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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Mining frequent itemsets: a perspective from operations research pp. 367-387: Wim Pijls and Walter A. Kosters
Modelling the effect of climate change on prevalence of malaria in western Africa pp. 388-400: Monica C. Jackson, Laura Johansen, Cathy Furlong, Abigail Colson and Kimberly F. Sellers
A survey on performance analysis of warehouse carousel systems pp. 401-447: Nelly Litvak and Maria Vlasiou
The Olympic 500‐m speed skating; the inner–outer lane difference pp. 448-459: Richard Kamst, Gerard Kuper and Gerard Sierksma
Evaluation of P(Xt>Yt ) when both Xt and Yt are residual lifetimes of two systems pp. 460-481: V. Zardasht and M. Asadi
Exact linear rank tests for two‐sample equivalence problems with continuous data pp. 482-504: Arnold Janssen and Stefan Wellek
Moment convergence of M‐estimators pp. 505-507: Yoichi Nishiyama
Editorial statistics pp. 508-508: Philip Hans Franses, Paul de Boer and Elli Hoek Van Dijke

Editorial introduction pp. 255-256: Shota Gugushvili, Chris Klaassen and Peter Spreij
Old and new approaches to LIBOR modeling pp. 257-275: Antonis Papapantoleon
Power variation for Itô integrals with respect to α‐stable processes pp. 276-289: José Manuel Corcuera and Gergely Farkas
Non‐parametric estimation for pure jump irregularly sampled or noisy Lévy processes pp. 290-313: Fabienne Comte and Valentine Genon‐Catalot
Estimation of the characteristics of a Lévy process observed at arbitrary frequency pp. 314-328: Johanna Kappus and Markus Reiß
Understanding limit theorems for semimartingales: a short survey pp. 329-351: Mark Podolskij and Mathias Vetter
Multivariate elliptic processes pp. 352-366: N.H. Bingham, John M. Fry and Rüdiger Kiesel

In Memoriam Gijs de Leve (1926–2009) pp. 129-130: Jan Karel Lenstra and Henk Tijms
In Memoriam Jaap Wessels (1939–2009) pp. 131-132: Ivo Adan, Onno Boxma and Jan Van Der Wal
Semiparametric regression models and sensitivity analysis of longitudinal data with non‐random dropouts pp. 133-156: David Todem, KyungMann Kim, Jason Fine and Limin Peng
The effect of estimation method and sample size in multilevel structural equation modeling pp. 157-170: Joop J. Hox, Cora J. M. Maas and Matthieu J. S. Brinkhuis
Some asymptotic results of a non‐parametric conditional mode estimator for functional time‐series data pp. 171-201: M'hamed Ezzahrioui and Elias Ould Saïd
A covariate‐adjusted adaptive design for two‐stage clinical trials with survival data pp. 202-226: Uttam Bandyopadhyay, Atanu Biswas and Rahul Bhattacharya
Statistical inference on seemingly unrelated varying coefficient partially linear models pp. 227-253: Jinhong You and Xian Zhou

Modeling and prediction of surgical procedure times pp. 1-18: Pieter S. Stepaniak, Christiaan Heij and Guus De Vries
A third‐order point process characteristic for multi‐type point processes pp. 19-44: Carlos Comas, Jorge Mateu and Aila Särkkä
Estimation of a k‐monotone density: characterizations, consistency and minimax lower bounds pp. 45-70: Fadoua Balabdaoui and Jon A. Wellner
The introduction of the 5‐year impact factor: does it benefit statistics journals? pp. 71-76: Erjen van Nierop
Multi‐sample simple step‐stress experiment under time constraints pp. 77-96: M. Kateri, U. Kamps and N. Balakrishnan
A general asymptotic theory for time‐series models pp. 97-111: Shiqing Ling and Michael McAleer
A new bivariate generalized Poisson distribution pp. 112-124: Felix Famoye
On the number of categories in an ordered regression model pp. 125-128: Philip Hans Franses and Jan Cramer

Regression analysis on serial dilution data from virus validation robustness studies pp. 245-257: Nan Van Geloven, Eric A. Cator, Hendrik P. Lopuhaä and Mart P. Janssen
A composite indicator dimension reduction procedure with application to university student satisfaction pp. 258-268: Marco Marozzi
General framework for the rotation of units in repeated survey sampling pp. 269-293: Desislava Nedyalkova, Lionel Qualité and Yves Tillé
Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity pp. 294-323: Christian Hafner and Helmut Herwartz
Towards a better understanding of correlation pp. 324-333: J. C. W. Rayner and Eric Beh
Expert opinion versus expertise in forecasting pp. 334-346: Philip Hans Franses, Michael McAleer and Rianne Legerstee
Change point detection in scale family distributions pp. 347-352: Reza Habibi
Response adaptive procedures with dual optimality pp. 353-367: Uttam Bandyopadhyay and Rahul Bhattacharya
Testing non‐nested demand relations: linear expenditure system versus indirect addilog* pp. 368-384: Paul de Boer and Richard Paap

Why is GDP typically revised upwards? pp. 125-130: Philip Hans Franses
Reaction to Philip Hans Franses’ Note ‘Why is GDP typically revised upwards?’ pp. 131-132: Peter Van De Ven
Reaction to Philip Hans Franses’ Note ‘Why is GDP typically revised upwards?’ pp. 133-134: Henk Kranendonk and Johan Verbruggen
Optimal designs for Cox regression pp. 135-148: J. López‐Fidalgo, M. J. Rivas‐López and R. Del Campo
Class‐specific tests of spatial segregation based on nearest neighbor contingency tables pp. 149-182: Elvan Ceyhan
Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters pp. 183-212: Eugen Ursu and Pierre Duchesne
Estimating structural equation models with non‐normal variables by using transformations pp. 213-226: Kees van Montfort, Ab Mooijaart and Frits Meijerink
New Model‐assisted Estimators for the Distribution Function Using the Pseudo Empirical Likelihood Method pp. 227-244: M. Rueda and J.F. Muñoz

Statistics, ethics and probiotica pp. 1-12: Richard D. Gill
Robust normal reference bandwidth for kernel density estimation pp. 13-23: Jin Zhang and Xueren Wang
The beta‐binomial convolution model for 2×2 tables with missing cell counts pp. 24-42: Rob Eisinga
Second‐order analysis of inhomogeneous spatio‐temporal point process data pp. 43-51: Edith Gabriel and Peter J. Diggle
Why do statistics journals have low impact factors? pp. 52-62: Erjen Van Nierop
Normal control charts with nonparametric safeguard pp. 63-81: Willem Albers and Wilbert C. M. Kallenberg
Agreement between an isolated rater and a group of raters pp. 82-100: S. Vanbelle and A. Albert
Sampling inspection by variables: nonparametric setting pp. 101-123: Ansgar Steland and Henryk Zähle