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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

Volume 107, issue 4, 2023

A new price index for multi-period and multilateral comparisons pp. 621-640

Mario Faliva, Consuelo Rubina Nava and Maria Zoia

Testing for the presence of treatment effect under selection on observables pp. 641-669

Pier Luigi Conti and Livia Giovanni

Multiple imputation of ordinal missing not at random data pp. 671-692

Angelina Hammon

Control charts for measurement error models pp. 693-712

Vasyl Golosnoy, Benno Hildebrandt, Steffen Köhler, Wolfgang Schmid and Miriam Isabel Seifert

Estimating the Impact of Medical Care Usage on Work Absenteeism by a Trivariate Probit Model with Two Binary Endogenous Explanatory Variables pp. 713-731

Panagiota Filippou, Giampiero Marra, Rosalba Radice and David Zimmer

Hedonic pricing modelling with unstructured predictors: an application to Italian Fashion Industry pp. 733-753

Federico Crescenzi

Bayesian ridge regression for survival data based on a vine copula-based prior pp. 755-784

Hirofumi Michimae and Takeshi Emura

Addressing non-normality in multivariate analysis using the t-distribution pp. 785-813

Felipe Osorio, Manuel Galea, Claudio Henríquez and Reinaldo Arellano-Valle

Correction to: Local spatial log-Gaussian Cox processes for seismic data pp. 815-819

Nicoletta D’Angelo, Marianna Siino, Antonino D’Alessandro and Giada Adelfio

Volume 107, issue 3, 2023

Editorial pp. 393-396

Harry Haupt, Thomas Kneib and Yarema Okhrin

Distributional properties of continuous time processes: from CIR to bates pp. 397-419

Ostap Okhrin, Michael Rockinger and Manuel Schmid

Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series pp. 421-441

Han Lin Shang

Tests of stochastic dominance with repeated measurements data pp. 443-467

Angel G. Angelov and Magnus Ekström

Group sparse recovery via group square-root elastic net and the iterative multivariate thresholding-based algorithm pp. 469-507

Wanling Xie and Hu Yang

On dealing with the unknown population minimum in parametric inference pp. 509-535

Matheus Henrique Junqueira Saldanha and Adriano Kamimura Suzuki

Hierarchical disjoint principal component analysis pp. 537-574

Carlo Cavicchia, Maurizio Vichi and Giorgia Zaccaria

Hierarchical clustering and matrix completion for the reconstruction of world input–output tables pp. 575-620

Rodolfo Metulini, Giorgio Gnecco, Francesco Biancalani and Massimo Riccaboni

Volume 107, issue 1, 2023

Editorial special issue: Statistics in sports pp. 1-7

Andreas Groll and Dominik Liebl

A copula-based multivariate hidden Markov model for modelling momentum in football pp. 9-27

Marius Ötting, Roland Langrock and Antonello Maruotti

Action rate models for predicting actions in soccer pp. 29-49

Uwe Dick and Ulf Brefeld

Contextual movement models based on normalizing flows pp. 51-72

Samuel G. Fadel, Sebastian Mair, Ricardo da Silva Torres and Ulf Brefeld

Decompositions by sources and by subpopulations of the Pietra index: two applications to professional football teams in Italy pp. 73-100

Francesco Porro and Mariangela Zenga

Prediction of sports injuries in football: a recurrent time-to-event approach using regularized Cox models pp. 101-126

Lore Zumeta-Olaskoaga, Maximilian Weigert, Jon Larruskain, Eder Bikandi, Igor Setuain, Josean Lekue, Helmut Küchenhoff and Dae-Jin Lee

Introducing LASSO-type penalisation to generalised joint regression modelling for count data pp. 127-151

Hendrik van der Wurp and Andreas Groll

The role of passing network indicators in modeling football outcomes: an application using Bayesian hierarchical models pp. 153-175

Riccardo Ievoli, Aldo Gardini and Lucio Palazzo

Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players pp. 177-204

Christoph Hanck and Martin C. Arnold

Estimating the change in soccer’s home advantage during the Covid-19 pandemic using bivariate Poisson regression pp. 205-232

Luke S. Benz and Michael J. Lopez

Estimation of final standings in football competitions with a premature ending: the case of COVID-19 pp. 233-250

P. Gorgi, Siem Jan Koopman and R. Lit

The Probabilistic Final Standing Calculator: a fair stochastic tool to handle abruptly stopped football seasons pp. 251-269

Hans Eetvelde, Lars Magnus Hvattum and Christophe Ley

Integration of model-based recursive partitioning with bias reduction estimation: a case study assessing the impact of Oliver’s four factors on the probability of winning a basketball game pp. 271-293

Manlio Migliorati, Marica Manisera and Paola Zuccolotto

Having a ball: evaluating scoring streaks and game excitement using in-match trend estimation pp. 295-311

Claus Thorn Ekstrøm and Andreas Kryger Jensen

Continuous-time state-space modelling of the hot hand in basketball pp. 313-326

Sina Mews and Marius Ötting

Quarterback evaluation in the national football league using tracking data pp. 327-342

Matthew Reyers and Tim B. Swartz

Component-based structural equation modeling for the assessment of psycho-social aspects and performance of athletes pp. 343-367

Rosa Fabbricatore, Maria Iannario, Rosaria Romano and Domenico Vistocco

Simultaneous inference for functional data in sports biomechanics pp. 369-392

Todd Colin Pataky, Konrad Abramowicz, Dominik Liebl, Alessia Pini, Sara Sjöstedt Luna and Lina Schelin