EconPapers    
Economics at your fingertips  
 

Statistical Papers

1997 - 2020

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

From Springer
Bibliographic data for series maintained by Sonal Shukla ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


2020, volume 61, issue 3

A new general class of discrete bivariate distributions constructed by using the likelihood ratio pp. 923-944 Downloads
Hyunju Lee and Ji Hwan Cha
Bayesian estimation of a lifetime distribution under double truncation caused by time-restricted data collection pp. 945-965 Downloads
Achim Dörre
Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data pp. 967-995 Downloads
Kangning Wang and Xiaofei Sun
Performance of some ridge estimators for the gamma regression model pp. 997-1026 Downloads
Muhammad Amin, Muhammad Qasim, Muhammad Amanullah and Saima Afzal
Sharp lower bounds on expectations of gOS based on DGFR distributions pp. 1027-1042 Downloads
Mariusz Bieniek and Agnieszka Goroncy
Lack of fit test for long memory regression models pp. 1043-1067 Downloads
Lihong Wang
Covariance structure associated with an equality between two general ridge estimators pp. 1069-1084 Downloads
Koji Tsukuda and Hiroshi Kurata
On intraclass structure estimation in the growth curve model pp. 1085-1106 Downloads
Veronika Kopčová and Ivan Žežula
Single-index partially functional linear regression model pp. 1107-1123 Downloads
Ping Yu, Jiang Du and Zhongzhan Zhang
Variable selection for spatial autoregressive models with a diverging number of parameters pp. 1125-1145 Downloads
Tianfa Xie, Ruiyuan Cao and Jiang Du
Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models pp. 1147-1180 Downloads
Xuejun Wang, Yi Wu, Shuhe Hu and Nengxiang Ling
M-estimation of the regression function under random left truncation and functional time series model pp. 1181-1202 Downloads
Saliha Derrar, Ali Laksaci and Elias Ould Saïd
A new approach for estimating VAR systems in the mixed-frequency case pp. 1203-1212 Downloads
Lukas Koelbl and Manfred Deistler
Linear models for statistical shape analysis based on parametrized closed curves pp. 1213-1229 Downloads
Luis Gutiérrez, Ramsés H. Mena and Carlos Díaz-Avalos
New lower bounds of four-level and two-level designs via two transformations pp. 1231-1243 Downloads
Hongyi Li and Hong Qin
Variable selection in high-dimensional sparse multiresponse linear regression models pp. 1245-1267 Downloads
Shan Luo
Stochastic restricted estimation in partially linear additive errors-in-variables models pp. 1269-1279 Downloads
Chuanhua Wei and Jin Yang
Quantile regression for nonlinear mixed effects models: a likelihood based perspective pp. 1281-1307 Downloads
Christian E. Galarza, Luis M. Castro, Francisco Louzada and Victor H. Lachos
Markov switching asymmetric GARCH model: stability and forecasting pp. 1309-1333 Downloads
N. Alemohammad, S. Rezakhah and S. H. Alizadeh
Construction of simultaneous confidence bands for a percentile hyper-plane with predictor variables constrained in an ellipsoidal region pp. 1335-1346 Downloads
Sanyu Zhou, Defa Wang and Jingjing Zhu

2020, volume 61, issue 2

Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates pp. 523-541 Downloads
Xiaobing Zhao and Xian Zhou
A matching prior based on the modified profile likelihood for the common mean in multiple log-normal distributions pp. 543-573 Downloads
Yongku Kim, Woo Dong Lee and Sang Gil Kang
Inference on q-Weibull parameters pp. 575-593 Downloads
Xiang Jia, Saralees Nadarajah and Bo Guo
Component-wise outlier detection methods for robustifying multivariate functional samples pp. 595-614 Downloads
Francesca Ieva and Anna Maria Paganoni
Nonparametric kernel estimation of CVaR under $$\alpha $$α-mixing sequences pp. 615-643 Downloads
Zhongde Luo
Bahadur intercept with applications to one-sided testing pp. 645-658 Downloads
Zeng-Hua Lu
Mean targeting estimator for the integer-valued GARCH(1, 1) model pp. 659-679 Downloads
Qi Li and Fukang Zhu
The distribution of unobserved heterogeneity in competing risks models pp. 681-696 Downloads
Yang Lu
Empirical likelihood-based weighted rank regression with missing covariates pp. 697-725 Downloads
Tianqing Liu and Xiaohui Yuan
Construction of Latin hypercube designs with nested and sliced structures pp. 727-740 Downloads
Bing Guo, Xue-Ping Chen and Min-Qian Liu
Correlated endpoints: simulation, modeling, and extreme correlations pp. 741-766 Downloads
Sergei Leonov and Bahjat Qaqish
On estimation of $$P\left( X > Y \right) $$PX>Y based on judgement post stratification pp. 767-785 Downloads
Ali Dastbaravarde and Ehsan Zamanzade
Mixtures of multivariate contaminated normal regression models pp. 787-822 Downloads
Angelo Mazza and Antonio Punzo
New foundations for designing U-optimal follow-up experiments with flexible levels pp. 823-849 Downloads
A. Elsawah and Kai-Tai Fang
Estimation of a symmetric distribution function in multistage ranked set sampling pp. 851-867 Downloads
M. Mahdizadeh and Ehsan Zamanzade
Ridge-type pretest and shrinkage estimations in partially linear models pp. 869-898 Downloads
Bahadır Yüzbaşı, S. Ejaz Ahmed and Dursun Aydın
On the consistency of the P–C estimator in a nonparametric regression model pp. 899-915 Downloads
Yi Wu, Xuejun Wang and Narayanaswamy Balakrishnan
Norman Matloff (2017): statistical regression and classification: from linear models to machine learning pp. 917-918 Downloads
Ricardo Maronna
Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R pp. 919-920 Downloads
Walter Krämer
Peter Filzmoser, Karel Hron, Matthias Templ: Applied compositional data analysis, with worked examples in R pp. 921-922 Downloads
Vera Pawlowsky-Glahn

2020, volume 61, issue 1

Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis pp. 1-16 Downloads
Tran Hoang Hai
On a test of normality based on the empirical moment generating function pp. 17-29 Downloads
Norbert Henze and Stefan Koch
Elliptical linear mixed models with a covariate subject to measurement error pp. 31-69 Downloads
Joelmir A. Borssoi, Gilberto A. Paula and Manuel Galea
Following K. Pearson to test the general linear hypothesis pp. 71-83 Downloads
Lynn Roy LaMotte
Geostatistical survival model with Gaussian random effect pp. 85-107 Downloads
K. Motarjem, M. Mohammadzadeh and A. Abyar
Robust change point detection method via adaptive LAD-LASSO pp. 109-121 Downloads
Qiang Li and Liming Wang
Goodness-of-fit tests in conditional duration models pp. 123-140 Downloads
Simos G. Meintanis, Bojana Milošević and Marko Obradović
Block average quantile regression for massive dataset pp. 141-165 Downloads
Qifa Xu, Chao Cai, Cuixia Jiang, Fang Sun and Xue Huang
Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models pp. 167-188 Downloads
Mariana C. Araújo, Audrey H. M. A. Cysneiros and Lourdes C. Montenegro
Consistency of MLE, LSE and M-estimation under mild conditions pp. 189-199 Downloads
Jin Zhang
Testing slope homogeneity in panel data models with a multifactor error structure pp. 201-224 Downloads
Feng Xu and Zekai He
Model-free conditional screening via conditional distance correlation pp. 225-244 Downloads
Jun Lu and Lu Lin
Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure pp. 245-260 Downloads
Xinyang Wang, Dehui Wang and Haixiang Zhang
Confidence intervals for quantiles based on samples of random sizes pp. 261-277 Downloads
Jazaa S. Al-Mutairi and Mohammad Z. Raqab
EIV regression with bounded errors in data: total ‘least squares’ with Chebyshev norm pp. 279-301 Downloads
Milan Hladík, Michal Černý and Jaromír Antoch
Some results on the computing of Tukey’s halfspace median pp. 303-316 Downloads
Xiaohui Liu, Shihua Luo and Yijun Zuo
Log-linear models to evaluate direction of effect in binary variables pp. 317-346 Downloads
Wolfgang Wiedermann and Alexander Eye
Multiple mediation analysis for interval-valued data pp. 347-369 Downloads
Antonio Calcagnì, Luigi Lombardi, Lorenzo Avanzi and Eduardo Pascali
A new method for obtaining explicit estimators in unbalanced mixed linear models pp. 371-383 Downloads
Tatjana von Rosen, Dietrich von Rosen and Julia Volaufova
Some properties of linear sufficiency and the BLUPs in the linear mixed model pp. 385-401 Downloads
S. J. Haslett, X. Q. Liu, A. Markiewicz and S. Puntanen
Estimation of parameters of component lifetime distribution in a coherent system pp. 403-421 Downloads
M. G. Kulkarni and M. B. Rajarshi
kNN estimation in functional partial linear modeling pp. 423-444 Downloads
Nengxiang Ling, Germán Aneiros and Philippe Vieu
Point and interval estimation under progressive type-I interval censoring with random removal pp. 445-477 Downloads
Sonal Budhiraja and Biswabrata Pradhan
Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach pp. 479-501 Downloads
Takeshi Emura and Chi-Hung Pan
Copula function for fuzzy random variables: applications in measuring association between two fuzzy random variables pp. 503-522 Downloads
Vahid Ranjbar and Gholamreza Hesamian
Page updated 2020-06-04