AStA Advances in Statistical Analysis

2005 - 2025

Current editor(s): Göran Kauermann and Yarema Okhrin

From:
Springer
German Statistical Society
Bibliographic data for series maintained by Sonal Shukla (sonal.shukla@springer.com) and Springer Nature Abstracting and Indexing (indexing@springernature.com).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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