AStA Advances in Statistical Analysis

2005 - 2025

Current editor(s): Göran Kauermann and Yarema Okhrin

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Springer
German Statistical Society
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Volume 104, issue 4, 2020

Model selection in linear mixed-effect models pp. 529-575

Simona Buscemi and Antonella Plaia

Bayesian sensitivity analysis to unmeasured confounding for misclassified data pp. 577-596

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

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

Alba M. Franco-Pereira, Christos T. Nakas and M. Carmen Pardo

Bayesian analysis of multivariate ordered probit model with individual heterogeneity pp. 649-665

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

Manabu Kuroki and Hisayoshi Nanmo

Improved testing inferences for beta regressions with parametric mean link function pp. 687-717

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

Boris Aleksandrov and Christian H. Weiß

Whittle-type estimation under long memory and nonstationarity pp. 363-383

Ying Lun Cheung and Uwe Hassler

Self-excited hysteretic negative binomial autoregression pp. 385-415

Mengya Liu, Qi Li and Fukang Zhu

On variance estimation under shifts in the mean pp. 417-457

Ieva Axt and Roland Fried

Mallows’ models for imperfect ranking in ranked set sampling pp. 459-484

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

Ehsan Zamanzade, M. Mahdizadeh and Hani M. Samawi

A non-homogeneous Poisson process geostatistical model with spatial deformation pp. 503-527

Fidel Ernesto Castro Morales and Lorena Vicini

Volume 104, issue 2, 2020

Vine copula regression for observational studies pp. 141-167

Roger Cooke, Harry Joe and Bo Chang

A transition model for analyzing multivariate longitudinal data using Gaussian copula approach pp. 169-223

Taban Baghfalaki and Mojtaba Ganjali

Directional bivariate quantiles: a robust approach based on the cumulative distribution function pp. 225-260

Nadja Klein and Thomas Kneib

A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes pp. 261-283

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

Célestin C. Kokonendji, Aboubacar Y. Touré and Amadou Sawadogo

Nonparametric Archimedean generator estimation with implications for multiple testing pp. 309-323

André Neumann and Thorsten Dickhaus

Volume 104, issue 1, 2020

Editorial pp. 1-3

Göran Kauermann, Thomas Kneib and Yarema Okhrin

Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions pp. 5-32

Daniel Grabowski, Anna Staszewska-Bystrova and Peter Winker

Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon pp. 33-58

Rahma Abid, Célestin C. Kokonendji and Afif Masmoudi

A risk perspective of estimating portfolio weights of the global minimum-variance portfolio pp. 59-80

Thomas Holgersson, Peter Karlsson and Andreas Stephan

A simple approach to construct confidence bands for a regression function with incomplete data pp. 81-99

Ali Al-Sharadqah and Majid Mojirsheibani

KOALA: a new paradigm for election coverage pp. 101-115

Alexander Bauer, Andreas Bender, André Klima and Helmut Küchenhoff

A note on repeated measures analysis for functional data pp. 117-139

Łukasz Smaga

Volume 103, issue 4, 2019

A joint quantile regression model for multiple longitudinal outcomes pp. 453-473

Hemant Kulkarni, Jayabrata Biswas and Kiranmoy Das

Estimation and variable selection for partial functional linear regression pp. 475-501

Qingguo Tang and Peng Jin

A new approach to truncated regression for count data pp. 503-526

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

Emanuela Raffinetti and Fabio Aimar

Neyman-type sample allocation for domains-efficient estimation in multistage sampling pp. 563-592

M. G. M. Khan and Jacek Wesołowski

A unified approach to testing mean vectors with large dimensions pp. 593-618

M. Rauf Ahmad

Volume 103, issue 3, 2019

Surveillance of non-stationary processes pp. 305-331

Taras Lazariv and Wolfgang Schmid

Approximate large-scale Bayesian spatial modeling with application to quantitative magnetic resonance imaging pp. 333-355

Selma Metzner, Gerd Wübbeler and Clemens Elster

Inferential procedures based on the integrated empirical characteristic function pp. 357-386

Sangyeol Lee, Simos G. Meintanis and Minyoung Jo

A model specification test for the variance function in nonparametric regression pp. 387-410

Juan Carlos Pardo-Fernández and M. Dolores Jiménez-Gamero

A comparison of testing methods in scalar-on-function regression pp. 411-436

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

Wolfgang Kössler and Janine Ott

Volume 103, issue 2, 2019

Influence measures in beta regression models through distance between distributions pp. 163-185

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

Chor-yiu (CY) Sin and Shu-Hui Yu

Maximum likelihood estimation for survey data with informative interval censoring pp. 217-236

Angel G. Angelov and Magnus Ekström

Change-in-mean tests in long-memory time series: a review of recent developments pp. 237-256

Kai Wenger, Christian Leschinski and Philipp Sibbertsen

Comparison of joint control schemes for multivariate normal i.i.d. output pp. 257-287

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

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

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

Alexander Begun and Anatoli Yashin

Expectation–maximization algorithm for system-based lifetime data with unknown system structure pp. 69-98

Yandan Yang, Hon Keung Tony Ng and Narayanaswamy Balakrishnan

A longitudinal model for shapes through triangulation pp. 99-121

Meisam Moghimbeygi and Mousa Golalizadeh

Multivariate partially linear regression in the presence of measurement error pp. 123-135

Seçil Yalaz

SIMEX estimation for single-index model with covariate measurement error pp. 137-161

Yiping Yang, Tiejun Tong and Gaorong Li