Statistical Papers

1997 - 2025

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

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Volume 50, issue 4, 2009

Preface to the Proceedings of the International Conference on Trends and Perspectives in Linear Statistical Inference LINSTAT’2008 in Celebration of Tadeusz Caliński’s 80th Birthday pp. 693-695

Augustyn Markiewicz and Götz Trenkler

Individual control treatment in split-plot experiments pp. 697-710

Are Aastveit, Trygve Almøy, Iwona Mejza and Stanislaw Mejza

Comparison of PLS algorithms when number of objects is much larger than number of variables pp. 711-720

Aylin Alin

A projector oriented approach to the best linear unbiased estimator pp. 721-733

Oskar Baksalary and Götz Trenkler

A mixed model analysis of variance for multi-environment variety trials pp. 735-759

T. Caliński, S. Czajka, Z. Kaczmarek, P. Krajewski and W. Pilarczyk

Optimal designs under a multivariate linear model with additional nuisance parameters pp. 761-778

Katarzyna Filipiak, Augustyn Markiewicz and Anna Szczepańska

Connectedness of complete block designs under an interference model pp. 779-787

Katarzyna Filipiak and Rafał Różański

Regular A-optimal design matrices X=(x ij ) with x ij =−1, 0, 1 pp. 789-795

Małgorzata Graczyk

Estimation of a relative potency of two preparations with correlated responses pp. 797-804

Zofia Hanusz and Monika Krajewska

On nested block designs geometry pp. 805-815

Radosław Kala

Discriminant analysis of multivariate repeated measures data with a Kronecker product structured covariance matrices pp. 817-835

Mirosław Krzyśko and Michał Skorzybut

Some optimal block designs with nested rows and columns for research on alternative methods of limiting slug damage pp. 837-846

Agnieszka Łacka, Maria Kozłowska and Jan Kozłowski

Admissibility and linear sufficiency in linear model with nuisance parameters pp. 847-854

Augustyn Markiewicz and Simo Puntanen

On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models pp. 855-868

Andrzej Michalski

L models and multiple regressions designs pp. 869-885

Elsa Moreira, João Mexia, Miguel Fonseca and Roman Zmyślony

Rank correlation estimators and their limiting distributions pp. 887-893

Wojciech Niemiro and Wojciech Rejchel

Analysis of an European union election using principal component analysis pp. 895-904

Paulo Rodrigues and Ana Lima

Tests of additivity in mixed and fixed effect two-way ANOVA models with single sub-class numbers pp. 905-916

Dieter Rasch, Thomas Rusch, Marie Šimečková, Klaus Kubinger, Karl Moder and Petr Šimeček

Some comments on Latin squares and on Graeco-Latin squares, illustrated with postage stamps and old playing cards pp. 917-941

George Styan, Christian Boyer and Ka Chu

Heteroscedastic ANOVA: old p values, new views pp. 943-962

Julia Volaufova

Volume 50, issue 3, 2009

Estimation of the variance when kurtosis is known pp. 455-464

Eshetu Wencheko and Honest Chipoyera

Robust Bayesian bonus-malus premiums under the conditional specification model pp. 465-480

Emilio Déniz, José María Sarabia and F. Vázquez Polo

Inference in mixed proportional hazard models with K random effects pp. 481-499

Guillaume Horny

$${\mathcal{L}}_p$$ loss functions: a robust bayesian approach pp. 501-509

J. Arias-Nicolás, J. Martín and A. Suárez-Llorens

Optimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errors pp. 511-525

Shahjahan Khan

Testing interaction in some predator–prey populations pp. 527-551

Sévérien Nkurunziza

An analysis of quantile measures of kurtosis: center and tails pp. 553-568

Samuel Kotz and Edith Seier

A unified approach of testing for discrete and continuous Pareto laws pp. 569-580

Simos Meintanis

Moments of the product and ratio of two correlated chi-square variables pp. 581-592

Anwar Joarder

Statistical inference of the efficient frontier for dependent asset returns pp. 593-604

Taras Bodnar, Wolfgang Schmid and Taras Zabolotskyy

The product t density distribution arising from the product of two Student’s t PDFs pp. 605-615

Saralees Nadarajah

Useful moment and CDF formulations for the COM–Poisson distribution pp. 617-622

Saralees Nadarajah

Asymptotic optimality of a two-stage procedure in Bayes sequential estimation pp. 623-631

Leng-Cheng Hwang and Jeng-Fu Liu

Estimation in singular partitioned, reduced or transformed linear models pp. 633-638

Radosław Kala and Paweł Pordzik

An alternative stochastic restricted Liu estimator in linear regression pp. 639-647

Hu Yang and Jianwen Xu

A confidence set for that x-coordinate where a quadratic regression model has a given gradient pp. 649-660

Martin Bachmaier

Estimating a sensitive proportion through randomized response procedures based on auxiliary information pp. 661-672

Giancarlo Diana and Pier Perri

Phillip I. Good (2005): Introduction to Statistics Through Resampling Methods and R/S-PLUS (Paperback)/ Phillip I. Good (2005): Introduction to Statistics Through Resampling Methods and Microsoft Office Excel (Paperback) pp. 673-675

Wolfgang Polasek

Uwe Hassler (2007): Stochastische Integration und Zeitreihenmodellierung pp. 677-679

Christoph Hanck

Sandrine Dudoit, Mark J. van der Laan (2008): Multiple Testing Procedures with Applications to Genomics pp. 681-682

Holger Schwender

G. K. Kanji (2006): 100 Statistical Tests pp. 683-683

R. Viertl

Nanny Wermuth, Reinhold Streit (2006): Einführung in statistische Analysen. Fragen beantworten mit Hilfe von Daten pp. 685-685

R. Viertl

On inverse sampling without replacement pp. 691-691

M. Espejo, H. Singh, S. Saxena and Götz Trenkler

Volume 50, issue 2, 2009

The effect of tapering on the semiparametric estimators for nonstationary long memory processes pp. 225-248

Leïla Nouira, Mohamed Boutahar and Vêlayoudom Marimoutou

Modified inference about the mean of the exponential distribution using moving extreme ranked set sampling pp. 249-259

Walid Abu-Dayyeh and Esam Al Sawi

On the sufficient statistics for multivariate ARMA models: approximate approach pp. 261-276

M. Kharrati-Kopaei, A. Nematollahi and Z. Shishebor

Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model pp. 277-300

M. Menéndez, L. Pardo and M. Pardo

Ratio estimator for the population mean using ranked set sampling pp. 301-309

Cem Kadilar, Yesim Unyazici and Hulya Cingi

Modeling stock markets’ volatility using GARCH models with Normal, Student’s t and stable Paretian distributions pp. 311-321

José Curto, José Pinto and Gonçalo Tavares

The type I distribution of the ratio of independent “Weibullized” generalized beta-prime variables pp. 323-338

Andriëtte Bekker, Jacobus Roux and Thu Pham-Gia

Non-parametric estimation of lifetime distribution of competing risk models when censoring times are missing pp. 339-361

P. Sankaran and Ansa Antony

Sequential estimation of a location parameter from delayed observations pp. 363-372

Alicja Jokiel-Rokita and Agnieszka Stępień

Regression modelling of the flows in an input–output table with accounting constraints pp. 373-382

Nicola Falocci, Renato Paniccià and Elena Stanghellini

Construction of non-exchangeable bivariate distribution functions pp. 383-391

Fabrizio Durante

Noninformative priors for the normal variance ratio pp. 393-402

D. Kim, S. Kang and W. Lee

A characterization of the exponential distribution by means of coincidence of location and truncated densities pp. 403-405

Shaul Bar-Lev and Benzion Boukai

On generalized order statistics from linear exponential distribution and its characterization pp. 407-418

M. Mahmoud and H. Al-Nagar

Exponential inequality for negatively associated random variables pp. 419-428

H. Nooghabi and H. Azarnoosh

Distribution-free prediction intervals for the future current record statistics pp. 429-439

Mohammad Raqab

Comment on the paper by A. H. Joarder pp. 441-443

Saralees Nadarajah

Crawley MJ (2007) The R Book pp. 445-446

Uwe Ligges

Antony Unwin, Martin Theus and Heike Hofmann: Graphics of Large Datasets: Visualizing a Million pp. 447-448

Ricardo Maronna

Ghosh, Jayanta K., Delampady, Mohan, Samanta, Tapas: An introduction to Bayesian analysis, theory and methods pp. 449-450

Wolfgang Polasek

Kevin Kim, Neil Timm: Univariate and Multivariate General Linear Models Theory and Applications with SAS; Second Edition pp. 451-452

Rainer Schlittgen

Robert Gentleman, Vincent Carey, Wolfgang Huber, Rafael Irizarry, Sandrine Dudoit (2005): Bioinformatics and Computational Biology Solutions Using R and Bioconductor pp. 453-454

Jörg Rahnenführer

Volume 50, issue 1, 2009

Information matrix for a mixture of two Laplace distributions pp. 1-12

Dongseok Choi and Saralees Nadarajah

Nonparametric control chart based on change-point model pp. 13-28

Chunguang Zhou, Changliang Zou, Yujuan Zhang and Zhaojun Wang

Weibull extension of bivariate exponential regression model with different frailty distributions pp. 29-49

David Hanagal

The use of Andrews curves for detecting the out-of-control variables when a multivariate control chart signals pp. 51-65

Petros Maravelakis and Sotirios Bersimis

Consistency of minimizing a penalized density power divergence estimator for mixing distribution pp. 67-80

Taewook Lee and Sangyeol Lee

Robust estimation of multivariate regression model pp. 81-100

Jiantao Li and Min Zheng

On MSE of EBLUP pp. 101-118

Tomasz Ża̧dło

Weibull inference using trimmed samples and prior information pp. 119-136

Arturo Fernández

Bayes prediction based on right censored data pp. 137-149

Lichun Wang and Noël Veraverbeke

Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted pp. 151-160

Kazuhiro Ohtani and Alan Wan

Accuracy of approximate progressively censored reliability sampling plans for exponential models pp. 161-170

Carlos Pérez-González and Arturo Fernández

On the distribution of the sum of independent uniform random variables pp. 171-175

S. Sadooghi-Alvandi, A. Nematollahi and R. Habibi

More on the distribution of the sum of uniform random variables pp. 177-183

Heinrich Potuschak and Werner Müller

A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss–Markov model pp. 185-193

Jarkko Isotalo and Simo Puntanen

On a criticism of the profile likelihood function pp. 195-202

José Montoya, Eloísa Díaz-Francés and David Sprott

A distribution function estimator for the difference of order statistics from two independent samples pp. 203-208

Alan Hutson

Comment on the paper by Shakil et al pp. 209-211

Saralees Nadarajah

Robert E. Weiss (2006): Modeling longitudinal data pp. 213-214

Liqun Wang

Marc S. Palella: Fundamental probability. A computational approach pp. 215-216

Roland Fried

Michael J. Campbell, David Machin and Stephen J. Walters (2007): Medical Statistics, a Textbook for the Health Sciences, 4th edition pp. 217-218

Sylvia Lenz

Peter Sprent and Nigel C. Smeeton (2007): Applied Nonparametric Statistical Methods, 4th edition pp. 219-220

Christine Duller