On goodness of fit tests for the Poisson, negative binomial and binomial distributions J. I. Beltrán-BeltránF. J. O’Reilly Regular Article 25 August 2016 Pages: 1 - 18
Performance of the restricted almost unbiased type principal components estimators in linear regression model Yalian LiHu Yang Regular Article 01 September 2016 Pages: 19 - 34
Clustering dependent observations with copula functions F. Marta L. Di LascioSimone Giannerini Regular Article 26 August 2016 Pages: 35 - 51
Stochastic properties of a weighted frailty model J. JarrahiferizM. KayidS. Izadkhah Regular Article 23 September 2016 Pages: 53 - 72
A simple non-parametric test for decreasing mean time to failure Sudheesh K. KattumannilP. Anisha Regular Article 07 September 2016 Pages: 73 - 87
Application of the full Bayesian significance test to model selection under informative sampling A. SikovJ. M. Stern Regular Article 08 September 2016 Pages: 89 - 104
Robust second-order least-squares estimation for regression models with autoregressive errors D. RosadiP. Filzmoser Regular Article 13 September 2016 Pages: 105 - 122
A generalized least squares estimation method for the autoregressive conditional duration model Wanbo LuRui Ke Regular Article 19 September 2016 Pages: 123 - 146
Objective Bayesian testing for the linear combinations of normal means Woo Dong LeeSang Gil KangYongku Kim Regular Article 24 September 2016 Pages: 147 - 172
Adaptive group LASSO selection in quantile models Gabriela Ciuperca Regular Article 28 September 2016 Pages: 173 - 197
An area-specific stick breaking process for spatial data Mahdi HosseinpouriMajid Jafari Khaledi Regular Article 30 September 2016 Pages: 199 - 221
On the unimodality of the likelihood ratio with applications Félix BelzunceCarolina Martínez-Riquelme Regular Article 01 October 2016 Pages: 223 - 237
Chi-square processes for gene mapping in a population with family structure Charles-Elie RabierJean-Marc AzaïsCéline Delmas Regular Article 31 October 2016 Pages: 239 - 271
On the equality of estimators under a general partitioned linear model with parameter restrictions Bo JiangYuqin Sun Regular Article 19 October 2016 Pages: 273 - 292
Local influence diagnostics for the test of mean–variance efficiency and systematic risks in the capital asset pricing model Manuel GaleaPatricia Giménez Regular Article 20 October 2016 Pages: 293 - 312
Estimation methods for the LRD parameter under a change in the mean Aeneas RoochIeva ZeloRoland Fried Regular Article 09 November 2016 Pages: 313 - 347
Dieter Rasch and Dieter Schott, Mathematical statistics Miroslav M. Ristić Book Review 11 January 2019 Pages: 349 - 350