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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Some aspects of modeling and statistical inference for financial models pp. 265-292: K. Dzhaparidze, P. J. C. Spreij and J. H. Van Zanten
Heavy tails versus long‐range dependence in self‐similar network traffic pp. 293-314: A. Stegeman
Estimating the J function without edge correction pp. 315-328: A. J. Baddeley, M. Kerscher, K. Schladitz and B. T. Scott
Non‐ and semi‐parametric estimation of interaction in inhomogeneous point patterns pp. 329-350: A. J. Baddeley, J. Møller and R. Waagepetersen
Local minimax pointwise estimation of a multivariate density pp. 351-365: E. Belitser
Inequalities relating maximal moments to other measures of dispersion pp. 366-373: P. C. Allaart
On the generalized Poisson distribution pp. 374-376: H. J. H. Tuenter

Jaap wessels – his life with stochastic processes pp. 116-126: J. A. E. E. Van Nunen and J. Van Der Wal
On the relationship between cost and service models for general inventory systems pp. 127-147: G. J. Van Houtum and W. H. M. Zijm
Optimal static customer routing in a closed queuing network pp. 148-159: A. Hordijk and J. A. Loeve
Forward recursion for markov decision processes with skip‐free‐to‐the‐right transitions part ii: non‐standard applications pp. 160-174: J. Wijngaard and S. Stidham
Push and pull strategies in multi‐stage assembly systems pp. 175-189: N. P. Dellaert, A. G. De Kok and Wang Wei
The M/G/∞ Queueing Model for Optimistic Concurrency Control pp. 190-201: S. A. E. Sassen and J. Van Der Wal
Multi‐server Batch‐service Systems pp. 202-220: I. J. B. F. Adan and J. A C. Resing
The M/M\1 queue in a heavy‐tailed random environment pp. 221-236: O. J. Boxma and I. A. Kurkova
Analysis of discrete‐time stochastic petri nets pp. 237-255: W. M. P. Van Der Aalst, K. M. Van Hee and H. A. Reijers
A neural network unification pp. 256-264: E. H. L. Aarts and H. M. M. Ten Eikelder

Recent advances in multiple‐objective design strategies pp. 257-276: Weng Kee Wong
Nonparametric methods for paired samples pp. 277-286: U. Munzel
On piecewise linear density estimators pp. 287-308: J. Beirlant, A. Berlinet and L. Györfi
Direct density estimation as an ill‐posed inverse estimation problem pp. 309-326: A. K. Dey and F. H. Ruymgaart
Robust estimation of scale of an exponential distribution pp. 327-341: U. Gather and V. Schultze
On Bayesian selection of the best normal population using theKullback–Leibler divergence measure pp. 342-360: L. Thabane and M. Safiul Haq
Stepwise Bayes distributional inference for a finite population pp. 361-374: B. V. Roussanov

Introducing the paper by Aardal and van Hoesel pp. 129-130: Leen Stougie
Polyhedral techniques in combinatorial optimization II: applications and computations pp. 131-177: K. Aardal and C. P. M. Van Hoesel
Jackknife estimators of a relative risk in 2×2 and 2×2×K contingency tables pp. 178-196: U. Gather, S. Köhne and I. Pigeot
Statistical disclosure in general three‐dimensional tables pp. 197-221: N. P. Dellaert and W. A. Luijten
Generalized densities of order statistics pp. 222-246: Charles M. Goldie and Ross A. Maller
Convolutions of α‐unimodal discrete distributions pp. 247-250: F. Wu and S. Dharmadhikari

Introducing EURANDOM pp. 1-4: W. J. M. Senden and W. R. Van Zwet
On modelling overdispersion of counts pp. 5-20: K. Poortema
Description of purchase incidence by multivariate heterogeneous Poisson processes pp. 21-35: A. W. Hoogendoorn and D. Sikkel
A variety of criteria for setting test limits pp. 36-54: W. Albers, W. C. M. Kallenberg and G. R. J. Arts
Statistical methods for some simple disclosure limitation rules pp. 55-67: J. Pannekoek
Effective writing in mathematical statistics pp. 68-75: J. S. Marron
Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations pp. 76-95: Norman Swanson
On the convergence of moments of geometric and harmonic means pp. 96-110: A. G. Pakes
On a local uniform bootstrap validity pp. 111-121: T. Bednarski and W. Florczak

Large data sets in finance and marketing: introduction by the special issue editor pp. 255-257: Philip Hans Franses
Extracting information from mega‐panels and high‐frequency data pp. 258-272: Clive Granger
Towards a unified framework for high and low frequency return volatility modeling pp. 273-302: Torben Andersen and Tim Bollerslev
Modeling large data sets in marketing pp. 303-323: S. Balasubramanian, S. Gupta, W. Kamakura and M. Wedel
Abnormal returns, risk, and options in large data sets pp. 324-335: S. Caserta, J. DanÃÂÃÂelsson and Casper de Vries
Structural analysis of portfolio risk using beta impulse response functions pp. 336-355: Christian Hafner and H. Herwartz
Mean, median, mode IV pp. 356-359: B. Abdous and R. Theodorescu
Exact sampling from anti‐monotone systems pp. 360-380: O. Häggström and K. Nelander

Sampling with probabilities proportional to the variable of interest pp. 129-140: J. J. A. Moors, R. Smeets and F. W. M. Boekema
Stochastic labelling of biological images pp. 141-152: G. Ayala and A. Simó
Monotone missing data and pattern‐mixture models pp. 153-161: G. Molenberghs, B. Michiels, M. G. Kenward and P. J. Diggle
A nonlinear approach to a class of combinatorial optimization problems pp. 162-184: J. P. Warners
Reweighted loglikelihood method in robust estimation in a mixed unbalanced model pp. 185-199: B. Krug
Semiparametric econometric estimators for a truncated regression model: a review with an extension pp. 200-225: Myoung-jae Lee and H. Kim
Consistent estimation of percolation quantities pp. 226-238: R. Meester and J. E. Steif
Estimators of distance distributions for spatial patterns pp. 239-246: S. N. Chiu and D. Stoyan

The improper use of social security: an estimation problem pp. 1-5: W. P. Van Den Brink
Exponential deconvolution: two asymptotically equivalent estimators pp. 6-17: G. Jongbloed
Analysis of space–time variability in agriculture and the environment with geostatistics pp. 18-41: A. Stein
A general framework for approximate sampling with an application to generating points on the boundary of bounded convex regions pp. 42-59: H. E. Romeijn
Comparison of tail index estimators pp. 60-70: L. De Haan and L. Peng
Asymptotic distributions of φ‐divergences of hypothetical and observed frequencies on refined partitions pp. 71-89: M. L. Menéndez, D. Morales, L. Pardo and I. Vajda
Goodness of fit tests for “Chimeric” alternatives pp. 90-111: E. V. Khmaladze
Estimation of the intensity of a Poisson point process by means of nearest neighbor distances pp. 112-124: V. Granville