# Springer

# Metrika

**Contact information of Springer:**

Web page: http://www.springerlink.com/link.asp?id=102509

**Order information:**

Web: http://link.springer.de/orders.htm
**Download restrictions:** Access to the full text of the articles in this series is restricted. **Current editor:** U. Kamps **Current editor:** F. Pukelsheim
**For corrections or technical questions regarding this series, please contact
(Guenther Eichhorn) or (Christopher F Baum)** **Series handle:** repec:spr:metrik
**Citations RSS feed:** at CitEc
**Impact factors**:
Simple
(last 10 years),
Recursive
(10),
Discounted
(10),
Recursive discounted
(10),
H-Index
(10),
Aggregate
(10)
**Access and download statistics****Top item:** By citations. By downloads (last 12 months).

More pages of listings: **0**| 1| 2| 3| 4| 5| 6| 7

### 2014, Volume 77, Issue 5

**585-607 New robust tests for the parameters of the Weibull distribution for complete and censored data***by*Liesa Denecke & Christine Müller**609-616 On Kullback–Leibler information of order statistics in terms of the relative risk***by*Sangun Park**617-634 Distributions of stopping times in some sequential estimation procedures***by*Alicja Jokiel-Rokita & Ryszard Magiera**635-646 Asymptotic infimum coverage probability for interval estimation of proportions***by*Weizhen Wang & Zhongzhan Zhang**647-673 Asymptotic properties of $$M$$ M -estimators in linear and nonlinear multivariate regression models***by*Christopher Withers & Saralees Nadarajah**675-693 An empirical likelihood inference for the coefficient difference of a two-sample linear model with missing response data***by*Wei Yu & Cuizhen Niu & Wangli Xu**695-720 A new bounded log-linear regression model***by*HaiYing Wang & Nancy Flournoy & Eloi Kpamegan

### 2014, Volume 77, Issue 4

**451-468 Random weighting estimation of stable exponent***by*Gaoge Hu & Shesheng Gao & Yongmin Zhong & Chengfan Gu**469-481 On Riesz distribution***by*José Díaz-García**483-507 Follow-up experiments for two-level fractional factorial designs via double semifoldover***by*David Edwards**509-537 Convergence and performance of the peeling wavelet denoising algorithm***by*Céline Lacaux & Aurélie Muller-Gueudin & Radu Ranta & Samy Tindel**539-557 Non-positive upper bounds on expectations of small order statistics from DDA and DFRA populations***by*Tomasz Rychlik**559-583 $$L$$ L -statistics from multivariate unified skew-elliptical distributions***by*R. Arellano-Valle & Ahad Jamalizadeh & H. Mahmoodian & N. Balakrishnan

### 2014, Volume 77, Issue 3

**333-347 Dependence properties of bivariate distributions with proportional (reversed) hazards marginals***by*A. Dolati & M. Amini & S. Mirhosseini**349-359 A study on reliability of coherent systems equipped with a cold standby component***by*Serkan Eryilmaz**361-375 Strong consistency of least squares estimates in multiple regression models with random regressors***by*João Lita da Silva**377-387 A new sufficient condition for identifiability of countably infinite mixtures***by*Lei Yang & Xianyi Wu**389-413 Design and analysis of shortest two-sided confidence intervals for a probability under prior information***by*Rainer Göb & Kristina Lurz**415-432 Focused vector information criterion model selection and model averaging regression with missing response***by*Zhimeng Sun & Zhi Su & Jingyi Ma**433-450 Rank tests in heteroscedastic linear model with nuisance parameters***by*Jana Jurečková & Radim Navrátil

### 2014, Volume 77, Issue 2

**211-224 A new privacy-protecting survey design for multichotomous sensitive variables***by*Heiko Groenitz**225-246 M-estimators for single-index model using B-spline***by*Qingming Zou & Zhongyi Zhu**247-256 Cuboidal dice and Gibbs distributions***by*Wolfgang Riemer & Dietrich Stoyan & Danail Obreschkow**257-284 $${\varvec{P}}$$ -value model selection criteria for exponential families of increasing dimension***by*Jan Mielniczuk & Małgorzata Wojtyś**285-296 Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector***by*Dominique Fourdrinier & Othmane Kortbi & William Strawderman**297-315 Simple alternatives for Box–Cox transformations***by*Christopher Withers & Saralees Nadarajah**317-332 Functional partially linear quantile regression model***by*Ying Lu & Jiang Du & Zhimeng Sun

### 2014, Volume 77, Issue 1

**1-4 Preface to the GPSD 2012 special issue of Metrika***by*Nicole Bäuerle & Herold Dehling & Achim Klenke & Götz Kersting & Jens-Peter Kreiss**5-22 Note on the existence and modulus of continuity of the $${\textit{SLE}}_8$$ SLE 8 curve***by*Marcelo Alvisio & Gregory Lawler**23-50 Unlacing hypercube percolation: a survey***by*Remco Hofstad & Asaf Nachmias**51-104 The covariation for Banach space valued processes and applications***by*Cristina Girolami & Giorgio Fabbri & Francesco Russo**105-136 Hermite ranks and $$U$$ U -statistics***by*C. Lévy-Leduc & M. Taqqu**137-162 Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time***by*R. Stockbridge**163-183 Nonparametric density estimation in compound Poisson processes using convolution power estimators***by*Fabienne Comte & Céline Duval & Valentine Genon-Catalot**185-209 Goodness-of-fit tests for parametric nonhomogeneous Markov processes***by*V. Bagdonavičius & M. Nikulin

### 2013, Volume 76, Issue 8

**997-1015 Large sample properties for a class of copulas in bivariate survival analysis***by*José Romeo & Nelson Tanaka & Antonio Pedroso-de-Lima & Victor Salinas-Torres**1017-1030 Stochastic comparisons for the number of working components of a system in random environment***by*Xiaoliang Ling & Ping Li**1031-1081 Parametric estimation of hidden stochastic model by contrast minimization and deconvolution***by*Salima El Kolei**1083-1103 Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components***by*Lichun Wang & Peng Lai & Heng Lian**1105-1134 Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data***by*Taras Bodnar & Wolfgang Schmid & Taras Zabolotskyy

### 2013, Volume 76, Issue 7

**873-885 Monotone dependence in graphical models for multivariate Markov chains***by*Roberto Colombi & Sabrina Giordano**887-908 Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty***by*Zhaoping Hong & Yuao Hu & Heng Lian**909-917 On properties of dependent progressively Type-II censored order statistics***by*M. Rezapour & M.H. Alamatsaz & N. Balakrishnan**919-935 Design-based distribution function estimation for stigmatized populations***by*Lucio Barabesi & Giancarlo Diana & Pier Perri**937-947 Extension of some important identities in shrinkage-pretest strategies***by*Sévérien Nkurunziza**949-978 Sequential estimate for linear regression models with uncertain number of effective variables***by*Zhanfeng Wang & Yuan-chin Chang**979-996 On the residual lifelengths of the remaining components in a coherent system***by*M. Kelkin Nama & M. Asadi & Z. Zhang

### 2013, Volume 76, Issue 6

**733-764 Local block bootstrap inference for trending time series***by*Arif Dowla & Efstathios Paparoditis & Dimitris Politis**765-781 The effect of the regularity of the error process on the performance of kernel regression estimators***by*Karim Benhenni & Mustapha Rachdi & Yingcai Su**783-798 Accumulation points of the iterative proportional fitting procedure***by*Christoph Gietl & Fabian Reffel**799-818 Estimation of a proportion in survey sampling using the logratio approach***by*Karel Hron & Matthias Templ & Peter Filzmoser**819-830 Construction of nearly orthogonal Latin hypercube designs***by*Li Gu & Jian-Feng Yang**831-846 Estimation of the mean for critical branching process and its bootstrap approximation***by*Xiao-Rong Yang**847-855 An exact test for a column of the covariance matrix based on a single observation***by*Taras Bodnar & Arjun Gupta**857-872 Exact $$D$$ -optimal designs for first-order trigonometric regression models on a partial circle***by*Fu-Chuen Chang & Lorens Imhof & Yi-Ying Sun

### 2013, Volume 76, Issue 5

**595-622 Optimal rules and robust Bayes estimation of a Gamma scale parameter***by*Leila Golparver & Ali Karimnezhad & Ahmad Parsian**623-640 Generalized cumulative residual entropy and record values***by*Georgios Psarrakos & Jorge Navarro**641-671 Testing for the shape parameter of generalized extreme value distribution based on the $$L_q$$ -likelihood ratio statistic***by*Chao Huang & Jin-Guan Lin & Yan-Yan Ren**673-695 A moment-based test for extreme-value dependence***by*Yeting Du & Johanna Nešlehová**697-706 Cauchy cluster process***by*Mohammad Ghorbani**707-722 On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models***by*Changli Lu & Yuqin Sun & Yongge Tian**723-732 On simplifying the calculations leading to designs with general minimum lower-order confounding***by*Jia-Lin Wei & Jian-Feng Yang

### 2013, Volume 76, Issue 4

**449-458 An additive property of weak records from geometric distributions***by*A. Castaño-Martínez & F. López-Blázquez & B. Salamanca-Miño**459-482 Nonparametric checks for varying coefficient models with missing response at random***by*Wangli Xu & Xu Guo**483-493 A note on $$R$$ -optimal designs for multiresponse models***by*Xin Liu & Rong-Xian Yue**495-519 Capture–recapture estimation based upon the geometric distribution allowing for heterogeneity***by*Sa-aat Niwitpong & Dankmar Böhning & Peter Heijden & Heinz Holling**521-541 On the nearness of record values to order statistics from Pitman’s measure of closeness***by*Jafar Ahmadi & N. Balakrishnan**543-558 Compound weighted Poisson distributions***by*Leda Minkova & N. Balakrishnan**559-576 Stochastic orderings of convolution residuals***by*Fariba Amiripour & Baha-Eldin Khaledi & Moshe Shaked**577-593 On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale***by*Alexander Zaigraev & Magdalena Alama-Bućko

### 2013, Volume 76, Issue 3

**301-301 Editorial***by*Norbert Henze & Udo Kamps**303-324 Two kinds of variance/covariance estimates in linear mixed models***by*Zaixing Li**325-337 D-optimal two-level orthogonal arrays for estimating main effects and some specified two-factor interactions***by*Boxin Tang & Julie Zhou**339-346 Universally optimal balanced changeover designs with first residuals***by*V. Sharma**347-355 An extremal property of the generalized arcsine distribution***by*Karl Schmidt & Anatoly Zhigljavsky**357-379 Density estimates of low bias***by*Christopher Withers & Saralees Nadarajah**381-392 The higher order likelihood method for the common mean of several log-normal distributions***by*S. Lin**393-407 D-optimal chemical balance weighing designs with autoregressive errors***by*Krystyna Katulska & Łukasz Smaga**409-425 Estimation of order-restricted means of two normal populations under the LINEX loss function***by*Tiefeng Ma & Shuangzhe Liu**427-448 Estimation of the scale parameter of a log-logistic distribution***by*G. Lesitha & P. Yageen Thomas

### 2013, Volume 76, Issue 2

**153-159 Weibull, RRSB or extreme-value theorists?***by*Dietrich Stoyan**161-177 On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data***by*N. Balakrishnan & M. Brito & A. Quiroz**179-203 Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications***by*German Bernhart & Marcos Escobar Anel & Jan-Frederik Mai & Matthias Scherer**205-224 Goodness-of-fit tests for long memory moving average marginal density***by*Hira Koul & Nao Mimoto & Donatas Surgailis**225-238 Variable selection and parameter estimation for partially linear models via Dantzig selector***by*Feng Li & Lu Lin & Yuxia Su**239-263 Confidence bounds for the sensitivity lack of a less specific diagnostic test, without gold standard***by*Lutz Mattner & Frauke Mattner**265-285 Burn-in for a time-transformed exponential model***by*Andrzej Giniewicz & Alicja Jokiel-Rokita**287-300 LAD variable selection for linear models with randomly censored data***by*Zhangong Zhou & Rong Jiang & Weimin Qian

### 2013, Volume 76, Issue 1

**1-18 An information theoretical algorithm for analyzing supersaturated designs for a binary response***by*N. Balakrishnan & C. Koukouvinos & C. Parpoula**19-52 Kernel spatial density estimation in infinite dimension space***by*Sophie Dabo-Niang & Anne-Françoise Yao**53-69 Testing the adequacy of varying coefficient models with missing responses at random***by*Wangli Xu & Lixing Zhu**71-92 A new non-linear AR(1) time series model having approximate beta marginals***by*Božidar Popović & Saralees Nadarajah & Miroslav Ristić**93-106 An urn-based Bayesian block bootstrap***by*Pasquale Cirillo & Pietro Muliere**107-133 Coefficients of ergodicity for Markov chains with uncertain parameters***by*D. Škulj & R. Hable**135-152 A modified Bartlett test for heteroscedastic one-way MANOVA***by*Jin-Ting Zhang & Xuefeng Liu

### 2012, Volume 75, Issue 8

**1009-1024 Exploring the relation between the r* approximation and the Edgeworth expansion***by*Jorge Arevalillo**1025-1047 Yet another breakdown point notion: EFSBP***by*Peter Ruckdeschel & Nataliya Horbenko**1049-1068 A multiple linear regression model for imprecise information***by*Maria Ferraro & Paolo Giordani**1069-1092 On MLEs in an extended multivariate linear growth curve model***by*Katarzyna Filipiak & Dietrich Rosen**1093-1110 Inference by linearization for Zenga’s new inequality index: a comparison with the Gini index***by*Matti Langel & Yves Tillé**1111-1127 A new fluctuation test for constant variances with applications to finance***by*Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel**1129-1151 Re-weighted functional estimation of second-order diffusion processes***by*Yunyan Wang & Lixin Zhang & Mingtian Tang

### 2012, Volume 75, Issue 7

**855-875 A linear approximation to the power function of a test***by*A. García-Pérez**877-894 Mixed systems with minimal and maximal lifetime variances***by*Marek Beśka & Krzysztof Jasiński & Tomasz Rychlik & Marcin Spryszyński**895-911 Optimal design and directional leverage with applications in differential equation models***by*Nathanial Burch & Jennifer Hoeting & Donald Estep**913-938 Robust analysis of longitudinal data with nonignorable missing responses***by*Sanjoy Sinha**939-951 A conditional distribution approach to uniform sampling on spheres and balls in L p spaces***by*Vladimír Lacko & Radoslav Harman**953-962 Mixed-level fractional factorial split-plot designs containing clear effects***by*Shengli Zhao & Xiangfei Chen**963-976 Matricvariate and matrix multivariate T distributions and associated distributions***by*José Díaz-García & Ramón Gutiérrez-Jáimez**977-995 Geodesic normal distribution on the circle***by*Jean-François Coeurjolly & Nicolas Bihan**997-1007 Some unified characterization results on the generalized Pareto distributions based on generalized order statistics***by*Mahdi Tavangar & Majid Asadi

### 2012, Volume 75, Issue 6

**721-742 Probability and quantile estimation from individually micro-aggregated data***by*Hans Schneeweiss & Daniel Rost & Matthias Schmid**743-760 Characterization of exponential distribution via regression of one record value on two non-adjacent record values***by*George Yanev**761-793 The distribution of the relative arc density of a family of interval catch digraph based on uniform data***by*Elvan Ceyhan**795-808 Variable selection for joint mean and dispersion models of the inverse Gaussian distribution***by*Liucang Wu & Huiqiong Li**809-817 Efficient discriminating design for a class of nested polynomial regression models***by*Min-Hsiao Tsai**819-831 Measures of multivariate asymptotic dependence and their relation to spectral expansions***by*Melanie Frick**833-854 Distribution-free tests of mean vectors and covariance matrices for multivariate paired data***by*Erning Li & Johan Lim & Kyunga Kim & Shin-Jae Lee

### 2012, Volume 75, Issue 5

**581-599 Fractional imputation for incomplete two-way contingency tables***by*Shin-Soo Kang & Kenneth Koehler & Michael Larsen**601-620 Moment-based estimation of extendible Marshall-Olkin copulas***by*Christian Hering & Jan-Frederik Mai**621-653 Semiparametric estimation of logistic regression model with missing covariates and outcome***by*Shen-Ming Lee & Chin-Shang Li & Shu-Hui Hsieh & Li-Hui Huang**655-672 Estimation of population proportion in randomized response sampling using weighted confidence interval construction***by*Horng-Jinh Chang & Mei-Pei Kuo**673-708 Bootstrapping sequential change-point tests for linear regression***by*Marie Hušková & Claudia Kirch**709-719 Computing maximin efficient experimental designs using the methods of semidefinite programming***by*Lenka Filová & Mária Trnovská & Radoslav Harman

### 2012, Volume 75, Issue 4

**439-454 Results on the past lifetime of (n − k + 1)-out-of-n structures with nonidentical components***by*E. Salehi & M. Asadi**455-469 Testing parametric conditional distributions using the nonparametric smoothing method***by*Xu Zheng**471-489 Simultaneous optimal estimation in linear mixed models***by*Mi-Xia Wu & Kai-Fun Yu & Aiyi Liu & Tie-Feng Ma**491-506 New classes of improved confidence intervals for the variance of a normal distribution***by*Constantinos Petropoulos & Stavros Kourouklis**507-519 Winding planar probabilities***by*Jolanta Misiewicz & Jacek Wesołowski**521-539 Some results on classifier selection with missing covariates***by*Majid Mojirsheibani**541-565 Generalised shape theory via SV decomposition I***by*José Díaz-García & Francisco Caro-Lopera**567-580 Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions***by*Eisa Mahmoudi

### 2012, Volume 75, Issue 3

**287-309 Multiresolution Karhunen Loéve analysis of galvanic skin response for psycho-physiological studies***by*Lara Fontanella & Luigi Ippoliti & Arcangelo Merla**311-328 R-estimation of the parameters of a multiple regression model with measurement errors***by*A. Saleh & Jan Picek & Jan Kalina**329-345 Asymptotics of SIMEX-based variance estimation***by*Yun Fang & Li-Xing Zhu**347-365 On the detectability of different forms of interaction in regression models***by*Juxin Liu & Paul Gustafson**367-388 Parametric inference from system lifetime data under a proportional hazard rate model***by*Hon Ng & Jorge Navarro & Narayanaswamy Balakrishnan**389-402 Some results on an additive hazards model***by*N. Nair & P. Sankaran**403-424 On parameter estimation of partly observed bilinear discrete-time stochastic systems***by*A. Malyarenko & V. Vasiliev**425-438 Identifying local influential observations in Liu estimator***by*Aboobacker Jahufer & Jianbao Chen

### 2012, Volume 75, Issue 2

**151-161 Optimal allocation of the sample size to strata under box constraints***by*Siegfried Gabler & Matthias Ganninger & Ralf Münnich**163-180 Limit theorems for the spacings of weak records***by*Enkelejd Hashorva & Alexei Stepanov**181-191 Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions***by*Ramesh Gupta & N. Balakrishnan**193-206 A general class of univariate skew distributions considering Stein’s lemma and infinite divisibility***by*A. Abtahi & J. Behboodian & M. Sharafi**207-227 Unbiased estimates for a lognormal regression problem and a nonparametric alternative***by*Christopher Withers & Saralees Nadarajah**229-241 On the strong uniform consistency of the mode estimator for censored time series***by*Salah Khardani & Mohamed Lemdani & Elias Ould Saïd**243-270 Linear estimation of location and scale parameters using partial maxima***by*Nickos Papadatos**271-286 Characterizations of multivariate geometric distributions in terms of conditional distributions***by*M. Sreehari & R. Vasudeva

### 2012, Volume 75, Issue 1

**5-22 Fuzzy density estimation***by*Mohsen Arefi & Reinhard Viertl & S. Taheri**23-32 A note on connections among criteria for asymmetrical factorials***by*Fang Pang & Min-Qian Liu**33-53 Construction of equidistant and weak equidistant supersaturated designs***by*Yan Liu & Min-Qian Liu**55-71 Empirical likelihood for varying-coefficient single-index model with right-censored data***by*Zhensheng Huang**73-84 On length biased dynamic measure of past inaccuracy***by*Vikas Kumar & H. Taneja**85-107 On the calibration of design weights using a displacement function***by*Sarjinder Singh**109-126 Nonparametric density estimation for symmetric distributions by contaminated data***by*Rostyslav Maiboroda & Olena Sugakova**127-149 A goodness-of-fit test for GARCH innovation density***by*Hira Koul & Nao Mimoto

### 2011, Volume 74, Issue 3

**297-311 Change point test for tail index for dependent data***by*Moosup Kim & Sangyeol Lee**313-347 Model selection for hazard rate estimation in presence of censoring***by*Sandra Plancade**349-360 Asymptotic properties of maximum likelihood estimators based on progressive Type-II censoring***by*Chien-Tai Lin & N. Balakrishnan**361-380 Bounds for the mean residual life function of a k-out-of-n system***by*Mohammad Raqab & Tomasz Rychlik**381-395 On the equality of the BLUPs under two linear mixed models***by*Stephen Haslett & Simo Puntanen**397-407 An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis***by*Bernhard Arnold & Peter Stahlecker**409-438 Testing the constancy in varying-coefficient regression models***by*Na Li & Xingzhong Xu & Xuhua Liu

### 2011, Volume 74, Issue 2

**135-165 Data depth for simple orthogonal regression with application to crack orientation***by*Christine Müller**167-183 Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields***by*Victor De Oliveira & Marco Ferreira**185-202 Variable selection for additive partially linear models with measurement error***by*Zhangong Zhou & Rong Jiang & Weimin Qian**203-210 Dispersive ordering of fail-safe systems with heterogeneous exponential components***by*Peng Zhao & N. Balakrishnan**211-219 Bayes sequential estimation for a particular exponential family of distributions under LINEX loss***by*Alicja Jokiel-Rokita**221-230 Statistical properties of the total variation estimator for compositional data***by*Karel Hron & Lubomír Kubáček**231-245 Variable selection for varying coefficient models with measurement errors***by*Peixin Zhao & Liugen Xue**247-266 The distribution of the maximum of a first order autoregressive process: the continuous case***by*Christopher Withers & Saralees Nadarajah**267-285 Rates of almost sure convergence of plug-in estimates for distortion risk measures***by*Henryk Zähle**287-295 On distributions of order statistics and their applications to uniform distribution***by*Hans Volkmer & G. Hamedani

### 2011, Volume 74, Issue 1

**1-10 A dynamic measure of inaccuracy between two past lifetime distributions***by*Vikas Kumar & H. Taneja & R. Srivastava**11-31 Shannon information in record data***by*Mohsen Madadi & Mahbanoo Tata**33-54 A Cramér-type large deviation theorem for sums of functions of higher order non-overlapping spacings***by*Sherzod Mirakhmedov & Syed Tirmizi & Muhammad Naeem**55-66 Asymptotic inference for a one-dimensional simultaneous autoregressive model***by*Sándor Baran & Gyula Pap**67-83 Control charts for health care monitoring under overdispersion***by*Willem Albers**85-107 An algorithm for panel ANOVA with grouped data***by*Carmen Anido & Carlos Rivero & Teofilo Valdes**109-119 Lower bounds of various discrepancies on combined designs***by*Zujun Ou & Kashinath Chatterjee & Hong Qin**121-133 A robust asymptotically optimal sequential estimation procedure for the Poisson process***by*Leng-Cheng Hwang

### 2011, Volume 73, Issue 3

**275-292 Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-t error***by*Hu Yang & Jianwen Xu**293-304 Distribution of run statistics in partially exchangeable processes***by*Serkan Eryılmaz & Femin Yalçın**305-315 Connections between uniformity and aberration in general multi-level factorials***by*Fasheng Sun & Jie Chen & Min-Qian Liu**317-333 Noncentral bimatrix variate generalised beta distributions***by*José Díaz-García & Ramón Gutiérrez-Jáimez**335-358 Exact inference for progressively Type-I censored exponential failure data***by*N. Balakrishnan & Donghoon Han & G. Iliopoulos**359-371 On the Hausdorff dimension of exceptional random sets generated by multivariate spacings***by*Claire Coiffard**373-384 Fitting circles to scattered data: parameter estimates have no moments***by*N. Chernov**385-394 Optimality results on orthogonal arrays plus p runs for s m factorial experiments***by*Stavros Chatzopoulos & Fotini Kolyva-Machera & Kashinath Chatterjee**395-429 Estimating the codifference function of linear time series models with infinite variance***by*Dedi Rosadi & Manfred Deistler

### 2011, Volume 73, Issue 2

**139-149 An optional scrambled randomized response technique for practical surveys***by*Amitava Saha**151-170 A more flexible joint latent model for longitudinal and survival time data***by*Chin-Tsang Chiang**171-185 Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models***by*Xiuli Wang & Gaorong Li & Lu Lin**187-209 Robust explicit estimators of Weibull parameters***by*Kris Boudt & Derya Caliskan & Christophe Croux**211-230 Estimation and testing for a Poisson autoregressive model***by*Fukang Zhu & Dehui Wang**231-253 Testing equality restrictions in generalized linear models for multinomial data***by*M. Pardo**255-274 A directional test of exponentiality based on maximum correlations***by*Aurea Grané & Josep Fortiana

### 2011, Volume 73, Issue 1

**1-22 A class of statistical models to weaken independence in two-way contingency tables***by*Enrico Carlini & Fabio Rapallo**23-41 On the existence of maximum likelihood estimates in random effects models for clustered multivariate binary data***by*David Todem & KyungMann Kim**43-59 One optional observation inflates α by $${100/\sqrt{n}}$$ per cent***by*Lutz Mattner

**0**| 1| 2| 3| 4| 5| 6| 7