1. Robust functional principal components for irregularly spaced longitudinal data

   • Ricardo A. Maronna

   Regular Article 18 November 2019 Pages: 1563 - 1582

   

2. Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators

   • Elisa Cabana
   • Rosa E. Lillo
   • Henry Laniado

   Regular Article 20 November 2019 Pages: 1583 - 1609

   

3. On weakly equivariant estimators

   • M. Shams

   Regular Article 25 November 2019 Pages: 1611 - 1650

4. On optimal tests for circular reflective symmetry about an unknown central direction

   • Jose Ameijeiras-Alonso
   • Christophe Ley
   • Thomas Verdebout

   Regular Article 18 December 2019 Pages: 1651 - 1674

   

5. Semi-parametric regression when some (expensive) covariates are missing by design

   • Göran Kauermann
   • Mehboob Ali

   Regular Article 01 January 2020 Pages: 1675 - 1696

   

6. Goodness-of-fit test of copula functions for semi-parametric univariate time series models

   • Shulin Zhang
   • Qian M. Zhou
   • Huazhen Lin

   Regular Article 03 January 2020 Pages: 1697 - 1721

   

7. Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable

   • Zhihua Sun
   • Dongshan Luo
   • Qingzhao Zhang

   Regular Article 03 January 2020 Pages: 1723 - 1751

   

8. Smooth estimation of the area under the ROC curve in multistage ranked set sampling

   • M. Mahdizadeh
   • Ehsan Zamanzade

   Regular Article 06 January 2020 Pages: 1753 - 1776

   

9. Uniformity pattern of q-level factorials under mixture discrepancy

   • Kang Wang
   • Zujun Ou
   • Hongyi Li

   Regular Article 07 January 2020 Pages: 1777 - 1793

10. Construction of orthogonal marginally coupled designs

    • Weiping Zhou
    • Jinyu Yang
    • Min-Qian Liu

    Regular Article 09 January 2020 Pages: 1795 - 1820

    

11. A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix

    • Rui Wang
    • Xingzhong Xu

    Regular Article 22 January 2020 Pages: 1821 - 1852

    

12. The risk function of the goodness-of-fit tests for tail models

    • Ingo Hoffmann
    • Christoph J. Börner

    Regular Article 23 January 2020 Pages: 1853 - 1869

    

13. On local optimality of vertex type designs in generalized linear models

    • Osama Idais

    Regular Article Open access 07 February 2020 Pages: 1871 - 1898

    

14. Estimating variances in time series kriging using convex optimization and empirical BLUPs

    • Martina Hančová
    • Andrej Gajdoš
    • Gabriela Vozáriková

    Regular Article 22 February 2020 Pages: 1899 - 1938

    

15. Efficient estimation for the volatility of stochastic interest rate models

    • Yuping Song
    • Hangyan Li
    • Yetong Fang

    Regular Article 14 March 2020 Pages: 1939 - 1964

    

16. On the optimality of orthogonal and balanced arrays with \(N\equiv 0\) \((\text {mod}\) 9) runs

    • Vasilis Chasiotis
    • Stavros A. Chatzopoulos
    • Nikos Farmakis

    Regular Article 17 March 2020 Pages: 1965 - 1980

17. Adaptive quantile regressions for massive datasets

    • Rong Jiang
    • Wei-wei Chen
    • Xin Liu

    Regular Article 23 March 2020 Pages: 1981 - 1995

    

18. A comparison of semiparametric tests for fractional cointegration

    • Christian Leschinski
    • Michelle Voges
    • Philipp Sibbertsen

    Regular Article Open access 24 March 2020 Pages: 1997 - 2030

    

19. Uniform projection nested Latin hypercube designs

    • Hao Chen
    • Yan Zhang
    • Xue Yang

    Regular Article 06 April 2020 Pages: 2031 - 2045

    

20. On mean derivative estimation of longitudinal and functional data: from sparse to dense

    • Hassan Sharghi Ghale-Joogh
    • S. Mohammad E. Hosseini-Nasab

    Regular Article 07 April 2020 Pages: 2047 - 2066