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Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2018

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

From Springer
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Volume 81, issue 8, 2018

Efficiency comparison of the Wilcoxon tests in paired and independent survey samples pp. 891-930 Downloads
Ludwig Baringhaus and Daniel Gaigall
A Stein-type shrinkage estimator of the covariance matrix for portfolio selections pp. 931-952 Downloads
Ruili Sun, Tiefeng Ma and Shuangzhe Liu
Approximate maximum likelihood estimation for stochastic differential equations with random effects in the drift and the diffusion pp. 953-983 Downloads
Maud Delattre, Valentine Genon-Catalot and Catherine Larédo
Assessing the robustness of estimators when fitting Poisson inverse Gaussian models pp. 985-1004 Downloads
Kimberly S. Weems and Paul J. Smith
On purely sequential estimation of an inverse Gaussian mean pp. 1005-1024 Downloads
Sudeep R. Bapat

Volume 81, issue 7, 2018

Hybrid estimators for small diffusion processes based on reduced data pp. 745-773 Downloads
Yusuke Kaino and Masayuki Uchida
Highest posterior mass prediction intervals for binomial and poisson distributions pp. 775-796 Downloads
K. Krishnamoorthy and Shanshan Lv
On consistency of the weighted least squares estimators in a semiparametric regression model pp. 797-820 Downloads
Xuejun Wang, Xin Deng and Shuhe Hu
Nonparametric independence feature screening for ultrahigh-dimensional survival data pp. 821-847 Downloads
Jing Pan, Yuan Yu and Yong Zhou
Extreme value statistics for censored data with heavy tails under competing risks pp. 849-889 Downloads
Julien Worms and Rym Worms

Volume 81, issue 6, 2018

Special Issue with papers from the “3rd workshop on Goodness-of-fit and change-point problems” pp. 587-588 Downloads
N. Henze, C. Kirch and S. G. Meintanis
The multiple filter test for change point detection in time series pp. 589-607 Downloads
Michael Messer, Stefan Albert and Gaby Schneider
Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization pp. 609-618 Downloads
Yakov Nikitin
Goodness-of-fit testing of a count time series’ marginal distribution pp. 619-651 Downloads
Christian H. Weiß
A residual-based multivariate constant correlation test pp. 653-687 Downloads
Fang Duan and Dominik Wied
Test by adaptive LASSO quantile method for real-time detection of a change-point pp. 689-720 Downloads
Gabriela Ciuperca
Estimating non-simultaneous changes in the mean of vectors pp. 721-743 Downloads
Daniela Jarušková

Volume 81, issue 5, 2018

A complete characterization of bivariate densities using the conditional percentile function pp. 485-492 Downloads
Indranil Ghosh
Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator pp. 493-522 Downloads
Ayanendranath Basu, Abhik Ghosh, Nirian Martin and Leandro Pardo
Joint analysis of recurrent event data with additive–multiplicative hazards model for the terminal event time pp. 523-547 Downloads
Miao Han, Liuquan Sun, Yutao Liu and Jun Zhu
Likelihood ratio confidence interval for the abundance under binomial detectability models pp. 549-568 Downloads
Yang Liu, Yukun Liu, Yan Fan and Han Geng
Shrinkage estimation in linear mixed models for longitudinal data pp. 569-586 Downloads
Shakhawat Hossain, Trevor Thomson and Ejaz Ahmed

Volume 81, issue 4, 2018

Conditional feature screening for mean and variance functions in models with multiple-index structure pp. 357-393 Downloads
Qinqin Hu and Lu Lin
Goodness-of-fit tests in linear EV regression with replications pp. 395-421 Downloads
Weijia Jia and Weixing Song
An algebraic generalisation of some variants of simple correspondence analysis pp. 423-443 Downloads
Eric J. Beh and Rosaria Lombardo
Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components pp. 445-464 Downloads
Chen Li and Xiaohu Li
Stochastic comparisons of coherent systems pp. 465-482 Downloads
Jorge Navarro
Publisher Correction: Stochastic comparisons of order statistics from scaled and interdependent random variables pp. 483-483 Downloads
Chen Li, Rui Fang and Xiaohu Li

Volume 81, issue 3, 2018

Inference for the two-parameter bathtub-shaped distribution based on record data pp. 229-253 Downloads
Mohammad Z. Raqab, Omar M. Bdair and Fahad M. Al-Aboud
Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data pp. 255-281 Downloads
Jianglin Fang, Wanrong Liu and Xuewen Lu
Optimal choice of order statistics under confidence region estimation in case of large samples pp. 283-305 Downloads
Alexander Zaigraev and Magdalena Alama-Bućko
New results on quaternary codes and their Gray map images for constructing uniform designs pp. 307-336 Downloads
A. M. Elsawah and Kai-Tai Fang
Multi-level and mixed-level k-circulant supersaturated designs pp. 337-355 Downloads
K. Chatterjee, K. Drosou, S. D. Georgiou and C. Koukouvinos

Volume 81, issue 2, 2018

On stochastic comparisons of minimum order statistics from the location–scale family of distributions pp. 105-123 Downloads
Nil Kamal Hazra, Mithu Rani Kuiti, Maxim Finkelstein and Asok K. Nanda
Relations for product moments and covariances of kth records from discrete distributions pp. 125-141 Downloads
Krzysztof Jasiński
An EM algorithm for the destructive COM-Poisson regression cure rate model pp. 143-171 Downloads
Suvra Pal, Jacob Majakwara and N. Balakrishnan
Modularization of hybrid censoring schemes and its application to unified progressive hybrid censoring pp. 173-210 Downloads
Julian Górny and Erhard Cramer
Exact inference for Laplace distribution under progressive Type-II censoring based on BLUEs pp. 211-227 Downloads
Kai Liu, Xiaojun Zhu and N. Balakrishnan

Volume 81, issue 1, 2018

Spline-based quasi-likelihood estimation of mixed Poisson regression with single-index models pp. 1-17 Downloads
Minggen Lu
Ordering properties of the smallest order statistics from generalized Birnbaum–Saunders models with associated random shocks pp. 19-35 Downloads
Longxiang Fang and N. Balakrishnan
A residual inaccuracy measure based on the relevation transform pp. 37-59 Downloads
Georgios Psarrakos and Antonio Di Crescenzo
Nonparametric estimation of conditional distribution functions with longitudinal data and time-varying parametric models pp. 61-83 Downloads
Mohammed Chowdhury, Colin Wu and Reza Modarres
Three-stage confidence intervals for a linear combination of locations of two negative exponential distributions pp. 85-103 Downloads
Eiichi Isogai and Chikara Uno

Volume 80, issue 6, 2017

Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications pp. 605-625 Downloads
Aiting Shen and Andrei Volodin
Stochastic comparisons of distorted distributions, coherent systems and mixtures with ordered components pp. 627-648 Downloads
Jorge Navarro and Yolanda Águila
A new measure of association between random variables pp. 649-661 Downloads
Majid Asadi
Multidimensional strong large deviation results pp. 663-683 Downloads
Cyrille Joutard
Some general points on the $$I^2$$ I 2 -measure of heterogeneity in meta-analysis pp. 685-695 Downloads
Dankmar Böhning, Rattana Lerdsuwansri and Heinz Holling
Estimating moments in ANOVA-type mixed models pp. 697-715 Downloads
Zaixing Li, Fei Chen and Lixing Zhu
R-optimal designs for multi-factor models with heteroscedastic errors pp. 717-732 Downloads
Lei He and Rong-Xian Yue
Multivariate saddlepoint tests on the mean direction of the von Mises–Fisher distribution pp. 733-747 Downloads
R. Gatto
Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula pp. 749-766 Downloads
M. Mesfioui, M. Kayid and S. Izadkhah
Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels pp. 767-787 Downloads
Eunju Hwang and Dong Wan Shin
Universally optimal designs under mixed interference models with and without block effects pp. 789-804 Downloads
Katarzyna Filipiak and Augustyn Markiewicz
Adjusted Pearson Chi-Square feature screening for multi-classification with ultrahigh dimensional data pp. 805-828 Downloads
Lyu Ni, Fang Fang and Fangjiao Wan
Exact inference for the difference of Laplace location parameters pp. 829-861 Downloads
Maria Tafiadi and George Iliopoulos

Volume 80, issue 5, 2017

Minimum distance estimators for count data based on the probability generating function with applications pp. 503-545 Downloads
M. D. Jiménez-Gamero and A. Batsidis
Focused information criterion and model averaging in censored quantile regression pp. 547-570 Downloads
Jiang Du, Zhongzhan Zhang and Tianfa Xie
Testing the compounding structure of the CP-INARCH model pp. 571-603 Downloads
Christian H. Weiß, Esmeralda Gonçalves and Nazaré Mendes Lopes

Volume 80, issue 4, 2017

Nonparametric estimation for self-selected interval data collected through a two-stage approach pp. 377-399 Downloads
Angel G. Angelov and Magnus Ekström
On generalized progressive hybrid censoring in presence of competing risks pp. 401-426 Downloads
Arnab Koley and Debasis Kundu
Estimation in generalized bivariate Birnbaum–Saunders models pp. 427-453 Downloads
Helton Saulo, N. Balakrishnan, Xiaojun Zhu, Jhon F. B. Gonzales and Jeremias Leão
On bending (down and up) property of reliability measures in mixtures pp. 455-482 Downloads
F. G. Badía and Ji Hwan Cha
Estimation of the order restricted scale parameters for two populations from the Lomax distribution pp. 483-502 Downloads
Constantinos Petropoulos

Volume 80, issue 3, 2017

The concept of weak exchangeability and its applications pp. 259-271 Downloads
Serkan Eryilmaz
Reliability parameters estimation for parallel systems under imperfect repair pp. 273-288 Downloads
Soumaya Ghnimi, Soufiane Gasmi and Arwa Nasr
Acceleration of the stochastic search variable selection via componentwise Gibbs sampling pp. 289-308 Downloads
Hengzhen Huang, Shuangshuang Zhou, Min-Qian Liu and Zong-Feng Qi
Efficient paired choice designs with fewer choice pairs pp. 309-317 Downloads
Aloke Dey, Rakhi Singh and Ashish Das
An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles pp. 319-332 Downloads
Anna Dembińska
Bayesian estimation based on ranked set sample from Morgenstern type bivariate exponential distribution when ranking is imperfect pp. 333-349 Downloads
Manoj Chacko
On the shape of the cross-ratio function in bivariate survival models induced by truncated and folded normal frailty distributions pp. 351-362 Downloads
Steffen Unkel
The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables pp. 363-375 Downloads
Lothar Heinrich, Friedrich Pukelsheim and Vitali Wachtel

Volume 80, issue 2, 2017

Blocked factor aliased effect-number pattern and column rank of blocked regular designs pp. 133-152 Downloads
Dongying Wang, Shili Ye, Qi Zhou and Runchu Zhang
A new approach to distribution free tests in contingency tables pp. 153-170 Downloads
Thuong T. M. Nguyen
Model misspecification effects for biased samples pp. 171-185 Downloads
George Tzavelas, Maria Douli and Polychronis Economou
One-sided hyperbolic simultaneous confidence bands for multiple and polynomial regression models pp. 187-200 Downloads
Sanyu Zhou
Barycentric algorithm for computing D-optimal size- and cost-constrained designs of experiments pp. 201-225 Downloads
Radoslav Harman and Eva Benková
A study on the conditional inactivity time of coherent systems pp. 227-241 Downloads
S. Goli and M. Asadi
Notes on consistency of some minimum distance estimators with simulation results pp. 243-257 Downloads
Jitka Hrabáková and Václav Kůs

Volume 80, issue 1, 2017

Conditional empirical likelihood for quantile regression models pp. 1-16 Downloads
Wu Wang and Zhongyi Zhu
Robust feature screening for varying coefficient models via quantile partial correlation pp. 17-49 Downloads
Xiang-Jie Li, Xue-Jun Ma and Jing-Xiao Zhang
Shrinkage estimation of the linear model with spatial interaction pp. 51-68 Downloads
Yueqin Wu and Yan Sun
On the residual lifetime of coherent systems with heterogeneous components pp. 69-82 Downloads
P. Samadi, M. Rezaei and M. Chahkandi
Asymptotics of self-weighted M-estimators for autoregressive models pp. 83-92 Downloads
Xinghui Wang and Shuhe Hu
Fiducial inference in the classical errors-in-variables model pp. 93-114 Downloads
Liang Yan, Rui Wang and Xingzhong Xu
Robust Dickey–Fuller tests based on ranks for time series with additive outliers pp. 115-131 Downloads
V. A. Reisen, C. Lévy-Leduc, M. Bourguignon and H. Boistard
Page updated 2018-12-15