1. Nonparametric estimation of time varying correlation coefficient

   • Ji-Eun Choi
   • Dong Wan Shin

   Research Article 08 June 2020 Pages: 333 - 353

   

2. Rank method for partial functional linear regression models

   • Ruiyuan Cao
   • Tianfa Xie
   • Ping Yu

   Research Article 30 June 2020 Pages: 354 - 379

   

3. Testing independence and goodness-of-fit jointly for functional linear models

   • Tingyu Lai
   • Zhongzhan Zhang
   • Yafei Wang

   Research Article 14 August 2020 Pages: 380 - 402

4. Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in \(\alpha \)-Brownian bridge

   • Khalifa Es-Sebaiy
   • Jabrane Moustaaid

   Research Article 29 August 2020 Pages: 403 - 418

5. A new approach for detecting gradual changes in non-stationary time series with seasonal effects

   • Guebin Choi

   Research Article 24 September 2020 Pages: 419 - 430

   

6. Detection of hubs in complex networks by the Laplacian matrix

   • Younghee Hong
   • Iksoo Chang
   • Choongrak Kim

   Research Article 30 September 2020 Pages: 431 - 446

   

7. Empirical likelihood for nonparametric regression models with spatial autoregressive errors

   • Yinghua Li
   • Yongsong Qin
   • Yuan Li

   Research Article 10 October 2020 Pages: 447 - 478

   

8. Modal linear regression using log-concave distributions

   • Sunyul Kim
   • Byungtae Seo

   Research Article 10 October 2020 Pages: 479 - 494

   

9. Sparse vector heterogeneous autoregressive modeling for realized volatility

   • Changryong Baek
   • Minsu Park

   Research Article 07 October 2020 Pages: 495 - 510

   

10. Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors

    • Kyoungjae Lee
    • Minwoo Chae
    • Lizhen Lin

    Research Article 12 November 2020 Pages: 511 - 527

11. Empirical estimates for heteroscedastic hierarchical dynamic normal models

    • S. K. Ghoreishi
    • Jingjing Wu

    Research Article 12 November 2020 Pages: 528 - 543

    

12. Test for the covariance matrix in time-varying coefficients panel data models with fixed effects

    • Yuping Hu
    • Sanying Feng
    • Jing Zhao

    Research Article 25 November 2020 Pages: 544 - 564

    

13. A new strategy for tripling

    • Hongyi Li
    • Hong Qin

    Research Article 04 January 2021 Pages: 565 - 579

14. New closed-form estimators for weighted Lindley distribution

    • Hyoung-Moon Kim
    • Yu-Hyeong Jang

    Research Article 03 January 2021 Pages: 580 - 606

    

15. A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance–covariance matrix

    • Pierre Dutilleul

    Short Communication 15 April 2020 Pages: 607 - 614

16. Test for Uniformity of Exchangeable Random Variables on the Circle

    • Seonghun Cho
    • Young-Geun Choi
    • Sungwon Kwon

    Short Communication 24 November 2020 Pages: 615 - 630

    

17. Correction to: Nonparametric estimation of time varying correlation coefficient

    • Ji-Eun Choi
    • Dong Wan Shin

    Correction 31 March 2021 Pages: 631 - 631