Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences

Reference priors of nuisance parameters in Bayesian sequential population analysis

Regenerative block empirical likelihood for Markov chains

Registration of Functional Data Using Fisher-Rao Metric

Regression for partially observed variables and nonparametric quantiles of conditional probabilities

Regression in random design and Bayesian warped wavelets estimators

Regression Model With Elliptically Contoured Errors

Regression on manifolds: Estimation of the exterior derivative

Regression rank scores in nonlinear models

Regression tree models for designed experiments

Regression with strongly correlated data

Regularization for Cox's Proportional Hazards Model With NP-Dimensionality

Regularization in kernel learning

Regularization of statistical inverse problems and the Bakushinskii veto

Regularization with Approximated $L^2$ Maximum Entropy Method

Regularization with the Smooth-Lasso procedure

Regularized estimation of large covariance matrices

Rejoinder to "Analysis of variance--why it is more important than ever" by A. Gelman

Rejoinder to "Breakdown and groups" by P. L. Davies and U. Gather

Rejoinder to "Equi-energy sampler with applications in statistical inference and statistical mechanics"