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Statistical Papers

1997 - 2020

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

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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
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