Statistical Papers

1997 - 2025

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

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Volume 52, issue 4, 2011

Automatic estimation procedure in partial linear model with functional data pp. 751-771

Germán Aneiros-Pérez and Philippe Vieu

Robust inference for the stress–strength reliability pp. 773-788

Luca Greco and Laura Ventura

Marshall–Olkin bivariate Weibull distributions and processes pp. 789-798

K. Jose, Miroslav Ristić and Ancy Joseph

A unification and some corrections to Markov chain approaches to develop variable ratio sampling scheme control charts pp. 799-811

Alireza Faraz and Erwin Saniga

Bias-variance trade-off for prequential model list selection pp. 813-833

Ernest Fokoue and Bertrand Clarke

Finite mixture of Burr type XII distribution and its reciprocal: properties and applications pp. 835-845

Khalaf Ahmad, Zeinhum Jaheen and Heba Mohammed

Detecting changes from short to long memory pp. 847-870

Uwe Hassler and Jan Scheithauer

Epsilon Birnbaum–Saunders distribution family: properties and inference pp. 871-883

Nabor Castillo, Héctor Gómez and Heleno Bolfarine

Regression analysis using order statistics pp. 885-892

Ayyub Sheikhi and Ahad Jamalizadeh

Chernoff distance for truncated distributions pp. 893-909

K. Nair, P. Sankaran and S. Smitha

Some equalities for estimations of partial coefficients under a general linear regression model pp. 911-920

Yongge Tian and Jieping Zhang

A new bivariate distribution with weighted exponential marginals and its multivariate generalization pp. 921-936

D. Al-Mutairi, M. Ghitany and D. Kundu

Spatial analysis of auto-multivariate lattice data pp. 937-952

Amir Kavousi, Mohammad Meshkani and Mohsen Mohammadzadeh

Small sample properties of a ridge regression estimator when there exist omitted variables pp. 953-969

Ryo Uemukai

Expectation of a uniform random variable with uniform observation errors after selection of the highest observations pp. 971-977

Cornelis Van Bochove

Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data pp. 979-980

Walter Krämer

Richard Berk: Statistical learning from a regression perspective pp. 981-982

Ricardo Maronna

Greene, W. H., Econometric analysis pp. 983-984

Karsten Webel

G. Parmigiani and L. Inoue: Decision theory–principles and approaches pp. 985-986

Björn Bornkamp

New publications on R pp. 987-988

Wolfgang Polasek

Peter Winker: Empirische Wirtschaftsforschung und Ökonometrie pp. 989-990

Peter Hackl

Erratum to: Problem “4/SP08” pp. 991-991

S. Puntanen

Volume 52, issue 3, 2011

Generalized Mahalanobis depth in the reproducing kernel Hilbert space pp. 511-522

Yonggang Hu, Yong Wang, Yi Wu, Qiang Li and Chenping Hou

Preservation properties of the moment generating function ordering of residual lives pp. 523-529

M. Kayid

On runs of length exceeding a threshold: normal approximation pp. 531-551

Frosso Makri and Zaharias Psillakis

Hypotheses testing for structural calibration model pp. 553-565

Filidor Vilca-Labra, Reiko Aoki and Camila Zeller

On estimation and local influence analysis for measurement errors models under heavy-tailed distributions pp. 567-590

V. Lachos, T. Angolini and C. Abanto-Valle

The generalized inverse Weibull distribution pp. 591-619

Felipe Gusmão, Edwin Ortega and Gauss Cordeiro

Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models pp. 621-632

Shuangzhe Liu, Chris Heyde and Wing-Keung Wong

A class of estimators for quantitative sensitive data pp. 633-650

Giancarlo Diana and Pier Perri

A characterization of geometric distribution based on weak records pp. 651-655

Mohammad Ahsanullah and Fazil Aliev

Characterization of the mixtures of Rayleigh distributions by conditional expectation of order statistics pp. 657-675

Wen-Chuan Lee, Jong-Wuu Wu and Chun-Te Li

A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break pp. 677-682

Mauro Costantini and Stephan Popp

Sine-skewed circular distributions pp. 683-707

Toshihiro Abe and Arthur Pewsey

Comparing point and interval estimates in the bivariate t-copula model with application to financial data pp. 709-731

Rada Dakovic and Claudia Czado

Alan Julian Izenman (2008): Modern Multivariate Statistical Techniques: Regression, Classification and Manifold Learning pp. 733-734

Ricardo Maronna

Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction pp. 735-736

Dominik Wied

Philippe Jorion, Value at Risk, 3rd Ed: The New Benchmark for Managing Financial Risk pp. 737-738

Pavel Stoimenov

Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) pp. 739-740

J. Pardo

Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models pp. 741-742

Walter Krämer

Comments on “Testing for NBUL using goodness of fit approach with applications” (Statistical Papers (2010) 51: 27–40, DOI 10.1007/s00362-007-0113-0) pp. 743-747

M. Anis

Erratum to: Exact expression of the density of the sample generalized variance and applications pp. 749-749

T. Pham-Gia and N. Turkkan

Volume 52, issue 2, 2011

Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors pp. 263-286

Jinhong You, Xian Zhou, Lixing Zhu and Bin Zhou

Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion pp. 287-307

Luis Firinguetti and Gladys Bobadilla

Gamma distribution and extensions by using pathway idea pp. 309-325

Dhannya Joseph

Life test sampling plans for Weibull distributed lifetimes under accelerated hybrid censoring pp. 327-342

Min Kim and Bong-Jin Yum

Estimation of a sensitive proportion by Warner’s randomized response data through inverse sampling pp. 343-354

Arijit Chaudhuri, Mausumi Bose and Kajal Dihidar

Convex transformation on survival functions and related dependence concepts pp. 355-370

Mehmet Yilmaz

Penalized least absolute deviations estimation for nonlinear model with change-points pp. 371-390

Gabriela Ciuperca

Empirical likelihood for density-weighted average derivatives pp. 391-412

Wanrong Liu and Xuewen Lu

Complete convergence of weighted sums under negative dependence pp. 413-418

H. Zarei and H. Jabbari

Exponentially weighted moving average control charts for three-level products pp. 419-429

Tzong-Ru Tsai and Wen-Pin Yen

A generalized skew two-piece skew-normal distribution pp. 431-446

A. Jamalizadeh, A. Arabpour and N. Balakrishnan

On the strong convergence for weighted sums of random variables pp. 447-454

Soo Sung

Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model pp. 455-467

Alexandre Patriota, Artur Lemonte and Heleno Bolfarine

An appropriate empirical version of skew-normal density pp. 469-489

A. Abtahi, M. Towhidi and J. Behboodian

O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics pp. 491-492

Walter Krämer

James Le Sage, Robert K. Pace: Introduction to spatial econometrics pp. 493-494

Matthias Arnold

Bernhard Pfaff (2006): Analysis of Integrated and Cointegrated Time Series with R pp. 495-496

Helmut Lütkepohl

I Gusti Ngurah Agung (2009): Time Series Data Analysis Using EViews pp. 497-499

Helmut Lütkepohl

Michael J. Daniels, Joseph W. Hogan: Missing data in longitudinal studies pp. 501-502

Michael Bücker

Joshua D. Angrist and Jörn-Steffen Pischke (2009): Mostly Harmless Econometrics: An Empiricist’s Companion pp. 503-504

Christoph Hanck

Solution to problem 4/SP08 in statistical paper (problem proposed by Götz Trenkler and Dietrich Trenkler) pp. 509-510

Simo Puntanen

Volume 52, issue 1, 2011

Symmetry of functions and exchangeability of random variables pp. 1-15

Karl Siburg and Pavel Stoimenov

Mutual information and redundancy for categorical data pp. 17-31

Chong Hong and Beom Kim

Tests of symmetry with one-sided alternatives in three-way contingency tables pp. 33-51

Ping Ye and Bhaskar Bhattacharya

Bayesian estimation for the exponentiated Weibull model under Type II progressive censoring pp. 53-70

Chansoo Kim, Jinhyouk Jung and Younshik Chung

A new unit root test against ESTAR based on a class of modified statistics pp. 71-85

Robinson Kruse

Data augmentation, frequentist estimation, and the Bayesian analysis of multinomial logit models pp. 87-109

Steven Scott

Estimating sensitive proportions by Warner’s randomized response technique using multiple randomized responses from distinct persons sampled pp. 111-124

Arijit Chaudhuri, Mausumi Bose and Kajal Dihidar

Bivariate odds ratio and association measures pp. 125-138

Ramesh Gupta

Non-central bivariate beta distribution pp. 139-152

Arjun Gupta, Johanna Orozco-Castañeda and Daya Nagar

Generalized confidence intervals for the process capability indices in general random effect model with balanced data pp. 153-169

Rendao Ye, Tiefeng Ma and Songgui Wang

Mean square error comparison among variance estimators with known coefficient of variation pp. 171-201

A. Laheetharan and P. Wijekoon

Truncating estimation for the change in stochastic trend with heavy-tailed innovations pp. 203-217

Ruibing Qin, Zheng Tian and Hao Jin

The two-sample t test: pre-testing its assumptions does not pay off pp. 219-231

Dieter Rasch, Klaus Kubinger and Karl Moder

Takayuki Saito, Hiroshi Yadohisa (2005): Data analysis of asymmetric structures: advanced approaches in computational statistics pp. 233-234

Ricardo Maronna

Finn V. Jensen, Thomas D. Nielsen (2007): Bayesian Networks and Decision Graphs pp. 235-237

Hans-J. Lenz

Jim Albert (2007): Bayesian computation with R pp. 239-240

Wolfgang Polasek

N. D. Singpurwalla (2006): Reliability and risk: a Bayesian perspective pp. 241-241

R. Viertl

Shein-Chung Chow, Jun Shao, Hansheng Wang (2008): Sample Size Calculations in Clinical Research, 2nd edition pp. 243-244

Sylvia Lenz

James Raymer (ed), Frans Wiilekens (Co-editor): International migration in Europe: data, models and estimates pp. 245-246

Wolfgang Polasek

Nassim Nicholas Taleb: The black swan: the impact of the highly improbable pp. 247-249

Wolfgang Polasek

J. H. Stock, M. W. Watson: Introduction to Econometrics pp. 251-252

Karsten Webel

Shalabh, Heumann: Recent Advances in Linear Models and Related Areas: Essays in Honour of Helge Toutenburg pp. 253-254

J. Pardo