Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2025

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

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A local maximum likelihood estimator for Poisson regression pp. 257-270: José Santos and M. Neves
Estimating a restricted normal mean pp. 271-288: Somesh Kumar and Yogesh Tripathi
A new family of bivariate max-infinitely divisible distributions pp. 289-304: Enkelejd Hashorva
Berry–Esseen bounds for density estimates under NA assumption pp. 305-322: Han-Ying Liang and Jong-Il Baek
Strong laws for weighted sums of NA random variables pp. 323-331: Guang-hui Cai
Proportional reversed hazard and frailty models pp. 333-342: P. Sankaran and V. Gleeja
Optimality and efficiency of small chessboard designs for correlated errors pp. 343-350: Nizam Uddin
An empirical likelihood method for spatial regression pp. 351-363: Daniel Nordman
Robust estimation for the order of finite mixture models pp. 365-390: Sangyeol Lee and Taewook Lee

Goodness-of-fit testing for varying-coefficient models pp. 129-146: Wang-Li Xu and Li-Xing Zhu
Estimating sensitive proportions from Warner’s randomized responses in alternative ways restricting to only distinct units sampled pp. 147-156: Arijit Chaudhuri and Sanghamitra Pal
A characterization of admissible linear estimators of fixed and random effects in linear models pp. 157-172: Ewa Synówka-Bejenka and Stefan Zontek
Some general results for moments in bivariate distributions pp. 173-187: Ramesh Gupta, Mohammad Tajdari and Henrik Bresinsky
On the construction of E(s 2 )-optimal supersaturated designs pp. 189-198: Stelios Georgiou
A product Pareto distribution pp. 199-208: Saralees Nadarajah and Arjun Gupta
On the discrete mean past lifetime pp. 209-217: S. Goliforushani and Mehdi Asadi
More on connections between Wishart and matrix GIG distributions pp. 219-232: V. Seshadri and J. Wesołowski
Precedence-type tests based on record values pp. 233-255: N. Balakrishnan, Anna Dembińska and Alexei Stepanov

Data driven rank test for the change point problem pp. 1-15: Jaromír Antoch, Marie Hušková, Alicja Janic and Teresa Ledwina
Multivariate likelihood ratio orderings between spacings of heterogeneous exponential random variables pp. 17-29: Huaihou Chen and Taizhong Hu
A new class of inverse Gaussian type distributions pp. 31-49: Antonio Sanhueza, Víctor Leiva and N. Balakrishnan
Characterizations of probability distributions via bivariate regression of record values pp. 51-64: George Yanev, M. Ahsanullah and M. Beg
Generalized confidence intervals for the process capability index C pm pp. 65-82: Bi-Min Hsu, Chien-Wei Wu and Ming-Hung Shu
A method for generating uniformly scattered points on the L p -norm unit sphere and its applications pp. 83-98: Jiajuan Liang and Kai Ng
A general construction of E(s 2 )-optimal large supersaturated designs pp. 99-110: C. Koukouvinos, P. Mantas and K. Mylona
Influence measures on profile analysis with elliptical data through Frèchet’s metric pp. 111-127: J. Muñoz-Pichardo, J. Moreno-Rebollo, A. Enguix-González and A. Pascual-Acosta

Two new models for survey sampling with sensitive characteristic: design and analysis pp. 251-263: Jun-Wu Yu, Guo-Liang Tian and Man-Lai Tang
Natural estimation of variances in a general finite discrete spectrum linear regression model pp. 265-276: Martina Hančová
Mean residual life functions of finite mixtures, order statistics and coherent systems pp. 277-298: Jorge Navarro and Pedro Hernandez
Runs in an ordered sequence of random variables pp. 299-313: Serkan Eryılmaz and Alexei Stepanov
Unit root tests for panel MTAR model with cross-sectionally dependent error pp. 315-326: Dong Shin and Oesook Lee
Fisher information in order statistics and their concomitants in bivariate censored samples pp. 327-347: H. Nagaraja and Z. Abo-Eleneen
A new approach to inter-rater agreement through stochastic orderings: the discrete case pp. 349-370: Alessandra Giovagnoli, Johnny Marzialetti and Henry Wynn
Bayesian inference and prediction in the single server Markovian queue pp. 371-383: Amit Choudhury and Arun Borthakur

Editorial pp. 125-125: Holger Dette, Udo Kamps and Jürgen Lehn
A test for the weights of the global minimum variance portfolio in an elliptical model pp. 127-143: Taras Bodnar and Wolfgang Schmid
Growing and reproducing particles evolving through space and time pp. 145-169: C. Comas and J. Mateu
Model-based variance estimation under unequal probability sampling pp. 171-187: P. Patel and R. Chaudhari
Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study pp. 189-218: Graciela Boente, Ana Pires and Isabel Rodrigues
Analytical quasi maximum likelihood inference in multivariate volatility models pp. 219-239: Christian Hafner and Helmut Herwartz
Survey sampling: theory and methods pp. 241-242: Andreas Karlsson
H. Rue, L. Held: Gaussian Markov random fields. Theory and applications pp. 243-244: Sibylle Sturtz
Gentle, J., Härdle, W., Mori, Y.: Handbook of Computational Statistics: Concepts and Methods pp. 245-246: Antony Unwin
H. Föllmer, A. Schied: Stochastic finance: an introduction in discrete time. de Gruyter Studies in Mathematics 27 pp. 247-249: Reinhold Kainhofer

An application of Stein’s method to limit theorems for pairwise negative quadrant dependent random variables pp. 1-10: Yun-Xia Li and Jian-Feng Wang
Spatial local M-estimation under association pp. 11-29: Jia Chen, Zhang Lixin and Degui Li
Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes pp. 31-48: Lu Lin, Yunzheng Fan and Lin Tan
Influence analysis for Poisson inverse Gaussian regression models based on the EM algorithm pp. 49-62: Feng-Chang Xie and Bo-Cheng Wei
Parametric bootstrap tests for continuous and discrete distributions pp. 63-81: Gábor Szűcs
Generalized confidence intervals for process capability indices in the one-way random model pp. 83-92: K. Kurian, T Mathew and G. Sebastian
Empirical likelihood for average derivatives of hazard regression functions pp. 93-112: Xuewen Lu, Jie Sun and Yongcheng Qi
A unified approach to bivariate discrete distributions pp. 113-123: C.satheesh Kumar