Statistical Papers

1997 - 2025

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

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Volume 66, issue 6, 2025

Joint conditional quantiles inference of multivariate response regression model with VAR(q) error and its application in evaluating energy efficiency pp. 1-28

Yuzhu Tian, Xiaoyu Niu, Yue Wang, Maozai Tian and Chunho Wu

A robust partial linear model combining modified Huber loss function and variable selection pp. 1-28

Vahid Goodarzi Vanani, Davood Shahsavani and Mohammad Kazemi

Convergence of the EM algorithm in KL distance for overspecified Gaussian mixtures pp. 1-33

Alan Legg, Artur Pak, Igor Melnykov, Arman Bolatov and Zhenisbek Assylbekov

Volume 66, issue 5, 2025

Simple and unified proof of the joint or marginal density function of order statistics pp. 1-3

Jin Zhang

A family of network evolution models with moderate density pp. 1-18

István Fazekas and László Fórián

Transfer learning with high-dimensional multiplicative models: least product relative error estimation approach pp. 1-18

Rui Yang and Yunquan Song

A symmetry test for functional data via the empirical characteristic functional pp. 1-23

Hedvika Ranošová and Daniel Hlubinka

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

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

Idir Arab, Milto Hadjikyriakou and Paulo Eduardo Oliveira

Nonparametric estimation for distribution dependent SDEs driven by fractional brownian motions with random effects pp. 1-22

Guangjun Shen, Qian Yu and Huan Zhou

Special issue on “PROBASTAT 2024” pp. 1-4

Radoslav Harman, Michal Pešta and Viktor Witkovský

On the distribution of isometric log-ratio coordinates under extra-multinomial count data pp. 1-30

Noora Kartiosuo, Joni Virta, Jaakko Nevalainen, Olli Raitakari and Kari Auranen

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

Simultaneous inference and trend specification testing in ARMA model with trend via innovation distribution function pp. 1-24

Chen Zhong

Mean regression model for Type I generalized logistic distribution with a QLB algorithm pp. 1-42

Xun-Jian Li, Jiajuan Liang, Guo-Liang Tian, Man-Lai Tang and Jianhua Shi

Integrative tensor regression for stratified data with application to neuroimaging analysis pp. 1-42

Dingzi Guo, Yong He, Lu Lin and Lei Liu

Bayesian propensity score analysis for misclassified multinomial data pp. 1-17

Yuhan Ma and Joon Jin Song

Optimal prediction regions of future lifetimes under Type-II censored samples pp. 1-25

Mohammad Z. Raqab, S. F. Bagheri, A. Asgharzadeh and Ahmad N. Alothman

Optimal distributed Poisson subsampling for modal regression with massive data pp. 1-32

Cheng Li, Ruihan Luo and Jian-Feng Yang

On joint testing of changes in conditional mean and variance functions of stationary and ergodic time series pp. 1-36

K. Ghoudi and N. Laïb

Testing exponentiality based on relative extropy pp. 1-20

G. Rajesh and V. S. Sajily

Asymptotically distribution-free goodness-of-fit testing for normality: a log-transformed covariance-driven framework under multiplicative distortion pp. 1-43

Jun Zhang and Bingqing Lin

Handling skewness and directional tails in model-based clustering pp. 1-29

Cristina Tortora, Antonio Punzo and Brian C. Franczak

Volume 66, issue 4, 2025

Some distributions related to double records in iid sequences pp. 1-33

Fernando López-Blázquez, Agnieszka Piliszek and Begoña Salamanca-Miño

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

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

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

Piecewise monotone estimation in one-parameter exponential families pp. 1-20

Takeru Matsuda and Yuto Miyatake

Model detection and variable selection for semiparametric additive spatial autoregressive model pp. 1-29

Jing Yang, Yujiang Xiao and Fang Lu

On variability of the mean inactivity time at random time pp. 1-16

Bin Lu

Largest magnitude for off-diagonal auto-correlation coefficients in high dimensional framework pp. 1-40

Maxime Boucher, Didier Chauveau and Marguerite Zani

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

Special issue on “Goodness-of-Fit, Change Point and Related Problems” pp. 1-3

Simos G. Meintanis and M. Dolores Jiménez-Gamero

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

From screening to variable selection by an iterative nonparametric procedure based on derivatives pp. 1-35

Francesco Giordano, Sara Milito and Maria Lucia Parrella

Quantiles under the sub-linear expectations pp. 1-15

Anna Kuczmaszewska

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

Wenchen Dai, Wangxue Chen and Honglve Zhao

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

Šárka Hudecová and Michal Pešta

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

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

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

Conditional quantile estimation for GARCH model based on mixed-frequency data pp. 1-56

Zhenming Zhang, Shishun Zhao, Jianhua Cheng and Jiamin Li

Volume 66, issue 3, 2025

Correction to: Exceedance statistics based on bottom-k-lists pp. 1-2

Agah Kozan, Burak Uyar and Halil Tanil

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

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

Spectral Clustering Algorithm for the Allometric Extension Model pp. 1-32

Kohei Kawamoto, Yuichi Goto and Koji Tsukuda

Goodness-of-fit tests for discrete response models with covariates pp. 1-36

Simos G. Meintanis, Joseph Ngatchou-Wandji, Leonard Santana and Marius Smuts

Semiparametric partially linear varying coefficient higher-order spatial autoregressive model pp. 1-43

Tizheng Li, Lin Li and Yanhui Li

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

GMM estimation of random effects semiparametric additive SAR panel model with spatiotemporal correlated errors pp. 1-40

Jianbao Chen, Bogui Li and Shuangshuang Li

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

Empirical likelihood for nonparametric regression functions under $$\rho $$ ρ -mixing high-frequency data pp. 1-27

Wenjing Tang and Yongsong Qin

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

Bounded data modeling using logit-skew-normal mixtures pp. 1-21

Abbas Mahdavi and Javier E. Contreras-Reyes

Forecasting natural disaster frequencies using nonstationary count time series models pp. 1-44

Jian Pei and Yang Lu

Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data pp. 1-26

Tianqi Sun, Weiyu Li and Lu Lin

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

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

Volume 66, issue 2, 2025

Feature screening via false discovery rate control for linear model with multivariate responses pp. 1-29

Congran Yu and Hengjian Cui

A penalization method to estimate the intrinsic dimensionality of data pp. 1-20

Liliana Forzani, Daniela Rodriguez and Mariela Sued

Estimation and specification test for diffusion models with stochastic volatility pp. 1-36

A. López-Pérez, M. Febrero-Bande and W. González-Manteiga

Testing homoscedasticity of a large number of populations pp. 1-32

M. Dolores Jiménez-Gamero, Marina Valdora and Daniela Rodríguez

The empirical Bernstein process with application to uniformity testing pp. 1-25

Ran Sun, Mohamed Belalia and Sévérien Nkurunziza

Testing for changes in the error distribution in functional linear models pp. 1-17

Natalie Neumeyer and Leonie Selk

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

A class of nonparametric tests for DMTTF alternatives based on moment inequality pp. 1-24

Koushik Das and Shyamal Ghosh

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

Omnibus diagnostic procedures for vector multiplicative errors models pp. 1-44

Simos G. Meintanis, Joseph Ngatchou-Wandji and Šárka Hudecová

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

Transfer learning for semiparametric varying coefficient spatial autoregressive models pp. 1-22

Xuan Chen and Yunquan Song

Shrinkage and pretest Liu estimators in semiparametric linear measurement error models pp. 1-35

Hadi Emami and Omid Khademnoe

Bayesian influence diagnostics for a multivariate GARCH model pp. 1-27

Qingrui Wang and Zhao Yao

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

Detecting small clusters in the stochastic block model pp. 1-34

Fei Ye, Jingsong Xiao, Weidong Ma, Shiwen Jin and Ying Yang

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

Volume 66, issue 1, 2025

Monotonicity results and new bounds for the Mills ratio pp. 1-27

Zhen-Hang Yang and Jing-Feng Tian

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

Samyajoy Pal and Christian Heumann

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

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

Composite quantile regression for a distributed system with non-randomly distributed data pp. 1-30

Jun Jin, Chenyan Hao and Yewen Chen

Bayesian quantile regression for partially linear single-index model with longitudinal data pp. 1-51

Changsheng Liu, Hanying Liang and Yongmei Li

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

Conformal prediction for robust deep nonparametric regression pp. 1-36

Jingsen Kong, Yiming Liu, Guangren Yang and Wang Zhou

Semi-supervised learning for various comparison functions across two populations pp. 1-59

Menghua Zhang, Mengjiao Peng and Yong Zhou

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

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

Liqi Xia, Ruiyuan Cao, Jiang Du and Jun Dai

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

Kernel density regression in the additive model: a B-spline approach pp. 1-23

Facheng Li and Huilan Liu

On the minimum information checkerboard copula under fixed Kendall’s $$\tau $$ τ pp. 1-39

Issey Sukeda and Tomonari Sei

Optimal designs for spherical harmonic regression pp. 1-10

Linda M. Haines

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

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

Pseudo-likelihood approach for parameter estimation in univariate normal mixture models pp. 1-29

Raul Kangro, Kristi Kuljus and Jüri Lember

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