Last update:
Wed Oct 8 07:08:39 MDT 2025
D. 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
Jack Prothero and
Meilei Jiang and
Jan Hannig and
Quoc Tran-Dinh and
Andrew Ackerman and
J. S. Marron Data integration via analysis of
subspaces (DIVAS) . . . . . . . . . . . 633--674
Irina Gaynanova and
Renat Sergazinov Comments on: Data integration via
analysis of subspaces (DIVAS) . . . . . 675--682
Fred Godtliebsen and
Eirik Myrvoll-Nilsen and
Lasse Holmström Comments on: Data integration via
analysis of subspaces (DIVAS) . . . . . 683--685
Hai Shu and
Hongtu Zhu Comments on: Data integration via
analysis of subspaces (DIVAS) . . . . . 686--688
Ling Zhou and
Peter X. K. Song Comments on: Data integration via
analysis of subspaces (DIVAS) . . . . . 689--692
Jack Prothero and
Meilei Jiang and
Jan Hannig and
Quoc Tran-Dinh and
Andrew Ackerman and
J. S. Marron Rejoinder on: Data integration via
analysis of subspaces (DIVAS) . . . . . 693--696
Konstantinos Bourazas and
Guido Consonni and
Laura Deldossi Bayesian sample size determination for
detecting heterogeneity in multi-site
replication studies . . . . . . . . . . 697--716
Majid Asadi and
Maxim Finkelstein On variability of the mean remaining
lifetime at random age . . . . . . . . . 717--730
Alfonso Russo and
Alessio Farcomeni A copula formulation for multivariate
latent Markov models . . . . . . . . . . 731--751
Ryan P. Browne and
Jeffrey L. Andrews The orthogonal skew model:
computationally efficient multivariate
skew-normal and skew-$t$ distributions
with applications to model-based
clustering . . . . . . . . . . . . . . . 752--785
Yang Liu and
Yukun Liu and
Pengfei Li and
Riquan Zhang Two-step semiparametric empirical
likelihood inference from
capture-recapture data with missing
covariates . . . . . . . . . . . . . . . 786--808
Wenbiao Zhao and
Lixing Zhu and
Falong Tan Multiple change point detection for
high-dimensional data . . . . . . . . . 809--846
Katarzyna Filipiak and
Mateusz John and
Yuli Liang Testing covariance structures belonging
to a quadratic subspace under a doubly
multivariate model . . . . . . . . . . . 847--876
Zhijian Wang and
Yunquan Song Privacy-preserving parametric inference
for spatial autoregressive model . . . . 877--896
Jean-Pierre Florens and
Elia Lapenta Partly linear instrumental variables
regressions without smoothing on the
instruments . . . . . . . . . . . . . . 897--920
Tianqing Liu and
Danning Li and
Fengjiao Ren and
Jianguo Sun and
Xiaohui Yuan A new sufficient dimension reduction
method via rank divergence . . . . . . . 921--950
Zhonghao Su and
Fukang Zhu and
Shuangzhe Liu Local influence analysis in the softplus
INGARCH model . . . . . . . . . . . . . 951--985
Liliana Forzani and
Daniela Rodriguez and
Mariela Sued Asymptotic results for nonparametric
regression estimators after sufficient
dimension reduction estimation . . . . . 987--1013
Sárka Hudecová and
Marie Husková and
Simos G. Meintanis Specifications tests for count time
series models with covariates . . . . . 1014--1040
Li Cai and
Lei Jin and
Jiuzhou Miao and
Suojin Wang Oracle-efficient $M$-estimation for
single-index models with a smooth
simultaneous confidence band . . . . . . 1041--1061
Ariane Marandon Conformal link prediction for false
discovery rate control . . . . . . . . . 1062--1083
Xing Li and
Yujing Shao and
Lei Wang Optimal subsampling for $ L_p $-quantile
regression via decorrelated score . . . 1084--1104
Simon Nik Marginal analysis of count time series
in the presence of missing observations 1105--1128
Da Chen and
Linlin Dai and
Yichuan Zhao Jackknife empirical likelihood for the
correlation coefficient with additive
distortion measurement errors . . . . . 1129--1159
Bin Du and
Xiumin Liu and
Junlong Zhao Extended Hotelling $ T^2 $ test in
distributed frameworks . . . . . . . . . 1160--1179
Xun-Jian Li and
Shuang Li and
Guo-Liang Tian and
Jianhua Shi Modeling paired binary data by a new
bivariate Bernoulli model with flexible
beta kernel correlation . . . . . . . . 1180--1224
Dimitrios Bagkavos and
Montserrat Guillen and
Jens P. Nielsen Nonparametric conditional survival
function estimation and plug-in
bandwidth selection with multiple
covariates . . . . . . . . . . . . . . . 1225--1257
Tizheng Li and
Yuping Wang Higher-order spatial autoregressive
varying coefficient model: estimation
and specification test . . . . . . . . . 1258--1299
Filipe J. Marques and
Carlos A. Coelho and
Barry C. Arnold Correction to: A general near-exact
distribution theory for the most common
likelihood ratio test statistics used in
Multivariate Analysis . . . . . . . . . 1300--1301
Panagiotis Papastamoulis and
Fotios S. Milienos Bayesian inference and cure rate
modeling for event history data . . . . 1--27
Chengxin Wu and
Nengxiang Ling and
Philippe Vieu and
Guoliang Fan Composite quantile estimation in
partially functional linear regression
model with randomly censored responses 28--47
Chen Zhong and
Yuanyuan Zhang and
Lijian Yang Inference and prediction for ARCH time
series via innovation distribution
function . . . . . . . . . . . . . . . . 48--68
Adrián Lago and
Jacobo de Uña-Álvarez and
Juan Carlos Pardo-Fernández A Kolmogorov--Smirnov-type test for the
two-sample problem with left-truncated
data . . . . . . . . . . . . . . . . . . 69--90
Ayan Pal and
Debashis Samanta and
Debasis Kundu A semiparametric approach for simple
step-stress model . . . . . . . . . . . 91--124
Antonio Elías and
Stanislav Nagy Statistical properties of partially
observed integrated functional depths 125--150
Shuyang Song and
Jiaqi Wu and
Weiping Zhang Integrative subgroup analysis for
high-dimensional mixed-type
multi-response data . . . . . . . . . . 151--197
Mingyu Sun and
Kai Yang and
Ang Li Conditional minimum density power
divergence estimator for self-exciting
integer-valued threshold autoregressive
models . . . . . . . . . . . . . . . . . 198--234
Silvia Novo and
Germán Aneiros and
Philippe Vieu Semi-functional partial linear
regression with measurement error: an
approach based on k NN estimation . . . 235--261
László Györfi and
Tamás Linder and
Harro Walk Distribution-free tests for lossless
feature selection in classification and
regression . . . . . . . . . . . . . . . 262--287
Kangning Wang and
Xiaoqing Meng and
Xiaofei Sun Convolution smoothing and online
updating estimation for support vector
machine . . . . . . . . . . . . . . . . 288--323
Jian Pei and
Yang Lu and
Fukang Zhu Mixed causal-noncausal count process . . ??
Morine Delhelle and
Ingrid Van Keilegom Copula based dependent censoring in cure
models . . . . . . . . . . . . . . . . . 325--360
Yuzi Liu and
Haiqiang Ma and
Jiming Jiang A one-bring-one route for assessing the
uncertainty of small area estimation in
nested-error regression models . . . . . 361--382
Wan-Lun Wang and
Victor Hugo Lachos and
Tsung-I Lin Flexible clustering via Gaussian
parsimonious mixture models with
censored and missing values . . . . . . 383--430
Zhuo Qu and
Wenlin Dai and
Marc G. Genton Exploratory functional data analysis . . 431--458
Rob J. Hyndman Comments on: Exploratory functional data
analysis . . . . . . . . . . . . . . . . 459--482
Jeff Goldsmith Comments on: Exploratory functional data
analysis . . . . . . . . . . . . . . . . 483--487
Rosa E. Lillo Comments on: Exploratory functional data
analysis . . . . . . . . . . . . . . . . 488--489
Sara Lopez-Pintado Comments on: Exploratory functional data
analysis . . . . . . . . . . . . . . . . 490--493
Anna Maria Paganoni and
Laura M. Sangalli Comments on: Exploratory functional data
analysis . . . . . . . . . . . . . . . . 494--497
Zhuo Qu and
Wenlin Dai and
Marc G. Genton Rejoinder to the discussion on
``Exploratory Functional Data Analysis'' 498--501
F. Ruggeri and
M. Sánchez-Sánchez and
A. Suárez-Llorens Measuring Bayesian sensitivity in the
compound Poisson process . . . . . . . . ??
Yinan Lin and
Zijian Guo and
Zhenhua Lin Testing high-dimensional mediation
effect with arbitrary exposure-mediator
coefficients . . . . . . . . . . . . . . 509--529
Mohammad Ghorbani and
Nafiseh Vafaei and
Mari Myllymäki A kernel-based test for the first-order
separability of spatio-temporal point
processes . . . . . . . . . . . . . . . 530--579
Huan Qing Mixed membership estimation for
categorical data with weighted responses 580--611
Ioannis Kalogridis and
Stefan Van Aelst Resistant dispersion estimation for
nonparametric regression . . . . . . . . 612--659
Patrice Bertail and
Stephan Clémençon and
Carlos Fernández Tail index estimation for discrete
heavy-tailed distributions with
application to statistical inference for
regular Markov chains . . . . . . . . . 660--690
Anjana Mondal and
Somesh Kumar Testing for trend in two-way
heteroscedastic ANCOVA models . . . . . 691--713
Marina Valdora and
Claudio Agostinelli Robust penalized estimators for
high-dimensional generalized linear
models . . . . . . . . . . . . . . . . . 714--741
Yongzhen Feng and
Jie Li and
Xiaojun Song Testing linearity in semi-functional
partially linear regression models . . . 742--785