| 1 | -- | 15 | Jens Praestgaard. A note on the power superiority of the restricted likelihood ratio test |
| 16 | -- | 38 | Claudio Durastanti, Daryl Geller, Domenico Marinucci. Adaptive nonparametric regression on spin fiber bundles |
| 39 | -- | 55 | Jun Zhang, Li-ping Zhu, Li-Xing Zhu. On a dimension reduction regression with covariate adjustment |
| 56 | -- | 72 | Rongmao Zhang, Liang Peng, Yongcheng Qi. Jackknife-blockwise empirical likelihood methods under dependence |
| 73 | -- | 87 | N. Balakrishnan, Bruno Scarpa. Multivariate measures of skewness for the skew-normal distribution |
| 88 | -- | 100 | Qin Wang, Weixin Yao. An adaptive estimation of MAVE |
| 101 | -- | 114 | Holger Dette, Thimo Hildebrandt. A note on testing hypotheses for stationary processes in the frequency domain |
| 115 | -- | 125 | Dean Follmann, Michael Proschan. A test of location for exchangeable multivariate normal data with unknown correlation |
| 126 | -- | 139 | Francisco J. Caro-Lopera, Víctor Leiva, N. Balakrishnan. Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions |
| 140 | -- | 158 | Anoop Chaturvedi, Suchita Gupta, M. Ishaq Bhatti. Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances |
| 159 | -- | 173 | Anna Klimova, Tamás Rudas, Adrian Dobra. Relational models for contingency tables |