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AStA Advances in Statistical Analysis

2005 - 2017

Current editor(s): Göran Kauermann and Yarema Okhrin

From:
Springer
German Statistical Society
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Volume 101, issue 1, 2017

How risky is the optimal portfolio which maximizes the Sharpe ratio? pp. 1-28 Downloads
Taras Bodnar and Taras Zabolotskyy
Nonlinear surface regression with dimension reduction method pp. 29-50 Downloads
Takuma Yoshida
Estimates for cell counts and common odds ratio in three-way contingency tables by homogeneous log-linear models with missing data pp. 51-65 Downloads
Haresh D. Rochani, Robert L. Vogel, Hani M. Samawi and Daniel F. Linder
Control charts for multivariate spatial autoregressive models pp. 67-94 Downloads
Robert Garthoff and Philipp Otto
Smoothed empirical likelihood for quantile regression models with response data missing at random pp. 95-116 Downloads
Shuanghua Luo, Changlin Mei and Cheng-yi Zhang

Volume 100, issue 4, 2016

Self-exciting threshold binomial autoregressive processes pp. 369-400 Downloads
Tobias A. Möller, Maria Eduarda Silva, Christian H. Weiß, Manuel G. Scotto and Isabel Pereira
The effect of additive outliers on a fractional unit root test pp. 401-420 Downloads
Christian Hafner and Arie Preminger
Likelihood-based inference for multivariate skew scale mixtures of normal distributions pp. 421-441 Downloads
Clécio S. Ferreira, Víctor H. Lachos and Heleno Bolfarine
Multivariate Wishart stochastic volatility and changes in regime pp. 443-473 Downloads
Bastian Gribisch
Data generation processes and statistical management of interval data pp. 475-494 Downloads
Angela Blanco-Fernández and Peter Winker

Volume 100, issue 3, 2016

Modelling of count data using nonparametric mixtures pp. 239-257 Downloads
Chew-Seng Chee
Parameter estimation and inference in dynamic systems described by linear partial differential equations pp. 259-287 Downloads
Gianluca Frasso, Jonathan Jaeger and Philippe Lambert
Modeling body height in prehistory using a spatio-temporal Bayesian errors-in variables model pp. 289-311 Downloads
Marcus Groß
Local influence analysis in general spatial models pp. 313-331 Downloads
Xiaowen Dai, Libin Jin, Lei Shi, Cuiping Yang and Shuangzhe Liu
Multinomial choice models based on Archimedean copulas pp. 333-354 Downloads
Jörg Schwiebert
All-pairs multiple comparisons based on the Cucconi test pp. 355-368 Downloads
Hidetoshi Murakami

Volume 100, issue 2, 2016

Estimation of voter transitions based on ecological inference: an empirical assessment of different approaches pp. 133-159 Downloads
André Klima, Paul W. Thurner, Christoph Molnar, Thomas Schlesinger and Helmut Küchenhoff
Discriminant analysis with Gaussian graphical tree models pp. 161-187 Downloads
Gonzalo Perez- de-la-Cruz and Guillermina Eslava-Gomez
Resampling-based simultaneous confidence intervals for location shift using medians pp. 189-205 Downloads
Scott J. Richter and Melinda H. McCann
Analysis on $$s^{n-m}$$ s n - m designs with general minimum lower-order confounding pp. 207-222 Downloads
Zhiming Li, Zhidong Teng, Tianfang Zhang and Runchu Zhang
Pairwise likelihood estimation for the normal ogive model with binary data pp. 223-237 Downloads
M.-L. Feddag

Volume 100, issue 1, 2016

Preservation of failure rate function shape in weighted distributions pp. 1-20 Downloads
Ramesh C. Gupta and Barry C. Arnold
Preservation of failure rate function shape in weighted distributions pp. 1-20 Downloads
Ramesh Gupta and Barry Arnold
Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part pp. 21-41 Downloads
Guo-Liang Fan, Hong-Xia Xu and Zhen-Sheng Huang
Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part pp. 21-41 Downloads
Guo-Liang Fan, Hong-Xia Xu and Zhen-Sheng Huang
Discrete dispersion models and their Tweedie asymptotics pp. 43-78 Downloads
Bent Jørgensen and Célestin C. Kokonendji
Discrete dispersion models and their Tweedie asymptotics pp. 43-78 Downloads
Bent Jørgensen and Célestin Kokonendji
Small-sample one-sided testing in extreme value regression models pp. 79-97 Downloads
Silvia L. P. Ferrari and Eliane C. Pinheiro
Small-sample one-sided testing in extreme value regression models pp. 79-97 Downloads
Silvia Ferrari and Eliane Pinheiro
The logarithmic super divergence and asymptotic inference properties pp. 99-131 Downloads
Avijit Maji, Abhik Ghosh and Ayanendranath Basu
The logarithmic super divergence and asymptotic inference properties pp. 99-131 Downloads
Avijit Maji, Abhik Ghosh and Ayanendranath Basu

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
C. Satheesh Kumar and A. Riyaz
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
Page updated 2017-03-28