Statistical Papers

1997 - 2025

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

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Volume 61, issue 6, 2020

Doubly robust augmented-estimating-equations estimation with nonignorable nonresponse data pp. 2241-2270

Tianqing Liu and Xiaohui Yuan

Linearity tests and stochastic trend under the STAR framework pp. 2271-2282

Lingxiang Zhang

Sparse common component analysis for multiple high-dimensional datasets via noncentered principal component analysis pp. 2283-2311

Heewon Park and Sadanori Konishi

Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors pp. 2313-2330

Caiya Zhang, Kaihong Xu and Lianfen Qian

Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples pp. 2331-2349

Liwang Ding, Ping Chen and Yongming Li

Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects pp. 2351-2381

Bang-Qiang He, Xing-Jian Hong and Guo-Liang Fan

Note on sample quantiles for ordinal data pp. 2383-2391

Uwe Hassler

Robust fuzzy clustering based on quantile autocovariances pp. 2393-2448

B. Lafuente-Rego, P. D’Urso and J. A. Vilar

Bayesian inference of smooth transition autoregressive (STAR)(k)–GARCH(l, m) models pp. 2449-2482

Glen Livingston and Darfiana Nur

Statistical inference for linear regression models with additive distortion measurement errors pp. 2483-2509

Zhenghui Feng, Jun Zhang and Qian Chen

Estimating a function of scale parameter of an exponential population with unknown location under general loss function pp. 2511-2527

Lakshmi Kanta Patra, Suchandan Kayal and Somesh Kumar

Multivariate portmanteau tests for weak multiplicative seasonal VARMA models pp. 2529-2560

Abdoulkarim Ilmi Amir and Yacouba Boubacar Maïnassara

A seasonal geometric INAR process based on negative binomial thinning operator pp. 2561-2581

Shengqi Tian, Dehui Wang and Shuai Cui

Portfolio selection: shrinking the time-varying inverse conditional covariance matrix pp. 2583-2604

Ruili Sun, Tiefeng Ma and Shuangzhe Liu

Randomized versus non-randomized hypergeometric hypothesis testing with crisp and fuzzy hypotheses pp. 2605-2641

Nataliya Chukhrova and Arne Johannssen

Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions pp. 2643-2670

Wan-Lun Wang, Ahad Jamalizadeh and Tsung-I Lin

The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples pp. 2671-2684

Aiting Shen, Huiling Tao and Xuejun Wang

CLT for integrated square error of density estimators with censoring indicators missing at random pp. 2685-2714

Yu-Ye Zou and Han-Ying Liang

FPCA-based estimation for generalized functional partially linear models pp. 2715-2735

Ruiyuan Cao, Jiang Du, Jianjun Zhou and Tianfa Xie

Approximate and exact optimal designs for $$2^k$$ 2 k factorial experiments for generalized linear models via second order cone programming pp. 2737-2767

Belmiro P. M. Duarte and Guillaume Sagnol

Volume 61, issue 5, 2020

Robust dimension reduction using sliced inverse median regression pp. 1799-1818

Eliana Christou

A bivariate integer-valued bilinear autoregressive model with random coefficients pp. 1819-1840

Predrag M. Popović and Hassan S. Bakouch

Structure identification for varying coefficient models with measurement errors based on kernel smoothing pp. 1841-1857

Mingqiu Wang, Peixin Zhao and Xiaoning Kang

A comprehensive error rate for multiple testing pp. 1859-1874

Djalel-Eddine Meskaldji, Dimitri Van De Ville, Jean-Philippe Thiran and Stephan Morgenthaler

Maximum likelihood estimators of the parameters of the log-logistic distribution pp. 1875-1892

Xiaofang He, Wangxue Chen and Wenshu Qian

The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation pp. 1893-1909

Ryo Miyazaki and Hidetoshi Murakami

A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates pp. 1911-1937

Hu Yang, Ning Li and Jing Yang

Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol’ indices pp. 1939-1970

Matieyendou Lamboni

Conditional properties of a random sample given an order statistic pp. 1971-1996

Jafar Ahmadi and H. N. Nagaraja

R-optimal designs for trigonometric regression models pp. 1997-2013

Lei He and Rong-Xian Yue

Restricted minimum volume confidence region for Pareto distribution pp. 2015-2029

Fen Jiang, Junmei Zhou and Jin Zhang

Multiplicative regression models with distortion measurement errors pp. 2031-2057

Jun Zhang, Junpeng Zhu, Yan Zhou, Xia Cui and Tao Lu

Investigating the two parameter analysis of Lipovetsky for simultaneous systems pp. 2059-2089

Selma Toker

Estimation within the new integrated system of household surveys in Germany pp. 2091-2117

Saeideh Kamgar, Florian Meinfelder, Ralf Münnich and Hamidreza Navvabpour

Sparse directed acyclic graphs incorporating the covariates pp. 2119-2148

Xiao Guo and Hai Zhang

Towards an uniformly most powerful binomial test pp. 2149-2156

Sascha Wörz and Heinz Bernhardt

On zero-inflated permutation testing and some related problems pp. 2157-2174

Livio Finos and Fortunato Pesarin

Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India pp. 2175-2201

Helmut Herwartz and Simone Maxand

Construction of supersaturated split-plot designs pp. 2203-2219

K. Chatterjee, C. Koukouvinos and K. Mylona

When and when not to use optimal model averaging pp. 2221-2240

Michael Schomaker and Christian Heumann

Volume 61, issue 4, 2020

Editorial for the special issue: Change point detection pp. 1347-1349

Georgy Sofronov, Martin Wendler and Volkmar Liebscher

Change-point methods for multivariate time-series: paired vectorial observations pp. 1351-1383

Zdeněk Hlávka, Marie Hušková and Simos G. Meintanis

Changepoint in dependent and non-stationary panels pp. 1385-1407

Matúš Maciak, Michal Pešta and Barbora Peštová

Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment pp. 1409-1435

Alfredas Račkauskas and Martin Wendler

Estimating change points in nonparametric time series regression models pp. 1437-1463

Maria Mohr and Leonie Selk

Change point detection for nonparametric regression under strongly mixing process pp. 1465-1506

Qing Yang, Yu-Ning Li and Yi Zhang

Multiple change point detection and validation in autoregressive time series data pp. 1507-1528

Lijing Ma, Andrew J. Grant and Georgy Sofronov

On the problems of sequential statistical inference for Wiener processes with delayed observations pp. 1529-1544

Pavel V. Gapeev

Rationalization of detection of the multiple disorders pp. 1545-1563

Krzysztof Szajowski

Order patterns, their variation and change points in financial time series and Brownian motion pp. 1565-1588

Christoph Bandt

Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood pp. 1589-1606

Yi Chu and Lu Lin

An exponential inequality and its application to M estimators in multiple linear models pp. 1607-1627

Xin Deng and Xuejun Wang

Optimal principal points estimators of multivariate distributions of location-scale and location-scale-rotation families pp. 1629-1643

Shun Matsuura and Thaddeus Tarpey

Dynamic recursive tree-based partitioning for malignant melanoma identification in skin lesion dermoscopic images pp. 1645-1661

Massimo Aria, Antonio D’Ambrosio, Carmela Iorio, Roberta Siciliano and Valentina Cozza

Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications pp. 1663-1684

Mengmei Xi, Rui Wang, Zhaoyang Cheng and Xuejun Wang

Cramér’s type results for some bootstrapped U-statistics pp. 1685-1699

Sergio Alvarez-Andrade and Salim Bouzebda

Second-order matching prior family parametrized by sample size and matching probability pp. 1701-1717

Toyoto Tanaka, Yoshihiro Hirose and Fumiyasu Komaki

Model averaging estimator in ridge regression and its large sample properties pp. 1719-1739

Shangwei Zhao, Jun Liao and Dalei Yu

Random coefficient minification processes pp. 1741-1762

Lengyi Han, W. John Braun and Jason Loeppky

New lower bound for Lee discrepancy of asymmetrical factorials pp. 1763-1772

Liuping Hu, Kashinath Chatterjee, Jiaqi Liu and Zujun Ou

On the performance of weighted bootstrapped kernel deconvolution density estimators pp. 1773-1798

Ali Al-Sharadqah, Majid Mojirsheibani and William Pouliot

Volume 61, issue 3, 2020

A new general class of discrete bivariate distributions constructed by using the likelihood ratio pp. 923-944

Hyunju Lee and Ji Hwan Cha

Bayesian estimation of a lifetime distribution under double truncation caused by time-restricted data collection pp. 945-965

Achim Dörre

Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data pp. 967-995

Kangning Wang and Xiaofei Sun

Performance of some ridge estimators for the gamma regression model pp. 997-1026

Muhammad Amin, Muhammad Qasim, Muhammad Amanullah and Saima Afzal

Sharp lower bounds on expectations of gOS based on DGFR distributions pp. 1027-1042

Mariusz Bieniek and Agnieszka Goroncy

Lack of fit test for long memory regression models pp. 1043-1067

Lihong Wang

Covariance structure associated with an equality between two general ridge estimators pp. 1069-1084

Koji Tsukuda and Hiroshi Kurata

On intraclass structure estimation in the growth curve model pp. 1085-1106

Veronika Kopčová and Ivan Žežula

Single-index partially functional linear regression model pp. 1107-1123

Ping Yu, Jiang Du and Zhongzhan Zhang

Variable selection for spatial autoregressive models with a diverging number of parameters pp. 1125-1145

Tianfa Xie, Ruiyuan Cao and Jiang Du

Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models pp. 1147-1180

Xuejun Wang, Yi Wu, Shuhe Hu and Nengxiang Ling

M-estimation of the regression function under random left truncation and functional time series model pp. 1181-1202

Saliha Derrar, Ali Laksaci and Elias Ould Saïd

A new approach for estimating VAR systems in the mixed-frequency case pp. 1203-1212

Lukas Koelbl and Manfred Deistler

Linear models for statistical shape analysis based on parametrized closed curves pp. 1213-1229

Luis Gutiérrez, Ramsés H. Mena and Carlos Díaz-Avalos

New lower bounds of four-level and two-level designs via two transformations pp. 1231-1243

Hongyi Li and Hong Qin

Variable selection in high-dimensional sparse multiresponse linear regression models pp. 1245-1267

Shan Luo

Stochastic restricted estimation in partially linear additive errors-in-variables models pp. 1269-1279

Chuanhua Wei and Jin Yang

Quantile regression for nonlinear mixed effects models: a likelihood based perspective pp. 1281-1307

Christian E. Galarza, Luis M. Castro, Francisco Louzada and Victor H. Lachos

Markov switching asymmetric GARCH model: stability and forecasting pp. 1309-1333

N. Alemohammad, S. Rezakhah and S. H. Alizadeh

Construction of simultaneous confidence bands for a percentile hyper-plane with predictor variables constrained in an ellipsoidal region pp. 1335-1346

Sanyu Zhou, Defa Wang and Jingjing Zhu

Volume 61, issue 2, 2020

Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates pp. 523-541

Xiaobing Zhao and Xian Zhou

A matching prior based on the modified profile likelihood for the common mean in multiple log-normal distributions pp. 543-573

Yongku Kim, Woo Dong Lee and Sang Gil Kang

Inference on q-Weibull parameters pp. 575-593

Xiang Jia, Saralees Nadarajah and Bo Guo

Component-wise outlier detection methods for robustifying multivariate functional samples pp. 595-614

Francesca Ieva and Anna Maria Paganoni

Nonparametric kernel estimation of CVaR under $$\alpha $$α-mixing sequences pp. 615-643

Zhongde Luo

Bahadur intercept with applications to one-sided testing pp. 645-658

Zeng-Hua Lu

Mean targeting estimator for the integer-valued GARCH(1, 1) model pp. 659-679

Qi Li and Fukang Zhu

The distribution of unobserved heterogeneity in competing risks models pp. 681-696

Yang Lu

Empirical likelihood-based weighted rank regression with missing covariates pp. 697-725

Tianqing Liu and Xiaohui Yuan

Construction of Latin hypercube designs with nested and sliced structures pp. 727-740

Bing Guo, Xue-Ping Chen and Min-Qian Liu

Correlated endpoints: simulation, modeling, and extreme correlations pp. 741-766

Sergei Leonov and Bahjat Qaqish

On estimation of $$P\left( X > Y \right) $$PX>Y based on judgement post stratification pp. 767-785

Ali Dastbaravarde and Ehsan Zamanzade

Mixtures of multivariate contaminated normal regression models pp. 787-822

Angelo Mazza and Antonio Punzo

New foundations for designing U-optimal follow-up experiments with flexible levels pp. 823-849

A. Elsawah and Kai-Tai Fang

Estimation of a symmetric distribution function in multistage ranked set sampling pp. 851-867

M. Mahdizadeh and Ehsan Zamanzade

Ridge-type pretest and shrinkage estimations in partially linear models pp. 869-898

Bahadır Yüzbaşı, S. Ejaz Ahmed and Dursun Aydın

On the consistency of the P–C estimator in a nonparametric regression model pp. 899-915

Yi Wu, Xuejun Wang and Narayanaswamy Balakrishnan

Norman Matloff (2017): statistical regression and classification: from linear models to machine learning pp. 917-918

Ricardo Maronna

Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R pp. 919-920

Walter Krämer

Peter Filzmoser, Karel Hron, Matthias Templ: Applied compositional data analysis, with worked examples in R pp. 921-922

Vera Pawlowsky-Glahn

Volume 61, issue 1, 2020

Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis pp. 1-16

Tran Hoang Hai

On a test of normality based on the empirical moment generating function pp. 17-29

Norbert Henze and Stefan Koch

Elliptical linear mixed models with a covariate subject to measurement error pp. 31-69

Joelmir A. Borssoi, Gilberto A. Paula and Manuel Galea

Following K. Pearson to test the general linear hypothesis pp. 71-83

Lynn Roy LaMotte

Geostatistical survival model with Gaussian random effect pp. 85-107

K. Motarjem, M. Mohammadzadeh and A. Abyar

Robust change point detection method via adaptive LAD-LASSO pp. 109-121

Qiang Li and Liming Wang

Goodness-of-fit tests in conditional duration models pp. 123-140

Simos G. Meintanis, Bojana Milošević and Marko Obradović

Block average quantile regression for massive dataset pp. 141-165

Qifa Xu, Chao Cai, Cuixia Jiang, Fang Sun and Xue Huang

Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models pp. 167-188

Mariana C. Araújo, Audrey H. M. A. Cysneiros and Lourdes C. Montenegro

Consistency of MLE, LSE and M-estimation under mild conditions pp. 189-199

Jin Zhang

Testing slope homogeneity in panel data models with a multifactor error structure pp. 201-224

Feng Xu and Zekai He

Model-free conditional screening via conditional distance correlation pp. 225-244

Jun Lu and Lu Lin

Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure pp. 245-260

Xinyang Wang, Dehui Wang and Haixiang Zhang

Confidence intervals for quantiles based on samples of random sizes pp. 261-277

Jazaa S. Al-Mutairi and Mohammad Z. Raqab

EIV regression with bounded errors in data: total ‘least squares’ with Chebyshev norm pp. 279-301

Milan Hladík, Michal Černý and Jaromír Antoch

Some results on the computing of Tukey’s halfspace median pp. 303-316

Xiaohui Liu, Shihua Luo and Yijun Zuo

Log-linear models to evaluate direction of effect in binary variables pp. 317-346

Wolfgang Wiedermann and Alexander Eye

Multiple mediation analysis for interval-valued data pp. 347-369

Antonio Calcagnì, Luigi Lombardi, Lorenzo Avanzi and Eduardo Pascali

A new method for obtaining explicit estimators in unbalanced mixed linear models pp. 371-383

Tatjana von Rosen, Dietrich von Rosen and Julia Volaufova

Some properties of linear sufficiency and the BLUPs in the linear mixed model pp. 385-401

S. J. Haslett, X. Q. Liu, A. Markiewicz and S. Puntanen

Estimation of parameters of component lifetime distribution in a coherent system pp. 403-421

M. G. Kulkarni and M. B. Rajarshi

kNN estimation in functional partial linear modeling pp. 423-444

Nengxiang Ling, Germán Aneiros and Philippe Vieu

Point and interval estimation under progressive type-I interval censoring with random removal pp. 445-477

Sonal Budhiraja and Biswabrata Pradhan

Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach pp. 479-501

Takeshi Emura and Chi-Hung Pan

Copula function for fuzzy random variables: applications in measuring association between two fuzzy random variables pp. 503-522

Vahid Ranjbar and Gholamreza Hesamian