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 6, 2025

On Bayesian predictive density estimation for skew-normal distributions pp. 735-748

Othmane Kortbi

Staged trees and asymmetry-labeled DAGs pp. 749-776

Gherardo Varando, Federico Carli and Manuele Leonelli

Bayesian finite mixtures of Ising models pp. 777-809

Zhen Miao, Yen-Chi Chen and Adrian Dobra

Smoothed partially linear varying coefficient quantile regression with nonignorable missing response pp. 811-846

Xiaowen Liang, Boping Tian and Lijian Yang

On the comparison of regression coefficients across multiple logistic models with binary predictors pp. 847-872

Luca La Rocca, Monia Lupparelli and Alberto Roverato

Some results for the delayed renewal function pp. 873-920

Stathis Chadjiconstantinidis

Some unified results on isotonic regression estimators of order restricted parameters of a general bivariate location/scale model pp. 921-955

Naresh Garg and Neeraj Misra

Estimation of extropy function in the presence of measurement error pp. 957-981

M. R. Irshad, K. Archana, R. Maya and M. Longobardi

Reducing multi-collinearity in GLMS with categorical covariates pp. 983-1003

Defen Peng and Gilbert MacKenzie

A Generalisation of Emerson’s recurrence formulae and the Gray-Williams index pp. 1005-1022

Eric J. Beh and Rosaria Lombardo

Robust variable selection with exponential squared loss for linear mixed-effects models pp. 1023-1049

Yiping Yang, Peixin Zhao and Dongsheng Wu

Two redundancy mechanisms in series and parallel systems with heterogeneous dependent components pp. 1051-1068

Meifang Cheng, Longxiang Fang and Qi Zheng

A new method for estimating the tail index using truncated sample mean pp. 1069-1086

Tang Fuquan and Han Dong

Effective and robust clustering for spatiotemporally dependent data pp. 1087-1110

Feiyun Wang, Wangyong Chen, Yao Hu and Yewen Chen

Joint distributions associated with countably many runs in sooner waiting time problems pp. 1111-1126

Kiyoshi Inoue

Staged trees for discrete longitudinal data pp. 1127-1160

Jack Storror Carter, Manuele Leonelli, Eva Riccomagno and Alessandro Ugolini

A randomized exchange algorithm for optimal design of multi-response experiments pp. 1161-1186

Pál Somogyi, Samuel Rosa and Radoslav Harman

Unified relationship between mean, variance, and an arbitrary number of quantiles pp. 1187-1201

Kensho Kobayashi and Hidekazu Tanaka

General minimum lower-order confounding split-plot designs when the whole plot factors are important pp. 1203-1226

Tao Sun and Shengli Zhao

Efficient designs for multivariate crossover trials pp. 1227-1255

Shubham Niphadkar and Siuli Mukhopadhyay

Space-filling properties of strong orthogonal arrays pp. 1257-1277

Wenlong Li, Yong-Dao Zhou and Jian-Feng Yang

Robust group inference for ultrahigh-dimensional linear regression models pp. 1279-1310

Haochen Rao, Xinyue Chen, Weichao Yang and Xu Guo

Some properties of a parameterization useful in integrated likelihood inference pp. 1311-1327

Thomas A. Severini

A geometric power analysis for general log-linear models pp. 1329-1348

Anna Klimova

Conditional cumulative distribution function for surrogate scalar response pp. 1349-1365

Mounir Boumahdi, Ali Laksaci, Idir Ouassou and Mustapha Rachdi

Finite-sample analytic properties of percentile bootstrap intervals pp. 1367-1393

Weizhen Wang, Chongxiu Yu and Zhongzhan Zhang

Statistical inference for the binomial autoregressive model with time-varying parameters pp. 1395-1423

Rui Zhang and Xiaogang Dong

Partial correlation graphs for continuous-parameter time series pp. 1425-1460

Vicky Fasen-Hartmann and Lea Schenk

On the fixed and evolving frailties in some survival models pp. 1461-1479

Ji Hwan Cha and Maxim Finkelstein

Retrieval from mixed sampling frequency: generic identifiability in the unit root VAR pp. 1481-1507

Philipp Gersing, Leopold Sögner and Manfred Deistler

The effects of aggregation and sampling on periodic INGARCH processes pp. 1509-1522

Bing Su and Fukang Zhu

Stochastic comparisons between two finite $$\alpha $$ α -mixture models with general distributed components pp. 1523-1539

Raju Bhakta and Suchandan Kayal

A multinomial canonical decomposition model, with emphasis on the analysis of multivariate binary data pp. 1541-1570

Mark Rooij

Simultaneous prediction of record values pp. 1571-1589

Christina Empacher and Udo Kamps

Volume 88, issue 5, 2025

An association measure for spatio-temporal time series pp. 577-599

Divya Kappara, Arup Bose and Madhuchhanda Bhattacharjee

Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments pp. 601-656

Yozo Tonaki, Yusuke Kaino and Masayuki Uchida

Mean test for high-dimensional data based on covariance matrix with linear structures pp. 657-678

Guanpeng Wang, Yuyuan Wang and Hengjian Cui

Construction of three-level factorial designs with general minimum lower-order confounding via resolution IV designs pp. 679-687

Tian-fang Zhang, Yingxing Duan, Shengli Zhao and Zhiming Li

Two-stage and purely sequential minimum risk point estimation of the scale parameter of a family of distributions under modified LINEX loss plus sampling cost pp. 689-707

Neeraj Joshi, Sudeep R. Bapat and Raghu Nandan Sengupta

Sparsified simultaneous confidence intervals for high-dimensional linear models pp. 709-733

Xiaorui Zhu, Yichen Qin and Peng Wang

Volume 88, issue 4, 2025

Variance estimation for average treatment effects estimated by g-computation pp. 419-443

Stefan Nygaard Hansen and Morten Overgaard

Theory and applications of stratification criteria based on space-filling pattern and projection pattern pp. 445-468

Xinqi Zhang, Yaping Wang and Fasheng Sun

Sparse-penalized deep neural networks estimator under weak dependence pp. 469-500

William Kengne and Modou Wade

Model-X Knockoffs for high-dimensional controlled variable selection under the proportional hazards model with heterogeneity parameter pp. 501-521

Ran Hu, Di Xia, Haoyu Wang, Caixu Xu and Yingli Pan

Statistical inference for linear quantile regression with measurement error in covariates and nonignorable missing responses pp. 523-549

Xiaowen Liang and Boping Tian

Bounds of expectations of order statistics for distributions possessing monotone reversed failure rates pp. 551-575

Agnieszka Goroncy and Tomasz Rychlik

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