Efficiency comparison of the Wilcoxon tests in paired and independent survey samples Ludwig BaringhausDaniel Gaigall OriginalPaper 21 May 2018 Pages: 891 - 930
A Stein-type shrinkage estimator of the covariance matrix for portfolio selections Ruili SunTiefeng MaShuangzhe Liu OriginalPaper 25 May 2018 Pages: 931 - 952
Approximate maximum likelihood estimation for stochastic differential equations with random effects in the drift and the diffusion Maud DelattreValentine Genon-CatalotCatherine Larédo OriginalPaper 04 July 2018 Pages: 953 - 983
Assessing the robustness of estimators when fitting Poisson inverse Gaussian models Kimberly S. WeemsPaul J. Smith OriginalPaper 04 June 2018 Pages: 985 - 1004
On purely sequential estimation of an inverse Gaussian mean Sudeep R. Bapat OriginalPaper 19 June 2018 Pages: 1005 - 1024
