EconPapers    
Economics at your fingertips  
 

Statistical Papers

1997 - 2025

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

From Springer
Bibliographic data for series maintained by Sonal Shukla (sonal.shukla@springer.com) and Springer Nature Abstracting and Indexing (indexing@springernature.com).

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 66, issue 3, 2025

Group strong orthogonal arrays and their construction methods pp. 1-30 Downloads
Pengnan Li, Chunjie Wang and Bochuan Jiang
Robust estimation of heteroscedastic regression models: a brief overview and new proposals pp. 1-30 Downloads
Conceição Amado, Ana M. Bianco, Graciela Boente and Isabel M. Rodrigues
Variable selection for nonparametric spatial additive autoregressive model via deep learning pp. 1-18 Downloads
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 Downloads
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 Downloads
Jana Jurečková, Olcay Arslan, Yeşim Güney, Yetkin Tuaç, Jan Picek and Martin Schindler
Bounded data modeling using logit-skew-normal mixtures pp. 1-21 Downloads
Abbas Mahdavi and Javier E. Contreras-Reyes
GMM estimation of random effects semiparametric additive SAR panel model with spatiotemporal correlated errors pp. 1-40 Downloads
Jianbao Chen, Bogui Li and Shuangshuang Li
Empirical likelihood for nonparametric regression functions under $$\rho $$ ρ -mixing high-frequency data pp. 1-27 Downloads
Wenjing Tang and Yongsong Qin
Spectral Clustering Algorithm for the Allometric Extension Model pp. 1-32 Downloads
Kohei Kawamoto, Yuichi Goto and Koji Tsukuda
Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data pp. 1-26 Downloads
Tianqi Sun, Weiyu Li and Lu Lin
Tests for high-dimensional partially linear regression models pp. 1-23 Downloads
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 Downloads
Meimei Ge, Yan Wang, Xin Deng, Xuejun Wang and Aiting Shen
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 Downloads
David R. Bickel
Fast rates of exponential cost function pp. 1-19 Downloads
Qian Sun, Yang Zhou and Shouyou Huang
A new estimator for the multicollinear logistic regression model pp. 1-19 Downloads
Merve Kandemir Çetinkaya
Semiparametric partially linear varying coefficient higher-order spatial autoregressive model pp. 1-43 Downloads
Tizheng Li, Lin Li and Yanhui Li
Dimensionality reduction in multivariate nonparametric regression via nuclear norm penalization pp. 1-33 Downloads
Donghwi Nam, Ja-Yong Koo and Kwan-Young Bak
The two-sample Mood statistic for clustered data pp. 1-33 Downloads
Akira Suzuki and Hidetoshi Murakami
Goodness-of-fit tests for discrete response models with covariates pp. 1-36 Downloads
Simos G. Meintanis, Joseph Ngatchou-Wandji, Leonard Santana and Marius Smuts

Volume 66, issue 2, 2025

Bayesian influence diagnostics for a multivariate GARCH model pp. 1-27 Downloads
Qingrui Wang and Zhao Yao
A penalization method to estimate the intrinsic dimensionality of data pp. 1-20 Downloads
Liliana Forzani, Daniela Rodriguez and Mariela Sued
Testing homoscedasticity of a large number of populations pp. 1-32 Downloads
M. Dolores Jiménez-Gamero, Marina Valdora and Daniela Rodríguez
Feature screening via false discovery rate control for linear model with multivariate responses pp. 1-29 Downloads
Congran Yu and Hengjian Cui
Transfer learning for semiparametric varying coefficient spatial autoregressive models pp. 1-22 Downloads
Xuan Chen and Yunquan Song
The limiting distribution of a bivariate random vector under univariate truncation pp. 1-28 Downloads
F. Durante, C. Ignazzi and P. Jaworski
Asymptotic behavior of bootstrapped extreme order statistics under unknown power normalizing constants pp. 1-28 Downloads
M. E. Sobh, H. M. Barakat, Magdy E. El-Adll and Amany E. Aly
Detecting small clusters in the stochastic block model pp. 1-34 Downloads
Fei Ye, Jingsong Xiao, Weidong Ma, Shiwen Jin and Ying Yang
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution pp. 1-45 Downloads
Chengdi Lian, Camila Borelli Zeller, Ke Yang and Weihu Cheng
Communication-efficient model averaging prediction for massive data with asymptotic optimality pp. 1-45 Downloads
Xiaochao Xia, Sijin He and Naiwen Pang
Shrinkage and pretest Liu estimators in semiparametric linear measurement error models pp. 1-35 Downloads
Hadi Emami and Omid Khademnoe
Estimation and specification test for diffusion models with stochastic volatility pp. 1-36 Downloads
A. López-Pérez, M. Febrero-Bande and W. González-Manteiga
Omnibus diagnostic procedures for vector multiplicative errors models pp. 1-44 Downloads
Simos G. Meintanis, Joseph Ngatchou-Wandji and Šárka Hudecová
Equivalent conditions of complete moment convergence for randomly weighted sums of random variables and some applications with random design pp. 1-33 Downloads
Miaomiao Wang, Shunping Zheng and Xuejun Wang
Density model checks via the lack-of-fitness pp. 1-26 Downloads
Valentin Patilea and François Portier
Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model pp. 1-26 Downloads
Wenshan Wang, Xinyuan Song, Guichen Han and Kai Yang
The empirical Bernstein process with application to uniformity testing pp. 1-25 Downloads
Ran Sun, Mohamed Belalia and Sévérien Nkurunziza
Testing for changes in the error distribution in functional linear models pp. 1-17 Downloads
Natalie Neumeyer and Leonie Selk
A class of nonparametric tests for DMTTF alternatives based on moment inequality pp. 1-24 Downloads
Koushik Das and Shyamal Ghosh
Nonparametric testing of first-order structure in point processes on linear networks pp. 1-38 Downloads
Ignacio González-Pérez, María Isabel Borrajo and Wenceslao González-Manteiga

Volume 66, issue 1, 2025

Monotonicity results and new bounds for the Mills ratio pp. 1-27 Downloads
Zhen-Hang Yang and Jing-Feng Tian
Distribution and density estimation based on variation-diminishing spline approximation pp. 1-31 Downloads
Nezha Mohaoui, Hamid Mraoui and Abdelilah Monir
Pseudo-likelihood approach for parameter estimation in univariate normal mixture models pp. 1-29 Downloads
Raul Kangro, Kristi Kuljus and Jüri Lember
A Test for Trend Gradual Changes in Heavy Tailed AR (p) Sequences pp. 1-20 Downloads
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 Downloads
Hirai Mukasa and Koji Tsukuda
Functional time series forecasting: a systematic review pp. 1-47 Downloads
Umberto Amato, Anestis Antoniadis, Italia Feis and Irène Gijbels
Composite quantile regression for a distributed system with non-randomly distributed data pp. 1-30 Downloads
Jun Jin, Chenyan Hao and Yewen Chen
On the minimum information checkerboard copula under fixed Kendall’s $$\tau $$ τ pp. 1-39 Downloads
Issey Sukeda and Tomonari Sei
Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors pp. 1-37 Downloads
Yan-Yong Zhao, Ling-Ling Ge and Yuan Liu
Conformal prediction for robust deep nonparametric regression pp. 1-36 Downloads
Jingsen Kong, Yiming Liu, Guangren Yang and Wang Zhou
A density power divergence measure to discriminate between generalized exponential and Weibull distributions pp. 1-25 Downloads
Suparna Basu and Hon Keung Tony Ng
Updatable Estimation in Generalized Linear Models with Missing Data pp. 1-26 Downloads
Xianhua Zhang, Lu Lin and Qihua Wang
Optimal prediction for quantiles and probabilities pp. 1-26 Downloads
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 Downloads
Ming Han
Inference for the normal coefficient of variation: an approximate marginal likelihood approach pp. 1-17 Downloads
A. Wong and X. Shi
Jackknife empirical likelihood ratio test for testing the equality of semivariance pp. 1-17 Downloads
Saparya Suresh and Sudheesh K. Kattumannil
Estimating odds and log odds with guaranteed accuracy pp. 1-17 Downloads
Luis Mendo
The Cholesky normal distribution for SPD matrices and inference for the mean pp. 1-17 Downloads
Benoit Ahanda, Leif Ellingson and Daniel E. Osborne
Revisiting Dirichlet Mixture Model: unraveling deeper insights and practical applications pp. 1-38 Downloads
Samyajoy Pal and Christian Heumann
Bayesian prior robustness using general $$\phi $$ ϕ -divergence measure pp. 1-19 Downloads
Lyasmine Harrouche, Hocine Fellag and Lynda Atil
Joint estimation of transfer learning on time series data pp. 1-19 Downloads
Dan Lou and Yuehan Yang
Optimal designs for spherical harmonic regression pp. 1-10 Downloads
Linda M. Haines
Semi-supervised learning for various comparison functions across two populations pp. 1-59 Downloads
Menghua Zhang, Mengjiao Peng and Yong Zhou
Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient pp. 1-32 Downloads
Liqi Xia, Ruiyuan Cao, Jiang Du and Jun Dai
Bayesian quantile regression for partially linear single-index model with longitudinal data pp. 1-51 Downloads
Changsheng Liu, Hanying Liang and Yongmei Li
Test for high-dimensional linear hypothesis of mean vectors via random integration pp. 1-34 Downloads
Jianghao Li, Shizhe Hong, Zhenzhen Niu and Zhidong Bai
EM estimation of the B-spline copula with penalized pseudo-likelihood functions pp. 1-34 Downloads
Xiaoling Dou, Satoshi Kuriki, Gwo Dong Lin and Donald Richards
Kernel density regression in the additive model: a B-spline approach pp. 1-23 Downloads
Facheng Li and Huilan Liu
An unbiased rank-based estimator of the Mann–Whitney variance including the case of ties pp. 1-24 Downloads
Edgar Brunner and Frank Konietschke
Nonparametric Bayesian inferences on the skewed data using a Dirichlet process mixture model pp. 1-24 Downloads
Amin Ghalamfarsa Mostofi and Mahmood Kharrati-Kopaei
Page updated 2025-04-02