AStA Advances in Statistical Analysis

2005 - 2025

Current editor(s): Göran Kauermann and Yarema Okhrin

From:
Springer
German Statistical Society
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Volume 105, issue 4, 2021

Random coefficients integer-valued threshold autoregressive processes driven by logistic regression pp. 533-557

Kai Yang, Han Li, Dehui Wang and Chenhui Zhang

A new mixed first-order integer-valued autoregressive process with Poisson innovations pp. 559-580

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

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

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

Iain L. MacDonald

Simultaneous monitoring of origin and scale in left-bounded processes via depth pp. 649-673

Ignacio Cascos

RR-classifier: a nonparametric classification procedure in multidimensional space based on relative ranks pp. 675-693

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

Cencheng Shen and Joshua T. Vogelstein

Confidence regions and other tools for an extension of correspondence analysis based on cumulative frequencies pp. 405-429

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

Maddalena Cavicchioli

Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions pp. 451-467

Akram Hoseinzadeh, Mohsen Maleki and Zahra Khodadadi

Cyber risk ordering with rank-based statistical models pp. 469-484

Paolo Giudici and Emanuela Raffinetti

Optimal designs for homoscedastic functional polynomial measurement error models pp. 485-501

Min-Jue Zhang and Rong-Xian Yue

Bayesian random projection-based signal detection for Gaussian scale space random fields pp. 503-532

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

Iraj Kazemi and Fatemeh Hassanzadeh

Emergence of the wrapped Cauchy distribution in mixed directional data pp. 229-246

Joseph D. Bailey and Edward A. Codling

A variable selection procedure for depth measures pp. 247-271

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

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

Alessandro Barbiero

Predicting the popularity of tweets using internal and external knowledge: an empirical Bayes type approach pp. 335-352

Wai Hong Tan and Feng Chen

Structural equation modeling with time dependence: an application comparing Brazilian energy distributors pp. 353-383

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

Rahma Abid, Célestin C. Kokonendji and Afif Masmoudi

Empirical likelihood inference for rank regression with doubly truncated data pp. 25-73

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

Dankmar Böhning and Patarawan Sangnawakij

Unified approach for regression models with nonmonotone missing at random data pp. 87-101

Yang Zhao and Meng Liu

Additive models for extremal quantile regression with Pareto-type distributions pp. 103-134

Takuma Yoshida

Visualizing the decision rules behind the ROC curves: understanding the classification process pp. 135-161

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

Fayyaz Bahari, Safar Parsi and Mojtaba Ganjali

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