1. Bayesian nonparametric regression with varying residual density

   • Debdeep Pati
   • David B. Dunson

   OriginalPaper 16 June 2013 Pages: 1 - 31

2. A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens–Fisher setting

   • M. Rauf Ahmad

   OriginalPaper 20 April 2013 Pages: 33 - 61

3. Local consistency of Markov chain Monte Carlo methods

   • Kengo Kamatani

   OriginalPaper 11 April 2013 Pages: 63 - 74

   

4. Bootstrapping continuous-time autoregressive processes

   • Peter J. Brockwell
   • Jens-Peter Kreiss
   • Tobias Niebuhr

   OriginalPaper 09 May 2013 Pages: 75 - 92

   

5. Momentum-space approach to asymptotic expansion for stochastic filtering

   • Masaaki Fujii

   OriginalPaper 23 April 2013 Pages: 93 - 120

   

6. Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition

   • Sanying Feng
   • Liugen Xue

   OriginalPaper 27 April 2013 Pages: 121 - 140

   

7. A truncated estimation method with guaranteed accuracy

   • Vyacheslav A. Vasiliev

   OriginalPaper 01 June 2013 Pages: 141 - 163

8. Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression

   • Weihua Zhao
   • Riquan Zhang
   • Yazhao Lv

   OriginalPaper 29 May 2013 Pages: 165 - 191

   

9. The harmonic moment tail index estimator: asymptotic distribution and robustness

   • Jan Beran
   • Dieter Schell
   • Milan Stehlík

   OriginalPaper 18 June 2013 Pages: 193 - 220