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AStA Advances in Statistical Analysis
2005 - 2013
Edited by Gˆran Kauermann and Stefan Lang
from Springer
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Volume 97, issue 2 , 2013
Spatial statistics for environmental studies pp. 89-91 Alessandro Fassò , Alessio Pollice and Barbara Cafarelli A practical approach for assessing the effect of grouping in hierarchical spatio-temporal models pp. 93-108 Francesca Bruno , Daniela Cocchi and Lucia Paci Spatio-temporal modeling of particulate matter concentration through the SPDE approach pp. 109-131 Michela Cameletti , Finn Lindgren , Daniel Simpson and Håvard Rue Prediction of particle pollution through spatio-temporal multivariate geostatistical analysis: spatial special issue pp. 133-150 S. De Iaco , M. Palma and D. Posa Bayesian space-time modeling of malaria incidence in Sucre state, Venezuela pp. 151-171 Desirée Villalta , Lelys Guenni , Yasmin Rubio-Palis and Raúl Ramírez Arbeláez Estimation of spatial processes using local scoring rules pp. 173-179 A. Dawid and Monica Musio Geoadditive modeling for extreme rainfall data pp. 181-193 Chiara Bocci , Enrica Caporali and Alessandra Petrucci Multivariate geostatistical mapping of radioactive contamination in the Maddalena Archipelago (Sardinia, Italy): spatial special issue pp. 195-213 Marco Minozzo and Clarissa Ferrari Volume 97, issue 1 , 2013
Critical values of Mandel’s h and k, the Grubbs and the Cochran test statistic pp. 1-10 Peter-T. Wilrich The forecasting performance of mortality models pp. 11-31 Hendrik Hansen Nearest neighbor hazard estimation with left-truncated duration data pp. 33-47 Rafael Weißbach , Wladislaw Poniatowski and Walter Krämer Illuminate the unknown: evaluation of imputation procedures based on the SAVE survey pp. 49-76 Michael Heinrich Ziegelmeyer Simultaneous estimation of quantile curves using quantile sheets pp. 77-87 Sabine Schnabel and Paul Eilers Volume 96, issue 4 , 2012
Regression operator estimation by delta-sequences method for functional data and its applications pp. 451-465 Idir Ouassou and Mustapha Rachdi Evaluation strategies for case series: is Cox regression an alternative to the self controlled case series method for terminal events? pp. 467-492 Ronny Kuhnert , Martin Schlaud and Hartmut Hecker Tests for structural break in quantile regressions pp. 493-515 Marilena Furno Simultaneous confidence bands for expectile functions pp. 517-541 Mengmeng Guo and Wolfgang Karl Härdle Volume 96, issue 3 , 2012
Supermigrative copulas and positive dependence pp. 327-342 Fabrizio Durante and Roberto Ghiselli-Ricci Multiple tests for the performance of different investment strategies pp. 343-383 Gabriel Frahm , Tobias Wickern and Christof Wiechers Efficient estimation of Markov regime-switching models: An application to electricity spot prices pp. 385-407 Joanna Janczura and Rafał Weron The McDonald extended distribution: properties and applications pp. 409-433 Gauss Cordeiro , Elizabeth Hashimoto , Edwin Ortega and Marcelino Pascoa Numerical solution of optimal allocation problems in stratified sampling under box constraints pp. 435-450 Ralf Münnich , Ekkehard Sachs and Matthias Wagner Volume 96, issue 2 , 2012
Special issue on Actuarial Statistics pp. 123-125 Michel Denuit Life tables in actuarial models: from the deterministic setting to a Bayesian approach pp. 127-153 Annamaria Olivieri and Ermanno Pitacco Multistate models in health insurance pp. 155-186 Marcus Christiansen Statistical concepts of a priori and a posteriori risk classification in insurance pp. 187-224 Katrien Antonio and Emiliano Valdez Extreme value analysis of actuarial risks: estimation and model validation pp. 225-264 Holger Drees Loss prediction based on run-off triangles pp. 265-310 Klaus Schmidt Maximum-likelihood and marginal-sum estimation in some particular collective models pp. 311-326 Klaus Hess Volume 96, issue 1 , 2012
Principal component analysis with interval imputed missing values pp. 1-23 Paola Zuccolotto Adaptive wavelet estimation of a function in an indirect regression model pp. 25-46 Christophe Chesneau and Jalal Fadili Additive mixed models with Dirichlet process mixture and P-spline priors pp. 47-68 Felix Heinzl , Ludwig Fahrmeir and Thomas Kneib Inference on finite population categorical response: nonparametric regression-based predictive approach pp. 69-98 Sumanta Adhya , Tathagata Banerjee and Gaurangadeb Chattopadhyay Boosting techniques for nonlinear time series models pp. 99-122 Nikolay Robinzonov , Gerhard Tutz and Torsten Hothorn Volume 95, issue 4 , 2011
Introduction to the special issue: interdisciplinary aspects of panel data analysis pp. 325-327 Harry Haupt and Cheng Hsiao Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary pp. 329-350 Badi H. Baltagi , Chihwa Kao and Sanggon Na Efficient ways to impute incomplete panel data pp. 351-373 Kristian Kleinke , Mark Stemmler , Jost Reinecke and Friedrich Lösel Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms pp. 375-413 Hermann Singer Growth mixture models in longitudinal research pp. 415-434 Jost Reinecke and Daniel Seddig Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity pp. 435-452 Georges BRESSON , Cheng Hsiao and Alain Pirotte Longitudinal dynamic analyses of cognition in the health and retirement study panel pp. 453-480 John McArdle Level and change of group-focused enmity in Germany: unconditional and conditional latent growth curve models with four panel waves pp. 481-500 Eldad Davidov , Stefan Thörner , Peter Schmidt , Stefanie Gosen and Carina Wolf A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris pp. 501-529 Georges BRESSON and Cheng Hsiao Volume 95, issue 3 , 2011
The exponentiated exponential distribution: a survey pp. 219-251 Saralees Nadarajah How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? pp. 253-291 Almut E. D. Veraart Testing lumpability for marginal discrete hidden Markov models pp. 293-311 Roberto Colombi and Sabrina Giordano Inferences for the ratio: Fieller’s interval, log ratio, and large sample based confidence intervals pp. 313-323 Michael Sherman , Arnab Maity and Suojin Wang Volume 95, issue 2 , 2011
Multivariate process capability using principal component analysis in the presence of measurement errors pp. 113-128 Michele Scagliarini A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model pp. 129-146 Francisco Cribari-Neto and Wilton Silva Specific-to-general predictor selection in approximate autoregressions—Monte Carlo evidence and a large scale performance assessment with real data pp. 147-168 Helmut Herwartz Absolute continuous bivariate generalized exponential distribution pp. 169-185 Debasis Kundu and Rameshwar Gupta Asymptotic normal tests for integration in panels with cross-dependent units pp. 187-204 Uwe Hassler , Matei Demetrescu and Adina Tarcolea A weighted least-squares approach to clusterwise regression pp. 205-217 Rainer Schlittgen Volume 95, issue 1 , 2011
Multiple imputation in practice—a case study using a complex German establishment survey pp. 1-26 Joerg Drechsler The effect of infrequent trading on detecting price jumps pp. 27-58 Frowin Schulz and Karl Mosler Useful models for time series of counts or simply wrong ones? pp. 59-91 Robert C. Jung and Andrew R. Tremayne A robust test for non-nested hypotheses pp. 93-111 Hsin-Yi Lin
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