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AStA Advances in Statistical Analysis

2005 - 2015

Current editor(s): Gˆran Kauermann and Stefan Lang

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Volume 99, issue 4, 2015

A Lévy-driven rainfall model with applications to futures pricing pp. 403-432 Downloads
Ragnhild Noven, Almut Veraart and Axel Gandy
Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative pp. 433-465 Downloads
Anne Brix and Asger Lunde
On the performance of two clustering methods for spatial functional data pp. 467-492 Downloads
Elvira Romano, Jorge Mateu and Ramon Giraldo

Volume 99, issue 3, 2015

Bayesian accelerated failure time models based on penalized mixtures of Gaussians: regularization and variable selection pp. 259-280 Downloads
Susanne Konrath, Ludwig Fahrmeir and Thomas Kneib
Uncertainty quantification for the family-wise error rate in multivariate copula models pp. 281-310 Downloads
Jens Stange, Taras Bodnar and Thorsten Dickhaus
Influence diagnostics in log-linear integer-valued GARCH models pp. 311-335 Downloads
Fukang Zhu, Lei Shi and Shuangzhe Liu
Coherent forecasting for stationary time series of discrete data pp. 337-365 Downloads
Raju Maiti and Atanu Biswas
The power function of conditional tests of the Rasch model pp. 367-378 Downloads
Clemens Draxler and Johannes Zessin

Volume 99, issue 2, 2015

Asymptotic properties of the kernel estimate of spatial conditional mode when the regressor is functional pp. 131-160 Downloads
Sophie Dabo-Niang, Zoulikha Kaid and Ali Laksaci
Nonstationary-volatility robust panel unit root tests and the great moderation pp. 161-187 Downloads
Christoph Hanck and Robert Czudaj
A skew INAR(1) process on $${\mathbb {Z}}$$ Z pp. 189-208 Downloads
Wagner Barreto-Souza and Marcelo Bourguignon
Extended ordered paired comparison models with application to football data from German Bundesliga pp. 209-227 Downloads
Gerhard Tutz and Gunther Schauberger
Cumulants of a random variable distributed uniformly on the first $$n$$ n integers pp. 229-236 Downloads
Christopher Withers and Saralees Nadarajah
Markov models of dependence in longitudinal paired comparisons: an application to course design pp. 237-257 Downloads
Alexandra Grand, Regina Dittrich and Brian Francis

Volume 99, issue 1, 2015

Exact extreme value, product, and ratio distributions under non-standard assumptions pp. 1-30 Downloads
Klaus Müller and Wolf-Dieter Richter
A zero-inflated logarithmic series distribution of order k and its applications pp. 31-43 Downloads
Satheesh Kumar C. and Riyaz A.
Gini index estimation in randomized response surveys pp. 45-62 Downloads
Lucio Barabesi, Giancarlo Diana and Pier Perri
Efficiency of the pMST and RDELA location and scatter estimators pp. 63-82 Downloads
Steffen Liebscher and Thomas Kirschstein
Distance-based beta regression for prediction of mutual funds pp. 83-106 Downloads
Oscar Melo, Carlos Melo and Jorge Mateu
Nonparametric estimates for conditional quantiles of time series pp. 107-130 Downloads
Jürgen Franke, Peter Mwita and Weining Wang

Volume 98, issue 4, 2014

Testing monotonicity of pricing kernels pp. 305-326 Downloads
Yuri Golubev, Wolfgang Härdle and Roman Timofeev
Analysis of discrete data by Conway–Maxwell Poisson distribution pp. 327-343 Downloads
Ramesh Gupta, Sim S. and Ong S.
Importance sampling for Kolmogorov backward equations pp. 345-369 Downloads
Hermann Singer
EWMA charts: ARL considerations in case of changes in location and scale pp. 371-387 Downloads
Sebastian Steinmetz

Volume 98, issue 3, 2014

Conditional correlation in asset return and GARCH intensity model pp. 197-224 Downloads
Geon Choe and Kyungsub Lee
Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series pp. 225-255 Downloads
Robert Garthoff, Iryna Okhrin and Wolfgang Schmid
Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data pp. 257-286 Downloads
Said Attaoui
Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction pp. 287-303 Downloads
Ali Karimnezhad and Ahmad Parsian

Volume 98, issue 2, 2014

Some overall properties of seemingly unrelated regression models pp. 103-120 Downloads
Yuqin Sun, Rong Ke and Yongge Tian
A survey of functional principal component analysis pp. 121-142 Downloads
Han Lin Shang
Bayesian variable selection for correlated covariates via colored cliques pp. 143-163 Downloads
Stefano Monni
Asymptotic normality of estimators in heteroscedastic errors-in-variables model pp. 165-195 Downloads
Jing-Jing Zhang, Han-Ying Liang and Amei Amei

Volume 98, issue 1, 2014

A factor mixture model for analyzing heterogeneity and cognitive structure of dementia pp. 1-20 Downloads
Silvia Cagnone and Cinzia Viroli
Gaussian pseudo-likelihood estimation for stationary processes on a lattice pp. 21-34 Downloads
Chrysoula Dimitriou-Fakalou
Detecting serial dependencies with the reproducibility probability autodependogram pp. 35-61 Downloads
Luca Bagnato, Lucio De Capitani and Antonio Punzo
Robust, distribution-free inference for income share ratios under complex sampling pp. 63-85 Downloads
Beat Hulliger and Tobias Schoch
On exact and optimal single-sampling plans by variables pp. 87-101 Downloads
Wolf Krumbholz and Detlef Steuer

Volume 97, issue 4, 2013

Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables pp. 317-347 Downloads
Xiaofeng Lv and Rui Li
Penalized likelihood and Bayesian function selection in regression models pp. 349-385 Downloads
Fabian Scheipl, Thomas Kneib and Ludwig Fahrmeir
On likelihood ratio testing for penalized splines pp. 387-402 Downloads
Sonja Greven and Ciprian Crainiceanu
Bandwidth selection for kernel density estimation: a review of fully automatic selectors pp. 403-433 Downloads
Nils-Bastian Heidenreich, Anja Schindler and Stefan Sperlich

Volume 97, issue 3, 2013

Change point detection in SCOMDY models pp. 215-238 Downloads
Okyoung Na, Jiyeon Lee and Sangyeol Lee
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices pp. 239-270 Downloads
Joanna Janczura and Rafał Weron
Performance of unit root tests in unbalanced panels: experimental evidence pp. 271-285 Downloads
Verena Werkmann
Codependent VAR models and the pseudo-structural form pp. 287-295 Downloads
Carsten Trenkler and Enzo Weber
Approaches for event history analysis based on complex longitudinal survey data pp. 297-315 Downloads
Marjo Pyy-Martikainen

Volume 97, issue 2, 2013

Spatial statistics for environmental studies pp. 89-91 Downloads
Alessandro Fassò, Alessio Pollice and Barbara Cafarelli
A practical approach for assessing the effect of grouping in hierarchical spatio-temporal models pp. 93-108 Downloads
Francesca Bruno, Daniela Cocchi and Lucia Paci
Spatio-temporal modeling of particulate matter concentration through the SPDE approach pp. 109-131 Downloads
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 Downloads
S. De Iaco, Palma M. and Posa D.
Bayesian space-time modeling of malaria incidence in Sucre state, Venezuela pp. 151-171 Downloads
Desirée Villalta, Lelys Guenni, Yasmin Rubio-Palis and Raúl Ramírez Arbeláez
Estimation of spatial processes using local scoring rules pp. 173-179 Downloads
Dawid A. and Monica Musio
Geoadditive modeling for extreme rainfall data pp. 181-193 Downloads
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 Downloads
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 Downloads
Peter-T. Wilrich
The forecasting performance of mortality models pp. 11-31 Downloads
Hendrik Hansen
Nearest neighbor hazard estimation with left-truncated duration data pp. 33-47 Downloads
Rafael Weißbach, Wladislaw Poniatowski and Walter Krämer
Illuminate the unknown: evaluation of imputation procedures based on the SAVE survey pp. 49-76 Downloads
Michael Ziegelmeyer
Simultaneous estimation of quantile curves using quantile sheets pp. 77-87 Downloads
Sabine Schnabel and Paul Eilers
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