Asymptotic normality of conditional density estimation with left-truncated and dependent data Han-Ying LiangJong-Il Baek Regular Article 19 September 2014 Pages: 1 - 20
Characterizations based on the numbers of near-order statistics M. AkbariM. FashandiJafar Ahmadi Regular Article 11 October 2014 Pages: 21 - 30
More on the unbiased ridge regression estimation Jibo WuHu Yang Regular Article 30 October 2014 Pages: 31 - 42
Mean driven balance and uniformly best linear unbiased estimators Roman ZmyślonyJoão T. MexiaInês J. Sequeira Regular Article 30 October 2014 Pages: 43 - 53
Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation Mario Hasler Regular Article 01 November 2014 Pages: 55 - 68
Penalized weighted composite quantile estimators with missing covariates Hu YangHuilan Liu Regular Article 04 November 2014 Pages: 69 - 88
Improved bootstrap prediction intervals for SETAR models Anna Staszewska-BystrovaPeter Winker Regular Article 06 November 2014 Pages: 89 - 98
The focused information criterion for varying-coefficient partially linear measurement error models Hai Ying WangXinjie ChenNancy Flournoy Regular Article 23 November 2014 Pages: 99 - 113
Variable selection for generalized varying coefficient models with longitudinal data Hu YangChaohui GuoJing Lv Regular Article 29 November 2014 Pages: 115 - 132
The Poisson–Inverse-Gaussian regression model with cure rate: a Bayesian approach and its case influence diagnostics Adriano K. SuzukiVicente G. CanchoFrancisco Louzada Regular Article 30 November 2014 Pages: 133 - 159
New multiple testing method under no dependency assumption, with application to multiple comparisons problem Li WangXingzhong XuYong A Regular Article 30 November 2014 Pages: 161 - 183
Single-index composite quantile regression with heteroscedasticity and general error distributions Rong JiangWei-Min QianZhan-Gong Zhou Regular Article 02 December 2014 Pages: 185 - 203
Robust estimation of location and concentration parameters for the von Mises–Fisher distribution Shogo KatoShinto Eguchi Regular Article 05 December 2014 Pages: 205 - 234
Testing exponentiality using mean residual quantile function P. G. SankaranN. N. Midhu Regular Article 09 December 2014 Pages: 235 - 247
On the oracle property of adaptive group Lasso in high-dimensional linear models Caiya ZhangYanbiao Xiang Regular Article 01 May 2015 Pages: 249 - 265