Statistical Papers

1997 - 2025

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

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Volume 64, issue 6, 2023

Polynomial spline estimation of panel count data model with an unknown link function pp. 1805-1832

Yijun Wang, Weiwei Wang and Xiaobing Zhao

Nonparametric classification of high dimensional observations pp. 1833-1859

Reza Modarres

A test for normality and independence based on characteristic function pp. 1861-1889

Wiktor Ejsmont, Bojana Milošević and Marko Obradović

Improved shrinkage estimators in the beta regression model with application in econometric and educational data pp. 1891-1912

Reza Arabi Belaghi, Yasin Asar and Rolf Larsson

Testing for ordered alternatives in heteroscedastic ANOVA under normality pp. 1913-1941

Anjana Mondal, Markus Pauly and Somesh Kumar

Optimal subsampling for functional quantile regression pp. 1943-1968

Qian Yan, Hanyu Li and Chengmei Niu

New results for adaptive false discovery rate control with p-value weighting pp. 1969-1996

Aniket Biswas and Gaurangadeb Chattopadhyay

Bayesian and maximin optimal designs for heteroscedastic multi-factor regression models pp. 1997-2013

Lei He and Daojiang He

Multivariate copulas with given values at two arbitrary points pp. 2015-2055

Erich Peter Klement, Damjana Kokol Bukovšek, Matjaž Omladič, Susanne Saminger-Platz and Nik Stopar

Sequential design of multi-fidelity computer experiments with effect sparsity pp. 2057-2080

Hui Chen, Linhan Ouyang, Lijun Liu and Yizhong Ma

Bounds for Gini’s mean difference based on first four moments, with some applications pp. 2081-2100

Xuehua Yin, Narayanaswamy Balakrishnan and Chuancun Yin

Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses pp. 2101-2117

Marwan Al-Momani, M. Riaz and M. F. Saleh

New closed-form efficient estimators for the negative binomial distribution pp. 2119-2135

Jun Zhao and Hyoung-Moon Kim

A class of estimators based on overlapping sample spacings pp. 2137-2160

Rahul Singh and Neeraj Misra

Structural multilevel models for longitudinal mediation analysis: a definition variable approach pp. 2161-2182

Chiara Maria

The zonoid region parameter depth pp. 2183-2205

Ignacio Cascos, Giuseppe Pandolfo and Beatriz Sinova

Variable selection for nonparametric quantile regression via measurement error model pp. 2207-2224

Peng Lai, Xi Yan, Xin Sun, Haozhe Pang and Yanqiu Zhou

Robustness of a truncated estimator for the smaller of two ordered means pp. 2225-2244

Yasuyuki Hamura and Tatsuya Kubokawa

Volume 64, issue 5, 2023

Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots,k_{l})$$ ( k 1, k 2, …, k l ) pattern pp. 1373-1390

Stathis Chadjiconstantinidis and Serkan Eryilmaz

Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean pp. 1391-1438

Antonio Di Crescenzo, Paola Paraggio, Patricia Román-Román and Francisco Torres-Ruiz

Divergence-based tests for the bivariate gamma distribution applied to polarimetric synthetic aperture radar pp. 1439-1463

Abraão Nascimento, Jodavid Ferreira and Alisson Silva

Non-asymptotic analysis and inference for an outlyingness induced winsorized mean pp. 1465-1481

Yijun Zuo

Assessing the effectiveness of indirect questioning techniques by detecting liars pp. 1483-1506

Pier Francesco Perri, Eleni Manoli and Tasos C. Christofides

Optimal equivalence testing in exponential families pp. 1507-1525

Renren Zhao and Robert L. Paige

Simultaneous prediction using target function based on principal components estimator with correlated errors pp. 1527-1628

Gülesen Üstündağ Şiray

Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation pp. 1629-1667

Karel Hron, Jitka Machalová and Alessandra Menafoglio

Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances pp. 1669-1697

Alessandro Barbiero and Asmerilda Hitaj

Projection uniformity of nearly balanced designs pp. 1699-1720

Siyu Pan, Jie Li, Zujun Ou and Peng Zhu

A general framework for spatial GARCH models pp. 1721-1747

Philipp Otto and Wolfgang Schmid

Bayesian inference of multivariate-GARCH-BEKK models pp. 1749-1774

G. C. Livingston and Darfiana Nur

Point and Interval Estimation of Powers of Scale Parameters for Two Normal Populations with a Common Mean pp. 1775-1804

Pravash Jena, Manas Ranjan Tripathy and Somesh Kumar

Volume 64, issue 4, 2023

Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design pp. 1015-1019

David C. Woods, Stefanie Biedermann and Chiara Tommasi

D-optimal and nearly D-optimal exact designs for binary response on the ball pp. 1021-1040

Martin Radloff and Rainer Schwabe

An equivalence theorem for design optimality with respect to a multi-objective criterion pp. 1041-1056

Chiara Tommasi, Juan M. Rodríguez-Díaz and Jesús F. López-Fidalgo

Optimal designs for prediction in random coefficient regression with one observation per individual pp. 1057-1068

Maryna Prus

Information-based optimal subdata selection for non-linear models pp. 1069-1093

Jun Yu, Jiaqi Liu and HaiYing Wang

Optimal subsampling design for polynomial regression in one covariate pp. 1095-1117

Torsten Reuter and Rainer Schwabe

Accounting for outliers in optimal subsampling methods pp. 1119-1135

Laura Deldossi, Elena Pesce and Chiara Tommasi

A model robust subsampling approach for Generalised Linear Models in big data settings pp. 1137-1157

Amalan Mahendran, Helen Thompson and James M. McGree

A-optimal designs for state estimation in networks pp. 1159-1186

Christine H. Müller and Kirsten Schorning

BLUE against OLSE in the location model: energy minimization and asymptotic considerations pp. 1187-1208

Luc Pronzato and Anatoly Zhigljavsky

Adaptive and robust experimental design for linear dynamical models using Kalman filter pp. 1209-1231

Arno Strouwen, Bart M. Nicolaï and Peter Goos

Sparse polynomial prediction pp. 1233-1249

Hugo Maruri-Aguilar and Henry Wynn

Design of experiments and machine learning with application to industrial experiments pp. 1251-1274

Roberto Fontana, Alberto Molena, Luca Pegoraro and Luigi Salmaso

Discrimination between Gaussian process models: active learning and static constructions pp. 1275-1304

Elham Yousefi, Luc Pronzato, Markus Hainy, Werner Müller and Henry P. Wynn

New insights into adaptive enrichment designs pp. 1305-1328

Alessandro Baldi Antognini, Rosamarie Frieri and Maroussa Zagoraiou

Posterior alternatives with informative early stopping pp. 1329-1341

Nancy Flournoy and Sergey Tarima

Longitudinal model for a dose-finding study for a rare disease treatment pp. 1343-1360

Younan Chen, Michael Fries and Sergei Leonov

Group sequential tests: beyond exponential family models pp. 1361-1372

Sergey Tarima and Nancy Flournoy

Volume 64, issue 3, 2023

On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality pp. 739-752

Bruno Ebner and Norbert Henze

A weighted U-statistic based change point test for multivariate time series pp. 753-778

Junwei Hu and Lihong Wang

Local inhomogeneous second-order characteristics for spatio-temporal point processes occurring on linear networks pp. 779-805

Nicoletta D’Angelo, Giada Adelfio and Jorge Mateu

Conditional characteristic feature screening for massive imbalanced data pp. 807-834

Ping Wang and Lu Lin

Accelerated failure time vs Cox proportional hazards mixture cure models: David vs Goliath? pp. 835-855

Motahareh Parsa and Ingrid Van Keilegom

Simple powerful robust tests based on sign depth pp. 857-882

Kevin Leckey, Dennis Malcherczyk, Melanie Horn and Christine H. Müller

Seemingly unrelated clusterwise linear regression for contaminated data pp. 883-921

Gabriele Perrone and Gabriele Soffritti

Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors pp. 923-954

Mingyue Hu and Yongcheng Qi

Compositional cubes: a new concept for multi-factorial compositions pp. 955-985

Kamila Fačevicová, Peter Filzmoser and Karel Hron

Construction of orthogonal general sliced Latin hypercube designs pp. 987-1014

Bing Guo, Xiao-Rong Li, Min-Qian Liu and Xue Yang

Volume 64, issue 2, 2023

A robust factor analysis model based on the canonical fundamental skew-t distribution pp. 367-393

Tsung-I Lin, I-An Chen and Wan-Lun Wang

A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering pp. 395-420

Brenton R. Clarke and Andrew Grose

Strong uniform consistency of the local linear relative error regression estimator under left truncation pp. 421-447

Feriel Bouhadjera, Mohamed Lemdani and Elias Ould Saïd

Pearson's correlation and background subtraction (BGS) based approach for object's motion detection in infrared video frame sequences pp. 449-475

Mritunjay Rai, Tanmoy Maity, Agha Asim Husain and R. K. Yadav

Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments pp. 477-496

Hong-Jiang Wu, Ying-Ying Zhang and Han-Yu Li

The modality of skew t-distribution pp. 497-507

Bader Alruwaili

Stochastic orders and measures of skewness and dispersion based on expectiles pp. 509-527

Andreas Eberl and Bernhard Klar

Measuring and testing homogeneity of distributions by characteristic distance pp. 529-556

Xu Li, Wenjuan Hu and Baoxue Zhang

Copula-based link functions in binary regression models pp. 557-585

M. Mesfioui, T. Bouezmarni and M. Belalia

Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests pp. 587-615

Belmiro P. M. Duarte, Anthony C. Atkinson, Satya P. Singh and Marco S. Reis

On efficiency of some restricted estimators in a multivariate regression model pp. 617-642

Sévérien Nkurunziza

On the circular correlation coefficients for bivariate von Mises distributions on a torus pp. 643-675

Saptarshi Chakraborty and Samuel W. K. Wong

Testing independence under a block compound symmetry covariance structure pp. 677-704

Katarzyna Filipiak, Mateusz John and Daniel Klein

Weighted U-statistics for likelihood-ratio ordering of bivariate data pp. 705-735

Sangita Kulathinal and Isha Dewan

RETRACTED ARTICLE: Empirical likelihood inference for the calibration regression model with lifetime medical cost pp. 737-737

Yichuan Zhao and Min Lu

Volume 64, issue 1, 2023

Replacement model with random replacement time pp. 1-15

Kanchan Jain, Sudheesh K. Kattumannil and Anjana Rajagopal

Epidemic changepoint detection in the presence of nuisance changes pp. 17-39

Julius Juodakis and Stephen Marsland

Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection pp. 41-72

Małgorzata Łazȩcka and Jan Mielniczuk

Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function pp. 73-92

Buatikan Mirezi and Selahattin Kaçıranlar

Degree of isomorphism: a novel criterion for identifying and classifying orthogonal designs pp. 93-116

Lin-Chen Weng, Kai-Tai Fang and A. M. Elsawah

Convergence of estimative density: criterion for model complexity and sample size pp. 117-137

Yo Sheena

Predictive inference of dual generalized order statistics from the inverse Weibull distribution pp. 139-160

Amany E. Aly

A ranked-based estimator of the mean past lifetime with an application pp. 161-177

Elham Zamanzade, Majid Asadi, Afshin Parvardeh and Ehsan Zamanzade

Inference about the arithmetic average of log transformed data pp. 179-204

José Dias Curto

Constructing K-optimal designs for regression models pp. 205-226

Zongzhi Yue, Xiaoqing Zhang, P. van den Driessche and Julie Zhou

Group linear algorithm with sparse principal decomposition: a variable selection and clustering method for generalized linear models pp. 227-253

Juan C. Laria, M. Carmen Aguilera-Morillo and Rosa E. Lillo

Testing for diagonal symmetry based on center-outward ranking pp. 255-283

Sakineh Dehghan, Mohammad Reza Faridrohani and Zahra Barzegar

Forecasting highly persistent time series with bounded spectrum processes pp. 285-319

Federico Maddanu

Robust estimation in beta regression via maximum L $$_q$$ q -likelihood pp. 321-353

Terezinha K. A. Ribeiro and Silvia L. P. Ferrari

Applying generalized funnel plots to help design statistical analyses pp. 355-364

Janet Aisbett, Eric J. Drinkwater, Kenneth L. Quarrie and Stephen Woodcock

Correction to: On efficiency of some restricted estimators in a multivariate regression model pp. 365-365

Sévérien Nkurunziza