V-fold cross-validation improved: V-fold penalization

Variable selection in measurement error models

Variable selection in nonparametric additive models

Variable selection in semiparametric regression modeling

Variable selection through CART

Variable selection using MM algorithms

Variable selection with error control: Another look at Stability Selection

Variance Estimation for Tree Order Restricted Models

Variance estimation in nonparametric regression via the difference sequence method

Varying-coefficient functional linear regression

Vast volatility matrix estimation for high-frequency financial data

Vine copulas as a mean for the construction of high dimensional probability distribution associated to a Markov Network

Volatility Estmators for Discretely Sampled Lévy Processses

Von Neumann Entropy Penalization and Low Rank Matrix Estimation

Voting Power : A Generalised Framework