Statistical Papers

1997 - 2025

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

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Volume 56, issue 4, 2015

A novel extension of randomly weighted averages pp. 933-946

Hazhir Homei

A general permutation approach for analyzing repeated measures ANOVA and mixed-model designs pp. 947-967

Sara Kherad-Pajouh and Olivier Renaud

Some lower bounds of centered $$L_2$$ L 2 -discrepancy of $$2^{s-k}$$ 2 s - k designs and their complementary designs pp. 969-979

Zujun Ou, Hong Qin and Hongyi Li

On the optimal choice of the number of empirical Fourier coefficients for comparison of regression curves pp. 981-997

Viatcheslav Melas, Andrey Pepelyshev, Petr Shpilev, Luigi Salmaso, Livio Corain and Rosa Arboretti

On proportional reversed failure rate class pp. 999-1013

Paulo Oliveira and Nuria Torrado

Efficient estimation for the generalized exponential distribution pp. 1015-1031

M. Alizadeh, Sedigheh Rezaei, S. Bagheri and S. Nadarajah

Almost opposite regression dependence in bivariate distributions pp. 1033-1039

Karl Siburg and Pavel Stoimenov

A diagnostic tool for regression analysis of complex survey data pp. 1041-1053

Zilin Wang and David Bellhouse

Respondent privacy and estimation efficiency in randomized response surveys for discrete-valued sensitive variables pp. 1055-1069

Mausumi Bose

Inference and further probabilistic properties of the $$ SUN_{n,2}$$ S U N n, 2 -distribution pp. 1071-1098

Mehdi Amiri, Ahad Jamalizadeh and Mina Towhidi

Simultaneous inferences: new method of maximum combination pp. 1099-1113

A. Martín Andrés and M. Álvarez Hernández

M-estimator based unit root tests in the ESTAR framework pp. 1115-1135

Rickard Sandberg

Robust estimation for spatial semiparametric varying coefficient partially linear regression pp. 1137-1161

Tang Qingguo

Estimation and inference in multivariate Markov chains pp. 1163-1173

João Nicolau and Flavio Riedlinger

Some results for the comparison of generalized order statistics in the total time on test and excess wealth orders pp. 1175-1190

Félix Belzunce and Carolina Martínez-Riquelme

The distributions of sum, minima and maxima of generalized geometric random variables pp. 1191-1203

Fatih Tank and Serkan Eryilmaz

The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns pp. 1205-1234

Luca Bagnato, Valerio Potì and Maria Zoia

Further remarks on the connection between fixed linear model and mixed linear model pp. 1235-1247

B. Arendacká and S. Puntanen

D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) pp. 1249-1250

Walter Krämer

Miller, S. J. (ed.): Benford’s law. Theory and applications pp. 1251-1252

Walter Krämer

Volume 56, issue 3, 2015

Complete consistency of the estimator of nonparametric regression model under ND sequence pp. 585-596

Xuejun Wang and Zeyu Si

Two-sample tests based on empirical Hankel transforms pp. 597-617

L. Baringhaus and D. Kolbe

Characterizations based on measure of inaccuracy for truncated random variables pp. 619-637

Chanchal Kundu and Asok Nanda

Inference in step-stress models based on failure rates pp. 639-660

Maria Kateri and Udo Kamps

On estimation of a density function in multiplicative censoring pp. 661-676

R. Zamini, V. Fakoor and M. Sarmad

On empirical cumulative residual entropy and a goodness-of-fit test for exponentiality pp. 677-688

V. Zardasht, S. Parsi and M. Mousazadeh

A sequential triangular test of a correlation coefficient’s null-hypothesis: $$0 > \rho \le \rho _{0}$$ 0 > ρ ≤ ρ 0 pp. 689-699

Berthold Schneider, Dieter Rasch, Klaus Kubinger and Takuya Yanagida

Clustering of time series via non-parametric tail dependence estimation pp. 701-721

Fabrizio Durante, Roberta Pappadà and Nicola Torelli

Estimating doubly stochastic Poisson process with affine intensities by Kalman filter pp. 723-748

Alan Genaro and Adilson Simonis

On longitudinal moving average model for prediction of subpopulation total pp. 749-771

Tomasz Ża̧dło

Reliability sampling plans for a lognormal distribution under progressive first-failure censoring with cost constraint pp. 773-817

Sukhdev Singh and Yogesh Tripathi

Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models pp. 819-828

Lichun Wang, Yuan You and Heng Lian

Uncertainty intervals for regression parameters with non-ignorable missingness in the outcome pp. 829-847

Minna Genbäck, Elena Stanghellini and Xavier Luna

The link between the mixed and fixed linear models revisited pp. 849-861

S. Haslett, S. Puntanen and B. Arendacká

Quality surveillance with EWMA control charts based on exact control limits pp. 863-885

Manuel Morais, Yarema Okhrin and Wolfgang Schmid

A kernel mode estimate under random left truncation and time series model: asymptotic normality pp. 887-910

Ouafae Benrabah, Elias Ould Saïd and Abdelkader Tatachak

A wavelet-based hybrid approach to estimate variance function in heteroscedastic regression models pp. 911-932

T. Palanisamy and J. Ravichandran

Volume 56, issue 2, 2015

Experimental designs in triangular simultaneous equations models pp. 273-290

Víctor Casero-Alonso and Jesús López-Fidalgo

The distribution of the quotient of two triangularly distributed random variables pp. 291-310

Selim Gündüz and Ali Genç

A new class of designs for mixture-of-mixture experiments pp. 311-331

Hanen Hanna and Walter Tinsson

Generalized inferences of $$R$$ R = $$\Pr (X>Y)$$ Pr ( X > Y ) for Pareto distribution pp. 333-351

Sumith Gunasekera

Variance-mean mixture of the multivariate skew normal distribution pp. 353-378

Olcay Arslan

MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated pp. 379-390

Akio Namba

Highly resistant gradient descent algorithm for computing intrinsic mean shape on similarity shape spaces pp. 391-410

H. Fotouhi and M. Golalizadeh

Empirical likelihood based modal regression pp. 411-430

Weihua Zhao, Riquan Zhang, Yukun Liu and Jicai Liu

Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models pp. 431-451

Jan Beran, Yuanhua Feng and Sucharita Ghosh

Improved estimators of the distribution function based on lower record values pp. 453-477

R. Arabi Belaghi, M. Arashi and S. Tabatabaey

Inference in a structural heteroskedastic calibration model pp. 479-494

Mário Castro and Manuel Galea

A new Liu-type estimator pp. 495-517

Fatma Kurnaz and Kadri Akay

Relative behavior of a coherent system with respect to another coherent system pp. 519-529

Serkan Eryilmaz and G. Tutuncu

Predictive performance of linear regression models pp. 531-567

M. Özkale

Discordancy tests for two-parameter exponential samples pp. 569-582

Chien-Tai Lin and Shih-Chun Wang

Wladyslaw Welfe: Macroeconomic models, Springer, 2013, xxvii+425pp., €181,85, $229.00, $${\pounds }$$ £ 153.00, ISBN: 978-3-642-34467-1 pp. 583-584

Peter Hackl

Volume 56, issue 1, 2015

Start-up demonstration tests with three-level classification pp. 1-21

Athanasios Rakitzis and Demetrios Antzoulakos

Functional CLT of eigenvectors for large sample covariance matrices pp. 23-60

Ningning Xia and Zhidong Bai

Two-sample Kolmogorov–Smirnov fuzzy test for fuzzy random variables pp. 61-82

Gholamreza Hesamian and Jalal Chachi

Efficient classes of estimators in stratified random sampling pp. 83-103

Ramkrishna Solanki and Housila Singh

Optimum mixture designs in a restricted region pp. 105-119

Nripes Mandal, Manisha Pal, Bikas Sinha and Premadhis Das

Analyzing supersaturated designs for discrete responses via generalized linear models pp. 121-145

N. Balakrishnan, C. Koukouvinos and C. Parpoula

Combining the Liu-type estimator and the principal component regression estimator pp. 147-156

Deniz Inan

The estimation and inference on the equal ratios of means to standard deviations of normal populations pp. 157-165

Shuyou Li, Xu Lu, Ying Mi and Wei Liu

Using prior information in privacy-protecting survey designs for categorical sensitive variables pp. 167-189

Heiko Groenitz

A general pattern of asymptotic behavior of the R/S statistics for linear processes pp. 191-204

Fa-mei Zheng and Qing-pei Zang

A note on the asymptotic distribution of the estimation of the mean past lifetime pp. 205-215

Afshin Parvardeh

On a principal component two-parameter estimator in linear model with autocorrelated errors pp. 217-230

Jiewu Huang and Hu Yang

Performance of Kibria’s methods in partial linear ridge regression model pp. 231-246

M. Arashi and T. Valizadeh

On censored cumulative residual Kullback–Leibler information and goodness-of-fit test with type II censored data pp. 247-256

Sangun Park and Johan Lim

Parameter estimation for the non-stationary Ornstein–Uhlenbeck process with linear drift pp. 257-268

Hui Jiang and Xing Dong

Edward F. Vonesh: Generalized linear and nonlinear models for correlated data, theory and applications using SAS $$^\circledR $$ ® pp. 269-270

Sylvia Lenz

Simon Rogers and Mark Girolami: A first course in machine learning pp. 271-271

Thoralf Mildenberger