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AStA Advances in Statistical Analysis

2005 - 2015

Current editor(s): Gˆran Kauermann and Stefan Lang

from Springer
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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

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 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
Page updated 2015-02-26