Statistical Papers

1997 - 2025

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

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Volume 44, issue 4, 2003

Nonparametric confidence and tolerance intervals from record values data pp. 455-468

J. Ahmadi and N. Arghami

The finite-sample performance of robust unit root tests pp. 469-482

Kai Carstensen

An approximation to the generalized hypergeometric distribution pp. 483-497

Eisuke Hida and Masafumi Akahira

General affine transform families: why is the Pareto an exponential transform? pp. 499-518

Werner Hürlimann

A test for uniformity based on informational energy pp. 521-534

Mateo Pardo

R-charts for the exponential, Laplace and logistic processes pp. 535-554

C. Sim and Wing-Keung Wong

Imputation by power transformation pp. 555-579

Sarjinder Singh and Balbinder Deo

On dependency in double-hurdle models pp. 581-595

Murray Smith

Book reviews pp. 601-604

Ricardo Maronna, Philipp Sibbertsen and Olaf Hübler

Volume 44, issue 3, 2003

UMVU estimation of the reliability function of the generalized life distributions pp. 301-313

Ajit Chaturvedi and Sanjeev Tomer

Estimators of the multiple correlation coefficient: Local robustness and confidence intervals pp. 315-334

Cristophe Croux and Catherine Dehon

Identification of outliers in a one-way random effects model pp. 335-348

Jürgen Wellmann and Ursula Gather

Asymptotic approximations for the distributions of the Kø-divergence goodness-of-fit statistics pp. 349-366

T. Pérez and J. Pardo

Estimation of the mean of the exponential distribution using moving extremes ranked set sampling pp. 367-382

Mohammad Al-Saleh and Said Al-Hadhrami

Tests for the order of integration against higher order integration pp. 383-396

Dong Shin and Man-Suk Oh

On conditional sampling strategies pp. 397-419

Janusz Wywiał

Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances pp. 421-432

Roland Jeske and Seuck Song

A family of shrinkage estimators for the square of mean in normal distribution pp. 433-442

Housila Singh and Sushil Shukla

Problem section pp. 443-446

Norbert Schmitz

Book reviews pp. 447-450

Christian Kleiber, Ricardo Maronna and Hans Daduna

Volume 44, issue 2, 2003

Higher order moments of order statistics from INID exponential random variables pp. 151-167

Aaron Childs

Nonsense regressions due to neglected time-varying means pp. 169-182

Uwe Hassler

Strong convergence rate of the least median absolute estimator in linear regression models pp. 183-201

W. Ip, Ying Yang, P. Kwan and Y. Kwan

Estimation of unimodal densities based on the FQ-System pp. 203-216

Axel Scheffner and Ralf Runde

Estimation of regression models with equi-correlated responses when some observations on the response variable are missing pp. 217-232

H. Toutenburg and Shalabh

A modified generalized mixed regression estimator when disturbances are nonnormal pp. 233-248

Sanjay Verma and R. Singh

Admissibility of estimators in the non-regular family under entropy loss function pp. 249-256

N. Farsipour

On best affine prediction pp. 257-266

Heinz Neudecker and Albert Satorra

Estimation of finite population parameters with several realizations pp. 267-278

M. Espejo, M. Pineda and S. Nadarajah

A note on closure of the ILR and DLR classes under formation of coherent systems pp. 279-288

Manuel Franco, M. Ruiz and José Ruiz

Redundant observations at testing i.i.d. random variables pp. 289-289

Jörg Konopka and Norbert Schmitz

Book reviews pp. 293-296

Christian Kleiber, Heinz Skala and Götz Trenkler

Volume 44, issue 1, 2003

Size and power of some cointegration tests under structural breaks and heteroskedastic noise pp. 1-22

Rune Höglund and Ralf Östermark

On influence diagnostic in univariate elliptical linear regression models pp. 23-45

Manuel Galea, Gilberto Paula and Miguel Uribe-Opazo

Maximum likelihood estimators in regression models with infinite variance innovations pp. 47-65

Vygantas Paulaauskas and Svetlozar Rachev

A new class of discrete distributions with complex parameters pp. 67-88

José Rodríguez-Avi, Antonio Conde-Sánchez and Antonio Sáez-Castillo

The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models pp. 89-105

M. Salau

Relative squared error prediction in the generalized linear regression model pp. 107-115

Bernhard Arnold and Peter Stahlecker

On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated pp. 117-124

Akio Namba

A generalized Pearson system useful in reliability analysis pp. 125-130

P. Sankaran, N. Nair and T. Sindhu

Conditional moments of record times pp. 131-140

A. Stepanov

Book reviews pp. 144-146

Peter Hackl, Krämer and Ricardo Maronna

Volume 43, issue 4, 2002

Invariant tests for multivariate normality: a critical review pp. 467-506

Norbert Henze

Forecasting a class of doubly stochastic Poisson processes pp. 507-523

P. Bouzas, A. Aguilera and M. Valderrama

Estimation of the correlation coefficient in probability proportional to size with replacement sampling pp. 525-536

Jai Gupta

The product and quotient of general beta distributions pp. 537-550

T. Pham-Gia and N. Turkkan

BLUP in the panel regression model with spatially and serially correlated error components pp. 551-566

Seuck Song and Byoung Jung

Is a small Monte Carlo analysis a good analysis? pp. 567-577

Ignacio Díaz-Emparanza

Statistical inference for two Markov binomial models with applications pp. 579-585

Monica Dumitrescu

Bayesian prediction for progressively censored data from the Burr model pp. 587-593

M. Mousa and Z. Jaheen

Redundant observations at testing i.i.d. random variables pp. 595-602

Jörg Konopka and Norbert Schmitz

Book reviews pp. 607-609

Jürgen Groβ, Olaf Schoffer and Christian Kleiber

Volume 43, issue 3, 2002

Critical time distribution of the mixture inverse Gaussian hazard rate pp. 311-322

Olcay Akman and Prashant Sansgiry

Reliability estimation of a repairable standby redundant system pp. 323-336

Pradip Bhuyan and Pranita Sarmah

Simultaneous prediction intervals for multiple comparisons with a standard pp. 337-347

Siu Cheung, Ka Wu and Siok Lim

The construction of data to reflect the research objective, and how randomisation tests make such data usable pp. 349-359

T. Hutchinson, D. Cairns and E. Chekaluk

ASN-minimax double sampling plans for variables pp. 361-377

Benno Feldmann and Wolf Krumbholz

Indirect estimation of (latent) linear models with ordinal regressors A Monte Carlo study and some empirical illustrations pp. 379-399

Martin Kukuk

Nonparametric monitoring of financial time series by jump-preserving control charts pp. 401-422

Ansgar Steland

Prediction of response values in linear regression models from replicated experiments pp. 423-433

H. Toutenburg and Shalabh

Cointegration in VAR(1) process: Characterization and testing pp. 435-443

Umberto Triacca

A note on LeCam’s bound for the distance between the Poisson binomial and the Poisson distribution pp. 445-452

Michael Weba

Book reviews pp. 459-462

Götz Trenkler, Christian Kleiber, Peter Hackl and Ricardo Maronna

Volume 43, issue 2, 2002

Mean square prediction error for long-memory processes pp. 161-175

Luisa Bisaglia and Silvano Bordignon

Properties of Honda’s test of random individual effects in non-linear regressions pp. 177-196

Erling Häggström

Small sample properties of tests on homogeneity in one—way Anova and Meta—analysis pp. 197-235

Joachim Hartung, Dogan Argaç and Kepher Makambi

Parameter estimation with grouped data according to the linearization method — a comparison with alternative approaches pp. 237-255

Max Jöhnk and Stefan Niermann

Testing homogeneity of control and treatment populations — local optimality and related issues pp. 257-271

K. Raman and T. Surairajan

Confidence intervals for the difference of means: application to the Behrens-Fisher type problem pp. 273-284

Masafumi Akahira

Point and interval estimators in a binomial-Poisson compound distribution pp. 285-290

José Ocerin and José Pérez

Improved estimators for the selected location parameters pp. 291-299

P. Vellaisamy and Abraham Punnen

Book reviews pp. 303-306

Gabriele Widmann, Peter Hackl, Ricardo Maronna and Christian Kleiber

Volume 43, issue 1, 2002

General introduction to this special issue on Choquet integral and applications pp. 1-3

Alain Chateauneuf, Michèle Cohen and Dieter Denneberg

Expected utility within a generalized concept of probability — a comprehensive framework for decision making under ambiguity pp. 5-22

Thomas Augustin

Max-min (σ-)additiye representation of monotone measures pp. 23-35

Martin Brüning and Dieter Denneberg

The symmetric and asymmetric Choquet integrals on finite spaces for decision making pp. 37-52

Michel Grabisch and Christophe Labreuche

Using Choquet integral in economics pp. 53-73

Stanislaw Heilpern

Exact functionals and their core pp. 75-93

Sebastian Maaβ

Tools for decision making under imprecise risk pp. 95-110

Fabrice Philippe

Information and capacities pp. 111-125

Jean-Christophe Vergnaud

Sharing beliefs and the absence of betting in the Choquet expected utility model pp. 127-136

Antoine Billot, Alain Chateauneuf, Itzhak Gilboa and Jean-Marc Tallou

A Lusin theorem for a class of Choquet capacities pp. 137-142

Adriana Castaldo and Massimo Marinacci

Learning from ambiguous urns pp. 143-151

Massimo Marinacci

Book reviews pp. 153-156

Ricardo Maronna and Leonhard Knorr-Held