Statistical Papers

1997 - 2025

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

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Volume 59, issue 4, 2018

Upper bounds on the rate of convergence for constant retrial rate queueing model with two servers pp. 1271-1282

Yacov Satin, Evsey Morozov, Ruslana Nekrasova, Alexander Zeifman, Ksenia Kiseleva, Anna Sinitcina, Alexander Sipin, Galina Shilova and Irina Gudkova

Block tensor train decomposition for missing data estimation pp. 1283-1305

Namgil Lee and Jong-Min Kim

A web-based tool for designing experimental studies to detect hormesis and estimate the threshold dose pp. 1307-1324

Víctor Casero-Alonso, Andrey Pepelyshev and Weng K. Wong

Approximations of the boundary crossing probabilities for the maximum of moving weighted sums pp. 1325-1337

Jack Noonan and Anatoly Zhigljavsky

Effective coefficients in the electromagnetic logging problem with log-normal distribution, multiscale conductivity and permittivity pp. 1339-1350

Olga N. Soboleva, Mikhail I. Epov and Ekaterina P. Kurochkina

Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval pp. 1351-1377

Aleksey S. Polunchenko and Andrey Pepelyshev

Testing for serial independence in vector autoregressive models pp. 1379-1410

Simos G. Meintanis, Joseph Ngatchou-Wandji and James Allison

Simulated variogram-based error inspection of manufactured parts pp. 1411-1423

Grazia Vicario and Giovanni Pistone

Excess of locally D-optimal designs for Cobb–Douglas model pp. 1425-1439

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

Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance pp. 1441-1462

Ansgar Steland

Analysis of loss systems with overlapping resource requirements pp. 1463-1470

Konstantin Samouylov and Yuliya Gaidamaka

Monte Carlo simulation of the joint non-Gaussian periodically correlated time-series of air temperature and relative humidity pp. 1471-1481

Nina Kargapolova, Elena Khlebnikova and Vasily Ogorodnikov

Multivariate small sample tests for two-way designs with applications to industrial statistics pp. 1483-1503

Rosa Arboretti, Riccardo Ceccato, Livio Corain, Fabrizio Ronchi and Luigi Salmaso

Stochastic models for forward systems of nonlinear parabolic equations pp. 1505-1519

Yana Belopolskaya

Stochastic models of atmospheric clouds structure pp. 1521-1532

Vasily A. Ogorodnikov, Evgeniya G. Kablukova and Sergei M. Prigarin

On Markovian modelling of arrival processes pp. 1533-1540

Gely Basharin, Valeriy Naumov and Konstantin Samouylov

On the evaluation of spatial–angular distributions of polarization characteristics of scattered radiation pp. 1541-1557

Natalya Tracheva and Sergey Ukhinov

Nonparametric estimators of probability characteristics using unbiased prior conditions pp. 1559-1575

Yury G. Dmitriev and Gennady M. Koshkin

On steady state probabilities of renewable system with Marshal–Olkin failure model pp. 1577-1588

V. Rykov

Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity pp. 1589-1621

Y. Andriyana, I. Gijbels and A. Verhasselt

Minimax test for fuzzy hypotheses pp. 1623-1648

Abbas Parchami, S. Mahmoud Taheri, Reinhard Viertl and Mashaallah Mashinchi

A variance bound for unbiased estimation in inverse sampling without replacement pp. 1649-1655

Mohammad Mohammadi

Volume 59, issue 3, 2018

Exact test of goodness of fit for binomial distribution pp. 851-860

Benchong Li and Liya Fu

A new reliability measure in ranked set sampling pp. 861-891

M. Mahdizadeh and Ehsan Zamanzade

Least squares estimator for $$\alpha $$ α -sub-fractional bridges pp. 893-912

Nenghui Kuang and Bingquan Liu

Applications of hyperellipsoidal prediction regions pp. 913-931

David J. Olive

Control charts for the coefficient of variation pp. 933-955

Baocai Guo and Bing Xing Wang

Two step estimations for a single-index varying-coefficient model with longitudinal data pp. 957-983

Chaohui Guo, Hu Yang and Jing Lv

A flexible shrinkage operator for fussy grouped variable selection pp. 985-1008

Xiaoli Gao

A note on estimating the conditional expectation under censoring and association: strong uniform consistency pp. 1009-1030

Nassira Menni and Abdelkader Tatachak

The impact of estimation uncertainty on covariate effects in nonlinear models pp. 1031-1042

Ivan Jeliazkov and Angela Vossmeyer

Fourier inference for stochastic volatility models with heavy-tailed innovations pp. 1043-1060

Bruno Ebner, Bernhard Klar and Simos G. Meintanis

Chernoff distance for conditionally specified models pp. 1061-1083

Amit Ghosh and Chanchal Kundu

Some nonparametric tests of perfect judgment ranking for judgment post stratification pp. 1085-1100

Ehsan Zamanzade and Michael Vock

Two competing linear random-effects models and their connections pp. 1101-1115

Changli Lu, Yuqin Sun and Yongge Tian

A note on the consistency for the estimators of semiparametric regression model pp. 1117-1130

Yi Wu and Xuejun Wang

An integer-valued threshold autoregressive process based on negative binomial thinning pp. 1131-1160

Kai Yang, Dehui Wang, Boting Jia and Han Li

Classical and Bayesian estimation of reliability in a multicomponent stress–strength model based on a general class of inverse exponentiated distributions pp. 1161-1192

Fatih Kızılaslan

The best linear unbiased estimator in a singular linear regression model pp. 1193-1204

Jibo Wu and Chaolin Liu

Towards a better understanding of the dual representation of phi divergences pp. 1205-1253

Diaa Al Mohamad

Optimal designs with string property under asymmetric errors and SLS estimation pp. 1255-1268

S. Huda and Rahul Mukerjee

Arup Bose (2018): patterned random matrices, Chapman & Hall/CRC, 291 pp. + XXI, Hardcover, $129.95, ISBN: 978-1138591462 pp. 1269-1270

Jiang Hu

Volume 59, issue 2, 2018

Partitioning estimation of local variance based on nearest neighbors under censoring pp. 423-447

Paola Gloria Ferrario

Complete consistency of estimators for regression models based on extended negatively dependent errors pp. 449-465

Wenzhi Yang, Haiyun Xu, Ling Chen and Shuhe Hu

Likelihood and Bayesian estimation of $$P(Y{ pp. 467-485

Francesca Condino, Filippo Domma and Giovanni Latorre

Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition pp. 487-511

Jianhong Shi and Fanrong Zhao

k-Boxplots for mixture data pp. 513-528

Najla M. Qarmalah, Jochen Einbeck and Frank P. A. Coolen

Local influence for Liu estimators in semiparametric linear models pp. 529-544

Hadi Emami

Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation pp. 545-579

S. Aerts, G. Haesbroeck and C. Ruwet

Generalized p value tests for variance components in a class of linear mixed models pp. 581-604

Liwen Xu, Hongxia Guo and Shenghua Yu

Prediction of future generalized order statistics based on exponential distribution with random sample size pp. 605-631

H. M. Barakat, E. M. Nigm, Magdy E. El-Adll and M. Yusuf

Sparse factor regression via penalized maximum likelihood estimation pp. 633-662

Kei Hirose and Miyuki Imada

Sequential monitoring of portfolio betas pp. 663-684

Vasyl Golosnoy

Quantile regression and its empirical likelihood with missing response at random pp. 685-707

Yu Shen and Han-Ying Liang

The weighted ridge estimator in stochastic restricted linear measurement error models pp. 709-723

F. Ghapani, A. R. Rasekh and B. Babadi

Estimation of parameters of Weibull–Gamma distribution based on progressively censored data pp. 725-757

Rashad M. EL-Sagheer

Statistical inference based on Lindley record data pp. 759-779

A. Asgharzadeh, A. Fallah, M. Z. Raqab and R. Valiollahi

Distribution-free comparisons of residual lifetimes of coherent systems based on copula properties pp. 781-800

Jorge Navarro

Incoherent dose-escalation in phase I trials using the escalation with overdose control approach pp. 801-811

Graham M. Wheeler

Regression estimation by local polynomial fitting for multivariate data streams pp. 813-843

Aboubacar Amiri and Baba Thiam

Lyle D. Broemeling: Bayesian inference for stochastic processes pp. 845-846

Miroslav M. Ristić

Thomas Rahlf: Data Visualisation with R pp. 847-848

Marc Hüsch

Roger Koenker, Victor Chernozhukov, Huming He and Limin Peng (2017): Handbook of Quantile Regression pp. 849-850

David Giles

Volume 59, issue 1, 2018

Distributional expansions on extremes from skew-normal distribution under power normalization pp. 1-20

Sha Jiang, Tingting Li and Xin Liao

Estimating the parameters of an inverse Weibull distribution under progressive type-I interval censoring pp. 21-56

Sukhdev Singh and Yogesh Mani Tripathi

Characterizations of the geometric distribution via residual lifetime pp. 57-73

Nan-Cheng Su and Wan-Ping Hung

SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution pp. 75-97

Vinicius Q. S. Maior and Francisco José A. Cysneiros

The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands pp. 99-126

Yuebao Wang, Hui Xu, Dongya Cheng and Changjun Yu

The selection of the number of terms in an orthogonal series cumulative function estimator pp. 127-152

Nora Saadi, Smail Adjabi and Ali Gannoun

Selected statistical methods of data analysis for multivariate functional data pp. 153-182

Tomasz Górecki, Mirosław Krzyśko, Łukasz Waszak and Waldemar Wołyński

Estimating moments of a selected Pareto population under asymmetric scale invariant loss function pp. 183-198

Riyadh Rustam Al-Mosawi and Shahjahan Khan

On stochastic comparisons for population age and remaining lifetime pp. 199-213

Ji Hwan Cha and Maxim Finkelstein

Bias-corrected quantile regression estimation of censored regression models pp. 215-247

Pavel Cizek and S. Sadikoglu

Joint distributions of numbers of runs of specified lengths on directed trees pp. 249-269

Kiyoshi Inoue and Sigeo Aki

Linear mixed model with Laplace distribution (LLMM) pp. 271-289

Fulya Gokalp Yavuz and Olcay Arslan

Randomized response techniques for a multi-level attribute using a single sensitive question pp. 291-306

Shu-Hui Hsieh, Shen-Ming Lee and Su-Hao Tu

Estimation of reliability in a multicomponent stress–strength model based on a bivariate Kumaraswamy distribution pp. 307-340

Fatih Kızılaslan and Mustafa Nadar

Multinomial interpoint distances pp. 341-360

Reza Modarres

Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance pp. 361-386

Matieyendou Lamboni

Monitoring the ratio of population means of a bivariate normal distribution using CUSUM type control charts pp. 387-413

Kim Phuc Tran, Philippe Castagliola and Giovanni Celano

Claus Weihs, Dietmar Jannach, Igor Vatolkin and Günter Rudolph (eds.), Music Data Analysis: Foundations and Applications, Chapman & Hall/CRC, 2016, 676 pp., $89.95, ISBN 9781498719568 pp. 415-416

Ricardo Maronna

Wayne A. Woodward, Henry L. Gray and Alan C. Elliott (2017): Applied Time Series Analysis with R, Second Edition, Chapman & Hall/CRC, 618 pp., $109.95, ISBN 9781498734226 pp. 417-418

Uwe Hassler

Jelke Bethlehem (2017): Understanding Public Opinion Polls, Chapman and Hall/CRC, 286 pp. + xii, $59.95, ISBN: 978-1498769747 pp. 419-420

Peter Hackl

Christophe Ley and Thomas Verdebout (2017): Modern Directional Statistics, Chapman and Hall/CRC, 176 pp.+ xiv, $99.95, ISBN: 978-1498706643 pp. 421-422

Shuangzhe Liu