Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2025

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

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Volume 79, issue 8, 2016

Qualitative robustness of estimators on stochastic processes pp. 895-917

Katharina Strohriegl and Robert Hable

Nonparametric estimation in a mixed-effect Ornstein–Uhlenbeck model pp. 919-951

Charlotte Dion

A test of linearity in partial functional linear regression pp. 953-969

Ping Yu, Zhongzhan Zhang and Jiang Du

Tree based diagnostic procedures following a smooth test of goodness-of-fit pp. 971-989

Gilles R. Ducharme and Walid Al Akhras

Imputation based statistical inference for partially linear quantile regression models with missing responses pp. 991-1009

Peixin Zhao and Xinrong Tang

AR(1) model with skew-normal innovations pp. 1011-1029

M. Sharafi and A. R. Nematollahi

Volume 79, issue 7, 2016

A new joint model of recurrent event data with the additive hazards model for the terminal event time pp. 763-787

Xiaoyu Che and John Angus

Statistical inference for critical continuous state and continuous time branching processes with immigration pp. 789-816

Mátyás Barczy, Kristóf Körmendi and Gyula Pap

On the skewness of order statistics in multiple-outlier PHR models pp. 817-836

Ebrahim Amini-Seresht, Jianfei Qiao, Yiying Zhang and Peng Zhao

Exceedances of records pp. 837-866

A. Castaño-Martínez, F. López-Blázquez and B. Salamanca-Miño

Quantile inference based on clustered data pp. 867-893

Omer Ozturk and Asuman Turkmen

Volume 79, issue 6, 2016

Evaluations of expectations of order statistics and spacings based on IFR distributions pp. 635-657

Agnieszka Goroncy and Tomasz Rychlik

Variability ordering of multiplicative frailty models pp. 659-670

Hongmei Xie, Keshe Ni and Wenyu Liu

Robust Bayesian Pitman closeness pp. 671-691

Jafar Ahmadi, Elham Mirfarah and Ahmad Parsian

Likelihood ratio order of parallel systems with heterogeneous Weibull components pp. 693-703

Longxiang Fang and N. Balakrishnan

On multi-step MLE-process for Markov sequences pp. 705-724

Yu. A. Kutoyants and A. Motrunich

On the records of multivariate random sequences pp. 725-747

Ismihan Bayramoglu

Volume 79, issue 5, 2016

Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications pp. 485-511

Said Attaoui and Nengxiang Ling

A mixture model of size-biased distributions pp. 513-529

M. Kayid, S. Izadkhah, J. Jarrahiferiz and P. Asghari

Single change-point detection methods for small lifetime samples pp. 531-551

Narayanaswamy Balakrishnan, Laurent Bordes, Christian Paroissin and Jean-Christophe Turlot

Stochastic somparisons of order statistics from scaled and interdependent random variables pp. 553-578

Chen Li, Rui Fang and Xiaohu Li

On runs of ones defined on a q-sequence of binary trials pp. 579-602

Frosso S. Makri and Zaharias M. Psillakis

A new method of kernel-smoothing estimation of the ROC curve pp. 603-634

Michał Pulit

Volume 79, issue 4, 2016

Semiparametric estimation of a zero-inflated Poisson regression model with missing covariates pp. 457-483

T. Martin Lukusa, Shen-Ming Lee and Chin-Shang Li

Volume 79, issue 2, 2016

Exponential probability inequality for $$m$$ m -END random variables and its applications pp. 127-147

Xuejun Wang, Yi Wu and Shuhe Hu

Connection between uniform and serial correlation structure in the growth curve model pp. 149-164

Rastislav Rusnačko and Ivan Žežula

A goodness-of-fit test for marginal distribution of linear random fields with long memory pp. 165-193

Hira Koul, Nao Mimoto and Donatas Surgailis

Information bounds for nonparametric estimators of L-functionals and survival functionals under censored data pp. 195-220

Arnold Janssen and Andreas Knoch

Asymptotic efficiency of new exponentiality tests based on a characterization pp. 221-236

Bojana Milošević

Erratum to: Testing structural changes in panel data with small fixed panel size and bootstrap pp. 237-238

Barbora Peštová and Michal Pešta

Volume 79, issue 1, 2016

Properties of additive frailty model in survival analysis pp. 1-17

Ramesh Gupta

Generalized projection discrepancy and its applications in experimental designs pp. 19-35

Narayanaswamy Balakrishnan, Hong Qin and Kashinath Chatterjee

A statistical approach to calibrating the scores of biased reviewers of scientific papers pp. 37-57

Wiltrud Kuhlisch, Magnus Roos, Jörg Rothe, Joachim Rudolph, Björn Scheuermann and Dietrich Stoyan

A new variable selection approach for varying coefficient models pp. 59-72

Xue-Jun Ma and Jing-Xiao Zhang

Testing order restrictions in contingency tables pp. 73-90

R. Colombi and A. Forcina

Estimating the shape parameter of a Pareto distribution under restrictions pp. 91-111

Yogesh Tripathi, Somesh Kumar and Constantinos Petropoulos

Representations of the inactivity time for coherent systems with heterogeneous components and some ordered properties pp. 113-126

Zhengcheng Zhang and N. Balakrishnan

Volume 78, issue 8, 2015

A new derivation of BLUPs under random-effects model pp. 905-918

Yongge Tian

Empirical likelihood test in a posteriori change-point nonlinear model pp. 919-952

Gabriela Ciuperca and Zahraa Salloum

Mixed-level designs with resolution III or IV containing clear two-factor interaction components pp. 953-965

Qianqian Zhao and Shengli Zhao

Nonlinear wavelet density estimation with data missing at random when covariates are present pp. 967-995

Yu-Ye Zou, Han-Ying Liang and Jing-Jing Zhang

Schur properties of convolutions of gamma random variables pp. 997-1014

Farbod Roosta-Khorasani and Gábor Székely

Multivariate stochastic comparisons of mixture models pp. 1015-1034

Ebrahim Amini-Seresht and Baha-Eldin Khaledi

Volume 78, issue 7, 2015

One-sample Bayesian prediction intervals based on progressively type-II censored data from the half-logistic distribution under progressive stress model pp. 771-783

Essam AL-Hussaini, Alaa Abdel-Hamid and Atef Hashem

Fisher information in censored samples from folded and unfolded populations pp. 785-806

Lira Pi and H. Nagaraja

A dynamic stress–strength model with stochastically decreasing strength pp. 807-827

Ji Cha and Maxim Finkelstein

A Poisson INAR(1) model with serially dependent innovations pp. 829-851

Christian Weiß

Inference for the bivariate Birnbaum–Saunders lifetime regression model and associated inference pp. 853-872

N. Balakrishnan and Xiaojun Zhu

Generalized variable resolution designs pp. 873-884

Jin-Guan Lin, Xue-Ping Chen, Jian-Feng Yang, Xing-Fang Huang and Ying-Shan Zhang

Tests in variance components models under skew-normal settings pp. 885-904

Rendao Ye, Tonghui Wang, Saowanit Sukparungsee and Arjun Gupta

Volume 78, issue 6, 2015

Universal surrogate likelihood functions for nonnegative continuous data pp. 635-646

Tsung-Shan Tsou and Chi-Chuan Yang

Improving the EBLUPs of balanced mixed-effects models pp. 647-662

Samaradasa Weerahandi and Malwane Ananda

Erratum to: Improving the EBLUPs of balanced mixed-effects models pp. 663-663

Samaradasa Weerahandi and Malwane Ananda

Testing structural changes in panel data with small fixed panel size and bootstrap pp. 665-689

Barbora Peštová and Michal Pešta

Bivariate distributions with conditionals satisfying the proportional generalized odds rate model pp. 691-709

J. Navarro, M. Esna-Ashari, Mehdi Asadi and José María Sarabia

Smoothing spline regression estimation based on real and artificial data pp. 711-746

Dmytro Furer and Michael Kohler

Exact likelihood inference for the two-parameter exponential distribution under Type-II progressively hybrid censoring pp. 747-770

Ping Chan, Hon Ng and Feng Su

Volume 78, issue 5, 2015

Estimating covariate functions associated to multivariate risks: a level set approach pp. 497-526

Elena Bernardino, Thomas Laloë and Rémi Servien

Erratum to: Estimating covariate functions associated to multivariate risks: a level set approach pp. 527-527

Elena Di Bernardino, Thomas Laloë and Rémi Servien

Blocked semifoldovers of two-level orthogonal designs pp. 529-548

Po Yang, Chang-Yun Lin and William Li

On estimating the tail index and the spectral measure of multivariate $$\alpha $$ α -stable distributions pp. 549-561

Mohammad Mohammadi, Adel Mohammadpour and Hiroaki Ogata

Classes of multiple decision functions strongly controlling FWER and FDR pp. 563-595

Edsel Peña, Joshua Habiger and Wensong Wu

Bahadur representations for bootstrap quantiles pp. 597-610

Yijun Zuo

Robust tests for the equality of two normal means based on the density power divergence pp. 611-634

A. Basu, A. Mandal, N. Martin and L. Pardo

Volume 78, issue 4, 2015

Construction and selection of the optimal balanced blocked definitive screening design pp. 373-383

Chang-Yun Lin

Limit results for concomitants of order statistics pp. 385-397

N. Balakrishnan and Alexei Stepanov

A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders pp. 399-414

Franco Pellerey and Saeed Zalzadeh

Generalized measures of information for truncated random variables pp. 415-435

Chanchal Kundu

Optimal evaluations for the bias of trimmed means of $$k$$ k th record values pp. 437-460

Mariusz Bieniek

Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions pp. 461-484

Dominique Fourdrinier and William Strawderman

Trimmed and winsorized semiparametric estimator for left-truncated and right-censored regression models pp. 485-495

Myoung-jae Lee and Maria Karlsson

Volume 78, issue 3, 2015

On optimal designs for censored data pp. 237-257

Dennis Schmidt and Rainer Schwabe

Erratum to: On optimal designs for censored data pp. 259-259

Dennis Schmidt and Rainer Schwabe

On the stochastic and dependence properties of the three-state systems pp. 261-281

S. Ashrafi and Mehdi Asadi

Asymptotic properties of the number of near minimum-concomitant observations in the case of progressive type-II censoring pp. 283-294

Alexandre Berred and Alexei Stepanov

Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables pp. 295-311

Aiting Shen, Ying Zhang and Andrei Volodin

Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series pp. 313-335

A. Dudek

Inference for types and structured families of commutative orthogonal block structures pp. 337-372

Francisco Carvalho, João Mexia, Carla Santos and Célia Nunes

Volume 78, issue 2, 2015

Minimum distance lack-of-fit tests under long memory errors pp. 119-143

Hira Koul, Donatas Surgailis and Nao Mimoto

A robust two-stage procedure in Bayes sequential estimation of a particular exponential family pp. 145-159

Leng-Cheng Hwang and Chia-Chen Yang

Optimal crossover designs in a model with self and mixed carryover effects with correlated errors pp. 161-174

Adrian Wilk and Joachim Kunert

Optimal bounds on expectations of order statistics and spacings from nonparametric families of distributions generated by convex transform order pp. 175-204

Agnieszka Goroncy and Tomasz Rychlik

Linearity of regression for overlapping order statistics pp. 205-218

Adam Dołęgowski and Jacek Wesołowski

A characterization of the innovations of first order autoregressive models pp. 219-225

D. Moriña, P. Puig and J. Valero

Admissibility in non-regular family under squared-log error loss pp. 227-236

H. Zakerzadeh and S. Moradi Zahraie

Volume 78, issue 1, 2015

A Darling–Erdős-type CUSUM-procedure for functional data pp. 1-27

Leonid Torgovitski

On shrinkage estimators in matrix variate elliptical models pp. 29-44

M. Arashi, B. Kibria and A. Tajadod

Construction of nearly orthogonal Latin hypercube designs pp. 45-57

Ifigenia Efthimiou, Stelios Georgiou and Min-Qian Liu

Data transformations and goodness-of-fit tests for type-II right censored samples pp. 59-83

Christian Goldmann, Bernhard Klar and Simos Meintanis

Robust spline-based variable selection in varying coefficient model pp. 85-118

Long Feng, Changliang Zou, Zhaojun Wang, Xianwu Wei and Bin Chen