Statistical Papers

1997 - 2025

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

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 55, issue 4, 2014

An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series pp. 919-931

Alexander Schnurr

The variable parameters T $$^{2}$$ 2 chart with run rules pp. 933-950

Alireza Faraz, Giovanni Celano, Erwin Saniga, C. Heuchenne and S. Fichera

A unified method for constructing expectation tolerance intervals pp. 951-965

Christopher Withers and Saralees Nadarajah

An extension of the generalized half-normal distribution pp. 967-981

Neveka Olmos, Héctor Varela, Heleno Bolfarine and Héctor Gómez

Distributions for spherical data based on nonnegative trigonometric sums pp. 983-1000

J. Fernández-Durán and M. Gregorio-Domínguez

Sufficient jackknife-after-bootstrap method for detection of influential observations in linear regression models pp. 1001-1018

Ufuk Beyaztas and Aylin Alin

Non-parametric prediction intervals for the lifetime of coherent systems pp. 1019-1034

M. Chahkandi, Jafar Ahmadi and S. Baratpour

On the central limit theorem along subsequences of sums of i.i.d. random variables pp. 1035-1045

Deli Li, Oleg Klesov and George Stoica

On the asymptotic normality of finite population $$L$$ L -statistics pp. 1047-1058

Andrius Čiginas

Divergence-based tests of homogeneity for spatial data pp. 1059-1077

Tomáš Hobza, Domingo Morales and Leandro Pardo

Depth functions as measures of representativeness pp. 1079-1105

Ye Dong and Stephen Lee

On tests of radial symmetry for bivariate copulas pp. 1107-1119

Christian Genest and Johanna Nešlehová

Asymptotic results for hybrids of empirical and partial sums processes pp. 1121-1143

Sergio Alvarez-Andrade and Salim Bouzebda

Wavelet estimation of the memory parameter for long range dependent random fields pp. 1145-1158

Lihong Wang and Jinde Wang

An ANOVA-type test for multiple change points pp. 1159-1178

Noriah Al-Kandari and Emad-Eldin Aly

On the joint distribution of success runs of several lengths in the sequence of MBT and its applications pp. 1179-1206

Kirtee Kamalja

Selection of tuning parameters in bridge regression models via Bayesian information criterion pp. 1207-1223

Shuichi Kawano

Max D. Morris: Design of experiments: an introduction based on linear models pp. 1225-1226

Ricardo Maronna

Jean Dickinson Gibbons, Subhabrata Chakraborti: Nonparametric statistical inferences pp. 1227-1228

Michael Bücker

Mulaik, S. A.: Foundations of factor analysis pp. 1229-1230

Helmut Lütkepohl

Erratum to: Model selection by LASSO methods in a change-point model pp. 1231-1232

Gabriela Ciuperca

Erratum to: Multivariate normal distribution approaches for dependently truncated data pp. 1233-1236

Takeshi Emura and Yoshihiko Konno

Volume 55, issue 3, 2014

Estimation of the Renyi’s residual entropy of order $$\alpha $$ with dependent data pp. 585-602

R. Maya, E. Abdul-Sathar, G. Rajesh and K. Muraleedharan Nair

Structured orthogonal families of one and two strata prime basis factorial models pp. 603-614

Paulo Rodrigues, Elsa Moreira, Vera Jesus and João Mexia

Pitman closeness of the class of isotonic estimators for ordered scale parameters of two Gamma distributions pp. 615-625

Tie Ma and Shuangzhe Liu

Finite mixture modeling of censored regression models pp. 627-642

Maria Karlsson and Thomas Laitila

Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models pp. 643-652

Gauss Cordeiro, Denise Botter, Alexsandro Cavalcanti and Lúcia Barroso

Spatial robust small area estimation pp. 653-670

Timo Schmid and Ralf Münnich

Influence diagnostics for Grubbs’s model with asymmetric heavy-tailed distributions pp. 671-690

Camila Zeller, Victor Lachos and Filidor Labra

Tests of non-monotonic stochastic aging notions in reliability theory pp. 691-714

M. Anis

Bayesian analysis for step-stress accelerated life testing using weibull proportional hazard model pp. 715-726

Naijun Sha and Rong Pan

Penalized estimation in additive varying coefficient models using grouped regularization pp. 727-750

A. Antoniadis, I. Gijbels and S. Lambert-Lacroix

Classical and Bayesian estimation of $$P(X>Y)$$ P ( X > Y ) using upper record values from Kumaraswamy’s distribution pp. 751-783

Mustafa Nadar and Fatih Kızılaslan

Distribution of product and quotient of bivariate generalized exponential distribution pp. 785-803

Ali Genç

Estimation, prediction and interpretation of NGG random effects models: an application to Kevlar fibre failure times pp. 805-826

Raffaele Argiento, Alessandra Guglielmi and Antonio Pievatolo

Adjusted empirical likelihood for right censored lifetime data pp. 827-839

Jiayin Zheng, Junshan Shen and Shuyuan He

Life behavior of $$\delta $$ δ -shock models for uniformly distributed interarrival times pp. 841-852

Serkan Eryilmaz and Konul Bayramoglu

Principal points for an allometric extension model pp. 853-870

Shun Matsuura and Hiroshi Kurata

Order selection in finite mixtures of linear regressions pp. 871-911

Nicolas Depraetere and Martina Vandebroek

Wendy Martnínez, Angel R. Martínez, Jeffrey L. Solka: Exploratory data analysis with MATLAB $$^{\textregistered }$$, second edition pp. 913-914

Ricardo Maronna

Kahneman, D. (2011): Thinking, Fast and Slow pp. 915-915

Walter Krämer

Erratum to: Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator pp. 917-918

N. Neykov, Peter Filzmoser and P. Neytchev

Volume 55, issue 2, 2014

Replicated measurement error model under exact linear restrictions pp. 253-274

Sukhbir Singh, Kanchan Jain and Suresh Sharma

On the relationship between the reversed hazard rate and elasticity pp. 275-284

Ernesto Veres-Ferrer and Jose Pavía

On Bahadur representation for sample quantiles under α-mixing sequence pp. 285-299

Qinchi Zhang, Wenzhi Yang and Shuhe Hu

A note on Cochran test for homogeneity in one-way ANOVA and meta-analysis pp. 301-310

Zhongxue Chen, Hon Ng and Saralees Nadarajah

Maximum likelihood estimation under a finite mixture of generalized exponential distributions based on censored data pp. 311-325

Saieed Ateya

Variable selection in high-dimensional double generalized linear models pp. 327-347

Dengke Xu, Zhongzhan Zhang and Liucang Wu

Model selection by LASSO methods in a change-point model pp. 349-374

Gabriela Ciuperca

On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model pp. 375-392

Guang Jing Song and Qing Wen Wang

r − k Class estimator in the linear regression model with correlated errors pp. 393-407

Gülesen Üstündagˇ Şiray, Selahattin Kaçıranlar and Sadullah Sakallıoğlu

A generalized skew two-piece skew-elliptical distribution pp. 409-429

Mahdi Salehi, Ahad Jamalizadeh and Mahdi Doostparast

Local influence for functional comparative calibration models with replicated data pp. 431-454

Patricia Giménez and María Patat

Non nested model selection for spatial count regression models with application to health insurance pp. 455-476

Claudia Czado, Holger Schabenberger and Vinzenz Erhardt

Testing for spatial lag and spatial error dependence using double length artificial regressions pp. 477-486

Badi Baltagi and Long Liu

Detecting fuzzy periodic patterns in futures spreads pp. 487-496

Erhard Reschenhofer, Werner Ploberger and Georg Lehecka

A discrete version of the half-normal distribution and its generalization with applications pp. 497-511

E. Gómez-Déniz, F. Vázquez-Polo and V. García-García

Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities pp. 513-523

Shelton Peiris

Derivatives and Fisher information of bivariate copulas pp. 525-542

Ulf Schepsmeier and Jakob Stöber

Equalities between OLSE, BLUE and BLUP in the linear model pp. 543-561

Stephen Haslett, Jarkko Isotalo, Yonghui Liu and Simo Puntanen

Local expectations of the population spectral distribution of a high-dimensional covariance matrix pp. 563-573

Weiming Li

Stephen Marsland: Machine learning. An algorithmic perspective pp. 575-576

Thoralf Mildenberger

D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R pp. 577-577

Walter Krämer

Yuedong Wang: Smoothing splines: methods and applications pp. 579-580

Ricardo Maronna

K. Webel and D. Wied: Stochastische Prozesse – Verständliche Einführung für Statistiker und Datenwissenschaftler pp. 581-582

Rafael Weißbach

Erratum to: Global and multiple test procedures using ordered p-values – a review pp. 583-583

Gudrun Bernhard, Markus Klein and Gerhard Hommel

Volume 55, issue 1, 2014

Preface pp. 1-2

Roland Fried, Sonja Kuhnt and Christine Müller

Consistency of the likelihood depth estimator for the correlation coefficient pp. 3-13

Liesa Denecke and Christine Müller

Shape bias of robust covariance estimators: an empirical study pp. 15-28

M. Hubert, Peter Rousseeuw and K. Vakili

Identification of local multivariate outliers pp. 29-47

Peter Filzmoser, Anne Ruiz-Gazen and Christine Thomas-Agnan

Fast nonparametric classification based on data depth pp. 49-69

Tatjana Lange, Karl Mosler and Pavlo Mozharovskyi

Inference on the marginal distribution of clustered data with informative cluster size pp. 71-92

Jaakko Nevalainen, Somnath Datta and Hannu Oja

Robust Kalman tracking and smoothing with propagating and non-propagating outliers pp. 93-123

Peter Ruckdeschel, Bernhard Spangl and Daria Pupashenko

Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes pp. 125-140

Christoph Kustosz and Christine Müller

On robustifying some second order blind source separation methods for nonstationary time series pp. 141-156

Klaus Nordhausen

Qualitative robustness of von Mises statistics based on strongly mixing data pp. 157-167

Henryk Zähle

Robust estimation of dynamic fixed-effects panel data models pp. 169-186

Michele Aquaro and Pavel Cizek

Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator pp. 187-207

N. Neykov, Peter Filzmoser and P. Neytchev

Sliced inverse regression for survival data pp. 209-220

Maya Shevlyakova and Stephan Morgenthaler

On robust causality nonresponse testing in duration studies under the Cox model pp. 221-231

Tadeusz Bednarski

Robust confirmatory factor analysis based on the forward search algorithm pp. 233-252

Aleš Toman