Volume 27, Issue 3

August 2018

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9 articles in this issue

On multivariate quantile regression analysis
Jean-Paul Chavas
Original Paper 20 November 2017 Pages: 365 - 384
On score vector- and residual-based CUSUM tests in ARMA–GARCH models
Haejune Oh
Sangyeol Lee
Original Paper 03 November 2017 Pages: 385 - 406
Modelling of low count heavy tailed time series data consisting large number of zeros and ones
Raju Maiti
Atanu Biswas
Bibhas Chakraborty
Original Paper 01 December 2017 Pages: 407 - 435
Most stable sample size determination in clinical trials
Ali Karimnezhad
Ahmad Parsian
Original Paper 08 January 2018 Pages: 437 - 454
A note on variable selection in functional regression via random subspace method
Łukasz Smaga
Hidetoshi Matsui
Original Paper Open access 25 January 2018 Pages: 455 - 477
Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals
Ruidong Han
Xinghui Wang
Shuhe Hu
Original Paper 10 October 2017 Pages: 479 - 490
Clustering of financial instruments using jump tail dependence coefficient
Chen Yang
Wenjun Jiang
Zhichuan Li
Original Paper 21 November 2017 Pages: 491 - 513
Quis custiodet ipsos custodes? How to detect and correct teacher cheating in Italian student data
Sergio Longobardi
Patrizia Falzetti
Margherita Maria Pagliuca
Original Paper 23 March 2018 Pages: 515 - 543
Prognostic assessment of repeatedly measured time-dependent biomarkers, with application to dilated cardiomyopathy
Giulia Barbati
Alessio Farcomeni
Original Paper 18 November 2017 Pages: 545 - 557

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