Statistical Papers

1997 - 2025

Current editor(s): C. Müller, W. Krämer and W.G. Müller

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Volume 66, issue 5, 2025

Novel computational approaches for ratio distributions with an application to Hake’s ratio in effect size measurement pp. 1-27

Jozef Hanč, Martina Hančová and Dominik Borovský

Volume 66, issue 4, 2025

Conditional quantile estimation for GARCH model based on mixed-frequency data pp. 1-56

Zhenming Zhang, Shishun Zhao, Jianhua Cheng and Jiamin Li

Largest magnitude for off-diagonal auto-correlation coefficients in high dimensional framework pp. 1-40

Maxime Boucher, Didier Chauveau and Marguerite Zani

Stochastic variational inference for clustering short text data with finite mixtures of Dirichlet-Multinomial distributions pp. 1-39

Massimo Bilancia, Andrea Nigri and Samuele Magro

The general linear hypothesis testing problem for multivariate functional data with applications pp. 1-32

Tianming Zhu

Influence diagnostics for ridge regression using the Kullback–Leibler divergence pp. 1-32

Alonso Ogueda and Felipe Osorio

A novel goodness of fit test for the truncated and non-truncated Yule distributions pp. 1-18

Wenli Deng, Jinglong Wang, Xianyi Wu and Huan Xi

Estimation of the population mean under imperfect simple Z ranked set sampling pp. 1-22

Wenchen Dai, Wangxue Chen and Honglve Zhao

Model detection and variable selection for semiparametric additive spatial autoregressive model pp. 1-29

Jing Yang, Yujiang Xiao and Fang Lu

Online convex optimization for survival analysis: an adaptive and stochastic approach pp. 1-44

Camila Fernandez, Pierre Gaillard, Joseph de Vilmarest and Olivier Wintenberger

Imitated student’s t distribution: a Bayesian approach pp. 1-44

Łukasz Lenart and Justyna Mokrzycka-Gajda

On variability of the mean inactivity time at random time pp. 1-16

Bin Lu

k-hull depth: in between simplicial and halfspace depth pp. 1-25

Erik Mendroš and Stanislav Nagy

Deflation properties in tensor-based eye blink removal algorithm pp. 1-25

Zuzana Rošťáková and Roman Rosipal

From screening to variable selection by an iterative nonparametric procedure based on derivatives pp. 1-35

Francesco Giordano, Sara Milito and Maria Lucia Parrella

Piecewise monotone estimation in one-parameter exponential families pp. 1-20

Takeru Matsuda and Yuto Miyatake

Special issue on “Goodness-of-Fit, Change Point and Related Problems” pp. 1-3

Simos G. Meintanis and M. Dolores Jiménez-Gamero

Quantiles under the sub-linear expectations pp. 1-15

Anna Kuczmaszewska

Bagging and regression trees in individual claims reserving pp. 1-26

Jan Janoušek and Michal Pešta

On estimation of a partitioned covariance matrix with linearly structured blocks pp. 1-26

Katarzyna Filipiak, Augustyn Markiewicz, Adam Mieldzioc and Malwina Mrowińska

Unveiling outliers with robust covariance matrix estimation: a shrinkage approach pp. 1-23

S. Vijayalakshmi, Nicy Sebastian and T. A. Sajesh

Observations concerning the estimation of Heston’s stochastic volatility model using HF data pp. 1-23

Ostap Okhrin, Michael Rockinger and Manuel Schmid

Characteristic function and moment generating function of multivariate folded normal distribution pp. 1-23

Matej Benko, Zuzana Hübnerová and Viktor Witkovský

Copula hurdle GARCH models for multivariate non-negative time series pp. 1-19

Šárka Hudecová and Michal Pešta

On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection pp. 1-28

Majid Hashempour, Morteza Mohammadi and Osman Kamari

Tweedie compound Poisson multivariate state space models for semicontinuous time series pp. 1-28

Xingde Duan, Renjun Ma and Xiaolei Zhang

Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels pp. 1-28

Christian Genest and Frédéric Ouimet

On a modified Watson test for spherical location pp. 1-12

Maxime Boucher, Andrea Meilán-Vila, Vivien Meurice and Thomas Verdebout

Some distributions related to double records in iid sequences pp. 1-33

Fernando López-Blázquez, Agnieszka Piliszek and Begoña Salamanca-Miño

Volume 66, issue 3, 2025

Bayesian analysis of heterogeneous data outliers using a censored mixture model pp. 1-17

Nadeem Akhtar and Muteb Faraj Alharthi

A small-sample Bayesian information criterion that does not overstate the evidence, with an application to calibrating p-values from likelihood-ratio tests pp. 1-17

David R. Bickel

Variable selection for nonparametric spatial additive autoregressive model via deep learning pp. 1-18

Jie Li and Yunquan Song

Non trivial optimal sampling rate for estimating a Lipschitz-continuous function in presence of mean-reverting Ornstein–Uhlenbeck noise pp. 1-18

Enrico Bernardi, Alberto Lanconelli, Christopher S. A. Lauria and Berk Perçin

Nonparametric tests for serial independence in linear model against a possible autoregression of error terms pp. 1-18

Jana Jurečková, Olcay Arslan, Yeşim Güney, Yetkin Tuaç, Jan Picek and Martin Schindler

Spectral Clustering Algorithm for the Allometric Extension Model pp. 1-32

Kohei Kawamoto, Yuichi Goto and Koji Tsukuda

GMM estimation of random effects semiparametric additive SAR panel model with spatiotemporal correlated errors pp. 1-40

Jianbao Chen, Bogui Li and Shuangshuang Li

Global Fréchet regression from time correlated bivariate curve data in manifolds pp. 1-35

A. Torres-Signes, M. P. Frías and M. D. Ruiz-Medina

Forecasting natural disaster frequencies using nonstationary count time series models pp. 1-44

Jian Pei and Yang Lu

Semiparametric partially linear varying coefficient higher-order spatial autoregressive model pp. 1-43

Tizheng Li, Lin Li and Yanhui Li

Group strong orthogonal arrays and their construction methods pp. 1-30

Pengnan Li, Chunjie Wang and Bochuan Jiang

Robust estimation of heteroscedastic regression models: a brief overview and new proposals pp. 1-30

Conceição Amado, Ana M. Bianco, Graciela Boente and Isabel M. Rodrigues

Correction to: Exceedance statistics based on bottom-k-lists pp. 1-2

Agah Kozan, Burak Uyar and Halil Tanil

Bounded data modeling using logit-skew-normal mixtures pp. 1-21

Abbas Mahdavi and Javier E. Contreras-Reyes

Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data pp. 1-26

Tianqi Sun, Weiyu Li and Lu Lin

Goodness-of-fit tests for discrete response models with covariates pp. 1-36

Simos G. Meintanis, Joseph Ngatchou-Wandji, Leonard Santana and Marius Smuts

Dimensionality reduction in multivariate nonparametric regression via nuclear norm penalization pp. 1-33

Donghwi Nam, Ja-Yong Koo and Kwan-Young Bak

The two-sample Mood statistic for clustered data pp. 1-33

Akira Suzuki and Hidetoshi Murakami

Empirical likelihood for nonparametric regression functions under $$\rho $$ ρ -mixing high-frequency data pp. 1-27

Wenjing Tang and Yongsong Qin

Fast rates of exponential cost function pp. 1-19

Qian Sun, Yang Zhou and Shouyou Huang

A new estimator for the multicollinear logistic regression model pp. 1-19

Merve Kandemir Çetinkaya

Tests for high-dimensional partially linear regression models pp. 1-23

Hongwei Shi, Weichao Yang, Bowen Sun and Xu Guo

The uniformly complete consistency of generalized edge frequency polygon estimator for asymptotically negatively associated samples and an application pp. 1-23

Meimei Ge, Yan Wang, Xin Deng, Xuejun Wang and Aiting Shen

Volume 66, issue 2, 2025

Shrinkage and pretest Liu estimators in semiparametric linear measurement error models pp. 1-35

Hadi Emami and Omid Khademnoe

Omnibus diagnostic procedures for vector multiplicative errors models pp. 1-44

Simos G. Meintanis, Joseph Ngatchou-Wandji and Šárka Hudecová

The empirical Bernstein process with application to uniformity testing pp. 1-25

Ran Sun, Mohamed Belalia and Sévérien Nkurunziza

Testing for changes in the error distribution in functional linear models pp. 1-17

Natalie Neumeyer and Leonie Selk

Transfer learning for semiparametric varying coefficient spatial autoregressive models pp. 1-22

Xuan Chen and Yunquan Song

Feature screening via false discovery rate control for linear model with multivariate responses pp. 1-29

Congran Yu and Hengjian Cui

Testing homoscedasticity of a large number of populations pp. 1-32

M. Dolores Jiménez-Gamero, Marina Valdora and Daniela Rodríguez

Nonparametric testing of first-order structure in point processes on linear networks pp. 1-38

Ignacio González-Pérez, María Isabel Borrajo and Wenceslao González-Manteiga

Equivalent conditions of complete moment convergence for randomly weighted sums of random variables and some applications with random design pp. 1-33

Miaomiao Wang, Shunping Zheng and Xuejun Wang

Detecting small clusters in the stochastic block model pp. 1-34

Fei Ye, Jingsong Xiao, Weidong Ma, Shiwen Jin and Ying Yang

A class of nonparametric tests for DMTTF alternatives based on moment inequality pp. 1-24

Koushik Das and Shyamal Ghosh

Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution pp. 1-45

Chengdi Lian, Camila Borelli Zeller, Ke Yang and Weihu Cheng

Communication-efficient model averaging prediction for massive data with asymptotic optimality pp. 1-45

Xiaochao Xia, Sijin He and Naiwen Pang

Bayesian influence diagnostics for a multivariate GARCH model pp. 1-27

Qingrui Wang and Zhao Yao

The limiting distribution of a bivariate random vector under univariate truncation pp. 1-28

F. Durante, C. Ignazzi and P. Jaworski

Asymptotic behavior of bootstrapped extreme order statistics under unknown power normalizing constants pp. 1-28

M. E. Sobh, H. M. Barakat, Magdy E. El-Adll and Amany E. Aly

Density model checks via the lack-of-fitness pp. 1-26

Valentin Patilea and François Portier

Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model pp. 1-26

Wenshan Wang, Xinyuan Song, Guichen Han and Kai Yang

A penalization method to estimate the intrinsic dimensionality of data pp. 1-20

Liliana Forzani, Daniela Rodriguez and Mariela Sued

Estimation and specification test for diffusion models with stochastic volatility pp. 1-36

A. López-Pérez, M. Febrero-Bande and W. González-Manteiga

Volume 66, issue 1, 2025

Inference for the normal coefficient of variation: an approximate marginal likelihood approach pp. 1-17

A. Wong and X. Shi

Jackknife empirical likelihood ratio test for testing the equality of semivariance pp. 1-17

Saparya Suresh and Sudheesh K. Kattumannil

Estimating odds and log odds with guaranteed accuracy pp. 1-17

Luis Mendo

The Cholesky normal distribution for SPD matrices and inference for the mean pp. 1-17

Benoit Ahanda, Leif Ellingson and Daniel E. Osborne

Pseudo-likelihood approach for parameter estimation in univariate normal mixture models pp. 1-29

Raul Kangro, Kristi Kuljus and Jüri Lember

Bayesian quantile regression for partially linear single-index model with longitudinal data pp. 1-51

Changsheng Liu, Hanying Liang and Yongmei Li

Test for high-dimensional linear hypothesis of mean vectors via random integration pp. 1-34

Jianghao Li, Shizhe Hong, Zhenzhen Niu and Zhidong Bai

EM estimation of the B-spline copula with penalized pseudo-likelihood functions pp. 1-34

Xiaoling Dou, Satoshi Kuriki, Gwo Dong Lin and Donald Richards

Bayesian prior robustness using general $$\phi $$ ϕ -divergence measure pp. 1-19

Lyasmine Harrouche, Hocine Fellag and Lynda Atil

Joint estimation of transfer learning on time series data pp. 1-19

Dan Lou and Yuehan Yang

Monotonicity results and new bounds for the Mills ratio pp. 1-27

Zhen-Hang Yang and Jing-Feng Tian

Composite quantile regression for a distributed system with non-randomly distributed data pp. 1-30

Jun Jin, Chenyan Hao and Yewen Chen

Conformal prediction for robust deep nonparametric regression pp. 1-36

Jingsen Kong, Yiming Liu, Guangren Yang and Wang Zhou

Distribution and density estimation based on variation-diminishing spline approximation pp. 1-31

Nezha Mohaoui, Hamid Mraoui and Abdelilah Monir

Optimal designs for spherical harmonic regression pp. 1-10

Linda M. Haines

Functional time series forecasting: a systematic review pp. 1-47

Umberto Amato, Anestis Antoniadis, Italia Feis and Irène Gijbels

A density power divergence measure to discriminate between generalized exponential and Weibull distributions pp. 1-25

Suparna Basu and Hon Keung Tony Ng

On the minimum information checkerboard copula under fixed Kendall’s $$\tau $$ τ pp. 1-39

Issey Sukeda and Tomonari Sei

Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient pp. 1-32

Liqi Xia, Ruiyuan Cao, Jiang Du and Jun Dai

Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors pp. 1-37

Yan-Yong Zhao, Ling-Ling Ge and Yuan Liu

Revisiting Dirichlet Mixture Model: unraveling deeper insights and practical applications pp. 1-38

Samyajoy Pal and Christian Heumann

Kernel density regression in the additive model: a B-spline approach pp. 1-23

Facheng Li and Huilan Liu

An unbiased rank-based estimator of the Mann–Whitney variance including the case of ties pp. 1-24

Edgar Brunner and Frank Konietschke

Nonparametric Bayesian inferences on the skewed data using a Dirichlet process mixture model pp. 1-24

Amin Ghalamfarsa Mostofi and Mahmood Kharrati-Kopaei

Updatable Estimation in Generalized Linear Models with Missing Data pp. 1-26

Xianhua Zhang, Lu Lin and Qihua Wang

Optimal prediction for quantiles and probabilities pp. 1-26

Giovanni Fonseca, Federica Giummolè and Paolo Vidoni

Bayesian estimation and posterior risk under the generalized weighted squared error loss function and its applications pp. 1-26

Ming Han

A Test for Trend Gradual Changes in Heavy Tailed AR (p) Sequences pp. 1-20

Tianming Xu, Dong Jiang, Yuesong Wei and Chong Wang

Equality between two general ridge estimators and equivalence of their residual sums of squares pp. 1-20

Hirai Mukasa and Koji Tsukuda

Semi-supervised learning for various comparison functions across two populations pp. 1-59

Menghua Zhang, Mengjiao Peng and Yong Zhou