Statistical Papers

1997 - 2025

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

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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