EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Statistical Papers
2001 - 2013
Edited by C. Müller , W. Krämer , W.G. Müller and L. Wang
from Springer
Access Statistics for this journal.
RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series .
Volume 48, issue 4 , 2007
A vector valued bivariate gini index for truncated distributions pp. 543-557 E. Abdul-Sathar , R. Suresh and K. Nair Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth pp. 559-580 Kosei Fukuda Some preservation results of NBUC aging property with applications pp. 581-594 Xiaohu Li and Guoxin Qiu Additive risk model with case-cohort sampled current status data pp. 595-608 Shuangge Ma Estimating a positive normal mean pp. 609-629 Yogesh Tripathi and Somesh Kumar A practical sampling approach for a Bayesian mixture model with unknown number of components pp. 631-653 Liqun Wang and James Fu Simulated classical tests in multinomial probit models pp. 655-681 Andreas Ziegler Some remarks on classical and bayesian reliability estimation of binomial and poisson distributions pp. 683-693 Ajit Chaturvedi , Neeraj Tiwari and Sanjay Kumar Extremes of nonexchangeability pp. 695-695 Roger Nelsen Book reviews pp. 697-701 Wolfgang Polasek , Uwe Ligges and Karsten Luebke Volume 48, issue 3 , 2007
Maximal invariant likelihood based testing of semi-linear models pp. 357-383 Jahar Bhowmik and Maxwell Leslie King Effect of neglected deterministic seasonality on unit root tests pp. 385-402 Matei Demetrescu and Uwe Hassler Mean-variance portfolios using Bayesian vector-autoregressive forcasts pp. 403-418 Wolfgang Gohout and Katja Specht Influence diagnostics for the Grubbs's model pp. 419-436 Víctor Lachos , Filidor Vilca and Manuel Galea Empirical likelihood for the difference of quantiles under censorship pp. 437-457 Junshan Shen and Shuyuan He Probability generating function of GPED2 pp. 459-466 A. Bazargan-Lari A nonparametric test for diagnosis of the proportionality assumption pp. 467-477 Jong-Hoo Choi and Hyo-Il Park Some characterizations of discrete distributions based on weak records pp. 479-489 Katarzyna Danielak and Anna Dembińska A note on the connection between uniformity and generalized minimum aberration pp. 491-502 Hong Qin and Mingyao Ai Hypercubic designs and applications pp. 503-508 A. Thannippara , B. Kurian , D. Ghosh , S. Bagui and S. Mandal Likelihood ratio tests for fuzzy hypotheses testing pp. 509-522 Hamzeh Torabi and Javad Behboodian On Christensen's conjecture pp. 523-523 A. Gupta , T. Nguyen and L. Pardo Book reviews pp. 535-538 Wolfgang Polasek , W. Urfer and B. Golam Kibria Volume 48, issue 2 , 2007
Estimation of the means of the bivariate normal using moving extreme ranked set sampling with concomitant variable pp. 179-195 Mohammad Al-Saleh and Ahmad Al-Ananbeh Entropy properties of record statistics pp. 197-213 S. Baratpour , J. Ahmadi and N. Arghami A stratified unrelated question randomized response model pp. 215-233 Jong-Min Kim and Matthew Elam 2 m 41 designs with minimum aberration or weak minimum aberration pp. 235-248 Peng-Fei Li , Min-Qian Liu and Run-Chu Zhang Characterization of stochastic orders by L-functionals pp. 249-263 Miguel Sordo and Héctor Ramos Perfect aggregation of Bayesian analysis on compositional data pp. 265-282 Tzu-Tsung Wong Reversed preservation of stochastic orders for random minima and maxima with applications pp. 283-293 Ibrahim Ahmad and Mohamed Kayid A multivariate version of Gini's rank association coefficient pp. 295-304 Javad Behboodian , Ali Dolati and Manuel Úbeda-Flores Admissibility intervals for linear correlation coefficients pp. 305-311 Luisa Canal and Rocco Micciolo On Christensen's conjecture pp. 313-319 K. Gupta , T. Nguyen and L. Pardo A direct derivation of the REML likelihood function pp. 321-327 Lynn LaMotte Extremes of nonexchangeability pp. 329-336 Roger Nelson Admissible estimation in an one parameter nonregular family of absolutely continuous distributions pp. 337-345 N. Sanjari Farsipour Letter to the Editor pp. 347-348 Saralees Nadarajah and Samuel Kotz Randomized response techniques for complex survey designs pp. 349-349 Raghunath Arnab Book reviews pp. 351-352 Rainer Schlittgen and Gero Szepannek Volume 48, issue 1 , 2007
Comparison of record data and random observations based on statistical evidence pp. 1-21 M. Emadi , J. Ahmadi and N. Arghami Chain ratio and regression type estimators for median estimation in survey sampling pp. 23-46 Sarjinder Singh , Housila Singh and Lakshmi Upadhyaya A new random permutation test in ANOVA models pp. 47-62 Byoung Jung , Myoungshic Jhun and Seuck Song The number of records within a random interval of the current record value pp. 63-79 A. Stepanov On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors pp. 81-93 Toni Stocker Statistical inference about the shape parameter of the Weibull distribution by upper record values pp. 95-129 Jong-Wuu Wu and Hsiao-Chiao Tseng Randomized response techniques for complex survey designs pp. 131-141 Raghunath Arnab and Georg Dorffner The existence of the strong combined-optimal design pp. 143-150 Pen-Hwang Liau Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion pp. 151-162 Akio Namba and Kazuhiro Ohtani Book reviews pp. 163-170 Ricardo Maronna , Matthias Fischer , Jürgen Groß and Andreas Karlsson Volume 47, issue 4 , 2006
Unbalanced panel data: A survey pp. 493-523 Badi H. Baltagi and Seuck Song A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models pp. 525-549 Tatiana Miazhynskaia and Georg Dorffner Exact and approximate distributions for the product of inverted Dirichlet components pp. 551-568 Saraless Nadarajah Hotelling’s T2 control chart with double warning lines pp. 569-593 Alireza Faraz and Ahmad Parsian EWNA charts for monitoring the mean and the autocovariances of stationary processes pp. 595-630 M. Rosołowski and W. Schmid Statistical properties of distance estimators pp. 631-641 Dechang Chen , Michael Fries and Xiuzhen Cheng Bayesian estimation of P (Y>X) from Burr-type X model containing spurious observations pp. 643-651 Chansoo Kim and Younshik Chung Book reviews pp. 653-658 B. Golam Kibria , Matthias Arnold and Rainer Schlittgen Volume 47, issue 3 , 2006
Order relations for linear models: A survey on recent developments pp. 331-372 Herbert Heyer Bayesian estimation and prediction for some life distributions based on record values pp. 373-392 Jafar Ahmadi and M. Doostparast The choice of time interval in seasonal adjustment: A heuristic approach pp. 393-417 Giancarlo Bruno and Edoardo Otranto Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors pp. 419-442 Claudia Czado and Adrian Raftery Estimating the term structure of interest rates using penalized splines pp. 443-459 Tatyana Krivobokova , Göran Kauermann and Theofanis Archontakis Asymptotic relative efficiency of score tests in Weibull models with measurement errors pp. 461-470 Patricia Giménez , Enrico Colosimo and Heleno Bolfarine Improvement of the Liu estimator in linear regression model pp. 471-479 M. Hubert and P. Wijekoon Problem 4/SP06: Estimation of the Hadamard and cross products of two mean vectors in multivariate analysis pp. 481-485 Heinz Neudecker and Götz Trenkler Book reviews pp. 487-488 Karsten Webel and Rainer Schlittgen Volume 47, issue 2 , 2006
Introducing model uncertainty by moving blocks bootstrap pp. 167-179 Andrés Alonso , Daniel Peña and Juan Romo Modifications of the Bonferroni-Holm procedure for a multi-way ANOVA pp. 181-209 Vanessa Didelez , Iris Pigeot and Patricia Walter Utility functions that lead to the likelihood ratio as a relative model performance measure pp. 211-225 Craig Friedman and Sven Sandow Dispersive ordering—Some applications and examples pp. 227-247 Jongwoo Jeon , Subhash Kochar and Chul Park Noninformative priors for linear combinations of the normal means pp. 249-262 Dal Kim , Sang Kang and Woo Lee Robust estimating equation based on statistical depth pp. 263-278 Lu Lin and Minghua Chen Change-of-variance problem for linear processes with long memory pp. 279-298 Lihong Wang and Jinde Wang Higher order moments of order statistics from INID symmetric random variables pp. 299-310 Aaron Childs An alternative representation of noncentral beta and F distributions pp. 311-318 Than Pe and Hilmar Drygas Class of dual to ratio estimators for double sampling pp. 319-326 Manoj Kumar and Shashi Bahl Volume 47, issue 1 , 2006
Kernel smoothed prediction intervals for ARMA models pp. 1-15 Klaus Abberger Renyi's entropy for residual lifetime distribution pp. 17-29 B. Abraham and P. Sankaran Detection of a change-point in student-t linear regression models pp. 31-48 Felipe Osorio and Manuel Galea Pooling multivariate data under W, LR and LM tests pp. 49-68 B. Golam Kibria and A. Saleh Sums, products and ratios of generalized beta variables pp. 69-90 Saralees Nadarajah Minimum Φ-divergence estimator in logistic regression models pp. 91-108 Julio Pardo , Leandro Pardo and María Pardo On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods pp. 109-124 Hisashi Tanizaki , Shigeyuki Hamori and Yoichi Matsubayashi Interaction balance for symmetrical factorial designs with generalized minimum aberration pp. 125-135 Mingyao Ai and Shuyuan He Bivariate Weibull regression model based on censored samples pp. 137-147 David Hanagal Estimation of sensitive data from a dichotomous population pp. 149-156 Kuo-Chung Huang Book reviews pp. 159-162 Mathias Schaller , Ricardo Maronna and Uwe Ligges
EconPapers is hosted by the
Örebro University School of Business.