Marginal integration M-estimators for additive models Graciela BoenteAlejandra Martínez Original Paper 15 October 2016 Pages: 231 - 260
The large deviation results for the nonlinear regression model with dependent errors Wenzhi YangZhangrui ZhaoShuhe Hu Original Paper 07 November 2016 Pages: 261 - 283
Bias-corrected and robust estimation of the bivariate stable tail dependence function Mikael Escobar-BachYuri GoegebeurAlexandre You Original Paper 19 November 2016 Pages: 284 - 307
Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions Carlos A. CoelhoAnuradha Roy Original Paper 01 December 2016 Pages: 308 - 330
Dating multiple change points in the correlation matrix Pedro GaleanoDominik Wied Original Paper 28 November 2016 Pages: 331 - 352
Nonparametric latency estimation for mixture cure models Ana López-ChedaM. Amalia JácomeRicardo Cao Original Paper 30 November 2016 Pages: 353 - 376
A mixture of g-priors for variable selection when the number of regressors grows with the sample size Minerva MukhopadhyayTapas Samanta Original Paper 20 December 2016 Pages: 377 - 404
Log-symmetric regression models under the presence of non-informative left- or right-censored observations Luis Hernando VanegasGilberto A. Paula Original Paper 08 December 2016 Pages: 405 - 428
Shape testing in varying coefficient models M. AhkimI. GijbelsA. Verhasselt Original Paper 08 December 2016 Pages: 429 - 450
Erratum to: Beta autoregressive moving average models Andréa V. RochaFrancisco Cribari-Neto Erratum 06 March 2017 Pages: 451 - 459