# Springer

# Statistical Papers

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### 2009, Volume 50, Issue 4

**847-854 Admissibility and linear sufficiency in linear model with nuisance parameters***by*Augustyn Markiewicz & Simo Puntanen**855-868 On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models***by*Andrzej Michalski**869-885 L models and multiple regressions designs***by*Elsa Moreira & João Mexia & Miguel Fonseca & Roman Zmyślony**887-893 Rank correlation estimators and their limiting distributions***by*Wojciech Niemiro & Wojciech Rejchel**895-904 Analysis of an European union election using principal component analysis***by*Paulo Rodrigues & Ana Lima**905-916 Tests of additivity in mixed and fixed effect two-way ANOVA models with single sub-class numbers***by*Dieter Rasch & Thomas Rusch & Marie Šimečková & Klaus Kubinger & Karl Moder & Petr Šimeček**917-941 Some comments on Latin squares and on Graeco-Latin squares, illustrated with postage stamps and old playing cards***by*George Styan & Christian Boyer & Ka Chu**943-962 Heteroscedastic ANOVA: old p values, new views***by*Julia Volaufova

### 2009, Volume 50, Issue 3

**455-464 Estimation of the variance when kurtosis is known***by*Eshetu Wencheko & Honest Chipoyera**465-480 Robust Bayesian bonus-malus premiums under the conditional specification model***by*Emilio Déniz & José Sarabia & F. Vázquez Polo**481-499 Inference in mixed proportional hazard models with K random effects***by*Guillaume Horny**501-509 $${\mathcal{L}}_p$$ loss functions: a robust bayesian approach***by*J. Arias-Nicolás & J. Martín & A. Suárez-Llorens**511-525 Optimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errors***by*Shahjahan Khan**527-551 Testing interaction in some predator–prey populations***by*Sévérien Nkurunziza**553-568 An analysis of quantile measures of kurtosis: center and tails***by*Samuel Kotz & Edith Seier**569-580 A unified approach of testing for discrete and continuous Pareto laws***by*Simos Meintanis**581-592 Moments of the product and ratio of two correlated chi-square variables***by*Anwar Joarder**593-604 Statistical inference of the efficient frontier for dependent asset returns***by*Taras Bodnar & Wolfgang Schmid & Taras Zabolotskyy**605-615 The product t density distribution arising from the product of two Student’s t PDFs***by*Saralees Nadarajah**617-622 Useful moment and CDF formulations for the COM–Poisson distribution***by*Saralees Nadarajah**623-631 Asymptotic optimality of a two-stage procedure in Bayes sequential estimation***by*Leng-Cheng Hwang & Jeng-Fu Liu**633-638 Estimation in singular partitioned, reduced or transformed linear models***by*Radosław Kala & Paweł Pordzik**639-647 An alternative stochastic restricted Liu estimator in linear regression***by*Hu Yang & Jianwen Xu**649-660 A confidence set for that x-coordinate where a quadratic regression model has a given gradient***by*Martin Bachmaier**661-672 Estimating a sensitive proportion through randomized response procedures based on auxiliary information***by*Giancarlo Diana & Pier Perri**673-675 Phillip I. Good (2005): Introduction to Statistics Through Resampling Methods and R/S-PLUS (Paperback)/ Phillip I. Good (2005): Introduction to Statistics Through Resampling Methods and Microsoft Office Excel (Paperback)***by*Wolfgang Polasek**677-679 Uwe Hassler (2007): Stochastische Integration und Zeitreihenmodellierung***by*Christoph Hanck**681-682 Sandrine Dudoit, Mark J. van der Laan (2008): Multiple Testing Procedures with Applications to Genomics***by*Holger Schwender**683-683 G. K. Kanji (2006): 100 Statistical Tests***by*R. Viertl**685-685 Nanny Wermuth, Reinhold Streit (2006): Einführung in statistische Analysen. Fragen beantworten mit Hilfe von Daten***by*R. Viertl**691-691 On inverse sampling without replacement***by*M. Espejo & H. Singh & S. Saxena & Götz Trenkler

### 2009, Volume 50, Issue 2

**225-248 The effect of tapering on the semiparametric estimators for nonstationary long memory processes***by*Leïla Nouira & Mohamed Boutahar & Vêlayoudom Marimoutou**249-259 Modified inference about the mean of the exponential distribution using moving extreme ranked set sampling***by*Walid Abu-Dayyeh & Esam Al Sawi**261-276 On the sufficient statistics for multivariate ARMA models: approximate approach***by*M. Kharrati-Kopaei & A. Nematollahi & Z. Shishebor**277-300 Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model***by*M. Menéndez & L. Pardo & M. Pardo**301-309 Ratio estimator for the population mean using ranked set sampling***by*Cem Kadilar & Yesim Unyazici & Hulya Cingi**311-321 Modeling stock markets’ volatility using GARCH models with Normal, Student’s t and stable Paretian distributions***by*José Curto & José Pinto & Gonçalo Tavares**323-338 The type I distribution of the ratio of independent “Weibullized” generalized beta-prime variables***by*Andriëtte Bekker & Jacobus Roux & Thu Pham-Gia**339-361 Non-parametric estimation of lifetime distribution of competing risk models when censoring times are missing***by*P. Sankaran & Ansa Antony**363-372 Sequential estimation of a location parameter from delayed observations***by*Alicja Jokiel-Rokita & Agnieszka Stępień**373-382 Regression modelling of the flows in an input–output table with accounting constraints***by*Nicola Falocci & Renato Paniccià & Elena Stanghellini**383-391 Construction of non-exchangeable bivariate distribution functions***by*Fabrizio Durante**393-402 Noninformative priors for the normal variance ratio***by*D. Kim & S. Kang & W. Lee**403-405 A characterization of the exponential distribution by means of coincidence of location and truncated densities***by*Shaul Bar-Lev & Benzion Boukai**407-418 On generalized order statistics from linear exponential distribution and its characterization***by*M. Mahmoud & H. Al-Nagar**419-428 Exponential inequality for negatively associated random variables***by*H. Nooghabi & H. Azarnoosh**429-439 Distribution-free prediction intervals for the future current record statistics***by*Mohammad Raqab**441-443 Comment on the paper by A. H. Joarder***by*Saralees Nadarajah**445-446 Crawley MJ (2007) The R Book***by*Uwe Ligges**447-448 Antony Unwin, Martin Theus and Heike Hofmann: Graphics of Large Datasets: Visualizing a Million***by*Ricardo Maronna**449-450 Ghosh, Jayanta K., Delampady, Mohan, Samanta, Tapas: An introduction to Bayesian analysis, theory and methods***by*Wolfgang Polasek**451-452 Kevin Kim, Neil Timm: Univariate and Multivariate General Linear Models Theory and Applications with SAS; Second Edition***by*Rainer Schlittgen**453-454 Robert Gentleman, Vincent Carey, Wolfgang Huber, Rafael Irizarry, Sandrine Dudoit (2005): Bioinformatics and Computational Biology Solutions Using R and Bioconductor***by*Jörg Rahnenführer

### 2009, Volume 50, Issue 1

**1-12 Information matrix for a mixture of two Laplace distributions***by*Dongseok Choi & Saralees Nadarajah**13-28 Nonparametric control chart based on change-point model***by*Chunguang Zhou & Changliang Zou & Yujuan Zhang & Zhaojun Wang**29-49 Weibull extension of bivariate exponential regression model with different frailty distributions***by*David Hanagal**51-65 The use of Andrews curves for detecting the out-of-control variables when a multivariate control chart signals***by*Petros Maravelakis & Sotirios Bersimis**67-80 Consistency of minimizing a penalized density power divergence estimator for mixing distribution***by*Taewook Lee & Sangyeol Lee**81-100 Robust estimation of multivariate regression model***by*Jiantao Li & Min Zheng**101-118 On MSE of EBLUP***by*Tomasz Ża̧dło**119-136 Weibull inference using trimmed samples and prior information***by*Arturo Fernández**137-149 Bayes prediction based on right censored data***by*Lichun Wang & Noël Veraverbeke**151-160 Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted***by*Kazuhiro Ohtani & Alan Wan**161-170 Accuracy of approximate progressively censored reliability sampling plans for exponential models***by*Carlos Pérez-González & Arturo Fernández**171-175 On the distribution of the sum of independent uniform random variables***by*S. Sadooghi-Alvandi & A. Nematollahi & R. Habibi**177-183 More on the distribution of the sum of uniform random variables***by*Heinrich Potuschak & Werner Müller**185-193 A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss–Markov model***by*Jarkko Isotalo & Simo Puntanen**195-202 On a criticism of the profile likelihood function***by*José Montoya & Eloísa Díaz-Francés & David Sprott**203-208 A distribution function estimator for the difference of order statistics from two independent samples***by*Alan Hutson**209-211 Comment on the paper by Shakil et al***by*Saralees Nadarajah**213-214 Robert E. Weiss (2006): Modeling longitudinal data***by*Liqun Wang**215-216 Marc S. Palella: Fundamental probability. A computational approach***by*Roland Fried**217-218 Michael J. Campbell, David Machin and Stephen J. Walters (2007): Medical Statistics, a Textbook for the Health Sciences, 4th edition***by*Sylvia Lenz**219-220 Peter Sprent and Nigel C. Smeeton (2007): Applied Nonparametric Statistical Methods, 4th edition***by*Christine Duller

### 2008, Volume 49, Issue 4

**603-618 Bounds for expectations of concomitants***by*Andrzej Okolewski & Marek Kaluszka**619-635 Time series with discrete semistable marginals***by*Nadjib Bouzar & K. Jayakumar**637-651 A note on inference for P(X > Y) for right truncated exponentially distributed data***by*L. Jiang & A. Wong**653-667 Factor analysis regression***by*Reinhold Kosfeld & Jørgen Lauridsen**669-689 A new biased estimator based on ridge estimation***by*Sadullah Sakallıoğlu & Selahattin Kaçıranlar**691-714 State space mixed models for longitudinal observations with binary and binomial responses***by*Claudia Czado & Peter Song**715-727 Cluster analysis using different correlation coefficients***by*Seong Chae & Chansoo Kim & Jong-Min Kim & William Warde**729-747 Distributions of the product and ratio of Maxwell and Rayleigh random variables***by*M. Shakil & B. Golam Kibria & Kuang-Chao Chang**749-767 Reversed hazard rate order of equilibrium distributions and a related aging notion***by*Xiaohu Li & Maochao Xu**769-778 The Balakrishnan skew–normal density***by*M. Sharafi & J. Behboodian**779-789 On proportional odds models***by*P. Sankaran & K. Jayakumar**791-796 An improved estimator to analyse missing data***by*S. González & M. Rueda & A. Arcos**797-798 Letter to the Editor***by*Manuel Franco & Juana-María Vivo**799-800 Walter Krämer, Olaf Schoffer, Lars Tschiersch: Datenanalyse mit SAS—Statistische Verfahren und ihre grafischen Aspekte***by*Bernd Richter**801-802 John F. Geweke (2005): Contemporary Bayesian econometrics and statistics (Wiley series in probability and statistics)***by*Wolfgang Polasek

### 2008, Volume 49, Issue 3

**399-419 Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models***by*Mariusz Grządziel**421-439 On a generalization to Marshall–Olkin scheme and its application to Burr type XII distribution***by*K. Jayakumar & Thomas Mathew**441-454 2 m 4 n designs with resolution III or IV containing clear two-factor interaction components***by*S. Zhao & R. Zhang**455-469 On estimation in conditional heteroskedastic time series models under non-normal distributions***by*Shuangzhe Liu & Chris Heyde**471-484 A note on GMM estimation of probit models with endogenous regressors***by*Joachim Wilde**485-502 A non-stationary integer-valued autoregressive model***by*Hee-Young Kim & Yousung Park**503-512 Comparisons of the r − k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion***by*M. Özkale & Selahattin Kaçıranlar**513-529 A family of shrinkage estimators for Weibull shape parameter in censored sampling***by*Housila Singh & Sharad Saxena & Harshada Joshi**531-552 Modelling count data with overdispersion and spatial effects***by*Susanne Gschlößl & Claudia Czado**553-564 On the natural restrictions in the singular Gauss–Markov model***by*Yongge Tian & M. Beisiegel & E. Dagenais & C. Haines**565-579 The accuracy of normal approximation in a heterogeneous panel data unit root test***by*Kristian Jönsson**581-593 A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity***by*Paulo Rodrigues & Antonio Rubia**595-596 Scherer B and Martin RD: Introduction to modern portfolio optimization with NUOPT and SPLUS and S+Bayes***by*Matthias Fischer**597-598 Thomas P. Ryan: Modern Experimental Design***by*Oliver Sailer

### 2008, Volume 49, Issue 2

**157-164 Unbiasedly estimating the total of a stigmatizing variable from a complex survey on permitting options for direct or randomized responses***by*Sanghamitra Pal**165-175 Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference***by*Alicja Jokiel-Rokita**177-190 Properties of systems with two exchangeable Pareto components***by*Jorge Navarro & Jose Ruiz & Carlos Sandoval**191-200 Asymptotic Equivalence of Seat Bias Models***by*Udo Schwingenschlögl**201-209 Normal and logistic random variables: distribution of the linear combination***by*Arjun Gupta & Saralees Nadarajah**211-224 Some useful integrals and their applications in correlation analysis***by*Anwar Joarder**225-236 Estimation of parameters of a right truncated exponential distribution***by*Ulhas Dixit & Parviz Nasiri**237-247 Amputation versus imputation of missing values through ratio method in sample surveys***by*H. Toutenburg & V. Srivastava & Shalabh**249-262 Improved estimators of common variance of p-populations when Kurtosis is known***by*Honest Chipoyera & Eshetu Wencheko**263-275 Estimation of parameters of bivariate normal distribution using concomitants of record values***by*Manoj Chacko & P. Thomas**277-289 Sampling design proportional to order statistic of auxiliary variable***by*Janusz Wywiał**291-301 Evidential inference based on record data and inter-record times***by*M. Arashi & M. Emadi**303-313 Bivariate semi α-Laplace distribution and processes***by*A. Kuttykrishnan & K. Jayakumar**315-332 Homogeneity testing in a Weibull mixture model***by*Karl Mosler & Christoph Scheicher**333-341 Highest posterior density estimation from multiply censored Pareto data***by*Arturo Fernández**343-351 A generalized semi-Pareto minification process***by*Miroslav Ristić**353-361 Partial duplication in two-level fractional factorial designs***by*Pen-Hwang Liau**363-376 Two-way ANOVA for the Watson distribution defined on the hypersphere***by*Adelaide Figueiredo**377-386 A group sequential test for the inverse Gaussian mean***by*Sevil Bacanli & Yaprak Demirhan**387-389 Comment on the paper by A. H. Joarder***by*Saralees Nadarajah**391-392 Comment on the paper by Y.H. Abdelkader***by*Saralees Nadarajah & Samuel Kotz**393-394 Franco Taroni, Colin Aitken, Paolo Garbolino, Alex Biedermann: Bayesian networks and probabilistic inference in forensic science (Statistics in Practice)***by*Wolfgang Polasek**395-396 Phillip I. Good, James W. Hardin, Common errors in statistics***by*Roland Fried**397-398 Jean-Michel Marin, Christian P. Robert: Bayesian Core. A Practical Approach to Computational Bayesian Statistics***by*Wolfgang Polasek

### 2008, Volume 49, Issue 1

**1-13 Dodge-roming AOQL plans for inspection by variables from numerical point of view***by*J. Klufa**15-36 Minimum phi-divergence estimators for loglinear models with linear constraints and multinomial sampling***by*N. Martín & L. Pardo**37-58 A modified estimator of population mean using power transformation***by*Housila Singh & Rajesh Tailor & Sarjinder Singh & Jong-Min Kim**59-85 Posterior analysis of lognormal regression models using the Gibbs sampler***by*S. Upadhyay & M. Peshwani**87-99 Nonnegative definite solutions to matrix equations with applications to multivariate test statistics***by*Akhil Vaish & N. Rao Chaganty**101-108 Characterization of distributions by conditional expectation of generalized order statistics***by*Philip Samuel**109-119 Distribution of extremes ofr th concomitant from the Morgenstern family***by*Johny Scaria & N. Unnikrishnan Nair**121-131 Estimation of the exponential mean time to failure under a weighted balanced loss function***by*A. Asgharzadeh & N. Sanjari Farsipour**133-137 On inverse sampling without replacement***by*M. Espejo & H. Singh & S. Saxena**139-146 Recurrence relations for the moments of order statistics from a beta distribution***by*P. Thomas & Philip Samuel**147-149 Book reviews***by*Shalabh & W. Polasek**133-137 On inverse sampling without replacement***by*M. Espejo & H. Singh & S. Saxena

### 2007, Volume 48, Issue 4

**543-557 A vector valued bivariate gini index for truncated distributions***by*E. Abdul-Sathar & R. Suresh & K. Nair**559-580 Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth***by*Kosei Fukuda**581-594 Some preservation results of NBUC aging property with applications***by*Xiaohu Li & Guoxin Qiu**595-608 Additive risk model with case-cohort sampled current status data***by*Shuangge Ma**609-629 Estimating a positive normal mean***by*Yogesh Tripathi & Somesh Kumar**631-653 A practical sampling approach for a Bayesian mixture model with unknown number of components***by*Liqun Wang & James Fu**655-681 Simulated classical tests in multinomial probit models***by*Andreas Ziegler**683-693 Some remarks on classical and bayesian reliability estimation of binomial and poisson distributions***by*Ajit Chaturvedi & Neeraj Tiwari & Sanjay Kumar**695-695 Extremes of nonexchangeability***by*Roger Nelsen**697-701 Book reviews***by*Wolfgang Polasek & Uwe Ligges & Karsten Luebke

### 2007, Volume 48, Issue 3

**357-383 Maximal invariant likelihood based testing of semi-linear models***by*Jahar Bhowmik & Maxwell King**385-402 Effect of neglected deterministic seasonality on unit root tests***by*Matei Demetrescu & Uwe Hassler**403-418 Mean-variance portfolios using Bayesian vector-autoregressive forcasts***by*Wolfgang Gohout & Katja Specht**419-436 Influence diagnostics for the Grubbs's model***by*Víctor Lachos & Filidor Vilca & Manuel Galea**437-457 Empirical likelihood for the difference of quantiles under censorship***by*Junshan Shen & Shuyuan He**459-466 Probability generating function of GPED 2***by*A. Bazargan-Lari**467-477 A nonparametric test for diagnosis of the proportionality assumption***by*Jong-Hoo Choi & Hyo-Il Park**479-489 Some characterizations of discrete distributions based on weak records***by*Katarzyna Danielak & Anna Dembińska**491-502 A note on the connection between uniformity and generalized minimum aberration***by*Hong Qin & Mingyao Ai**503-508 Hypercubic designs and applications***by*A. Thannippara & B. Kurian & D. Ghosh & S. Bagui & S. Mandal**509-522 Likelihood ratio tests for fuzzy hypotheses testing***by*Hamzeh Torabi & Javad Behboodian**523-523 On Christensen's conjecture***by*A. Gupta & T. Nguyen & L. Pardo**535-538 Book reviews***by*Wolfgang Polasek & W. Urfer & B. Golam Kibria

### 2007, Volume 48, Issue 2

**179-195 Estimation of the means of the bivariate normal using moving extreme ranked set sampling with concomitant variable***by*Mohammad Al-Saleh & Ahmad Al-Ananbeh**197-213 Entropy properties of record statistics***by*S. Baratpour & J. Ahmadi & N. Arghami**215-233 A stratified unrelated question randomized response model***by*Jong-Min Kim & Matthew Elam**235-248 2 m 4 1 designs with minimum aberration or weak minimum aberration***by*Peng-Fei Li & Min-Qian Liu & Run-Chu Zhang**249-263 Characterization of stochastic orders by L-functionals***by*Miguel Sordo & Héctor Ramos**265-282 Perfect aggregation of Bayesian analysis on compositional data***by*Tzu-Tsung Wong**283-293 Reversed preservation of stochastic orders for random minima and maxima with applications***by*Ibrahim Ahmad & Mohamed Kayid**295-304 A multivariate version of Gini's rank association coefficient***by*Javad Behboodian & Ali Dolati & Manuel Úbeda-Flores**305-311 Admissibility intervals for linear correlation coefficients***by*Luisa Canal & Rocco Micciolo**313-319 On Christensen's conjecture***by*K. Gupta & T. Nguyen & L. Pardo**321-327 A direct derivation of the REML likelihood function***by*Lynn LaMotte**329-336 Extremes of nonexchangeability***by*Roger Nelson**337-345 Admissible estimation in an one parameter nonregular family of absolutely continuous distributions***by*N. Sanjari Farsipour**347-348 Letter to the Editor***by*Saralees Nadarajah & Samuel Kotz**349-349 Randomized response techniques for complex survey designs***by*Raghunath Arnab**351-352 Book reviews***by*Rainer Schlittgen & Gero Szepannek

### 2007, Volume 48, Issue 1

**1-21 Comparison of record data and random observations based on statistical evidence***by*M. Emadi & J. Ahmadi & N. Arghami**23-46 Chain ratio and regression type estimators for median estimation in survey sampling***by*Sarjinder Singh & Housila Singh & Lakshmi Upadhyaya**47-62 A new random permutation test in ANOVA models***by*Byoung Jung & Myoungshic Jhun & Seuck Song**63-79 The number of records within a random interval of the current record value***by*A. Stepanov**81-93 On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors***by*Toni Stocker**95-129 Statistical inference about the shape parameter of the Weibull distribution by upper record values***by*Jong-Wuu Wu & Hsiao-Chiao Tseng**131-141 Randomized response techniques for complex survey designs***by*Raghunath Arnab & Georg Dorffner**143-150 The existence of the strong combined-optimal design***by*Pen-Hwang Liau**151-162 Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion***by*Akio Namba & Kazuhiro Ohtani**163-170 Book reviews***by*Ricardo Maronna & Matthias Fischer & Jürgen Groß & Andreas Karlsson

### 2006, Volume 47, Issue 4

**493-523 Unbalanced panel data: A survey***by*Badi Baltagi & Seuck Song**525-549 A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models***by*Tatiana Miazhynskaia & Georg Dorffner**551-568 Exact and approximate distributions for the product of inverted Dirichlet components***by*Saraless Nadarajah**569-593 Hotelling’s T 2 control chart with double warning lines***by*Alireza Faraz & Ahmad Parsian**595-630 EWNA charts for monitoring the mean and the autocovariances of stationary processes***by*M. Rosołowski & W. Schmid**631-641 Statistical properties of distance estimators***by*Dechang Chen & Michael Fries & Xiuzhen Cheng**643-651 Bayesian estimation of P (Y>X) from Burr-type X model containing spurious observations***by*Chansoo Kim & Younshik Chung**653-658 Book reviews***by*B. Golam Kibria & Matthias Arnold & Rainer Schlittgen

### 2006, Volume 47, Issue 3

**331-372 Order relations for linear models: A survey on recent developments***by*Herbert Heyer**373-392 Bayesian estimation and prediction for some life distributions based on record values***by*Jafar Ahmadi & M. Doostparast**393-417 The choice of time interval in seasonal adjustment: A heuristic approach***by*Giancarlo Bruno & Edoardo Otranto**419-442 Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors***by*Claudia Czado & Adrian Raftery

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