Statistical Papers

1997 - 2025

Current editor(s): C. Müller, W. Krämer and W.G. Müller

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Volume 65, issue 9, 2024

Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point pp. 5409-5445

Markus Kreer, Ayşe Kızılersü, Jake Guscott, Lukas Christopher Schmitz and Anthony W. Thomas

On the consistency of supervised learning with missing values pp. 5447-5479

Julie Josse, Jacob M. Chen, Nicolas Prost, Gaël Varoquaux and Erwan Scornet

Tests for time-varying coefficient spatial autoregressive panel data model with fixed effects pp. 5481-5501

Lingling Tian, Yunan Su and Chuanhua Wei

Nested strong orthogonal arrays pp. 5503-5528

Chunwei Zheng, Wenlong Li and Jian-Feng Yang

The cost of sequential adaptation and the lower bound for mean squared error pp. 5529-5553

Sergey Tarima and Nancy Flournoy

The distribution of power-related random variables (and their use in clinical trials) pp. 5555-5574

Francesco Mariani, Fulvio De Santis and Stefania Gubbiotti

Communication-efficient distributed EM algorithm pp. 5575-5592

Xirui Liu, Mixia Wu and Liwen Xu

Estimation and testing of expectile regression with efficient subsampling for massive data pp. 5593-5613

Baolin Chen, Shanshan Song and Yong Zhou

Strong optimality of kernel functional regression in $$L^p$$ L p norms with partial response variables and applications pp. 5615-5648

Majid Mojirsheibani

Bayesian analysis of linear regression models with autoregressive symmetrical errors and incomplete data pp. 5649-5690

Aldo M. Garay, Francyelle L. Medina, Suelem Torres de Freitas and Víctor H. Lachos

On limiting behaviors of stepwise multiple testing procedures pp. 5691-5717

Monitirtha Dey

On improved estimation of the larger location parameter pp. 5719-5752

Naresh Garg, Lakshmi Kanta Patra and Neeraj Misra

Locally sparse estimator for functional linear panel models with fixed effects pp. 5753-5773

Lixia Hu, Baolin Chen and Jinhong You

Theory and application of absolute discrepancy in experimental designs pp. 5775-5795

Yao Xiao, Hong Qin, Kashinath Chatterjee and Na Zou

Model selection for mixture hidden Markov models: an application to clickstream data pp. 5797-5834

Furio Urso, Antonino Abbruzzo, Marcello Chiodi and Maria Francesca Cracolici

Ridge-type covariance and precision matrix estimators of the multivariate normal distribution pp. 5835-5849

Wessel N. Wieringen and Gwenaël G. R. Leday

On a correlation coefficient based on the L1-norm pp. 5851-5871

Adriano Pareto

A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables pp. 5873-5901

Yixuan Fan, Jianhua Cheng and Dehui Wang

Model-free feature screening based on Hellinger distance for ultrahigh dimensional data pp. 5903-5930

Jiujing Wu and Hengjian Cui

Enhanced Cauchy–Schwarz inequality and some of its statistical applications pp. 5931-5940

S. Scarlatti

Correction to: Bartlett corrections for zero-adjusted generalized linear models pp. 5941-5941

Tiago M. Magalhães, Gustavo H. A. Pereira, Denise A. Botter and Mônica C. Sandoval

Bernstein estimator for conditional copulas pp. 5943-5954

Noël Veraverbeke

Change-point analysis for matrix data: the empirical Hankel transform approach pp. 5955-5980

Žikica Lukić and Bojana Milošević

Volume 65, issue 8, 2024

Generalized simulated method-of-moments estimators for multivariate copulas pp. 4811-4841

Mohamed Belalia and Jean-François Quessy

Asymptotic normality of a modified estimator of Gini distance correlation pp. 4843-4860

Yongli Sang and Xin Dang

A distance based two-sample test of means difference for multivariate datasets pp. 4861-4874

Alexander Novoselsky and Eugene Kagan

Nonparametric estimator of the tail dependence coefficient: balancing bias and variance pp. 4875-4913

Matthieu Garcin and Maxime L. D. Nicolas

Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors pp. 4915-4953

Bogui Li, Jianbao Chen and Hao Chen

Exact distribution of change-point MLE for a Multivariate normal sequence pp. 4955-4970

Mohammad Esmail Dehghan Monfared

A new integrated discrimination improvement index via odds pp. 4971-4990

Kenichi Hayashi and Shinto Eguchi

On the statistical analysis of high-dimensional factor models pp. 4991-5019

Junfan Mao, Zhigen Gao, Bing-Yi Jing and Jianhua Guo

Inference on Weibull inverted exponential distribution under progressive first-failure censoring with constant-stress partially accelerated life test pp. 5021-5053

Abdullah Fathi, Al-Wageh A. Farghal and Ahmed A. Soliman

Multiple testing of interval composite null hypotheses using randomized p-values pp. 5055-5076

Daniel Ochieng

Estimation of multicomponent system reliability for inverse Weibull distribution using survival signature pp. 5077-5108

Nabakumar Jana and Samadrita Bera

Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects pp. 5109-5143

Ruiqin Tian, Miaojie Xia and Dengke Xu

Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases pp. 5145-5166

Shu Wei Chou-Chen, Rodrigo A. Oliveira, Irina Raicher and Gilberto A. Paula

On the functional regression model and its finite-dimensional approximations pp. 5167-5201

José R. Berrendero, Alejandro Cholaquidis and Antonio Cuevas

Hotelling $$T^2$$ T 2 test in high dimensions with application to Wilks outlier method pp. 5203-5218

Reza Modarres

General classes of bivariate distributions for modeling data with common observations pp. 5219-5238

Na Young Yoo and Ji Hwan Cha

Exceedance statistics based on bottom- $$k$$ k -lists pp. 5239-5251

Agah Kozan, Burak Uyar and Halil Tanil

Coherent indexes for shifted count and semicontinuous models pp. 5253-5271

Marcelo Bourguignon and Célestin C. Kokonendji

Hadamard matrices, quaternions, and the Pearson chi-square statistic pp. 5273-5291

Abbas Alhakim

Reduced bias estimation of the log odds ratio pp. 5293-5331

Asma Saleh

Confidence intervals for overall response rate difference in the sequential parallel comparison design pp. 5333-5349

Guogen Shan, Xinlin Lu, Yahui Zhang and Samuel S. Wu

Confidence bounds for compound Poisson process pp. 5351-5377

Marek Skarupski and Qinhao Wu

A critical note on the exponentiated EWMA chart pp. 5379-5387

Abdul Haq and William H. Woodall

Bayesian and frequentist inference derived from the maximum entropy principle with applications to propagating uncertainty about statistical methods pp. 5389-5407

David R. Bickel

Volume 65, issue 7, 2024

Flexible-dimensional L-statistic for mean estimation of symmetric distributions pp. 4001-4024

Juan Baz, Diego García-Zamora, Irene Díaz, Susana Montes and Luis Martínez

A high-dimensional single-index regression for interactions between treatment and covariates pp. 4025-4056

Hyung Park, Thaddeus Tarpey, Eva Petkova and R. Todd Ogden

Supervised dimension reduction for functional time series pp. 4057-4077

Guochang Wang, Zengyao Wen, Shanming Jia and Shanshan Liang

Statistical inferences for missing response problems based on modified empirical likelihood pp. 4079-4120

Sima Sharghi, Kevin Stoll and Wei Ning

Testing practical relevance of treatment effects pp. 4121-4145

Andrea Ongaro, Sonia Migliorati, Roberto Ascari and Enrico Ripamonti

On some stable linear functional regression estimators based on random projections pp. 4147-4178

Asma Ben Saber and Abderrazek Karoui

A trigamma-free approach for computing information matrices related to trigamma function pp. 4179-4199

Zhou Yu, Niloufar Dousti Mousavi and Jie Yang

Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors pp. 4201-4241

Ke Wang and Dehui Wang

A two sample nonparametric test for variability via empirical likelihood methods pp. 4243-4265

Lisa Parveen, Ruhul Ali Khan and Murari Mitra

Multiple random change points in survival analysis with applications to clinical trials pp. 4267-4298

Jianbo Xu

Nested symmetrical Latin hypercube designs pp. 4299-4330

Xiaodi Wang and Hengzhen Huang

New copula families and mixing properties pp. 4331-4363

Martial Longla

Multivariate stochastic comparisons of sequential order statistics with non-identical components pp. 4365-4404

Tanmay Sahoo, Nil Kamal Hazra and Narayanaswamy Balakrishnan

Variation comparison between infinitely divisible distributions and the normal distribution pp. 4405-4429

Ping Sun, Ze-Chun Hu and Wei Sun

Analyzing quantitative performance: Bayesian estimation of 3-component mixture geometric distributions based on Kumaraswamy prior pp. 4431-4451

Nadeem Akhtar, Sajjad Ahmad Khan, Emad A. A. Ismail, Fuad A. Awwad, Akbar Ali Khan, Taza Gul and Haifa Alqahtani

A mixture distribution for modelling bivariate ordinal data pp. 4453-4488

Ryan H. L. Ip and K. Y. K. Wu

A non-classical parameterization for density estimation using sample moments pp. 4489-4513

Guangyu Wu and Anders Lindquist

Geometric infinitely divisible autoregressive models pp. 4515-4536

Monika S. Dhull and Arun Kumar

Covariance structure tests for multivariate t-distribution pp. 4537-4566

Katarzyna Filipiak and Tõnu Kollo

The statistical rate for support matrix machines under low rankness and row (column) sparsity pp. 4567-4598

Ling Peng, Xiaohui Liu, Xiangyong Tan, Yiweng Zhou and Shihua Luo

On weighted version of dynamic cumulative residual inaccuracy measure based on extropy pp. 4599-4629

Morteza Mohammadi and Majid Hashempour

Dimension reduction-based adaptive-to-model semi-supervised classification pp. 4631-4675

Xuehu Zhu, Rongzhu Zhao, Dan Zeng, Qian Zhao and Jun Zhang

Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data pp. 4677-4713

Qian M. Zhou

Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science pp. 4715-4744

Chuancun Yin, Jing Yao and Yang Yang

Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise pp. 4745-4766

Héctor Araya, Soledad Torres and Ciprian A. Tudor

Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap pp. 4767-4810

Lea Wegner and Martin Wendler

Volume 65, issue 6, 2024

Subgroup analysis with concave pairwise fusion penalty for ordinal response pp. 3327-3355

Weirong Li and Wensheng Zhu

Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples pp. 3357-3394

Jinyu Zhou, Jigao Yan and Dongya Cheng

The effect of correlated errors on the performance of local linear estimation of regression function based on random functional design pp. 3395-3423

Karim Benhenni, Ali Hajj Hassan and Yingcai Su

Is Fisher inference inferior to Neyman inference for policy analysis? pp. 3425-3445

Rauf Ahmad, Per Johansson and Mårten Schultzberg

A unified approach to goodness-of-fit testing for spherical and hyperspherical data pp. 3447-3475

Bruno Ebner, Norbert Henze and Simos Meintanis

A scale-invariant test for linear hypothesis of means in high dimensions pp. 3477-3497

Mingxiang Cao, Ziyang Cheng, Kai Xu and Daojiang He

Homogeneity tests and interval estimations of risk differences for stratified bilateral and unilateral correlated data pp. 3499-3543

Shuyi Liang, Kai-Tai Fang, Xin-Wei Huang, Yijing Xin and Chang-Xing Ma

Minimax weight learning for absorbing MDPs pp. 3545-3582

Fengying Li, Yuqiang Li and Xianyi Wu

Statistical simulations with LR random fuzzy numbers pp. 3583-3600

Abbas Parchami, Przemyslaw Grzegorzewski and Maciej Romaniuk

A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection pp. 3601-3619

Zhaoyang Li and Yuehan Yang

The resampling method via representative points pp. 3621-3649

Long-Hao Xu, Yinan Li and Kai-Tai Fang

Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes pp. 3651-3679

Nicoletta D’Angelo and Giada Adelfio

Fitting copulas in the case of missing data pp. 3681-3711

Eckhard Liebscher

Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach pp. 3713-3737

Yinjun Chen, Hao Ming and Hu Yang

On the existence of stationary threshold bilinear processes pp. 3739-3767

Ahmed Ghezal, Maddalena Cavicchioli and Imane Zemmouri

Bootstrapping generalized linear models to accommodate overdispersed count data pp. 3769-3788

Katherine Burak and Adam Kashlak

Confidence distributions and hypothesis testing pp. 3789-3820

Eugenio Melilli and Piero Veronese

Hypothesis testing for varying coefficient models in tail index regression pp. 3821-3852

Koki Momoki and Takuma Yoshida

The exponentiated exponentially weighted moving average control chart pp. 3853-3891

Vasileios Alevizakos, Arpita Chatterjee, Kashinath Chatterjee and Christos Koukouvinos

A sequential feature selection approach to change point detection in mean-shift change point models pp. 3893-3915

Baolong Ying, Qijing Yan, Zehua Chen and Jinchao Du

Some practical and theoretical issues related to the quantile estimators pp. 3917-3933

Dagmara Dudek and Anna Kuczmaszewska

Matrix-variate generalized linear model with measurement error pp. 3935-3958

Tianqi Sun, Weiyu Li and Lu Lin

Deficiency bounds for the multivariate inverse hypergeometric distribution pp. 3959-3969

Frédéric Ouimet

Some additional remarks on statistical properties of Cohen’s d in the presence of covariates pp. 3971-3979

Jürgen Groß and Annette Möller

Welch’s t test is more sensitive to real world violations of distributional assumptions than student’s t test but logistic regression is more robust than either pp. 3981-3989

David Curtis

An heuristic scree plot criterion for the number of factors pp. 3991-4000

Ard H. J. den Reijer, Pieter W. Otter and Jan Jacobs

Volume 65, issue 5, 2024

A weighted average limited information maximum likelihood estimator pp. 2641-2666

Muhammad Qasim

Space-filling designs with a Dirichlet distribution for mixture experiments pp. 2667-2686

Astrid Jourdan

On the test of covariance between two high-dimensional random vectors pp. 2687-2717

Yongshuai Chen, Wenwen Guo and Hengjian Cui

FDR control and power analysis for high-dimensional logistic regression via StabKoff pp. 2719-2749

Panxu Yuan, Yinfei Kong and Gaorong Li

Penalized likelihood inference for the finite mixture of Poisson distributions from capture-recapture data pp. 2751-2773

Yang Liu, Rong Kuang and Guanfu Liu

Two-piece distribution based semi-parametric quantile regression for right censored data pp. 2775-2810

Worku Biyadgie Ewnetu, Irène Gijbels and Anneleen Verhasselt

A p-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design pp. 2811-2834

Fritjof Freise, Norbert Gaffke and Rainer Schwabe

Alleviating conditional independence assumption of naive Bayes pp. 2835-2863

Xu-Qing Liu, Xiao-Cai Wang, Li Tao, Feng-Xian An and Gui-Ren Jiang

A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method pp. 2865-2886

Valdério Anselmo Reisen, Céline Lévy-Leduc, Edson Zambon Monte and Pascal Bondon

Adaptive parametric change point inference under covariance structure changes pp. 2887-2913

Stergios B. Fotopoulos, Abhishek Kaul, Vasileios Pavlopoulos and Venkata K. Jandhyala

Regression analysis of clustered panel count data with additive mean models pp. 2915-2936

Weiwei Wang, Zhiyang Cui, Ruijie Chen, Yijun Wang and Xiaobing Zhao

Fourier approach to goodness-of-fit tests for Gaussian random processes pp. 2937-2972

Petr Čoupek, Viktor Dolník, Zdeněk Hlávka and Daniel Hlubinka

Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model pp. 2973-3006

Muhammad Jaffri Mohd Nasir, Ramzan Nazim Khan, Gopalan Nair and Darfiana Nur

Robust signal dimension estimation via SURE pp. 3007-3038

Joni Virta, Niko Lietzén and Henri Nyberg

Empirical likelihood inference for the panel count data with informative observation process pp. 3039-3061

Faysal Satter, Yichuan Zhao and Ni Li

Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model pp. 3063-3092

Huilan Liu, Xiawei Zhang, Huaiqing Hu and Junjie Ma

Testing omitted variables in VARs pp. 3093-3109

Andrea Beccarini

Inference for continuous-time long memory randomly sampled processes pp. 3111-3134

Mohamedou Ould Haye, Anne Philippe and Caroline Robet

Estimating the entropy of a Rayleigh model under progressive first-failure censoring pp. 3135-3154

Mohammed S. Kotb and Huda M. Alomari

Using the softplus function to construct alternative link functions in generalized linear models and beyond pp. 3155-3180

Paul F. V. Wiemann, Thomas Kneib and Julien Hambuckers

Locally optimal designs for comparing curves in generalized linear models pp. 3181-3201

Chang-Yu Liu, Xin Liu and Rong-Xian Yue

Implicit profiling estimation for semiparametric models with bundled parameters pp. 3203-3234

Yucong Lin, Jinhua Su, Yang Liu, Jue Hou and Feifei Wang

Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data pp. 3235-3259

Jierui Du and Xia Cui

Adaptive slicing for functional slice inverse regression pp. 3261-3284

Linjuan Zheng, Beiting Liang and Guochang Wang

Optimal dichotomization of bimodal Gaussian mixtures pp. 3285-3301

Yan-ni Jhan, Wan-cen Li, Shin-hui Ruan, Jia-jyun Sie and Iebin Lian

Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates pp. 3303-3325

Talha Omer, Kristofer Månsson, Pär Sjölander and B. M. Golam Kibria

Volume 65, issue 4, 2024

A new $$L_2$$ L 2 calibration procedure of computer models based on the smoothing spline ANOVA pp. 1901-1926

Yang Sun and Xiangzhong Fang

On the limit distribution of the power function induced by a design prior pp. 1927-1945

Fulvio De Santis and Stefania Gubbiotti

A unified study for estimation of order restricted parameters of a general bivariate model under the generalized Pitman nearness criterion pp. 1947-1983

Naresh Garg and Neeraj Misra

Prediction in regression models with continuous observations pp. 1985-2009

Holger Dette, Andrey Pepelyshev and Anatoly Zhigljavsky

Bayesian and maximin A-optimal designs for spline regression models with unknown knots pp. 2011-2032

Isaac Rankin and Julie Zhou

Kendall’s tau-based inference for gradually changing dependence structures pp. 2033-2075

Félix Camirand Lemyre and Jean-François Quessy

Smoothed empirical likelihood for the difference of two quantiles with the paired sample pp. 2077-2108

Pangpang Liu and Yichuan Zhao

Multi-feature clustering of step data using multivariate functional principal component analysis pp. 2109-2134

Wookyeong Song, Hee-Seok Oh, Ying Kuen Cheung and Yaeji Lim

Integrating rather than collecting: statistical matching in the data flood era pp. 2135-2163

Riccardo D’Alberto and Meri Raggi

Privacy-preserving and homogeneity-pursuit integrative analysis for high-dimensional censored data pp. 2165-2190

Xin Ye, Baihua He, Yanyan Liu and Shuangge Ma

Bartlett corrections for zero-adjusted generalized linear models pp. 2191-2209

Tiago M. Magalhães, Gustavo H. A. Pereira, Denise A. Botter and Mônica C. Sandoval

Uniformly most powerful tests under weak restrictions pp. 2211-2220

Jin Zhang

Robust optimal subsampling based on weighted asymmetric least squares pp. 2221-2251

Min Ren, Shengli Zhao, Mingqiu Wang and Xinbei Zhu

GMM estimation and variable selection of partially linear additive spatial autoregressive model pp. 2253-2288

Fang Lu, Guoliang Tian and Jing Yang

Conditions for finiteness and bounds on moments of generalized order statistics pp. 2289-2312

Mariusz Bieniek and Tomasz Rychlik

Bounds on generalized family-wise error rates for normal distributions pp. 2313-2326

Monitirtha Dey and Subir Kumar Bhandari

Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence pp. 2327-2359

Marie-Christine Düker, Seok-Oh Jeong, Taewook Lee and Changryong Baek

On the validity of the bootstrap hypothesis testing in functional linear regression pp. 2361-2396

Omid Khademnoe and S. Mohammad E. Hosseini-Nasab

Change point in variance of fractionally integrated noise pp. 2397-2439

Daiqing Xi and Tianxiao Pang

Least squares estimation for a class of uncertain Vasicek model and its application to interest rates pp. 2441-2459

Chao Wei

Variable selection in proportional odds model with informatively interval-censored data pp. 2461-2488

Bo Zhao, Shuying Wang and Chunjie Wang

ROBOUT: a conditional outlier detection methodology for high-dimensional data pp. 2489-2525

Matteo Farnè and Angelos Vouldis

On strongly dependent zero-inflated INAR(1) processes pp. 2527-2553

Jan Beran and Frieder Droullier

Maximum Likelihood With a Time Varying Parameter pp. 2555-2566

Alberto Lanconelli and Christopher S. A. Lauria

Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data pp. 2567-2604

Hong-Xia Xu, Guo-Liang Fan and Han-Ying Liang

Professor Heinz Neudecker and matrix differential calculus pp. 2605-2639

Shuangzhe Liu, Götz Trenkler, Tõnu Kollo, Dietrich Rosen and Oskar Maria Baksalary

Volume 65, issue 3, 2024

Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains pp. 1135-1162

Lê Thành

Inference of improved adaptive progressively censored competing risks data for Weibull lifetime models pp. 1163-1196

Ahmed Elshahhat and Mazen Nassar

Self-exciting hysteretic binomial autoregressive processes pp. 1197-1231

Kai Yang, Xiuyue Zhao, Xiaogang Dong and Christian H. Weiß

A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions pp. 1233-1257

Jonas Beck and Arne C. Bathke

Variance matrix estimation in multivariate classical measurement error models pp. 1259-1284

Elif Kekeç and Ingrid Van Keilegom

The estimated causal effect on the variance based on the front-door criterion in Gaussian linear structural equation models: an unbiased estimator with the exact variance pp. 1285-1308

Manabu Kuroki and Taiki Tezuka

Case-cohort studies for clustered failure time data with a cure fraction pp. 1309-1336

Ping Xie, Bo Han and Xiaoguang Wang

Learning CHARME models with neural networks pp. 1337-1374

José G. Gómez-García, Jalal Fadili and Christophe Chesneau

Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity pp. 1375-1409

Xianwen Sun and Lixin Zhang

Deterministic sampling based on Kullback–Leibler divergence and its applications pp. 1411-1436

Sumin Wang and Fasheng Sun

On approximation and estimation of distribution function of sum of independent random variables pp. 1437-1467

N. N. Midhu, Isha Dewan, K. K. Sudheesh and E. P. Sreedevi

Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models pp. 1469-1492

Dongying Zhan and Derek S. Young

Identification of canonical models for vectors of time series: a subspace approach pp. 1493-1530

Alfredo Garcia-Hiernaux, Jose Casals and Miguel Jerez

Confidence intervals centred on bootstrap smoothed estimators: an impossibility result pp. 1531-1551

Paul Kabaila and Christeen Wijethunga

Information quantity evaluation of multivariate SETAR processes of order one and applications pp. 1553-1573

Javier E. Contreras-Reyes

Nonparametric estimation of the shape functions and related asymptotic results pp. 1575-1611

M. D. Jiménez-Gamero and J. C. Pardo-Fernández

Parametric quantile autoregressive moving average models with exogenous terms pp. 1613-1643

Alan Dasilva, Helton Saulo, Roberto Vila, Jose A. Fiorucci and Suvra Pal

Detecting linear trend changes in data sequences pp. 1645-1675

Hyeyoung Maeng and Piotr Fryzlewicz

Inferring the finest pattern of mutual independence from data pp. 1677-1702

Guillaume Marrelec and Alain Giron

Computation and analysis of change points with different jump locations in high-dimensional regression pp. 1703-1729

Jian Huang, Yuling Jiao, Lican Kang, Yanyan Liu and Xinfeng Yang

Correction to: Posterior alternatives with informative early stopping pp. 1731-1732

Nancy Flournoy and Sergey Tarima

Equivariant estimation of the selected location parameter pp. 1733-1771

Masihuddin and Neeraj Misra

On the Rényi index of random graphs pp. 1773-1803

Mingao Yuan

Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models pp. 1805-1839

Yangbing Tang, Zhongzhan Zhang and Jiang Du

Improving the power of hypothesis tests in sparse contingency tables pp. 1841-1867

Federica Nicolussi, Manuela Cazzaro and Tamás Rudas

On the Baum–Katz theorem for randomly weighted sums of negatively associated random variables with general normalizing sequences and applications in some random design regression models pp. 1869-1900

Son Ta Cong, Cuong Tran Manh, Hang Bui Khanh and Dung Le Van

Volume 65, issue 2, 2024

A review on design inspired subsampling for big data pp. 467-510

Jun Yu, Mingyao Ai and Zhiqiang Ye

A multivariate modified skew-normal distribution pp. 511-555

Sagnik Mondal, Reinaldo B. Arellano-Valle and Marc G. Genton

Discrete mixture representations of spherical distributions pp. 557-596

Ludwig Baringhaus and Rudolf Grübel

Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity pp. 597-643

Ulduz Mammadova and M. Revan Özkale

Convergence arguments to bridge cauchy and matérn covariance functions pp. 645-660

Tarik Faouzi, Emilio Porcu, Igor Kondrashuk and Moreno Bevilacqua

Simulations and predictions of future values in the time-homogeneous load-sharing model pp. 661-685

Francesco Buono and Jorge Navarro

A method of correction for heaping error in the variables using validation data pp. 687-704

Amar S. Ahmad, Munther Al-Hassan, Hamid Y. Hussain, Nirmin F. Juber, Fred N. Kiwanuka, Mohammed Hag-Ali and Raghib Ali

Clustering and estimation of finite mixture models under bivariate ranked set sampling with application to a breast cancer study pp. 705-736

Hamid Haji Aghabozorgi and Farzad Eskandari

Instrumental variable estimation of weighted local average treatment effects pp. 737-770

Byeong Yeob Choi

Parameters not empirically identifiable or distinguishable, including correlation between Gaussian observations pp. 771-794

Christian Hennig

Sparse and smooth functional data clustering pp. 795-825

Fabio Centofanti, Antonio Lepore and Biagio Palumbo

Efficient robust estimation for single-index mixed effects models with missing observations pp. 827-864

Liugen Xue and Junshan Xie

Computational aspects of experimental designs in multiple-group mixed models pp. 865-886

Maryna Prus and Lenka Filová

Nonnegative group bridge and application in financial index tracking pp. 887-907

Yonghui Liu, Yichen Lin, Xin Song, Conan Liu and Shuangzhe Liu

Kalman recursions Aggregated Online pp. 909-944

Eric Adjakossa, Yannig Goude and Olivier Wintenberger

Nonparametric estimation for a functional-circular regression model pp. 945-974

Andrea Meilán-Vila, Rosa M. Crujeiras and Mario Francisco-Fernández

Further remarks on constrained over-parameterized linear models pp. 975-988

Nesrin Güler and Melek Eriş Büyükkaya

Consistent group selection using nonlocal priors in regression pp. 989-1019

Fang Yang, Liangliang Zhang, Jingyi Zheng and Xuan Cao

To impute or to adapt? Model specification tests’ perspective pp. 1021-1039

Marija Cuparić and Bojana Milošević

A novel copula-based approach for parametric estimation of univariate time series through its covariance decay pp. 1041-1063

Guilherme Pumi, Taiane S. Prass and Sílvia R. C. Lopes

A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables pp. 1065-1084

Omid Karimi

A semiparametric dynamic higher-order spatial autoregressive model pp. 1085-1123

Tizheng Li, Yuping Wang and Ke Fang

Osband’s principle for identification functions pp. 1125-1132

Timo Dimitriadis, Tobias Fissler and Johanna Ziegel

Correction to: Some properties of the unified skew-normal distribution pp. 1133-1133

Reinaldo B. Arellano-Valle and Adelchi Azzalini

Volume 65, issue 1, 2024

Estimation of parameters and quantiles of the Weibull distribution pp. 1-18

Alicja Jokiel-Rokita and Sylwester Pia̧tek

The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates pp. 19-44

Alessandro Baldi Antognini, Rosamarie Frieri, Maroussa Zagoraiou and Marco Novelli

Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution pp. 45-78

Bruno Ebner, Lena Eid and Bernhard Klar

Jackknife empirical likelihood ratio test for testing mean time to failure order pp. 79-92

Deemat C. Mathew, Reeba Mary Alex and Sudheesh K. Kattumannil

Estimation and variable selection for generalized functional partially varying coefficient hybrid models pp. 93-119

Yanxia Liu, Zhihao Wang, Maozai Tian and Keming Yu

On the distribution of sample scale-free scatter matrices pp. 121-138

A. M. Mathai and Serge B. Provost

Robust estimation of average treatment effects from panel data pp. 139-179

Sayoni Roychowdhury, Indrila Ganguly and Abhik Ghosh

Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors pp. 181-201

Khandoker Akib Mohammad, Yuichi Hirose, Budhi Surya and Yuan Yao

On the use of historical estimates pp. 203-236

Ori Davidov and Tamás Rudas

High-dimensional properties for empirical priors in linear regression with unknown error variance pp. 237-262

Xiao Fang and Malay Ghosh

A correlation structure for the analysis of Gaussian and non-Gaussian responses in crossover experimental designs with repeated measures pp. 263-290

N. A. Cruz, O. O. Melo and C. A. Martinez

Some characterizations of continuous symmetric distributions based on extropy of record values pp. 291-308

Nitin Gupta and Santosh Kumar Chaudhary

On some problems of Bayesian region construction with guaranteed coverages pp. 309-334

Michael Evans, Miaoshiqi Liu, Michael Moon, Sabrina Sixta, Siyi Wei and Siyue Yang

A Monte Carlo permutation procedure for testing variance components using robust estimation methods pp. 335-356

Yahia S. El-Horbaty and Eman M. Hanafy

Several new classes of space-filling designs pp. 357-379

Wenlong Li, Min-Qian Liu and Jian-Feng Yang

Generalised score distribution: underdispersed continuation of the beta-binomial distribution pp. 381-413

Bogdan Ćmiel, Jakub Nawała, Lucjan Janowski and Krzysztof Rusek

Centre-free kurtosis orderings for asymmetric distributions pp. 415-433

Andreas Eberl and Bernhard Klar

Testing normality of a large number of populations pp. 435-465

M. D. Jiménez-Gamero