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AStA Advances in Statistical Analysis

2005 - 2021

Current editor(s): Göran Kauermann and Yarema Okhrin

From:
Springer
German Statistical Society
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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

Volume 103, issue 4, 2019

A joint quantile regression model for multiple longitudinal outcomes pp. 453-473 Downloads
Hemant Kulkarni, Jayabrata Biswas and Kiranmoy Das
Estimation and variable selection for partial functional linear regression pp. 475-501 Downloads
Qingguo Tang and Peng Jin
A new approach to truncated regression for count data pp. 503-526 Downloads
Ana María Martínez-Rodríguez, Antonio Conde-Sánchez and María José Olmo-Jiménez
MDCgo takes up the association/correlation challenge for grouped ordinal data pp. 527-561 Downloads
Emanuela Raffinetti and Fabio Aimar
Neyman-type sample allocation for domains-efficient estimation in multistage sampling pp. 563-592 Downloads
M. G. M. Khan and Jacek Wesołowski
A unified approach to testing mean vectors with large dimensions pp. 593-618 Downloads
M. Rauf Ahmad

Volume 103, issue 3, 2019

Surveillance of non-stationary processes pp. 305-331 Downloads
Taras Lazariv and Wolfgang Schmid
Approximate large-scale Bayesian spatial modeling with application to quantitative magnetic resonance imaging pp. 333-355 Downloads
Selma Metzner, Gerd Wübbeler and Clemens Elster
Inferential procedures based on the integrated empirical characteristic function pp. 357-386 Downloads
Sangyeol Lee, Simos G. Meintanis and Minyoung Jo
A model specification test for the variance function in nonparametric regression pp. 387-410 Downloads
Juan Carlos Pardo-Fernández and M. Dolores Jiménez-Gamero
A comparison of testing methods in scalar-on-function regression pp. 411-436 Downloads
Merve Yasemin Tekbudak, Marcela Alfaro-Córdoba, Arnab Maity and Ana-Maria Staicu
Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution pp. 437-452 Downloads
Wolfgang Kössler and Janine Ott

Volume 103, issue 2, 2019

Influence measures in beta regression models through distance between distributions pp. 163-185 Downloads
J. M. Muñoz-Pichardo, J. L. Moreno-Rebollo, R. Pino-Mejías and M. D. Cubiles Vega
Order selection for possibly infinite-order non-stationary time series pp. 187-216 Downloads
Chor-yiu (CY) Sin and Shu-Hui Yu
Maximum likelihood estimation for survey data with informative interval censoring pp. 217-236 Downloads
Angel G. Angelov and Magnus Ekström
Change-in-mean tests in long-memory time series: a review of recent developments pp. 237-256 Downloads
Kai Wenger, Christian Leschinski and Philipp Sibbertsen
Comparison of joint control schemes for multivariate normal i.i.d. output pp. 257-287 Downloads
Manuel Cabral Morais, Wolfgang Schmid, Patrícia Ferreira Ramos, Taras Lazariv and António Pacheco
Correction to: Comparison of joint control schemes for multivariate normal i.i.d. output pp. 289-303 Downloads
Manuel Cabral Morais, Wolfgang Schmid, Patrícia Ferreira Ramos, Taras Lazariv, António Pacheco and Ivan Semeniuk

Volume 103, issue 1, 2019

Estimation of the finite population distribution function using a global penalized calibration method pp. 1-35 Downloads
J. A. Mayor-Gallego, J. L. Moreno-Rebollo and M. D. Jiménez-Gamero
Study of the bivariate survival data using frailty models based on Lévy processes pp. 37-67 Downloads
Alexander Begun and Anatoli Yashin
Expectation–maximization algorithm for system-based lifetime data with unknown system structure pp. 69-98 Downloads
Yandan Yang, Hon Keung Tony Ng and Narayanaswamy Balakrishnan
A longitudinal model for shapes through triangulation pp. 99-121 Downloads
Meisam Moghimbeygi and Mousa Golalizadeh
Multivariate partially linear regression in the presence of measurement error pp. 123-135 Downloads
Seçil Yalaz
SIMEX estimation for single-index model with covariate measurement error pp. 137-161 Downloads
Yiping Yang, Tiejun Tong and Gaorong Li
Page updated 2021-05-12