang Wang Comments on: Nonparametric estimation in mixture cure models with covariates . . 496--498 Ricardo Cao Comments on: Nonparametric estimation in mixture cure models with covariates . . 499--505 Philippe Lambert Comments on: Nonparametric estimation in mixture cure models with covariates . . 506--509 César Sánchez-Sellero and Wenceslao González-Manteiga Comments on: Nonparametric estimation in mixture cure models with covariates . . 510--512 Ana López-Cheda and Yingwei Peng and María Amalia Jácome Rejoinder on: Nonparametric estimation in mixture cure models with covariates 513--520 Lu Li and Kai Tan and Xuerong Meggie Wen and Zhou Yu Variable-dependent partial dimension reduction . . . . . . . . . . . . . . . 521--541 Diego Battagliese and Clara Grazian and Brunero Liseo and Cristiano Villa Copula modelling with penalized complexity priors: the bivariate case 542--565 Roxana A. Ion and Chris A. J. Klaassen and Edwin R. van den Heuvel Sharp inequalities of Bienaymé--Chebyshev and Gauß type for possibly asymmetric intervals around the mean . . . . . . . 566--601 Zijuan Chen and Suojin Wang Inferences for extended partially linear single-index models . . . . . . . . . . 602--622 Jorge G. Adrover and Stella M. Donato Aspects of robust canonical correlation analysis, principal components and association . . . . . . . . . . . . . . 623--650 Mar\'ìa Dolores Esteban and Mar\'ìa José Lombard\'ìa and Esther López-Vizca\'ìno and Domingo Morales and Agust\'ìn Pérez Small area estimation of average compositions under multivariate nested error regression models . . . . . . . . 651--676 Roy Cerqueti and Claudio Lupi Severe testing of Benford's law . . . . 677--694 Wagner Barreto-Souza and Sokol Ndreca and Rodrigo B. Silva and Roger W. C. Silva Non-linear INAR(1) processes under an alternative geometric thinning operator 695--725 Lu Lin and Feng Li Global debiased DC estimations for biased estimators via pro forma regression . . . . . . . . . . . . . . . 726--758 Ricardo C. Pedroso and Rosangela H. Loschi and Fernando Andrés Quintana Multipartition model for multiple change point identification . . . . . . . . . . 759--783
Xiumin Liu and Lu Niu and Junlong Zhao Statistical inference on the significance of rows and columns for matrix-valued data in an additive model 785--828 Lorenzo Tedesco and Ingrid Van Keilegom Comparison of quantile regression curves with censored data . . . . . . . . . . . 829--864 Jiandong Zhang and Yiying Zhang Stochastic comparisons of relevation allocation policies in coherent systems 865--907 Laura Freijeiro-González and Manuel Febrero-Bande and Wenceslao González-Manteiga Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence . . . . . . . . . 908--941 A. Cholaquidis and R. Fraiman and L. Moreno Level sets of depth measures in abstract spaces . . . . . . . . . . . . . . . . . 942--957 Yacouba Boubacar Ma\"\inassara and Eugen Ursu Estimating weak periodic vector autoregressive time series . . . . . . . 958--997 Dae Woong Ham and Jiaze Qiu Hypothesis testing in adaptively sampled data: ART to maximize power beyond \em iid sampling . . . . . . . . . . . . . . 998--1037 Murat Ozkut Reliability and optimal replacement policy for a generalized mixed shock model . . . . . . . . . . . . . . . . . 1038--1054 Ioannis Kalogridis and Gerda Claeskens and Stefan Van Aelst Robust and efficient estimation of nonparametric generalized linear models 1055--1078 Dheeraj Goyal and Nil Kamal Hazra and Maxim Finkelstein A general class of shock models with dependent inter-arrival times . . . . . 1079--1105 Federico Ferraccioli and Laura M. Sangalli and Livio Finos Nonparametric tests for semiparametric regression models . . . . . . . . . . . 1106--1130 Laura Freijeiro-González and Manuel Febrero-Bande and Wenceslao González-Manteiga Correction: Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence . . . . . . . . . 1131--1131 Yacouba Boubacar Ma\"\inassara and Eugen Ursu Correction: Estimating weak periodic vector autoregressive time series . . . 1132--1133
T. Tony Cai and Zijian Guo and Yin Xia Statistical inference and large-scale multiple testing for high-dimensional regression models . . . . . . . . . . . 1135--1171 Ye Tian and Yang Feng Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models . . . 1172--1176 Gerda Claeskens and Maarten Jansen Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models . . . 1177--1179 Ya'acov Ritov Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models . . . 1180--1183 Jacobo de Uña-Álvarez Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models . . . 1184--1186 T. Tony Cai and Zijian Guo and Yin Xia Rejoinder on: Statistical inference and large-scale multiple testing for high-dimensional regression models . . . 1187--1194 Nisreen Shamma and Mehrnaz Mohammadpour and Masoumeh Shirozhan A threshold modeling for nonlinear time series of counts: application to COVID-19 data . . . . . . . . . . . . . 1195--1229 Zhaohan Hou and Wei Ma and Lei Wang Sparse and debiased lasso estimation and inference for high-dimensional composite quantile regression with distributed data . . . . . . . . . . . . . . . . . . 1230--1250 José E. Chacón and Javier Fernández Serrano Bump hunting through density curvature features . . . . . . . . . . . . . . . . 1251--1275 Basitha K. Hewa Wellalage and Igor Volobouev and A. Alexandre Trindade High-order asymptotic approximations for improved inference under exceptionally low false positive error rates . . . . . 1276--1306 Jorge Navarro and Jorge M. Arevalillo On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions . . . . . . . . . . . . . 1307--1335 Fulvia Pennoni and Leonard J. Paas and Francesco Bartolucci A causal hidden Markov model for assessing effects of multiple direct mail campaigns . . . . . . . . . . . . . 1336--1364 Marie Perrot-Dock\`es and Gilles Blanchard and Pierre Neuvial and Etienne Roquain Selective inference for false discovery proportion in a hidden Markov model . . 1365--1391 Mihaela-Catalina Anastasiade-Guinand and Alina Matei and Yves Tillé Gender wage difference estimation at quantile levels using sample survey data 1392--1433 Anjana Mondal and Paavo Sattler and Somesh Kumar Testing for trend in two-way crossed effects model under heteroscedasticity 1434--1458 Ma\lgorzata Laz\kecka and Bartosz Ko\lodziejek and Jan Mielniczuk Analysis of conditional randomisation and permutation schemes with application to conditional independence testing . . 1459--1478 Lucio Barabesi and Andrea Cerioli and Marco Di Marzio Statistical models and the Benford hypothesis: a unified framework . . . . 1479--1507 Alberto Fernández-de-Marcos and Eduardo García-Portugués On new omnibus tests of uniformity on the hypersphere . . . . . . . . . . . . 1508--1529
Yuexuan Wu and Chao Huang and Anuj Srivastava Shape-based functional data analysis . . 1--47 Almond Stöcker and Lisa Steyer and Sonja Greven Comments on: Shape-based functional data analysis . . . . . . . . . . . . . . . . 48--58 Ian L. Dryden Comments on: Shape-based functional data analysis . . . . . . . . . . . . . . . . 59--61 Pedro Delicado Comments on: Shape-based functional data analysis . . . . . . . . . . . . . . . . 62--65 J. E. Borgert and J. S. Marron Comments on: Shape-based functional data analysis . . . . . . . . . . . . . . . . 66--70 Lajos Horváth Comments on: Shape-based functional data analysis by Wu, Huang and Srivastava . . 71--72 Yuexuan Wu and Chao Huang and Anuj Srivastava Rejoinder on: Shape-based functional data analysis . . . . . . . . . . . . . 73--80 M. D. Jiménez-Gamero and J. de Uña-Álvarez Testing Poissonity of a large number of populations . . . . . . . . . . . . . . 81--105 Rahul Ghosal and Arnab Maity Variable selection in function-on-scalar single-index model via the alternating direction method of multipliers . . . . 106--126 Samuel Pawel and Frederik Aust and Leonhard Held and Eric-Jan Wagenmakers Power priors for replication studies . . 127--154 Mingao Yuan On the Randi\'c index and its variants of network data . . . . . . . . . . . . 155--179 Alejandro Cholaquidis and Ricardo Fraiman and Leonardo Moreno and Beatriz Pateiro-López Statistical analysis of measures of non-convexity . . . . . . . . . . . . . 180--203 Guilherme Pumi and Taiane Schaedler Prass and Cleiton Guollo Taufemback Unit-Weibull autoregressive moving average models . . . . . . . . . . . . . 204--229 Yuri Goegebeur and Armelle Guillou and Jing Qin Conditional tail moment and reinsurance premium estimation under random right censoring . . . . . . . . . . . . . . . 230--250 Min Wang and Keying Ye and Zifei Han Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors . . . . . . 251--270 Emilia Siviero and Emilie Chautru and Stephan Clémençon A statistical learning view of simple Kriging . . . . . . . . . . . . . . . . 271--296 Kewin P\kaczek and Damian Jelito and Marcin Pitera and Agnieszka Wy\loma\'nska Estimation of stability index for symmetric $ \alpha $-stable distribution using quantile conditional variance ratios . . . . . . . . . . . . . . . . . 297--334 Jorge Castillo-Mateo and Alan E. Gelfand and Jesús Asín and Ana C. Cebrián and Jesús Abaurrea Bayesian joint quantile autoregression 335--357 Guilherme Pumi and Taiane Schaedler Prass and Cleiton Guollo Taufemback Publisher Correction: Unit-Weibull autoregressive moving average models . . 358--359
Xinmin Li and Haozhe Liang and Wolfgang Härdle and Hua Liang Model checking for generalized partially linear models . . . . . . . . . . . . . 361--378 Ricardo Fraiman and Leonardo Moreno and Thomas Ransford Application of the Cramér--Wold theorem to testing for invariance under group actions . . . . . . . . . . . . . . . . 379--399 B. Cooper Boniece and Lajos Horváth and Peter M. Jacobs Change point detection in high dimensional data with $U$-statistics . . 400--452 Nicola Loperfido Tensor eigenvectors for projection pursuit . . . . . . . . . . . . . . . . 453--472 Gilles Crommen and Jad Beyhum and Ingrid Van Keilegom An instrumental variable approach under dependent censoring . . . . . . . . . . 473--495 Paavo Sattler and Markus Pauly Testing hypotheses about correlation matrices in general MANOVA designs . . . 496--516 Simos G. Meintanis and John P. Nolan and Charl Pretorius Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data . . . . . . . . . . 517--539 Armine Bagyan and Donald Richards Complete asymptotic expansions and the high-dimensional Bingham distributions 540--563 Diana P. Ovalle-Muñoz and M. Dolores Ruiz-Medina LRD spectral analysis of multifractional functional time series on manifolds . . 564--588 Nikola Surjanovic and Richard A. Lockhart and Thomas M. Loughin A generalized Hosmer--Lemeshow goodness-of-fit test for a family of generalized linear models . . . . . . . 589--608 Mai Ghannam and Sévérien Nkurunziza Change-point detection in a tensor regression model . . . . . . . . . . . . 609--630 Diana P. Ovalle-Muñoz and M. Dolores Ruiz-Medina Correction to: LRD spectral analysis of multifractional functional time series on manifolds . . . . . . . . . . . . . . 631--631