Statistical Papers

1997 - 2025

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

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Volume 48, issue 4, 2007

A vector valued bivariate gini index for truncated distributions pp. 543-557

E. Abdul-Sathar, R. Suresh and K. Nair

Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth pp. 559-580

Kosei Fukuda

Some preservation results of NBUC aging property with applications pp. 581-594

Xiaohu Li and Guoxin Qiu

Additive risk model with case-cohort sampled current status data pp. 595-608

Shuangge Ma

Estimating a positive normal mean pp. 609-629

Yogesh Tripathi and Somesh Kumar

A practical sampling approach for a Bayesian mixture model with unknown number of components pp. 631-653

Liqun Wang and James Fu

Simulated classical tests in multinomial probit models pp. 655-681

Andreas Ziegler

Some remarks on classical and bayesian reliability estimation of binomial and poisson distributions pp. 683-693

Ajit Chaturvedi, Neeraj Tiwari and Sanjay Kumar

Extremes of nonexchangeability pp. 695-695

Roger Nelsen

Book reviews pp. 697-701

Wolfgang Polasek, Uwe Ligges and Karsten Luebke

Volume 48, issue 3, 2007

Maximal invariant likelihood based testing of semi-linear models pp. 357-383

Jahar Bhowmik and Maxwell King

Effect of neglected deterministic seasonality on unit root tests pp. 385-402

Matei Demetrescu and Uwe Hassler

Mean-variance portfolios using Bayesian vector-autoregressive forcasts pp. 403-418

Wolfgang Gohout and Katja Specht

Influence diagnostics for the Grubbs's model pp. 419-436

Víctor Lachos, Filidor Vilca and Manuel Galea

Empirical likelihood for the difference of quantiles under censorship pp. 437-457

Junshan Shen and Shuyuan He

Probability generating function of GPED 2 pp. 459-466

A. Bazargan-Lari

A nonparametric test for diagnosis of the proportionality assumption pp. 467-477

Jong-Hoo Choi and Hyo-Il Park

Some characterizations of discrete distributions based on weak records pp. 479-489

Katarzyna Danielak and Anna Dembińska

A note on the connection between uniformity and generalized minimum aberration pp. 491-502

Hong Qin and Mingyao Ai

Hypercubic designs and applications pp. 503-508

A. Thannippara, B. Kurian, D. Ghosh, S. Bagui and S. Mandal

Likelihood ratio tests for fuzzy hypotheses testing pp. 509-522

Hamzeh Torabi and Javad Behboodian

On Christensen's conjecture pp. 523-523

A. Gupta, T. Nguyen and L. Pardo

Book reviews pp. 535-538

Wolfgang Polasek, W. Urfer and B. Golam Kibria

Volume 48, issue 2, 2007

Estimation of the means of the bivariate normal using moving extreme ranked set sampling with concomitant variable pp. 179-195

Mohammad Al-Saleh and Ahmad Al-Ananbeh

Entropy properties of record statistics pp. 197-213

S. Baratpour, J. Ahmadi and N. Arghami

A stratified unrelated question randomized response model pp. 215-233

Jong-Min Kim and Matthew Elam

2 m 4 1 designs with minimum aberration or weak minimum aberration pp. 235-248

Peng-Fei Li, Min-Qian Liu and Run-Chu Zhang

Characterization of stochastic orders by L-functionals pp. 249-263

Miguel Sordo and Héctor Ramos

Perfect aggregation of Bayesian analysis on compositional data pp. 265-282

Tzu-Tsung Wong

Reversed preservation of stochastic orders for random minima and maxima with applications pp. 283-293

Ibrahim Ahmad and Mohamed Kayid

A multivariate version of Gini's rank association coefficient pp. 295-304

Javad Behboodian, Ali Dolati and Manuel Úbeda-Flores

Admissibility intervals for linear correlation coefficients pp. 305-311

Luisa Canal and Rocco Micciolo

On Christensen's conjecture pp. 313-319

K. Gupta, T. Nguyen and L. Pardo

A direct derivation of the REML likelihood function pp. 321-327

Lynn LaMotte

Extremes of nonexchangeability pp. 329-336

Roger Nelson

Admissible estimation in an one parameter nonregular family of absolutely continuous distributions pp. 337-345

N. Sanjari Farsipour

Letter to the Editor pp. 347-348

Saralees Nadarajah and Samuel Kotz

Randomized response techniques for complex survey designs pp. 349-349

Raghunath Arnab

Book reviews pp. 351-352

Rainer Schlittgen and Gero Szepannek

Volume 48, issue 1, 2007

Comparison of record data and random observations based on statistical evidence pp. 1-21

M. Emadi, J. Ahmadi and N. Arghami

Chain ratio and regression type estimators for median estimation in survey sampling pp. 23-46

Sarjinder Singh, Housila Singh and Lakshmi Upadhyaya

A new random permutation test in ANOVA models pp. 47-62

Byoung Jung, Myoungshic Jhun and Seuck Song

The number of records within a random interval of the current record value pp. 63-79

A. Stepanov

On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors pp. 81-93

Toni Stocker

Statistical inference about the shape parameter of the Weibull distribution by upper record values pp. 95-129

Jong-Wuu Wu and Hsiao-Chiao Tseng

Randomized response techniques for complex survey designs pp. 131-141

Raghunath Arnab and Georg Dorffner

The existence of the strong combined-optimal design pp. 143-150

Pen-Hwang Liau

Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion pp. 151-162

Akio Namba and Kazuhiro Ohtani

Book reviews pp. 163-170

Ricardo Maronna, Matthias Fischer, Jürgen Groß and Andreas Karlsson

Volume 47, issue 4, 2006

Unbalanced panel data: A survey pp. 493-523

Badi Baltagi and Seuck Song

A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models pp. 525-549

Tatiana Miazhynskaia and Georg Dorffner

Exact and approximate distributions for the product of inverted Dirichlet components pp. 551-568

Saraless Nadarajah

Hotelling’s T 2 control chart with double warning lines pp. 569-593

Alireza Faraz and Ahmad Parsian

EWNA charts for monitoring the mean and the autocovariances of stationary processes pp. 595-630

M. Rosołowski and W. Schmid

Statistical properties of distance estimators pp. 631-641

Dechang Chen, Michael Fries and Xiuzhen Cheng

Bayesian estimation of P (Y>X) from Burr-type X model containing spurious observations pp. 643-651

Chansoo Kim and Younshik Chung

Book reviews pp. 653-658

B. Golam Kibria, Matthias Arnold and Rainer Schlittgen

Volume 47, issue 3, 2006

Order relations for linear models: A survey on recent developments pp. 331-372

Herbert Heyer

Bayesian estimation and prediction for some life distributions based on record values pp. 373-392

Jafar Ahmadi and M. Doostparast

The choice of time interval in seasonal adjustment: A heuristic approach pp. 393-417

Giancarlo Bruno and Edoardo Otranto

Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors pp. 419-442

Claudia Czado and Adrian Raftery

Estimating the term structure of interest rates using penalized splines pp. 443-459

Tatyana Krivobokova, Göran Kauermann and Theofanis Archontakis

Asymptotic relative efficiency of score tests in Weibull models with measurement errors pp. 461-470

Patricia Giménez, Enrico Colosimo and Heleno Bolfarine

Improvement of the Liu estimator in linear regression model pp. 471-479

M. Hubert and P. Wijekoon

Problem 4/SP06: Estimation of the Hadamard and cross products of two mean vectors in multivariate analysis pp. 481-485

Heinz Neudecker and Götz Trenkler

Book reviews pp. 487-488

Karsten Webel and Rainer Schlittgen

Volume 47, issue 2, 2006

Introducing model uncertainty by moving blocks bootstrap pp. 167-179

Andrés Alonso, Daniel Peña and Juan Romo

Modifications of the Bonferroni-Holm procedure for a multi-way ANOVA pp. 181-209

Vanessa Didelez, Iris Pigeot and Patricia Walter

Utility functions that lead to the likelihood ratio as a relative model performance measure pp. 211-225

Craig Friedman and Sven Sandow

Dispersive ordering—Some applications and examples pp. 227-247

Jongwoo Jeon, Subhash Kochar and Chul Park

Noninformative priors for linear combinations of the normal means pp. 249-262

Dal Kim, Sang Kang and Woo Lee

Robust estimating equation based on statistical depth pp. 263-278

Lu Lin and Minghua Chen

Change-of-variance problem for linear processes with long memory pp. 279-298

Lihong Wang and Jinde Wang

Higher order moments of order statistics from INID symmetric random variables pp. 299-310

Aaron Childs

An alternative representation of noncentral beta and F distributions pp. 311-318

Than Pe and Hilmar Drygas

Class of dual to ratio estimators for double sampling pp. 319-326

Manoj Kumar and Shashi Bahl

Volume 47, issue 1, 2006

Kernel smoothed prediction intervals for ARMA models pp. 1-15

Klaus Abberger

Renyi's entropy for residual lifetime distribution pp. 17-29

B. Abraham and P. Sankaran

Detection of a change-point in student-t linear regression models pp. 31-48

Felipe Osorio and Manuel Galea

Pooling multivariate data under W, LR and LM tests pp. 49-68

B. Golam Kibria and A. Saleh

Sums, products and ratios of generalized beta variables pp. 69-90

Saralees Nadarajah

Minimum Φ-divergence estimator in logistic regression models pp. 91-108

Julio Pardo, Leandro Pardo and María Pardo

On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods pp. 109-124

Hisashi Tanizaki, Shigeyuki Hamori and Yoichi Matsubayashi

Interaction balance for symmetrical factorial designs with generalized minimum aberration pp. 125-135

Mingyao Ai and Shuyuan He

Bivariate Weibull regression model based on censored samples pp. 137-147

David Hanagal

Estimation of sensitive data from a dichotomous population pp. 149-156

Kuo-Chung Huang

Book reviews pp. 159-162

Mathias Schaller, Ricardo Maronna and Uwe Ligges