1. Automated selection of r for the r largest order statistics approach with adjustment for sequential testing

   • Brian Bader
   • Jun Yan
   • Xuebin Zhang

   OriginalPaper Open access 05 October 2016 Pages: 1435 - 1451

   

2. A wavelet lifting approach to long-memory estimation

   • Marina I. Knight
   • Guy P. Nason
   • Matthew A. Nunes

   OriginalPaper Open access 03 September 2016 Pages: 1453 - 1471

   

3. Hamiltonian Monte Carlo acceleration using surrogate functions with random bases

   • Cheng Zhang
   • Babak Shahbaba
   • Hongkai Zhao

   OriginalPaper 13 September 2016 Pages: 1473 - 1490

   

4. A comparison of centring parameterisations of Gaussian process-based models for Bayesian computation using MCMC

   • Mark R. Bass
   • Sujit K. Sahu

   OriginalPaper Open access 14 September 2016 Pages: 1491 - 1512

   

5. Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities

   • Nino Kordzakhia
   • Alexander Novikov
   • Bernard Ycart

   OriginalPaper Open access 15 September 2016 Pages: 1513 - 1523

6. A Bayesian nonparametric Markovian model for non-stationary time series

   • Maria DeYoreo
   • Athanasios Kottas

   OriginalPaper 07 October 2016 Pages: 1525 - 1538

   

7. Bayesian regularisation in geoadditive expectile regression

   • Elisabeth Waldmann
   • Fabian Sobotka
   • Thomas Kneib

   OriginalPaper 19 September 2016 Pages: 1539 - 1553

   

8. Hierarchical Bayesian level set inversion

   • Matthew M. Dunlop
   • Marco A. Iglesias
   • Andrew M. Stuart

   OriginalPaper 21 September 2016 Pages: 1555 - 1584

   

9. Non-parametric maximum likelihood estimation of interval-censored failure time data subject to misclassification

   • Andrew C. Titman

   OriginalPaper 29 September 2016 Pages: 1585 - 1593

   

10. The locally Gaussian density estimator for multivariate data

    • Håkon Otneim
    • Dag Tjøstheim

    OriginalPaper 05 October 2016 Pages: 1595 - 1616

    

11. Segmental dynamic factor analysis for time series of curves

    • Allou Samé
    • Gérard Govaert

    OriginalPaper 03 October 2016 Pages: 1617 - 1637

    

12. Functional principal component analysis of spatially correlated data

    • Chong Liu
    • Surajit Ray
    • Giles Hooker

    OriginalPaper Open access 04 October 2016 Pages: 1639 - 1654

    

13. Fast and robust estimators of variance components in the nested error model

    • B. Pérez
    • I. Molina
    • D. Peña

    OriginalPaper 17 October 2016 Pages: 1655 - 1675

    

14. A second-order iterated smoothing algorithm

    • Dao Nguyen
    • Edward L. Ionides

    OriginalPaper 15 October 2016 Pages: 1677 - 1692