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Volume 1, (2006).
(abstracts downloadable)
The Lipschitz condition in the expansion of weighted empirical log-likelihood ratio,
by Jian-Jian Ren, 1-23. abstract.
L-estimator
with data-dependent coefficients,
by Yijun Zuo and Du Juan, 24-47. abstract.
Tests based on empirical likelihood for an AR(1) process
with ARCH(1) errors, by Claudia Kluppelberg and Liang Peng
, 48-58. abstract.
Intervals for option prices,
by Rituparna Sen, 59-81. abstract.
Buckely-James-type estimators in classical-cohort studies,
by Menggang Yu and Qiqing Yu
, 82-103. abstract.
Asymptotic distributions of BJE in linear regression models with mixed interval-censored data,
by Cuixian Chen, 104-119. abstract.
Nonparametric order-restricted inference for factorial
and temporal data,
by Xin Gao , 120-150. abstract.
Specification and informational issues in credit scoring,
by Nicholas M. Kiefer and C. Erik Larson
, 151-177. abstract.