1. Goodness of fit test for small diffusions by discrete time observations

   • Ilia Negri
   • Yoichi Nishiyama

   OriginalPaper 29 April 2009 Pages: 211 - 225

2. Asymptotic properties of sample quantiles of discrete distributions

   • Yanyuan Ma
   • Marc G. Genton
   • Emanuel Parzen

   OriginalPaper 22 January 2009 Pages: 227 - 243

3. Estimation of additive quantile regression

   • Holger Dette
   • Regine Scheder

   OriginalPaper 20 March 2009 Pages: 245 - 265

4. Asymptotic properties of conditional quantile estimator for censored dependent observations

   • Han-Ying Liang
   • Jacobo de Uña-Álvarez

   OriginalPaper 06 May 2009 Pages: 267 - 289

5. Mixtures of power series distributions: identifiability via uniqueness in problems of moments

   • Jordan Stoyanov
   • Gwo Dong Lin

   OriginalPaper 10 March 2009 Pages: 291 - 303

6. Analysis of a semiparametric mixture model for competing risks

   • Angelica Hernandez-Quintero
   • Jean-François Dupuy
   • Gabriel Escarela

   OriginalPaper 25 April 2009 Pages: 305 - 329

7. Empirical likelihood method for linear transformation models

   • Wen Yu
   • Yunting Sun
   • Ming Zheng

   OriginalPaper 02 April 2009 Pages: 331 - 346

8. Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process

   • Ivan Kojadinovic
   • Jun Yan

   OriginalPaper 28 July 2009 Pages: 347 - 373

9. Forms of four-word indicator functions with implications to two-level factorial designs

   • N. Balakrishnan
   • Po Yang

   OriginalPaper 19 March 2009 Pages: 375 - 386

10. Prediction error criterion for selecting variables in a linear regression model

    • Yasunori Fujikoshi
    • Tamio Kan
    • Tetsuro Sakurai

    OriginalPaper 30 April 2009 Pages: 387 - 403

11. On adaptive wavelet estimation of a quadratic functional from a deconvolution problem

    • Christophe Chesneau

    OriginalPaper 23 April 2009 Pages: 405 - 429