Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2025

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

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Volume 86, issue 8, 2023

Data based loss estimation of the mean of a spherical distribution with a residual vector pp. 851-878

Stéphane Canu and Dominique Fourdrinier

V-optimality of designs in random effects Poisson regression models pp. 879-897

Mehrdad Niaparast, Sahar MehrMansour and Rainer Schwabe

Robust nonparametric equivariant regression for functional data with responses missing at random pp. 899-929

Omar Fetitah, Mohammed Kadi Attouch, Salah Khardani and Ali Righi

On bivariate threshold Poisson integer-valued autoregressive processes pp. 931-963

Kai Yang, Yiwei Zhao, Han Li and Dehui Wang

A new estimation in functional linear concurrent model with covariate dependent and noise contamination pp. 965-989

Hui Ding, Mei Yao and Riquan Zhang

Volume 86, issue 7, 2023

Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function pp. 723-751

Simos Meintanis, Bojana Milošević and Marko Obradović

Characterization of three-order confounding via consulting sets pp. 753-779

Chongya Yan, Zhiming Li and Mingyao Ai

Robust optimal designs using a model misspecification term pp. 781-804

Renata Eirini Tsirpitzi, Frank Miller and Carl-Fredrik Burman

A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application pp. 805-826

Huaping Chen, Qi Li and Fukang Zhu

A refined continuity correction for the negative binomial distribution and asymptotics of the median pp. 827-849

Frédéric Ouimet

Volume 86, issue 6, 2023

A new light on reliability equivalence factors pp. 605-625

Jalal Etminan, Mohammad Khanjari Sadegh and Majid Chahkandi

A novel sequential approach to estimate functions of parameters of two gamma populations pp. 627-641

Sudeep R. Bapat

Adaptive inference for small diffusion processes based on sampled data pp. 643-696

Tetsuya Kawai and Masayuki Uchida

Standardized maximin D- and c-optimal designs for the Poisson–Gamma model pp. 697-721

Marius Schmidt

Volume 86, issue 5, 2023

On some stochastic comparisons of arithmetic and geometric mixture models pp. 499-515

Omid Shojaee and Manoochehr Babanezhad

A semiparametric multiply robust multiple imputation method for causal inference pp. 517-542

Benjamin Gochanour, Sixia Chen, Laura Beebe and David Haziza

Predicting future failure times by using quantile regression pp. 543-576

Jorge Navarro and Francesco Buono

Design efficiency for minimum projection uniform designs with q levels pp. 577-594

Qiming Bai, Hongyi Li, Xingyou Huang and Huili Xue

Functional single-index composite quantile regression pp. 595-603

Zhiqiang Jiang, Zhensheng Huang and Jing Zhang

Volume 86, issue 4, 2023

A constrained maximum likelihood estimation for skew normal mixtures pp. 391-419

Libin Jin, Sung Nok Chiu, Jianhua Zhao and Lixing Zhu

Robust regression against heavy heterogeneous contamination pp. 421-442

Takayuki Kawashima and Hironori Fujisawa

Nonparametric tests in linear model with autoregressive errors pp. 443-453

Jana Jurečková, Olcay Arslan, Yeşim Güney, Jan Picek, Martin Schindler and Yetkin Tuaç

Communication-efficient distributed estimation for high-dimensional large-scale linear regression pp. 455-485

Zhan Liu, Xiaoluo Zhao and Yingli Pan

A note on the partial likelihood estimator of the proportional hazards model for combined incident and prevalent cohort data pp. 487-497

James H. McVittie, David B. Wolfson and David A. Stephens

Volume 86, issue 3, 2023

Communication-efficient sparse composite quantile regression for distributed data pp. 261-283

Yaohong Yang and Lei Wang

Bayesian empirical likelihood of quantile regression with missing observations pp. 285-313

Chang-Sheng Liu and Han-Ying Liang

The effect of intraday periodicity on realized volatility measures pp. 315-342

Holger Dette, Vasyl Golosnoy and Janosch Kellermann

On the consistency of mode estimate for spatially dependent data pp. 343-372

Ahmad Younso

Fractional factorial designs for Fourier-cosine models pp. 373-390

Lin Wang, Hongquan Xu and Min-Qian Liu

Volume 86, issue 2, 2023

Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression pp. 149-179

Songqiao Tang, Huiyu Wang, Guanao Yan and Lixin Zhang

Penalized maximum likelihood estimator for mixture of von Mises–Fisher distributions pp. 181-203

Tin Lok James Ng

On conditional residual lifetimes of coherent systems consisting of components with discrete lifetimes pp. 205-218

Krzysztof Jasiński

A-optimal designs for non-parametric symmetrical global sensitivity analysis pp. 219-237

Xueping Chen, Yujie Gai and Xiaodi Wang

Lower-order confounding information of inverse Yates-order designs with three levels pp. 239-259

Zhiyun Huang, Zhiming Li, Ge Zhang and Tao Chen

Volume 86, issue 1, 2023

Lasso regression in sparse linear model with $$\varphi $$ φ -mixing errors pp. 1-26

Ling Peng, Yan Zhu and Wenxuan Zhong

An analog of Bickel–Rosenblatt test for fitting an error density in the two phase linear regression model pp. 27-56

Fuxia Cheng and Hira L. Koul

Some reliability measures and maintenance policies for a coherent system composed of different types of components pp. 57-82

Maryam Kelkinnama and Serkan Eryilmaz

A note on the discretization of natural exponential families on the real line pp. 83-90

Shaul K. Bar-Lev and Gérard Letac

A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process pp. 91-129

Sophie Mercier and Carmen Sangüesa

HR and RHR orderings of generalized order statistics pp. 131-148

Maryam Esna-Ashari, Narayanaswamy Balakrishnan and Mahdi Alimohammadi

Volume 85, issue 8, 2022

Non asymptotic expansions of the MME in the case of Poisson observations pp. 927-950

O. V. Chernoyarov, A. S. Dabye, F. N. Diop and Y. A. Kutoyants

Consistency of the MLE under a two-parameter Gamma mixture model with a structural shape parameter pp. 951-975

Mingxing He and Jiahua Chen

Distribution-free specification test for volatility function based on high-frequency data with microstructure noise pp. 977-1022

Yinfen Tang, Tao Su and Zhiyuan Zhang

Bayesian estimation for an item response tree model for nonresponse modeling pp. 1023-1047

Yu-Wei Chang and Jyun-Ye Tu

Universally optimal balanced block designs for interference model pp. 1049-1061

Akram Fakhari-Esferizi and Saeid Pooladsaz

Volume 85, issue 7, 2022

Estimating a gradual parameter change in an AR(1)-process pp. 771-808

Marie Hušková, Zuzana Prášková and Josef G. Steinebach

A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters pp. 809-831

Chunlin Wang, Paul Marriott and Pengfei Li

Prediction of future censored lifetimes from mixture exponential distribution pp. 833-857

Omar M. Bdair and Mohammad Z. Raqab

Asymptotic Z and chi-squared tests with auxiliary information pp. 859-883

Mickael Albertus

Statistical analysis of the non-ergodic fractional Ornstein–Uhlenbeck process with periodic mean pp. 885-911

Rachid Belfadli, Khalifa Es-Sebaiy and Fatima-Ezzahra Farah

An extension of the Gumbel–Barnett family of copulas pp. 913-926

Walter Diaz and Carles M. Cuadras

Volume 85, issue 6, 2022

Construction of group strong orthogonal arrays of strength two plus pp. 657-674

Mengmeng Liu, Min-Qian Liu and Jinyu Yang

Prediction of record values by using quantile regression curves and distortion functions pp. 675-706

Jorge Navarro

Robust covariance estimation for distributed principal component analysis pp. 707-732

Kangqiang Li, Han Bao and Lixin Zhang

Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables pp. 733-752

Camilla Calì, Maria Longobardi, Claudio Macci and Barbara Pacchiarotti

Construction of uniform mixed-level designs through level permutations pp. 753-770

Bochuan Jiang, Fei Wang and Yaping Wang

Volume 85, issue 5, 2022

Mixed two- and four-level split-plot designs with combined minimum aberration pp. 537-555

Zhaohui Yan and Shengli Zhao

A high-dimensional test on linear hypothesis of means under a low-dimensional factor model pp. 557-572

Mingxiang Cao and Yuanjing He

Weak runs in sequences of binary trials pp. 573-603

Spiros D. Dafnis and Frosso S. Makri

Rank-based test for slope homogeneity in high-dimensional panel data models pp. 605-626

Yanling Ding, Binghui Liu, Ping Zhao and Long Feng

Expectile regression for spatial functional data analysis (sFDA) pp. 627-655

Mustapha Rachdi, Ali Laksaci and Noriah M. Al-Kandari

Volume 85, issue 4, 2022

Asymptotically optimal maximin distance Latin hypercube designs pp. 405-418

Tonghui Pang, Yan Wang and Jian-Feng Yang

The quarter median pp. 419-458

Ludwig Baringhaus and Rudolf Grübel

$$\ell _2$$ ℓ 2 -penalized approximate likelihood inference in logit mixed models for regional prevalence estimation under covariate rank-deficiency pp. 459-489

Joscha Krause, Jan Pablo Burgard and Domingo Morales

Most powerful test sequences with early stopping options pp. 491-513

Sergey Tarima and Nancy Flournoy

Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location pp. 515-536

Yasuyuki Hamura and Tatsuya Kubokawa

Volume 85, issue 3, 2022

Kernel based estimation of the distribution function for length biased data pp. 269-287

Arup Bose and Santanu Dutta

Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors pp. 289-322

Cao Xuan Phuong, Le Thi Hong Thuy and Vo Nguyen Tuyet Doan

Estimation of conditional distribution functions from data with additional errors applied to shape optimization pp. 323-343

Matthias Hansmann, Benjamin M. Horn, Michael Kohler and Stefan Ulbrich

The mixture design threshold accepting algorithm for generating $$\varvec{D}$$ D -optimal designs of the mixture models pp. 345-371

Haoyu Wang and Chongqi Zhang

Poisson QMLE for change-point detection in general integer-valued time series models pp. 373-403

Mamadou Lamine Diop and William Kengne

Volume 85, issue 2, 2022

Detecting multiple generalized change-points by isolating single ones pp. 141-174

Andreas Anastasiou and Piotr Fryzlewicz

Estimation for partially varying-coefficient single-index models with distorted measurement errors pp. 175-201

Zhensheng Huang, Xing Sun and Riquan Zhang

Minimax robust designs for regression models with heteroscedastic errors pp. 203-222

Kai Yzenbrandt and Julie Zhou

Generalized partial linear models with nonignorable dropouts pp. 223-252

Yujing Shao and Lei Wang

D-optimal joint best linear unbiased prediction of order statistics pp. 253-267

Narayanaswamy Balakrishnan and Ritwik Bhattacharya

Volume 85, issue 1, 2022

High-dimensional quantile varying-coefficient models with dimension reduction pp. 1-19

Weihua Zhao, Rui Li and Heng Lian

High-dimensional inference for linear model with correlated errors pp. 21-52

Panxu Yuan and Xiao Guo

$$I_L$$ I L -optimal designs for regression models under the second-order least squares estimator pp. 53-66

Lei He and Rong-Xian Yue

On a stochastic order induced by an extension of Panjer’s family of discrete distributions pp. 67-91

Aleksandr Beknazaryan and Peter Adamic

Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects pp. 93-114

Yan Sun and Wei Huang

On estimating common mean of several inverse Gaussian distributions pp. 115-139

Samadrita Bera and Nabakumar Jana