1. On multivariate quantile regression analysis

   • Jean-Paul Chavas

   Original Paper 20 November 2017 Pages: 365 - 384

   

2. On score vector- and residual-based CUSUM tests in ARMA–GARCH models

   • Haejune Oh
   • Sangyeol Lee

   Original Paper 03 November 2017 Pages: 385 - 406

   

3. Modelling of low count heavy tailed time series data consisting large number of zeros and ones

   • Raju Maiti
   • Atanu Biswas
   • Bibhas Chakraborty

   Original Paper 01 December 2017 Pages: 407 - 435

   

4. Most stable sample size determination in clinical trials

   • Ali Karimnezhad
   • Ahmad Parsian

   Original Paper 08 January 2018 Pages: 437 - 454

   

5. A note on variable selection in functional regression via random subspace method

   • Łukasz Smaga
   • Hidetoshi Matsui

   Original Paper Open access 25 January 2018 Pages: 455 - 477

6. Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals

   • Ruidong Han
   • Xinghui Wang
   • Shuhe Hu

   Original Paper 10 October 2017 Pages: 479 - 490

7. Clustering of financial instruments using jump tail dependence coefficient

   • Chen Yang
   • Wenjun Jiang
   • Zhichuan Li

   Original Paper 21 November 2017 Pages: 491 - 513

   

8. Quis custiodet ipsos custodes? How to detect and correct teacher cheating in Italian student data

   • Sergio Longobardi
   • Patrizia Falzetti
   • Margherita Maria Pagliuca

   Original Paper 23 March 2018 Pages: 515 - 543

   

9. Prognostic assessment of repeatedly measured time-dependent biomarkers, with application to dilated cardiomyopathy

   • Giulia Barbati
   • Alessio Farcomeni

   Original Paper 18 November 2017 Pages: 545 - 557