Statistical Methods & Applications

1994 - 2024

Current editor(s): Tommaso Proietti

From:
Springer
Società Italiana di Statistica
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 27, issue 4, 2018

The power of monitoring: how to make the most of a contaminated multivariate sample pp. 559-587

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

Jakob Raymaekers, Peter 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

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

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

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

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

Christophe Croux

Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” pp. 625-629

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

Valentin Todorov

Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” pp. 641-649

Domenico Perrotta and Francesca Torti

The power of (extended) monitoring in robust clustering pp. 651-660

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

Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini

Wavelet regression estimations with strong mixing data pp. 667-688

Junke Kou and Youming Liu

Testing for an excessive number of zeros in time series of bounded counts pp. 689-714

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

Giovana Fumes-Ghantous, Silvia L. P. Ferrari and José Eduardo Corrente

Volume 27, issue 3, 2018

On multivariate quantile regression analysis pp. 365-384

Jean-Paul Chavas

On score vector- and residual-based CUSUM tests in ARMA–GARCH models pp. 385-406

Haejune Oh and Sangyeol Lee

Modelling of low count heavy tailed time series data consisting large number of zeros and ones pp. 407-435

Raju Maiti, Atanu Biswas and Bibhas Chakraborty

Most stable sample size determination in clinical trials pp. 437-454

Ali Karimnezhad and Ahmad Parsian

A note on variable selection in functional regression via random subspace method pp. 455-477

Łukasz Smaga and Hidetoshi Matsui

Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals pp. 479-490

Ruidong Han, Xinghui Wang and Shuhe Hu

Clustering of financial instruments using jump tail dependence coefficient pp. 491-513

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

Sergio Longobardi, Patrizia Falzetti and Margherita Maria Pagliuca

Prognostic assessment of repeatedly measured time-dependent biomarkers, with application to dilated cardiomyopathy pp. 545-557

Giulia Barbati and Alessio Farcomeni

Volume 27, issue 2, 2018

Nonparametric Bayesian inference in applications pp. 175-206

Peter Müeller, Fernando A. Quintana and Garritt Page

Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics pp. 207-218

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

Athanasios Kottas

Discussion on the paper by Peter Müller, Fernando A. Quintana, and Garritt L. Page pp. 227-230

Seongil Jo and Jaeyong Lee

Computational challenges and temporal dependence in Bayesian nonparametric models pp. 231-238

Raffaele Argiento and Matteo Ruggiero

More nonparametric Bayesian inference in applications pp. 239-251

Michele Guindani and Wesley O. Johnson

Multiplicative bias correction for discrete kernels pp. 253-276

Lynda Harfouche, Smail Adjabi, Nabil Zougab and Benedikt Funke

Objective Bayesian analysis for the multivariate skew-t model pp. 277-295

Antonio Parisi and B. Liseo

Decomposition of cumulative chi-squared statistics, with some new tools for their interpretation pp. 297-318

Luigi D’Ambra, Pietro Amenta and Antonello D’Ambra

Adjusted blockwise empirical likelihood for long memory time series models pp. 319-332

Feifan Jiang and Lihong Wang

Bayes and maximum likelihood for $$L^1$$ L 1 -Wasserstein deconvolution of Laplace mixtures pp. 333-362

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

Richard William Farebrother

Volume 27, issue 1, 2018

Two-scale spatial models for binary data pp. 1-24

Cécile Hardouin and Noel Cressie

Testing for sub-models of the skew t-distribution pp. 25-44

Thomas J. DiCiccio and Anna Clara Monti

The Tempered Discrete Linnik distribution pp. 45-68

Lucio Barabesi, Carolina Becatti and Marzia Marcheselli

Likelihood-based risk estimation for variance-gamma models pp. 69-89

Marco Bee, Maria Michela Dickson and Flavio Santi

Bayesian analysis of dynamic panel data by penalized quantile regression pp. 91-108

Ali Aghamohammadi

Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness pp. 109-130

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

Nikolaos Zirogiannis and Yorghos Tripodis

Evaluation of long-term health care services through a latent Markov model with covariates pp. 151-173

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

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

Stefano Marchetti, Caterina Giusti, Nicola Salvati and Monica Pratesi

Benchmarking techniques for reconciling Bayesian small area models at distinct geographic levels pp. 557-581

Ryan Janicki and Andrew Vesper

Transformation approaches of linear random-effects models pp. 583-608

Yongge Tian

Multiple treatment comparisons in analysis of covariance with interaction pp. 609-628

Frank Schaarschmidt

Distribution-dependent and distribution-free confidence intervals for the variance pp. 629-648

Brent D. Burch

Robust skew-t factor analysis models for handling missing data pp. 649-672

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

Shun Yu and Xianzheng Huang

Multivariate posterior singular spectrum analysis pp. 361-382

Ilkka Launonen and Lasse Holmström

Modeling data with a truncated and inflated Poisson distribution pp. 383-401

Min-Hsiao Tsai and Ting Hsiang Lin

$$D_s$$ D s -optimality in copula models pp. 403-418

Elisa Perrone, Andreas Rappold and Werner Müller

On the effect of dependency in information properties of series and parallel systems pp. 419-435

Abdolsaeed Toomaj

Estimation and asymptotic covariance matrix for stochastic volatility models pp. 437-452

Maddalena Cavicchioli

Term structure forecasting in affine framework with time-varying volatility pp. 453-483

Wali Ullah

Statistical matching and uncertainty analysis in combining household income and expenditure data pp. 485-505

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

Abhik Ghosh

On functional central limit theorems of Bayesian nonparametric priors pp. 215-229

Luai Al Labadi and Ibrahim Abdelrazeq

Z-process method for change point problems with applications to discretely observed diffusion processes pp. 231-250

Ilia Negri and Yoichi Nishiyama

Discriminating membrane proteins using the joint distribution of length sums of success and failure runs pp. 251-272

Sotirios Bersimis, Athanasios Sachlas and Pantelis G. Bagos

High dimensional extension of the growth curve model and its application in genetics pp. 273-292

Sayantee Jana, Narayanaswamy Balakrishnan, Dietrich Rosen and Jemila Seid Hamid

Gender wage inequalities in Switzerland: the public versus the private sector pp. 293-316

Mihaela Catalina Anastasiade and Yves Tillé

Combining micro and macro data in hedonic price indexes pp. 317-332

Esmeralda A. Ramalho, Joaquim Ramalho and Rui Evangelista

Volume 26, issue 1, 2017

Improved multivariate prediction regions for Markov process models pp. 1-18

Paolo Vidoni

Rate of uniform consistency for a class of mode regression on functional stationary ergodic data pp. 19-47

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

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

Timothy Reese and Majid Mojirsheibani

On the decomposition by sources of the Zenga 1984 point and synthetic inequality indexes pp. 113-133

Alberto Arcagni

Testing economic convergence in non-stationary panel pp. 135-156

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

Tommaso Agasisti, Francesca Ieva and Anna Maria Paganoni