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 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

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