1. Information criteria and cross validation for Bayesian inference in regular and singular cases

   • Sumio Watanabe

   Survey Article (Invited) Open access 11 May 2021 Pages: 1 - 19

2. The Lomax exponentiated Weibull model

   • S. I. Ansari
   • Zohdy M. Nofal

   Original Paper 01 February 2020 Pages: 21 - 39

   

3. Application of VBGMM for pitch type classification: analysis of TrackMan's pitch tracking data

   • Kazuhiro Umemura
   • Toshimasa Yanai
   • Yasushi Nagata

   Original Paper Open access 27 April 2020 Pages: 41 - 71

   

4. On Weibull–Burr impounded bivariate distribution

   • P. Yageen Thomas
   • Jitto Jose

   Original Paper 11 August 2020 Pages: 73 - 105

   

5. Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term

   • Jia-Han Shih
   • Ting-Yu Lin
   • Takeshi Emura

   Original Paper 19 October 2020 Pages: 107 - 150

   

6. Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models

   • Toshio Honda
   • Chien-Tong Lin

   Original Paper 22 September 2020 Pages: 151 - 179

   

7. Improvement of the test of independence among groups of factors in a multi-way contingency table

   • Nobuhiro Taneichi
   • Yuri Sekiya
   • Jun Toyama

   Original Paper 10 November 2020 Pages: 181 - 213

   

8. A multi-resolution approximation via linear projection for large spatial datasets

   • Toshihiro Hirano

   Original Paper 28 October 2020 Pages: 215 - 256

   

9. Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles

   • Yuta Koike

   Original Paper 26 October 2020 Pages: 257 - 297

10. Hybrid adaptive index model for binary response data

    • Ke Wan
    • Kensuke Tanioka
    • Toshio Shimokawa

    Original Paper 31 October 2020 Pages: 299 - 315

    

11. Maximum likelihood estimation for a one-sided truncated family of distributions

    • Masafumi Akahira

    Original Paper 20 November 2020 Pages: 317 - 344

12. An attention algorithm for solving large scale structured \(l_{0}\)-norm penalty estimation problems

    • Tso-Jung Yen
    • Yu-Min Yen

    Original Paper 12 January 2021 Pages: 345 - 371

    

13. A robust-filtering method for noisy non-stationary multivariate time series with econometric applications

    • Naoto Kunitomo
    • Seisho Sato

    Original Paper Open access 04 January 2021 Pages: 373 - 410

    

14. Bayesian hierarchical modeling of people’s decision-making during an extreme weather event

    • Seyed M. Miran
    • Chen Ling
    • Sujay Datta

    Original Paper 03 April 2021 Pages: 411 - 425

    

15. High-dimensional disjoint factor analysis with its EM algorithm version

    • Jingyu Cai
    • Kohei Adachi

    Original Paper 05 May 2021 Pages: 427 - 448

    

16. Estimation of linear functional of large spectral density matrix and application to Whittle’s approach

    • Fumiya Akashi
    • Masanobu Taniguchi
    • Yoshiyuki Tanida

    Original Paper 10 April 2021 Pages: 449 - 474

    

17. Correction to: A copula‑based Markov chain model for serially dependent event times with a dependent terminal event

    • Xin-Wei Huang
    • Weijing Wang
    • Takeshi Emura

    Publisher Correction 15 January 2021 Pages: 475 - 475

18. Correction to: Small area estimation with mixed models: a review

    • Shonosuke Sugasawa
    • Tatsuya Kubokawa

    Correction 16 February 2021 Pages: 477 - 477

19. Special feature: statistics for high-frequency data

    • Hiroki Masuda

    Preface 01 April 2021 Pages: 479 - 481

20. Prediction-based estimation for diffusion models with high-frequency data

    • Emil S. Jørgensen
    • Michael Sørensen

    Original Paper 05 February 2021 Pages: 483 - 511

    

21. Adaptive estimator for a parabolic linear SPDE with a small noise

    • Yusuke Kaino
    • Masayuki Uchida

    Original Paper 17 March 2021 Pages: 513 - 541

    

22. A review on asymptotic inference in stochastic differential equations with mixed effects

    • Maud Delattre

    Original Paper 09 February 2021 Pages: 543 - 575

    

23. An integrated framework for visualizing and forecasting realized covariance matrices

    • Hideto Shigemoto
    • Takayuki Morimoto

    Original Paper Open access 27 November 2020 Pages: 577 - 599

    

24. Detecting factors of quadratic variation in the presence of market microstructure noise

    • Naoto Kunitomo
    • Daisuke Kurisu

    Original Paper Open access 04 February 2021 Pages: 601 - 641

    

25. Inference for time-varying lead–lag relationships from ultra-high-frequency data

    • Yuta Koike

    Original Paper Open access 08 February 2021 Pages: 643 - 696

    

26. On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach

    • Takaki Hayashi
    • Makoto Takahashi

    Original Paper 31 May 2021 Pages: 697 - 730

    

27. Simple SIR models with Markovian control

    • Krzysztof Bartoszek
    • Wojciech Bartoszek
    • Michał Krzemiński

    Original Paper Open access 16 February 2021 Pages: 731 - 762

    

28. Anomaly detection of mobile positioning data with applications to COVID-19 situational awareness

    • Stefano Maria Iacus
    • Francesco Sermi
    • Michele Vespe

    Original Paper 05 March 2021 Pages: 763 - 781