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 () and Springer Nature Abstracting and Indexing (). Access Statistics for this journal.
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Volume 66, issue 5, 2025
- Bayesian propensity score analysis for misclassified multinomial data pp. 1-17

- Yuhan Ma and Joon Jin Song
- Special issue on “PROBASTAT 2024” pp. 1-4

- Radoslav Harman, Michal Pešta and Viktor Witkovský
- Testing exponentiality based on relative extropy pp. 1-20

- G. Rajesh and V. S. Sajily
- A family of network evolution models with moderate density pp. 1-18

- István Fazekas and László Fórián
- A symmetry test for functional data via the empirical characteristic functional pp. 1-23

- Hedvika Ranošová and Daniel Hlubinka
- Stochastic orders and shape properties for a new distorted proportional odds model pp. 1-22

- Idir Arab, Milto Hadjikyriakou and Paulo Eduardo Oliveira
- 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
- Estimation of the distribution function and quantiles through data integration pp. 1-35

- B. Cobo, S. Martínez and M. Rueda
- Maximum likelihood estimation under the Emax model: existence, geometry and efficiency pp. 1-28

- Giacomo Aletti, Nancy Flournoy, Caterina May and Chiara Tommasi
- Optimal experimental design: from design point to design region pp. 1-28

- Martin Bubel, Philipp Seufert, Gleb Karpov, Jan Schwientek, Michael Bortz and Ivan Oseledets
Volume 66, issue 4, 2025
- 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
- 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
- Model detection and variable selection for semiparametric additive spatial autoregressive model pp. 1-29

- Jing Yang, Yujiang Xiao and Fang Lu
- 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
- On a modified Watson test for spherical location pp. 1-12

- Maxime Boucher, Andrea Meilán-Vila, Vivien Meurice and Thomas Verdebout
- 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
- Largest magnitude for off-diagonal auto-correlation coefficients in high dimensional framework pp. 1-40

- Maxime Boucher, Didier Chauveau and Marguerite Zani
- 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
- Quantiles under the sub-linear expectations pp. 1-15

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

- Šárka Hudecová and Michal Pešta
- Some distributions related to double records in iid sequences pp. 1-33

- Fernando López-Blázquez, Agnieszka Piliszek and Begoña Salamanca-Miño
- 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
- 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
- Conditional quantile estimation for GARCH model based on mixed-frequency data pp. 1-56

- Zhenming Zhang, Shishun Zhao, Jianhua Cheng and Jiamin Li
- Special issue on “Goodness-of-Fit, Change Point and Related Problems” pp. 1-3

- Simos G. Meintanis and M. Dolores Jiménez-Gamero
- On variability of the mean inactivity time at random time pp. 1-16

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

- Wenchen Dai, Wangxue Chen and Honglve Zhao
Volume 66, issue 3, 2025
- 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
- Forecasting natural disaster frequencies using nonstationary count time series models pp. 1-44

- Jian Pei and Yang Lu
- 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
- 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
- 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
- Correction to: Exceedance statistics based on bottom-k-lists pp. 1-2

- Agah Kozan, Burak Uyar and Halil Tanil
- 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
- Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data pp. 1-26

- Tianqi Sun, Weiyu Li and Lu Lin
- GMM estimation of random effects semiparametric additive SAR panel model with spatiotemporal correlated errors pp. 1-40

- Jianbao Chen, Bogui Li and Shuangshuang Li
- Spectral Clustering Algorithm for the Allometric Extension Model pp. 1-32

- Kohei Kawamoto, Yuichi Goto and Koji Tsukuda
- 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
- 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
- Goodness-of-fit tests for discrete response models with covariates pp. 1-36

- Simos G. Meintanis, Joseph Ngatchou-Wandji, Leonard Santana and Marius Smuts
- Empirical likelihood for nonparametric regression functions under $$\rho $$ ρ -mixing high-frequency data pp. 1-27

- Wenjing Tang and Yongsong Qin
- Bounded data modeling using logit-skew-normal mixtures pp. 1-21

- Abbas Mahdavi and Javier E. Contreras-Reyes
- Semiparametric partially linear varying coefficient higher-order spatial autoregressive model pp. 1-43

- Tizheng Li, Lin Li and Yanhui Li
Volume 66, issue 2, 2025
- Transfer learning for semiparametric varying coefficient spatial autoregressive models pp. 1-22

- Xuan Chen and Yunquan Song
- Bayesian influence diagnostics for a multivariate GARCH model pp. 1-27

- Qingrui Wang and Zhao Yao
- A class of nonparametric tests for DMTTF alternatives based on moment inequality pp. 1-24

- Koushik Das and Shyamal Ghosh
- Estimation and specification test for diffusion models with stochastic volatility pp. 1-36

- A. López-Pérez, M. Febrero-Bande and W. 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
- 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
- The empirical Bernstein process with application to uniformity testing pp. 1-25

- Ran Sun, Mohamed Belalia and Sévérien Nkurunziza
- A penalization method to estimate the intrinsic dimensionality of data pp. 1-20

- Liliana Forzani, Daniela Rodriguez and Mariela Sued
- 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
- Testing homoscedasticity of a large number of populations pp. 1-32

- M. Dolores Jiménez-Gamero, Marina Valdora and Daniela Rodríguez
- Testing for changes in the error distribution in functional linear models pp. 1-17

- Natalie Neumeyer and Leonie Selk
- 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
- Detecting small clusters in the stochastic block model pp. 1-34

- Fei Ye, Jingsong Xiao, Weidong Ma, Shiwen Jin and Ying Yang
- Feature screening via false discovery rate control for linear model with multivariate responses pp. 1-29

- Congran Yu and Hengjian Cui
- 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
- 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
Volume 66, issue 1, 2025
- 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
- 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
- Composite quantile regression for a distributed system with non-randomly distributed data pp. 1-30

- Jun Jin, Chenyan Hao and Yewen Chen
- Kernel density regression in the additive model: a B-spline approach pp. 1-23

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

- Samyajoy Pal and Christian Heumann
- Pseudo-likelihood approach for parameter estimation in univariate normal mixture models pp. 1-29

- Raul Kangro, Kristi Kuljus and Jüri Lember
- 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
- 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
- On the minimum information checkerboard copula under fixed Kendall’s $$\tau $$ τ pp. 1-39

- Issey Sukeda and Tomonari Sei
- Semi-supervised learning for various comparison functions across two populations pp. 1-59

- Menghua Zhang, Mengjiao Peng and Yong Zhou
- Conformal prediction for robust deep nonparametric regression pp. 1-36

- Jingsen Kong, Yiming Liu, Guangren Yang and Wang Zhou
- Monotonicity results and new bounds for the Mills ratio pp. 1-27

- Zhen-Hang Yang and Jing-Feng Tian
- 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
- A density power divergence measure to discriminate between generalized exponential and Weibull distributions pp. 1-25

- Suparna Basu and Hon Keung Tony Ng
- Distribution and density estimation based on variation-diminishing spline approximation pp. 1-31

- Nezha Mohaoui, Hamid Mraoui and Abdelilah Monir
- Functional time series forecasting: a systematic review pp. 1-47

- Umberto Amato, Anestis Antoniadis, Italia Feis and Irène Gijbels
- Optimal designs for spherical harmonic regression pp. 1-10

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

- Liqi Xia, Ruiyuan Cao, Jiang Du and Jun Dai
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