Statistical Papers

1997 - 2025

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

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Volume 51, issue 4, 2010

Preliminary test estimation of the parameters of exponential and Pareto distributions for censored samples pp. 757-773

B. Kibria and A. Saleh

Inference on effect size indices from several two-armed experiments pp. 775-787

Sana BuHamra, Noriah Al-Kandari and S. Ahmed

Linear statistical inference for global and local minimum variance portfolios pp. 789-812

Gabriel Frahm

Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors pp. 813-836

Chun-Zheng Cao, Jin-Guan Lin and Li-Xing Zhu

Marshall–Olkin q-Weibull distribution and max–min processes pp. 837-851

K. Jose, Shanoja Naik and Miroslav Ristić

Box–Cox transformation for spatial linear models: a study on lattice data pp. 853-864

Dejian Lai

An alternative multivariate skew Laplace distribution: properties and estimation pp. 865-887

Olcay Arslan

Improved estimation of the population parameters when some additional information is available pp. 889-914

A. Laheetharan and P. Wijekoon

Schwarz information criterion based tests for a change-point in regression models pp. 915-929

Konrad Nosek

Exact expression of the density of the sample generalized variance and applications pp. 931-945

T. Pham-Gia and N. Turkkan

Modeling heterogeneity for bivariate survival data by the Weibull distribution pp. 947-958

David Hanagal

Run statistics in a sequence of arbitrarily dependent binary trials pp. 959-973

Sevcan Demir and Serkan Eryılmaz

Estimation of population product in presence of non-response in successive sampling pp. 975-996

Housila Singh and Sunil Kumar

Douglas C. Montgomory, Elizabeth A. Peck, G. Geoffrey Vining (2006): An Introduction to Linear Regression Analysis pp. 997-998

Hilmar Drygas

Jim Albert and Ruud H. Koning (editors): Statistical thinking in sports pp. 999-1000

Jonas Kaiser

Anirban DasGupta: Asymptotic theory of statistics and probability pp. 1001-1003

Björn Bornkamp

K. Krishnamoorthy (2006): Handbook of statistical distributions with applications pp. 1005-1006

David Giles

Youngjo Lee, John A. Nelder, Yudi Pawitan: Generalized linear models with random effects: unified analysis via H-likelihood pp. 1007-1008

Hilmar Drygas

Walter W. Piegorsch and A. John Bailer (2005): Analyzing environmental data pp. 1009-1010

Ricardo Maronna

Steland, Ansgar: Basiswissen statistik, Springer, Berlin, 2007 pp. 1011-1012

Karsten Webel

Jiti Gao: Nonlinear time series—semiparametric and nonparametric methods pp. 1013-1013

Matthias Fischer

Hendrik Madsen: Time series analysis pp. 1015-1015

Matthias Fischer

Michael Greenacre, Jörg Blasius (2006): Multiple correspondence analysis and related methods pp. 1017-1018

Heinz Neudecker

Michael Goldstein, David Wooff (2007): Bayes linear statistics pp. 1019-1020

Wolfgang Polasek

Peter Brown, Shuangzhe Liu and Dharmendra Sharma: Contributions to probability and statistics: applications an challenges pp. 1021-1022

Wolfgang Polasek

Volume 51, issue 3, 2010

Synthetic and composite estimation under a superpopulation model pp. 497-509

Wojciech Niemiro and Jacek Wesołowski

Optimal sequential estimation procedures of a function of a probability of success under LINEX loss pp. 511-529

Jerzy Baran and Ryszard Magiera

Bayesian analysis of skew-t multivariate null intercept measurement error model pp. 531-545

Victor Lachos, Vicente Cancho and Reiko Aoki

A nonlinear regression model with skew-normal errors pp. 547-558

Vicente Cancho, Víctor Lachos and Edwin Ortega

Estimation of mean in presence of non-response using two phase sampling scheme pp. 559-582

Housila Singh and Sunil Kumar

Bayesian estimation of the parameters of the generalized exponential distribution from doubly censored samples pp. 583-597

Chansoo Kim and Seongho Song

Life expectancy of a bathtub shaped failure distribution pp. 599-612

Mark Bebbington, Chin-Diew Lai and Ričardas Zitikis

Eliciting vague but proper maximal entropy priors in Bayesian experiments pp. 613-628

Nicolas Bousquet

Statistical inference for fixed-effects partially linear regression models with errors in variables pp. 629-650

Haibo Zhou, Jinhong You and Bin Zhou

Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies pp. 651-672

M. Alkhamisi

Simultaneous confidence intervals on partial means of classes in the two-stage stratified sampling pp. 673-685

Paolo Cozzucoli

Measures of non-exchangeability for bivariate random vectors pp. 687-699

Fabrizio Durante, Erich Klement, Carlo Sempi and Manuel Úbeda-Flores

Inference for a skew extension of the Grubbs model pp. 701-715

Lourdes Montenegro, Víctor Lachos and Heleno Bolfarine

Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information pp. 717-748

Shalabh, Gaurav Garg and Neeraj Misra

David Skillicorn (2007): Understanding Complex Datasets: Data Mining with Matrix Decompositions pp. 749-749

Ricardo Maronna

Jiti Gao: Nonlinear time series – semiparametric and nonparametric methods pp. 751-751

Matthias Fischer

Hendrik Madsen (2007): Time Series Analysis pp. 753-754

Matthias Fischer

Gönen, Mithat (2007):Analyzing Receiver Operating Characteristic Curves with SAS pp. 755-756

Sylvia Lenz

Volume 51, issue 2, 2010

Some comments on Statistical Papers 46, 270–395 (2005) pp. 241-246

Helmut Waldl

Expansions for log densities of asymptotically normal estimates pp. 247-257

Christopher Withers and Saralees Nadarajah

Acceptance sampling plans under progressive interval censoring with likelihood ratio pp. 259-271

Tzong-Ru Tsai and Chin-Wei Lin

Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models pp. 273-284

Audrey Cysneiros, Katya Rodrigues, Gauss Cordeiro and Silvia Ferrari

Test and confidence set for the difference of the x-coordinates of the vertices of two quadratic regression models pp. 285-296

Martin Bachmaier

Exact calculation of the Dodge-Romig LTPD single sampling plans for inspection by variables pp. 297-305

J. Klufa

Computing the moments of order statistics from independent nonidentically distributed Beta random variables pp. 307-313

Yousry Abdelkader

A new stochastic mixed ridge estimator in linear regression model pp. 315-323

Yalian Li and Hu Yang

Testing for the Marshall–Olkin extended form of the Weibull distribution pp. 325-336

Chrys Caroni

A note on convergence rates for posterior distributions via large deviations techniques pp. 337-347

Andrea Martinelli, Matteo Ruggiero and Stephen Walker

A modified unrelated question randomized response device for complex surveys pp. 349-355

Amitava Saha

Difference-based ridge estimator of parameters in partial linear model pp. 357-368

Gülin Tabakan and Fikri Akdeniz

Conditionally stochastic domination of generalized order statistics from two samples pp. 369-373

Yashi Wang, Weiwei Zhuang and Taizhong Hu

Estimation of the scale parameter of the half-logistic distribution under progressively type II censored sample pp. 375-387

Chansoo Kim and Keunhee Han

A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error pp. 389-395

Hiroshi Kurata

Ratio test for variance change point in linear process with long memory pp. 397-407

Wenzhi Zhao, Zheng Tian and Zhiming Xia

A note on the mean past and the mean residual life of a (n − k + 1)-out-of-n system under multi monitoring pp. 409-419

M. Poursaeed

Bayesian regression analysis with linked data using mixture normal distributions pp. 421-430

Afshin Fallah and Mohsen Mohammadzadeh

Optimal progressive group-censoring plans for exponential distribution in presence of cost constraint pp. 431-443

Shuo-Jye Wu and Syuan-Rong Huang

On misspecification of the dispersion matrix in mixed linear models pp. 445-453

Jian-Ying Rong and Xu-Qing Liu

On a characteristic property of generalized Pareto distributions, extreme value distributions and their max domains of attraction pp. 455-463

S. Ravi

Equality of BLUEs or BLUPs under two linear models using stochastic restrictions pp. 465-475

Stephen Haslett and Simo Puntanen

The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance pp. 477-484

Deniz Ünal

Uniformly best estimation in linear regression when prior information is fuzzy pp. 485-496

Bernhard Arnold and Peter Stahlecker

Volume 51, issue 1, 2010

A note on Bayesian residuals as a hierarchical model diagnostic technique pp. 1-10

Guofen Yan and J. Sedransk

On the Dickey–Fuller test with White standard errors pp. 11-25

Matei Demetrescu

Testing for NBUL using goodness of fit approach with applications pp. 27-40

L. Diab

Generalized Tukey-type distributions with application to financial and teletraffic data pp. 41-56

Matthias Fischer

Kernel type smoothed quantile estimation under long memory pp. 57-67

Lihong Wang

Finding local departures from a parametric model using nonparametric regression pp. 69-84

J. Opsomer and M. Francisco-Fernández

Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration pp. 85-109

Jamel Jouini

Inflated beta distributions pp. 111-126

Raydonal Ospina and Silvia Ferrari

Multitude of Laplace distributions pp. 127-148

Tomasz Kozubowski and Saralees Nadarajah

Comparison between the rates of convergence of extremes under linear and under power normalization pp. 149-164

H. Barakat, E. Nigm and Magdy El-Adll

Evaluations of generalized order statistics from bounded populations pp. 165-177

Tomasz Rychlik

The equivalence of Bayes and robust Bayes estimators for various loss functions pp. 179-191

Agnieszka Kamińska

On generalized semi-Pareto and semi-Burr distributions and random coefficient minification processes pp. 193-208

D. Cifarelli, R. Gupta and K. Jayakumar

Fuzzy p-value in testing fuzzy hypotheses with crisp data pp. 209-226

Abbas Parchami, S. Taheri and Mashaallah Mashinchi

Limit results for ordered uniform spacings pp. 227-240

Ismihan Bairamov, Alexandre Berred and Alexei Stepanov