Statistica Neerlandica

1946 - 2025

Current editor(s): Miroslav Ristic, Marijtje van Duijn and Nan van Geloven

From Netherlands Society for Statistics and Operations Research
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 79, issue 1, 2025

Testing for no effect in regression problems: A permutation approach

Michał G. Ciszewski, Jakob Söhl, Ton Leenen, Bart van Trigt and Geurt Jongbloed

Endogenous and exogenous effects in self‐exciting process models of terrorist activity

Fabrizio Ruggeri, Michael D. Porter and Gentry White

Nonlinear shrinkage test on a large‐dimensional covariance matrix

Taras Bodnar, Nestor Parolya and Frederik Veldman

Hurdle GARCH models for nonnegative time series

Šárka Hudecová and Michal Pešta

Estimation of a regular conditional functional by conditional U‐statistic regression

Alexis Derumigny

Regression estimation using surrogate responses obtained by presmoothing

Eni Musta, Valentin Patilea and Ingrid Van Keilegom

General adapted‐threshold monitoring in discrete environments and rules for imbalanced classes

Ansgar Steland, Ewaryst Rafajłowicz and Wojciech Rafajłowicz

Computing optimal allocation of trials to subregions in crop‐variety testing in case of correlated genotype effects

Maryna Prus

Artificial neural network small‐sample‐bias‐corrections of the AR(1) parameter close to unit root

Haozhe Jiang, Ostap Okhrin and Michael Rockinger

A note on convergence of calibration weights to inverse probability weights

Tadayoshi Fushiki

VC‐PCR: A prediction method based on variable selection and clustering

Rebecca Marion, Johannes Lederer, Bernadette Goevarts and Rainer von Sachs

New classes of goodness‐of‐fit tests for the one‐sided Lévy distribution

Aditi Kumari, Deepesh Bhati and Apostolos Batsidis

The power functions of Begg's and Egger's tests for publication bias

Haben Michael

A control chart for monitoring image processes based on convolutional neural networks

Yarema Okhrin, Wolfgang Schmid and Ivan Semeniuk

Estimation of zero‐inflated proportional odds regression with missing covariates

Shen‐Ming Lee and Chin‐Shang Li

Omitting continuous covariates in binary regression models: Implications for sensitivity and mediation analysis

Matteo Gasparin, Bruno Scarpa and Elena Stanghellini

A robust and powerful metric for distributional homogeneity

Yanzhou Chen, Tianxuan Ding, Xiufang Wang and Yaowu Zhang

Efficient estimation for the multivariate Cox model with missing covariates

Youngjoo Cho, Soyoung Kim and Kwang Woo Ahn

Mean relative error and standard relative deviation

Mark Chatfield, Louise Marquart‐Wilson, Annette J. Dobson and Daniel M. Farewell

Diagnostic analysis in scale mixture of skew‐normal linear mixed models

Keyliane Travassos, Larissa A. Matos and Fernanda L. Schumacher

Identifiability and estimation of the competing risks model under exclusion restrictions

Munir Hiabu, Simon M.S. Lo and Ralf Wilke

A note on bayesian nonparametric survival function estimators for combined cohort data

Emily Erick and James H. McVittie

Volume 78, issue 3, 2024

Generalized k‐variate proportional hazard function for censored survival data pp. 478-484

Hilmi Fadel Kittani

Connections between two classes of estimators for single‐index models pp. 485-490

Weichao Yang, Xu Guo, Niwen Zhou and Changliang Zou

Scaling priors for intrinsic Gaussian Markov random fields applied to blood pressure data pp. 491-504

Maria‐Zafeiria Spyropoulou and James Bentham

Asymptotic approximations of expectations of power means pp. 505-522

Tomislav Burić and Lenka Mihoković

Marginal log‐linear parameters and their collapsibility for categorical data pp. 523-543

Sayan Ghosh and P. Vellaisamy

The concept of sufficiency in conditional frequentist inference pp. 544-562

Paul Kabaila and A. H. Welsh

Duals of convolution thinned relationships pp. 563-568

M. C. Jones

Volume 78, issue 2, 2024

A gamma tail statistic and its asymptotics pp. 264-280

Toshiya Iwashita and Bernhard Klar

Competing risks regression for clustered survival data via the marginal additive subdistribution hazards model pp. 281-301

Xinyuan Chen, Denise Esserman and Fan Li

Franklin's randomized response model with correlated scrambled variables pp. 302-309

Christopher Aguirre‐Hamilton, Stephen A. Sedory and Sarjinder Singh

Improved estimation of average treatment effects under covariate‐adaptive randomization methods pp. 310-333

Jun Wang and Yahe Yu

The Yates, Conover, and Mantel statistics in 2 × 2 tables revisited (and extended) pp. 334-356

Antonio Martín Andrés, María Álvarez Hernández and Francisco Gayá Moreno

An informative prior distribution on functions with application to functional regression pp. 357-373

Christophe Abraham

Semiparametric recovery of central dimension reduction space with nonignorable nonresponse pp. 374-396

Siming Zheng, Alan T. K. Wan and Yong Zhou

Testing conditional independence in casual inference for time series data pp. 397-426

Zongwu Cai, Ying Fang, Ming Lin and Shengfang Tang

Asymptotic comparison of negative multinomial and multivariate normal experiments pp. 427-440

Christian Genest and Frédéric Ouimet

Forecasting performance of machine learning, time series, and hybrid methods for low‐ and high‐frequency time series pp. 441-474

Ozancan Ozdemir and Ceylan Yozgatligil

Volume 78, issue 1, 2024

The multilateral spatial integer‐valued process of order 1 pp. 4-24

Dimitris Karlis, Azmi Chutoo, Naushad Mamode Khan and Vandna Jowaheer

Linear regression models with multiplicative distortions under new identifiability conditions pp. 25-67

Jun Zhang, Bingqing Lin and Yan Zhou

Orthogonal contrasts for both balanced and unbalanced designs and both ordered and unordered treatments pp. 68-78

J. C. W. Rayner and G. C. Livingston

Testing for jumps with robust spot volatility estimators pp. 79-104

Yucheng Sun

On partially observed competing risks model for Chen distribution under generalized progressive hybrid censoring pp. 105-135

Kundan Singh, Amulya Kumar Mahto and Yogesh Mani Tripathi

A case study of Gulf Securities Market in the last 20 years: A Long Short‐Term Memory approach pp. 136-166

Abhibasu Sen and Karabi Dutta Choudhury

Robust Liu‐type estimator based on GM estimator pp. 167-190

Melike Işılar and Y. Murat Bulut

The analysis of semi‐competing risks data using Archimedean copula models pp. 191-207

Antai Wang, Ziyan Guo, Yilong Zhang and Jihua Wu

Poisson average maximum likelihood‐centered penalized estimator: A new estimator to better address multicollinearity in Poisson regression pp. 208-227

Sheng Li, Wei Wang, Menghan Yao, Junyu Wang, Qianqian Du, Xuelin Li, Xinyue Tian, Jing Zeng, Ying Deng, Tao Zhang, Fei Yin and Yue Ma

Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean pp. 228-243

Henryk Gzyl and Silvia Mayoral

An efficient automatic clustering algorithm for probability density functions and its applications in surface material classification pp. 244-260

Thao Nguyen‐Trang, Tai Vo‐ Van and Ha Che‐Ngoc