AStA Advances in Statistical Analysis
2005 - 2025
Current editor(s): Göran Kauermann and Yarema Okhrin From: Springer German Statistical Society Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing (). Access Statistics for this journal.
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Volume 109, issue 2, 2025
- Hidden-Markov models for ordinal time series pp. 217-239

- Christian H. Weiß and Osama Swidan
- Goodness-of-fit testing in bivariate count time series based on a bivariate dispersion index pp. 241-279

- Huiqiao Wang, Christian H. Weiß and Mingming Zhang
- On random coefficient INAR processes with long memory pp. 281-311

- Jan Beran and Frieder Droullier
- Wasserstein barycenter regression: application to the joint dynamics of regional GDP and life expectancy in Italy pp. 313-336

- Susanna Levantesi, Andrea Nigri, Paolo Pagnottoni and Alessandro Spelta
- Robust corrected empirical likelihood for partially linear measurement error models pp. 337-361

- Huihui Sun, Qiang Liu and Yuying Jiang
- Beyond catastrophic payments: modeling household health expenditure shares with endogenous selection pp. 363-386

- Antonello Maruotti, Pierfrancesco Alaimo Di Loro and Cathleen Johnson
- On the equivalence of two mixture models for rating data pp. 387-411

- Matteo Ventura, Ambra Macis, Marica Manisera and Paola Zuccolotto
Volume 109, issue 1, 2025
- Nowcasting GDP using machine learning methods pp. 1-24

- Dennis Kant, Andreas Pick and Jasper de Winter
- Ridge regularization for spatial autoregressive models with multicollinearity issues pp. 25-52

- Cristina O. Chavez-Chong, Cécile Hardouin and Ana-Karina Fermin
- Change point detection in high dimensional covariance matrix using Pillai’s statistics pp. 53-84

- Seonghun Cho, Minsup Shin, Young Hyun Cho and Johan Lim
- Bayesian joint relatively quantile regression of latent ordinal multivariate linear models with application to multirater agreement analysis pp. 85-116

- YuZhu Tian, ChunHo Wu, ManLai Tang and MaoZai Tian
- Markov switching stereotype logit models for longitudinal ordinal data affected by unobserved heterogeneity in responding behavior pp. 117-147

- Roberto Colombi and Sabrina Giordano
- A Finite-sample bias correction method for general linear model in the presence of differential measurement errors pp. 149-195

- Ali Al-Sharadqah, Karine Bagdasaryan and Ola Nusierat
- Classes of probability measures built on the properties of Benford’s law pp. 197-216

- Roy Cerqueti and Mario Maggi
Volume 108, issue 4, 2024
- Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training pp. 705-731

- Jan Beran, Jeremy Näscher, Fabian Pietsch and Stephan Walterspacher
- A note on sufficient dimension reduction with post dimension reduction statistical inference pp. 733-753

- Kyongwon Kim
- Mixtures of generalized normal distributions and EGARCH models to analyse returns and volatility of ESG and traditional investments pp. 755-775

- Pierdomenico Duttilo, Stefano Antonio Gattone and Barbara Iannone
- Robust Bayesian small area estimation using the sub-Gaussian $$\alpha$$ α -stable distribution for measurement error in covariates pp. 777-799

- Serena Arima and Shaho Zarei
- Measures of interrater agreement for quantitative data pp. 801-821

- Daniela Marella and Giuseppe Bove
- A spatio-temporal model for binary data and its application in analyzing the direction of COVID-19 spread pp. 823-851

- Anagh Chattopadhyay and Soudeep Deb
- Weighted likelihood methods for robust fitting of wrapped models for p-torus data pp. 853-888

- Claudio Agostinelli, Luca Greco and Giovanni Saraceno
- Artwork pricing model integrating the popularity and ability of artists pp. 889-913

- Jinsu Park, Yoonjin Lee, Daewon Yang, Jongho Park and Hohyun Jung
- Publisher Correction: Deducing neighborhoods of classes from a fitted model pp. 915-915

- Alexander Gerharz, Andreas Groll and Gunther Schauberger
Volume 108, issue 3, 2024
- GPS data on tourists: a spatial analysis on road networks pp. 477-499

- Nicoletta D’Angelo, Antonino Abbruzzo, Mauro Ferrante, Giada Adelfio and Marcello Chiodi
- Conditional sum of squares estimation of k-factor GARMA models pp. 501-543

- Paul Beaumont and Aaron D. Smallwood
- Calibrated imputation for multivariate categorical data pp. 545-576

- Ton Waal and Jacco Daalmans
- Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions pp. 577-609

- Christian Aßmann, Jens Boysen-Hogrefe and Markus Pape
- Zero-modified count time series modeling with an application to influenza cases pp. 611-637

- Marinho G. Andrade, Katiane S. Conceição and Nalini Ravishanker
- Bayesian generalized additive model selection including a fast variational option pp. 639-668

- Virginia X. He and Matt P. Wand
- Testing distributional assumptions in CUB models for the analysis of rating data pp. 669-701

- Francesca Iorio, Riccardo (Jack) Lucchetti and Rosaria Simone
- Correction: Bayesian ridge regression for survival data based on a vine copula-based prior pp. 703-703

- Hirofumi Michimae and Takeshi Emura
Volume 108, issue 2, 2024
- Editorial special issue: Bridging the gap between AI and Statistics pp. 225-229

- Benjamin Säfken and David Rügamer
- Statistical guarantees for sparse deep learning pp. 231-258

- Johannes Lederer
- Conditional feature importance for mixed data pp. 259-278

- Kristin Blesch, David S. Watson and Marvin N. Wright
- Variational inference: uncertainty quantification in additive models pp. 279-331

- Jens Lichter, Paul F V Wiemann and Thomas Kneib
- A Bayesian approach to modeling topic-metadata relationships pp. 333-349

- Patrick Schulze, Simon Wiegrebe, Paul W. Thurner, Christian Heumann and Matthias Aßenmacher
- Mixture of experts distributional regression: implementation using robust estimation with adaptive first-order methods pp. 351-373

- David Rügamer, Florian Pfisterer, Bernd Bischl and Bettina Grün
- Bernstein flows for flexible posteriors in variational Bayes pp. 375-394

- Oliver Dürr, Stefan Hörtling, Danil Dold, Ivonne Kovylov and Beate Sick
- Deducing neighborhoods of classes from a fitted model pp. 395-425

- Alexander Gerharz, Andreas Groll and Gunther Schauberger
- Debiasing SHAP scores in random forests pp. 427-440

- Markus Loecher
- Using sequential statistical tests for efficient hyperparameter tuning pp. 441-460

- Philip Buczak, Andreas Groll, Markus Pauly, Jakob Rehof and Daniel Horn
- Markov-switching decision trees pp. 461-476

- Timo Adam, Marius Ötting and Rouven Michels
Volume 108, issue 1, 2024
- A dynamic causal modeling of the second outbreak of COVID-19 in Italy pp. 1-30

- Massimo Bilancia, Domenico Vitale, Fabio Manca, Paola Perchinunno and Luigi Santacroce
- Left-truncated health insurance claims data: theoretical review and empirical application pp. 31-68

- Rafael Weißbach, Achim Dörre, Dominik Wied, Gabriele Doblhammer and Anne Fink
- Lasso-based variable selection methods in text regression: the case of short texts pp. 69-99

- Marzia Freo and Alessandra Luati
- Clustering of extreme values: estimation and application pp. 101-125

- Marta Ferreira
- Robust estimation of fixed effect parameters and variances of linear mixed models: the minimum density power divergence approach pp. 127-157

- Giovanni Saraceno, Abhik Ghosh, Ayanendranath Basu and Claudio Agostinelli
- A spatial semiparametric M-quantile regression for hedonic price modelling pp. 159-183

- Francesco Schirripa Spagnolo, Riccardo Borgoni, Antonella Carcagnì, Alessandra Michelangeli and Nicola Salvati
- Correlation-type goodness-of-fit tests based on independence characterizations pp. 185-207

- Katarina Halaj, Bojana Milošević, Marko Obradović and M. Dolores Jiménez-Gamero
- A family of consistent normally distributed tests for Poissonity pp. 209-223

- Antonio Di Noia, Marzia Marcheselli, Caterina Pisani and Luca Pratelli
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