Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2025

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

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 81, issue 8, 2018

Efficiency comparison of the Wilcoxon tests in paired and independent survey samples pp. 891-930

Ludwig Baringhaus and Daniel Gaigall

A Stein-type shrinkage estimator of the covariance matrix for portfolio selections pp. 931-952

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

Maud Delattre, Valentine Genon-Catalot and Catherine Larédo

Assessing the robustness of estimators when fitting Poisson inverse Gaussian models pp. 985-1004

Kimberly S. Weems and Paul J. Smith

On purely sequential estimation of an inverse Gaussian mean pp. 1005-1024

Sudeep R. Bapat

Volume 81, issue 7, 2018

Hybrid estimators for small diffusion processes based on reduced data pp. 745-773

Yusuke Kaino and Masayuki Uchida

Highest posterior mass prediction intervals for binomial and poisson distributions pp. 775-796

K. Krishnamoorthy and Shanshan Lv

On consistency of the weighted least squares estimators in a semiparametric regression model pp. 797-820

Xuejun Wang, Xin Deng and Shuhe Hu

Nonparametric independence feature screening for ultrahigh-dimensional survival data pp. 821-847

Jing Pan, Yuan Yu and Yong Zhou

Extreme value statistics for censored data with heavy tails under competing risks pp. 849-889

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

N. Henze, C. Kirch and S. G. Meintanis

The multiple filter test for change point detection in time series pp. 589-607

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

Yakov Nikitin

Goodness-of-fit testing of a count time series’ marginal distribution pp. 619-651

Christian H. Weiß

A residual-based multivariate constant correlation test pp. 653-687

Fang Duan and Dominik Wied

Test by adaptive LASSO quantile method for real-time detection of a change-point pp. 689-720

Gabriela Ciuperca

Estimating non-simultaneous changes in the mean of vectors pp. 721-743

Daniela Jarušková

Volume 81, issue 5, 2018

A complete characterization of bivariate densities using the conditional percentile function pp. 485-492

Indranil Ghosh

Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator pp. 493-522

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

Miao Han, Liuquan Sun, Yutao Liu and Jun Zhu

Likelihood ratio confidence interval for the abundance under binomial detectability models pp. 549-568

Yang Liu, Yukun Liu, Yan Fan and Han Geng

Shrinkage estimation in linear mixed models for longitudinal data pp. 569-586

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

Qinqin Hu and Lu Lin

Goodness-of-fit tests in linear EV regression with replications pp. 395-421

Weijia Jia and Weixing Song

An algebraic generalisation of some variants of simple correspondence analysis pp. 423-443

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

Chen Li and Xiaohu Li

Stochastic comparisons of coherent systems pp. 465-482

Jorge Navarro

Publisher Correction: Stochastic comparisons of order statistics from scaled and interdependent random variables pp. 483-483

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

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

Jianglin Fang, Wanrong Liu and Xuewen Lu

Optimal choice of order statistics under confidence region estimation in case of large samples pp. 283-305

Alexander Zaigraev and Magdalena Alama-Bućko

New results on quaternary codes and their Gray map images for constructing uniform designs pp. 307-336

A. Elsawah and Kai-Tai Fang

Multi-level and mixed-level k-circulant supersaturated designs pp. 337-355

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

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

Krzysztof Jasiński

An EM algorithm for the destructive COM-Poisson regression cure rate model pp. 143-171

Suvra Pal, Jacob Majakwara and N. Balakrishnan

Modularization of hybrid censoring schemes and its application to unified progressive hybrid censoring pp. 173-210

Julian Górny and Erhard Cramer

Exact inference for Laplace distribution under progressive Type-II censoring based on BLUEs pp. 211-227

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

Minggen Lu

Ordering properties of the smallest order statistics from generalized Birnbaum–Saunders models with associated random shocks pp. 19-35

Longxiang Fang and N. Balakrishnan

A residual inaccuracy measure based on the relevation transform pp. 37-59

Georgios Psarrakos and Antonio Di Crescenzo

Nonparametric estimation of conditional distribution functions with longitudinal data and time-varying parametric models pp. 61-83

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

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

Aiting Shen and Andrei Volodin

Stochastic comparisons of distorted distributions, coherent systems and mixtures with ordered components pp. 627-648

Jorge Navarro and Yolanda Águila

A new measure of association between random variables pp. 649-661

Majid Asadi

Multidimensional strong large deviation results pp. 663-683

Cyrille Joutard

Some general points on the $$I^2$$ I 2 -measure of heterogeneity in meta-analysis pp. 685-695

Dankmar Böhning, Rattana Lerdsuwansri and Heinz Holling

Estimating moments in ANOVA-type mixed models pp. 697-715

Zaixing Li, Fei Chen and Lixing Zhu

R-optimal designs for multi-factor models with heteroscedastic errors pp. 717-732

Lei He and Rong-Xian Yue

Multivariate saddlepoint tests on the mean direction of the von Mises–Fisher distribution pp. 733-747

R. Gatto

Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula pp. 749-766

M. Mesfioui, M. Kayid and S. Izadkhah

Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels pp. 767-787

Eunju Hwang and Dong Wan Shin

Universally optimal designs under mixed interference models with and without block effects pp. 789-804

Katarzyna Filipiak and Augustyn Markiewicz

Adjusted Pearson Chi-Square feature screening for multi-classification with ultrahigh dimensional data pp. 805-828

Lyu Ni, Fang Fang and Fangjiao Wan

Exact inference for the difference of Laplace location parameters pp. 829-861

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

M. D. Jiménez-Gamero and A. Batsidis

Focused information criterion and model averaging in censored quantile regression pp. 547-570

Jiang Du, Zhongzhan Zhang and Tianfa Xie

Testing the compounding structure of the CP-INARCH model pp. 571-603

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

Angel G. Angelov and Magnus Ekström

On generalized progressive hybrid censoring in presence of competing risks pp. 401-426

Arnab Koley and Debasis Kundu

Estimation in generalized bivariate Birnbaum–Saunders models pp. 427-453

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

F. G. Badía and Ji Hwan Cha

Estimation of the order restricted scale parameters for two populations from the Lomax distribution pp. 483-502

Constantinos Petropoulos

Volume 80, issue 3, 2017

The concept of weak exchangeability and its applications pp. 259-271

Serkan Eryilmaz

Reliability parameters estimation for parallel systems under imperfect repair pp. 273-288

Soumaya Ghnimi, Soufiane Gasmi and Arwa Nasr

Acceleration of the stochastic search variable selection via componentwise Gibbs sampling pp. 289-308

Hengzhen Huang, Shuangshuang Zhou, Min-Qian Liu and Zong-Feng Qi

Efficient paired choice designs with fewer choice pairs pp. 309-317

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

Anna Dembińska

Bayesian estimation based on ranked set sample from Morgenstern type bivariate exponential distribution when ranking is imperfect pp. 333-349

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

Steffen Unkel

The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables pp. 363-375

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

Dongying Wang, Shili Ye, Qi Zhou and Runchu Zhang

A new approach to distribution free tests in contingency tables pp. 153-170

Thuong T. M. Nguyen

Model misspecification effects for biased samples pp. 171-185

George Tzavelas, Maria Douli and Polychronis Economou

One-sided hyperbolic simultaneous confidence bands for multiple and polynomial regression models pp. 187-200

Sanyu Zhou

Barycentric algorithm for computing D-optimal size- and cost-constrained designs of experiments pp. 201-225

Radoslav Harman and Eva Benková

A study on the conditional inactivity time of coherent systems pp. 227-241

S. Goli and Mehdi Asadi

Notes on consistency of some minimum distance estimators with simulation results pp. 243-257

Jitka Hrabáková and Václav Kůs

Volume 80, issue 1, 2017

Conditional empirical likelihood for quantile regression models pp. 1-16

Wu Wang and Zhongyi Zhu

Robust feature screening for varying coefficient models via quantile partial correlation pp. 17-49

Xiang-Jie Li, Xue-Jun Ma and Jing-Xiao Zhang

Shrinkage estimation of the linear model with spatial interaction pp. 51-68

Yueqin Wu and Yan Sun

On the residual lifetime of coherent systems with heterogeneous components pp. 69-82

P. Samadi, M. Rezaei and M. Chahkandi

Asymptotics of self-weighted M-estimators for autoregressive models pp. 83-92

Xinghui Wang and Shuhe Hu

Fiducial inference in the classical errors-in-variables model pp. 93-114

Liang Yan, Rui Wang and Xingzhong Xu

Robust Dickey–Fuller tests based on ranks for time series with additive outliers pp. 115-131

V. A. Reisen, C. Lévy-Leduc, M. Bourguignon and H. Boistard