Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2025

Current editor(s): U. Kamps and Norbert Henze

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Volume 88, issue 3, 2025

A multivariate Jacobi polynomials regression estimator associated with an ANOVA decomposition model pp. 267-310

Mohamed Jebalia and Abderrazek Karoui

Bootstrap for inference after model selection and model averaging for likelihood models pp. 311-340

Andrea C. Garcia-Angulo and Gerda Claeskens

Bahadur representations for the bootstrap median absolute deviation and the application to projection depth weighted mean pp. 341-364

Qing Liu, Xiaohui Liu and Zihao Hu

Measures of kurtosis: inadmissible for asymmetric distributions? pp. 365-391

Andreas Eberl and Bernhard Klar

Structure of hybrid censoring schemes and its implications pp. 393-417

Erhard Cramer

Volume 88, issue 2, 2025

Pointwise density estimation on metric spaces and applications in seismology pp. 119-148

G. Cleanthous, Athanasios G. Georgiadis and P. A. White

Robust estimation and diagnostic of generalized linear model for insurance losses: a weighted likelihood approach pp. 149-182

Tsz Chai Fung

Right-censored nonparametric regression with measurement error pp. 183-214

Dursun Aydın, Ersin Yılmaz, Nur Chamidah, Budi Lestari and I. Nyoman Budiantara

On some properties of one nonparametric estimate of poisson regression function pp. 215-229

P. Babilua and E. Nadaraya

Estimating the suspected larger of two normal means pp. 231-245

Courtney Drew and Éric Marchand

Optimality and constructions of spanning bipartite block designs pp. 247-265

Shoko Chisaki, Ryoh Fuji-Hara and Nobuko Miyamoto

Volume 88, issue 1, 2025

Penalized Lq-likelihood estimator and its influence function in generalized linear models pp. 1-18

Hongchang Hu, Mingqiu Liu and Zhen Zeng

On Berry–Esséen bound of frequency polygon estimation under $$\rho $$ ρ -mixing samples pp. 19-41

Yi Wu and Xuejun Wang

Stochastic comparisons, differential entropy and varentropy for distributions induced by probability density functions pp. 43-59

Antonio Di Crescenzo, Luca Paolillo and Alfonso Suárez-Llorens

Robust beta regression through the logit transformation pp. 61-81

Yuri S. Maluf, Silvia L. P. Ferrari and Francisco F. Queiroz

Bayesian composite $$L^p$$ L p -quantile regression pp. 83-97

Lukas Arnroth

Minimum $$\theta $$ θ -aberration criterion for designs with qualitative and quantitative factors pp. 99-117

Liangwei Qi and Yongdao Zhou

Volume 87, issue 8, 2024

Correcting spot power variation estimator via Edgeworth expansion pp. 921-945

Lidan He, Qiang Liu, Zhi Liu and Andrea Bucci

A tail index estimation for long memory processes pp. 947-971

Xiao Wang and Lihong Wang

Nonparametric estimation of $${\mathbb {P}}(X pp. 973-1006

Cao Xuan Phuong and Le Thi Hong Thuy

The local linear functional kNN estimator of the conditional expectile: uniform consistency in number of neighbors pp. 1007-1035

Ibrahim M. Almanjahie, Salim Bouzebda, Zoulikha Kaid and Ali Laksaci

Measure of deviancy from marginal mean equality based on cumulative marginal probabilities in square contingency tables pp. 1037-1048

Shuji Ando

Volume 87, issue 7, 2024

The ridge prediction error sum of squares statistic in linear mixed models pp. 757-773

Özge Kuran and M. Revan Özkale

Cumulative information generating function and generalized Gini functions pp. 775-803

Marco Capaldo, Antonio Di Crescenzo and Alessandra Meoli

Jackknife model averaging for mixed-data kernel-weighted spline quantile regressions pp. 805-842

Xianwen Sun and Lixin Zhang

Modelling and diagnostic tests for Poisson and negative-binomial count time series pp. 843-887

Boris Aleksandrov, Christian H. Weiß, Simon Nik, Maxime Faymonville and Carsten Jentsch

Bayesian minimum aberration mixed-level split-plot designs pp. 889-906

Hui Li, Min-Qian Liu and Jinyu Yang

On the asymptotic behaviour of the joint distribution of the maxima and minima of observations, when the sample size is a random variable pp. 907-920

R. Vasudeva

Volume 87, issue 6, 2024

On regression and classification with possibly missing response variables in the data pp. 607-648

Majid Mojirsheibani, William Pouliot and Andre Shakhbandaryan

Second-order (s.o.) multi-stage fixed-width confidence interval (FWCI) estimation strategies for comparing location parameters from two negative exponential (NE) populations: illustrations with cancer data pp. 649-680

Nitis Mukhopadhyay and Anhar Aloufi

Stochastic comparisons of two finite mixtures of general family of distributions pp. 681-712

Raju Bhakta, Priyanka Majumder, Suchandan Kayal and Narayanaswamy Balakrishnan

A proper selection among multiple Buckley–James estimates pp. 713-728

Qiqing Yu

Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling pp. 729-756

Mátyás Barczy, Fanni Nedényi and Gyula Pap

Volume 87, issue 5, 2024

A generalisation of the aggregate association index (AAI): incorporating a linear transformation of the cells of a 2 × 2 table pp. 1-33

Eric J. Beh, Duy Tran and Irene L. Hudson

The distribution of the sample correlation coefficient under variance-truncated normality pp. 471-497

Haruhiko Ogasawara

An inverse Laplace transform oracle estimator for the normal means problem pp. 533-550

Adebowale J. Sijuwade, Swarnita Chakraborty and Nairanjana Dasgupta

Large deviations for randomly weighted least squares estimator in a nonlinear regression model pp. 551-570

Yi Wu, Wei Yu and Xuejun Wang

On the asymptotic behaviour of the joint distribution of the maxima and minima of observations, when the sample size is a random variable pp. 571-584

R. Vasudeva

Bayesian multivariate nonlinear mixed models for censored longitudinal trajectories with non-monotone missing values pp. 585-605

Wan-Lun Wang, Luis M. Castro and Tsung-I Lin

Volume 87, issue 4, 2024

On Bernoulli trials with unequal harmonic success probabilities pp. 349-378

Thierry Huillet and Martin Möhle

Optimal subsampling for modal regression in massive data pp. 379-409

Yue Chao, Lei Huang, Xuejun Ma and Jiajun Sun

Refining analytic approximation based estimation of mixed multinomial probit models by parameter selection pp. 411-425

Daniel Rodenburger

Bivariate distributions with equi-dispersed normal conditionals and related models pp. 427-448

Barry C. Arnold and B. G. Manjunath

Additive hazards quantile model pp. 449-469

N. Unnikrishnan Nair, S. M. Sunoj and Namitha Suresh

Volume 87, issue 3, 2024

Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey pp. 211-245

Paul Janssen and Noël Veraverbeke

Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices pp. 247-279

Wenchuan Guo and Yongcheng Qi

Moderate deviation principle of modularity in network pp. 281-298

Qing Yin, Yu Miao, Zhen Wang and Guangyu Yang

Robust distributed multicategory angle-based classification for massive data pp. 299-323

Gaoming Sun, Xiaozhou Wang, Yibo Yan and Riquan Zhang

Ordering results for the smallest (largest) and the second smallest (second largest) order statistics of dependent and heterogeneous random variables pp. 325-347

Omid Shojaee, Seyed Morteza Mohammadi and Reza Momeni

Volume 87, issue 2, 2024

Real-time changepoint detection in a nonlinear expectile model pp. 105-131

Gabriela Ciuperca, Matúš Maciak and Michal Pešta

Comparison of extreme order statistics from two sets of heterogeneous dependent random variables under random shocks pp. 133-153

Ebrahim Amini-Seresht, Ebrahim Nasiroleslami and Narayanaswamy Balakrishnan

Ranks, copulas, and permutons pp. 155-182

R. Grübel

On the number of failed components in a series–parallel system upon system failure when the lifetimes are DNID discrete random variables pp. 183-200

Krzysztof Jasiński

A note on asymptotics of the risk function under confidence region estimation in case of large samples of random size pp. 201-209

Alexander Zaigraev

Volume 87, issue 1, 2024

Kernel regression for estimating regression function and its derivatives with unknown error correlations pp. 1-20

Liu Sisheng and Yang Jing

Distributed estimation of functional linear regression with functional responses pp. 21-30

Jiamin Liu, Rui Li and Heng Lian

Estimation and bootstrap for stochastically monotone Markov processes pp. 31-59

Michael H. Neumann

Poisson generalized Lindley process and its properties pp. 61-74

Ji Hwan Cha and F. G. Badía

Optimal two-level regular fractional factorial split-plot designs when the effects of subplot factors are more important pp. 75-103

Haosheng Jiang and Chongqi Zhang