AStA Advances in Statistical Analysis

2005 - 2026

Current editor(s): Göran Kauermann and Yarema Okhrin

From:
Springer
German Statistical Society
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Volume 110, issue 3, 2026

An iterative plug-in algorithm for realized kernels pp. 459-488

Yuanhua Feng and Chen Zhou

General multiple tests for functional data pp. 489-518

Merle Munko, Marc Ditzhaus, Markus Pauly, Jin-Ting Zhang and Łukasz Smaga

Enhancing accuracy in surveys obtained by respondent-driven sampling with bias adjustment techniques pp. 519-549

Ismael Sánchez-Borrego, Jorge L. Rueda-Sánchez and María del Mar Rueda

Small area estimation of poverty indicators under bivariate Fay–Herriot model with correlated time effects pp. 551-583

Esteban Cabello, María Dolores Esteban, Domingo Morales and Agustín Pérez

A dyadic multivariate mixture model for ordinal responses: application to coach–athlete interactions pp. 585-611

Maria Iannario and Dimitris Karlis

Confidence intervals for the overlap coefficient under multimodal distributions: with an application to breast cancer diagnosis pp. 613-637

A. Alcaraz-Peñalba, A.M. Franco-Pereira and M. C. Pardo

Bayesian estimation approach for linear regression models with linear inequality restrictions pp. 639-667

Solmaz Seifollahi, Kaniav Kamary and Hossein Bevrani

Sparse group matrix regression model and its application in stock movements prediction pp. 669-703

Bingzhen Chen and Wenjuan Zhai

Volume 110, issue 2, 2026

Bayesian dynamic panel-ordered probit model with individual heterogeneity pp. 219-234

Lei Shi and Yixin Zhang

Bayesian analysis of censored measurement error models using finite mixture of heavy-tailed distributions pp. 235-264

Jie Jiang, Lichun Wang and Liqun Wang

Machine learning approach for analyzing mixed case interval censored data with a cured subgroup pp. 265-288

Wisdom Aselisewine and Suvra Pal

Generalized information criteria for high-dimensional sparse statistical jump models pp. 289-317

Federico P. Cortese, Petter N. Kolm and Erik Lindström

A two-stage approach for modeling non-sparse main effects with sparse interaction terms pp. 319-346

Shun Yu, Yujie Gai and Yuehan Yang

Testing modified zeros for marginal Poisson regression models pp. 347-369

Tingjie Zhao, Hua He, John Lefante and Wan Tang

A new estimator for the constrained regime-switching model pp. 371-406

Andrea Beccarini

Evaluation of available techniques and their combinations to address selection bias in nonprobability surveys pp. 407-457

Jorge Luis Rueda-Sánchez, Ramón Ferri-García, María del Mar Rueda and Beatriz Cobo

Volume 110, issue 1, 2026

Margin-closed regime-switching multivariate time series models pp. 1-40

Lin Zhang, Harry Joe and Natalia Nolde

Sequential estimation of multivariate factor stochastic volatility models pp. 41-63

Christian Mücher, Giorgio Calzolari and Roxana Halbleib

A self-exciting spatio-temporal model with a smooth space-time-varying productivity parameter pp. 65-89

Álvaro Briz-Redón and Jorge Mateu

An unbiased theoretical estimator for the case fatality rate pp. 91-115

Agustín Alvarez, Marina Fragalá and Marina Valdora

Clustering for ranking multivariate data by Linear Ordered Partitions pp. 117-148

Mariaelena Bottazzi Schenone and Maurizio Vichi

Gradient boosting for Dirichlet regression models pp. 149-189

Michael Balzer, Elisabeth Bergherr, Swen Hutter and Tobias Hepp

A two-part beta regression with mismeasured dependent variable for modeling quasi-formal employment in Europe pp. 191-218

Maria Felice Arezzo, Giuseppina Guagnano and Domenico Vitale

Volume 109, issue 4, 2025

Advances in spatial econometrics and geostatistics: methods, theory, and applications pp. 633-636

Philipp Otto and Janine Illian

Spillovers effects and temporal dynamics on the impact of renewables on labour force: a world perspective pp. 637-665

Anna Gloria Billé and Marco Rogna

Exploring the spatial clustering and spillover effects of COVID-19 vaccination uptake in Romania: an analysis at municipality level pp. 667-688

Codruta Mare, Stefana Belbe and Norbert Petrovici

Integrated modified harmonic mean method for spatial panel data models pp. 689-719

Osman Doğan, Ye Yang and Süleyman Taşpınar

Fuzzy group fixed-effects estimation with spatial clustering pp. 721-752

Roy Cerqueti, Pierpaolo D’Urso and Raffaele Mattera

Anisotropic local covariance matrices for spatial blind source separation pp. 753-770

Christoph Muehlmann, Claudia Cappello, Sandra De Iaco and Klaus Nordhausen

Fuzzy C-modes clustering with spatial regularization and noise cluster pp. 771-809

Pierpaolo D’Urso, Livia De Giovanni, Lorenzo Federico and Vincenzina Vitale

A note on dynamic spatiotemporal ARCH models: small- and large-sample results pp. 811-828

Philipp Otto, Osman Doğan and Süleyman Taşpınar

Correction: Fuzzy group fixed-effects estimation with spatial clustering pp. 829-829

Roy Cerqueti, Pierpaolo D’Urso and Raffaele Mattera

Volume 109, issue 3, 2025

Editorial pp. 413-415

Harry Haupt and Yarema Okhrin

Forecasting time series by long-memory models for count data with an application to price jumps pp. 417-441

Luisa Bisaglia, Massimiliano Caporin and Matteo Grigoletto

A novel bootstrap goodness-of-fit test for normal linear regression models pp. 443-461

Scott H. Koeneman and Joseph E. Cavanaugh

High-dimensional confounding adjustment in causal inference pp. 463-481

Sanghun Cha, Joon Jin Song and Kyeong Eun Lee

Testing for causal effect for binary data when propensity scores are estimated through Bayesian Networks pp. 483-508

Paola Vicard, Paola Maria Vittoria Rancoita, Federica Cugnata, Alberto Briganti, Fulvia Mecatti, Clelia Di Serio and Pier Luigi Conti

Using penalized-distance likelihood functions to analyze high-dimensional sparse/non-sparse data pp. 509-528

S. K. Ghoreishi, Jingjing Wu, Qingrun Zhang and Ghazal S. Ghoreishi

Basketball players performance measurement with algorithmic survival data analysis pp. 529-555

Ambra Macis

Bias-corrected estimation for $$\mathcal{G}^0_I$$ G I 0 regression with applications pp. 557-589

M. F. S. S. Sousa, J. M. Vasconcelos and A. D. C. Nascimento

Functional data analysis for wearable sensor data: a systematic review pp. 591-631

Nihan Acar-Denizli and Pedro Delicado

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