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Statistical Papers

1997 - 2021

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

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Volume 62, issue 4, 2021

Robust functional principal components for irregularly spaced longitudinal data pp. 1563-1582 Downloads
Ricardo A. Maronna
Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators pp. 1583-1609 Downloads
Elisa Cabana, Rosa E. Lillo and Henry Laniado
On weakly equivariant estimators pp. 1611-1650 Downloads
M. Shams
On optimal tests for circular reflective symmetry about an unknown central direction pp. 1651-1674 Downloads
Jose Ameijeiras-Alonso, Christophe Ley, Arthur Pewsey and Thomas Verdebout
Semi-parametric regression when some (expensive) covariates are missing by design pp. 1675-1696 Downloads
Göran Kauermann and Mehboob Ali
Goodness-of-fit test of copula functions for semi-parametric univariate time series models pp. 1697-1721 Downloads
Shulin Zhang, Qian M. Zhou and Huazhen Lin
Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable pp. 1723-1751 Downloads
Zhihua Sun, Dongshan Luo, Xiaohua Zhou and Qingzhao Zhang
Smooth estimation of the area under the ROC curve in multistage ranked set sampling pp. 1753-1776 Downloads
M. Mahdizadeh and Ehsan Zamanzade
Uniformity pattern of q-level factorials under mixture discrepancy pp. 1777-1793 Downloads
Kang Wang, Zujun Ou, Jiaqi Liu and Hongyi Li
Construction of orthogonal marginally coupled designs pp. 1795-1820 Downloads
Weiping Zhou, Jinyu Yang and Min-Qian Liu
A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix pp. 1821-1852 Downloads
Rui Wang and Xingzhong Xu
The risk function of the goodness-of-fit tests for tail models pp. 1853-1869 Downloads
Ingo Hoffmann and Christoph J. Börner
On local optimality of vertex type designs in generalized linear models pp. 1871-1898 Downloads
Osama Idais
Estimating variances in time series kriging using convex optimization and empirical BLUPs pp. 1899-1938 Downloads
Martina Hančová, Andrej Gajdoš, Jozef Hanč and Gabriela Vozáriková
Efficient estimation for the volatility of stochastic interest rate models pp. 1939-1964 Downloads
Yuping Song, Hangyan Li and Yetong Fang
On the optimality of orthogonal and balanced arrays with $$N\equiv 0$$ N ≡ 0 $$(\text {mod}$$ ( mod 9) runs pp. 1965-1980 Downloads
Vasilis Chasiotis, Stavros A. Chatzopoulos, Stratis Kounias and Nikos Farmakis
Adaptive quantile regressions for massive datasets pp. 1981-1995 Downloads
Rong Jiang, Wei-wei Chen and Xin Liu
A comparison of semiparametric tests for fractional cointegration pp. 1997-2030 Downloads
Christian Leschinski, Michelle Voges and Philipp Sibbertsen
Uniform projection nested Latin hypercube designs pp. 2031-2045 Downloads
Hao Chen, Yan Zhang and Xue Yang
On mean derivative estimation of longitudinal and functional data: from sparse to dense pp. 2047-2066 Downloads
Hassan Sharghi Ghale-Joogh and S. Mohammad E. Hosseini-Nasab

Volume 62, issue 3, 2021

Kernel estimation in semiparametric mixed effect longitudinal modeling pp. 1095-1116 Downloads
M. Taavoni and M. Arashi
Flexible sliced Latin hypercube designs with slices of different sizes pp. 1117-1134 Downloads
Ru Yuan, Bing Guo and Min-Qian Liu
Halfspace depth does not characterize probability distributions pp. 1135-1139 Downloads
Stanislav Nagy
Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random pp. 1141-1166 Downloads
Jianglin Fang
Robustness of the deepest projection regression functional pp. 1167-1193 Downloads
Yijun Zuo
Pareto parameters estimation using moving extremes ranked set sampling pp. 1195-1211 Downloads
Wangxue Chen, Rui Yang, Dongsen Yao and Chunxian Long
Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration pp. 1213-1230 Downloads
Tao Zhang, Zhiwen Wang and Yanling Wan
Goodness-of-fit tests for quantile regression with missing responses pp. 1231-1264 Downloads
Ana Pérez-González, Tomás R. Cotos-Yáñez, Wenceslao González-Manteiga and Rosa M. Crujeiras-Casais
Refined critical boundary with enhanced statistical power for non-directional two-sided tests in group sequential designs with multiple endpoints pp. 1265-1290 Downloads
Fengqing Zhang and Jiangtao Gou
On the theory of periodic multivariate INAR processes pp. 1291-1348 Downloads
Cláudia Santos, Isabel Pereira and Manuel G. Scotto
D-optimal designs for hierarchical linear models with intraclass covariance structure pp. 1349-1361 Downloads
Lei He and Rong-Xian Yue
Consistent validation of gray-level thresholding image segmentation algorithms based on machine learning classifiers pp. 1363-1386 Downloads
Luca Frigau, Claudio Conversano and Francesco Mola
Excess and saturated D-optimal designs for the rational model pp. 1387-1405 Downloads
Yu. D. Grigoriev, V. B. Melas and P. V. Shpilev
Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors pp. 1407-1419 Downloads
Ke-Ang Fu, Ting Li, Chang Ni, Wenkai He and Renshui Wu
The stochastic restricted ridge estimator in generalized linear models pp. 1421-1460 Downloads
M. Revan Özkale and Hans Nyquist
Sharp lower bounds of various uniformity criteria for constructing uniform designs pp. 1461-1482 Downloads
A. M. Elsawah, Kai-Tai Fang, Ping He and Hong Qin
A note on a measure of asymmetry pp. 1483-1497 Downloads
Andreas Eberl and Bernhard Klar
Admissible kernels for RKHS embedding of probability distributions pp. 1499-1518 Downloads
Liangzhi Chen, Thomas Hotz and Haizhang Zhang
Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions pp. 1519-1555 Downloads
Antonio Punzo, Salvatore Ingrassia and Antonello Maruotti
Appendage to: Multi-part balanced incomplete-block designs pp. 1557-1558 Downloads
R. A. Bailey and Peter J. Cameron
Alexander G. Tartakovsky (2020): Sequential change detection and hypothesis—general non-i.i.d. stochastic models and asymptotically optimal rules pp. 1559-1561 Downloads
Claudia Kirch

Volume 62, issue 2, 2021

On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes pp. 561-590 Downloads
Hyunju Lee and Ji Hwan Cha
Empirical likelihood inference in general linear model with missing values in response and covariates by MNAR mechanism pp. 591-622 Downloads
Fayyaz Bahari, Safar Parsi and Mojtaba Ganjali
Stochastic properties of spatial and spatiotemporal ARCH models pp. 623-638 Downloads
Philipp Otto, Wolfgang Schmid and Robert Garthoff
Pseudo-maximum likelihood estimators in linear regression models with fractional time series pp. 639-659 Downloads
Hongchang Hu, Weifu Hu and Xinxin Yu
Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models pp. 661-680 Downloads
Ning Li and Hu Yang
Bootstrapping multiple linear regression after variable selection pp. 681-700 Downloads
Lasanthi C. R. Pelawa Watagoda and David J. Olive
Test on the linear combinations of covariance matrices in high-dimensional data pp. 701-719 Downloads
Zhidong Bai, Jiang Hu, Chen Wang and Chao Zhang
Sharp large deviations for a class of normalized L-statistics and applications pp. 721-744 Downloads
Hui Jiang, Jin Shao and Qingshan Yang
A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion pp. 745-767 Downloads
Yao Kang, Dehui Wang and Kai Yang
Complete f-moment convergence for Sung’s type weighted sums and its application to the EV regression models pp. 769-793 Downloads
Yan Wang and Xuejun Wang
Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean for general Hurst parameter pp. 795-815 Downloads
Qian Yu
Sure independence screening in the presence of missing data pp. 817-845 Downloads
Adriano Zanin Zambom and Gregory J. Matthews
Heterogeneous endogeneity pp. 847-886 Downloads
Pallab Ghosh, Kevin Grier and Jaeho Kim
Estimation and variable selection for partial linear single-index distortion measurement errors models pp. 887-913 Downloads
Jun Zhang
Zero-and-one-inflated Poisson regression model pp. 915-934 Downloads
Wenchen Liu, Yincai Tang and Ancha Xu
On consistency of wavelet estimator in nonparametric regression models pp. 935-962 Downloads
Xuejun Wang, Yi Wu, Rui Wang and Shuhe Hu
The Berry–Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors pp. 963-984 Downloads
Xin Deng, Xuejun Wang and Yi Wu
Optimal stochastic restricted logistic estimator pp. 985-1002 Downloads
Nagarajah Varathan and Pushpakanthie Wijekoon
Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator pp. 1003-1041 Downloads
E. Castilla, N. Martín, L. Pardo and K. Zografos
Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data pp. 1043-1085 Downloads
M. Nooi Asl, H. Bevrani, R. Arabi Belaghi and K. Mansson
Tucker S. McElroy, Dimitris N. Politis (2020): Time series: a first course with bootstrap starter pp. 1087-1089 Downloads
Marco Meyer
Thomas A. Severini (2020): Analytic Methods in Sports – Using Mathematics and Statistics to Understand Data from Baseball, Football, Basketball, and Other Sports pp. 1091-1092 Downloads
Christophe Ley
Christopher K. Wikle, Andrew Zammit-Mangion and Noel Cressie (2019): Spatio-temporal Statistics with R. Chapman and Hall/CRC, 396 pp. $ 47.96 (Hardcover), ISBN 978-1-1387-1113-6 pp. 1093-1094 Downloads
Edzer Pebesma

Volume 62, issue 1, 2021

Editorial pp. 1-2 Downloads
Werner Müller, Carsten Jentsch and Ulrike Schneider
On semiparametric transformation model with LTRC data: pseudo likelihood approach pp. 3-30 Downloads
Chyong-Mei Chen, Pao-sheng Shen and Yi Liu
Detecting trend change in hazard functions—an L-statistic approach pp. 31-52 Downloads
Priyanka Majumder and Murari Mitra
The estimation for the general additive–multiplicative hazard model using the length-biased survival data pp. 53-74 Downloads
Chengbo Li and Yong Zhou
Properties of optimal regression designs under the second-order least squares estimator pp. 75-92 Downloads
Chi-Kuang Yeh and Julie Zhou
An adaptive estimation for covariate-adjusted nonparametric regression model pp. 93-115 Downloads
Feng Li, Lu Lin, Yiqiang Lu and Sanying Feng
Asymptotic normality of the MLE in the level-effect ARCH model pp. 117-135 Downloads
Christian M. Dahl and Emma Iglesias
The optimal stopping problem revisited pp. 137-169 Downloads
Manuel Guerra, Cláudia Nunes and Carlos Oliveira
Minimum area confidence regions and their coverage probabilities for type-II censored exponential data pp. 171-191 Downloads
J. M. Lennartz, S. Bedbur and U. Kamps
Dimension reduction for functional regression with a binary response pp. 193-208 Downloads
Guochang Wang, Beiting Liang, Hansheng Wang, Baoxue Zhang and Baojian Xie
Minimax estimation of the common variance and precision of two normal populations with ordered restricted means pp. 209-233 Downloads
Lakshmi Kanta Patra, Suchandan Kayal and Somesh Kumar
Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events pp. 235-265 Downloads
Paula R. Bouzas, Nuria Ruiz-Fuentes, Carmen Montes-Gijón and Juan Eloy Ruiz-Castro
New recommended designs for screening either qualitative or quantitative factors pp. 267-307 Downloads
A. Elsawah, Kai-Tai Fang and Xiao Ke
Bayesian and classical estimation of reliability in a multicomponent stress-strength model under adaptive hybrid progressive censored data pp. 309-359 Downloads
Akram Kohansal and Shirin Shoaee
Sliced inverse regression method for multivariate compositional data modeling pp. 361-393 Downloads
Huiwen Wang, Zhichao Wang and Shanshan Wang
Parameter estimation for the Pareto distribution based on ranked set sampling pp. 395-417 Downloads
Wenshu Qian, Wangxue Chen and Xiaofang He
Estimation issues in the Exponential–Logarithmic model under hybrid censoring pp. 419-450 Downloads
Ruhul Ali Khan and Murari Mitra
Estimating multiple breaks in mean sequentially with fractionally integrated errors pp. 451-494 Downloads
Daiqing Xi and Tianxiao Pang
Estimation of partially linear single-index spatial autoregressive model pp. 495-531 Downloads
Suli Cheng and Jianbao Chen
Power calculation in multiply imputed data pp. 533-559 Downloads
Ruochen Zha and Ofer Harel
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