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On a generalization to Marshall–Olkin scheme and its application to Burr type XII distribution K. JayakumarThomas Mathew Regular Article 28 September 2006 Pages: 421 - 439
2 m 4 n designs with resolution III or IV containing clear two-factor interaction components S. ZhaoR. Zhang Regular Article 22 September 2006 Pages: 441 - 454
On estimation in conditional heteroskedastic time series models under non-normal distributions Shuangzhe LiuChris C. Heyde Regular Article 03 November 2006 Pages: 455 - 469
A note on GMM estimation of probit models with endogenous regressors Joachim Wilde Regular Article 24 November 2006 Pages: 471 - 484
A non-stationary integer-valued autoregressive model Hee-Young KimYousung Park Regular Article 17 November 2006 Pages: 485 - 502
Comparisons of the r − k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion M. Revan ÖzkaleSelahattin Kaçıranlar Regular Article 16 November 2006 Pages: 503 - 512
A family of shrinkage estimators for Weibull shape parameter in censored sampling Housila Prasad SinghSharad SaxenaHarshada Joshi Regular Article 24 November 2006 Pages: 513 - 529
Modelling count data with overdispersion and spatial effects Susanne GschlößlClaudia Czado Regular Article 17 November 2006 Pages: 531 - 552
On the natural restrictions in the singular Gauss–Markov model Yongge TianM. BeisiegelC. Haines Regular Article 24 November 2006 Pages: 553 - 564
The accuracy of normal approximation in a heterogeneous panel data unit root test Kristian Jönsson Regular Article 24 November 2006 Pages: 565 - 579
A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity Paulo M. M. RodriguesAntonio Rubia Regular Article 30 November 2006 Pages: 581 - 593
Scherer B and Martin RD: Introduction to modern portfolio optimization with NUOPT and SPLUS and S+Bayes Matthias Fischer Book Review 23 January 2008 Pages: 595 - 596