ISSN 1048-5252 (Print); ISSN 1029-0311 (Online)
Publisher: Taylor and Francis Ltd
Mean estimation through proportion estimation pp. 207-217(11) Author: Rodríguez, Juan Carlos
Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods pp. 219-239(21) Authors: Hable, R.; Christmann, A.
Estimation of multivariate conditional-tail-expectation using Kendall's process pp. 241-267(27) Authors: Di Bernardino, Elena; Prieur, Clémentine
Asymptotics for penalised splines in generalised additive models pp. 269-289(21) Authors: Yoshida, Takuma; Naito, Kanta
Generalised partial linear single-index mixed models for repeated measures data pp. 291-303(13) Authors: Chen, Jinsong; Kim, Inyoung; Terrell, George R.; Liu, Lei
Bootstrap bandwidth selection method for local linear estimator in exponential family models pp. 305-319(15) Author: Żychaluk, K.
Nonparametric Bayesian inference for multivariate density functions using Feller priors pp. 321-340(20) Authors: Zhang, Xiang; Zheng, Yanbing
Goodness-of-fit tests based on the distance between the Dirichlet process and its base measure pp. 341-357(17) Authors: Al Labadi, Luai; Zarepour, Mahmoud
Nonparametric testing for long-horizon predictability with persistent covariates pp. 359-372(14) Author: Lee, Jin
Volatility estimation from short time series of stock prices pp. 373-384(12) Author: Dokuchaev, Nikolai
Statistical estimation of quadratic Rényi entropy for a stationary m-dependent sequence pp. 385-411(27) Authors: Källberg, David; Leonenko, Nikolaj; Seleznjev, Oleg
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