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AStA Advances in Statistical Analysis
2005 - 2013
Edited by Gˆran Kauermann and Stefan Lang
from Springer
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Volume 93, issue 4 , 2009
Multi-sample tests for axial data from Watson distributions pp. 371-386 Adelaide Figueiredo Dynamic semiparametric factor models in risk neutral density estimation pp. 387-402 Enzo Giacomini , Wolfgang Karl Härdle and Volker Krätschmer Estimating models based on Markov jump processes given fragmented observation series pp. 403-425 Markus Hahn , Sylvia Frühwirth-Schnatter and Jörn Sass GEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany pp. 427-447 Markus Pannenberg and Martin Spiess Volume 93, issue 3 , 2009
Editorial pp. 235-236 Goeran Kauermann and Stefan Lang Anisotropy analysis of pressed point processes pp. 237-261 Claudia Redenbach , Aila Särkkä , Johannes Freitag and Katja Schladitz Multivariate CUSUM chart: properties and enhancements pp. 263-279 Vasyl Golosnoy , Sergiy Ragulin and Wolfgang Schmid Double ASN Minimax sampling plans by variables when the standard deviation is unknown pp. 281-294 Wolf Krumbholz and Andreas Rohr Statistical inference procedure for the mean–variance efficient frontier with estimated parameters pp. 295-306 Olha Bodnar and Taras Bodnar A Bayesian latent variable approach to functional principal components analysis with binary and count data pp. 307-333 Angelika Linde Estimation of symmetric disagreement using a uniform association model for ordinal agreement data pp. 335-343 Serpil Aktaş and Tülay Saraçbaşı Laplace random variables with application to price indices pp. 345-369 Saralees Nadarajah Volume 93, issue 2 , 2009
Purchase timing models in marketing: a review pp. 123-149 Kai Kopperschmidt and Winfried Stute A comparison of robust estimators based on two types of trimming pp. 151-158 Subhra Dhar and Probal Chaudhuri Comparison of performance measures for multivariate discrete models pp. 159-174 Nina Meinel Semiparametric predictive mean matching pp. 175-186 Marco Di Zio and Ugo Guarnera The skew logistic distribution pp. 187-203 Saralees Nadarajah Loss prediction in a linear model under a linear constraint pp. 205-220 Kathrin Kloberdanz and Klaus Schmidt Marginal-sum and maximum-likelihood estimation in a multiplicative tariff pp. 221-233 Klaus Hess Volume 93, issue 1 , 2009
Recent developments in life and social science applications of capture–recapture methods pp. 1-3 Dankmar Böhning and Peter Heijden Structurally missing data problems in multiple list capture–recapture data pp. 5-21 Peter Heijden , Eugene Zwane and David Hessen Estimators in capture–recapture studies with two sources pp. 23-47 Sarah Brittain and Dankmar Böhning Integrated methodology for multiple systems estimation and record linkage using a missing data formulation pp. 49-60 Stephen Fienberg and Daniel Manrique-Vallier CAMCR: Computer-Assisted Mixture model analysis for Capture–Recapture count data pp. 61-71 Ronny Kuhnert and Dankmar Böhning Calculation of the Prokhorov distance by optimal quantization and maximum flow pp. 73-88 Bernard Garel and Jean-Claude Massé The largest SNR distribution pp. 89-107 Saralees Nadarajah Jayanta K. Ghosh, Mohan Delampady and Tapas Samanta: An introduction to Bayesian analysis—theory and methods pp. 109-110 Björn Bornkamp Peter X.-K. Song: Correlated data analysis: modeling, analytics, and applications pp. 111-113 Götz Uebe Dennis V. Lindley: Understanding uncertainty pp. 115-116 Peter Kischka Yves Tillé: Sampling algorithms pp. 117-118 Götz Uebe Jérôme Dedecker, Paul Doukhan, Gabriel Lang, José Rafael León R., Sana Louhichi and Clémentine Prieur: Weak dependence: with examples and applications. (Lecture notes in statistics) pp. 119-120 Harry Haupt C. Radhakrishna Rao, Helge Toutenburg, Shalabh and Christian Heumann. Linear Models and Generalizations, Least Squares and Alternatives, 3rd edition pp. 121-122 Götz Uebe Volume 92, issue 3 , 2008
A note on simplicial depth function pp. 235-253 Mario Romanazzi Orthogonal decomposition of point-symmetry for multiway tables pp. 255-269 Kouji Tahata and Sadao Tomizawa Forecasting data revisions of GDP: a mixed frequency approach pp. 271-296 Jens Boysen-Hogrefe Assessing the impact of initial nonresponse and attrition in the analysis of unemployment duration with panel surveys pp. 297-318 Marjo Pyy-Martikainen and Ulrich Rendtel Thinning operations for modeling time series of counts—a survey pp. 319-341 Christian Weiß J.E. Gentle: Matrix Algebra—Theory, Computations, and Applications in Statistics pp. 343-344 Götz Uebe B. Thompson: The Nature of Statistical Evidence pp. 345-347 Götz Uebe Rolf-Dieter Reiss and Michael Thomas: Statistical Analysis of Extreme Values. With Applications to Insurance, Finance, Hydrology and Other Fields pp. 349-350 Eugenia Stoimenova Volume 92, issue 2 , 2008
Robust nonparametric estimation of the intensity function of point data pp. 117-134 Carlo Grillenzoni An investigation of the spatial correlations for relative purchasing power in Baden–Württemberg pp. 135-152 S. Eckel , F. Fleischer , P. Grabarnik and V. Schmidt A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time pp. 153-178 Michael Kohler Generalized Gauss–Hermite filtering pp. 179-195 Hermann Singer An extension of the Blinder–Oaxaca decomposition to nonlinear models pp. 197-206 Thomas K. Bauer and Mathias Sinning Prediction in the linear model under a linear constraint pp. 207-215 Kathrin Kloberdanz and Klaus Schmidt Comparison of measuring devices pp. 217-227 Josef Bukac A note on “Data depths satisfying the projection property” pp. 229-232 Li Qiang and Wu Yi Robert H. Shumway and David S. Stoffer: Time series analysis and its applications with R examples, 2nd edn pp. 233-234 Rainer Schlittgen Volume 92, issue 1 , 2008
On composite marginal likelihoods pp. 1-28 Cristiano Varin On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio pp. 29-34 Wolfgang Schmid and Taras Zabolotskyy Examining heterogeneity in implied equity risk premium using penalized splines pp. 35-56 Michael Wegener and Göran Kauermann A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU pp. 57-69 Hajo Holzmann and Sebastian Vollmer Measuring serial dependence in categorical time series pp. 71-89 Christian Weiß and Rainer Göb Bias correction for the regression-based LM fractional integration test pp. 91-99 Matei Demetrescu and Adina Ioana Tarcolea A Markov chain Monte Carlo algorithm for multiple imputation in large surveys pp. 101-114 Daniel Schunk Forrest W. Young, Pedro M. Valero-Mora and Michael Friendly: Visual statistics: seeing data with dynamic interactive graphics pp. 115-115 Rainer Schlittgen
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