Statistical Papers

1997 - 2025

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

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Volume 46, issue 4, 2005

Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models pp. 483-507

T. Leo Alexander and B. Chandrasekar

A note on replacement policy comparisons from NBUC lifetime of the unit pp. 509-522

Félix Belzunce, Eva-María Ortega and José Ruiz

An application of a minimax Bayes rule and shrinkage estimators to the portofolio selection problem under the Bayesian approach pp. 523-540

Hiroyuki Kashima

The failure of meta-analytic asymptotics for the seemingly efficient estimator of the common risk difference pp. 541-554

Ronny Kuhnert and Dankmar Böhning

On Rao score and PearsonX 2 statistics in generalized linear models pp. 555-574

Gianfranco Lovison

Bounds of moment generating functions of some life distributions pp. 575-585

Ibrahim Ahmad and A. Mugdadi

A discrete distribution associated with a pure birth process pp. 587-597

Konanur Janardan

Acknowledgement of priority pp. 599-599

Stefan Zontek and Konrad Neumann

Book reviews pp. 601-604

Karsten Webel and W. Urfer

Volume 46, issue 3, 2005

Parametric estimation under a class of multivariate distributions pp. 321-338

Essam Al-Hussaini and Saieed Ateya

Using multiparametric auxiliary information at the estimation stage pp. 339-358

A. Arcos, M. Rueda and M. Martínez-Miranda

Optimum group limits for estimation in scaled log-logistic distribution from a grouped data pp. 359-377

R. Kantam, A. Roa and G. Roa

Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information pp. 379-395

Shahjahan Khan, Zahirul Hoque and A. Saleh

Divergence-based estimation and testing with misclassified data pp. 397-409

E. Landaburu, D. Morales and L. Pardo

On binomial and circular binomial distributions of orderk forl-overlapping success runs of lengthk pp. 411-432

Frosso Makri and Andreas Philippou

A method for consideration of conditional dependencies in the Fellegi and Sunter model of record linkage pp. 433-449

Josef Schürle

A note on D-optimal designs for models with and without an intercept pp. 451-458

Kim-Hung Li, Tai-Shing Lau and Chongqi Zhang

Stability of characterization of Weibull distribution pp. 459-468

Yanushkevichius Romanas and Yanushkevichiene Olga

Problem section pp. 469-472

Heinz Neudecker and Michel Velden

Book reviews pp. 473-476

Ricardo Maronna, Roland Schultze and Christian Kleiber

Volume 46, issue 2, 2005

Characterization of minimum aberration mixed factorials in terms of consulting designs pp. 157-171

Mingyao Ai and Runchu Zhang

An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models pp. 173-193

Gemai Chen and Jinhong You

Estimation in conditional first order autoregression with discrete support pp. 195-224

Robert Jung, Gerd Ronning and Andrew Tremayne

Deriving a lower bound for the proportion of perceivers in replicated difference tests by means of multiple test theory pp. 225-246

Michael Meyners

Bayesian decision criteria in the presence of noises under quadratic and absolute value loss functions pp. 247-266

T. Pham-Gia and N. Turkhan

Softly shrunk and partially shrunk rank-reduced estimation of the regression coefficients pp. 267-279

Eshetu Wencheko

A note on some characterizations of the hyperexponential distribution pp. 281-292

Manal Nassar

On calculating the fisher information in order statistics pp. 293-301

Sangun Park

On the first order regression procedure of estimation for incomplete regression models pp. 303-307

V. Srivastava and H. Toutenburg

Problemsection pp. 309-312

Heinz Neudecker and Götz Trenkler

Book reviews pp. 313-317

Ricardo Maronna, Christian Kleiber and Olaf Schoffer

Volume 46, issue 1, 2005

Exact tests based on the Baumgartner-Weiß-Schindler statistic—A survey pp. 1-29

Markus Neuhäuser

A conditional variance characterization of some discrete probability distributions pp. 31-45

Samia El-Arishy

Fast initial response features for EWMA control charts pp. 47-64

Seven Knoth

Reversed preservation properties of some negative aging conceptions and stochastic orders pp. 65-78

Xiaohu Li and Richard Yam

Optimal design in average for inference in generalized linear models pp. 79-99

Hans Pettersson

Improved estimation of the mean in one-parameter exponential families with known coefficient of variation pp. 101-115

E. Wencheko and P. Wijekoon

On the distribution and expectation of success runs in nonhomogeneous Markov dependent trials pp. 117-128

Serkan Eryilmaz

A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributions pp. 129-140

Kung-Yu Chen and Chien-Tai Lin

Conditional estimation of average on the basis of weighting data— Errata pp. 141-142

Janusz Wywiał

Problem Section pp. 143-146

Heinz Neudecker

Book reviews pp. 147-152

Ricardo Maronna, Karsten Webel and Christian Kleiber

Volume 45, issue 4, 2004

Long memory versus structural breaks: An overview pp. 465-515

Philipp Sibbertsen

Comparing the Fisher information in record data and random observations pp. 517-528

Glenn Hofmann

Generalized quasi-likelihood pp. 529-544

Lu Lin

Tail index estimation in small smaples Simulation results for independent and ARCH-type financial return models pp. 545-561

Niklas Wagner and Terry Marsh

Computing the moments of order statistics from nonidentically distributed Erlang variables pp. 563-570

Yousry Abdelkader

General class of estimators in multi-character surveys pp. 571-582

Sarjinder Singh, I. Grewal and Anwar Joarder

Preservation properties for the Laplace transform ordering of residual lives pp. 583-590

Hadi Ahmed and Mohamed Kayid

Book reviews pp. 591-593

Ricardo Maronna, Peter Hackl and Christian Kleiber

Volume 45, issue 3, 2004

The general Gauss-Markov model with possibly singular dispersion matrix pp. 311-336

Jürgen Groß

An autoregressive process with geometric α-laplace marginals pp. 337-350

V. Lekshmi and K. Jose

Three estimators for the poisson regression model with measurement errors pp. 351-368

Alexander Kukush, Hans Schneeweis and Roland Wolf

On intra-class correlation coefficient estimation pp. 369-392

Nabendu Pal and Wooi Lim

Conditions for the coincidence of the TFR, TRV and CE models pp. 393-412

Ronghua Wang and Heliang Fei

Conditional estimation of average on the basis of weighting data pp. 413-431

Janusz Wywiał

Distribution of the range when sample size has a GPED 1 pp. 433-438

A. Bazargan-Lari

Some results on optimality in models with heteroscedastic errors from partial optimum designs pp. 439-450

Carmelo Rodríguez, Isabel Ortiz and Ignacio Martínez

Problemsection pp. 451-456

Heinz Neudecker and Götz Trenkler

Book reviews pp. 457-460

Philipp Sibbertsen, Roland Schultze and Ricardo Maronna

Volume 45, issue 2, 2004

Frequentist and Bayesian approaches for interval-censored data pp. 139-173

Guadalupe Gómez, M. Calle and Ramon Oller

New biased estimators under the LINEX loss function pp. 175-190

Fikri Akdeniz

Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors pp. 191-210

Germán Aneiros-Pérez

A bias analysis of Weibull models under heaped data pp. 211-229

Thomas Augustin and Joachim Wolff

Improving ratio-type quantile estimates in a finite population pp. 231-248

M. Rueda and A. Arcos

Implementing unit roost tests in ARMA models of unknow order pp. 249-266

Ismael Sánchez

Simple detection of outlying short time series pp. 267-278

Vassiliki Karioti and Chrysseis Caroni

Estimation of a normal mean relative to balanced loss functions pp. 279-286

N. Farsipour and A. Asgharzadeh

Simple random sample equivalent survey designs reducing undesirable units from a finite population pp. 287-295

Horng-Jinh Chang, Chih-Li Wang and Kuo-Chung Huang

Problemsection pp. 297-301

Heinz Neudecker

Book reviews pp. 303-307

Ricardo Maronna, Christian Kleiber and Olaf Schoffer

Volume 45, issue 1, 2004

Global and multiple test procedures using ordered p-values—a review pp. 1-14

Gudrun Bernhard, Markus Klein and Gerhard Hommel

Measuring robustness for weighted distributions: Bayesian perspective pp. 15-31

Younshik Chung and Chansoo Kim

Bayesian methods for contingency tables using Gibbs sampling pp. 33-50

Paul Green and Taesung Park

A cautionary note on the analysis of randomized block designs with a few missing values pp. 51-66

Devan Mehrotra

On geometry of the set of admissible invariant quadratic estimators in balanced two variance components model pp. 67-80

Konrad Neumann and Stefan Zontek

A triparametric discrete distribution with complex parameters pp. 81-95

José Rodríguez-Avi, Antonio Conde-Sánchez, Antonio Sáez-Castillo and María Olmo-Jiménez

Identification of models using failure rate and mean residual life of doubly truncated random variables pp. 97-109

P. Sankaran and S. Sunoj

The geometrical interpretation of statistical tests in multivariate linear regression pp. 111-122

Øyvind Langsrud

Alternative boundaries for CUSUM tests pp. 123-131

Achim Zeileis

Book reviews pp. 133-135

Sibylle Sturtz, Ricardo Maronna and Peter Hackl