AStA Advances in Statistical Analysis

2005 - 2025

Current editor(s): Göran Kauermann and Yarema Okhrin

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German Statistical Society
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Volume 97, issue 4, 2013

Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables pp. 317-347

Xiaofeng Lv and Rui Li

Penalized likelihood and Bayesian function selection in regression models pp. 349-385

Fabian Scheipl, Thomas Kneib and Ludwig Fahrmeir

On likelihood ratio testing for penalized splines pp. 387-402

Sonja Greven and Ciprian Crainiceanu

Bandwidth selection for kernel density estimation: a review of fully automatic selectors pp. 403-433

Nils-Bastian Heidenreich, Anja Schindler and Stefan Sperlich

Volume 97, issue 3, 2013

Change point detection in SCOMDY models pp. 215-238

Okyoung Na, Jiyeon Lee and Sangyeol Lee

Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices pp. 239-270

Joanna Janczura and Rafał Weron

Performance of unit root tests in unbalanced panels: experimental evidence pp. 271-285

Verena Werkmann

Codependent VAR models and the pseudo-structural form pp. 287-295

Carsten Trenkler and Enzo Weber

Approaches for event history analysis based on complex longitudinal survey data pp. 297-315

Marjo Pyy-Martikainen

Volume 97, issue 2, 2013

Spatial statistics for environmental studies pp. 89-91

Alessandro Fassò, Alessio Pollice and Barbara Cafarelli

A practical approach for assessing the effect of grouping in hierarchical spatio-temporal models pp. 93-108

Francesca Bruno, Daniela Cocchi and Lucia Paci

Spatio-temporal modeling of particulate matter concentration through the SPDE approach pp. 109-131

Michela Cameletti, Finn Lindgren, Daniel Simpson and Håvard Rue

Prediction of particle pollution through spatio-temporal multivariate geostatistical analysis: spatial special issue pp. 133-150

S. De Iaco, M. Palma and D. Posa

Bayesian space-time modeling of malaria incidence in Sucre state, Venezuela pp. 151-171

Desirée Villalta, Lelys Guenni, Yasmin Rubio-Palis and Raúl Ramírez Arbeláez

Estimation of spatial processes using local scoring rules pp. 173-179

A. Dawid and Monica Musio

Geoadditive modeling for extreme rainfall data pp. 181-193

Chiara Bocci, Enrica Caporali and Alessandra Petrucci

Multivariate geostatistical mapping of radioactive contamination in the Maddalena Archipelago (Sardinia, Italy): spatial special issue pp. 195-213

Marco Minozzo and Clarissa Ferrari

Volume 97, issue 1, 2013

Critical values of Mandel’s h and k, the Grubbs and the Cochran test statistic pp. 1-10

Peter-T. Wilrich

The forecasting performance of mortality models pp. 11-31

Hendrik Hansen

Nearest neighbor hazard estimation with left-truncated duration data pp. 33-47

Rafael Weißbach, Wladislaw Poniatowski and Walter Krämer

Illuminate the unknown: evaluation of imputation procedures based on the SAVE survey pp. 49-76

Michael Ziegelmeyer

Simultaneous estimation of quantile curves using quantile sheets pp. 77-87

Sabine Schnabel and Paul Eilers

Volume 96, issue 4, 2012

Regression operator estimation by delta-sequences method for functional data and its applications pp. 451-465

Idir Ouassou and Mustapha Rachdi

Evaluation strategies for case series: is Cox regression an alternative to the self controlled case series method for terminal events? pp. 467-492

Ronny Kuhnert, Martin Schlaud and Hartmut Hecker

Tests for structural break in quantile regressions pp. 493-515

Marilena Furno

Simultaneous confidence bands for expectile functions pp. 517-541

Mengmeng Guo and Wolfgang Härdle

Volume 96, issue 3, 2012

Supermigrative copulas and positive dependence pp. 327-342

Fabrizio Durante and Roberto Ghiselli-Ricci

Multiple tests for the performance of different investment strategies pp. 343-383

Gabriel Frahm, Tobias Wickern and Christof Wiechers

Efficient estimation of Markov regime-switching models: An application to electricity spot prices pp. 385-407

Joanna Janczura and Rafał Weron

The McDonald extended distribution: properties and applications pp. 409-433

Gauss Cordeiro, Elizabeth Hashimoto, Edwin Ortega and Marcelino Pascoa

Numerical solution of optimal allocation problems in stratified sampling under box constraints pp. 435-450

Ralf Münnich, Ekkehard Sachs and Matthias Wagner

Volume 96, issue 2, 2012

Special issue on Actuarial Statistics pp. 123-125

Michel Denuit

Life tables in actuarial models: from the deterministic setting to a Bayesian approach pp. 127-153

Annamaria Olivieri and Ermanno Pitacco

Multistate models in health insurance pp. 155-186

Marcus Christiansen

Statistical concepts of a priori and a posteriori risk classification in insurance pp. 187-224

Katrien Antonio and Emiliano Valdez

Extreme value analysis of actuarial risks: estimation and model validation pp. 225-264

Holger Drees

Loss prediction based on run-off triangles pp. 265-310

Klaus Schmidt

Maximum-likelihood and marginal-sum estimation in some particular collective models pp. 311-326

Klaus Hess

Volume 96, issue 1, 2012

Principal component analysis with interval imputed missing values pp. 1-23

Paola Zuccolotto

Adaptive wavelet estimation of a function in an indirect regression model pp. 25-46

Christophe Chesneau and Jalal Fadili

Additive mixed models with Dirichlet process mixture and P-spline priors pp. 47-68

Felix Heinzl, Ludwig Fahrmeir and Thomas Kneib

Inference on finite population categorical response: nonparametric regression-based predictive approach pp. 69-98

Sumanta Adhya, Tathagata Banerjee and Gaurangadeb Chattopadhyay

Boosting techniques for nonlinear time series models pp. 99-122

Nikolay Robinzonov, Gerhard Tutz and Torsten Hothorn

Volume 95, issue 4, 2011

Introduction to the special issue: interdisciplinary aspects of panel data analysis pp. 325-327

Harry Haupt and Cheng Hsiao

Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary pp. 329-350

Badi Baltagi, Chihwa Kao and Sanggon Na

Efficient ways to impute incomplete panel data pp. 351-373

Kristian Kleinke, Mark Stemmler, Jost Reinecke and Friedrich Lösel

Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms pp. 375-413

Hermann Singer

Growth mixture models in longitudinal research pp. 415-434

Jost Reinecke and Daniel Seddig

Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity pp. 435-452

Georges Bresson, Cheng Hsiao and Alain Pirotte

Longitudinal dynamic analyses of cognition in the health and retirement study panel pp. 453-480

John McArdle

Level and change of group-focused enmity in Germany: unconditional and conditional latent growth curve models with four panel waves pp. 481-500

Eldad Davidov, Stefan Thörner, Peter Schmidt, Stefanie Gosen and Carina Wolf

A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris pp. 501-529

Georges Bresson and Cheng Hsiao

Volume 95, issue 3, 2011

The exponentiated exponential distribution: a survey pp. 219-251

Saralees Nadarajah

How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? pp. 253-291

Almut Veraart

Testing lumpability for marginal discrete hidden Markov models pp. 293-311

Roberto Colombi and Sabrina Giordano

Inferences for the ratio: Fieller’s interval, log ratio, and large sample based confidence intervals pp. 313-323

Michael Sherman, Arnab Maity and Suojin Wang

Volume 95, issue 2, 2011

Multivariate process capability using principal component analysis in the presence of measurement errors pp. 113-128

Michele Scagliarini

A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model pp. 129-146

Francisco Cribari-Neto and Wilton Silva

Specific-to-general predictor selection in approximate autoregressions—Monte Carlo evidence and a large scale performance assessment with real data pp. 147-168

Helmut Herwartz

Absolute continuous bivariate generalized exponential distribution pp. 169-185

Debasis Kundu and Rameshwar Gupta

Asymptotic normal tests for integration in panels with cross-dependent units pp. 187-204

Uwe Hassler, Matei Demetrescu and Adina Tarcolea

A weighted least-squares approach to clusterwise regression pp. 205-217

Rainer Schlittgen

Volume 95, issue 1, 2011

Multiple imputation in practice—a case study using a complex German establishment survey pp. 1-26

Joerg Drechsler

The effect of infrequent trading on detecting price jumps pp. 27-58

Frowin Schulz and Karl Mosler

Useful models for time series of counts or simply wrong ones? pp. 59-91

Robert Jung and Andrew Tremayne

A robust test for non-nested hypotheses pp. 93-111

Hsin-Yi Lin