1. Two stage smoothing in additive models with missing covariates

   • Takuma Yoshida

   Regular Article 17 March 2017 Pages: 1803 - 1826

   

2. On circular correlation for data on the torus

   • Xiaoping Zhan
   • Tiefeng Ma
   • Kunio Shimizu

   Regular Article 18 March 2017 Pages: 1827 - 1847

   

3. Preliminary test and Stein-type shrinkage ridge estimators in robust regression

   • M. Norouzirad
   • M. Arashi

   Regular Article 27 March 2017 Pages: 1849 - 1882

   

4. On divergence tests for composite hypotheses under composite likelihood

   • N. Martín
   • L. Pardo
   • K. Zografos

   Regular Article 31 March 2017 Pages: 1883 - 1919

5. A test for detecting Laplace order dominance and related Bahadur efficiency issues

   • Priyanka Majumder
   • Murari Mitra

   Regular Article 31 March 2017 Pages: 1921 - 1937

6. Correcting outliers in GARCH models: a weighted forward approach

   • Lisa Crosato
   • Luigi Grossi

   Regular Article 18 April 2017 Pages: 1939 - 1970

   

7. Some properties of conditional partial moments in the context of stochastic modelling

   • S. M. Sunoj
   • N. Vipin

   Regular Article 12 April 2017 Pages: 1971 - 1999

8. Bivariate quantile residual life: a characterization theorem and statistical properties

   • M. Shafaei Noughabi
   • M. Kayid

   Regular Article 11 April 2017 Pages: 2001 - 2012

   

9. Generalized p value for multivariate Gaussian stochastic processes in continuous time

   • Mar Fenoy
   • Pilar Ibarrola
   • Juan B. Seoane-Sepúlveda

   Regular Article 28 April 2017 Pages: 2013 - 2030

   

10. Exact distributions of tests of outliers for exponential samples

    • Nirpeksh Kumar

    Regular Article 29 April 2017 Pages: 2031 - 2061

11. A robust and efficient estimation method for partially nonlinear models via a new MM algorithm

    • Yunlu Jiang
    • Guo-Liang Tian
    • Yu Fei

    Regular Article 04 May 2017 Pages: 2063 - 2085

    

12. The asymptotic properties of the estimators in a semiparametric regression model

    • Xuejun Wang
    • Meimei Ge
    • Yi Wu

    Regular Article 29 April 2017 Pages: 2087 - 2108

    

13. Lag truncation and the local asymptotic distribution of the ADF test for a unit root

    • Emre Aylar
    • Stephan Smeekes
    • Joakim Westerlund

    Regular Article Open access 11 May 2017 Pages: 2109 - 2118

14. Mixed Poisson INAR(1) processes

    • Wagner Barreto-Souza

    Regular Article 15 May 2017 Pages: 2119 - 2139

    

15. EDF-based tests of exponentiality in pair ranked set sampling

    • Ehsan Zamanzade

    Regular Article 16 May 2017 Pages: 2141 - 2159

    

16. Minimum distance estimation of the binormal ROC curve

    • Alicja Jokiel-Rokita
    • Rafał Topolnicki

    Regular Article Open access 25 May 2017 Pages: 2161 - 2183

    

17. On estimation of reliability in a multicomponent stress-strength model for a Kumaraswamy distribution based on progressively censored sample

    • Akram Kohansal

    Regular Article 24 May 2017 Pages: 2185 - 2224

    

18. Bivariate extension of (dynamic) cumulative residual and past inaccuracy measures

    • Amit Ghosh
    • Chanchal Kundu

    Regular Article 22 May 2017 Pages: 2225 - 2252

    

19. Least squares estimator for Ornstein–Uhlenbeck processes driven by fractional Lévy processes from discrete observations

    • Guangjun Shen
    • Qian Yu

    Regular Article 20 May 2017 Pages: 2253 - 2271