1. Noninformative bayesian estimation for the optimum in a single factor quadratic response model

   • Tsai-Hung Fan

   OriginalPaper Pages: 225 - 240

2. On robustness and efficiency of minimum divergence estimators

   • Raúl Jiménz
   • Yongzhao Shao

   OriginalPaper Pages: 241 - 248

3. Some approximations to power functions of ϕ-divergence tests in parametric models

   • Domingo Morales
   • Leandro Pardo

   OriginalPaper Pages: 249 - 269

4. Goodness-of-fit tests for the inverse Gaussian and related distributions

   • Gilles R. Ducharme

   OriginalPaper Pages: 271 - 290

5. On the bayesianity of pereira-stern tests

   • M. Regina Madruga
   • Luis G. Esteves
   • Sergio Wechsler

   OriginalPaper Pages: 291 - 299

6. Least squares estimators in measurement error models under the balanced loss function

   • Shalabh

   OriginalPaper Pages: 301 - 308

7. An overview of nonparametric contributions to the problem of functional estimation from biased data

   • José A. Cristóbal
   • José T. Alcalá

   OriginalPaper Pages: 309 - 332

8. Asymptotic properties in partial linear models under dependence

   • Germán Aneiros
   • Alejandro Quintela

   OriginalPaper Pages: 333 - 355

9. Inference on some parametric functions in the univeriate lognormal diffusion process with exogenous factors

   • Ramón Gutiérrez
   • Patrica Román
   • Francisco Torres

   OriginalPaper Pages: 357 - 373

10. Bayesian transformed models for small area estimation

    • Getachew A. Dagne

    OriginalPaper Pages: 375 - 391

11. Residual analysis for ARCH(p)-time series

    • Winfried Stute

    OriginalPaper Pages: 393 - 403

12. A new approach to series of independent random variables

    • Ricardo Vélez

    OriginalPaper Pages: 405 - 418

13. Trimmed means for functional data

    • Ricardo Fraiman
    • Graciela Muniz

    OriginalPaper Pages: 419 - 440

14. Null intercept measurement error regression models

    • Reiko Aoki
    • Hereno Bolfarine
    • Julio M. Singer

    OriginalPaper Pages: 441 - 457