1. Asymptotic normality of conditional density estimation with left-truncated and dependent data

   • Han-Ying Liang
   • Jong-Il Baek

   Regular Article 19 September 2014 Pages: 1 - 20

   

2. Characterizations based on the numbers of near-order statistics

   • M. Akbari
   • M. Fashandi
   • Jafar Ahmadi

   Regular Article 11 October 2014 Pages: 21 - 30

3. More on the unbiased ridge regression estimation

   • Jibo Wu
   • Hu Yang

   Regular Article 30 October 2014 Pages: 31 - 42

   

4. Mean driven balance and uniformly best linear unbiased estimators

   • Roman Zmyślony
   • João T. Mexia
   • Inês J. Sequeira

   Regular Article 30 October 2014 Pages: 43 - 53

   

5. Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation

   • Mario Hasler

   Regular Article 01 November 2014 Pages: 55 - 68

   

6. Penalized weighted composite quantile estimators with missing covariates

   • Hu Yang
   • Huilan Liu

   Regular Article 04 November 2014 Pages: 69 - 88

7. Improved bootstrap prediction intervals for SETAR models

   • Anna Staszewska-Bystrova
   • Peter Winker

   Regular Article 06 November 2014 Pages: 89 - 98

   

8. The focused information criterion for varying-coefficient partially linear measurement error models

   • Hai Ying Wang
   • Xinjie Chen
   • Nancy Flournoy

   Regular Article 23 November 2014 Pages: 99 - 113

9. Variable selection for generalized varying coefficient models with longitudinal data

   • Hu Yang
   • Chaohui Guo
   • Jing Lv

   Regular Article 29 November 2014 Pages: 115 - 132

10. The Poisson–Inverse-Gaussian regression model with cure rate: a Bayesian approach and its case influence diagnostics

    • Adriano K. Suzuki
    • Vicente G. Cancho
    • Francisco Louzada

    Regular Article 30 November 2014 Pages: 133 - 159

    

11. New multiple testing method under no dependency assumption, with application to multiple comparisons problem

    • Li Wang
    • Xingzhong Xu
    • Yong A

    Regular Article 30 November 2014 Pages: 161 - 183

12. Single-index composite quantile regression with heteroscedasticity and general error distributions

    • Rong Jiang
    • Wei-Min Qian
    • Zhan-Gong Zhou

    Regular Article 02 December 2014 Pages: 185 - 203

13. Robust estimation of location and concentration parameters for the von Mises–Fisher distribution

    • Shogo Kato
    • Shinto Eguchi

    Regular Article 05 December 2014 Pages: 205 - 234

    

14. Testing exponentiality using mean residual quantile function

    • P. G. Sankaran
    • N. N. Midhu

    Regular Article 09 December 2014 Pages: 235 - 247

    

15. On the oracle property of adaptive group Lasso in high-dimensional linear models

    • Caiya Zhang
    • Yanbiao Xiang

    Regular Article 01 May 2015 Pages: 249 - 265

16. Book reviews

    • Sylvia Tamara Lenz

    Book Review 04 December 2014 Pages: 267 - 269