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AStA Advances in Statistical Analysis

2005 - 2014

Edited by Gˆran Kauermann and Stefan Lang

from Springer
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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 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, M. Palma and D. Posa
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
A. Dawid 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 Heinrich Ziegelmeyer
Simultaneous estimation of quantile curves using quantile sheets pp. 77-87 Downloads
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 Downloads
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 Downloads
Ronny Kuhnert, Martin Schlaud and Hartmut Hecker
Tests for structural break in quantile regressions pp. 493-515 Downloads
Marilena Furno
Simultaneous confidence bands for expectile functions pp. 517-541 Downloads
Mengmeng Guo and Wolfgang Karl Härdle

Volume 96, issue 3, 2012

Supermigrative copulas and positive dependence pp. 327-342 Downloads
Fabrizio Durante and Roberto Ghiselli-Ricci
Multiple tests for the performance of different investment strategies pp. 343-383 Downloads
Gabriel Frahm, Tobias Wickern and Christof Wiechers
Efficient estimation of Markov regime-switching models: An application to electricity spot prices pp. 385-407 Downloads
Joanna Janczura and Rafał Weron
The McDonald extended distribution: properties and applications pp. 409-433 Downloads
Gauss Cordeiro, Elizabeth Hashimoto, Edwin Ortega and Marcelino Pascoa
Numerical solution of optimal allocation problems in stratified sampling under box constraints pp. 435-450 Downloads
Ralf Münnich, Ekkehard Sachs and Matthias Wagner

Volume 96, issue 2, 2012

Special issue on Actuarial Statistics pp. 123-125 Downloads
Michel Denuit
Life tables in actuarial models: from the deterministic setting to a Bayesian approach pp. 127-153 Downloads
Annamaria Olivieri and Ermanno Pitacco
Multistate models in health insurance pp. 155-186 Downloads
Marcus Christiansen
Statistical concepts of a priori and a posteriori risk classification in insurance pp. 187-224 Downloads
Katrien Antonio and Emiliano Valdez
Extreme value analysis of actuarial risks: estimation and model validation pp. 225-264 Downloads
Holger Drees
Loss prediction based on run-off triangles pp. 265-310 Downloads
Klaus Schmidt
Maximum-likelihood and marginal-sum estimation in some particular collective models pp. 311-326 Downloads
Klaus Hess

Volume 96, issue 1, 2012

Principal component analysis with interval imputed missing values pp. 1-23 Downloads
Paola Zuccolotto
Adaptive wavelet estimation of a function in an indirect regression model pp. 25-46 Downloads
Christophe Chesneau and Jalal Fadili
Additive mixed models with Dirichlet process mixture and P-spline priors pp. 47-68 Downloads
Felix Heinzl, Ludwig Fahrmeir and Thomas Kneib
Inference on finite population categorical response: nonparametric regression-based predictive approach pp. 69-98 Downloads
Sumanta Adhya, Tathagata Banerjee and Gaurangadeb Chattopadhyay
Boosting techniques for nonlinear time series models pp. 99-122 Downloads
Nikolay Robinzonov, Gerhard Tutz and Torsten Hothorn
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