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March 2021, Volume 30, Issue 1
- 331-357 Outlier robust small domain estimation via bias correction and robust bootstrapping
by G. Bertarelli & R. Chambers & N. Salvati - 359-373 Can Bayesian, confidence distribution and frequentist inference agree?
by Erlis Ruli & Laura Ventura
December 2020, Volume 29, Issue 4
- 669-708 An alternative semiparametric model for spatial panel data
by Román Mínguez & Roberto Basile & María Durbán - 709-725 Nearest neighbors estimation for long memory functional data
by Lihong Wang - 727-744 Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies
by Piotr Kokoszka & Hieu Nguyen & Haonan Wang & Liuqing Yang - 745-765 PC priors for residual correlation parameters in one-factor mixed models
by Massimo Ventrucci & Daniela Cocchi & Gemma Burgazzi & Alex Laini - 767-786 Context-specific independencies in hierarchical multinomial marginal models
by Federica Nicolussi & Manuela Cazzaro - 787-812 Monitoring rare categories in sentiment and opinion analysis: a Milan mega event on Twitter platform
by Anna Calissano & Simone Vantini & Marika Arena - 813-843 A general piecewise multi-state survival model: application to breast cancer
by Juan Eloy Ruiz-Castro & Mariangela Zenga - 845-869 Modified LASSO estimators for time series regression models with dependent disturbances
by Yujie Xue & Masanobu Taniguchi - 871-897 A copula-based method of classifying individuals into binary disease categories using dependent biomarkers
by Shofiqul Islam & Sonia Anand & Jemila Hamid & Lehana Thabane & Joseph Beyene - 899-912 A weighted $$\chi ^2$$ χ 2 test to detect the presence of a major change point in non-stationary Markov chains
by Alessandra Micheletti & Giacomo Aletti & Giulia Ferrandi & Danilo Bertoni & Daniele Cavicchioli & Roberto Pretolani - 913-936 Regression for compositions based on a generalization of the Dirichlet distribution
by Monique Graf - 937-954 Sliced inverse median difference regression
by Stephen Babos & Andreas Artemiou - 955-982 Multivariate power series interpoint distances
by Reza Modarres & Yu Song
September 2020, Volume 29, Issue 3
- 427-446 Influence function-based empirical likelihood and generalized confidence intervals for the Lorenz curve
by Yuyin Shi & Bing Liu & Gengsheng Qin - 447-482 On firm size distribution: statistical models, mechanisms, and empirical evidence
by Anna Maria Fiori - 483-514 A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models
by Francesco Giordano & Pietro Coretto - 515-525 Exact confidence limits for proportion difference in clinical trials with bilateral outcome
by Guogen Shan - 527-552 A generalized mixture integer-valued GARCH model
by Huiyu Mao & Fukang Zhu & Yan Cui - 553-580 Variable selection techniques after multiple imputation in high-dimensional data
by Faisal Maqbool Zahid & Shahla Faisal & Christian Heumann - 581-596 Combining permutation tests to rank systemically important banks
by Lorenzo Frattarolo & Francesca Parpinel & Claudio Pizzi - 597-617 Beliefs and needs of academic teachers: a latent class analysis
by Silvia Bacci & Bruno Bertaccini & Alessandra Petrucci - 619-649 Identifying atypically expressed chromosome regions using RNA-Seq data
by Vinícius Diniz Mayrink & Flávio B. Gonçalves - 651-668 Distributions of powers of the central beta matrix variates and applications
by Thu Pham-Gia & Duong Thanh Phong & Dinh Ngoc Thanh
June 2020, Volume 29, Issue 2
- 211-236 One or more rates of ageing? The extended gamma-Gompertz model (EGG)
by Giambattista Salinari & Gustavo De Santis - 237-263 What finite-additivity can add to decision theory
by Mark J. Schervish & Teddy Seidenfeld & Rafael B. Stern & Joseph B. Kadane - 265-288 Planning step-stress test plans under Type-I hybrid censoring for the log-location-scale distribution
by Chien-Tai Lin & Cheng-Chieh Chou & N. Balakrishnan - 289-307 Testing the equality of matrix distributions
by Lingzhe Guo & Reza Modarres - 309-333 Loss-based approach to two-piece location-scale distributions with applications to dependent data
by Fabrizio Leisen & Luca Rossini & Cristiano Villa - 335-355 Bayesian propensity score analysis for clustered observational data
by Qi Zhou & Catherine McNeal & Laurel A. Copeland & Justin P. Zachariah & Joon Jin Song - 357-371 Testing for boundary conditions in case of fractionally integrated processes
by Margherita Gerolimetto & Stefano Magrini - 373-395 Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach
by F. Marta L. Di Lascio & Andrea Menapace & Maurizio Righetti - 397-397 Correction to: Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach
by F. Marta L. Di Lascio & Andrea Menapace & Maurizio Righetti - 399-425 Analysing the course of public trust via hidden Markov models: a focus on the Polish society
by Fulvia Pennoni & Ewa Genge
March 2020, Volume 29, Issue 1
- 1-24 On the estimation of the Lorenz curve under complex sampling designs
by Pier Luigi Conti & Alberto Iorio & Alessio Guandalini & Daniela Marella & Paola Vicard & Vincenzina Vitale - 25-48 Nonparametric imputation method for nonresponse in surveys
by Caren Hasler & Radu V. Craiu - 49-78 Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models
by Roberto Mari & Roberto Rocci & Stefano Antonio Gattone - 79-99 Covariance matrix estimation in a seemingly unrelated regression model under Stein’s loss
by Shun Matsuura & Hiroshi Kurata - 101-128 Spatial prediction and spatial dependence monitoring on georeferenced data streams
by Antonio Balzanella & Antonio Irpino - 129-139 A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process
by Maddalena Cavicchioli - 141-171 Prediction of risks of sequence of events using multistage proportional hazards model: a marginal-conditional modelling approach
by Rafiqul I. Chowdhury & M. Ataharul Islam - 173-185 Cyber risk measurement with ordinal data
by Silvia Facchinetti & Paolo Giudici & Silvia Angela Osmetti - 187-207 Decomposition by subpopulations of the Zenga-84 inequality curve and the related index $$\zeta $$ζ: an application to 2014 Bank of Italy survey
by Francesco Porro & Michele Zenga
December 2019, Volume 28, Issue 4
- 571-591 Mutual association measures
by Claudio G. Borroni - 593-623 Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions
by Dariush Najarzadeh - 625-653 BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices
by Yuvraj Sunecher & Naushad Mamode Khan & Miroslav M. Ristić & Vandna Jowaheer - 655-678 Single index quantile regression for censored data
by Eliana Christou & Michael G. Akritas - 679-693 Dynamic partially functional linear regression model
by Jiang Du & Hui Zhao & Zhongzhan Zhang - 695-722 Estimation of the volume under the ROC surface in presence of nonignorable verification bias
by Khanh To Duc & Monica Chiogna & Gianfranco Adimari - 723-747 Modelling of lung cancer survival data for critical illness insurances
by Joanna Dȩbicka & Beata Zmyślona - 749-767 Zero-one augmented beta and zero-inflated discrete models with heterogeneous dispersion for the analysis of student academic performance
by Hildete P. Pinheiro & Rafael P. Maia & Eufrásio A. Lima Neto & Mariana Rodrigues-Motta
September 2019, Volume 28, Issue 3
- 385-387 Editorial
by Tommaso Proietti - 389-435 The class of cub models: statistical foundations, inferential issues and empirical evidence
by Domenico Piccolo & Rosaria Simone - 437-439 Comment on: The class of CUB models: statistical foundations, inferential issues and empirical evidence
by Francesco Bartolucci & Fulvia Pennoni - 441-444 Discussion of “The class of CUB models: statistical foundations, inferential issues and empirical evidence”
by Roberto Colombi & Sabrina Giordano & Anna Gottard - 445-449 The class of CUB models: statistical foundations, inferential issues and empirical evidence
by Alan Agresti & Maria Kateri - 451-456 Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence
by Tommaso Proietti - 457-458 A review of: The class of CUB models: statistical foundations, inferential issues and empirical evidence by Domenico Piccolo and Rosaria Simone
by Ron Kenett - 459-463 Discussion of ‘The class of CUB models: statistical foundations, inferential issues and empirical evidence’ by Domenico Piccolo and Rosaria Simone
by Leonardo Grilli & Carla Rampichini - 465-470 Discussion of “The class of cub models: statistical foundations, inferential issues and empirical evidence” by Domenico Piccolo and Rosaria Simone
by Marica Manisera & Paola Zuccolotto - 471-475 Comments on The class of cub models: statistical foundations, inferential issues and empirical evidence by D. Piccolo and R. Simone
by Gerhard Tutz - 477-493 Rejoinder to the discussion of “The class of cub models: statistical foundations, inferential issues and empirical evidence”
by Domenico Piccolo & Rosaria Simone - 495-506 The multiple Cantelli inequalities
by Haruhiko Ogasawara - 507-539 Multivariate ordinal regression models: an analysis of corporate credit ratings
by Rainer Hirk & Kurt Hornik & Laura Vana - 541-569 Real and financial cycles: estimates using unobserved component models for the Italian economy
by Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini
June 2019, Volume 28, Issue 2
- 187-215 A model-based fuzzy analysis of questionnaires
by E. Nardo & R. Simone - 217-240 Functional data analysis: local linear estimation of the $$L_1$$ L 1 -conditional quantiles
by Fahimah A. Al-Awadhi & Zoulikha Kaid & Ali Laksaci & Idir Ouassou & Mustapha Rachdi - 241-257 The B-exponential divergence and its generalizations with applications to parametric estimation
by Taranga Mukherjee & Abhijit Mandal & Ayanendranath Basu - 259-280 A rate of consistency for nonparametric estimators of the distribution function based on censored dependent data
by Nour El Houda Rouabah & Nahima Nemouchi & Fatiha Messaci - 281-299 Modeling of the ARMA random effects covariance matrix in logistic random effects models
by Keunbaik Lee & Hoimin Jung & Jae Keun Yoo - 301-322 A k-means procedure based on a Mahalanobis type distance for clustering multivariate functional data
by Andrea Martino & Andrea Ghiglietti & Francesca Ieva & Anna Maria Paganoni - 323-358 Bayesian variable selection in linear regression models with non-normal errors
by Saverio Ranciati & Giuliano Galimberti & Gabriele Soffritti - 359-383 Reconstructing missing data sequences in multivariate time series: an application to environmental data
by Maria Lucia Parrella & Giuseppina Albano & Michele La Rocca & Cira Perna
March 2019, Volume 28, Issue 1
- 1-25 Sample selection when a multivariate set of size measures is available
by R. Benedetti & M. S. Andreano & F. Piersimoni - 27-56 Sample selection models for discrete and other non-Gaussian response variables
by Adelchi Azzalini & Hyoung-Moon Kim & Hea-Jung Kim - 57-76 Mantel–Haenszel estimators of a common odds ratio for multiple response data
by Thomas Suesse & Ivy Liu - 77-99 Nonparametric series density estimation and testing
by Patrick Marsh - 101-101 Correction to: Nonparametric series density estimation and testing
by Patrick Marsh - 103-118 On Wald tests for differential item functioning detection
by Michela Battauz - 119-142 Backtesting VaR and expectiles with realized scores
by Fabio Bellini & Ilia Negri & Mariya Pyatkova - 143-155 Modeling right-censored medical cost data in regression and the effects of covariates
by Lu Deng & Wendy Lou & Nicholas Mitsakakis - 157-185 Random forest-based approach for physiological functional variable selection for driver’s stress level classification
by Neska Haouij & Jean-Michel Poggi & Raja Ghozi & Sylvie Sevestre-Ghalila & Mériem Jaïdane
December 2018, Volume 27, Issue 4
- 559-587 The power of monitoring: how to make the most of a contaminated multivariate sample
by Andrea Cerioli & Marco Riani & Anthony C. Atkinson & Aldo Corbellini - 589-594 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”
by Jakob Raymaekers & Peter J. Rousseeuw & Iwein Vranckx - 595-602 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
by Stephane Heritier & Maria-Pia Victoria-Feser - 603-604 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
by Ricardo A. Maronna & Víctor J. Yohai - 605-608 Comments on “The power of monitoring: how to make the most of a contaminated multivariate sample”
by L. A. García-Escudero & A. Gordaliza & C. Matrán & A. Mayo-Iscar - 609-619 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
by Claudio Agostinelli & Luca Greco - 621-623 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
by Christophe Croux - 625-629 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”
by Simon J. Sheather & Joseph W. McKean - 631-639 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
by Valentin Todorov - 641-649 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”
by Domenico Perrotta & Francesca Torti - 651-660 The power of (extended) monitoring in robust clustering
by Alessio Farcomeni & Francesco Dotto - 661-666 Rejoinder to the discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”
by Andrea Cerioli & Marco Riani & Anthony C. Atkinson & Aldo Corbellini - 667-688 Wavelet regression estimations with strong mixing data
by Junke Kou & Youming Liu - 689-714 Testing for an excessive number of zeros in time series of bounded counts
by Hee-Young Kim & Christian H. Weiß & Tobias A. Möller - 715-734 Box–Cox t random intercept model for estimating usual nutrient intake distributions
by Giovana Fumes-Ghantous & Silvia L. P. Ferrari & José Eduardo Corrente
August 2018, Volume 27, Issue 3
- 365-384 On multivariate quantile regression analysis
by Jean-Paul Chavas - 385-406 On score vector- and residual-based CUSUM tests in ARMA–GARCH models
by Haejune Oh & Sangyeol Lee - 407-435 Modelling of low count heavy tailed time series data consisting large number of zeros and ones
by Raju Maiti & Atanu Biswas & Bibhas Chakraborty - 437-454 Most stable sample size determination in clinical trials
by Ali Karimnezhad & Ahmad Parsian - 455-477 A note on variable selection in functional regression via random subspace method
by Łukasz Smaga & Hidetoshi Matsui - 479-490 Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals
by Ruidong Han & Xinghui Wang & Shuhe Hu - 491-513 Clustering of financial instruments using jump tail dependence coefficient
by Chen Yang & Wenjun Jiang & Jiang Wu & Xin Liu & Zhichuan Li - 515-543 Quis custiodet ipsos custodes? How to detect and correct teacher cheating in Italian student data
by Sergio Longobardi & Patrizia Falzetti & Margherita Maria Pagliuca - 545-557 Prognostic assessment of repeatedly measured time-dependent biomarkers, with application to dilated cardiomyopathy
by Giulia Barbati & Alessio Farcomeni
June 2018, Volume 27, Issue 2
- 175-206 Nonparametric Bayesian inference in applications
by Peter Müeller & Fernando A. Quintana & Garritt Page - 207-218 Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics
by Jim Griffin & Maria Kalli & Mark Steel - 219-225 Discussion of paper “nonparametric Bayesian inference in applications” by Peter Müller, Fernando A. Quintana and Garritt L. Page
by Athanasios Kottas - 227-230 Discussion on the paper by Peter Müller, Fernando A. Quintana, and Garritt L. Page
by Seongil Jo & Jaeyong Lee - 231-238 Computational challenges and temporal dependence in Bayesian nonparametric models
by Raffaele Argiento & Matteo Ruggiero - 239-251 More nonparametric Bayesian inference in applications
by Michele Guindani & Wesley O. Johnson - 253-276 Multiplicative bias correction for discrete kernels
by Lynda Harfouche & Smail Adjabi & Nabil Zougab & Benedikt Funke - 277-295 Objective Bayesian analysis for the multivariate skew-t model
by Antonio Parisi & B. Liseo - 297-318 Decomposition of cumulative chi-squared statistics, with some new tools for their interpretation
by Luigi D’Ambra & Pietro Amenta & Antonello D’Ambra - 319-332 Adjusted blockwise empirical likelihood for long memory time series models
by Feifan Jiang & Lihong Wang - 333-362 Bayes and maximum likelihood for $$L^1$$ L 1 -Wasserstein deconvolution of Laplace mixtures
by Catia Scricciolo - 363-364 Correction to: A genealogy of Florence Nightingale, Charles Darwin, Francis Galton and Francis Ysidro Edgeworth with special reference to their Italian connections and an annexe on Beatrice Webb and Charles Booth
by Richard William Farebrother
March 2018, Volume 27, Issue 1
- 1-24 Two-scale spatial models for binary data
by Cécile Hardouin & Noel Cressie - 25-44 Testing for sub-models of the skew t-distribution
by Thomas J. DiCiccio & Anna Clara Monti - 45-68 The Tempered Discrete Linnik distribution
by Lucio Barabesi & Carolina Becatti & Marzia Marcheselli - 69-89 Likelihood-based risk estimation for variance-gamma models
by Marco Bee & Maria Michela Dickson & Flavio Santi - 91-108 Bayesian analysis of dynamic panel data by penalized quantile regression
by Ali Aghamohammadi - 109-130 Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness
by Víctor M. Guerrero & Daniela Cortés Toto & Hortensia J. Reyes Cervantes - 131-150 Dynamic factor analysis for short panels: estimating performance trajectories for water utilities
by Nikolaos Zirogiannis & Yorghos Tripodis - 151-173 Evaluation of long-term health care services through a latent Markov model with covariates
by Giorgio E. Montanari & Silvia Pandolfi
November 2017, Volume 26, Issue 4
- 507-529 Empirical likelihood ratio in penalty form and the convex hull problem
by Roberto Baragona & Francesco Battaglia & Domenico Cucina - 531-555 Small area estimation based on M-quantile models in presence of outliers in auxiliary variables
by Stefano Marchetti & Caterina Giusti & Nicola Salvati & Monica Pratesi - 557-581 Benchmarking techniques for reconciling Bayesian small area models at distinct geographic levels
by Ryan Janicki & Andrew Vesper - 583-608 Transformation approaches of linear random-effects models
by Yongge Tian - 609-628 Multiple treatment comparisons in analysis of covariance with interaction
by Frank Schaarschmidt - 629-648 Distribution-dependent and distribution-free confidence intervals for the variance
by Brent D. Burch - 649-672 Robust skew-t factor analysis models for handling missing data
by Wan-Lun Wang & Min Liu & Tsung-I Lin
August 2017, Volume 26, Issue 3
- 333-359 Random-intercept misspecification in generalized linear mixed models for binary responses
by Shun Yu & Xianzheng Huang - 361-382 Multivariate posterior singular spectrum analysis
by Ilkka Launonen & Lasse Holmström - 383-401 Modeling data with a truncated and inflated Poisson distribution
by Min-Hsiao Tsai & Ting Hsiang Lin - 403-418 $$D_s$$ D s -optimality in copula models
by Elisa Perrone & Andreas Rappold & Werner G. Müller - 419-435 On the effect of dependency in information properties of series and parallel systems
by Abdolsaeed Toomaj - 437-452 Estimation and asymptotic covariance matrix for stochastic volatility models
by Maddalena Cavicchioli - 453-483 Term structure forecasting in affine framework with time-varying volatility
by Wali Ullah - 485-505 Statistical matching and uncertainty analysis in combining household income and expenditure data
by Pier Luigi Conti & Daniela Marella & Andrea Neri
June 2017, Volume 26, Issue 2
- 181-213 Divergence based robust estimation of the tail index through an exponential regression model
by Abhik Ghosh - 215-229 On functional central limit theorems of Bayesian nonparametric priors
by Luai Al Labadi & Ibrahim Abdelrazeq - 231-250 Z-process method for change point problems with applications to discretely observed diffusion processes
by Ilia Negri & Yoichi Nishiyama - 251-272 Discriminating membrane proteins using the joint distribution of length sums of success and failure runs
by Sotirios Bersimis & Athanasios Sachlas & Pantelis G. Bagos - 273-292 High dimensional extension of the growth curve model and its application in genetics
by Sayantee Jana & Narayanaswamy Balakrishnan & Dietrich Rosen & Jemila Seid Hamid - 293-316 Gender wage inequalities in Switzerland: the public versus the private sector
by Mihaela Catalina Anastasiade & Yves Tillé - 317-332 Combining micro and macro data in hedonic price indexes
by Esmeralda A. Ramalho & Joaquim J. S. Ramalho & Rui Evangelista
March 2017, Volume 26, Issue 1
- 1-18 Improved multivariate prediction regions for Markov process models
by Paolo Vidoni - 19-47 Rate of uniform consistency for a class of mode regression on functional stationary ergodic data
by Mohamed Chaouch & Naâmane Laïb & Djamal Louani - 49-79 Population size estimation and heterogeneity in capture–recapture data: a linear regression estimator based on the Conway–Maxwell–Poisson distribution
by Orasa Anan & Dankmar Böhning & Antonello Maruotti - 81-112 On the $$L_p$$ L p norms of kernel regression estimators for incomplete data with applications to classification
by Timothy Reese & Majid Mojirsheibani - 113-133 On the decomposition by sources of the Zenga 1984 point and synthetic inequality indexes
by Alberto Arcagni - 135-156 Testing economic convergence in non-stationary panel
by Abdou-Aziz Niang - 157-180 Heterogeneity, school-effects and the North/South achievement gap in Italian secondary education: evidence from a three-level mixed model
by Tommaso Agasisti & Francesca Ieva & Anna Maria Paganoni
November 2016, Volume 25, Issue 4
- 501-517 Latent class models for ecological inference on voters transitions
by Roberto Colombi & Antonio Forcina - 519-564 Additive model selection
by Umberto Amato & Anestis Antoniadis & Italia De Feis - 565-579 A statistical method for synthesizing mediation analyses using the product of coefficient approach across multiple trials
by Shi Huang & David P. MacKinnon & Tatiana Perrino & Carlos Gallo & Gracelyn Cruden & C. Hendricks Brown - 581-599 Methods to test for equality of two normal distributions
by Julian Frank & Bernhard Klar - 601-621 An alternative to unrelated randomized response techniques with logistic regression analysis
by Shu-Hui Hsieh & Shen-Ming Lee & Chin-Shang Li & Su-Hao Tu - 623-649 On comparison of dispersion matrices of estimators under a constrained linear model
by Yongge Tian & Wenxing Guo - 651-673 Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields
by Claudio Durastanti - 675-683 Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large
by Cheng Hsiao & Qiankun Zhou
August 2016, Volume 25, Issue 3
- 395-420 On periodic time-varying bilinear processes: structure and asymptotic inference
by Abdelouahab Bibi & Ahmed Ghezal - 421-432 Statistical inference for homologous gene pairs between two circular genomes: a new circular–circular regression model
by Ashis SenGupta & Sungsu Kim - 453-475 Outlier detection and accommodation in general spatial models
by Xiaowen Dai & Libin Jin & Anqi Shi & Lei Shi - 477-499 A method for K-Means seeds generation applied to text mining
by Daniel Velez & Jorge Sueiras & Alejandro Ortega & Jose F. Velez
March 2016, Volume 25, Issue 1
- 1-4 Advanced methods for space–time environmental data
by Alessandro Fassò & Abdel El-Shaarawi & Maria Ranalli - 1-4 Advanced methods for space–time environmental data
by Alessandro Fassò & Abdel El-Shaarawi & Maria Giovanna Ranalli - 5-20 Space-time short- to medium-term wind speed forecasting
by Daniel Ambach & Carsten Croonenbroeck - 5-20 Space-time short- to medium-term wind speed forecasting
by Daniel Ambach & Carsten Croonenbroeck - 21-37 Covariance tapering for multivariate Gaussian random fields estimation
by M. Bevilacqua & A. Fassò & C. Gaetan & E. Porcu & D. Velandia - 39-54 Optimal sampling for spatial prediction of functional data
by Martha Bohorquez & Ramón Giraldo & Jorge Mateu - 55-73 A non-homogeneous skew-Gaussian Bayesian spatial model
by Hossein Boojari & Majid Khaledi & Firoozeh Rivaz - 75-88 Non-parametric regression on compositional covariates using Bayesian P-splines
by Francesca Bruno & Fedele Greco & Massimo Ventrucci - 75-88 Non-parametric regression on compositional covariates using Bayesian P-splines
by Francesca Bruno & Fedele Greco & Massimo Ventrucci - 89-105 Estimation of river and stream temperature trends under haphazard sampling
by Brian Gray & Vyacheslav Lyubchich & Yulia Gel & James Rogala & Dale Robertson & Xiaoqiao Wei - 107-124 Spatial–temporal modellization of the $$\hbox {NO}_{2}$$ NO 2 concentration data through geostatistical tools
by Raquel Menezes & Helena Piairo & Pilar García-Soidán & Inês Sousa - 107-124 Spatial–temporal modellization of the $$\hbox {NO}_{2}$$ NO 2 concentration data through geostatistical tools
by Raquel Menezes & Helena Piairo & Pilar García-Soidán & Inês Sousa - 125-141 New compactly supported spatiotemporal covariance functions from SPDEs
by M. Ruiz-Medina & J. Angulo & G. Christakos & R. Fernández-Pascual - 143-161 Spatio-temporal statistical analysis of the carbon budget of the terrestrial ecosystem
by Patrick Vetter & Wolfgang Schmid & Reimund Schwarze - 143-161 Spatio-temporal statistical analysis of the carbon budget of the terrestrial ecosystem
by Patrick Vetter & Wolfgang Schmid & Reimund Schwarze
November 2015, Volume 24, Issue 4
- 523-546 Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing
by David Bickel - 547-568 Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities
by Mahdi Salehi & Mahdi Doostparast - 569-596 On the efficiency of Gini’s mean difference
by Carina Gerstenberger & Daniel Vogel - 597-622 Local polynomial modelling of the conditional quantile for functional data
by Fatiha Messaci & Nahima Nemouchi & Idir Ouassou & Mustapha Rachdi - 623-649 Cluster-weighted $$t$$ t -factor analyzers for robust model-based clustering and dimension reduction
by Sanjeena Subedi & Antonio Punzo & Salvatore Ingrassia & Paul McNicholas - 651-669 Reconciliation of systems of time series according to a growth rates preservation principle
by Tommaso Fonzo & Marco Marini - 671-695 Multiple seasonal cycles forecasting model: the Italian electricity demand
by Mauro Bernardi & Lea Petrella
September 2015, Volume 24, Issue 3
- 359-372 A new method for adding two parameters to a family of distributions with application to the normal and exponential families
by H. Barakat - 373-386 A randomized two stage allocation for continuous response clinical trials
by Rahul Bhattacharya & Madhumita Shome - 387-409 Analysis of an outcome-dependent enriched sample: hypothesis tests
by Christopher Vahl & Qing Kang - 411-426 Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix
by Xue-ping Chen & Jin-Guan Lin & Xiao-di Wang & Xing-fang Huang - 427-447 Adaptive designs with arbitrary dependence structure based on Fisher’s combination test
by René Schmidt & Andreas Faldum & Joachim Gerß - 449-474 A new powerful version of the BUS test of normality
by Aldo Goia & Ernesto Salinelli & Pascal Sarda - 475-490 Wild bootstrap tests for unit root in ESTAR models
by Daiki Maki - 491-505 D-optimal experimental designs for a growth model applied to a Holstein-Friesian dairy farm
by Santiago Campos-Barreiro & Jesús López-Fidalgo