Doubly robust augmented-estimating-equations estimation with nonignorable nonresponse data Tianqing LiuXiaohui Yuan Regular Article 17 September 2018 Pages: 2241 - 2270
Linearity tests and stochastic trend under the STAR framework Lingxiang Zhang Regular Article 21 September 2018 Pages: 2271 - 2282
Sparse common component analysis for multiple high-dimensional datasets via noncentered principal component analysis Heewon ParkSadanori Konishi Regular Article 22 September 2018 Pages: 2283 - 2311
Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors Caiya ZhangKaihong XuLianfen Qian Regular Article 26 September 2018 Pages: 2313 - 2330
Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples Liwang DingPing ChenYongming Li Regular Article 26 September 2018 Pages: 2331 - 2349
Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects Bang-Qiang HeXing-Jian HongGuo-Liang Fan Regular Article 28 September 2018 Pages: 2351 - 2381
Note on sample quantiles for ordinal data Uwe Hassler Regular Article 24 October 2018 Pages: 2383 - 2391
Robust fuzzy clustering based on quantile autocovariances B. Lafuente-RegoP. D’UrsoJ. A. Vilar Regular Article 25 October 2018 Pages: 2393 - 2448
Bayesian inference of smooth transition autoregressive (STAR)(k)–GARCH(l, m) models Glen Livingston JrDarfiana Nur Regular Article 08 November 2018 Pages: 2449 - 2482
Statistical inference for linear regression models with additive distortion measurement errors Zhenghui FengJun ZhangQian Chen Regular Article 12 November 2018 Pages: 2483 - 2509
Estimating a function of scale parameter of an exponential population with unknown location under general loss function Lakshmi Kanta PatraSuchandan KayalSomesh Kumar Regular Article 13 November 2018 Pages: 2511 - 2527
Multivariate portmanteau tests for weak multiplicative seasonal VARMA models Abdoulkarim Ilmi AmirYacouba Boubacar Maïnassara Regular Article 14 November 2018 Pages: 2529 - 2560
A seasonal geometric INAR process based on negative binomial thinning operator Shengqi TianDehui WangShuai Cui Regular Article 16 November 2018 Pages: 2561 - 2581
Portfolio selection: shrinking the time-varying inverse conditional covariance matrix Ruili SunTiefeng MaShuangzhe Liu Regular Article 16 November 2018 Pages: 2583 - 2604
Randomized versus non-randomized hypergeometric hypothesis testing with crisp and fuzzy hypotheses Nataliya ChukhrovaArne Johannssen Regular Article 27 November 2018 Pages: 2605 - 2641
Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions Wan-Lun WangAhad JamalizadehTsung-I Lin Regular Article 13 December 2018 Pages: 2643 - 2670
The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples Aiting ShenHuiling TaoXuejun Wang Regular Article 01 January 2019 Pages: 2671 - 2684
CLT for integrated square error of density estimators with censoring indicators missing at random Yu-Ye ZouHan-Ying Liang Regular Article 01 January 2019 Pages: 2685 - 2714
FPCA-based estimation for generalized functional partially linear models Ruiyuan CaoJiang DuTianfa Xie Regular Article 01 January 2019 Pages: 2715 - 2735
Approximate and exact optimal designs for \(2^k\) factorial experiments for generalized linear models via second order cone programming Belmiro P. M. DuarteGuillaume Sagnol Regular Article 02 January 2019 Pages: 2737 - 2767
