Statistical Papers

1997 - 2025

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

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Volume 62, issue 6, 2021

On properties of Toeplitz-type covariance matrices in models with nested random effects pp. 2509-2528

Yuli Liang, Dietrich Rosen and Tatjana Rosen

Estimation and clustering for partially heterogeneous single index model pp. 2529-2556

Fangfang Wang, Lu Lin, Lei Liu and Kangning Wang

Limit theorems for locally stationary processes pp. 2557-2571

Rafael Kawka

Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing pp. 2573-2602

Li Cai and Suojin Wang

Characterization of continuous symmetric distributions using information measures of records pp. 2603-2626

Jafar Ahmadi

Model pursuit and variable selection in the additive accelerated failure time model pp. 2627-2659

Li Liu, Hao Wang, Yanyan Liu and Jian Huang

Model averaging marginal regression for high dimensional conditional quantile prediction pp. 2661-2689

Jingwen Tu, Hu Yang, Chaohui Guo and Jing Lv

Semifoldover plans for three-level orthogonal arrays with quantitative factors pp. 2691-2709

Wenlong Li, Bing Guo, Hengzhen Huang and Min-Qian Liu

Model-free feature screening via distance correlation for ultrahigh dimensional survival data pp. 2711-2738

Jing Zhang, Yanyan Liu and Hengjian Cui

Bounds for monetary-unit sampling in auditing: an adjusted empirical likelihood approach pp. 2739-2761

Yves G. Berger, Paola M. Chiodini and Mariangela Zenga

Estimation of reliability for multi-component stress–strength model based on modified Weibull distribution pp. 2763-2797

M. S. Kotb and M. Z. Raqab

Estimation for functional linear semiparametric model pp. 2799-2823

Tang Qingguo and Bian Minjie

Tests for the explanatory power of latent factors pp. 2825-2856

Mingjing Chen

The generalized equivalence of regularization and min–max robustification in linear mixed models pp. 2857-2883

Jan Pablo Burgard, Joscha Krause, Dennis Kreber and Domingo Morales

Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing pp. 2885-2905

Xiaochao Xia

A novel method for constructing mixed two- and three-level uniform factorials with large run sizes pp. 2907-2921

Hongyi Li, Xingyou Huang, Huili Xue and Hong Qin

Multiple doubling: a simple effective construction technique for optimal two-level experimental designs pp. 2923-2967

A. M. Elsawah

Flexible models for overdispersed and underdispersed count data pp. 2969-2990

Dexter Cahoy, Elvira Di Nardo and Federico Polito

Extremal behaviour of a periodically controlled sequence with imputed values pp. 2991-3013

Helena Ferreira, Ana Paula Martins and Maria Graça Temido

Exact and asymptotic tests of exponentiality against nonmonotonic mean time to failure type alternatives pp. 3015-3045

Ruhul Ali Khan, Dhrubasish Bhattacharyya and Murari Mitra

Volume 62, issue 5, 2021

Optimal $$2^K$$ 2 K paired comparison designs for third-order interactions pp. 2067-2082

Eric Nyarko

New fat-tail normality test based on conditional second moments with applications to finance pp. 2083-2108

Damian Jelito and Marcin Pitera

Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure pp. 2109-2118

Roman Zmyślony and Arkadiusz Kozioł

Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables pp. 2119-2145

Wan-Lun Wang, Luis M. Castro, Wan-Chen Hsieh and Tsung-I Lin

Robust and efficient estimating equations for longitudinal data partial linear models and its applications pp. 2147-2168

Kangning Wang, Mengjie Hao and Xiaofei Sun

Strong convergence properties for weighted sums of m-asymptotic negatively associated random variables and statistical applications pp. 2169-2194

Yi Wu, Xuejun Wang and Aiting Shen

Robust estimation of single index models with responses missing at random pp. 2195-2225

Ash Abebe, Huybrechts F. Bindele, Masego Otlaadisa and Boikanyo Makubate

Variables acceptance reliability sampling plan based on degradation test pp. 2227-2245

Ji Hwan Cha and F. G. Badía

Bayesian prediction of spatial data with non-ignorable missingness pp. 2247-2268

Samira Zahmatkesh and Mohsen Mohammadzadeh

Optimal robust estimators for families of distributions on the integers pp. 2269-2281

Ricardo A. Maronna and Victor J. Yohai

On nonparametric tests of multivariate meta-ellipticity pp. 2283-2310

Jean-François Quessy

Testing skew-symmetry based on extreme ranked set sampling pp. 2311-2332

Parisa Hasanalipour and Mostafa Razmkhah

A self-normalization break test for correlation matrix pp. 2333-2353

Ji-Eun Choi and Dong Wan Shin

Selection and integration of generalized instrumental variables for estimating total effects pp. 2355-2381

Ryusei Shingaki, Hiroshi Kanda and Manabu Kuroki

Degrees of freedom for regularized regression with Huber loss and linear constraints pp. 2383-2405

Yongxin Liu, Peng Zeng and Lu Lin

Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals pp. 2407-2431

Lasanthi C. R. Pelawa Watagoda and David J. Olive

A new foldover strategy and optimal foldover plans for three-level design pp. 2433-2451

Zujun Ou and Hongyi Li

Bootstrap Methods for Judgment Post Stratification pp. 2453-2471

Mozhgan Alirezaei Dizicheh, Nasrollah Iranpanah and Ehsan Zamanzade

Population empirical likelihood estimation in dual frame surveys pp. 2473-2490

Maria Mar Rueda, Maria Giovanna Ranalli, Antonio Arcos and David Molina

Testing symmetry around a subspace pp. 2491-2508

Šárka Hudecová and Miroslav Šiman

Volume 62, issue 4, 2021

Robust functional principal components for irregularly spaced longitudinal data pp. 1563-1582

Ricardo A. Maronna

Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators pp. 1583-1609

Elisa Cabana, Rosa E. Lillo and Henry Laniado

On weakly equivariant estimators pp. 1611-1650

M. Shams

On optimal tests for circular reflective symmetry about an unknown central direction pp. 1651-1674

Jose Ameijeiras-Alonso, Christophe Ley, Arthur Pewsey and Thomas Verdebout

Semi-parametric regression when some (expensive) covariates are missing by design pp. 1675-1696

Göran Kauermann and Mehboob Ali

Goodness-of-fit test of copula functions for semi-parametric univariate time series models pp. 1697-1721

Shulin Zhang, Qian M. Zhou and Huazhen Lin

Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable pp. 1723-1751

Zhihua Sun, Dongshan Luo, Xiaohua Zhou and Qingzhao Zhang

Smooth estimation of the area under the ROC curve in multistage ranked set sampling pp. 1753-1776

M. Mahdizadeh and Ehsan Zamanzade

Uniformity pattern of q-level factorials under mixture discrepancy pp. 1777-1793

Kang Wang, Zujun Ou, Jiaqi Liu and Hongyi Li

Construction of orthogonal marginally coupled designs pp. 1795-1820

Weiping Zhou, Jinyu Yang and Min-Qian Liu

A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix pp. 1821-1852

Rui Wang and Xingzhong Xu

The risk function of the goodness-of-fit tests for tail models pp. 1853-1869

Ingo Hoffmann and Christoph J. Börner

On local optimality of vertex type designs in generalized linear models pp. 1871-1898

Osama Idais

Estimating variances in time series kriging using convex optimization and empirical BLUPs pp. 1899-1938

Martina Hančová, Andrej Gajdoš, Jozef Hanč and Gabriela Vozáriková

Efficient estimation for the volatility of stochastic interest rate models pp. 1939-1964

Yuping Song, Hangyan Li and Yetong Fang

On the optimality of orthogonal and balanced arrays with $$N\equiv 0$$ N ≡ 0 $$(\text {mod}$$ ( mod 9) runs pp. 1965-1980

Vasilis Chasiotis, Stavros A. Chatzopoulos, Stratis Kounias and Nikos Farmakis

Adaptive quantile regressions for massive datasets pp. 1981-1995

Rong Jiang, Wei-wei Chen and Xin Liu

A comparison of semiparametric tests for fractional cointegration pp. 1997-2030

Christian Leschinski, Michelle Voges and Philipp Sibbertsen

Uniform projection nested Latin hypercube designs pp. 2031-2045

Hao Chen, Yan Zhang and Xue Yang

On mean derivative estimation of longitudinal and functional data: from sparse to dense pp. 2047-2066

Hassan Sharghi Ghale-Joogh and S. Mohammad E. Hosseini-Nasab

Volume 62, issue 3, 2021

Kernel estimation in semiparametric mixed effect longitudinal modeling pp. 1095-1116

M. Taavoni and M. Arashi

Flexible sliced Latin hypercube designs with slices of different sizes pp. 1117-1134

Ru Yuan, Bing Guo and Min-Qian Liu

Halfspace depth does not characterize probability distributions pp. 1135-1139

Stanislav Nagy

Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random pp. 1141-1166

Jianglin Fang

Robustness of the deepest projection regression functional pp. 1167-1193

Yijun Zuo

Pareto parameters estimation using moving extremes ranked set sampling pp. 1195-1211

Wangxue Chen, Rui Yang, Dongsen Yao and Chunxian Long

Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration pp. 1213-1230

Tao Zhang, Zhiwen Wang and Yanling Wan

Goodness-of-fit tests for quantile regression with missing responses pp. 1231-1264

Ana Pérez-González, Tomás R. Cotos-Yáñez, Wenceslao González-Manteiga and Rosa M. Crujeiras-Casais

Refined critical boundary with enhanced statistical power for non-directional two-sided tests in group sequential designs with multiple endpoints pp. 1265-1290

Fengqing Zhang and Jiangtao Gou

On the theory of periodic multivariate INAR processes pp. 1291-1348

Cláudia Santos, Isabel Pereira and Manuel G. Scotto

D-optimal designs for hierarchical linear models with intraclass covariance structure pp. 1349-1361

Lei He and Rong-Xian Yue

Consistent validation of gray-level thresholding image segmentation algorithms based on machine learning classifiers pp. 1363-1386

Luca Frigau, Claudio Conversano and Francesco Mola

Excess and saturated D-optimal designs for the rational model pp. 1387-1405

Yu. D. Grigoriev, V. B. Melas and P. V. Shpilev

Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors pp. 1407-1419

Ke-Ang Fu, Ting Li, Chang Ni, Wenkai He and Renshui Wu

The stochastic restricted ridge estimator in generalized linear models pp. 1421-1460

M. Revan Özkale and Hans Nyquist

Sharp lower bounds of various uniformity criteria for constructing uniform designs pp. 1461-1482

A. M. Elsawah, Kai-Tai Fang, Ping He and Hong Qin

A note on a measure of asymmetry pp. 1483-1497

Andreas Eberl and Bernhard Klar

Admissible kernels for RKHS embedding of probability distributions pp. 1499-1518

Liangzhi Chen, Thomas Hotz and Haizhang Zhang

Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions pp. 1519-1555

Antonio Punzo, Salvatore Ingrassia and Antonello Maruotti

Appendage to: Multi-part balanced incomplete-block designs pp. 1557-1558

R. A. Bailey and Peter J. Cameron

Alexander G. Tartakovsky (2020): Sequential change detection and hypothesis—general non-i.i.d. stochastic models and asymptotically optimal rules pp. 1559-1561

Claudia Kirch

Volume 62, issue 2, 2021

On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes pp. 561-590

Hyunju Lee and Ji Hwan Cha

Empirical likelihood inference in general linear model with missing values in response and covariates by MNAR mechanism pp. 591-622

Fayyaz Bahari, Safar Parsi and Mojtaba Ganjali

Stochastic properties of spatial and spatiotemporal ARCH models pp. 623-638

Philipp Otto, Wolfgang Schmid and Robert Garthoff

Pseudo-maximum likelihood estimators in linear regression models with fractional time series pp. 639-659

Hongchang Hu, Weifu Hu and Xinxin Yu

Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models pp. 661-680

Ning Li and Hu Yang

Bootstrapping multiple linear regression after variable selection pp. 681-700

Lasanthi C. R. Pelawa Watagoda and David J. Olive

Test on the linear combinations of covariance matrices in high-dimensional data pp. 701-719

Zhidong Bai, Jiang Hu, Chen Wang and Chao Zhang

Sharp large deviations for a class of normalized L-statistics and applications pp. 721-744

Hui Jiang, Jin Shao and Qingshan Yang

A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion pp. 745-767

Yao Kang, Dehui Wang and Kai Yang

Complete f-moment convergence for Sung’s type weighted sums and its application to the EV regression models pp. 769-793

Yan Wang and Xuejun Wang

Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean for general Hurst parameter pp. 795-815

Qian Yu

Sure independence screening in the presence of missing data pp. 817-845

Adriano Zanin Zambom and Gregory J. Matthews

Heterogeneous endogeneity pp. 847-886

Pallab Ghosh, Kevin Grier and Jaeho Kim

Estimation and variable selection for partial linear single-index distortion measurement errors models pp. 887-913

Jun Zhang

Zero-and-one-inflated Poisson regression model pp. 915-934

Wenchen Liu, Yincai Tang and Ancha Xu

On consistency of wavelet estimator in nonparametric regression models pp. 935-962

Xuejun Wang, Yi Wu, Rui Wang and Shuhe Hu

The Berry–Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors pp. 963-984

Xin Deng, Xuejun Wang and Yi Wu

Optimal stochastic restricted logistic estimator pp. 985-1002

Nagarajah Varathan and Pushpakanthie Wijekoon

Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator pp. 1003-1041

E. Castilla, N. Martín, L. Pardo and K. Zografos

Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data pp. 1043-1085

M. Nooi Asl, H. Bevrani, R. Arabi Belaghi and K. Mansson

Tucker S. McElroy, Dimitris N. Politis (2020): Time series: a first course with bootstrap starter pp. 1087-1089

Marco Meyer

Thomas A. Severini (2020): Analytic Methods in Sports – Using Mathematics and Statistics to Understand Data from Baseball, Football, Basketball, and Other Sports pp. 1091-1092

Christophe Ley

Christopher K. Wikle, Andrew Zammit-Mangion and Noel Cressie (2019): Spatio-temporal Statistics with R. Chapman and Hall/CRC, 396 pp. $ 47.96 (Hardcover), ISBN 978-1-1387-1113-6 pp. 1093-1094

Edzer Pebesma

Volume 62, issue 1, 2021

Editorial pp. 1-2

Werner Müller, Carsten Jentsch and Ulrike Schneider

On semiparametric transformation model with LTRC data: pseudo likelihood approach pp. 3-30

Chyong-Mei Chen, Pao-sheng Shen and Yi Liu

Detecting trend change in hazard functions—an L-statistic approach pp. 31-52

Priyanka Majumder and Murari Mitra

The estimation for the general additive–multiplicative hazard model using the length-biased survival data pp. 53-74

Chengbo Li and Yong Zhou

Properties of optimal regression designs under the second-order least squares estimator pp. 75-92

Chi-Kuang Yeh and Julie Zhou

An adaptive estimation for covariate-adjusted nonparametric regression model pp. 93-115

Feng Li, Lu Lin, Yiqiang Lu and Sanying Feng

Asymptotic normality of the MLE in the level-effect ARCH model pp. 117-135

Christian Dahl and Emma Iglesias

The optimal stopping problem revisited pp. 137-169

Manuel Guerra, Cláudia Nunes and Carlos Oliveira

Minimum area confidence regions and their coverage probabilities for type-II censored exponential data pp. 171-191

J. M. Lennartz, S. Bedbur and U. Kamps

Dimension reduction for functional regression with a binary response pp. 193-208

Guochang Wang, Beiting Liang, Hansheng Wang, Baoxue Zhang and Baojian Xie

Minimax estimation of the common variance and precision of two normal populations with ordered restricted means pp. 209-233

Lakshmi Kanta Patra, Suchandan Kayal and Somesh Kumar

Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events pp. 235-265

Paula R. Bouzas, Nuria Ruiz-Fuentes, Carmen Montes-Gijón and Juan Eloy Ruiz-Castro

New recommended designs for screening either qualitative or quantitative factors pp. 267-307

A. Elsawah, Kai-Tai Fang and Xiao Ke

Bayesian and classical estimation of reliability in a multicomponent stress-strength model under adaptive hybrid progressive censored data pp. 309-359

Akram Kohansal and Shirin Shoaee

Sliced inverse regression method for multivariate compositional data modeling pp. 361-393

Huiwen Wang, Zhichao Wang and Shanshan Wang

Parameter estimation for the Pareto distribution based on ranked set sampling pp. 395-417

Wenshu Qian, Wangxue Chen and Xiaofang He

Estimation issues in the Exponential–Logarithmic model under hybrid censoring pp. 419-450

Ruhul Ali Khan and Murari Mitra

Estimating multiple breaks in mean sequentially with fractionally integrated errors pp. 451-494

Daiqing Xi and Tianxiao Pang

Estimation of partially linear single-index spatial autoregressive model pp. 495-531

Suli Cheng and Jianbao Chen

Power calculation in multiply imputed data pp. 533-559

Ruochen Zha and Ofer Harel