1. Recent developments in high dimensional covariance estimation and its related issues, a review

   • Younghee Hong
   • Choongrak Kim

   Review 23 July 2018 Pages: 239 - 247

2. Bayesian temporal density estimation with autoregressive species sampling models

   • Youngin Jo
   • Seongil Jo
   • Jaeyong Lee

   OriginalPaper 06 April 2018 Pages: 248 - 262

3. The joint distribution of the sample minimum and maximum from a smooth distribution on [w₁, w₂]

   • Christopher S. Withers
   • Saralees Nadarajah

   OriginalPaper 15 March 2018 Pages: 263 - 272

4. Laguerre and Hermite bases for inverse problems

   • F. Comte
   • V. Genon-Catalot

   OriginalPaper 27 March 2018 Pages: 273 - 296

5. Bayesian methods for dealing with missing data problems

   • Zhihua Ma
   • Guanghui Chen

   Review 13 April 2018 Pages: 297 - 313

6. Bayesian variable selection with strong heredity constraints

   • Joungyoun Kim
   • Johan Lim
   • Woncheol Jang

   OriginalPaper 13 April 2018 Pages: 314 - 329

7. Valuing equity-indexed annuities with icicled barrier options

   • Hangsuck Lee
   • Bangwon Ko

   OriginalPaper 01 May 2018 Pages: 330 - 346

8. Hausman-type tests for individual and time effects in the panel regression model with incomplete data

   • Jing Chen
   • Rongxian Yue
   • Jianhong Wu

   OriginalPaper 03 May 2018 Pages: 347 - 363

9. Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise

   • Yoon Tae Kim
   • Hyun Suk Park

   OriginalPaper 07 May 2018 Pages: 364 - 378

10. Model averaging procedure for varying-coefficient partially linear models with missing responses

    • Jie Zeng
    • Weihu Cheng
    • Yaohua Rong

    OriginalPaper 11 June 2018 Pages: 379 - 394