2020

• Simona Buscemi, Antonella Paia - Model selection in linear mixed-effect models, pp. 529 - 575
• Qi ZhouYoo-Mi Chin, Joon Jin Song - Bayesian sensitivity analysis to unmeasured confounding for misclassified data, pp. 577 - 596
• Xia ChenLiyue Mao - Penalized empirical likelihood for partially linear errors-in-variables models, pp. 597 - 623
• Alba M. Franco-Pereira, Christos T. Nakas, M. Carmen Pardo - Biomarker assessment in ROC curve analysis using the length of the curve as an index of diagnostic accuracy: the binormal model framework, pp. 625 - 647
• Lei Shi - Bayesian analysis of multivariate ordered probit model with individual heterogeneity, pp. 649 - 665
• Manabu Kuroki, Hisayoshi Nanmo - Variance formulas for estimated mean response and predicted response with external intervention based on the back-door criterion in linear structural equation models, pp. 667 - 685
• Cristine Rauber, Francisco Cribari-Neto, Fábio M. Bayer - Improved testing inferences for beta regressions with parametric mean link function, pp. 687 - 717

(résumés n° 4/2020)

Volume 104, n° 3, September 2020

• ALEKSANDROV Boris, WEIß Christian H - Testing the dispersion structure of count time series using Pearson residuals
• CHEUNG Ying Lun, HASSLER Uwe - Whittle-type estimation under long memory and nonstationarity
• LIU Mengya, LI Qi, ZHU Fukang - Self-excited hysteretic negative binomial autoregression
• Ieva Axt, Roland Fried - On variance estimation under shifts in the mean
•  
• NIKOLOV Nikolay I., STOIMENOVA Eugenia - Mallows’ models for imperfect ranking in ranked set sampling
• ZAMANZADE Ehsan, MAHDIZADEH M., SAMAWI Hani M. - Efficient estimation of cumulative distribution function using moving extreme ranked set sampling with application to reliability
• ERNESTO Fidel, MORALES Castro, VICINI Lorena - A non-homogeneous Poisson process geostatistical model with spatial deformation

(résumés du n°3/2020)

Volume 104, n° 2, June 2020

• Célestin C. Kokonendji, Aboubacar Y. Touré, Amadou Sawadogo - Relative variation indexes for multivariate continuous distributions on [0,∞)k and extensions, pp. 285-307.
• André Neumann, Thorsten Dickhaus - Nonparametric Archimedean generator estimation with implications for multiple testing, pp. 309-323.
• Jayabrata Biswas, Pulak Ghosh, Kiranmoy Das - A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes, pp. 261-283.
• Nadja Klein, Thomas Kneib - Directional bivariate quantiles: a robust approach based on the cumulative distribution function, pp. 225-260.
• Roger M. Cooke, Harry Joe, Bo Chang - Vine copula regression for observational studies, pp. 141-167.
• Taban Baghfalaki, Mojtaba Ganjali - A transition model for analyzing multivariate longitudinal data using Gaussian copula approach, pp. 169-223.

(résumés du n°2/2020)

Volume 104, n° 1, March 2020

• ABID Rahma, KOKONENDJI Célestin C., MASMOUDI Afif - Geometric Tweedie Regression Models for Continuous and Semicontinuous Data with Variation Phenomenon, pp. 33‑58.
• AL-SHARADQAH Ali, MOJIRSHEIBANI Majid - A Simple Approach to Construct Confidence Bands for a Regression Function with Incomplete Data, pp. 81‑99.
• BAUER Alexander, BENDER Andreas, KLIMA André, KÜCHENHOFF Helmut - KOALA: A New Paradigm for Election Coverage, pp. 101‑15.
• GRABOWSKI Daniel, STASZEWSKA-BYSTROVA Anna, WINKER Peter - Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions, pp. 5‑32.
• HOLGERSSON Thomas, KARLSSON Peter, STEPHAN Andreas - A Risk Perspective of Estimating Portfolio Weights of the Global Minimum-Variance Portfolio, pp. 59‑80.
• ŁUKASZ Smaga - A Note on Repeated Measures Analysis for Functional Data, pp. 117‑39.

 (résumés du n°1/2020)