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 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

Volume 92, issue 3, 2008

A note on simplicial depth function pp. 235-253

Mario Romanazzi

Orthogonal decomposition of point-symmetry for multiway tables pp. 255-269

Kouji Tahata and Sadao Tomizawa

Forecasting data revisions of GDP: a mixed frequency approach pp. 271-296

Jens Boysen-Hogrefe

Assessing the impact of initial nonresponse and attrition in the analysis of unemployment duration with panel surveys pp. 297-318

Marjo Pyy-Martikainen and Ulrich Rendtel

Thinning operations for modeling time series of counts—a survey pp. 319-341

Christian Weiß

J.E. Gentle: Matrix Algebra—Theory, Computations, and Applications in Statistics pp. 343-344

Götz Uebe

B. Thompson: The Nature of Statistical Evidence pp. 345-347

Götz Uebe

Rolf-Dieter Reiss and Michael Thomas: Statistical Analysis of Extreme Values. With Applications to Insurance, Finance, Hydrology and Other Fields pp. 349-350

Eugenia Stoimenova

Volume 92, issue 2, 2008

Robust nonparametric estimation of the intensity function of point data pp. 117-134

Carlo Grillenzoni

An investigation of the spatial correlations for relative purchasing power in Baden–Württemberg pp. 135-152

S. Eckel, F. Fleischer, P. Grabarnik and V. Schmidt

A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time pp. 153-178

Michael Kohler

Generalized Gauss–Hermite filtering pp. 179-195

Hermann Singer

An extension of the Blinder–Oaxaca decomposition to nonlinear models pp. 197-206

Thomas Bauer and Mathias Sinning

Prediction in the linear model under a linear constraint pp. 207-215

Kathrin Kloberdanz and Klaus Schmidt

Comparison of measuring devices pp. 217-227

Josef Bukac

A note on “Data depths satisfying the projection property” pp. 229-232

Li Qiang and Wu Yi

Robert H. Shumway and David S. Stoffer: Time series analysis and its applications with R examples, 2nd edn pp. 233-234

Rainer Schlittgen

Volume 92, issue 1, 2008

On composite marginal likelihoods pp. 1-28

Cristiano Varin

On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio pp. 29-34

Wolfgang Schmid and Taras Zabolotskyy

Examining heterogeneity in implied equity risk premium using penalized splines pp. 35-56

Michael Wegener and Göran Kauermann

A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU pp. 57-69

Hajo Holzmann and Sebastian Vollmer

Measuring serial dependence in categorical time series pp. 71-89

Christian Weiß and Rainer Göb

Bias correction for the regression-based LM fractional integration test pp. 91-99

Matei Demetrescu and Adina Tarcolea

A Markov chain Monte Carlo algorithm for multiple imputation in large surveys pp. 101-114

Daniel Schunk

Forrest W. Young, Pedro M. Valero-Mora and Michael Friendly: Visual statistics: seeing data with dynamic interactive graphics pp. 115-115

Rainer Schlittgen