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 72, issue 4, 2018

Benchmarking, Temporal Disaggregation, and Reconciliation of Systems of Time Series pp. 402-405

Baoline Chen, Tommaso Di Fonzo and Nino Mushkudiani

On the sequential benchmarking of subannual series to annual totals pp. 406-420

Jacco Daalmans

Entropy‐based benchmarking methods pp. 421-446

Umed Temursho

Temporal disaggregation of economic time series: The view from the trenches pp. 447-470

Enrique M. Quilis

Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts pp. 471-494

Laura Bisio and Filippo Moauro

Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP pp. 495-519

Víctor M. Guerrero and Francisco Corona

Maximum likelihood estimation framework for table‐balancing adjustments pp. 520-532

Geoffrey Brent

The statistical reconciliation of time series of accounts between two benchmark revisions pp. 533-552

Baoline Chen, Tommaso Di Fonzo, Thomas Howells and Marco Marini

Solving large‐data consistency problems at Statistics Netherlands using macro‐integration techniques pp. 553-573

Nino Mushkudiani, Jacco Daalmans and Reinier Bikker

Seasonal adjustment subject to accounting constraints pp. 574-589

Tucker McElroy

Reconciliation of seasonally adjusted data with applications to the Swedish quarterly national accounts pp. 590-602

Suad Elezović and Yingfu Xie

Editorial statistics pp. 603-603

Eric Cator

Volume 72, issue 3, 2018

Editorial introduction pp. 178-178

Marco Grzegorczyk

Spline‐based nonparametric inference in general state‐switching models pp. 179-200

Roland Langrock, Timo Adam, Vianey Leos‐Barajas, Sina Mews, David L. Miller and Yannis P. Papastamatiou

The truth about the effective dimension pp. 201-209

Paul H. C. Eilers

Simple ways to interpret effects in modeling ordinal categorical data pp. 210-223

Alan Agresti and Claudia Tarantola

Modelling uncertainty and response styles in ordinal data pp. 224-245

Rosaria Simone and Gerhard Tutz

PCA‐based discrimination of partially observed functional data, with an application to AneuRisk65 data set pp. 246-264

Marco Stefanucci, Laura M. Sangalli and Pierpaolo Brutti

Statistical modelling of cell movement pp. 265-280

Diana Giurghita and Dirk Husmeier

Improving nonhomogeneous dynamic Bayesian networks with sequentially coupled parameters pp. 281-305

Mahdi Shafiee Kamalabad and Marco Grzegorczyk

MCMC methods for inference in a mathematical model of pulmonary circulation pp. 306-338

L. Mihaela Păun, M. Umar Qureshi, Mitchel Colebank, Nicholas A. Hill, Mette S. Olufsen, Mansoor A. Haider and Dirk Husmeier

Language comprehension as a multi‐label classification problem pp. 339-353

Konstantin Sering, Petar Milin and R. Harald Baayen

Forecasting aggregate claims using score‐driven time series models pp. 354-374

Mariana Arozo B. de Melo, Cristiano A. C. Fernandes and Eduardo F. L. de Melo

The sparse method of simulated quantiles: An application to portfolio optimization pp. 375-398

Paola Stolfi, Mauro Bernardi and Lea Petrella

Volume 72, issue 2, 2018

Fisher information under Gaussian quadrature models pp. 74-89

Antonio Hermes Marques da Silva Júnior, Jochen Einbeck and Peter S. Craig

Semiparametric time series regression modeling with a diverging number of parameters pp. 90-108

Shengchao Zheng and Degao Li

Concentration behavior of the penalized least squares estimator pp. 109-125

Alan Muro and Sara van de Geer

Application of one†step method to parameter estimation in ODE models pp. 126-156

Itai Dattner and Shota Gugushvili

Credibility estimators with dependence structure over risks and time under balanced loss function pp. 157-173

Qiang Zhang and Ping Chen

Volume 72, issue 1, 2018

Analytic posteriors for Pearson's correlation coefficient pp. 4-13

Alexander Ly, Maarten Marsman and Eric†Jan Wagenmakers

The asymptotic distribution of the determinant of a random correlation matrix pp. 14-33

A. M. Hanea and G. F. Nane

Dynamic prediction of mortality among patients in intensive care using the sequential organ failure assessment (SOFA) score: a joint competing risk survival and longitudinal modeling approach pp. 34-47

Jammbe Z Musoro, Aeilko H Zwinderman, Ameen Abu†Hanna, Rob Bosman and Ronald B Geskus

Dynamic correlation multivariate stochastic volatility with latent factors pp. 48-69

Sheng†Jhih Wu, Sujit K. Ghosh, Yu†Cheng Ku and Peter Bloomfield

Volume 71, issue 4, 2017

Conditional assessment of the impact of a Hausman pretest on confidence intervals pp. 240-262

Paul Kabaila, Rheanna Mainzer and Davide Farchione

Three-period, two-treatment crossover design under long-term carryover effect pp. 263-285

Suryasish Chatterjee and Uttam Bandyopadhyay

Unification of some multivariate process capability indices for asymmetric specification region pp. 286-306

Moutushi Chatterjee and Ashis Kumar Chakraborty

Editorial statistics pp. 307-307

Eric Cator and Elli Hoek van Dijke

Volume 71, issue 3, 2017

Bayesian robustness modelling using the O-regularly varying distributions pp. 168-183

J. A. A. Andrade and Edward Omey

Bartlett correction to the likelihood ratio test for MCAR with two-step monotone sample pp. 184-199

Nobumichi Shutoh, Takahiro Nishiyama and Masashi Hyodo

Small-sample testing inference in symmetric and log-symmetric linear regression models pp. 200-224

Francisco M. C. Medeiros and Silvia L. P. Ferrari

A note on the central limit theorem for the idleness process in a one-sided reflected Ornstein–Uhlenbeck model pp. 225-235

Michel Mandjes and Peter Spreij

Volume 71, issue 2, 2017

Diagnostic analysis for a vector autoregressive model under Student-super-′s t-distributions pp. 86-114

Yonghui Liu, Ruochen Sang and Shuangzhe Liu

Spline regression for hazard rate estimation when data are censored and measured with error pp. 115-140

Fabienne Comte, Gwennaelle Mabon and Adeline Samson

Bayesian approach to LR assessment in case of rare type match pp. 141-164

Giulia Cereda

Volume 71, issue 1, 2017

Penalty and related estimation strategies in the spatial error model pp. 4-30

Marwan Al-Momani, Abdulkadir A. Hussein and S. E. Ahmed

Non-parametric regression in clustered multistate current status data with informative cluster size pp. 31-57

Ling Lan, Dipankar Bandyopadhyay and Somnath Datta

Smooth estimation of a monotone hazard and a monotone density under random censoring pp. 58-82

Hendrik P. Lopuhaä and Eni Musta

Volume 70, issue 4, 2016

Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions pp. 278-303

Takuma Yoshida

Statistical inference on restricted partial linear regression models with partial distortion measurement errors pp. 304-331

Jun Zhang, Nanguang Zhou, Zipeng Sun, Gaorong Li and Zhenghong Wei

On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model pp. 332-355

Munir Mahmood and Maxwell King

Markov switching quantile autoregression pp. 356-395

Xiaochun Liu

A Skew-normal copula-driven GLMM pp. 396-413

Kalyan Das, Mohamad Elmasri and Arusharka Sen

Spatial clustering of time series via mixture of autoregressions models and Markov random fields pp. 414-439

Hien D. Nguyen, Geoffrey J. McLachlan, Jeremy F. P. Ullmann and Andrew L. Janke

Editorial Statistics pp. 440-440

Eric Cator and Elli Hoek van Dijke

Volume 70, issue 3, 2016

Poisson–geometric INAR(1) process for modeling count time series with overdispersion pp. 176-192

Marcelo Bourguignon

Cusums for tracking arbitrary functionals pp. 193-228

Christopher S. Withers and Saralees Nadarajah

Combining homogeneous groups of preclassified observations with application to international trade pp. 229-259

Andrea Cerasa

An application of the generalized Poisson difference distribution to the Bayesian modelling of football scores pp. 260-273

Golnaz Shahtahmassebi and Rana Moyeed

Volume 70, issue 2, 2016

Comparison of Cramer–Rao lower bounds of variances for at least equal protection of respondents pp. 80-99

Cheon-Sig Lee, Shu-Ching Su, Katrina Mondragon, Veronica I. Salinas, Monique L. Zamora, Stephen Andrew Sedory and Sarjinder Singh

Finite mixtures of censored Poisson regression models pp. 100-122

Dimitris Karlis, Purushottam Papatla and Sudipt Roy

Coherent forecasting for count time series using Box–Jenkins's AR(p) model pp. 123-145

Raju Maiti, Atanu Biswas and Samarjit Das

D-optimal designs for a continuous predictor in longitudinal trials with discrete-time survival endpoints pp. 146-171

Maryam Safarkhani and Mirjam Moerbeek

Volume 70, issue 1, 2016

Local influence analysis for Poisson autoregression with an application to stock transaction data pp. 4-25

Fukang Zhu, Shuangzhe Liu and Lei Shi

On new variance approximations for linear models with inequality constraints pp. 26-46

Paul Knottnerus

Beta spatial linear mixed model with variable dispersion using Monte Carlo maximum likelihood pp. 47-76

Oscar O. Melo, Carlos E. Melo and Jorge Mateu