Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2025

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

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Asymptotic behavior of the hazard rate in systems based on sequential order statistics pp. 965-994: M. Burkschat and J. Navarro
A necessary and sufficient condition for justifying non-parametric likelihood with censored data pp. 995-1011: Qiqing Yu, Yuting Hsu and Kai Yu
Model averaging based on James–Stein estimators pp. 1013-1022: Shangwei Zhao
Bayesian prediction in doubly stochastic Poisson process pp. 1023-1039: Alicja Jokiel-Rokita, Daniel Lazar and Ryszard Magiera
On extremes of bivariate residual lifetimes from generalized Marshall–Olkin and time transformed exponential models pp. 1041-1056: Yinping You, Xiaohu Li and Narayanaswamy Balakrishnan
U-type and column-orthogonal designs for computer experiments pp. 1057-1073: Stelios Georgiou, Christos Koukouvinos and Min-Qian Liu

Second order longitudinal dynamic models with covariates: estimation and forecasting pp. 837-859: Chen Zhang and Alwell Oyet
Asymptotic behaviour of near-maxima of Gaussian sequences pp. 861-866: Rasbagh Vasudeva and J. Vasantha Kumari
Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis pp. 867-894: Chao Huang and Jin-Guan Lin
On sooner and later waiting time distributions associated with simple patterns in a sequence of bivariate trials pp. 895-920: Kiyoshi Inoue and Sigeo Aki
Empirical likelihood for high-dimensional linear regression models pp. 921-945: Hong Guo, Changliang Zou, Zhaojun Wang and Bin Chen
Characterizations of bivariate distributions using concomitants of record values pp. 947-963: P. Thomas and T. Veena

Some results on constructing general minimum lower order confounding $$2^{n-m}$$ 2 n - m designs for $$n\le 2^{n-m-2}$$ n ≤ 2 n - m - 2 pp. 721-732: Bing Guo, Qi Zhou and Runchu Zhang
Shrinkage estimation for the mean of the inverse Gaussian population pp. 733-752: Tiefeng Ma, Shuangzhe Liu and S. Ahmed
Optimal and robust designs for trigonometric regression models pp. 753-769: Xiaojian Xu and Xiaoli Shang
Testing for the bivariate Poisson distribution pp. 771-793: F. Novoa-Muñoz and M. Jiménez-Gamero
Testing equality of shape parameters in several inverse Gaussian populations pp. 795-809: Cuizhen Niu, Xu Guo, Wangli Xu and Lixing Zhu
On the maxima of heterogeneous gamma variables with different shape and scale parameters pp. 811-836: Peng Zhao and Yiying Zhang

New robust tests for the parameters of the Weibull distribution for complete and censored data pp. 585-607: Liesa Denecke and Christine Müller
On Kullback–Leibler information of order statistics in terms of the relative risk pp. 609-616: Sangun Park
Distributions of stopping times in some sequential estimation procedures pp. 617-634: Alicja Jokiel-Rokita and Ryszard Magiera
Asymptotic infimum coverage probability for interval estimation of proportions pp. 635-646: Weizhen Wang and Zhongzhan Zhang
Asymptotic properties of $$M$$ M -estimators in linear and nonlinear multivariate regression models pp. 647-673: Christopher Withers and Saralees Nadarajah
An empirical likelihood inference for the coefficient difference of a two-sample linear model with missing response data pp. 675-693: Wei Yu, Cuizhen Niu and Wangli Xu
A new bounded log-linear regression model pp. 695-720: HaiYing Wang, Nancy Flournoy and Eloi Kpamegan

Random weighting estimation of stable exponent pp. 451-468: Gaoge Hu, Shesheng Gao, Yongmin Zhong and Chengfan Gu
On Riesz distribution pp. 469-481: José Díaz-García
Follow-up experiments for two-level fractional factorial designs via double semifoldover pp. 483-507: David Edwards
Convergence and performance of the peeling wavelet denoising algorithm pp. 509-537: Céline Lacaux, Aurélie Muller-Gueudin, Radu Ranta and Samy Tindel
Non-positive upper bounds on expectations of small order statistics from DDA and DFRA populations pp. 539-557: Tomasz Rychlik
$$L$$ L -statistics from multivariate unified skew-elliptical distributions pp. 559-583: R. Arellano-Valle, Ahad Jamalizadeh, H. Mahmoodian and N. Balakrishnan

Dependence properties of bivariate distributions with proportional (reversed) hazards marginals pp. 333-347: A. Dolati, M. Amini and S. Mirhosseini
A study on reliability of coherent systems equipped with a cold standby component pp. 349-359: Serkan Eryilmaz
Strong consistency of least squares estimates in multiple regression models with random regressors pp. 361-375: João Lita da Silva
A new sufficient condition for identifiability of countably infinite mixtures pp. 377-387: Lei Yang and Xianyi Wu
Design and analysis of shortest two-sided confidence intervals for a probability under prior information pp. 389-413: Rainer Göb and Kristina Lurz
Focused vector information criterion model selection and model averaging regression with missing response pp. 415-432: Zhimeng Sun, Zhi Su and Jingyi Ma
Rank tests in heteroscedastic linear model with nuisance parameters pp. 433-450: Jana Jurečková and Radim Navrátil

A new privacy-protecting survey design for multichotomous sensitive variables pp. 211-224: Heiko Groenitz
M-estimators for single-index model using B-spline pp. 225-246: Qingming Zou and Zhongyi Zhu
Cuboidal dice and Gibbs distributions pp. 247-256: Wolfgang Riemer, Dietrich Stoyan and Danail Obreschkow
$${\varvec{P}}$$ -value model selection criteria for exponential families of increasing dimension pp. 257-284: Jan Mielniczuk and Małgorzata Wojtyś
Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector pp. 285-296: Dominique Fourdrinier, Othmane Kortbi and William Strawderman
Simple alternatives for Box–Cox transformations pp. 297-315: Christopher Withers and Saralees Nadarajah
Functional partially linear quantile regression model pp. 317-332: Ying Lu, Jiang Du and Zhimeng Sun

Preface to the GPSD 2012 special issue of Metrika pp. 1-4: Nicole Bäuerle, Herold Dehling, Achim Klenke, Götz Kersting and Jens-Peter Kreiss
Note on the existence and modulus of continuity of the $${\textit{SLE}}_8$$ SLE 8 curve pp. 5-22: Marcelo Alvisio and Gregory Lawler
Unlacing hypercube percolation: a survey pp. 23-50: Remco Hofstad and Asaf Nachmias
The covariation for Banach space valued processes and applications pp. 51-104: Cristina Girolami, Giorgio Fabbri and Francesco Russo
Hermite ranks and $$U$$ U -statistics pp. 105-136: C. Lévy-Leduc and M. Taqqu
Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time pp. 137-162: R. Stockbridge
Nonparametric density estimation in compound Poisson processes using convolution power estimators pp. 163-183: Fabienne Comte, Céline Duval and Valentine Genon-Catalot
Goodness-of-fit tests for parametric nonhomogeneous Markov processes pp. 185-209: V. Bagdonavičius and M. Nikulin