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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Test of Bernoulli success probability in inverse sampling for nearer alternatives using adaptive allocation pp. 387-399: Uttam Bandyopadhyay and Atanu Biswas
A Bayesian adaptive design in clinical trials for continuous responses pp. 400-414: Atanu Biswas and Jean–François Angers
A two–stage approach to additive time series models pp. 415-433: Zongwu Cai
Wavelet thresholding for some classes of non–Gaussian noise pp. 434-453: A. Antoniadis, D. Leporini and J.–C. Pesquet
Adaptive estimation with soft thresholding penalties pp. 453-478: Jean–Michel Loubes and Sara Van De Geer
overview of OR techniques for airline revenue management pp. 479-495: Kevin Pak and Nanda Piersma
From first submission to citation: an empirical analysis pp. 496-509: Philip Hans Franses

Some problems in actuarial finance involving sums of dependent risks pp. 253-269: Marc Goovaerts and R. Kaas
Two–step sequential sampling pp. 270-284: J. J. A. Moors and Leo Strijbosch
Bayesian inference in time series models using kernel quasi likelihoods pp. 285-294: Mike Tsionas
Mixture representations for discrete Linnik laws pp. 295-300: Nadjib Bouzar
Generalized piecewise linear histograms pp. 301-313: A. Berlinet, T. Hobza and I. Vajda
A new approximation of the posterior distribution of the log–odds ratio pp. 314-329: Marc Fredette and Jean–François Angers
ML– and semiparametric estimation in logistic models with incomplete covariate data pp. 330-345: Vanessa Didelez
An improved empirical Bayes test for positive exponential families pp. 346-361: Tachen Liang
Concomitant variables in finite mixture models pp. 362-375: Michel Wedel
On convex quadratic approximation pp. 376-385: Dick Den Hertog, Etienne De Klerk and Kees Roos

Guest editorial pp. 129-131: John Einmahl and Axel Munk
The smoothing dichotomy in nonparametric regression under long‐memory errors pp. 132-142: Sándor Csörgő
Almost sure local limit theorems pp. 143-151: Manfred Denker and Susanne Koch
On statistics at level crossings by a stationary process pp. 152-164: M. R. Leadbetter and G. V. Spaniolo
A minimum chi‐squared method for indirect parameter estimation from Poisson data pp. 165-178: B. A. Mair, Murali Rao and J. M. M. Anderson
Weighted rank statistics in factorial designs with fixed effects pp. 179-194: Edgar Brunner, Sebastian Domhof and Madan L. Puri
Large balls left empty by a critical branching Wiener field pp. 195-205: P. Révész
Fourier inversion and the Hausdorff distance pp. 206-213: Arnoud Van Rooij
Quantile functions for multivariate analysis: approaches and applications pp. 214-232: Robert Serfling
Nonparametric estimation of a discontinuity in regression pp. 233-242: Astrid Dempfle and Winfried Stute
Statistics for the contact process pp. 243-251: Marta Fiocco and Willem R. Van Zwet

Editorial pp. 1-1: Philip Hans Franses
What are the advantages of MCMC based inference in latent variable models? pp. 2-22: Richard Paap
Bayesian estimation of transition probabilities from repeated cross sections pp. 23-33: Ben Pelzer and Rob Eisinga
Discussion of ‘MCMC‐based inference’ by R. Paap pp. 34-40: Siem Jan Koopman
The identification of outliers in exponential samples pp. 41-57: V. Schultze and J. Pawlitschko
Multinomial distributions applied to random sampling of particulate materials pp. 58-76: B. Geelhoed and H. J. Glass
Monitoring the mean and the variance of a stationary process pp. 77-100: S. Knoth and W. Schmid
Computing the covariance of two Brownian area integrals pp. 101-109: J. A. Wellner and R. T. Smythe
Nonparametric Bayes inference for concave distribution functions pp. 110-127: Martin B. Hansen and Steffen L. Lauritzen

Obituary: Henri Theil, 1924–2000 pp. 263-269: Teun Kloek
A Jump‐diffusion Model for Exchange Rates in a Target Zone pp. 270-300: Frank de Jong, F. C. Drost and B. J. M. Werker
Efficiencies of Rounded Optimal Approximate Designs for Small Samples pp. 301-318: L. Imhof, J. Lopez‐Fidalgo and Wing-Keung Wong
Multivariate Clustered Data Analysis in Developmental Toxicity Studies pp. 319-345: G. Molenberghs and H. Geys
How To Assign Probabilities If You Must pp. 346-357: C. J. Albers and W. Schaafsma
Downdating: Interdisciplinary Research Between Statistics and Computing pp. 358-366: B. J. A. Mertens
Efficiency Considerations in the Additive Hazards Model with Current Status Data pp. 367-376: D. Ghosh

Time‐series–cross‐section Data pp. 111-133: Nathaniel Beck
Bayesian and Frequentist Inference for Ecological Inference: The R×C Case pp. 134-156: Ori Rosen, Wenxin Jiang, Gary King and Martin A. Tanner
Distance Association Models for the Analysis of Repeated Transition Frequency Tables pp. 157-181: Mark De Rooij
Time Series Analysis of Repeated Surveys: The State–space Approach pp. 182-199: Moshe Feder
Quasi‐longitudinal Designs in SEM state Space Modeling pp. 200-220: Johan H. L. Oud
Rotation Patterns and Trend Estimation for Repeated Surveys Using Rotation Group Estimates pp. 221-238: C. H. McLaren and D. G. Steel
A Note on Dynamic Modelling from Short and Heterogeneous Pseudo Panels pp. 239-248: Sourafel Girma
Estimating Transition Probabilities from a Time Series of Independent Cross Sections pp. 249-262: Ben Pelzer, Rob Eisinga and Philip Hans Franses

Editorial pp. 1-1: Philip Hans Franses
Measuring Diagnostic Accuracy of Statistical Prediction Rules pp. 3-16: D. J. Hand
Shrinkage and Penalized Likelihood as Methods to Improve Predictive Accuracy pp. 17-34: J. C. Van Houwelingen
Cross Validation Calibration Based Shrinkage – Revisited for the Construction of Prognostic Indices pp. 35-52: W. Vach
Variable Selection and Shrinkage: Comparison of Some Approaches pp. 53-75: K. Vach, W. Sauerbrei and M. Schumacher
Application of Shrinkage Techniques in Logistic Regression Analysis: A Case Study pp. 76-88: E. W. Steyerberg, M. J. C. Eijkemans and J. D. F. Habbema
The Lognormal Distribution as a Model for Survival Time in Cancer, With an Emphasis on Prognostic Factors pp. 89-104: P. Royston