Original Articles Generalised correlated cross-validation
Patrick S. Carmack, Jeffrey S. Spence & William R. Schucany
269
Variable selection for semiparametric regression models with iterated penalisation
Ying Dai & Shuangge Ma
283
Subset selection ? extended Rizvi?Sobel for unequal sample sizes and its implementation
Constance van Eeden & James V. Zidek
299
Bootstrap for the sample mean and for U-statistics of mixing and near-epoch dependent processes
Olimjon Sh. Sharipov & Martin Wendler
317
Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean
Dragan Radulovi?
343
Simultaneous inference for the mean function based on dense functional data
Guanqun Cao, Lijian Yang & David Todem
359
Central limit theorem for the kernel estimator of the regression function for censored time series
Zohra Guessoum & Elias Ould Sa?d
379
Twicing local linear kernel regression smoothers
Wenzhuan Zhang & Yingcun Xia
399
On bandwidth selection in kernel density estimation
N. G. Ushakov & V. G. Ushakov
419
Wavelet linear density estimation for associated stratified size-biased sample
Christophe Chesneau, Isha Dewan & Hassan Doosti
429
Nonparametric estimation of a surrogate density function in infinite-dimensional spaces
Fr?d?ric Ferraty, Nadia Kudraszow & Philippe Vieu
447
An integrated cross-volatility estimation for asynchronous noisy data
Hoang-Long Ngo
465
Linear rank tests of uniformity: understanding inconsistent outcomes and the construction of new tests
Anna E. Bargagliotti & Michael E. Orrison
481
Finite population corrections for the Kolmogorov?Smirnov tests
Terence J. O'Neill & Steven E. Stern
497
On strong Hellinger consistency of posterior distributions
Yang Xing & Bo Ranneby
505
Robust estimation of the generalised partial linear model with missing covariates
Guoyou Qin, Zhongyi Zhu & Wing K. Fung
517
Consistency of choice in nonparametric multiple comparisons
Mark Fey & Kevin A. Clarke
531