Statistical Methods & Applications

1994 - 2024

Current editor(s): Tommaso Proietti

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Springer
Società Italiana di Statistica
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Approximate asymptotic Bahadur efficiency of independence tests with random sample size pp. 1-23: L. Beghin and Yakov Nikitin
A new approach to stock price modelling and the efficiency of the Italian stock exchange pp. 25-47: Attilio Gardini, Giuseppe Cavaliere and Michele Costa
Monte Carlo methods for nonparametric survival model determination pp. 49-60: Maura Mezzetti and Paolo Giudici
Optimal design of air quality networks detecting warning and alert conditions pp. 61-73: Daniela Romano, Mario Cirillo, Renato Coppi and Pierpaolo D’Urso
Strong consistency of conditional least squares estimators in multiple regime threshold autoregressive models pp. 75-82: Gabriella Schoier
Probability matching priors: a review pp. 83-100: Catia Scricciolo

Generating functions for exactp-values of odds ratios in logistic regression pp. 221-232: I. Dinwoodie
A proportional hazard model with time-dependent parameters and covariates pp. 233-242: Ana Porras, Julia Leal and Esteban Álvarez
Bayesian analysis of autoregressive time series with change points pp. 243-255: Maria Barbieri and Caterina Conigliani
A diagnostic for autocorrelation of the disturbances in regression models pp. 257-266: Cinzia Carota
Edge effect in disease mapping pp. 267-283: Emanuela Dreassi and Annibale Biggeri
Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes pp. 285-295: Matteo Grigoletto
Tests of integration in circular autoregressive models pp. 297-306: Paolo Paruolo

An alternative proof of Granger’s Representation Theorem forI(1) systems through Jordan matrices pp. 111-127: Fragiskos Archontakis
On the coefficient of multiple determination in a linear regression model pp. 129-157: Nabendu Pal and Wooi Lim
On selecting the best of two normal populations using a loss function pp. 159-170: Paul Laan and Constance Eeden
Markov chain Monte Carlo methods for probabilistic network model determination pp. 171-183: Paolo Giudici
On estimating the variance of the systematic sample mean pp. 185-196: Giorgio Montanari and Francesco Bartolucci
A genetic algorithm for graphical model selection pp. 197-208: Irene Poli and Alberto Roverato
An MCMC algorithm for bayesian analysis of Hierarchical Partition Models pp. 209-220: Stefano Sampietro and Piero Veronese

Some results on the scalar Skew-normal distribution pp. 1-13: Monica Chiogna
On expectations associated with maximum likelihood estimation in the Weibull distribution pp. 15-26: A. Watkins
Stochastic adaptive selection of weights in the simulated tempering algorithm pp. 27-55: Alessandro Ramponi
Orthogonal plans of resolution IV and V pp. 57-75: Stratis Kounias and Luigi Salmaso
A variance stabilizing transformation for the Gini concentration ratio pp. 77-91: Emma Sarno
Small area estimation at provincial level in the Italian labour force survey pp. 93-109: Piero Falorsi, Stefano Falorsi and Aldo Russo

Identification of latent class Markov models with multiple indicators and correlated measurement errors pp. 201-211: Francesca Bassi
An asymptotic test for a geometric process against a lattice distribution with monotone hazard pp. 213-231: Pier Conti
A notion of coherent revision for arbitrary random quantities pp. 233-243: L. Crisma, P. Gigante and Pietro Millossovich
Identifiability conditions for Generalised STARMA models pp. 245-255: Giuseppina Guagnano and Silvia Terzi
Interval estimation of the intraclass correlation coefficient based on Bartlett’s score procedure pp. 257-272: S. Paul
Mean square error matrix properties of Bayes estimation for incorrect prior information under misspecification pp. 273-284: Sabine Tamaschke, Götz Trenkler and Laisheng Wei

Wavelets in statistics: A review pp. 97-130: A. Antoniadis
Comments on «Wavelets in statistics: A review» by A. Antoniadis pp. 131-138: Jianqing Fan
Comments on «Wavelets in statistics: A review» by A. Antoniadis pp. 139-141: Pier Conti and Giovanna Lasinio
Rejoinder pp. 143-144: A. Antoniadis
Preventing the Dirac disaster: Wavelet based density estimation pp. 145-159: Marina Vannucci and Brani Vidakovic
Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise pp. 161-176: Stefano Iacus
Parameter estimation in differential equations, using random time transformations pp. 177-199: Bruno Bassan, Ruth Marcus, Isaac Meilijson and Hovav Talpaz

Competing risks model with random censoring on the leff pp. 1-21: Abdurahim Abdushukuro
Hypothesis testing when the information matrix is singular pp. 23-35: Marco Barnabani
Optimized adaptive prediction pp. 37-58: Carlo Grillenzoni
Characterizations of some continuous distributions pp. 59-65: A. Gupta, T. Nguyen and Y. Wang
Estimating odds-ratio: Homogeneity constraints pp. 67-81: A. Gupta and A. Ehsanes Saleh
Stochastic modelling of consumer’s diminishing return pp. 83-92: Ramalingam Shanmugam
Erratum to: The role of the drift in I(2) systems pp. 93-95: Paolo Paruolo and B. Nielsen