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 101, issue 4, 2017

Guest editors’ introduction to the special issue on “Ecological Statistics” pp. 345-347

Roland Langrock and David L. Borchers

Some applications of genetics in statistical ecology pp. 349-379

R. M. Fewster

Species occupancy estimation and imperfect detection: shall surveys continue after the first detection? pp. 381-398

Gurutzeta Guillera-Arroita and José J. Lahoz-Monfort

Statistical modelling of individual animal movement: an overview of key methods and a discussion of practical challenges pp. 399-438

Toby A. Patterson, Alison Parton, Roland Langrock, Paul G. Blackwell, Len Thomas and Ruth King

Variance estimation for integrated population models pp. 439-460

Panagiotis Besbeas and Byron J. T. Morgan

Measuring temporal trends in biodiversity pp. 461-474

S. T. Buckland, Yun Yuan and E. Marcon

From distance sampling to spatial capture–recapture pp. 475-494

David L. Borchers and Tiago A. Marques

Improving the usability of spatial point process methodology: an interdisciplinary dialogue between statistics and ecology pp. 495-520

Janine B. Illian and David F. R. P. Burslem

Volume 101, issue 3, 2017

Flexible clustering via extended mixtures of common t-factor analyzers pp. 227-252

Wan-Lun Wang and Tsung-I Lin

A test for the global minimum variance portfolio for small sample and singular covariance pp. 253-265

Taras Bodnar, Stepan Mazur and Krzysztof Podgórski

Prediction model-based kernel density estimation when group membership is subject to missing pp. 267-288

Hua He, Wenjuan Wang and Wan Tang

Fourier methods for analyzing piecewise constant volatilities pp. 289-308

Max Wornowizki, Roland Fried and Simos G. Meintanis

Minimum volume confidence sets for parameters of normal distributions pp. 309-320

Jin Zhang

Box–Cox symmetric distributions and applications to nutritional data pp. 321-344

Silvia L. P. Ferrari and Giovana Fumes

Volume 101, issue 2, 2017

Information content of partially rank-ordered set samples pp. 117-149

Armin Hatefi and Mohammad Jafari Jozani

Quantile regression in heteroscedastic varying coefficient models pp. 151-176

Y. Andriyana and I. Gijbels

A defence of subjective fiducial inference pp. 177-197

Russell J. Bowater

Empirical phi-divergence test statistics for the difference of means of two populations pp. 199-226

N. Balakrishnan, N. Martín and L. Pardo

Volume 101, issue 1, 2017

How risky is the optimal portfolio which maximizes the Sharpe ratio? pp. 1-28

Taras Bodnar and Taras Zabolotskyy

Nonlinear surface regression with dimension reduction method pp. 29-50

Takuma Yoshida

Estimates for cell counts and common odds ratio in three-way contingency tables by homogeneous log-linear models with missing data pp. 51-65

Haresh D. Rochani, Robert L. Vogel, Hani M. Samawi and Daniel F. Linder

Control charts for multivariate spatial autoregressive models pp. 67-94

Robert Garthoff and Philipp Otto

Smoothed empirical likelihood for quantile regression models with response data missing at random pp. 95-116

Shuanghua Luo, Changlin Mei and Cheng-yi Zhang

Volume 100, issue 4, 2016

Self-exciting threshold binomial autoregressive processes pp. 369-400

Tobias A. Möller, Maria Eduarda Silva, Christian H. Weiß, Manuel G. Scotto and Isabel Pereira

The effect of additive outliers on a fractional unit root test pp. 401-420

Christian Hafner and Arie Preminger

Likelihood-based inference for multivariate skew scale mixtures of normal distributions pp. 421-441

Clécio S. Ferreira, Víctor H. Lachos and Heleno Bolfarine

Multivariate Wishart stochastic volatility and changes in regime pp. 443-473

Bastian Gribisch

Data generation processes and statistical management of interval data pp. 475-494

Angela Blanco-Fernández and Peter Winker

Volume 100, issue 3, 2016

Parameter estimation and inference in dynamic systems described by linear partial differential equations pp. 259-287

Gianluca Frasso, Jonathan Jaeger and Philippe Lambert

Modeling body height in prehistory using a spatio-temporal Bayesian errors-in variables model pp. 289-311

Marcus Groß

Local influence analysis in general spatial models pp. 313-331

Xiaowen Dai, Libin Jin, Lei Shi, Cuiping Yang and Shuangzhe Liu

Multinomial choice models based on Archimedean copulas pp. 333-354

Jörg Schwiebert

All-pairs multiple comparisons based on the Cucconi test pp. 355-368

Hidetoshi Murakami

Volume 100, issue 2, 2016

Analysis on $$s^{n-m}$$ s n - m designs with general minimum lower-order confounding pp. 207-222

Zhiming Li, Zhidong Teng, Tianfang Zhang and Runchu Zhang

Pairwise likelihood estimation for the normal ogive model with binary data pp. 223-237

M.-L. Feddag

Volume 100, issue 1, 2016

Preservation of failure rate function shape in weighted distributions pp. 1-20

Ramesh Gupta and Barry Arnold

Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part pp. 21-41

Guo-Liang Fan, Hong-Xia Xu and Zhen-Sheng Huang

Discrete dispersion models and their Tweedie asymptotics pp. 43-78

Bent Jørgensen and Célestin Kokonendji

Small-sample one-sided testing in extreme value regression models pp. 79-97

Silvia Ferrari and Eliane Pinheiro

The logarithmic super divergence and asymptotic inference properties pp. 99-131

Avijit Maji, Abhik Ghosh and Ayanendranath Basu

Volume 99, issue 4, 2015

A Lévy-driven rainfall model with applications to futures pricing pp. 403-432

Ragnhild Noven, Almut Veraart and Axel Gandy

Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative pp. 433-465

Anne Brix and Asger Lunde

On the performance of two clustering methods for spatial functional data pp. 467-492

Elvira Romano, Jorge Mateu and Ramon Giraldo

Volume 99, issue 3, 2015

Bayesian accelerated failure time models based on penalized mixtures of Gaussians: regularization and variable selection pp. 259-280

Susanne Konrath, Ludwig Fahrmeir and Thomas Kneib

Uncertainty quantification for the family-wise error rate in multivariate copula models pp. 281-310

Jens Stange, Taras Bodnar and Thorsten Dickhaus

Influence diagnostics in log-linear integer-valued GARCH models pp. 311-335

Fukang Zhu, Lei Shi and Shuangzhe Liu

Coherent forecasting for stationary time series of discrete data pp. 337-365

Raju Maiti and Atanu Biswas

The power function of conditional tests of the Rasch model pp. 367-378

Clemens Draxler and Johannes Zessin

Volume 99, issue 2, 2015

Asymptotic properties of the kernel estimate of spatial conditional mode when the regressor is functional pp. 131-160

Sophie Dabo-Niang, Zoulikha Kaid and Ali Laksaci

Nonstationary-volatility robust panel unit root tests and the great moderation pp. 161-187

Christoph Hanck and Robert Czudaj

A skew INAR(1) process on $${\mathbb {Z}}$$ Z pp. 189-208

Wagner Barreto-Souza and Marcelo Bourguignon

Extended ordered paired comparison models with application to football data from German Bundesliga pp. 209-227

Gerhard Tutz and Gunther Schauberger

Cumulants of a random variable distributed uniformly on the first $$n$$ n integers pp. 229-236

Christopher Withers and Saralees Nadarajah

Markov models of dependence in longitudinal paired comparisons: an application to course design pp. 237-257

Alexandra Grand, Regina Dittrich and Brian Francis

Volume 99, issue 1, 2015

Exact extreme value, product, and ratio distributions under non-standard assumptions pp. 1-30

Klaus Müller and Wolf-Dieter Richter

A zero-inflated logarithmic series distribution of order k and its applications pp. 31-43

C. Satheesh Kumar and A. Riyaz

Gini index estimation in randomized response surveys pp. 45-62

Lucio Barabesi, Giancarlo Diana and Pier Perri

Efficiency of the pMST and RDELA location and scatter estimators pp. 63-82

Steffen Liebscher and Thomas Kirschstein

Distance-based beta regression for prediction of mutual funds pp. 83-106

Oscar Melo, Carlos Melo and Jorge Mateu

Nonparametric estimates for conditional quantiles of time series pp. 107-130

Jürgen Franke, Peter Mwita and Weining Wang