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 94, issue 4, 2010

Design and analysis of computer experiments pp. 307-309

Sonja Kuhnt and David Steinberg

Computer experiments: a review pp. 311-324

Sigal Levy and David Steinberg

Latin hypercube sampling with inequality constraints pp. 325-339

Matthieu Petelet, Bertrand Iooss, Olivier Asserin and Alexandre Loredo

Optimal Latin hypercube designs for the Kullback–Leibler criterion pp. 341-351

A. Jourdan and J. Franco

Comparing and generating Latin Hypercube designs in Kriging models pp. 353-366

Giovanni Pistone and Grazia Vicario

Using recursive algorithms for the efficient identification of smoothing spline ANOVA models pp. 367-388

Marco Ratto and Andrea Pagano

Modelling of a thermomechanically coupled forming process based on functional outputs from a finite element analysis and from experimental measurements pp. 389-404

Tobias Wagner, Christoph Bröcker, Nicolas Saba, Dirk Biermann, Anton Matzenmiller and Kurt Steinhoff

Metamodeling of aircraft infrared signature dispersion pp. 405-422

Sidonie Lefebvre, Antoine Roblin, Suzanne Varet and Gérard Durand

Volume 94, issue 3, 2010

True integer value time series pp. 217-229

R. Freeland

Distribution properties and estimation of the ratio of independent Weibull random variables pp. 231-246

Saralees Nadarajah

Symmetric and asymmetric rounding: a review and some new results pp. 247-271

H. Schneeweiss, John Komlos and A. Ahmad

Cointegration analysis with state space models pp. 273-305

Martin Wagner

Volume 94, issue 2, 2010

Advances in structural equation modeling—the 2009 meeting of the working group SEM pp. 113-116

Jörg Betzin and Dirk Temme

Using restricted factor analysis with latent moderated structures to detect uniform and nonuniform measurement bias; a simulation study pp. 117-127

M. Barendse, F. Oort and G. Garst

Measurement bias and multidimensionality; an illustration of bias detection in multidimensional measurement models pp. 129-137

Suzanne Jak, Frans Oort and Conor Dolan

Using structural equation modelling to detect measurement bias and response shift in longitudinal data pp. 139-156

B. King-Kallimanis, F. Oort and G. Garst

Introduction of a new measure for detecting poor fit due to omitted nonlinear terms in SEM pp. 157-166

Andreas Klein and Karin Schermelleh-Engel

Nonlinear structural equation modeling: is partial least squares an alternative? pp. 167-184

Karin Schermelleh-Engel, Christina Werner, Andreas Klein and Helfried Moosbrugger

Multitrait-multimethod change modelling pp. 185-201

Christian Geiser, Michael Eid, Fridtjof Nussbeck, Delphine Courvoisier and David Cole

Second-order stochastic differential equation model as an alternative for the ALT and CALT models pp. 203-215

J. Oud

Volume 94, issue 1, 2010

De copulis non est disputandum pp. 1-31

Wolfgang Härdle and Ostap Okhrin

Estimating German overqualification with stochastic earnings frontiers pp. 33-51

Uwe Jensen, Hermann Gartner and Susanne Rässler

Median split, k-group split, and optimality in continuous populations pp. 53-74

Lothar Knüppel and Oliver Hermsen

A modified signed likelihood ratio test in elliptical structural models pp. 75-87

Tatiane Melo and Silvia Ferrari

Asymptotic properties for LS estimators in EV regression model with dependent errors pp. 89-103

Guo-Liang Fan, Han-Ying Liang, Jiang-Feng Wang and Hong-Xia Xu

A management consulting view on the statistical consulting process pp. 105-109

Dietmar Fink and Oded Löwenbein

Obituary Oded Löwenbein (1953–2009) pp. 111-111

Dietmar Fink and Marc Ant

Volume 93, issue 4, 2009

Multi-sample tests for axial data from Watson distributions pp. 371-386

Adelaide Figueiredo

Dynamic semiparametric factor models in risk neutral density estimation pp. 387-402

Enzo Giacomini, Wolfgang Härdle and Volker Krätschmer

Estimating models based on Markov jump processes given fragmented observation series pp. 403-425

Markus Hahn, Sylvia Frühwirth-Schnatter and Jörn Sass

GEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany pp. 427-447

Markus Pannenberg and Martin Spiess

Volume 93, issue 3, 2009

Editorial pp. 235-236

Goeran Kauermann and Stefan Lang

Anisotropy analysis of pressed point processes pp. 237-261

Claudia Redenbach, Aila Särkkä, Johannes Freitag and Katja Schladitz

Multivariate CUSUM chart: properties and enhancements pp. 263-279

Vasyl Golosnoy, Sergiy Ragulin and Wolfgang Schmid

Double ASN Minimax sampling plans by variables when the standard deviation is unknown pp. 281-294

Wolf Krumbholz and Andreas Rohr

Statistical inference procedure for the mean–variance efficient frontier with estimated parameters pp. 295-306

Olha Bodnar and Taras Bodnar

A Bayesian latent variable approach to functional principal components analysis with binary and count data pp. 307-333

Angelika Linde

Estimation of symmetric disagreement using a uniform association model for ordinal agreement data pp. 335-343

Serpil Aktaş and Tülay Saraçbaşı

Laplace random variables with application to price indices pp. 345-369

Saralees Nadarajah

Volume 93, issue 2, 2009

Purchase timing models in marketing: a review pp. 123-149

Kai Kopperschmidt and Winfried Stute

A comparison of robust estimators based on two types of trimming pp. 151-158

Subhra Dhar and Probal Chaudhuri

Comparison of performance measures for multivariate discrete models pp. 159-174

Nina Meinel

Semiparametric predictive mean matching pp. 175-186

Marco Di Zio and Ugo Guarnera

The skew logistic distribution pp. 187-203

Saralees Nadarajah

Loss prediction in a linear model under a linear constraint pp. 205-220

Kathrin Kloberdanz and Klaus Schmidt

Marginal-sum and maximum-likelihood estimation in a multiplicative tariff pp. 221-233

Klaus Hess

Volume 93, issue 1, 2009

Recent developments in life and social science applications of capture–recapture methods pp. 1-3

Dankmar Böhning and Peter Heijden

Structurally missing data problems in multiple list capture–recapture data pp. 5-21

Peter Heijden, Eugene Zwane and David Hessen

Estimators in capture–recapture studies with two sources pp. 23-47

Sarah Brittain and Dankmar Böhning

Integrated methodology for multiple systems estimation and record linkage using a missing data formulation pp. 49-60

Stephen Fienberg and Daniel Manrique-Vallier

CAMCR: Computer-Assisted Mixture model analysis for Capture–Recapture count data pp. 61-71

Ronny Kuhnert and Dankmar Böhning

Calculation of the Prokhorov distance by optimal quantization and maximum flow pp. 73-88

Bernard Garel and Jean-Claude Massé

The largest SNR distribution pp. 89-107

Saralees Nadarajah

Jayanta K. Ghosh, Mohan Delampady and Tapas Samanta: An introduction to Bayesian analysis—theory and methods pp. 109-110

Björn Bornkamp

Peter X.-K. Song: Correlated data analysis: modeling, analytics, and applications pp. 111-113

Götz Uebe

Dennis V. Lindley: Understanding uncertainty pp. 115-116

Peter Kischka

Yves Tillé: Sampling algorithms pp. 117-118

Götz Uebe

Jérôme Dedecker, Paul Doukhan, Gabriel Lang, José Rafael León R., Sana Louhichi and Clémentine Prieur: Weak dependence: with examples and applications. (Lecture notes in statistics) pp. 119-120

Harry Haupt

C. Radhakrishna Rao, Helge Toutenburg, Shalabh and Christian Heumann. Linear Models and Generalizations, Least Squares and Alternatives, 3rd edition pp. 121-122

Götz Uebe