Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis Tran Hoang Hai Regular Article 08 June 2017 Pages: 1 - 16
On a test of normality based on the empirical moment generating function Norbert HenzeStefan Koch Regular Article 12 June 2017 Pages: 17 - 29
Elliptical linear mixed models with a covariate subject to measurement error Joelmir A. BorssoiGilberto A. PaulaManuel Galea Regular Article 16 June 2017 Pages: 31 - 69
Following K. Pearson to test the general linear hypothesis Lynn Roy LaMotte Regular Article 16 June 2017 Pages: 71 - 83
Geostatistical survival model with Gaussian random effect K. MotarjemM. MohammadzadehA. Abyar Regular Article 20 June 2017 Pages: 85 - 107
Robust change point detection method via adaptive LAD-LASSO Qiang LiLiming Wang Regular Article 30 June 2017 Pages: 109 - 121
Goodness-of-fit tests in conditional duration models Simos G. MeintanisBojana MiloševićMarko Obradović Regular Article 06 July 2017 Pages: 123 - 140
Block average quantile regression for massive dataset Qifa XuChao CaiXue Huang Regular Article 06 July 2017 Pages: 141 - 165
Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models Mariana C. AraújoAudrey H. M. A. CysneirosLourdes C. Montenegro Regular Article 06 July 2017 Pages: 167 - 188
Consistency of MLE, LSE and M-estimation under mild conditions Jin Zhang Regular Article 07 July 2017 Pages: 189 - 199
Testing slope homogeneity in panel data models with a multifactor error structure Feng XuZekai He Regular Article 10 July 2017 Pages: 201 - 224
Model-free conditional screening via conditional distance correlation Jun LuLu Lin Regular Article 10 July 2017 Pages: 225 - 244
Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure Xinyang WangDehui WangHaixiang Zhang Regular Article 28 July 2017 Pages: 245 - 260
Confidence intervals for quantiles based on samples of random sizes Jazaa S. Al-MutairiMohammad Z. Raqab Regular Article 29 July 2017 Pages: 261 - 277
EIV regression with bounded errors in data: total ‘least squares’ with Chebyshev norm Milan HladíkMichal ČernýJaromír Antoch Regular Article 01 August 2017 Pages: 279 - 301
Some results on the computing of Tukey’s halfspace median Xiaohui LiuShihua LuoYijun Zuo Regular Article 03 August 2017 Pages: 303 - 316
Log-linear models to evaluate direction of effect in binary variables Wolfgang WiedermannAlexander von Eye Regular Article 07 August 2017 Pages: 317 - 346
Multiple mediation analysis for interval-valued data Antonio CalcagnìLuigi LombardiEduardo Pascali Regular Article 08 August 2017 Pages: 347 - 369
A new method for obtaining explicit estimators in unbalanced mixed linear models Tatjana von RosenDietrich von RosenJulia Volaufova Regular Article Open access 10 August 2017 Pages: 371 - 383
Some properties of linear sufficiency and the BLUPs in the linear mixed model S. J. HaslettX. Q. LiuS. Puntanen Regular Article 25 August 2017 Pages: 385 - 401
Estimation of parameters of component lifetime distribution in a coherent system M. G. KulkarniM. B. Rajarshi Regular Article 28 August 2017 Pages: 403 - 421
kNN estimation in functional partial linear modeling Nengxiang LingGermán AneirosPhilippe Vieu Regular Article 29 August 2017 Pages: 423 - 444
Point and interval estimation under progressive type-I interval censoring with random removal Sonal BudhirajaBiswabrata Pradhan Regular Article 02 September 2017 Pages: 445 - 477
Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach Takeshi EmuraChi-Hung Pan Regular Article 04 September 2017 Pages: 479 - 501
Copula function for fuzzy random variables: applications in measuring association between two fuzzy random variables Vahid RanjbarGholamreza Hesamian Regular Article 11 September 2017 Pages: 503 - 522
