Statistical Papers

1997 - 2025

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

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Volume 53, issue 4, 2012

Maximum modulus confidence bands pp. 811-819

Christopher Withers and Saralees Nadarajah

Bayesian nonparametric inference for unimodal skew-symmetric distributions pp. 821-832

A. Ghalamfarsa Mostofi and M. Kharrati-Kopaei

A general threshold stress hybrid hazard model for lifetime data pp. 833-848

Cynthia Tojeiro and Francisco Louzada

Estimation of variance components in linear mixed measurement error models pp. 849-863

Karim Zare, Abdolrahman Rasekh and Ali Rasekhi

Distribution of linear functions from ordered bivariate log-normal distribution pp. 865-874

Ali Genç

An extension of the half-normal distribution pp. 875-886

Neveka Olmos, Héctor Varela, Héctor Gómez and Heleno Bolfarine

Estimation of finite population kurtosis under two-phase sampling for nonresponse pp. 887-894

Wojciech Gamrot

Analysis of rounded data in mixture normal model pp. 895-914

Ningning Zhao and Zhidong Bai

Simultaneous estimation of restricted location parameters based on permutation and sign-change pp. 915-934

Hisayuki Tsukuma

Additive outliers in INAR(1) models pp. 935-949

Mátyás Barczy, Márton Ispány, Gyula Pap, Manuel Scotto and Maria Silva

Diagnostic checks for integer-valued autoregressive models using expected residuals pp. 951-970

Yousung Park and Hee-Young Kim

A measure of asymmetry pp. 971-985

P. Patil, P. Patil and D. Bagkavos

Efficiency comparison of unrelated question models based on same privacy protection degree pp. 987-999

Sabrina Giordano and Pier Perri

A fast robust method for fitting gamma distributions pp. 1001-1014

Brenton Clarke, Peter McKinnon and Geoff Riley

Shrinkage averaging estimation pp. 1015-1034

Michael Schomaker

Uniformly most powerful unbiased test for shoulder condition in point transect sampling pp. 1035-1044

Riccardo Borgoni and Piero Quatto

A generalized multivariate beta distribution: control charting when the measurements are from an exponential distribution pp. 1045-1064

K. Adamski, S. Human and A. Bekker

Alan Julian Izenman: Modern statistical techniques: regression, classification, and manifold learning pp. 1065-1066

Michael Bücker

Günther Sawitzki: Computational statistics. An introduction to R pp. 1067-1068

Thoralf Mildenberger

Shirley Coleman, Tony Greenfield, Dave Stewardson, Douglas C. Montgomery: Statistical practice in business and industry pp. 1069-1069

Peter Hackl

George Fernandez: Statistical data mining using SAS applications (second edition) pp. 1071-1071

J. Pardo

Glenn A. Walker, Jack Shostak: Common statistical methods for clinical research with SAS examples 3rd edition pp. 1073-1074

Sylvia Lenz

Jane M. Horgan: Probability with R, an introduction with computer science applications pp. 1075-1075

Ricardo Maronna

Volume 53, issue 3, 2012

Monitoring the conforming fraction of high-quality processes using a control chart p under a small sample size and an alternative estimator pp. 507-519

Linda Ho, Roberto Costa Quinino, Emílio Suyama and Ruth Lourenço

Matrix Euclidean norm Wielandt inequalities and their applications to statistics pp. 521-530

Litong Wang and Hu Yang

A review of preliminary test-based statistical methods for the benefit of Six Sigma quality practitioners pp. 531-547

J. Ravichandran

Combining two-parameter and principal component regression estimators pp. 549-562

Xinfeng Chang and Hu Yang

Discrete approximations of continuous and mixed measures on a compact interval pp. 563-575

Antonio Punzo and Alessandro Zini

Instrumental variable estimation of heteroskedasticity adaptive error component models pp. 577-615

Eduardo Fé

An estimation procedure for the Linnik distribution pp. 617-628

Dexter Cahoy

Componentwise B-spline estimation for varying coefficient models with longitudinal data pp. 629-652

Tang Qingguo and Cheng Longsheng

The exponential COM-Poisson distribution pp. 653-664

Gauss Cordeiro, Josemar Rodrigues and Mário Castro

On diagnostics in multivariate measurement error models under asymmetric heavy-tailed distributions pp. 665-683

Camila Zeller, Rignaldo Carvalho and Victor Lachos

A family of skew-symmetric-Laplace distributions pp. 685-696

V. Nekoukhou and M. Alamatsaz

A note on the representation of $${E\left({\textit{\textbf {x}}}\otimes {\textit{\textbf {xx}}}^{\prime}\right) }$$ and $${E\left({\textit{\textbf {xx}}}^{\prime }\otimes {\textit{\textbf {xx}}}^{\prime }\right)}$$ for the random vector x pp. 697-701

Johan Lyhagen

A randomized response procedure for multiple-sensitive questions pp. 703-718

Lucio Barabesi, Sara Franceschi and Marzia Marcheselli

Unbiased and almost unbiased ratio estimators of the population mean in ranked set sampling pp. 719-737

Mohammad Jafari Jozani, Saeed Majidi and François Perron

Identifying the determinants of foreign direct investment: a data-specific model selection approach pp. 739-752

Erhard Reschenhofer, Michael Schilde, Eva Oberecker, Ellen Payr, Hasan Tandogan and Lea Wakolbinger

Approximate tests in unbalanced two-way random models without interaction pp. 753-766

Bilgehan Güven

Multiple unit root tests under uncertainty over the initial condition: some powerful modifications pp. 767-774

Christoph Hanck

Inference for comparing a multinomial distribution with a known standard pp. 775-788

Chu-In Lee, Wei Liu, Chul Park and Jianan Peng

Outer and inner prediction intervals for order statistics intervals based on current records pp. 789-802

Jafar Ahmadi and N. Balakrishnan

Panik, M. (2009): Regression Modeling - Methods, Theory, and Computation with SAS pp. 803-804

Karsten Webel

Annette J. Dobson and Adrian G. Barnett: An introduction to generalized linear models pp. 805-806

Christian Kleiber

Tomohiro Ando: Bayesian model selection and statistical modeling pp. 807-808

Thoralf Mildenberger

André I. Khuri: Linear model methodology pp. 809-810

Thoralf Mildenberger

Volume 53, issue 2, 2012

Letter to the Editor pp. 251-251

M. Jones

Reply to the “Letter to the Editor” of M. C. Jones pp. 253-254

F. de Gusmão, E. Ortega and G. Cordeiro

Comparing aggregate and disaggregate forecasts of first order moving average models pp. 255-263

Giacomo Sbrana and Andrea Silvestrini

Efficiency of the modified jackknifed Liu-type estimator pp. 265-280

Esra Akdeniz Duran and Fikri Akdeniz

Errors of misclassification in discrimination with data from truncated t populations pp. 281-298

Apostolos Batsidis

A bound for the Euclidean distance between restricted and unrestricted estimators of parametric functions in the general linear model pp. 299-304

Pawel Pordzik

The uniformly minimum variance unbiased estimator of odds ratio in case–control studies under inverse sampling pp. 305-309

Piero Quatto and Antonella Zambon

Minimax versions of the two-stage t test pp. 311-321

Wolf Krumbholz, Andreas Rohr and Eno Vangjeli

Distributions of patterns of two successes separated by a string of k-2 failures pp. 323-344

Spiros Dafnis, Andreas Philippou and Demetrios Antzoulakos

How to improve the fit of Archimedean copulas by means of transforms pp. 345-355

Frederik Michiels and Ann De Schepper

Testing for a break in persistence under long-range dependencies and mean shifts pp. 357-370

Philipp Sibbertsen and Juliane Willert

Robust second-order least-squares estimator for regression models pp. 371-386

Xin Chen, Min Tsao and Julie Zhou

Pseudolikelihood ratio test with biased observations pp. 387-400

X. Hu and Bin Zhang

Likelihood ratio inference for mean residual life pp. 401-408

Junshan Shen, Wei Liang and Shuyuan He

Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates pp. 409-426

Qian Chen and David Giles

A new Liu-type estimator in linear regression model pp. 427-437

Yalian Li and Hu Yang

Rounded data analysis based on ranked set sample pp. 439-455

Weiming Li, Tianqing Liu and Zhidong Bai

SB-robust estimator for the concentration parameter of circular normal distribution pp. 457-467

Arnab Laha and K. Mahesh

Testing fuzzy hypotheses based on vague observations: a p-value approach pp. 469-484

Abbas Parchami, S. Taheri and Mashaallah Mashinchi

Empirical likelihood for partially linear additive errors-in-variables models pp. 485-496

Chuanhua Wei, Yubo Luo and Xizhi Wu

Some comments on: Özkale, M.R., Kaciranlar, K. (2008): Comparisons of the r–k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion. Statistical Papers, 49:503–512 pp. 497-503

Wenxue Li, Hu Yang and Jibo Wu

Erratum to: Comparisons of the r − k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion pp. 505-505

M. Özkale and Selahattin Kaçıranlar

Volume 53, issue 1, 2012

Consistency of the kernel density estimator: a survey pp. 1-21

Dominik Wied and Rafael Weißbach

On residual lifetimes in sequential (n − k + 1)-out-of-n systems pp. 23-31

S. Gurler

When does Heckman’s two-step procedure for censored data work and when does it not? pp. 33-49

Robert Jonsson

Bayesian and Robust Bayesian analysis under a general class of balanced loss functions pp. 51-60

Mohammad Jafari Jozani, Éric Marchand and Ahmad Parsian

A combined test for differences in scale based on the interquantile range pp. 61-72

Marco Marozzi

Complete convergence for weighted sums of negatively dependent random variables pp. 73-82

Soo Sung

Two-sample empirical likelihood method for difference between coefficients in linear regression model pp. 83-93

Xuemin Zi, Changliang Zou and Yukun Liu

Comparing two sampling schemes based on entropy of record statistics pp. 95-106

M. Razmkhah, H. Morabbi and J. Ahmadi

A convergent algorithm for a generalized multivariate isotonic regression problem pp. 107-115

Jürgen Hansohm and Xiaomi Hu

Moments of order statistics of Topp–Leone distribution pp. 117-131

Ali Genç

Multivariate normal distribution approaches for dependently truncated data pp. 133-149

Takeshi Emura and Yoshihiko Konno

Minimax prediction in the linear model with a relative squared error pp. 151-164

Maciej Wilczyński

A Bayesian analysis of the Conway–Maxwell–Poisson cure rate model pp. 165-176

Vicente Cancho, Mário Castro and Josemar Rodrigues

The doubly truncated function of indices on discrete distributions pp. 177-193

Milenko Bernadic and José Candel

Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences pp. 195-203

N. Hosseinioun, H. Doosti and H. Nirumand

Bayesian spatial regression models with closed skew normal correlated errors and missing observations pp. 205-218

Omid Karimi and Mohsen Mohammadzadeh

A new generalized Balakrishnan skew-normal distribution pp. 219-228

P. Hasanalipour and M. Sharafi

ASN-minimax double sampling plans by variables for two-sided specification limits when the standard deviation is known pp. 229-238

Eno Vangjeli

Thomas P. Ryan, Modern regression methods (2nd edn) pp. 239-240

Ricardo Maronna

Alex Dmitrienko, Ajit C. Tamhane, Frank Bretz (eds.): Multiple testing problems in pharmaceutical statistics pp. 241-242

Sylvia Lenz

Stephen T. Ziliak and Deirdre N. McCloskey, The cult of statistical significance: how the standard error costs us jobs. justice and lives pp. 243-244

Walter Krämer

S. J. Morrison: Statistics for Engineers: an introduction pp. 245-246

Editha Lockow

David W. Hosmer, Stanley Lemeshow, Susanne May: Applied survival analysis: regression modeling of time-to-event data pp. 247-248

Holger Schwender

Erratum to: Small sample properties of a ridge regression estimator when there exist omitted variables pp. 249-249

Ryo Uemukai