AStA Advances in Statistical Analysis

2005 - 2025

Current editor(s): Göran Kauermann and Yarema Okhrin

From:
Springer
German Statistical Society
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Volume 109, issue 3, 2025

Editorial pp. 413-415

Harry Haupt and Yarema Okhrin

Forecasting time series by long-memory models for count data with an application to price jumps pp. 417-441

Luisa Bisaglia, Massimiliano Caporin and Matteo Grigoletto

A novel bootstrap goodness-of-fit test for normal linear regression models pp. 443-461

Scott H. Koeneman and Joseph E. Cavanaugh

High-dimensional confounding adjustment in causal inference pp. 463-481

Sanghun Cha, Joon Jin Song and Kyeong Eun Lee

Testing for causal effect for binary data when propensity scores are estimated through Bayesian Networks pp. 483-508

Paola Vicard, Paola Maria Vittoria Rancoita, Federica Cugnata, Alberto Briganti, Fulvia Mecatti, Clelia Serio and Pier Luigi Conti

Using penalized-distance likelihood functions to analyze high-dimensional sparse/non-sparse data pp. 509-528

S. K. Ghoreishi, Jingjing Wu, Qingrun Zhang and Ghazal S. Ghoreishi

Basketball players performance measurement with algorithmic survival data analysis pp. 529-555

Ambra Macis

Bias-corrected estimation for $$\mathcal{G}^0_I$$ G I 0 regression with applications pp. 557-589

M. F. S. S. Sousa, J. M. Vasconcelos and A. D. C. Nascimento

Functional data analysis for wearable sensor data: a systematic review pp. 591-631

Nihan Acar-Denizli and Pedro Delicado

Volume 109, issue 2, 2025

Hidden-Markov models for ordinal time series pp. 217-239

Christian H. Weiß and Osama Swidan

Goodness-of-fit testing in bivariate count time series based on a bivariate dispersion index pp. 241-279

Huiqiao Wang, Christian H. Weiß and Mingming Zhang

On random coefficient INAR processes with long memory pp. 281-311

Jan Beran and Frieder Droullier

Wasserstein barycenter regression: application to the joint dynamics of regional GDP and life expectancy in Italy pp. 313-336

Susanna Levantesi, Andrea Nigri, Paolo Pagnottoni and Alessandro Spelta

Robust corrected empirical likelihood for partially linear measurement error models pp. 337-361

Huihui Sun, Qiang Liu and Yuying Jiang

Beyond catastrophic payments: modeling household health expenditure shares with endogenous selection pp. 363-386

Antonello Maruotti, Pierfrancesco Alaimo Di Loro and Cathleen Johnson

On the equivalence of two mixture models for rating data pp. 387-411

Matteo Ventura, Ambra Macis, Marica Manisera and Paola Zuccolotto

Volume 109, issue 1, 2025

Nowcasting GDP using machine learning methods pp. 1-24

Dennis Kant, Andreas Pick and Jasper de Winter

Ridge regularization for spatial autoregressive models with multicollinearity issues pp. 25-52

Cristina O. Chavez-Chong, Cécile Hardouin and Ana-Karina Fermin

Change point detection in high dimensional covariance matrix using Pillai’s statistics pp. 53-84

Seonghun Cho, Minsup Shin, Young Hyun Cho and Johan Lim

Bayesian joint relatively quantile regression of latent ordinal multivariate linear models with application to multirater agreement analysis pp. 85-116

YuZhu Tian, ChunHo Wu, ManLai Tang and MaoZai Tian

Markov switching stereotype logit models for longitudinal ordinal data affected by unobserved heterogeneity in responding behavior pp. 117-147

Roberto Colombi and Sabrina Giordano

A Finite-sample bias correction method for general linear model in the presence of differential measurement errors pp. 149-195

Ali Al-Sharadqah, Karine Bagdasaryan and Ola Nusierat

Classes of probability measures built on the properties of Benford’s law pp. 197-216

Roy Cerqueti and Mario Maggi

Volume 108, issue 4, 2024

Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training pp. 705-731

Jan Beran, Jeremy Näscher, Fabian Pietsch and Stephan Walterspacher

A note on sufficient dimension reduction with post dimension reduction statistical inference pp. 733-753

Kyongwon Kim

Mixtures of generalized normal distributions and EGARCH models to analyse returns and volatility of ESG and traditional investments pp. 755-775

Pierdomenico Duttilo, Stefano Antonio Gattone and Barbara Iannone

Robust Bayesian small area estimation using the sub-Gaussian $$\alpha$$ α -stable distribution for measurement error in covariates pp. 777-799

Serena Arima and Shaho Zarei

Measures of interrater agreement for quantitative data pp. 801-821

Daniela Marella and Giuseppe Bove

A spatio-temporal model for binary data and its application in analyzing the direction of COVID-19 spread pp. 823-851

Anagh Chattopadhyay and Soudeep Deb

Weighted likelihood methods for robust fitting of wrapped models for p-torus data pp. 853-888

Claudio Agostinelli, Luca Greco and Giovanni Saraceno

Artwork pricing model integrating the popularity and ability of artists pp. 889-913

Jinsu Park, Yoonjin Lee, Daewon Yang, Jongho Park and Hohyun Jung

Publisher Correction: Deducing neighborhoods of classes from a fitted model pp. 915-915

Alexander Gerharz, Andreas Groll and Gunther Schauberger

Volume 108, issue 3, 2024

GPS data on tourists: a spatial analysis on road networks pp. 477-499

Nicoletta D’Angelo, Antonino Abbruzzo, Mauro Ferrante, Giada Adelfio and Marcello Chiodi

Conditional sum of squares estimation of k-factor GARMA models pp. 501-543

Paul Beaumont and Aaron D. Smallwood

Calibrated imputation for multivariate categorical data pp. 545-576

Ton Waal and Jacco Daalmans

Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions pp. 577-609

Christian Aßmann, Jens Boysen-Hogrefe and Markus Pape

Zero-modified count time series modeling with an application to influenza cases pp. 611-637

Marinho G. Andrade, Katiane S. Conceição and Nalini Ravishanker

Bayesian generalized additive model selection including a fast variational option pp. 639-668

Virginia X. He and Matt P. Wand

Testing distributional assumptions in CUB models for the analysis of rating data pp. 669-701

Francesca Iorio, Riccardo (Jack) Lucchetti and Rosaria Simone

Correction: Bayesian ridge regression for survival data based on a vine copula-based prior pp. 703-703

Hirofumi Michimae and Takeshi Emura

Volume 108, issue 2, 2024

Editorial special issue: Bridging the gap between AI and Statistics pp. 225-229

Benjamin Säfken and David Rügamer

Statistical guarantees for sparse deep learning pp. 231-258

Johannes Lederer

Conditional feature importance for mixed data pp. 259-278

Kristin Blesch, David S. Watson and Marvin N. Wright

Variational inference: uncertainty quantification in additive models pp. 279-331

Jens Lichter, Paul F V Wiemann and Thomas Kneib

A Bayesian approach to modeling topic-metadata relationships pp. 333-349

Patrick Schulze, Simon Wiegrebe, Paul W. Thurner, Christian Heumann and Matthias Aßenmacher

Mixture of experts distributional regression: implementation using robust estimation with adaptive first-order methods pp. 351-373

David Rügamer, Florian Pfisterer, Bernd Bischl and Bettina Grün

Bernstein flows for flexible posteriors in variational Bayes pp. 375-394

Oliver Dürr, Stefan Hörtling, Danil Dold, Ivonne Kovylov and Beate Sick

Deducing neighborhoods of classes from a fitted model pp. 395-425

Alexander Gerharz, Andreas Groll and Gunther Schauberger

Debiasing SHAP scores in random forests pp. 427-440

Markus Loecher

Using sequential statistical tests for efficient hyperparameter tuning pp. 441-460

Philip Buczak, Andreas Groll, Markus Pauly, Jakob Rehof and Daniel Horn

Markov-switching decision trees pp. 461-476

Timo Adam, Marius Ötting and Rouven Michels

Volume 108, issue 1, 2024

A dynamic causal modeling of the second outbreak of COVID-19 in Italy pp. 1-30

Massimo Bilancia, Domenico Vitale, Fabio Manca, Paola Perchinunno and Luigi Santacroce

Left-truncated health insurance claims data: theoretical review and empirical application pp. 31-68

Rafael Weißbach, Achim Dörre, Dominik Wied, Gabriele Doblhammer and Anne Fink

Lasso-based variable selection methods in text regression: the case of short texts pp. 69-99

Marzia Freo and Alessandra Luati

Clustering of extreme values: estimation and application pp. 101-125

Marta Ferreira

Robust estimation of fixed effect parameters and variances of linear mixed models: the minimum density power divergence approach pp. 127-157

Giovanni Saraceno, Abhik Ghosh, Ayanendranath Basu and Claudio Agostinelli

A spatial semiparametric M-quantile regression for hedonic price modelling pp. 159-183

Francesco Schirripa Spagnolo, Riccardo Borgoni, Antonella Carcagnì, Alessandra Michelangeli and Nicola Salvati

Correlation-type goodness-of-fit tests based on independence characterizations pp. 185-207

Katarina Halaj, Bojana Milošević, Marko Obradović and M. Dolores Jiménez-Gamero

A family of consistent normally distributed tests for Poissonity pp. 209-223

Antonio Di Noia, Marzia Marcheselli, Caterina Pisani and Luca Pratelli