Statistical Papers

1997 - 2025

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

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Volume 63, issue 6, 2022

Estimation methods for stationary Gegenbauer processes pp. 1707-1741

Richard Hunt, Shelton Peiris and Neville Weber

Optimality of circular equineighbored block designs under correlated observations pp. 1743-1755

Razieh Khodsiani and Saeid Pooladsaz

Sequential support points pp. 1757-1775

Zikang Xiong, Wenjie Liu, Jianhui Ning and Hong Qin

New insights on goodness-of-fit tests for ranked set samples pp. 1777-1799

M. Mahdizadeh and Ehsan Zamanzade

Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size pp. 1801-1827

H. M. Barakat and Haidy A. Newer

Variable selection in Propensity Score Adjustment to mitigate selection bias in online surveys pp. 1829-1881

Ramón Ferri-García and María del Mar Rueda

Subdata selection algorithm for linear model discrimination pp. 1883-1906

Jun Yu and HaiYing Wang

Copula-based measures of asymmetry between the lower and upper tail probabilities pp. 1907-1929

Shogo Kato, Toshinao Yoshiba and Shinto Eguchi

A measure of evidence based on the likelihood-ratio statistics pp. 1931-1951

Alexandre Galvão Patriota

Generalized log-gamma additive partial linear models with P-spline smoothing pp. 1953-1978

Carlos A. Cardozo, Gilberto A. Paula and Luiz H. Vanegas

Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm pp. 1979-2040

M. Revan Özkale and Atif Abbasi

Estimation for partially linear additive regression with spatial data pp. 2041-2063

Tang Qingguo and Chen Wenyu

The shortest confidence interval for Poisson mean pp. 2065-2072

Wojciech Zieliński

Volume 63, issue 5, 2022

A goodness-of-fit test for copulas based on the collision test pp. 1369-1385

Yiran Chen and Giray Ökten

Information criteria bias correction for group selection pp. 1387-1414

Bastien Marquis and Maarten Jansen

Unified smoothed jackknife empirical likelihood tests for comparing income inequality indices pp. 1415-1475

Yang Wei, Zhouping Li and Yunqiu Dai

Local influence diagnostics with forward search in regression analysis pp. 1477-1497

Reiko Aoki, Juan P. M. Bustamante and Gilberto A. Paula

An alternative look at the linear regression model pp. 1499-1509

Oskar Maria Baksalary and Götz Trenkler

Statistical inference based on weighted divergence measures with simulations and applications pp. 1511-1536

Thomas Gkelsinis, Alex Karagrigoriou and Vlad Stefan Barbu

Circuits for robust designs pp. 1537-1560

Roberto Fontana, Fabio Rapallo and Henry P. Wynn

Robust modified classical spherical tests in the presence of outliers pp. 1561-1576

Laíla Luana Campos and Daniel Furtado Ferreira

Replication study design: confidence intervals and commentary pp. 1577-1583

Lawrence L. Kupper and Sandra L. Martin

The evaluation of bivariate normal probabilities for failure of parallel systems pp. 1585-1614

Yuge Dong, Qingtong Xie, Shuguang Ding, Liangguo He and Hu Wang

Parametric estimation of hidden Markov models by least squares type estimation and deconvolution pp. 1615-1648

Christophe Chesneau, Salima El Kolei and Fabien Navarro

Optimal subsampling for composite quantile regression in big data pp. 1649-1676

Xiaohui Yuan, Yong Li, Xiaogang Dong and Tianqing Liu

On the maximal deviation of kernel regression estimators with NMAR response variables pp. 1677-1705

Majid Mojirsheibani

Volume 63, issue 4, 2022

Asymptotic analysis of reliability measures for an imperfect dichotomous test pp. 995-1012

Alla Slynko

Tests for heteroskedasticity in transformation models pp. 1013-1049

Marie Hušková, Simos G. Meintanis and Charl Pretorius

Hypothesis testing in sparse weighted stochastic block model pp. 1051-1073

Mingao Yuan, Fan Yang and Zuofeng Shang

Quantile correlation coefficient: a new tail dependence measure pp. 1075-1104

Ji-Eun Choi and Dong Wan Shin

Testing high-dimensional mean vector with applications pp. 1105-1137

Jin-Ting Zhang, Bu Zhou and Jia Guo

Optimal subsampling for composite quantile regression model in massive data pp. 1139-1161

Yujing Shao and Lei Wang

Portmanteau tests for generalized integer-valued autoregressive time series models pp. 1163-1185

Masoomeh Forughi, Zohreh Shishebor and Atefeh Zamani

Confidence intervals with higher accuracy for short and long-memory linear processes pp. 1187-1220

Masoud M. Nasari and Mohamedou Ould-Haye

Properties of individual differences scaling and its interpretation pp. 1221-1245

John C. Gower, Niël J. Le Roux and Sugnet Gardner-Lubbe

Truncating the exponential with a uniform distribution pp. 1247-1270

Rafael Weißbach and Dominik Wied

Testing convexity of the generalised hazard function pp. 1271-1289

Tommaso Lando

Correction to: Testing convexity of the generalised hazard function pp. 1291-1293

Tommaso Lando

A generalized information criterion for high-dimensional PCA rank selection pp. 1295-1321

Hung Hung, Su-Yun Huang and Ching-Kang Ing

Real-time detection of a change-point in a linear expectile model pp. 1323-1367

Gabriela Ciuperca

Volume 63, issue 3, 2022

On the density for sums of independent exponential, Erlang and gamma variates pp. 693-721

Edmond Levy

Change point detection and estimation methods under gamma series of observations pp. 723-754

Stergios B. Fotopoulos, Alex Paparas and Venkata K. Jandhyala

Portmanteau test for the asymmetric power GARCH model when the power is unknown pp. 755-793

Yacouba Boubacar Maïnassara, Othman Kadmiri and Bruno Saussereau

Confidence intervals, prediction intervals and tolerance intervals for negative binomial distributions pp. 795-820

Bao-Anh Dang and K. Krishnamoorthy

A simple and useful regression model for underdispersed count data based on Bernoulli–Poisson convolution pp. 821-848

Marcelo Bourguignon, Diego I. Gallardo and Rodrigo M. R. Medeiros

Halfspace depth for general measures: the ray basis theorem and its consequences pp. 849-883

Petra Laketa and Stanislav Nagy

Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models pp. 885-918

Jun Zhang, Bingqing Lin and Yiping Yang

Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications pp. 919-942

Jorge I. Figueroa-Zúñiga, Cristian L. Bayes, Víctor Leiva and Shuangzhe Liu

Inversion-free subsampling Newton’s method for large sample logistic regression pp. 943-963

J. Lars Kirkby, Dang H. Nguyen, Duy Nguyen and Nhu N. Nguyen

Non-parametric test for decreasing renewal dichotomous Markov noise shock model pp. 965-982

Renjith Mohan, Sreelakshmi N and Sudheesh K. Kattumannil

Bessel representation for amplitude distribution of noisy sinusoidal signals pp. 983-988

Mikhail Trifonov

Skyler J. Cranmer, Bruce A. Desmarais, Jason W. Morgan: Inferential network analysis pp. 989-990

Alexander Kreiß

Paola Zuccolotto and Marica Manisera (2020): Basketball Data Science: With Applications in R, CRC Press, 243 pp., £80.50 (Hardcover), ISBN: 978-1-138-60079-9 pp. 991-993

Andreas Groll and Carsten Jentsch

Volume 63, issue 2, 2022

Kronecker delta method for testing independence between two vectors in high-dimension pp. 343-365

Ivair R. Silva, Yan Zhuang and Julio C. A. da Silva Junior

Affiliation weighted networks with a differentially private degree sequence pp. 367-395

Jing Luo, Tour Liu and Qiuping Wang

Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models pp. 397-419

Nan Cheng, Chao Lu, Jibing Qi and Xuejun Wang

Regularization and variable selection in Heckman selection model pp. 421-439

Emmanuel O. Ogundimu

Level-augmented uniform designs pp. 441-460

Yan-Ping Gao, Si-Yu Yi and Yong-Dao Zhou

Some properties of the unified skew-normal distribution pp. 461-487

Reinaldo B. Arellano-Valle and Adelchi Azzalini

Local linear estimation of the regression function for twice censored data pp. 489-514

Ouafae Benrabah, Feriel Bouhadjera and Elias Ould Saïd

Construction of column-orthogonal strong orthogonal arrays pp. 515-530

Wenlong Li, Min-Qian Liu and Jian-Feng Yang

On multistage experiments with restrictions in the randomization of treatments pp. 531-541

T. I. Katsaounis

Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models pp. 543-569

Pavel Krupskii and Harry Joe

The polar-generalized normal distribution: properties, Bayesian estimation and applications pp. 571-603

Masoud Faridi and Majid Jafari Khaledi

CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data pp. 605-664

Tingting Zou, Shurong Zheng, Zhidong Bai, Jianfeng Yao and Hongtu Zhu

Missing responses at random in functional single index model for time series data pp. 665-692

Nengxiang Ling, Lilei Cheng, Philippe Vieu and Hui Ding

Volume 63, issue 1, 2022

Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity pp. 1-28

Jun Zhao, Guan’ao Yan and Yi Zhang

On nonparametric regression for bivariate circular long-memory time series pp. 29-52

Jan Beran, Britta Steffens and Sucharita Ghosh

Penalized and constrained LAD estimation in fixed and high dimension pp. 53-95

Xiaofei Wu, Rongmei Liang and Hu Yang

Bayesian empirical likelihood inference and order shrinkage for autoregressive models pp. 97-121

Kai Yang, Xue Ding and Xiaohui Yuan

Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression pp. 123-141

Shun Matsuura and Hiroshi Kurata

Quantifying the data-dredging bias in structural break tests pp. 143-155

Yannick Hoga

A simple solution to the inadequacy of asymptotic likelihood-based inference for response-adaptive clinical trials pp. 157-180

Alessandro Baldi Antognini, Marco Novelli and Maroussa Zagoraiou

Understanding nonsense correlation between (independent) random walks in finite samples pp. 181-195

Uwe Hassler and Mehdi Hosseinkouchack

Properties and generation of representative points of the exponential distribution pp. 197-223

Long-Hao Xu, Kai-Tai Fang and Ping He

Testing for equality of distributions using the concept of (niche) overlap pp. 225-242

Judith H. Parkinson-Schwarz and Arne C. Bathke

Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters pp. 243-285

Tizheng Li and Xiaojuan Kang

On change-points tests based on two-samples U-Statistics for weakly dependent observations pp. 287-316

Joseph Ngatchou-Wandji, Echarif Elharfaoui and Michel Harel

A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse pp. 317-342

Zhan Liu and Chun Yip Yau