Fast estimation of the median covariation matrix with application to online robust principal components analysis Hervé CardotAntoine Godichon-Baggioni Original Paper 08 December 2016 Pages: 461 - 480
On the asymptotics of minimum disparity estimation Arun Kumar KuchibhotlaAyanendranath Basu Original Paper 23 December 2016 Pages: 481 - 502
Quadratic forms of the empirical processes for the two-sample problem for functional data R. BárcenasJ. OrtegaA. J. Quiroz Original Paper 24 January 2017 Pages: 503 - 526
Bandwidth selection in kernel density estimation for interval-grouped data Miguel ReyesMario Francisco-FernándezRicardo Cao Original Paper 18 January 2017 Pages: 527 - 545
Nonparametric statistics of dynamic networks with distinguishable nodes Daniel FraimanNicolas FraimanRicardo Fraiman Original Paper 28 January 2017 Pages: 546 - 573
Jump-detection-based estimation in time-varying coefficient models and empirical applications Yan-Yong ZhaoJin-Guan LinXing-Fang Huang Original Paper 10 February 2017 Pages: 574 - 599
Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models Di HuPingyan ChenSoo Hak Sung Original Paper 09 February 2017 Pages: 600 - 617
New properties of the orthant convex-type stochastic orders J. M. Fernández-PonceM. R. Rodríguez-Griñolo Original Paper 20 February 2017 Pages: 618 - 637
Optimal approximate designs for comparison with control in dose-escalation studies Samuel RosaRadoslav Harman Original Paper 07 March 2017 Pages: 638 - 660
New two-sample tests for skewed populations and their connection to theoretical power of Bootstrap-t test Haiyan WangBo TongXukun Li Original Paper 24 March 2017 Pages: 661 - 683