Statistical Methods & Applications

1994 - 2025

Current editor(s): Tommaso Proietti

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Springer
Società Italiana di Statistica
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Volume 29, issue 4, 2020

An alternative semiparametric model for spatial panel data pp. 669-708

Román Mínguez, Roberto Basile and María Durbán

Nearest neighbors estimation for long memory functional data pp. 709-725

Lihong Wang

Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies pp. 727-744

Piotr Kokoszka, Hieu Nguyen, Haonan Wang and Liuqing Yang

PC priors for residual correlation parameters in one-factor mixed models pp. 745-765

Massimo Ventrucci, Daniela Cocchi, Gemma Burgazzi and Alex Laini

Context-specific independencies in hierarchical multinomial marginal models pp. 767-786

Federica Nicolussi and Manuela Cazzaro

Monitoring rare categories in sentiment and opinion analysis: a Milan mega event on Twitter platform pp. 787-812

Anna Calissano, Simone Vantini and Marika Arena

A general piecewise multi-state survival model: application to breast cancer pp. 813-843

Juan Eloy Ruiz-Castro and Mariangela Zenga

Modified LASSO estimators for time series regression models with dependent disturbances pp. 845-869

Yujie Xue and Masanobu Taniguchi

A copula-based method of classifying individuals into binary disease categories using dependent biomarkers pp. 871-897

Shofiqul Islam, Sonia Anand, Jemila Hamid, Lehana Thabane and Joseph Beyene

A weighted $$\chi ^2$$ χ 2 test to detect the presence of a major change point in non-stationary Markov chains pp. 899-912

Alessandra Micheletti, Giacomo Aletti, Giulia Ferrandi, Danilo Bertoni, Daniele Cavicchioli and Roberto Pretolani

Regression for compositions based on a generalization of the Dirichlet distribution pp. 913-936

Monique Graf

Sliced inverse median difference regression pp. 937-954

Stephen Babos and Andreas Artemiou

Multivariate power series interpoint distances pp. 955-982

Reza Modarres and Yu Song

Volume 29, issue 3, 2020

Influence function-based empirical likelihood and generalized confidence intervals for the Lorenz curve pp. 427-446

Yuyin Shi, Bing Liu and Gengsheng Qin

On firm size distribution: statistical models, mechanisms, and empirical evidence pp. 447-482

Anna Maria Fiori

A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models pp. 483-514

Francesco Giordano and Pietro Coretto

Exact confidence limits for proportion difference in clinical trials with bilateral outcome pp. 515-525

Guogen Shan

A generalized mixture integer-valued GARCH model pp. 527-552

Huiyu Mao, Fukang Zhu and Yan Cui

Variable selection techniques after multiple imputation in high-dimensional data pp. 553-580

Faisal Maqbool Zahid, Shahla Faisal and Christian Heumann

Combining permutation tests to rank systemically important banks pp. 581-596

Lorenzo Frattarolo, Francesca Parpinel and Claudio Pizzi

Beliefs and needs of academic teachers: a latent class analysis pp. 597-617

Silvia Bacci, Bruno Bertaccini and Alessandra Petrucci

Identifying atypically expressed chromosome regions using RNA-Seq data pp. 619-649

Vinícius Diniz Mayrink and Flávio B. Gonçalves

Distributions of powers of the central beta matrix variates and applications pp. 651-668

Thu Pham-Gia, Duong Thanh Phong and Dinh Ngoc Thanh

Volume 29, issue 2, 2020

One or more rates of ageing? The extended gamma-Gompertz model (EGG) pp. 211-236

Giambattista Salinari and Gustavo De Santis

What finite-additivity can add to decision theory pp. 237-263

Mark J. Schervish, Teddy Seidenfeld, Rafael B. Stern and Joseph B. Kadane

Planning step-stress test plans under Type-I hybrid censoring for the log-location-scale distribution pp. 265-288

Chien-Tai Lin, Cheng-Chieh Chou and N. Balakrishnan

Testing the equality of matrix distributions pp. 289-307

Lingzhe Guo and Reza Modarres

Loss-based approach to two-piece location-scale distributions with applications to dependent data pp. 309-333

Fabrizio Leisen, Luca Rossini and Cristiano Villa

Bayesian propensity score analysis for clustered observational data pp. 335-355

Qi Zhou, Catherine McNeal, Laurel A. Copeland, Justin P. Zachariah and Joon Jin Song

Testing for boundary conditions in case of fractionally integrated processes pp. 357-371

Margherita Gerolimetto and Stefano Magrini

Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach pp. 373-395

F. Marta L. Di Lascio, Andrea Menapace and Maurizio Righetti

Correction to: Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach pp. 397-397

F. Marta L. Di Lascio, Andrea Menapace and Maurizio Righetti

Analysing the course of public trust via hidden Markov models: a focus on the Polish society pp. 399-425

Fulvia Pennoni and Ewa Genge

Volume 29, issue 1, 2020

On the estimation of the Lorenz curve under complex sampling designs pp. 1-24

Pier Luigi Conti, Alberto Iorio, Alessio Guandalini, Daniela Marella, Paola Vicard and Vincenzina Vitale

Nonparametric imputation method for nonresponse in surveys pp. 25-48

Caren Hasler and Radu V. Craiu

Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models pp. 49-78

Roberto Mari, Roberto Rocci and Stefano Antonio Gattone

Covariance matrix estimation in a seemingly unrelated regression model under Stein’s loss pp. 79-99

Shun Matsuura and Hiroshi Kurata

Spatial prediction and spatial dependence monitoring on georeferenced data streams pp. 101-128

Antonio Balzanella and Antonio Irpino

A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process pp. 129-139

Maddalena Cavicchioli

Prediction of risks of sequence of events using multistage proportional hazards model: a marginal-conditional modelling approach pp. 141-171

Rafiqul I. Chowdhury and M. Ataharul Islam

Cyber risk measurement with ordinal data pp. 173-185

Silvia Facchinetti, Paolo Giudici and Silvia Angela Osmetti

Decomposition by subpopulations of the Zenga-84 inequality curve and the related index $$\zeta $$ζ: an application to 2014 Bank of Italy survey pp. 187-207

Francesco Porro and Michele Zenga

Volume 28, issue 4, 2019

Mutual association measures pp. 571-591

Claudio G. Borroni

Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions pp. 593-623

Dariush Najarzadeh

BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices pp. 625-653

Yuvraj Sunecher, Naushad Mamode Khan, Miroslav M. Ristić and Vandna Jowaheer

Single index quantile regression for censored data pp. 655-678

Eliana Christou and Michael G. Akritas

Dynamic partially functional linear regression model pp. 679-693

Jiang Du, Hui Zhao and Zhongzhan Zhang

Estimation of the volume under the ROC surface in presence of nonignorable verification bias pp. 695-722

Khanh To Duc, Monica Chiogna and Gianfranco Adimari

Modelling of lung cancer survival data for critical illness insurances pp. 723-747

Joanna Dȩbicka and Beata Zmyślona

Zero-one augmented beta and zero-inflated discrete models with heterogeneous dispersion for the analysis of student academic performance pp. 749-767

Hildete P. Pinheiro, Rafael P. Maia, Eufrásio A. Lima Neto and Mariana Rodrigues-Motta

Volume 28, issue 3, 2019

Editorial pp. 385-387

Tommaso Proietti

The class of cub models: statistical foundations, inferential issues and empirical evidence pp. 389-435

Domenico Piccolo and Rosaria Simone

Comment on: The class of CUB models: statistical foundations, inferential issues and empirical evidence pp. 437-439

Francesco Bartolucci and Fulvia Pennoni

Discussion of “The class of CUB models: statistical foundations, inferential issues and empirical evidence” pp. 441-444

Roberto Colombi, Sabrina Giordano and Anna Gottard

The class of CUB models: statistical foundations, inferential issues and empirical evidence pp. 445-449

Alan Agresti and Maria Kateri

Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence pp. 451-456

Tommaso Proietti

A review of: The class of CUB models: statistical foundations, inferential issues and empirical evidence by Domenico Piccolo and Rosaria Simone pp. 457-458

Ron Kenett

Discussion of ‘The class of CUB models: statistical foundations, inferential issues and empirical evidence’ by Domenico Piccolo and Rosaria Simone pp. 459-463

Leonardo Grilli and Carla Rampichini

Discussion of “The class of cub models: statistical foundations, inferential issues and empirical evidence” by Domenico Piccolo and Rosaria Simone pp. 465-470

Marica Manisera and Paola Zuccolotto

Comments on The class of cub models: statistical foundations, inferential issues and empirical evidence by D. Piccolo and R. Simone pp. 471-475

Gerhard Tutz

Rejoinder to the discussion of “The class of cub models: statistical foundations, inferential issues and empirical evidence” pp. 477-493

Domenico Piccolo and Rosaria Simone

The multiple Cantelli inequalities pp. 495-506

Haruhiko Ogasawara

Multivariate ordinal regression models: an analysis of corporate credit ratings pp. 507-539

Rainer Hirk, Kurt Hornik and Laura Vana

Real and financial cycles: estimates using unobserved component models for the Italian economy pp. 541-569

Guido Bulligan, Lorenzo Burlon, Davide Delle Monache and Andrea Silvestrini

Volume 28, issue 2, 2019

A model-based fuzzy analysis of questionnaires pp. 187-215

E. Nardo and R. Simone

Functional data analysis: local linear estimation of the $$L_1$$ L 1 -conditional quantiles pp. 217-240

Fahimah A. Al-Awadhi, Zoulikha Kaid, Ali Laksaci, Idir Ouassou and Mustapha Rachdi

The B-exponential divergence and its generalizations with applications to parametric estimation pp. 241-257

Taranga Mukherjee, Abhijit Mandal and Ayanendranath Basu

A rate of consistency for nonparametric estimators of the distribution function based on censored dependent data pp. 259-280

Nour El Houda Rouabah, Nahima Nemouchi and Fatiha Messaci

Modeling of the ARMA random effects covariance matrix in logistic random effects models pp. 281-299

Keunbaik Lee, Hoimin Jung and Jae Keun Yoo

A k-means procedure based on a Mahalanobis type distance for clustering multivariate functional data pp. 301-322

Andrea Martino, Andrea Ghiglietti, Francesca Ieva and Anna Maria Paganoni

Bayesian variable selection in linear regression models with non-normal errors pp. 323-358

Saverio Ranciati, Giuliano Galimberti and Gabriele Soffritti

Reconstructing missing data sequences in multivariate time series: an application to environmental data pp. 359-383

Maria Lucia Parrella, Giuseppina Albano, Michele La Rocca and Cira Perna

Volume 28, issue 1, 2019

Sample selection when a multivariate set of size measures is available pp. 1-25

R. Benedetti, M. S. Andreano and F. Piersimoni

Sample selection models for discrete and other non-Gaussian response variables pp. 27-56

Adelchi Azzalini, Hyoung-Moon Kim and Hea-Jung Kim

Mantel–Haenszel estimators of a common odds ratio for multiple response data pp. 57-76

Thomas Suesse and Ivy Liu

Nonparametric series density estimation and testing pp. 77-99

Patrick Marsh

Correction to: Nonparametric series density estimation and testing pp. 101-101

Patrick Marsh

On Wald tests for differential item functioning detection pp. 103-118

Michela Battauz

Backtesting VaR and expectiles with realized scores pp. 119-142

Fabio Bellini, Ilia Negri and Mariya Pyatkova

Modeling right-censored medical cost data in regression and the effects of covariates pp. 143-155

Lu Deng, Wendy Lou and Nicholas Mitsakakis

Random forest-based approach for physiological functional variable selection for driver’s stress level classification pp. 157-185

Neska Haouij, Jean-Michel Poggi, Raja Ghozi, Sylvie Sevestre-Ghalila and Mériem Jaïdane