Issue no. 1 Table of Contents

Editorial
Éditorial
p. 1
Editorial
Hommage à Marc Hallin
p. 2-4
On the shrinkage estimation of variance
p. 5-21
Asymptotically efficient statistical predictors
p. 22-43
Tail-behavior of estimators and of their one-step versions
p. 44-51
A class of goodness-of-fit tests in linear errors-in-variables model
p. 52-70
Infinite-Dimensional Autoregressive Systems and the Generalized Dynamic Factor Model
p. 71-81
Rank Tests for Elliptical Graphical Modeling
p. 82-100

Issue no. 2 Table of Contents

Concentration des portefeuilles boursiers et asymétrie des distributions de rentabilités d’actifs
[Portfolio concentration and asymmetric returns]
p. 1-20
SelvarClustMV: Variable selection approach in model-based clustering allowing for missing values
p. 21-36
Chaînes de Markov et absorption. Application à l’algorithme de Fu en génomique
[Absorption of Markov chains. Application to Fu algorithm in genomics]
p. 37-51
Prévision d’un processus à valeurs fonctionnelles en présence de non stationnarités. Application à la consommation d’électricité
[Forecasting non stationary function-valued process. Application to the electricity load demand.]
p. 52-78
Handling missing values in exploratory multivariate data analysis methods
p. 79-99
A general approach to account for dependence in large-scale multiple testing
p. 100-122