Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2025

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

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Volume 76, issue 8, 2013

Large sample properties for a class of copulas in bivariate survival analysis pp. 997-1015

José Romeo, Nelson Tanaka, Antonio Pedroso- de-Lima and Victor Salinas-Torres

Stochastic comparisons for the number of working components of a system in random environment pp. 1017-1030

Xiaoliang Ling and Ping Li

Parametric estimation of hidden stochastic model by contrast minimization and deconvolution pp. 1031-1081

Salima El Kolei

Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components pp. 1083-1103

Lichun Wang, Peng Lai and Heng Lian

Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data pp. 1105-1134

Taras Bodnar, Wolfgang Schmid and Taras Zabolotskyy

Volume 76, issue 7, 2013

Monotone dependence in graphical models for multivariate Markov chains pp. 873-885

Roberto Colombi and Sabrina Giordano

Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty pp. 887-908

Zhaoping Hong, Yuao Hu and Heng Lian

On properties of dependent progressively Type-II censored order statistics pp. 909-917

M. Rezapour, M.H. Alamatsaz and N. Balakrishnan

Design-based distribution function estimation for stigmatized populations pp. 919-935

Lucio Barabesi, Giancarlo Diana and Pier Perri

Extension of some important identities in shrinkage-pretest strategies pp. 937-947

Sévérien Nkurunziza

Sequential estimate for linear regression models with uncertain number of effective variables pp. 949-978

Zhanfeng Wang and Yuan-chin Chang

On the residual lifelengths of the remaining components in a coherent system pp. 979-996

M. Kelkin Nama, Mehdi Asadi and Z. Zhang

Volume 76, issue 6, 2013

Local block bootstrap inference for trending time series pp. 733-764

Arif Dowla, Efstathios Paparoditis and Dimitris Politis

The effect of the regularity of the error process on the performance of kernel regression estimators pp. 765-781

Karim Benhenni, Mustapha Rachdi and Yingcai Su

Accumulation points of the iterative proportional fitting procedure pp. 783-798

Christoph Gietl and Fabian Reffel

Estimation of a proportion in survey sampling using the logratio approach pp. 799-818

Karel Hron, Matthias Templ and Peter Filzmoser

Construction of nearly orthogonal Latin hypercube designs pp. 819-830

Li Gu and Jian-Feng Yang

Estimation of the mean for critical branching process and its bootstrap approximation pp. 831-846

Xiao-Rong Yang

An exact test for a column of the covariance matrix based on a single observation pp. 847-855

Taras Bodnar and Arjun Gupta

Exact $$D$$ -optimal designs for first-order trigonometric regression models on a partial circle pp. 857-872

Fu-Chuen Chang, Lorens Imhof and Yi-Ying Sun

Volume 76, issue 5, 2013

Optimal rules and robust Bayes estimation of a Gamma scale parameter pp. 595-622

Leila Golparver, Ali Karimnezhad and Ahmad Parsian

Generalized cumulative residual entropy and record values pp. 623-640

Georgios Psarrakos and Jorge Navarro

Testing for the shape parameter of generalized extreme value distribution based on the $$L_q$$ -likelihood ratio statistic pp. 641-671

Chao Huang, Jin-Guan Lin and Yan-Yan Ren

A moment-based test for extreme-value dependence pp. 673-695

Yeting Du and Johanna Nešlehová

Cauchy cluster process pp. 697-706

Mohammad Ghorbani

On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models pp. 707-722

Changli Lu, Yuqin Sun and Yongge Tian

On simplifying the calculations leading to designs with general minimum lower-order confounding pp. 723-732

Jia-Lin Wei and Jian-Feng Yang

Volume 76, issue 4, 2013

An additive property of weak records from geometric distributions pp. 449-458

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

Nonparametric checks for varying coefficient models with missing response at random pp. 459-482

Wangli Xu and Xu Guo

A note on $$R$$ -optimal designs for multiresponse models pp. 483-493

Xin Liu and Rong-Xian Yue

Capture–recapture estimation based upon the geometric distribution allowing for heterogeneity pp. 495-519

Sa-aat Niwitpong, Dankmar Böhning, Peter Heijden and Heinz Holling

On the nearness of record values to order statistics from Pitman’s measure of closeness pp. 521-541

Jafar Ahmadi and N. Balakrishnan

Compound weighted Poisson distributions pp. 543-558

Leda Minkova and N. Balakrishnan

Stochastic orderings of convolution residuals pp. 559-576

Fariba Amiripour, Baha-Eldin Khaledi and Moshe Shaked

On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale pp. 577-593

Alexander Zaigraev and Magdalena Alama-Bućko

Volume 76, issue 3, 2013

Editorial pp. 301-301

Norbert Henze and Udo Kamps

Two kinds of variance/covariance estimates in linear mixed models pp. 303-324

Zaixing Li

D-optimal two-level orthogonal arrays for estimating main effects and some specified two-factor interactions pp. 325-337

Boxin Tang and Julie Zhou

Universally optimal balanced changeover designs with first residuals pp. 339-346

V. Sharma

An extremal property of the generalized arcsine distribution pp. 347-355

Karl Schmidt and Anatoly Zhigljavsky

Density estimates of low bias pp. 357-379

Christopher Withers and Saralees Nadarajah

The higher order likelihood method for the common mean of several log-normal distributions pp. 381-392

S. Lin

D-optimal chemical balance weighing designs with autoregressive errors pp. 393-407

Krystyna Katulska and Łukasz Smaga

Estimation of order-restricted means of two normal populations under the LINEX loss function pp. 409-425

Tiefeng Ma and Shuangzhe Liu

Estimation of the scale parameter of a log-logistic distribution pp. 427-448

G. Lesitha and P. Yageen Thomas

Volume 76, issue 2, 2013

Weibull, RRSB or extreme-value theorists? pp. 153-159

Dietrich Stoyan

On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data pp. 161-177

N. Balakrishnan, M. Brito and A. Quiroz

Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications pp. 179-203

German Bernhart, Marcos Escobar Anel, Jan-Frederik Mai and Matthias Scherer

Goodness-of-fit tests for long memory moving average marginal density pp. 205-224

Hira Koul, Nao Mimoto and Donatas Surgailis

Variable selection and parameter estimation for partially linear models via Dantzig selector pp. 225-238

Feng Li, Lu Lin and Yuxia Su

Confidence bounds for the sensitivity lack of a less specific diagnostic test, without gold standard pp. 239-263

Lutz Mattner and Frauke Mattner

Burn-in for a time-transformed exponential model pp. 265-285

Andrzej Giniewicz and Alicja Jokiel-Rokita

LAD variable selection for linear models with randomly censored data pp. 287-300

Zhangong Zhou, Rong Jiang and Weimin Qian

Volume 76, issue 1, 2013

An information theoretical algorithm for analyzing supersaturated designs for a binary response pp. 1-18

N. Balakrishnan, C. Koukouvinos and C. Parpoula

Kernel spatial density estimation in infinite dimension space pp. 19-52

Sophie Dabo-Niang and Anne-Françoise Yao

Testing the adequacy of varying coefficient models with missing responses at random pp. 53-69

Wangli Xu and Lixing Zhu

A new non-linear AR(1) time series model having approximate beta marginals pp. 71-92

Božidar Popović, Saralees Nadarajah and Miroslav Ristić

An urn-based Bayesian block bootstrap pp. 93-106

Pasquale Cirillo and Pietro Muliere

Coefficients of ergodicity for Markov chains with uncertain parameters pp. 107-133

D. Škulj and R. Hable

A modified Bartlett test for heteroscedastic one-way MANOVA pp. 135-152

Jin-Ting Zhang and Xuefeng Liu