Articles

1. Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions

   • Junichiro Yoshida
   • Nakahiro Yoshida

   OriginalPaper 23 April 2024

2. Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation

   • N. V. Gribkova
   • J. Su
   • R. Zitikis

   OriginalPaper 23 April 2024

   

3. A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers

   • Shaul K. Bar-Lev
   • Gérard Letac
   • Ad Ridder

   OriginalPaper 22 April 2024

   

4. On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent

   • Selina Drews
   • Michael Kohler

   OriginalPaper 08 April 2024 Pages: 361 - 391

5. A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance

   • Žikica Lukić
   • Bojana Milošević

   OriginalPaper 08 April 2024

   

6. Statistical inference for random T-tessellations models. Application to agricultural landscape modeling

   • Katarzyna Adamczyk-Chauvat
   • Mouna Kassa
   • Radu S. Stoica

   OriginalPaper 05 April 2024 Pages: 447 - 479

   

7. Using the growth curve model in classification of repeated measurements

   • Dietrich von Rosen
   • Martin Singull

   OriginalPaper 29 March 2024 Pages: 511 - 534

   

8. Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity

   • Lixiu Wu
   • Jiang Hu

   OriginalPaper 22 March 2024

   

9. Data segmentation for time series based on a general moving sum approach

   • Claudia Kirch
   • Kerstin Reckruehm

   OriginalPaper 14 March 2024 Pages: 393 - 421

   

10. Testing against ordered alternatives in one-way ANOVA model with exponential errors

    • Anjana Mondal
    • Markus Pauly
    • Somesh Kumar

    OriginalPaper 12 March 2024

    

11. Regularized nonlinear regression with dependent errors and its application to a biomechanical model

    • Hojun You
    • Kyubaek Yoon
    • Chae Young Lim

    OriginalPaper 08 February 2024 Pages: 481 - 510

    

12. Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis

    • Chenlong Li
    • Kaiyan Cui

    OriginalPaper 29 January 2024

    

13. Gradual change-point analysis based on Spearman matrices for multivariate time series

    • Jean-François Quessy

    OriginalPaper 05 January 2024 Pages: 423 - 446

    

14. Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions

    • M. N. M. van Lieshout

    OriginalPaper 22 December 2023 Pages: 313 - 331

    

15. Test for conditional quantile change in general conditional heteroscedastic time series models

    • Sangyeol Lee
    • Chang Kyeom Kim

    OriginalPaper 15 December 2023 Pages: 333 - 359

    

16. On UMPS hypothesis testing

    • Davy Paindaveine

    OriginalPaper 15 November 2023 Pages: 289 - 312

    

17. Multivariate frequency polygon for stationary random fields

    • Michel Carbon
    • Thierry Duchesne

    OriginalPaper 08 November 2023 Pages: 263 - 287

    

18. Identifiability of latent-variable and structural-equation models: from linear to nonlinear

    • Aapo Hyvärinen
    • Ilyes Khemakhem
    • Ricardo Monti

    INVITED ARTICLE: FOURTH AKAIKE MEMORIAL LECTURE 04 November 2023 Pages: 1 - 33

    

19. Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear"

    • Aapo Hyvärinen

    Invited Article: Fourth Akaike Memorial Lecture 01 November 2023 Pages: 43 - 46

20. Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”

    • Takeru Matsuda

    Invited Article: Fourth Akaike Memorial Lecture 01 November 2023 Pages: 39 - 42

21. Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”

    • Hiroshi Morioka

    Invited Article: Fourth Akaike Memorial Lecture 01 November 2023 Pages: 35 - 37

22. On estimation of nonparametric regression models with autoregressive and moving average errors

    • Qi Zheng
    • Yunwei Cui
    • Rongning Wu

    OriginalPaper 26 October 2023 Pages: 235 - 262

    

23. On a projection least squares estimator for jump diffusion processes

    • Hélène Halconruy
    • Nicolas Marie

    OriginalPaper 11 September 2023 Pages: 209 - 234

    

24. Comparing regression curves: an L¹-point of view

    • Patrick Bastian
    • Holger Dette
    • Kathrin Möllenhoff

    OriginalPaper 30 August 2023 Pages: 159 - 183

    

25. Gaussian quasi-information criteria for ergodic Lévy driven SDE

    • Shoichi Eguchi
    • Hiroki Masuda

    OriginalPaper 11 August 2023 Pages: 111 - 157

26. Approximating symmetrized estimators of scatter via balanced incomplete U-statistics

    • Lutz Dümbgen
    • Klaus Nordhausen

    OriginalPaper 08 August 2023 Pages: 185 - 207

    

27. A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression

    • Kai Xu
    • Nan An

    OriginalPaper 18 July 2023 Pages: 93 - 110

28. Model averaging for estimating treatment effects

    • Zhihao Zhao
    • Xinyu Zhang
    • Geoffrey K. F. Tso

    OriginalPaper 30 June 2023 Pages: 73 - 92

    

29. Comparative evaluation of point process forecasts

    • Jonas R. Brehmer
    • Tilmann Gneiting
    • Kirstin Strokorb

    OriginalPaper 15 June 2023 Pages: 47 - 71

    

30. Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method

    • Bruno Ebner
    • Adrian Fischer
    • Celeste Mayer

    OriginalPaper 22 May 2023 Pages: 1011 - 1038

31. Estimation of complier causal treatment effects with informatively interval-censored failure time data

    • Yuqing Ma
    • Peijie Wang
    • Jianguo Sun

    OriginalPaper 15 May 2023 Pages: 1039 - 1062

32. Robust variable selection with exponential squared loss for partially linear spatial autoregressive models

    • Xiuli Wang
    • Jingchang Shao
    • Qiang Zhao

    OriginalPaper 03 May 2023 Pages: 949 - 977

    

33. Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data

    • Hengfang Wang
    • Jae Kwang Kim

    OriginalPaper 27 April 2023 Pages: 911 - 929

    

34. A goodness-of-fit test on the number of biclusters in a relational data matrix

    • Chihiro Watanabe
    • Taiji Suzuki

    OriginalPaper 17 April 2023 Pages: 979 - 1009

    

35. Gene–environment interaction analysis under the Cox model

    • Kuangnan Fang
    • Jingmao Li
    • Qingzhao Zhang

    OriginalPaper 10 April 2023 Pages: 931 - 948

    

36. Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic

    • Conor Kresin
    • Frederic Schoenberg

    OriginalPaper 10 March 2023 Pages: 887 - 909

    

37. Automatic data-based bin width selection for rose diagram

    • Yasuhito Tsuruta
    • Masahiko Sagae

    OriginalPaper 09 March 2023 Pages: 855 - 886

    

38. Mixture of shifted binomial distributions for rating data

    • Shaoting Li
    • Jiahua Chen

    OriginalPaper 10 February 2023 Pages: 833 - 853

    

39. Least absolute deviation estimation for AR(1) processes with roots close to unity

    • Nannan Ma
    • Hailin Sang
    • Guangyu Yang

    OriginalPaper 23 January 2023 Pages: 799 - 832

    

40. Nonparametric multiple regression by projection on non-compactly supported bases

    • Florian Dussap

    OriginalPaper 22 January 2023 Pages: 731 - 771

41. Robust density power divergence estimates for panel data models

    • Abhijit Mandal
    • Beste Hamiye Beyaztas
    • Soutir Bandyopadhyay

    OriginalPaper 20 January 2023 Pages: 773 - 798

    

42. Correction to: Group least squares regression for linear models with strongly correlated predictor variables

    • Min Tsao

    Correction 11 January 2023 Pages: 251 - 251

43. A copula spectral test for pairwise time reversibility

    • Shibin Zhang

    OriginalPaper 26 December 2022 Pages: 705 - 729

    

44. Generation of all randomizations using circuits

    • Elena Pesce
    • Fabio Rapallo
    • Henry P. Wynn

    OriginalPaper 23 December 2022 Pages: 683 - 704

    

45. Model averaging for semiparametric varying coefficient quantile regression models

    • Zishu Zhan
    • Yang Li
    • Cunjie Lin

    OriginalPaper 22 December 2022 Pages: 649 - 681

    

46. Slash distributions, generalized convolutions, and extremes

    • M. Arendarczyk
    • T. J. Kozubowski
    • A. K. Panorska

    OriginalPaper 20 December 2022 Pages: 593 - 617

47. A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity

    • Zeyu Wu
    • Cheng Wang
    • Weidong Liu

    OriginalPaper 08 December 2022 Pages: 619 - 648

    

48. Data-driven model selection for same-realization predictions in autoregressive processes

    • Kare Kamila

    OriginalPaper 27 November 2022 Pages: 567 - 592

49. Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models

    • Yuma Uehara

    OriginalPaper 10 November 2022 Pages: 533 - 565

50. Tests for the existence of group effects and interactions for two-way models with dependent errors

    • Yuichi Goto
    • Kotone Suzuki
    • Masanobu Taniguchi

    OriginalPaper 31 October 2022 Pages: 511 - 532