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Statistical Methods & Applications

1994 - 2018

Current editor(s): Tommaso Proietti

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Springer
Società Italiana di Statistica
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Volume 27, issue 4, 2018

The power of monitoring: how to make the most of a contaminated multivariate sample pp. 559-587 Downloads
Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” pp. 589-594 Downloads
Jakob Raymaekers, Peter J. Rousseeuw and Iwein Vranckx
Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini pp. 595-602 Downloads
Stephane Heritier and Maria-Pia Victoria-Feser
Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini pp. 603-604 Downloads
Ricardo A. Maronna and Víctor J. Yohai
Comments on “The power of monitoring: how to make the most of a contaminated multivariate sample” pp. 605-608 Downloads
L. A. García-Escudero, A. Gordaliza, C. Matrán and A. Mayo-Iscar
Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini pp. 609-619 Downloads
Claudio Agostinelli and Luca Greco
Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini pp. 621-623 Downloads
Christophe Croux
Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” pp. 625-629 Downloads
Simon J. Sheather and Joseph W. McKean
Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini pp. 631-639 Downloads
Valentin Todorov
Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” pp. 641-649 Downloads
Domenico Perrotta and Francesca Torti
The power of (extended) monitoring in robust clustering pp. 651-660 Downloads
Alessio Farcomeni and Francesco Dotto
Rejoinder to the discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” pp. 661-666 Downloads
Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
Wavelet regression estimations with strong mixing data pp. 667-688 Downloads
Junke Kou and Youming Liu
Testing for an excessive number of zeros in time series of bounded counts pp. 689-714 Downloads
Hee-Young Kim, Christian H. Weiß and Tobias A. Möller
Box–Cox t random intercept model for estimating usual nutrient intake distributions pp. 715-734 Downloads
Giovana Fumes-Ghantous, Silvia L. P. Ferrari and José Eduardo Corrente

Volume 27, issue 3, 2018

On multivariate quantile regression analysis pp. 365-384 Downloads
Jean-Paul Chavas
On score vector- and residual-based CUSUM tests in ARMA–GARCH models pp. 385-406 Downloads
Haejune Oh and Sangyeol Lee
Modelling of low count heavy tailed time series data consisting large number of zeros and ones pp. 407-435 Downloads
Raju Maiti, Atanu Biswas and Bibhas Chakraborty
Most stable sample size determination in clinical trials pp. 437-454 Downloads
Ali Karimnezhad and Ahmad Parsian
A note on variable selection in functional regression via random subspace method pp. 455-477 Downloads
Łukasz Smaga and Hidetoshi Matsui
Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals pp. 479-490 Downloads
Ruidong Han, Xinghui Wang and Shuhe Hu
Clustering of financial instruments using jump tail dependence coefficient pp. 491-513 Downloads
Chen Yang, Wenjun Jiang, Jiang Wu, Xin Liu and Zhichuan Li
Quis custiodet ipsos custodes? How to detect and correct teacher cheating in Italian student data pp. 515-543 Downloads
Sergio Longobardi, Patrizia Falzetti and Margherita Maria Pagliuca
Prognostic assessment of repeatedly measured time-dependent biomarkers, with application to dilated cardiomyopathy pp. 545-557 Downloads
Giulia Barbati and Alessio Farcomeni

Volume 27, issue 2, 2018

Nonparametric Bayesian inference in applications pp. 175-206 Downloads
Peter Müeller, Fernando A. Quintana and Garritt Page
Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics pp. 207-218 Downloads
Jim Griffin, Maria Kalli and Mark Steel
Discussion of paper “nonparametric Bayesian inference in applications” by Peter Müller, Fernando A. Quintana and Garritt L. Page pp. 219-225 Downloads
Athanasios Kottas
Discussion on the paper by Peter Müller, Fernando A. Quintana, and Garritt L. Page pp. 227-230 Downloads
Seongil Jo and Jaeyong Lee
Computational challenges and temporal dependence in Bayesian nonparametric models pp. 231-238 Downloads
Raffaele Argiento and Matteo Ruggiero
More nonparametric Bayesian inference in applications pp. 239-251 Downloads
Michele Guindani and Wesley O. Johnson
Multiplicative bias correction for discrete kernels pp. 253-276 Downloads
Lynda Harfouche, Smail Adjabi, Nabil Zougab and Benedikt Funke
Objective Bayesian analysis for the multivariate skew-t model pp. 277-295 Downloads
Antonio Parisi and B. Liseo
Decomposition of cumulative chi-squared statistics, with some new tools for their interpretation pp. 297-318 Downloads
Luigi D’Ambra, Pietro Amenta and Antonello D’Ambra
Adjusted blockwise empirical likelihood for long memory time series models pp. 319-332 Downloads
Feifan Jiang and Lihong Wang
Bayes and maximum likelihood for $$L^1$$ L 1 -Wasserstein deconvolution of Laplace mixtures pp. 333-362 Downloads
Catia Scricciolo
Correction to: A genealogy of Florence Nightingale, Charles Darwin, Francis Galton and Francis Ysidro Edgeworth with special reference to their Italian connections and an annexe on Beatrice Webb and Charles Booth pp. 363-364 Downloads
Richard William Farebrother

Volume 27, issue 1, 2018

Two-scale spatial models for binary data pp. 1-24 Downloads
Cécile Hardouin and Noel Cressie
Testing for sub-models of the skew t-distribution pp. 25-44 Downloads
Thomas J. DiCiccio and Anna Clara Monti
The Tempered Discrete Linnik distribution pp. 45-68 Downloads
Lucio Barabesi, Carolina Becatti and Marzia Marcheselli
Likelihood-based risk estimation for variance-gamma models pp. 69-89 Downloads
Marco Bee, Maria Michela Dickson and Flavio Santi
Bayesian analysis of dynamic panel data by penalized quantile regression pp. 91-108 Downloads
Ali Aghamohammadi
Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness pp. 109-130 Downloads
Víctor M. Guerrero, Daniela Cortés Toto and Hortensia J. Reyes Cervantes
Dynamic factor analysis for short panels: estimating performance trajectories for water utilities pp. 131-150 Downloads
Nikolaos Zirogiannis and Yorghos Tripodis
Evaluation of long-term health care services through a latent Markov model with covariates pp. 151-173 Downloads
Giorgio E. Montanari and Silvia Pandolfi

Volume 26, issue 4, 2017

Empirical likelihood ratio in penalty form and the convex hull problem pp. 507-529 Downloads
Roberto Baragona, Francesco Battaglia and Domenico Cucina
Small area estimation based on M-quantile models in presence of outliers in auxiliary variables pp. 531-555 Downloads
Stefano Marchetti, Caterina Giusti, Nicola Salvati and Monica Pratesi
Benchmarking techniques for reconciling Bayesian small area models at distinct geographic levels pp. 557-581 Downloads
Ryan Janicki and Andrew Vesper
Transformation approaches of linear random-effects models pp. 583-608 Downloads
Yongge Tian
Multiple treatment comparisons in analysis of covariance with interaction pp. 609-628 Downloads
Frank Schaarschmidt
Distribution-dependent and distribution-free confidence intervals for the variance pp. 629-648 Downloads
Brent D. Burch
Robust skew-t factor analysis models for handling missing data pp. 649-672 Downloads
Wan-Lun Wang, Min Liu and Tsung-I Lin

Volume 26, issue 3, 2017

Random-intercept misspecification in generalized linear mixed models for binary responses pp. 333-359 Downloads
Shun Yu and Xianzheng Huang
Multivariate posterior singular spectrum analysis pp. 361-382 Downloads
Ilkka Launonen and Lasse Holmström
Modeling data with a truncated and inflated Poisson distribution pp. 383-401 Downloads
Min-Hsiao Tsai and Ting Hsiang Lin
$$D_s$$ D s -optimality in copula models pp. 403-418 Downloads
Elisa Perrone, Andreas Rappold and Werner Müller
On the effect of dependency in information properties of series and parallel systems pp. 419-435 Downloads
Abdolsaeed Toomaj
Estimation and asymptotic covariance matrix for stochastic volatility models pp. 437-452 Downloads
Maddalena Cavicchioli
Term structure forecasting in affine framework with time-varying volatility pp. 453-483 Downloads
Wali Ullah
Statistical matching and uncertainty analysis in combining household income and expenditure data pp. 485-505 Downloads
Pier Luigi Conti, Daniela Marella and Andrea Neri

Volume 26, issue 2, 2017

Divergence based robust estimation of the tail index through an exponential regression model pp. 181-213 Downloads
Abhik Ghosh
On functional central limit theorems of Bayesian nonparametric priors pp. 215-229 Downloads
Luai Al Labadi and Ibrahim Abdelrazeq
Z-process method for change point problems with applications to discretely observed diffusion processes pp. 231-250 Downloads
Ilia Negri and Yoichi Nishiyama
Discriminating membrane proteins using the joint distribution of length sums of success and failure runs pp. 251-272 Downloads
Sotirios Bersimis, Athanasios Sachlas and Pantelis G. Bagos
High dimensional extension of the growth curve model and its application in genetics pp. 273-292 Downloads
Sayantee Jana, Narayanaswamy Balakrishnan, Dietrich Rosen and Jemila Seid Hamid
Gender wage inequalities in Switzerland: the public versus the private sector pp. 293-316 Downloads
Mihaela Catalina Anastasiade and Yves Tillé
Combining micro and macro data in hedonic price indexes pp. 317-332 Downloads
Esmeralda A. Ramalho, Joaquim Ramalho and Rui Evangelista

Volume 26, issue 1, 2017

Improved multivariate prediction regions for Markov process models pp. 1-18 Downloads
Paolo Vidoni
Rate of uniform consistency for a class of mode regression on functional stationary ergodic data pp. 19-47 Downloads
Mohamed Chaouch, Naâmane Laïb and Djamal Louani
Population size estimation and heterogeneity in capture–recapture data: a linear regression estimator based on the Conway–Maxwell–Poisson distribution pp. 49-79 Downloads
Orasa Anan, Dankmar Böhning and Antonello Maruotti
On the $$L_p$$ L p norms of kernel regression estimators for incomplete data with applications to classification pp. 81-112 Downloads
Timothy Reese and Majid Mojirsheibani
On the decomposition by sources of the Zenga 1984 point and synthetic inequality indexes pp. 113-133 Downloads
Alberto Arcagni
Testing economic convergence in non-stationary panel pp. 135-156 Downloads
Abdou-Aziz Niang
Heterogeneity, school-effects and the North/South achievement gap in Italian secondary education: evidence from a three-level mixed model pp. 157-180 Downloads
Tommaso Agasisti, Francesca Ieva and Anna Maria Paganoni
Page updated 2018-12-10