1. Estimation in additive cox models by marginal integration

   • Toshio Honda

   Censoring Pages: 403 - 423

2. Central limit theorem for asymmetric kernel functionals

   • Marcelo Fernandes
   • Paulo Klinger Monteiro

   Density Estimation Pages: 425 - 442

3. Kernel estimation for stationary density of Markov chains with general state space

   • Viviane S. M. Campos
   • Chang C. Y. Dorea

   Density Estimation Pages: 443 - 453

4. Estimation of the multivariate normal precision and covariance matrices in a star-shape model

   • Dongchu Sun
   • Xiaoqian Sun

   Estimation Pages: 455 - 484

5. Profile empirical likelihood for parametric and semiparametric models

   • Lu Lin
   • Lixing Zhu
   • K. C. Yuen

   Likelihood Approach Pages: 485 - 505

6. Resampling student'st-type statistics

   • Arnold Janssen

   Bootstrap Pages: 507 - 529

7. Comparison of the cuscore, GLRT and cusum control charts for detecting a dynamic mean change

   • Dong Han
   • Fugee Tsung

   Change Point Pages: 531 - 552

8. Test for parameter change based on the estimator minimizing density-based divergence measures

   • Sangyeol Lee
   • Okyoung Na

   Change Point Pages: 553 - 573

9. Testing for serial correlation of unknown form in cointegrated time series models

   • Pierre Duchesne

   Time Series Pages: 575 - 595

10. Unordered and ordered sample from dirichlet distribution

    • Thierry Huillet

    Discrete Distribution Pages: 597 - 616