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 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

Volume 98, issue 4, 2014

Testing monotonicity of pricing kernels pp. 305-326

Yuri Golubev, Wolfgang Härdle and Roman Timofeev

Analysis of discrete data by Conway–Maxwell Poisson distribution pp. 327-343

Ramesh Gupta, S. Sim and S. Ong

Importance sampling for Kolmogorov backward equations pp. 345-369

Hermann Singer

EWMA charts: ARL considerations in case of changes in location and scale pp. 371-387

Sebastian Steinmetz

Volume 98, issue 3, 2014

Conditional correlation in asset return and GARCH intensity model pp. 197-224

Geon Choe and Kyungsub Lee

Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series pp. 225-255

Robert Garthoff, Iryna Okhrin and Wolfgang Schmid

Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data pp. 257-286

Said Attaoui

Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction pp. 287-303

Ali Karimnezhad and Ahmad Parsian

Volume 98, issue 2, 2014

Some overall properties of seemingly unrelated regression models pp. 103-120

Yuqin Sun, Rong Ke and Yongge Tian

A survey of functional principal component analysis pp. 121-142

Han Lin Shang

Bayesian variable selection for correlated covariates via colored cliques pp. 143-163

Stefano Monni

Asymptotic normality of estimators in heteroscedastic errors-in-variables model pp. 165-195

Jing-Jing Zhang, Han-Ying Liang and Amei Amei

Volume 98, issue 1, 2014

A factor mixture model for analyzing heterogeneity and cognitive structure of dementia pp. 1-20

Silvia Cagnone and Cinzia Viroli

Gaussian pseudo-likelihood estimation for stationary processes on a lattice pp. 21-34

Chrysoula Dimitriou-Fakalou

Detecting serial dependencies with the reproducibility probability autodependogram pp. 35-61

Luca Bagnato, Lucio De Capitani and Antonio Punzo

Robust, distribution-free inference for income share ratios under complex sampling pp. 63-85

Beat Hulliger and Tobias Schoch

On exact and optimal single-sampling plans by variables pp. 87-101

Wolf Krumbholz and Detlef Steuer