1. Improved prediction for a multivariate normal distribution with unknown mean and variance

   • Kengo Kato

   OriginalPaper 10 January 2008 Pages: 531 - 542

2. Consistency of the instrumental weighted variables

   • Jan Ámos Víšek

   OriginalPaper 24 November 2007 Pages: 543 - 578

3. Testing the tail index in autoregressive models

   • Jana Jurečková
   • Hira L. Koul
   • Jan Picek

   OriginalPaper 14 September 2007 Pages: 579 - 598

4. Estimating the intensity of a cyclic Poisson process in the presence of linear trend

   • Roelof Helmers
   • I. Wayan Mangku

   OriginalPaper 07 November 2007 Pages: 599 - 628

5. Third-order asymptotic expansion of M-estimators for diffusion processes

   • Yuji Sakamoto
   • Nakahiro Yoshida

   OriginalPaper 18 November 2008 Pages: 629 - 661

6. Efficient and fast spline-backfitted kernel smoothing of additive models

   • Jing Wang
   • Lijian Yang

   OriginalPaper 02 October 2007 Pages: 663 - 690

7. Optimal testing for additivity in multiple nonparametric regression

   • Felix Abramovich
   • Italia De Feis
   • Theofanis Sapatinas

   OriginalPaper 12 January 2008 Pages: 691 - 714

8. Jump-preserving surface reconstruction from noisy data

   • Peihua Qiu

   OriginalPaper 12 January 2008 Pages: 715 - 751

9. Stochastic monotonicity of the MLE of exponential mean under different censoring schemes

   • N. Balakrishnan
   • G. Iliopoulos

   OriginalPaper 01 September 2007 Pages: 753 - 772