

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.
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2020, volume 61, issue 3
 A new general class of discrete bivariate distributions constructed by using the likelihood ratio pp. 923944
 Hyunju Lee and Ji Hwan Cha
 Bayesian estimation of a lifetime distribution under double truncation caused by timerestricted data collection pp. 945965
 Achim Dörre
 Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data pp. 967995
 Kangning Wang and Xiaofei Sun
 Performance of some ridge estimators for the gamma regression model pp. 9971026
 Muhammad Amin, Muhammad Qasim, Muhammad Amanullah and Saima Afzal
 Sharp lower bounds on expectations of gOS based on DGFR distributions pp. 10271042
 Mariusz Bieniek and Agnieszka Goroncy
 Lack of fit test for long memory regression models pp. 10431067
 Lihong Wang
 Covariance structure associated with an equality between two general ridge estimators pp. 10691084
 Koji Tsukuda and Hiroshi Kurata
 On intraclass structure estimation in the growth curve model pp. 10851106
 Veronika Kopčová and Ivan Žežula
 Singleindex partially functional linear regression model pp. 11071123
 Ping Yu, Jiang Du and Zhongzhan Zhang
 Variable selection for spatial autoregressive models with a diverging number of parameters pp. 11251145
 Tianfa Xie, Ruiyuan Cao and Jiang Du
 Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models pp. 11471180
 Xuejun Wang, Yi Wu, Shuhe Hu and Nengxiang Ling
 Mestimation of the regression function under random left truncation and functional time series model pp. 11811202
 Saliha Derrar, Ali Laksaci and Elias Ould Saïd
 A new approach for estimating VAR systems in the mixedfrequency case pp. 12031212
 Lukas Koelbl and Manfred Deistler
 Linear models for statistical shape analysis based on parametrized closed curves pp. 12131229
 Luis Gutiérrez, Ramsés H. Mena and Carlos DíazAvalos
 New lower bounds of fourlevel and twolevel designs via two transformations pp. 12311243
 Hongyi Li and Hong Qin
 Variable selection in highdimensional sparse multiresponse linear regression models pp. 12451267
 Shan Luo
 Stochastic restricted estimation in partially linear additive errorsinvariables models pp. 12691279
 Chuanhua Wei and Jin Yang
 Quantile regression for nonlinear mixed effects models: a likelihood based perspective pp. 12811307
 Christian E. Galarza, Luis M. Castro, Francisco Louzada and Victor H. Lachos
 Markov switching asymmetric GARCH model: stability and forecasting pp. 13091333
 N. Alemohammad, S. Rezakhah and S. H. Alizadeh
 Construction of simultaneous confidence bands for a percentile hyperplane with predictor variables constrained in an ellipsoidal region pp. 13351346
 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 highdimensional covariates pp. 523541
 Xiaobing Zhao and Xian Zhou
 A matching prior based on the modified profile likelihood for the common mean in multiple lognormal distributions pp. 543573
 Yongku Kim, Woo Dong Lee and Sang Gil Kang
 Inference on qWeibull parameters pp. 575593
 Xiang Jia, Saralees Nadarajah and Bo Guo
 Componentwise outlier detection methods for robustifying multivariate functional samples pp. 595614
 Francesca Ieva and Anna Maria Paganoni
 Nonparametric kernel estimation of CVaR under $$\alpha $$αmixing sequences pp. 615643
 Zhongde Luo
 Bahadur intercept with applications to onesided testing pp. 645658
 ZengHua Lu
 Mean targeting estimator for the integervalued GARCH(1, 1) model pp. 659679
 Qi Li and Fukang Zhu
 The distribution of unobserved heterogeneity in competing risks models pp. 681696
 Yang Lu
 Empirical likelihoodbased weighted rank regression with missing covariates pp. 697725
 Tianqing Liu and Xiaohui Yuan
 Construction of Latin hypercube designs with nested and sliced structures pp. 727740
 Bing Guo, XuePing Chen and MinQian Liu
 Correlated endpoints: simulation, modeling, and extreme correlations pp. 741766
 Sergei Leonov and Bahjat Qaqish
 On estimation of $$P\left( X > Y \right) $$PX>Y based on judgement post stratification pp. 767785
 Ali Dastbaravarde and Ehsan Zamanzade
 Mixtures of multivariate contaminated normal regression models pp. 787822
 Angelo Mazza and Antonio Punzo
 New foundations for designing Uoptimal followup experiments with flexible levels pp. 823849
 A. Elsawah and KaiTai Fang
 Estimation of a symmetric distribution function in multistage ranked set sampling pp. 851867
 M. Mahdizadeh and Ehsan Zamanzade
 Ridgetype pretest and shrinkage estimations in partially linear models pp. 869898
 Bahadır Yüzbaşı, S. Ejaz Ahmed and Dursun Aydın
 On the consistency of the P–C estimator in a nonparametric regression model pp. 899915
 Yi Wu, Xuejun Wang and Narayanaswamy Balakrishnan
 Norman Matloff (2017): statistical regression and classification: from linear models to machine learning pp. 917918
 Ricardo Maronna
 Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R pp. 919920
 Walter Krämer
 Peter Filzmoser, Karel Hron, Matthias Templ: Applied compositional data analysis, with worked examples in R pp. 921922
 Vera PawlowskyGlahn
2020, volume 61, issue 1
 Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis pp. 116
 Tran Hoang Hai
 On a test of normality based on the empirical moment generating function pp. 1729
 Norbert Henze and Stefan Koch
 Elliptical linear mixed models with a covariate subject to measurement error pp. 3169
 Joelmir A. Borssoi, Gilberto A. Paula and Manuel Galea
 Following K. Pearson to test the general linear hypothesis pp. 7183
 Lynn Roy LaMotte
 Geostatistical survival model with Gaussian random effect pp. 85107
 K. Motarjem, M. Mohammadzadeh and A. Abyar
 Robust change point detection method via adaptive LADLASSO pp. 109121
 Qiang Li and Liming Wang
 Goodnessoffit tests in conditional duration models pp. 123140
 Simos G. Meintanis, Bojana Milošević and Marko Obradović
 Block average quantile regression for massive dataset pp. 141165
 Qifa Xu, Chao Cai, Cuixia Jiang, Fang Sun and Xue Huang
 Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models pp. 167188
 Mariana C. Araújo, Audrey H. M. A. Cysneiros and Lourdes C. Montenegro
 Consistency of MLE, LSE and Mestimation under mild conditions pp. 189199
 Jin Zhang
 Testing slope homogeneity in panel data models with a multifactor error structure pp. 201224
 Feng Xu and Zekai He
 Modelfree conditional screening via conditional distance correlation pp. 225244
 Jun Lu and Lu Lin
 Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure pp. 245260
 Xinyang Wang, Dehui Wang and Haixiang Zhang
 Confidence intervals for quantiles based on samples of random sizes pp. 261277
 Jazaa S. AlMutairi and Mohammad Z. Raqab
 EIV regression with bounded errors in data: total ‘least squares’ with Chebyshev norm pp. 279301
 Milan Hladík, Michal Černý and Jaromír Antoch
 Some results on the computing of Tukey’s halfspace median pp. 303316
 Xiaohui Liu, Shihua Luo and Yijun Zuo
 Loglinear models to evaluate direction of effect in binary variables pp. 317346
 Wolfgang Wiedermann and Alexander Eye
 Multiple mediation analysis for intervalvalued data pp. 347369
 Antonio Calcagnì, Luigi Lombardi, Lorenzo Avanzi and Eduardo Pascali
 A new method for obtaining explicit estimators in unbalanced mixed linear models pp. 371383
 Tatjana von Rosen, Dietrich von Rosen and Julia Volaufova
 Some properties of linear sufficiency and the BLUPs in the linear mixed model pp. 385401
 S. J. Haslett, X. Q. Liu, A. Markiewicz and S. Puntanen
 Estimation of parameters of component lifetime distribution in a coherent system pp. 403421
 M. G. Kulkarni and M. B. Rajarshi
 kNN estimation in functional partial linear modeling pp. 423444
 Nengxiang Ling, Germán Aneiros and Philippe Vieu
 Point and interval estimation under progressive typeI interval censoring with random removal pp. 445477
 Sonal Budhiraja and Biswabrata Pradhan
 Parametric likelihood inference and goodnessoffit for dependently lefttruncated data, a copulabased approach pp. 479501
 Takeshi Emura and ChiHung Pan
 Copula function for fuzzy random variables: applications in measuring association between two fuzzy random variables pp. 503522
 Vahid Ranjbar and Gholamreza Hesamian

On this page 2020, volume 61

Issue 3
Issue 2 Issue 1
Other years 2019, volume 60
2018, volume 59
2017, volume 58
2016, volume 57
2015, volume 56
2014, volume 55
2013, volume 54
2012, volume 53
2011, volume 52
2010, volume 51
2009, volume 50
2008, volume 49
2007, volume 48
2006, volume 47
2005, volume 46
2004, volume 45
2003, volume 44
2002, volume 43
2001, volume 42
1997, volume 38
Undated

On this page 2020, volume 61

Issue 3
Issue 2 Issue 1
Other years 2019, volume 60
2018, volume 59
2017, volume 58
2016, volume 57
2015, volume 56
2014, volume 55
2013, volume 54
2012, volume 53
2011, volume 52
2010, volume 51
2009, volume 50
2008, volume 49
2007, volume 48
2006, volume 47
2005, volume 46
2004, volume 45
2003, volume 44
2002, volume 43
2001, volume 42
1997, volume 38
Undated

