Statistica Neerlandica

1946 - 2025

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

From Netherlands Society for Statistics and Operations Research
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Volume 77, issue 4, 2023

New article types in Statistica Neerlandica pp. 406-407

Ernst‐Jan Camiel Wit

A partial posterior p value test for multilevel mediation pp. 408-428

Kyle Cox and Benjamin Kelcey

Logistic or not Logistic? pp. 429-443

James S. Allison, Bruno Ebner and Marius Smuts

A robust mixed‐effects parametric quantile regression model for continuous proportions: Quantifying the constraints to vitality in cushion plants pp. 444-470

Divan A. Burger, Sean van der Merwe, Emmanuel Lesaffre, Peter C. le Roux and Morgan J. Raath‐Krüger

Estimating function method for nonnegative autoregressive models pp. 471-496

E. Hari Prasad and N. Balakrishna

Stochastic comparisons of largest claim amounts from heterogeneous portfolios pp. 497-515

Pradip Kundu, Amarjit Kundu and Biplab Hawlader

Analysis of cross‐over experiments with count data in the presence of carry‐over effects pp. 516-542

Nelson Alirio Cruz, Luis Alberto López Pérez and Oscar Orlando Melo

The optimal input‐independent baseline for binary classification: The Dutch Draw pp. 543-554

Joris Pries, Etienne van de Bijl, Jan Klein, Sandjai Bhulai and Rob van der Mei

New closed‐form efficient estimator for multivariate gamma distribution pp. 555-572

Yu‐Hyeong Jang, Jun Zhao, Hyoung‐Moon Kim, Kyusang Yu, Sunghoon Kwon and SungHwan Kim

Assessing replicability with the sceptical p$$ p $$‐value: Type‐I error control and sample size planning pp. 573-591

Charlotte Micheloud, Fadoua Balabdaoui and Leonhard Held

Editorial statistics pp. 592-592

Edwin van den Heuvel, Veronica Vinciotti and Ernst‐Jan Camiel Wit

Volume 77, issue 3, 2023

Editorial pp. 252-253

Ernst C. Wit

Asymptotic properties of nonparametric quantile estimation with spatial dependency pp. 254-283

S.‐H. Arnaud Kanga, Ouagnina Hili, Sophie Dabo‐Niang and Assi N'Guessan

Discretized skew‐t mixture model for deconvoluting liquid chromatograph mass spectrometry data pp. 284-303

Xuwen Zhu and Xiang Zhang

Estimating random effects in a finite Markov chain with absorbing states: Application to cognitive data pp. 304-321

Pei Wang, Erin L. Abner, Changrui Liu, David W. Fardo, Frederick A. Schmitt, Gregory A. Jicha, Linda J. Van Eldik and Richard J. Kryscio

Inference in the presence of likelihood monotonicity for proportional hazards regression pp. 322-339

John E. Kolassa and Juan Zhang

Testing the common risk difference of proportions for stratified uni‐ and bilateral correlated data pp. 340-364

Zhiming Li, Changxing Ma and Keyi Mou

Bayesian solution to the monotone likelihood in the standard mixture cure model pp. 365-390

Frederico M. Almeida, Vinícius D. Mayrink and Enrico A. Colosimo

A portmanteau test for the iid hypothesis pp. 391-402

Ricardo Bórquez

Volume 77, issue 2, 2023

Testing for differences in chain equating pp. 134-145

Michela Battauz

A phenomenological model for COVID‐19 data taking into account neighboring‐provinces effect and random noise pp. 146-155

Julia Calatayud, Marc Jornet and Jorge Mateu

A discrete truncated Zipf distribution pp. 156-187

Kwame Boamah‐Addo, Tomasz J. Kozubowski and Anna K. Panorska

Bayesian inference for a mixture double autoregressive model pp. 188-207

Kai Yang, Qingqing Zhang, Xinyang Yu and Xiaogang Dong

Inference for log‐location‐scale family of distributions under competing risks with progressive type‐I interval censored data pp. 208-232

Soumya Roy and Biswabrata Pradhan

Prior effective sample size in phase II clinical trials with mixed binary and continuous responses pp. 233-248

Meghna Bose, Jean‐François Angers and Atanu Biswas

Volume 77, issue 1, 2023

Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime pp. 4-47

Chih‐Hao Chang, Kam‐Fai Wong and Wei‐Yee Lim

Assessing skewness in financial markets pp. 48-70

Giovanni Campisi, Luca La Rocca and Silvia Muzzioli

Usual stochastic ordering of the sample maxima from dependent distribution‐free random variables pp. 99-112

Longxiang Fang, Narayanaswamy Balakrishnan, Wenyu Huang and Shuai Zhang

Inverse‐probability‐weighted logrank test for stratified survival data with missing measurements pp. 113-129

Rim Ben Elouefi and Foued Saâdaoui

Volume 76, issue 4, 2022

Bayesian subcohort selection for longitudinal covariate measurements in follow‐up studies pp. 372-390

Jaakko Reinikainen and Juha Karvanen

Bartlett correction of an independence test in a multivariate Poisson model pp. 391-417

Rolf Larsson

Optimal subsampling for multiplicative regression with massive data pp. 418-449

Tianzhen Wang and Haixiang Zhang

The basic distributional theory for the product of zero mean correlated normal random variables pp. 450-470

Robert E. Gaunt

Editorial Statistics pp. 471-471

Miroslav Ristic, Marijtje van Duijn and Nan van Geloven

Volume 76, issue 3, 2022

Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic pp. 254-282

Shibin Zhang and Xin M. Tu

Prediction intervals for all of M future observations based on linear random effects models pp. 283-308

Max Menssen and Frank Schaarschmidt

Rank correlation inferences for clustered data with small sample size pp. 309-330

Sally Hunsberger, Lori Long, Sarah E. Reese, Gloria H. Hong, Ian A. Myles, Christa S. Zerbe, Pleonchan Chetchotisakd and Joanna H. Shih

On some limitations of probabilistic models for dimension‐reduction: Illustration in the case of probabilistic formulations of partial least squares pp. 331-346

Lola Etiévant and Vivian Viallon

Average ordinary least squares‐centered penalized regression: A more efficient way to address multicollinearity than ridge regression pp. 347-368

Wei Wang, Linjian Li, Sheng Li, Fei Yin, Fang Liao, Tao Zhang, Xiaosong Li, Xiong Xiao and Yue Ma

Volume 76, issue 2, 2022

Log‐symmetric quantile regression models pp. 124-163

Helton Saulo, Alan Dasilva, Víctor Leiva, Luis Sánchez and Hanns de la Fuente‐Mella

On the conditional noncentral beta distribution pp. 164-189

Carlo Orsi

Autoregressive and moving average models for zero‐inflated count time series pp. 190-218

Vurukonda Sathish, Siuli Mukhopadhyay and Rashmi Tiwari

Bayesian model selection for multilevel mediation models pp. 219-235

Oludare Ariyo, Emmanuel Lesaffre, Geert Verbeke, Martijn Huisman, Martijn Heymans and Jos Twisk

On Bayesian estimation of densities and sampling distributions: The posterior predictive distribution as the Bayes estimator pp. 236-250

Agustín G. Nogales

Volume 76, issue 1, 2022

Change‐point analysis through integer‐valued autoregressive process with application to some COVID‐19 data pp. 4-34

Subhankar Chattopadhyay, Raju Maiti, Samarjit Das and Atanu Biswas

Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity pp. 35-64

Boris Aleksandrov, Christian H. Weiß and Carsten Jentsch

Robust prediction of domain compositions from uncertain data using isometric logratio transformations in a penalized multivariate Fay–Herriot model pp. 65-96

Joscha Krause, Jan Pablo Burgard and Domingo Morales

Identifying crime generators and spatially overlapping high‐risk areas through a nonlinear model: A comparison between three cities of the Valencian region (Spain) pp. 97-120

Álvaro Briz‐Redón, Jorge Mateu and Francisco Montes

Volume 75, issue 4, 2021

On the population least‐squares criterion in the monotone single index model pp. 408-436

Fadoua Balabdaoui, Cécile Durot and Christopher Fragneau

The significance filter, the winner's curse and the need to shrink pp. 437-452

Erik W. van Zwet and Eric A. Cator

Inflated Kumaraswamy regressions with application to water supply and sanitation in Brazil pp. 453-481

Fábio M. Bayer, Francisco Cribari‐Neto and Jéssica Santos

Resolving the ambiguity of random‐effects models with singular precision matrix pp. 482-499

Woojoo Lee, Hans‐Peter Piepho and Youngjo Lee

Information anchored reference‐based sensitivity analysis for truncated normal data with application to survival analysis pp. 500-523

Andrew Atkinson, Suzie Cro, James R. Carpenter and Michael G. Kenward

Editorial Statistics pp. 524-524

Miroslav Ristic, Marijtje van Duijn and Nan van Geloven

Volume 75, issue 3, 2021

Convex transform order of Beta distributions with some consequences pp. 238-256

Idir Arab, Paulo Eduardo Oliveira and Tilo Wiklund

Locally asymptotically efficient estimation for parametric PINAR(p) models pp. 257-289

Mohamed Sadoun and Mohamed Bentarzi

An integrated‐likelihood‐ratio confidence interval for a proportion based on underreported and infallible data pp. 290-298

Briceön Wiley, Chris Elrod, Phil D. Young and Dean M. Young

Bayesian survival model induced by frailty for lifetime with long‐term survivors pp. 299-323

Vicente G. Cancho, Gladys D. C. Barriga, Gauss M. Cordeiro, Edwin M. M. Ortega and Adriano K. Suzuki

On the estimation of destructive cure rate model: A new study with exponentially weighted Poisson competing risks pp. 324-342

Suvra Pal and Souvik Roy

Bootstrap for integer‐valued GARCH(p, q) processes pp. 343-363

Michael H. Neumann

Model checking for multiplicative linear regression models with mixed estimators pp. 364-403

Jun Zhang

Volume 75, issue 2, 2021

Longitudinal business data construction and quality: Two different approaches pp. 92-114

Silvia Biffignandi and Alessandro Zeli

Analysis of progressive Type‐II censoring in presence of competing risk data under step stress modeling pp. 115-136

Arnab Koley and Debasis Kundu

Residual and local influence analyses for unit gamma regressions pp. 137-160

Suelena S. Rocha, Patrícia L. Espinheira and Francisco Cribari‐Neto

Estimation of the incubation time distribution for COVID‐19 pp. 161-179

Piet Groeneboom

A nonparametric two‐sample test using a general φ‐divergence‐based mutual information pp. 180-202

Apratim Guha, Atanu Biswas and Abhik Ghosh

k‐step stage life testing pp. 203-233

Benjamin Laumen and Erhard Cramer

Volume 75, issue 1, 2021

The effect of a Durbin–Watson pretest on confidence intervals in regression pp. 4-23

Paul Kabaila, Davide Farchione, Samer Alhelli and Nathan Bragg

Maximum likelihood estimation based on the Laplace approximation for p2 network regression models pp. 24-41

Ruggero Bellio and Nicola Soriani

k‐Nearest neighbors local linear regression for functional and missing data at random pp. 42-65

Mustapha Rachdi, Ali Laksaci, Zoulikha Kaid, Abbassia Benchiha and Fahimah A. Al‐Awadhi

Selection of influential variables in ordinal data with preponderance of zeros pp. 66-87

Ujjwal Das and Kalyan Das

Editorial statistics pp. 88-88

Miroslav Ristic, Marijtje van Duijn and Nan van Geloven