Issue no. 1 Table of Contents

Editorial
Éditorial
Editorial
Hommage à Marc Hallin
On the shrinkage estimation of variance
Asymptotically efficient statistical predictors
Tail-behavior of estimators and of their one-step versions
A class of goodness-of-fit tests in linear errors-in-variables model
Infinite-Dimensional Autoregressive Systems and the Generalized Dynamic Factor Model
Rank Tests for Elliptical Graphical Modeling

Issue no. 2 Table of Contents

Concentration des portefeuilles boursiers et asymétrie des distributions de rentabilités d’actifs
[Portfolio concentration and asymmetric returns]
SelvarClustMV: Variable selection approach in model-based clustering allowing for missing values
Chaînes de Markov et absorption. Application à l’algorithme de Fu en génomique
[Absorption of Markov chains. Application to Fu algorithm in genomics]
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.]
Handling missing values in exploratory multivariate data analysis methods
A general approach to account for dependence in large-scale multiple testing