Robustness and power of parametric, nonparametric, robustified and adaptive tests—The multi-sample location problem Herbert Büning Survey Article Pages: 381 - 407
Forecasting interest rates volatilities by GARCH (1,1) and stochastic volatility models Hans BoscherEva-Maria FronkIris Pigeot Articles Pages: 409 - 422
Characterizations based on conditional expectations Jyh-Cherng SuWen-Jang Huang Articles Pages: 423 - 435
On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss W. J. GengAlan T. K. Wan Articles Pages: 453 - 472
Limiting distributions of MLE and UMVUE in the biparametric uniform distribution L. Barranco-ChamorroJ. L. Moreno-RebolloE. López-Blázquez Notes Pages: 473 - 484