1. Bayesian empirical likelihood inference for the generalized binomial AR(1) model

   • Rui Zhang
   • Dehui Wang

   Research Article 09 May 2022 Pages: 977 - 1004

   

2. Wild bootstrap Ljung–Box test for residuals of ARMA models robust to variance change

   • Taewook Lee

   Research Article 23 May 2022 Pages: 1005 - 1020

3. Autocovariance estimation in the presence of changepoints

   • Colin Gallagher
   • Rebecca Killick
   • Xueheng Shi

   Research Article 06 June 2022 Pages: 1021 - 1040

   

4. Robust estimation for a general functional single index model via quantile regression

   • Hanbing Zhu
   • Riquan Zhang
   • Hui Ding

   Research Article 24 June 2022 Pages: 1041 - 1070

   

5. Estimation of the parameters of a Wishart extension on symmetric matrices

   • Emna Ghorbel
   • Kaouthar Kammoun
   • Akram Sallem

   Research Article 06 July 2022 Pages: 1071 - 1089

6. Partial linear regression of compositional data

   • Hyebin Han
   • Kyusang Yu

   Research Article 15 July 2022 Pages: 1090 - 1116

   

7. Projective resampling estimation of informative predictor subspace for multivariate regression

   • Sojin Ko
   • Jae Keun Yoo

   Research Article 18 July 2022 Pages: 1117 - 1131

   

8. Revisiting feature selection for linear models with FDR and power guarantees

   • Panxu Yuan
   • Sanying Feng
   • Gaorong Li

   Research Article 23 July 2022 Pages: 1132 - 1160

   

9. Penalized polygram regression

   • Jae-Hwan Jhong
   • Kwan-Young Bak
   • Ja-Yong Koo

   Research Article 05 August 2022 Pages: 1161 - 1192

   

10. Monitoring multivariate data with high missing rate by pooling univariate statistics

    • Youngrae Kim
    • Seonghun Cho
    • Johan Lim

    Research Article 05 August 2022 Pages: 1193 - 1215

    

11. A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models

    • Xianru Wang
    • Bin Liu
    • Xinsheng Zhang

    Research Article 21 August 2022 Pages: 1216 - 1246

    

12. Robust coefficients of correlation or spatial autocorrelation based on implicit weighting

    • Jan Kalina

    Research Article 26 August 2022 Pages: 1247 - 1267

    

13. Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts

    • Yao Kang
    • Dehui Wang
    • Shuhui Wang

    Research Article 31 August 2022 Pages: 1268 - 1301

    

14. Robust MAVE for single-index varying-coefficient models

    • Yang Zhao
    • Lili Yue
    • Gaorong Li

    Research Article 02 September 2022 Pages: 1302 - 1325

    

15. Correction: Robust MAVE for single-index varying-coefficient models

    • Yang Zhao
    • Lili Yue
    • Gaorong Li

    Correction 16 September 2022 Pages: 1326 - 1326

16. A note on maximum likelihood estimation for mixture models

    • G. Jogesh Babu

    Short Communication 23 July 2022 Pages: 1327 - 1333