Statistical Papers

1997 - 2025

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

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Volume 60, issue 6, 2019

Two stage smoothing in additive models with missing covariates pp. 1803-1826

Takuma Yoshida

On circular correlation for data on the torus pp. 1827-1847

Xiaoping Zhan, Tiefeng Ma, Shuangzhe Liu and Kunio Shimizu

Preliminary test and Stein-type shrinkage ridge estimators in robust regression pp. 1849-1882

M. Norouzirad and M. Arashi

On divergence tests for composite hypotheses under composite likelihood pp. 1883-1919

N. Martín, L. Pardo and K. Zografos

A test for detecting Laplace order dominance and related Bahadur efficiency issues pp. 1921-1937

Priyanka Majumder and Murari Mitra

Correcting outliers in GARCH models: a weighted forward approach pp. 1939-1970

Lisa Crosato and Luigi Grossi

Some properties of conditional partial moments in the context of stochastic modelling pp. 1971-1999

S. M. Sunoj and N. Vipin

Bivariate quantile residual life: a characterization theorem and statistical properties pp. 2001-2012

M. Shafaei Noughabi and M. Kayid

Generalized p value for multivariate Gaussian stochastic processes in continuous time pp. 2013-2030

Mar Fenoy, Pilar Ibarrola and Juan B. Seoane-Sepúlveda

Exact distributions of tests of outliers for exponential samples pp. 2031-2061

Nirpeksh Kumar

A robust and efficient estimation method for partially nonlinear models via a new MM algorithm pp. 2063-2085

Yunlu Jiang, Guo-Liang Tian and Yu Fei

The asymptotic properties of the estimators in a semiparametric regression model pp. 2087-2108

Xuejun Wang, Meimei Ge and Yi Wu

Lag truncation and the local asymptotic distribution of the ADF test for a unit root pp. 2109-2118

Emre Aylar, Stephan Smeekes and Joakim Westerlund

Mixed Poisson INAR(1) processes pp. 2119-2139

Wagner Barreto-Souza

EDF-based tests of exponentiality in pair ranked set sampling pp. 2141-2159

Ehsan Zamanzade

Minimum distance estimation of the binormal ROC curve pp. 2161-2183

Alicja Jokiel-Rokita and Rafał Topolnicki

On estimation of reliability in a multicomponent stress-strength model for a Kumaraswamy distribution based on progressively censored sample pp. 2185-2224

Akram Kohansal

Bivariate extension of (dynamic) cumulative residual and past inaccuracy measures pp. 2225-2252

Amit Ghosh and Chanchal Kundu

Least squares estimator for Ornstein–Uhlenbeck processes driven by fractional Lévy processes from discrete observations pp. 2253-2271

Guangjun Shen and Qian Yu

Volume 60, issue 5, 2019

Bayesian Local Influence for Spatial Autoregressive Models with Heteroscedasticity pp. 1423-1446

Xiaowen Dai, Libin Jin, Maozai Tian and Lei Shi

Working correlation structure selection in GEE analysis pp. 1447-1467

María Carmen Pardo and Rosa Alonso

Adaptive group Lasso for high-dimensional generalized linear models pp. 1469-1486

Mingqiu Wang and Guo-Liang Tian

Kernel classification with missing data and the choice of smoothing parameters pp. 1487-1513

Levon Demirdjian and Majid Mojirsheibani

Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model pp. 1515-1539

Manik Awale, N. Balakrishna and T. V. Ramanathan

Variable dispersion beta regressions with parametric link functions pp. 1541-1567

Diego Ramos Canterle and Fábio Mariano Bayer

Some results on two-level regular designs with multi block variables containing clear effects pp. 1569-1582

Qianqian Zhao and Shengli Zhao

Using SeDuMi to find various optimal designs for regression models pp. 1583-1603

Weng Kee Wong, Yue Yin and Julie Zhou

Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data pp. 1605-1629

Helton Saulo, Jeremias Leão, Víctor Leiva and Robert G. Aykroyd

Signature-based approach for stress-strength systems pp. 1631-1647

Zohreh Pakdaman, Jafar Ahmadi and Mahdi Doostparast

Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data pp. 1649-1676

Kangning Wang and Lu Lin

Detecting a structural change in functional time series using local Wilcoxon statistic pp. 1677-1698

Daniel Kosiorowski, Jerzy P. Rydlewski and Małgorzata Snarska

Optimal foldover plans of asymmetric factorials with minimum wrap-around $$L_2$$ L 2 -discrepancy pp. 1699-1716

Zujun Ou and Hong Qin

Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models pp. 1717-1739

Fikri Akdeniz and Mahdi Roozbeh

A note on quantile feature screening via distance correlation pp. 1741-1762

Xiaolin Chen, Xiaojing Chen and Yi Liu

Poisson–Poisson item count techniques for surveys with sensitive discrete quantitative data pp. 1763-1791

Yin Liu, Guo-Liang Tian, Qin Wu and Man-Lai Tang

Mehryar Mohri, Afshin Rostamizadeh, and Ameet Talwalkar: Foundations of machine learning, second edition pp. 1793-1795

Li-Pang Chen

Mónica Bécue-Bertaut (2019): Textual Data Science with R pp. 1797-1798

Jonas Rieger

Volume 60, issue 4, 2019

On ARL-unbiased c-charts for INAR(1) Poisson counts pp. 1021-1038

Sofia Paulino, Manuel Cabral Morais and Sven Knoth

Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models pp. 1039-1058

Xuemei Hu and Weiming Yang

Bayesian inference in measurement error models from objective priors for the bivariate normal distribution pp. 1059-1078

Mário Castro and Ignacio Vidal

Panel stationary tests against changes in persistence pp. 1079-1100

Roy Cerqueti, Mauro Costantini, Luciano Gutierrez and Joakim Westerlund

Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula pp. 1101-1118

Jia-Han Shih and Takeshi Emura

From B-spline representations to gamma representations in hybrid censoring pp. 1119-1135

Julian Górny and Erhard Cramer

Quantile regression and variable selection for partially linear model with randomly truncated data pp. 1137-1160

Hong-Xia Xu, Zhen-Long Chen, Jiang-Feng Wang and Guo-Liang Fan

Weighted quantile regression for censored data with application to export duration data pp. 1161-1192

Xiaofeng Lv, Gupeng Zhang, Xinkuo Xu and Qinghai Li

Asymptotic properties of LS estimators in the errors-in-variables model with MD errors pp. 1193-1206

Aiting Shen

Pseudo maximum likelihood estimation for the Cox model with doubly truncated data pp. 1207-1224

Pao-sheng Shen and Yi Liu

Local linear smoothers using inverse Gaussian regression pp. 1225-1253

Juxia Xiao, Xu Li and Jianhong Shi

Rank-based shrinkage estimation for identification in semiparametric additive models pp. 1255-1281

Jing Yang, Hu Yang and Fang Lu

Estimators of parameters of a mixture of three multinomial distributions based on simple majority results pp. 1283-1316

Ricardo Saldanha Morais, Roberto da Costa Quinino, Emilio Suyama and Linda Lee Ho

Methods for estimating the upcrossings index: improvements and comparison pp. 1317-1347

A. P. Martins and J. R. Sebastião

A-optimal and D-optimal censoring plans in progressively Type-II right censored order statistics pp. 1349-1367

Uoseph Hamdi Salemi, Sadegh Rezaei and Saralees Nadarajah

A two-sample test for the error distribution in nonparametric regression based on the characteristic function pp. 1369-1395

G. I. Rivas-Martínez, M. D. Jiménez-Gamero and J. L. Moreno-Rebollo

Small area estimation under transformed nested-error regression models pp. 1397-1418

Huapeng Li, Yukun Liu and Riquan Zhang

Katsuto Tanaka (2017): Time series analysis: nonstationary and noninvertible distribution theory, 2nd edition pp. 1419-1420

Uwe Hassler

Correction to: A seasonal geometric INAR process based on negative binomial thinning operator pp. 1421-1421

Shengqi Tian, Dehui Wang and Shuai Cui

Volume 60, issue 3, 2019

A marginalized multilevel model for bivariate longitudinal binary data pp. 601-628

Gul Inan and Ozlem Ilk

Classification rules based on distribution functions of functional depth pp. 629-640

Olusola Samuel Makinde

Gini covariance matrix and its affine equivariant version pp. 641-666

Xin Dang, Hailin Sang and Lauren Weatherall

Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data pp. 667-686

M. Arashi and Mahdi Roozbeh

A Gini-based time series analysis and test for reversibility pp. 687-716

Amit Shelef and Edna Schechtman

Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series pp. 717-746

Jean-François Quessy

Testing for parametric component of partially linear models with missing covariates pp. 747-760

Zhangong Zhou and Linjun Tang

Estimation based on progressively type-I hybrid censored data from the Burr XII distribution pp. 761-803

R. Arabi Belaghi and M. Noori Asl

Stochastic and ageing properties of coherent systems with dependent identically distributed components pp. 805-821

M. Kelkinnama and Mehdi Asadi

Testing for zero inflation and overdispersion in INAR(1) models pp. 823-848

Christian H. Weiß, Annika Homburg and Pedro Puig

Polya tree priors and their estimation with multi-group data pp. 849-875

Jianjun Zhang, Lei Yang and Xianyi Wu

SB-robust estimation of mean direction for some new circular distributions pp. 877-902

Arnab Kumar Laha, A. C. Pravida Raja and K. C. Mahesh

Classification with the pot–pot plot pp. 903-931

Oleksii Pokotylo and Karl Mosler

Some properties of cumulative Tsallis entropy of order $$\alpha $$ α pp. 933-943

G. Rajesh and S. M. Sunoj

Logistic Liu Estimator under stochastic linear restrictions pp. 945-962

Nagarajah Varathan and Pushpakanthie Wijekoon

Nonparametric tests for ordered quantiles pp. 963-981

Pooja Soni, Isha Dewan and Kanchan Jain

Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices pp. 983-1015

Ningning Xia and Zhidong Bai

David A. Harville: Linear models and the relevant distributions and matrix algebra pp. 1017-1019

David Giles

Volume 60, issue 2, 2019

Editorial for the special issue mODa12: Advances in Model-Oriented Design and Analysis pp. 351-354

Radoslav Harman, Werner Müller and David Woods

Adaptive designs for drug combination informed by longitudinal model for the response pp. 355-371

Tobias Mielke and Vladimir Dragalin

Asymptotic properties of maximum likelihood estimators with sample size recalculation pp. 373-394

Sergey Tarima and Nancy Flournoy

Randomization-based inference and the choice of randomization procedures pp. 395-404

Yanying Wang, William F. Rosenberger and Diane Uschner

Multi-part balanced incomplete-block designs pp. 405-426

R. A. Bailey and Peter J. Cameron

Optimality of block designs under the model with the first-order circular autoregression pp. 427-447

Katarzyna Filipiak, Razieh Khodsiani and Augustyn Markiewicz

Optimal design of inspection times for interval censoring pp. 449-464

Nadja Malevich and Christine H. Müller

Optimal designs for minimax-criteria in random coefficient regression models pp. 465-478

Maryna Prus

On the aberrations of mixed level orthogonal arrays with removed runs pp. 479-493

Roberto Fontana and Fabio Rapallo

Optimal designs for K-factor two-level models with first-order interactions on a symmetrically restricted design region pp. 495-513

Fritjof Freise and Rainer Schwabe

Locally D-optimal designs for a wider class of non-linear models on the k-dimensional ball pp. 515-527

Martin Radloff and Rainer Schwabe

Distribution of the multivariate nonlinear LS estimator under an uncertain input pp. 529-544

Andrej Pázman

Bregman divergences based on optimal design criteria and simplicial measures of dispersion pp. 545-564

Luc Pronzato, Henry P. Wynn and Anatoly Zhigljavsky

An unexpected connection between Bayes A-optimal designs and the group lasso pp. 565-584

Guillaume Sagnol and Edouard Pauwels

Optimal subsampling for softmax regression pp. 585-599

Yaqiong Yao and HaiYing Wang

Volume 60, issue 1, 2019

On goodness of fit tests for the Poisson, negative binomial and binomial distributions pp. 1-18

J. I. Beltrán-Beltrán and F. J. O’Reilly

Performance of the restricted almost unbiased type principal components estimators in linear regression model pp. 19-34

Yalian Li and Hu Yang

Clustering dependent observations with copula functions pp. 35-51

F. Marta L. Di Lascio and Simone Giannerini

Stochastic properties of a weighted frailty model pp. 53-72

J. Jarrahiferiz, M. Kayid and S. Izadkhah

A simple non-parametric test for decreasing mean time to failure pp. 73-87

Sudheesh K. Kattumannil and P. Anisha

Application of the full Bayesian significance test to model selection under informative sampling pp. 89-104

A. Sikov and J. M. Stern

Robust second-order least-squares estimation for regression models with autoregressive errors pp. 105-122

D. Rosadi and Peter Filzmoser

A generalized least squares estimation method for the autoregressive conditional duration model pp. 123-146

Wanbo Lu and Rui Ke

Objective Bayesian testing for the linear combinations of normal means pp. 147-172

Woo Dong Lee, Sang Gil Kang and Yongku Kim

Adaptive group LASSO selection in quantile models pp. 173-197

Gabriela Ciuperca

An area-specific stick breaking process for spatial data pp. 199-221

Mahdi Hosseinpouri and Majid Jafari Khaledi

On the unimodality of the likelihood ratio with applications pp. 223-237

Félix Belzunce and Carolina Martínez-Riquelme

Chi-square processes for gene mapping in a population with family structure pp. 239-271

Charles-Elie Rabier, Jean-Marc Azaïs, Jean-Michel Elsen and Céline Delmas

On the equality of estimators under a general partitioned linear model with parameter restrictions pp. 273-292

Bo Jiang and Yuqin Sun

Local influence diagnostics for the test of mean–variance efficiency and systematic risks in the capital asset pricing model pp. 293-312

Manuel Galea and Patricia Giménez

Estimation methods for the LRD parameter under a change in the mean pp. 313-347

Aeneas Rooch, Ieva Zelo and Roland Fried

Dieter Rasch and Dieter Schott, Mathematical statistics pp. 349-350

Miroslav M. Ristić