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AStA Advances in Statistical Analysis

2005 - 2022

Current editor(s): Göran Kauermann and Yarema Okhrin

From:
Springer
German Statistical Society
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Volume 106, issue 1, 2022

Local influence analysis for GMM estimation pp. 1-23 Downloads
Jun Lu, Wen Gan and Lei Shi
Robust fitting of mixtures of GLMs by weighted likelihood pp. 25-48 Downloads
Luca Greco
A harmonically weighted filter for cyclical long memory processes pp. 49-78 Downloads
Federico Maddanu
Variable selection and collinearity processing for multivariate data via row-elastic-net regularization pp. 79-96 Downloads
Bingzhen Chen, Wenjuan Zhai and Lingchen Kong
A smooth dynamic network model for patent collaboration data pp. 97-116 Downloads
Verena Bauer, Dietmar Harhoff and Göran Kauermann
Measuring spatial price differentials at the basic heading level: a comparison of stochastic index number methods pp. 117-143 Downloads
Sebastian Weinand
Modeling random and non-random decision uncertainty in ratings data: a fuzzy beta model pp. 145-173 Downloads
Antonio Calcagnì and Luigi Lombardi

Volume 105, issue 4, 2021

Random coefficients integer-valued threshold autoregressive processes driven by logistic regression pp. 533-557 Downloads
Kai Yang, Han Li, Dehui Wang and Chenhui Zhang
A new mixed first-order integer-valued autoregressive process with Poisson innovations pp. 559-580 Downloads
Daniel L. R. Orozco, Lucas O. F. Sales, Luz M. Z. Fernández and André L. S. Pinho
Optimal classification scores based on multivariate marker transformations pp. 581-599 Downloads
Pablo Martínez-Camblor, Sonia Pérez-Fernández and Susana Díaz-Coto
Positive-definite modification of a covariance matrix by minimizing the matrix $$\ell_{\infty}$$ ℓ ∞ norm with applications to portfolio optimization pp. 601-627 Downloads
Seonghun Cho, Shota Katayama, Johan Lim and Young-Geun Choi
Is EM really necessary here? Examples where it seems simpler not to use EM pp. 629-647 Downloads
Iain L. MacDonald
Simultaneous monitoring of origin and scale in left-bounded processes via depth pp. 649-673 Downloads
Ignacio Cascos
RR-classifier: a nonparametric classification procedure in multidimensional space based on relative ranks pp. 675-693 Downloads
Ondrej Vencalek and Olusola Samuel Makinde

Volume 105, issue 3, 2021

The exact equivalence of distance and kernel methods in hypothesis testing pp. 385-403 Downloads
Cencheng Shen and Joshua T. Vogelstein
Confidence regions and other tools for an extension of correspondence analysis based on cumulative frequencies pp. 405-429 Downloads
Antonello D’Ambra, Pietro Amenta and Eric J. Beh
OLS Estimation of Markov switching VAR models: asymptotics and application to energy use pp. 431-449 Downloads
Maddalena Cavicchioli
Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions pp. 451-467 Downloads
Akram Hoseinzadeh, Mohsen Maleki and Zahra Khodadadi
Cyber risk ordering with rank-based statistical models pp. 469-484 Downloads
Paolo Giudici and Emanuela Raffinetti
Optimal designs for homoscedastic functional polynomial measurement error models pp. 485-501 Downloads
Min-Jue Zhang and Rong-Xian Yue
Bayesian random projection-based signal detection for Gaussian scale space random fields pp. 503-532 Downloads
Yasser Al Zaim and Mohammad Reza Faridrohani

Volume 105, issue 2, 2021

Marginalized random-effects models for clustered binomial data through innovative link functions pp. 197-228 Downloads
Iraj Kazemi and Fatemeh Hassanzadeh
Emergence of the wrapped Cauchy distribution in mixed directional data pp. 229-246 Downloads
Joseph D. Bailey and Edward A. Codling
A variable selection procedure for depth measures pp. 247-271 Downloads
Agustín Alvarez and Marcela Svarc
Uniformly implementable small sample integrated likelihood ratio test for one-way and two-way ANOVA under heteroscedasticity and normality pp. 273-305 Downloads
H. V. Kulkarni and S. M. Patil
Inducing a desired value of correlation between two point-scale variables: a two-step procedure using copulas pp. 307-334 Downloads
Alessandro Barbiero
Predicting the popularity of tweets using internal and external knowledge: an empirical Bayes type approach pp. 335-352 Downloads
Wai Hong Tan and Feng Chen
Structural equation modeling with time dependence: an application comparing Brazilian energy distributors pp. 353-383 Downloads
Vinícius Diniz Mayrink, Renato Valladares Panaro and Marcelo Azevedo Costa

Volume 105, issue 1, 2021

On Poisson-exponential-Tweedie models for ultra-overdispersed count data pp. 1-23 Downloads
Rahma Abid, Célestin C. Kokonendji and Afif Masmoudi
Empirical likelihood inference for rank regression with doubly truncated data pp. 25-73 Downloads
Xiaohui Yuan, Huixian Li and Tianqing Liu
Count outcome meta-analysis for comparing treatments by fusing mixed data sources: comparing interventions using across report information pp. 75-85 Downloads
Dankmar Böhning and Patarawan Sangnawakij
Unified approach for regression models with nonmonotone missing at random data pp. 87-101 Downloads
Yang Zhao and Meng Liu
Additive models for extremal quantile regression with Pareto-type distributions pp. 103-134 Downloads
Takuma Yoshida
Visualizing the decision rules behind the ROC curves: understanding the classification process pp. 135-161 Downloads
Sonia Pérez-Fernández, Pablo Martínez-Camblor, Peter Filzmoser and Norberto Corral
Goodness of fit test for general linear model with nonignorable missing on response variable pp. 163-196 Downloads
Fayyaz Bahari, Safar Parsi and Mojtaba Ganjali

Volume 104, issue 4, 2020

Model selection in linear mixed-effect models pp. 529-575 Downloads
Simona Buscemi and Antonella Plaia
Bayesian sensitivity analysis to unmeasured confounding for misclassified data pp. 577-596 Downloads
Qi Zhou, Yoo-Mi Chin, James D. Stamey and Joon Jin Song
Penalized empirical likelihood for partially linear errors-in-variables models pp. 597-623 Downloads
Xia Chen and Liyue Mao
Biomarker assessment in ROC curve analysis using the length of the curve as an index of diagnostic accuracy: the binormal model framework pp. 625-647 Downloads
Alba M. Franco-Pereira, Christos T. Nakas and M. Carmen Pardo
Bayesian analysis of multivariate ordered probit model with individual heterogeneity pp. 649-665 Downloads
Lei Shi
Variance formulas for estimated mean response and predicted response with external intervention based on the back-door criterion in linear structural equation models pp. 667-685 Downloads
Manabu Kuroki and Hisayoshi Nanmo
Improved testing inferences for beta regressions with parametric mean link function pp. 687-717 Downloads
Cristine Rauber, Francisco Cribari-Neto and Fábio M. Bayer

Volume 104, issue 3, 2020

Testing the dispersion structure of count time series using Pearson residuals pp. 325-361 Downloads
Boris Aleksandrov and Christian H. Weiß
Whittle-type estimation under long memory and nonstationarity pp. 363-383 Downloads
Ying Lun Cheung and Uwe Hassler
Self-excited hysteretic negative binomial autoregression pp. 385-415 Downloads
Mengya Liu, Qi Li and Fukang Zhu
On variance estimation under shifts in the mean pp. 417-457 Downloads
Ieva Axt and Roland Fried
Mallows’ models for imperfect ranking in ranked set sampling pp. 459-484 Downloads
Nikolay I. Nikolov and Eugenia Stoimenova
Efficient estimation of cumulative distribution function using moving extreme ranked set sampling with application to reliability pp. 485-502 Downloads
Ehsan Zamanzade, M. Mahdizadeh and Hani M. Samawi
A non-homogeneous Poisson process geostatistical model with spatial deformation pp. 503-527 Downloads
Fidel Ernesto Castro Morales and Lorena Vicini

Volume 104, issue 2, 2020

Vine copula regression for observational studies pp. 141-167 Downloads
Roger M. Cooke, Harry Joe and Bo Chang
A transition model for analyzing multivariate longitudinal data using Gaussian copula approach pp. 169-223 Downloads
Taban Baghfalaki and Mojtaba Ganjali
Directional bivariate quantiles: a robust approach based on the cumulative distribution function pp. 225-260 Downloads
Nadja Klein and Thomas Kneib
A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes pp. 261-283 Downloads
Jayabrata Biswas, Pulak Ghosh and Kiranmoy Das
Relative variation indexes for multivariate continuous distributions on $$[0,\infty )^k$$[0,∞)k and extensions pp. 285-307 Downloads
Célestin C. Kokonendji, Aboubacar Y. Touré and Amadou Sawadogo
Nonparametric Archimedean generator estimation with implications for multiple testing pp. 309-323 Downloads
André Neumann and Thorsten Dickhaus

Volume 104, issue 1, 2020

Editorial pp. 1-3 Downloads
Göran Kauermann, Thomas Kneib and Yarema Okhrin
Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions pp. 5-32 Downloads
Daniel Grabowski, Anna Staszewska-Bystrova and Peter Winker
Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon pp. 33-58 Downloads
Rahma Abid, Célestin C. Kokonendji and Afif Masmoudi
A risk perspective of estimating portfolio weights of the global minimum-variance portfolio pp. 59-80 Downloads
Thomas Holgersson, Peter Karlsson and Andreas Stephan
A simple approach to construct confidence bands for a regression function with incomplete data pp. 81-99 Downloads
Ali Al-Sharadqah and Majid Mojirsheibani
KOALA: a new paradigm for election coverage pp. 101-115 Downloads
Alexander Bauer, Andreas Bender, André Klima and Helmut Küchenhoff
A note on repeated measures analysis for functional data pp. 117-139 Downloads
Łukasz Smaga
Page updated 2022-05-16