Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2025

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

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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

Volume 84, issue 8, 2021

Projection properties of two-level supersaturated designs constructed from Hadamard designs using Lin’s method pp. 1095-1108

H. Evangelaras and S. D. Georgiou

Two-stage estimation and simultaneous confidence band in partially nonlinear additive model pp. 1109-1140

Rui Li and Yuanyuan Zhang

Checking for model failure and for prior-data conflict with the constrained multinomial model pp. 1141-1168

Berthold-Georg Englert, Michael Evans, Gun Ho Jang, Hui Khoon Ng, David Nott and Yi-Lin Seah

High-dimensional sphericity test by extended likelihood ratio pp. 1169-1212

Zhendong Wang and Xingzhong Xu

On Some Properties of $$\alpha $$ α -Mixtures pp. 1213-1240

Omid Shojaee, Majid Asadi and Maxim Finkelstein

Some conditional reliability properties of k-out-of-n system composed of different types of components with discrete independent lifetimes pp. 1241-1251

Krzysztof Jasiński

Volume 84, issue 7, 2021

Construction of mixed-level supersaturated split-plot designs pp. 949-967

K. Chatterjee and C. Koukouvinos

Uniform augmented q-level designs pp. 969-995

Zongyi Hu, Jiaqi Liu, Yi Li and Hongyi Li

Asymptotic theory for regression models with fractional local to unity root errors pp. 997-1024

Kris Brabanter and Farzad Sabzikar

A Jackknife Empirical Likelihood Approach for Testing the Homogeneity of K Variances pp. 1025-1048

Yongli Sang

A robust Birnbaum–Saunders regression model based on asymmetric heavy-tailed distributions pp. 1049-1080

Rocío Maehara, Heleno Bolfarine, Filidor Vilca and N. Balakrishnan

The number of failed components in a coherent working system when the lifetimes are discretely distributed pp. 1081-1094

Krzysztof Jasiński

Volume 84, issue 6, 2021

A new method of finding component orthogonal arrays for order-of-addition experiments pp. 805-824

Yuna Zhao, Zhiwei Li and Shengli Zhao

On moments of folded and truncated multivariate Student-t distributions based on recurrence relations pp. 825-850

Christian E. Galarza, Tsung-I Lin, Wan-Lun Wang and Víctor H. Lachos

Convergence of least squares estimators in the adaptive Wynn algorithm for some classes of nonlinear regression models pp. 851-874

Fritjof Freise, Norbert Gaffke and Rainer Schwabe

Network vector autoregression with individual effects pp. 875-893

Yiming Tang, Yang Bai and Tao Huang

Uniform consistency in number of neighbors of the kNN estimator of the conditional quantile model pp. 895-911

Ali Laksaci, Elias Ould Saïd and Mustapha Rachdi

Imprecise inference based on the log-rank test for accelerated life testing pp. 913-925

Frank P. A. Coolen, Abdullah A. H. Ahmadini and Tahani Coolen-Maturi

Diagnostic test meta-analysis by empirical likelihood under a Copas-like selection model pp. 927-947

Mengke Li, Yan Fan, Yang Liu and Yukun Liu

Volume 84, issue 5, 2021

Maximin distance designs based on densest packings pp. 615-634

Liuqing Yang, Yongdao Zhou and Min-Qian Liu

On histogram-based regression and classification with incomplete data pp. 635-662

Eric Han and Majid Mojirsheibani

Bayesian multi-way balanced nested MANOVA models with random effects and a large number of the main factor levels pp. 663-692

Chun-Lung Su

New efficient spline estimation for varying-coefficient models with two-step knot number selection pp. 693-712

Jun Jin, Tiefeng Ma and Jiajia Dai

Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach pp. 713-750

Xinyang Wang, Dehui Wang and Kai Yang

Convergence and inference for mixed Poisson random sums pp. 751-777

Gabriela Oliveira, Wagner Barreto-Souza and Roger W. C. Silva

On the use of repeated measurement errors in linear regression models pp. 779-803

Mengli Zhang and Yang Bai

Volume 84, issue 4, 2021

A-optimal designs under a linearized model for discrete choice experiments pp. 445-465

Rakhi Singh, Angela Dean, Ashish Das and Fangfang Sun

Efficient Estimation for Varying-Coefficient Mixed Effects Models with Functional Response Data pp. 467-495

Xiong Cai, Liugen Xue, Xiaolong Pu and Xingyu Yan

Efficient crossover designs for non-regular settings pp. 497-510

Rakhi Singh and Joachim Kunert

Asymptotic properties of mildly explosive processes with locally stationary disturbance pp. 511-534

Junichi Hirukawa and Sangyeol Lee

On the properties of hermite series based distribution function estimators pp. 535-559

Michael Stephanou and Melvin Varughese

Least squares moment identification of binary regression mixture models pp. 561-593

Benjamin Auder, Elisabeth Gassiat and Mor Absa Loum

Estimation of autocovariance matrices for high dimensional linear processes pp. 595-613

Konrad Furmańczyk

Volume 84, issue 3, 2021

Nearest neighbor balanced block designs for autoregressive errors pp. 281-312

Mamadou Koné and Annick Valibouze

On the equivalence between the LRT and F-test for testing variance components in a class of linear mixed models pp. 313-338

Fares Qeadan and Ronald Christensen

A shrinkage approach to joint estimation of multiple covariance matrices pp. 339-374

Zongliang Hu, Zhishui Hu, Kai Dong, Tiejun Tong and Yuedong Wang

Random discretization of stationary continuous time processes pp. 375-400

Anne Philippe, Caroline Robet and Marie-Claude Viano

A new test of multivariate normality by a double estimation in a characterizing PDE pp. 401-427

Philip Dörr, Bruno Ebner and Norbert Henze

Additive functional regression in reproducing kernel Hilbert spaces under smoothness condition pp. 429-442

Yuzhu Tian, Hongmei Lin, Heng Lian and Zengyan Fan

Correction to: Asymptotic properties of Lee distance pp. 443-444

Nikolay I. Nikolov and Eugenia Stoimenova

Volume 84, issue 2, 2021

Minimum aberration blocked designs with multiple block variables pp. 121-140

Shengli Zhao and Qianqian Zhao

Universal weighted kernel-type estimators for some class of regression models pp. 141-166

Igor S. Borisov, Yuliana Yu. Linke and Pavel S. Ruzankin

Optimal model averaging estimator for semi-functional partially linear models pp. 167-194

Rongjie Jiang, Liming Wang and Yang Bai

On the ARCH model with stationary liquidity pp. 195-224

Marko Voutilainen, Pauliina Ilmonen, Soledad Torres, Ciprian Tudor and Lauri Viitasaari

Parallel inference for big data with the group Bayesian method pp. 225-243

Guangbao Guo, Guoqi Qian, Lu Lin and Wei Shao

General flation models for count data pp. 245-261

Dankmar Böhning and Helen E. Ogden

On past geometric vitality function of order statistics pp. 263-280

Ramanathan Gayathri and Enchakudiyil Ibrahim Abdul Sathar

Volume 84, issue 1, 2021

Analytic solutions for locally optimal designs for gamma models having linear predictors without intercept pp. 1-26

Osama Idais and Rainer Schwabe

A general multivariate new better than used (MNBU) distribution and its properties pp. 27-46

Hyunju Lee and Ji Hwan Cha

Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms pp. 47-74

Yeşim Güney, Y. Tuaç, Ş. Özdemir and O. Arslan

An empirical likelihood method for quantile regression models with censored data pp. 75-96

Qibing Gao, Xiuqing Zhou, Yanqin Feng, Xiuli Du and XiaoXiao Liu

Statistical inference based on a new weighted likelihood approach pp. 97-120

Suman Majumder, Adhidev Biswas, Tania Roy, Subir Kumar Bhandari and Ayanendranath Basu