Statistical Papers

1997 - 2025

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

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Volume 57, issue 4, 2016

Editorial for the Special Issue PROBASTAT 2015 pp. 871-873

Radoslav Harman and Werner Müller

Optimal designs for model discrimination and fitting for the flow of particles pp. 875-891

Mariano Amo-Salas, Elvira Delgado-Márquez, Lenka Filová and Jesús López-Fidalgo

Optimal design of experiments via linear programming pp. 893-910

Katarína Burclová and Andrej Pázman

Liu estimation in generalized linear models: application on gamma distributed response variable pp. 911-928

Fikriye Kurtoğlu and M. Revan Özkale

Inverse prediction for multivariate mixed models with standard software pp. 929-938

Lynn R. LaMotte and Jeffrey D. Wells

Regularization techniques in joinpoint regression pp. 939-955

Matúš Maciak and Ivan Mizera

Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function pp. 957-976

Simos G. Meintanis, James Allison and Leonard Santana

New class of exponentiality tests based on U-empirical Laplace transform pp. 977-990

Bojana Milošević and Marko Obradović

Iterative algorithms of biased estimation methods in binary logistic regression pp. 991-1016

M. Revan Özkale

Projective shape analysis of contours and finite 3D configurations from digital camera images pp. 1017-1040

Victor Patrangenaru, Robert Paige, K. David Yao, Mingfei Qiu and David Lester

Unitarily invariant errors-in-variables estimation pp. 1041-1057

Michal Pešta

Extremal measures maximizing functionals based on simplicial volumes pp. 1059-1075

Luc Pronzato, Henry P. Wynn and Anatoly Zhigljavsky

Optimal approximate designs for estimating treatment contrasts resistant to nuisance effects pp. 1077-1106

Samuel Rosa and Radoslav Harman

A multiple optimal stopping rule for a buying–selling problem with a deterministic trend pp. 1107-1119

Georgy Yu. Sofronov

Estimability in Cox models pp. 1121-1140

Korakot Wichitsa-nguan, Henning Läuter and Hannelore Liero

Volume 57, issue 3, 2016

Asymptotic normality of DHD estimators in a partially linear model pp. 567-587

Hongchang Hu, Yu Zhang and Xiong Pan

A Bayesian approach for the estimation of probability distributions under finite sample space pp. 589-603

Haydar Demirhan and Kamil Demirhan

Estimation after selection from exponential populations with unequal scale parameters pp. 605-621

Mohd. Arshad and Neeraj Misra

The transmuted log-logistic regression model: a new model for time up to first calving of cows pp. 623-640

Francisco Louzada and Daniele C. T. Granzotto

Nonparametric $$M$$ M -type regression estimation under missing response data pp. 641-664

Shuanghua Luo and Cheng-yi Zhang

A new approach for testing fuzzy hypotheses based on likelihood ratio statistic pp. 665-688

Shima Yosefi, Mohsen Arefi and Mohammad Ghasem Akbari

A new method to build spatio-temporal covariance functions: analysis of ozone data pp. 689-703

Mehdi Omidi and Mohsen Mohammadzadeh

Weak VARMA representations of regime-switching state-space models pp. 705-720

Maddalena Cavicchioli

A note on D-optimal chemical balance weighing designs with autocorrelated observations pp. 721-730

Łukasz Smaga

A geometric bivariate time series with different marginal parameters pp. 731-753

Predrag M. Popović, Miroslav M. Ristić and Aleksandar S. Nastić

The principal correlation components estimator and its optimality pp. 755-779

Wenxing Guo, Xiaohui Liu and Shangli Zhang

Expansions on extremes from logarithmic general error distribution under power normalization pp. 781-793

Geng Yang and Tingting Li

Partially linear models with first-order autoregressive symmetric errors pp. 795-825

Carlos Eduardo M. Relvas and Gilberto A. Paula

Varying coefficient partially functional linear regression models pp. 827-841

Qing-Yan Peng, Jian-Jun Zhou and Nian-Sheng Tang

Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics pp. 843-843

Walter Krämer

J. Bleymüller and R. Weißbach: Statistik für Wirtschaftswissenschaftler (17th edition) pp. 845-845

Dominik Wied

Sabina Alkire, James Foster, Suman Seth, Maria Emma Santos, José Manuel Roche and Paola Ballon: Multidimensional poverty measurement and analysis pp. 847-848

Walter Krämer

Alan Agresti (2013): Categorical data analysis pp. 849-850

Sylvia Tamara Lenz

Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics pp. 851-851

Walter Krämer

D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler pp. 853-853

Walter Krämer

C. Hennig, M. Meila, F. Murtagh and R. Rocci (eds.): Handbook of cluster analysis. Handbooks of modern statistical methods pp. 855-856

Rainer Schlittgen

Fieller, N.: Basics of Matrix Algebra for Statistics with R pp. 857-858

Shuangzhe Liu

M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £, ISBN: 9780198736912 pp. 859-860

Uwe Hassler

Giovanni Cerulli: Econometric evaluation of socio-economic programs: theory and applications pp. 861-862

Peter Hackl

Volume 57, issue 1, 2016

Asymptotic normality of conditional density estimation with left-truncated and dependent data pp. 1-20

Han-Ying Liang and Jong-Il Baek

Characterizations based on the numbers of near-order statistics pp. 21-30

M. Akbari, M. Fashandi and Jafar Ahmadi

More on the unbiased ridge regression estimation pp. 31-42

Jibo Wu and Hu Yang

Mean driven balance and uniformly best linear unbiased estimators pp. 43-53

Roman Zmyślony, João Mexia, Francisco Carvalho and Inês Sequeira

Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation pp. 55-68

Mario Hasler

Penalized weighted composite quantile estimators with missing covariates pp. 69-88

Hu Yang and Huilan Liu

Improved bootstrap prediction intervals for SETAR models pp. 89-98

Anna Staszewska-Bystrova and Peter Winker

The focused information criterion for varying-coefficient partially linear measurement error models pp. 99-113

Hai Wang, Xinjie Chen and Nancy Flournoy

Variable selection for generalized varying coefficient models with longitudinal data pp. 115-132

Hu Yang, Chaohui Guo and Jing Lv

The Poisson–Inverse-Gaussian regression model with cure rate: a Bayesian approach and its case influence diagnostics pp. 133-159

Adriano Suzuki, Vicente Cancho and Francisco Louzada

New multiple testing method under no dependency assumption, with application to multiple comparisons problem pp. 161-183

Li Wang, Xingzhong Xu and Yong A

Single-index composite quantile regression with heteroscedasticity and general error distributions pp. 185-203

Rong Jiang, Wei-Min Qian and Zhan-Gong Zhou

Robust estimation of location and concentration parameters for the von Mises–Fisher distribution pp. 205-234

Shogo Kato and Shinto Eguchi

Testing exponentiality using mean residual quantile function pp. 235-247

P. Sankaran and N. Midhu

On the oracle property of adaptive group Lasso in high-dimensional linear models pp. 249-265

Caiya Zhang and Yanbiao Xiang

Book reviews pp. 267-269

Sylvia Lenz