Statistical Papers

1997 - 2025

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

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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