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High-dimensional simultaneous inference with the bootstrap
(2017)
Vol. 26
Núm. 4
Pág. 685-719
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8 |
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Honest confidence regions and optimality in high-dimensional precision matrix estimation
(2017)
Vol. 26
Núm. 1
Pág. 143-162
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7 |
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Nonparametric latency estimation for mixture cure models
(2017)
Vol. 26
Núm. 2
Pág. 353-376
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4 |
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Comparison results for inactivity times of k-out-of-n and general coherent systems with dependent components
(2017)
Vol. 26
Núm. 4
Pág. 822-846
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4 |
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Nonparametric statistics of dynamic networks with distinguishable nodes
(2017)
Vol. 26
Núm. 3
Pág. 546-573
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3 |
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Strong laws for weighted sums of ψ-mixing random variables and applications in errors-in-variables regression models
(2017)
Vol. 26
Núm. 3
Pág. 600-617
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3 |
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Log-symmetric regression models under the presence of non-informative left- or right-censored observations
(2017)
Vol. 26
Núm. 2
Pág. 405-428
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2 |
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Bayesian estimation of the threshold of a generalised pareto distribution for heavy-tailed observations
(2017)
Vol. 26
Núm. 1
Pág. 95-118
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2 |
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Fast estimation of the median covariation matrix with application to online robust principal components analysis
(2017)
Vol. 26
Núm. 3
Pág. 461-480
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2 |
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Distribution-free tests for sparse heterogeneous mixtures
(2017)
Vol. 26
Núm. 1
Pág. 71-94
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2 |
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The DDG-classifier in the functional setting
(2017)
Vol. 26
Núm. 1
Pág. 119-142
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2 |
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Robust Bayesian regression with the forward search: theory and data analysis
(2017)
Vol. 26
Núm. 4
Pág. 869-886
|
2 |
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Computation of optimum Type-II progressively hybrid censoring schemes using variable neighborhood search algorithm
(2017)
Vol. 26
Núm. 4
Pág. 802-821
|
2 |
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Erratum to: Beta autoregressive moving average models
(2017)
Vol. 26
Núm. 2
Pág. 451-459
|
2 |
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New properties of the orthant convex-type stochastic orders
(2017)
Vol. 26
Núm. 3
Pág. 618-637
|
1 |
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An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion
(2017)
Vol. 26
Núm. 4
Pág. 847-868
|
1 |
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Test on the linear combinations of mean vectors in high-dimensional data
(2017)
Vol. 26
Núm. 1
Pág. 188-208
|
1 |
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Dating multiple change points in the correlation matrix
(2017)
Vol. 26
Núm. 2
Pág. 331-352
|
1 |
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Maximum likelihood estimation and parameter interpretation in elliptical mixed logistic regression
(2017)
Vol. 26
Núm. 1
Pág. 209-230
|
1 |
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Marginal integration M-estimators for additive models
(2017)
Vol. 26
Núm. 2
Pág. 231-260
|
1 |
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Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
(2017)
Vol. 26
Núm. 2
Pág. 308-330
|
1 |
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New two-sample tests for skewed populations and their connection to theoretical power of Bootstrap-t test
(2017)
Vol. 26
Núm. 3
Pág. 661-683
|
1 |
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Jump-detection-based estimation in time-varying coefficient models and empirical applications
(2017)
Vol. 26
Núm. 3
Pág. 574-599
|
1 |
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Quadratic forms of the empirical processes for the two-sample problem for functional data
(2017)
Vol. 26
Núm. 3
Pág. 503-526
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1 |
