Statistical Papers

1997 - 2025

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

From Springer
Bibliographic data for series maintained by Sonal Shukla (sonal.shukla@springer.com) and Springer Nature Abstracting and Indexing (indexing@springernature.com).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 49, issue 4, 2008

Bounds for expectations of concomitants pp. 603-618

Andrzej Okolewski and Marek Kaluszka

Time series with discrete semistable marginals pp. 619-635

Nadjib Bouzar and K. Jayakumar

A note on inference for P(X > Y) for right truncated exponentially distributed data pp. 637-651

L. Jiang and A. Wong

Factor analysis regression pp. 653-667

Reinhold Kosfeld and Jørgen Lauridsen

A new biased estimator based on ridge estimation pp. 669-689

Sadullah Sakallıoğlu and Selahattin Kaçıranlar

State space mixed models for longitudinal observations with binary and binomial responses pp. 691-714

Claudia Czado and Peter Song

Cluster analysis using different correlation coefficients pp. 715-727

Seong Chae, Chansoo Kim, Jong-Min Kim and William Warde

Distributions of the product and ratio of Maxwell and Rayleigh random variables pp. 729-747

M. Shakil, B. Golam Kibria and Kuang-Chao Chang

Reversed hazard rate order of equilibrium distributions and a related aging notion pp. 749-767

Xiaohu Li and Maochao Xu

The Balakrishnan skew–normal density pp. 769-778

M. Sharafi and J. Behboodian

On proportional odds models pp. 779-789

P. Sankaran and K. Jayakumar

An improved estimator to analyse missing data pp. 791-796

S. González, M. Rueda and A. Arcos

Letter to the Editor pp. 797-798

Manuel Franco and Juana-Maria Vivo

Walter Krämer, Olaf Schoffer, Lars Tschiersch: Datenanalyse mit SAS—Statistische Verfahren und ihre grafischen Aspekte pp. 799-800

Bernd Richter

John F. Geweke (2005): Contemporary Bayesian econometrics and statistics (Wiley series in probability and statistics) pp. 801-802

Wolfgang Polasek

Volume 49, issue 3, 2008

Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models pp. 399-419

Mariusz Grządziel

On a generalization to Marshall–Olkin scheme and its application to Burr type XII distribution pp. 421-439

K. Jayakumar and T Mathew

2 m 4 n designs with resolution III or IV containing clear two-factor interaction components pp. 441-454

S. Zhao and R. Zhang

On estimation in conditional heteroskedastic time series models under non-normal distributions pp. 455-469

Shuangzhe Liu and Chris Heyde

A note on GMM estimation of probit models with endogenous regressors pp. 471-484

Joachim Wilde

A non-stationary integer-valued autoregressive model pp. 485-502

Hee-Young Kim and Yousung Park

Comparisons of the r − k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion pp. 503-512

M. Özkale and Selahattin Kaçıranlar

A family of shrinkage estimators for Weibull shape parameter in censored sampling pp. 513-529

Housila Singh, Sharad Saxena and Harshada Joshi

Modelling count data with overdispersion and spatial effects pp. 531-552

Susanne Gschlößl and Claudia Czado

On the natural restrictions in the singular Gauss–Markov model pp. 553-564

Yongge Tian, M. Beisiegel, E. Dagenais and C. Haines

The accuracy of normal approximation in a heterogeneous panel data unit root test pp. 565-579

Kristian Jönsson

A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity pp. 581-593

Paulo Rodrigues and Antonio Rubia

Scherer B and Martin RD: Introduction to modern portfolio optimization with NUOPT and SPLUS and S+Bayes pp. 595-596

Matthias Fischer

Thomas P. Ryan: Modern Experimental Design pp. 597-598

Oliver Sailer

Volume 49, issue 2, 2008

Unbiasedly estimating the total of a stigmatizing variable from a complex survey on permitting options for direct or randomized responses pp. 157-164

Sanghamitra Pal

Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference pp. 165-175

Alicja Jokiel-Rokita

Properties of systems with two exchangeable Pareto components pp. 177-190

Jorge Navarro, Jose Ruiz and Carlos Sandoval

Asymptotic Equivalence of Seat Bias Models pp. 191-200

Udo Schwingenschlögl

Normal and logistic random variables: distribution of the linear combination pp. 201-209

Arjun Gupta and Saralees Nadarajah

Some useful integrals and their applications in correlation analysis pp. 211-224

Anwar Joarder

Estimation of parameters of a right truncated exponential distribution pp. 225-236

Ulhas Dixit and Parviz Nasiri

Amputation versus imputation of missing values through ratio method in sample surveys pp. 237-247

H. Toutenburg, V. Srivastava and Shalabh

Improved estimators of common variance of p-populations when Kurtosis is known pp. 249-262

Honest Chipoyera and Eshetu Wencheko

Estimation of parameters of bivariate normal distribution using concomitants of record values pp. 263-275

Manoj Chacko and P. Thomas

Sampling design proportional to order statistic of auxiliary variable pp. 277-289

Janusz Wywiał

Evidential inference based on record data and inter-record times pp. 291-301

M. Arashi and M. Emadi

Bivariate semi α-Laplace distribution and processes pp. 303-313

A. Kuttykrishnan and K. Jayakumar

Homogeneity testing in a Weibull mixture model pp. 315-332

Karl Mosler and Christoph Scheicher

Highest posterior density estimation from multiply censored Pareto data pp. 333-341

Arturo Fernández

A generalized semi-Pareto minification process pp. 343-351

Miroslav Ristić

Partial duplication in two-level fractional factorial designs pp. 353-361

Pen-Hwang Liau

Two-way ANOVA for the Watson distribution defined on the hypersphere pp. 363-376

Adelaide Figueiredo

A group sequential test for the inverse Gaussian mean pp. 377-386

Sevil Bacanli and Yaprak Demirhan

Comment on the paper by A. H. Joarder pp. 387-389

Saralees Nadarajah

Comment on the paper by Y.H. Abdelkader pp. 391-392

Saralees Nadarajah and Samuel Kotz

Franco Taroni, Colin Aitken, Paolo Garbolino, Alex Biedermann: Bayesian networks and probabilistic inference in forensic science (Statistics in Practice) pp. 393-394

Wolfgang Polasek

Phillip I. Good, James W. Hardin, Common errors in statistics pp. 395-396

Roland Fried

Jean-Michel Marin, Christian P. Robert: Bayesian Core. A Practical Approach to Computational Bayesian Statistics pp. 397-398

Wolfgang Polasek

Volume 49, issue 1, 2008

Dodge-roming AOQL plans for inspection by variables from numerical point of view pp. 1-13

J. Klufa

Minimum phi-divergence estimators for loglinear models with linear constraints and multinomial sampling pp. 15-36

N. Martín and L. Pardo

A modified estimator of population mean using power transformation pp. 37-58

Housila Singh, Rajesh Tailor, Sarjinder Singh and Jong-Min Kim

Posterior analysis of lognormal regression models using the Gibbs sampler pp. 59-85

S. Upadhyay and M. Peshwani

Nonnegative definite solutions to matrix equations with applications to multivariate test statistics pp. 87-99

Akhil Vaish and N. Rao Chaganty

Characterization of distributions by conditional expectation of generalized order statistics pp. 101-108

Philip Samuel

Distribution of extremes ofr th concomitant from the Morgenstern family pp. 109-119

Johny Scaria and N. Unnikrishnan Nair

Estimation of the exponential mean time to failure under a weighted balanced loss function pp. 121-131

A. Asgharzadeh and N. Sanjari Farsipour

On inverse sampling without replacement pp. 133-137

M. Espejo, H. Singh and S. Saxena

Recurrence relations for the moments of order statistics from a beta distribution pp. 139-146

P. Thomas and Philip Samuel

Book reviews pp. 147-149

Shalabh and Wolfgang Polasek