Issue Information

Issue Information
Publié: (2026)

Inference for Kumaraswamy‐G family of distributions under unified progressive hybrid censoring with partially observed competing risks data
par: Subhankar Dutta, et autres
Publié: (2024)

A note on convergence of calibration weights to inverse probability weights
par: Tadayoshi Fushiki
Publié: (2024)

Estimation of a regular conditional functional by conditional U‐statistic regression
par: Alexis Derumigny
Publié: (2024)

Degree distributions in networks: Beyond the power law
par: Clement Lee, et autres
Publié: (2024)

On global robustness of an adversarial risk analysis solution
par: Jinming Yang, et autres
Publié: (2024)

Testing for no effect in regression problems: A permutation approach
par: Michał G. Ciszewski, et autres
Publié: (2024)

Convergence of unforced errors in the matching problem
par: Ignacio Vidal
Publié: (2024)

Nonlinear shrinkage test on a large‐dimensional covariance matrix
par: Taras Bodnar, et autres
Publié: (2024)

New classes of goodness‐of‐fit tests for the one‐sided Lévy distribution
par: Aditi Kumari, et autres
Publié: (2024)

Heterogeneous dense subhypergraph detection
par: Mingao Yuan, et autres
Publié: (2024)

Computing optimal allocation of trials to subregions in crop‐variety testing in case of correlated genotype effects
par: Maryna Prus
Publié: (2024)

A new MM algorithm for root‐finding problems
par: Xun‐Jian Li, et autres
Publié: (2024)

A control chart for monitoring image processes based on convolutional neural networks
par: Yarema Okhrin, et autres
Publié: (2024)

Estimation of the incubation time distribution in the singly and doubly interval censored model
par: Piet Groeneboom
Publié: (2024)

Nonparametric causal inference with confounders missing not at random
par: Jiawei Shan, et autres
Publié: (2024)

High‐dimensional sparse classification using exponential weighting with empirical hinge loss
par: The Tien Mai
Publié: (2024)

Point process modeling through a mixture of homogeneous and self‐exciting processes
par: Álvaro Briz‐Redón, et autres
Publié: (2024)

Duals of convolution thinned relationships
par: M. C. Jones
Publié: (2024)

Estimation of density functionals via cross‐validation
par: José E. Chacón, et autres
Publié: (2024)

Estimation and convergence rates in the distributional single index model
par: Fadoua Balabdaoui, et autres
Publié: (2024)

Editorial statistics
par: Ernst‐Jan Camiel Wit
Publié: (2024)

Editorial: Embracing the future of continuous publication at Statistica Neerlandica
par: Ernst C. Wit
Publié: (2024)

Estimation of zero‐inflated proportional odds regression with missing covariates
par: Shen‐Ming Lee, et autres
Publié: (2025)

On the asymptotic distributions of some test statistics for two‐way contingency tables
par: Qingyang Zhang
Publié: (2025)

A Bayesian joint modeling for misclassified interval‐censoring and competing risks
par: Zhenwei Yang, et autres
Publié: (2026)

Causal mediation analysis in the presence of a common confounder measured with error
par: Tarikul Islam, et autres
Publié: (2025)

Efficient estimation for the multivariate Cox model with missing covariates
par: Youngjoo Cho, et autres
Publié: (2025)

A general and unified parameterization of the beta distribution: A flexible and robust beta regression model
par: Marcelo Bourguignon, et autres
Publié: (2025)

Closed‐form maximum likelihood estimator for logarithmic distribution and its asymptotic variance
par: Kévin Allan Sales Rodrigues
Publié: (2025)

Hierarchical modeling of multiple synchronized irregularly spaced financial returns
par: Sreeram Anantharaman, et autres
Publié: (2026)

Testing for the zero‐altered Poisson distribution with positive data
par: M.D. Jiménez‐Gamero, et autres
Publié: (2025)

Quasi‐likelihood ratio tests and the Bartlett‐type correction for improved inferences of the modified Poisson and least‐squares regressions for binary outcomes
par: Hisashi Noma, et autres
Publié: (2025)

A robust and powerful metric for distributional homogeneity
par: Yanzhou Chen, et autres
Publié: (2025)

Single‐index models for extreme value index regression
par: Takuma Yoshida
Publié: (2025)

Identifiability and estimation of the competing risks model under exclusion restrictions
par: Munir Hiabu, et autres
Publié: (2025)