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January 2017, Volume 71, Issue 1
- 58-82 Smooth estimation of a monotone hazard and a monotone density under random censoring
by Hendrik P. Lopuhaä & Eni Musta
November 2016, Volume 70, Issue 4
- 278-303 Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions
by Takuma Yoshida - 304-331 Statistical inference on restricted partial linear regression models with partial distortion measurement errors
by Jun Zhang & Nanguang Zhou & Zipeng Sun & Gaorong Li & Zhenghong Wei - 332-355 On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model
by Munir Mahmood & Maxwell L. King - 356-395 Markov switching quantile autoregression
by Xiaochun Liu - 396-413 A Skew-normal copula-driven GLMM
by Kalyan Das & Mohamad Elmasri & Arusharka Sen - 414-439 Spatial clustering of time series via mixture of autoregressions models and Markov random fields
by Hien D. Nguyen & Geoffrey J. McLachlan & Jeremy F. P. Ullmann & Andrew L. Janke - 440-440 Editorial Statistics
by Eric Cator & Elli Hoek van Dijke
August 2016, Volume 70, Issue 3
- 176-192 Poisson–geometric INAR(1) process for modeling count time series with overdispersion
by Marcelo Bourguignon - 193-228 Cusums for tracking arbitrary functionals
by Christopher S. Withers & Saralees Nadarajah - 229-259 Combining homogeneous groups of preclassified observations with application to international trade
by Andrea Cerasa - 260-273 An application of the generalized Poisson difference distribution to the Bayesian modelling of football scores
by Golnaz Shahtahmassebi & Rana Moyeed
May 2016, Volume 70, Issue 2
- 80-99 Comparison of Cramer–Rao lower bounds of variances for at least equal protection of respondents
by Cheon-Sig Lee & Shu-Ching Su & Katrina Mondragon & Veronica I. Salinas & Monique L. Zamora & Stephen Andrew Sedory & Sarjinder Singh - 100-122 Finite mixtures of censored Poisson regression models
by Dimitris Karlis & Purushottam Papatla & Sudipt Roy - 123-145 Coherent forecasting for count time series using Box–Jenkins's AR(p) model
by Raju Maiti & Atanu Biswas & Samarjit Das - 146-171 D-optimal designs for a continuous predictor in longitudinal trials with discrete-time survival endpoints
by Maryam Safarkhani & Mirjam Moerbeek
February 2016, Volume 70, Issue 1
- 4-25 Local influence analysis for Poisson autoregression with an application to stock transaction data
by Fukang Zhu & Shuangzhe Liu & Lei Shi - 26-46 On new variance approximations for linear models with inequality constraints
by Paul Knottnerus - 47-76 Beta spatial linear mixed model with variable dispersion using Monte Carlo maximum likelihood
by Oscar O. Melo & Carlos E. Melo & Jorge Mateu
November 2015, Volume 69, Issue 4
- 357-357 Editorial
by Eric Cator - 358-373 Nearly exact sample size calculation for powerful non-randomized tests for differences between binomial proportions
by Stefan Wellek - 374-398 Dose–response modelling for bivariate covariates with and without a spike at zero: theory and application to binary outcomes
by E. Lorenz & C. Jenkner & W. Sauerbrei & H. Becher - 399-418 Comparison of three-dimensional ROC surfaces for clustered and correlated markers, with a proteomics application
by Mst. Papia Sultana and Jialiang Li & Jianhua Hu - 419-441 Copula Gaussian graphical models with penalized ascent Monte Carlo EM algorithm
by Fentaw Abegaz & Ernst Wit - 442-459 Complementary information for skewness measures
by V. J. García & M. Martel & F.J. Vázquez-Polo - 460-482 Testing block-diagonal covariance structure for high-dimensional data
by Masashi Hyodo & Nobumichi Shutoh & Takahiro Nishiyama & Tatjana Pavlenko - 483-509 Plug-in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method
by Yousri Slaoui - 510-540 Estimating the Kullback–Liebler risk based on multifold cross-validation
by Paolo Vidoni - 541-541 Editorial Statistics
by Eric Cator & Elli Hoek Dijke
August 2015, Volume 69, Issue 3
- 197-211 Comparative randomized inverse sampling
by Mauro Gasparini & Mark Von Tress & Guenter Heimann - 212-235 SCAD-penalized quantile regression for high-dimensional data analysis and variable selection
by Muhammad Amin & Lixin Song & Milton Abdul Thorlie & Xiaoguang Wang - 236-271 Bias reduction when data are rounded
by Christopher S. Withers & Saralees Nadarajah - 272-280 Maximum likelihood estimation of a binomial proportion using one-sample misclassified binary data
by Dewi Rahardja & Ying Yang - 281-297 Detecting overdispersion in INARCH(1) processes
by Christian H. Weiß & Sebastian Schweer - 298-314 The codispersion map: a graphical tool to visualize the association between two spatial variables
by Ronny Vallejos & Felipe Osorio & Diego Mancilla - 315-328 Generalized least squares cross-validation in kernel density estimation
by Jin Zhang - 329-356 Modeling and forecasting of stock index volatility with APARCH models under ordered restriction
by Milton Abdul Thorlie & Lixin Song & Muhammad Amin & Xiaoguang Wang
May 2015, Volume 69, Issue 2
- 85-101 Factors affecting the variability of IRT equating coefficients
by Michela Battauz - 102-114 A saddlepoint approximation to the distribution of the sum of independent non-identically beta random variables
by Saralees Nadarajah & Xiao Jiang & Jeffrey Chu - 115-125 Two tests for strict exogeneity in a correlated random effects panel data Tobit model
by Adriaan Kalwij - 126-149 A generalization of the Binomial distribution based on the dependence ratio
by Gianfranco Lovison - 150-170 Bayesian regression with B-splines under combinations of shape constraints and smoothness properties
by Christophe Abraham & Khader Khadraoui - 171-196 On the inefficiency of the restricted maximum likelihood
by Nicholas T. Longford
February 2015, Volume 69, Issue 1
- 1-20 Variable selection via composite quantile regression with dependent errors
by Yanlin Tang & Xinyuan Song & Zhongyi Zhu - 21-48 Measuring and relating aggregate and subaggregate total factor productivity change without neoclassical assumptions
by Bert M. Balk - 49-66 Second-order analysis of anisotropic spatiotemporal point process data
by C. Comas & F. J. Rodriguez-Cortes & J. Mateu - 67-83 Unconditional tests for association in 2 × 2 contingency tables in the total sum fixed design
by Guogen Shan & Gregory Wilding
November 2014, Volume 68, Issue 4
- 251-266 L-moments skewness and kurtosis as measures of regional convergence and cohesion
by Katarzyna Kopczewska - 267-275 A saddlepoint approximation to the distribution of the sum of independent non-identically uniform random variables
by Hidetoshi Murakami - 276-292 Tuning parameter selection in penalized generalized linear models for discrete data
by E. Androulakis & C. Koukouvinos & F. Vonta - 293-323 A new non-randomized response model: The parallel model
by Guo-Liang Tian - 324-343 Robust influence diagnostics for generalized linear models with continuous responses
by Li-Chu Chien & Tsung-Shan Tsou - 344-344 Editorial Statistics
by Philip Hans Franses & Elli Hoek Dijke
August 2014, Volume 68, Issue 3
- 149-182 Forecasting inflation using time-varying Bayesian model averaging
by Jordi Maas - 183-208 Adaptive permutation tests for serial independence
by Lanh Tran & Ba Chu & Chunfeng Huang & Kim P. Huynh - 209-224 Quantum prediction GJR model and its applications
by Feixing Wang & Yingshuai Wang - 225-249 Intensity estimation for inhomogeneous Gibbs point process with covariates-dependent chemical activity
by Ondřej Šedivý & Antti Penttinen
May 2014, Volume 68, Issue 2
- 91-117 Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets
by Esmeralda A. Ramalho & Joaquim J.S. Ramalho - 118-129 Identifiability of mean-reverting measurement error with instrumental variable
by Qing Li - 130-148 Design and cost optimization for hierarchical data
by Kari Tokola & Andreas Lundell & Jaakko Nevalainen & Hannu Oja
February 2014, Volume 68, Issue 1
- 1-24 Panel design effects on response rates and response quality
by Rene Segers & Philip Hans Franses - 25-42 Limit theorems for reflected Ornstein–Uhlenbeck processes
by Gang Huang & Michel Mandjes & Peter Spreij - 43-60 Optimal number of accrual groups and accrual group sizes in longitudinal trials with discrete-time survival endpoints
by Maryam Safarkhani & Shahab Jolani & Mirjam Moerbeek - 61-90 Predictive mean matching imputation of semicontinuous variables
by Gerko Vink & Laurence E. Frank & Jeroen Pannekoek & Stef Buuren
November 2013, Volume 67, Issue 4
- 355-389 Assessing minimum contrast parameter estimation for spatial and spatiotemporal log‐Gaussian Cox processes
by Tilman M. Davies & Martin L. Hazelton - 390-396 Comments on the paper ‘Type I error and test power of different tests for testing interaction effects in factorial experiments’ by M. Mendes and S. Yigit (Statistica Neerlandica, 2013, pp. 1–26)
by Edgar Brunner & Madan L. Puri - 397-399 A comment on Mendeş and Yiğit (2013), ‘Type I error and test power of different tests for testing interaction effects in factorial experiments’, Statistica Neerlandica, 67:1–26
by Denis A. Shah & Laurence V. Madden - 400-402 Comment on ‘Type I error and test power of different tests for testing interaction effects in factorial experiments’
by Frank Konietschke & Xin Gao & Arne C. Bathke - 403-435 Financial dependence analysis: applications of vine copulas
by David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh - 436-455 On the effect of obesity on employment in the presence of observed and unobserved confounding
by Rosalba Radice & Luca Zanin & Giampiero Marra - 456-481 A new look at variance estimation based on low, high and closing prices taking into account the drift
by Piotr Fiszeder & Grzegorz Perczak - 482-498 Bartlett correction in the stable second‐order autoregressive model with intercept and trend
by Noud P.A. van Giersbergen
August 2013, Volume 67, Issue 3
- 227-262 Moment estimation in discrete shifting level model applied to fast array-CGH segmentation
by A. Gandolfi & M. Benelli & A. Magi & S. Chiti - 263-280 Sequential estimation of a location parameter and powers of a scale parameter from delayed observations
by Jerzy Baran & Agnieszka Stępień-Baran - 281-292 Testing earnings management
by Dennis Fok & Philip Hans Franses - 293-310 Analysis of binary data with the possibility of wrong ascertainment
by Surupa Roy & Kalyan Das & Angshuman Sarkar - 311-336 Multiple imputation of incomplete zero-inflated count data
by Kristian Kleinke & Jost Reinecke - 337-353 Randomized algorithms for statistical image analysis and site percolation on square lattices
by Mikhail Langovoy & Olaf Wittich
May 2013, Volume 67, Issue 2
- 121-144 Residual-based IV estimation of dynamic panel data models with fixed effects
by Zhuangxiong Yu & Meijin Wang & Peng Wang - 145-168 Parameter estimation for the drift of a time inhomogeneous jump diffusion process
by Brice Franke & Thomas Kott - 169-180 Which covariates should be controlled in propensity score matching? Evidence from a simulation study
by Nguyen Viet Cuong - 181-189 A note on the length, measured along fixed orientations, of a path connecting any two points relative to their straight line distance
by Michiel A. Odijk & Pieter H. A. J. M. Gelder - 190-201 Saddlepoint approximations for the sum of independent non-identically distributed binomial random variables
by Rob Eisinga & Manfred Te Grotenhuis & Ben Pelzer - 202-210 Stochastic differential equation modeling the prevalence of rare chronic diseases with an application to systemic lupus erythematosus
by Ralph Brinks & Rebecca Fischer-Betz & Sandra Landwehr & Matthias Schneider & Guido Giani - 211-226 An optimization approach for making causal inferences
by Wendy K. Tam Cho & Jason J. Sauppe & Alexander G. Nikolaev & Sheldon H. Jacobson & Edward C. Sewell
February 2013, Volume 67, Issue 1
- 1-26 Type I error and test power of different tests for testing interaction effects in factorial experiments
by Mehmet Mendeş & Soner Yiğit - 27-53 Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability
by Chia-Lin Chang & Michael McAleer - 54-66 A number-of-modes reference rule for density estimation under multimodality
by Jochen Einbeck & James Taylor - 67-80 Investigating the impact of excess zeros on hurdle-generalized Poisson regression model with right censored count data
by Seyed Ehsan Saffari & Robiah Adnan & William Greene - 81-99 A note on mean testing for high dimensional multivariate data under non-normality
by M. Rauf Ahmad & Dietrich von Rosen & Martin Singull - 100-111 Repeated measures and longitudinal data analysis using higher-order entropies
by Mohammad Al-Rawwash & Amjad D. Al-Nasser - 112-120 Multiple pairwise comparison procedures based on the Lin and Wang test for right censored survival data
by Ameina Tressler & Alan Chow
November 2012, Volume 66, Issue 4
- 357-379 Minimax optimality of CUSUM for an autoregressive model
by Sven Knoth & Marianne Frisén - 380-402 Estimation and testing of crossing-points in fixed design regression
by Dietmar Ferger & Jens Klotsche & Ulrike Lüken - 403-421 Hierarchical clustering of spatially correlated functional data
by R. Giraldo & P. Delicado & J. Mateu - 422-441 Simulating non-normal distributions with specified L-moments and L-correlations
by Todd C. Headrick & Mohan D. Pant - 442-451 A true simulation study of three estimators at equal protection of respondents in randomized response sampling
by Sarjinder Singh & Stephen A. Sedory - 452-471 Using orthogonal trend contrasts for testing ranked data with ordered alternatives
by O. Thas & D. J. Best & J. C. W. Rayner - 472-491 Aspects of second-order analysis of structured inhomogeneous spatio-temporal point processes
by Jesper Møller & Mohammad Ghorbani - 492-511 Optimum allocation in multivariate stratified random sampling: stochastic matrix mathematical programming
by José A. Dí az-Garcí a & Rogelio Ramos-Quiroga
August 2012, Volume 66, Issue 3
- 217-236 ‘All models are wrong...’: an introduction to model uncertainty
by Ernst Wit & Edwin van den Heuvel & Jan-Willem Romeijn - 237-252 ‘Which model?’ is the wrong question
by Nicholas T. Longford - 253-271 A Bayesian view of model complexity
by Angelika van der Linde - 272-287 Focused estimation and model averaging with penalization methods: an overview
by Gerda Claeskens - 288-308 Estimating the evidence – a review
by Nial Friel & Jason Wyse - 309-338 Model choice using reversible jump Markov chain Monte Carlo
by David I. Hastie & Peter J. Green - 339-355 Models and simulations in material science: two cases without error bars
by Sylvia Wenmackers & Danny E. P. Vanpoucke
May 2012, Volume 66, Issue 2
- 85-110 Partially varying coefficient instrumental variables models
by Zongwu Cai & Huaiyu Xiong - 111-120 Optimal risk rate in a functional inverse problem
by Johnny Pang & Frits Ruymgaart - 121-132 Simultaneous estimation of hazard rates of several exponential populations
by A. K. Mahapatra & Somesh Kumar & P. Vellaisamy - 133-160 Modelling the spatiotemporal distribution of the incidence of resident foreign population
by Giampiero Marra & David L. Miller & Luca Zanin - 161-182 Bounding endogenous regressor coefficients using moment inequalities and generalized instruments
by Jin‐young Choi & Myoung‐jae Lee - 183-202 Stratified studies about risk ratios in 2 × 2 tables with structural zero
by Shun‐Fang Wang & Xue‐Ren Wang - 203-216 Estimating cell frequencies under inequality constraints based on the Kullback–Leibler information
by Lianyan Fu & Wei Gao & Ning‐Zhong Shi
February 2012, Volume 66, Issue 1
- 1-1 This special issue on Methodological challenges of register‐based research is compiled by guest editors
by Bart Bakker & Johan van Rooijen - 2-7 Methodological challenges of register‐based research
by Bart F. M. Bakker & Piet J. H. Daas - 8-17 Estimating the validity of administrative variables
by Bart F. M. Bakker - 18-33 Combination of evidence from multiple administrative data sources: quality assessment of the Austrian register‐based Census 2011
by Christopher Berka & Stefan Humer & Mathias Moser & Manuela Lenk & Henrik Rechta & Eliane Schwerer - 34-40 Discussion on assessing quality of administrative data
by Anders Holmberg - 41-63 Topics of statistical theory for register‐based statistics and data integration
by Li‐Chun Zhang - 64-79 Regression Analysis under Probabilistic Multi‐Linkage
by Gunky Kim & Raymond Chambers - 80-84 Discussion on statistical use of administrative data: old and new challenges
by Alan F. Karr
November 2011, Volume 65, Issue 4
- 371-386 Bayesian clustering with priors on partitions
by Tim B. Swartz - 387-406 Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression
by Sévérien Nkurunziza & S. Ejaz Ahmed - 407-431 Macro‐integration with inequality constraints: an application to the integration of transport and trade statistics
by Harm Jan H. Boonstra & Chris J. de Blois & Gert‐Jan M. Linders - 432-445 Generating price‐effective intermodal routes
by Joaquim A.S. Gromicho & Erwin Oudshoorn & Gerhard Post - 446-461 Errors of misclassification in discrimination of dimensional coherent elliptic random field observations
by A. Batsidis & K. Zografos - 462-488 Asymptotic comparison at optimal levels of reduced‐bias extreme value index estimators
by Frederico Caeiro & M. Ivette Gomes - 489-506 How to handle missing data in regression models using information criteria
by Rebecca M. Kuiper & Herbert Hoijtink
August 2011, Volume 65, Issue 3
- 239-258 Estimating and testing linkage disequilibrium from sib data
by Marianne Jonker & Aad van der Vaart & Zoltan Bochdanovits & Dorret Boomsma - 259-274 Bayesian interval estimation for the difference of two independent Poisson rates using data subject to under‐reporting
by Brandi A. Greer & James D. Stamey & Dean M. Young - 275-296 Combining kernel estimators in the uniform deconvolution problem
by Bert van Es - 297-318 Statistical inference on seemingly unrelated non‐parametric regression models with serially correlated errors
by Qinfeng Xu & Jinhong You & Xiaoli Li - 319-336 Generalized P‐values and Bayesian evidence in the one‐sided testing problems under exponential distributions
by Yuliang Yin - 337-351 Diagnostic tools in beta regression with varying dispersion
by Silvia L. P. Ferrari & Patricia L. Espinheira & Francisco Cribari‐Neto - 352-370 Correcting for survey effects in pre‐election polls
by Christiaan Heij & Philip Hans Franses
May 2011, Volume 65, Issue 2
- 125-163 Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
by Massimiliano Caporin & Michael McAleer - 164-182 Analysis of failure time using threshold regression with semi‐parametric varying coefficients
by Jialiang Li & Mei‐Ling Ting Lee - 183-201 A J–function for inhomogeneous point processes
by M. N. M. van Lieshout - 202-237 Forensic identification: the island problem and its generalisations
by Klaas Slooten & Ronald Meester
February 2011, Volume 65, Issue 1
- 1-21 Diagnostics analysis for log‐Birnbaum–Saunders regression models with censored data
by Hao Qu & Feng‐Chang Xie - 22-31 Saddlepoint approximations to the mean and variance of the extended hypergeometric distribution
by Rob Eisinga & Ben Pelzer - 32-42 Ultimate 100‐m world records through extreme‐value theory
by John H. J. Einmahl & Sander G. W. R. Smeets - 43-57 A numerical study of tournament structure and seeding policy for the soccer World Cup Finals
by P. A. Scarf & M. M. Yusof - 58-71 The Monty Hall problem is not a probability puzzle (It's a challenge in mathematical modelling)
by Richard D. Gill - 72-83 Waiting time probabilities in the M/G/1 + M queue
by Chihoon Lee & Jianqiang C. Wang - 84-100 Hierarchical Bayesian modeling of the space‐time diffusion patterns of cholera epidemic in Kumasi, Ghana
by Frank B. Osei & Alfred A. Duker & Alfred Stein - 101-115 Random‐coefficient periodic autoregressions
by Philip Hans Franses & Richard Paap - 116-124 Patterns on an ancient artifact: a coincidence?
by Arie ten Cate
November 2010, Volume 64, Issue 4
- 367-387 Mining frequent itemsets: a perspective from operations research
by Wim Pijls & Walter A. Kosters - 388-400 Modelling the effect of climate change on prevalence of malaria in western Africa
by Monica C. Jackson & Laura Johansen & Cathy Furlong & Abigail Colson & Kimberly F. Sellers - 401-447 A survey on performance analysis of warehouse carousel systems
by Nelly Litvak & Maria Vlasiou - 448-459 The Olympic 500‐m speed skating; the inner–outer lane difference
by Richard Kamst & Gerard H. Kuper & Gerard Sierksma - 460-481 Evaluation of P(Xt>Yt ) when both Xt and Yt are residual lifetimes of two systems
by V. Zardasht & M. Asadi - 482-504 Exact linear rank tests for two‐sample equivalence problems with continuous data
by Arnold Janssen & Stefan Wellek - 505-507 Moment convergence of M‐estimators
by Yoichi Nishiyama - 508-508 Editorial statistics
by Philip Hans Franses & Paul De Boer & Elli Hoek Van Dijke
August 2010, Volume 64, Issue 3
- 255-256 Editorial introduction
by Shota Gugushvili & Chris Klaassen & Peter Spreij - 257-275 Old and new approaches to LIBOR modeling
by Antonis Papapantoleon - 276-289 Power variation for Itô integrals with respect to α‐stable processes
by José Manuel Corcuera & Gergely Farkas - 290-313 Non‐parametric estimation for pure jump irregularly sampled or noisy Lévy processes
by Fabienne Comte & Valentine Genon‐Catalot - 314-328 Estimation of the characteristics of a Lévy process observed at arbitrary frequency
by Johanna Kappus & Markus Reiß - 329-351 Understanding limit theorems for semimartingales: a short survey
by Mark Podolskij & Mathias Vetter - 352-366 Multivariate elliptic processes
by N.H. Bingham & John M. Fry & Rüdiger Kiesel
May 2010, Volume 64, Issue 2
- 129-130 In Memoriam Gijs de Leve (1926–2009)
by Jan Karel Lenstra & Henk Tijms - 131-132 In Memoriam Jaap Wessels (1939–2009)
by Ivo Adan & Onno Boxma & Jan Van Der Wal - 133-156 Semiparametric regression models and sensitivity analysis of longitudinal data with non‐random dropouts
by David Todem & KyungMann Kim & Jason Fine & Limin Peng - 157-170 The effect of estimation method and sample size in multilevel structural equation modeling
by Joop J. Hox & Cora J. M. Maas & Matthieu J. S. Brinkhuis - 171-201 Some asymptotic results of a non‐parametric conditional mode estimator for functional time‐series data
by M'hamed Ezzahrioui & Elias Ould Saïd - 202-226 A covariate‐adjusted adaptive design for two‐stage clinical trials with survival data
by Uttam Bandyopadhyay & Atanu Biswas & Rahul Bhattacharya - 227-253 Statistical inference on seemingly unrelated varying coefficient partially linear models
by Jinhong You & Xian Zhou
February 2010, Volume 64, Issue 1
- 1-18 Modeling and prediction of surgical procedure times
by Pieter S. Stepaniak & Christiaan Heij & Guus De Vries - 19-44 A third‐order point process characteristic for multi‐type point processes
by Carlos Comas & Jorge Mateu & Aila Särkkä - 45-70 Estimation of a k‐monotone density: characterizations, consistency and minimax lower bounds
by Fadoua Balabdaoui & Jon A. Wellner - 71-76 The introduction of the 5‐year impact factor: does it benefit statistics journals?
by Erjen van Nierop - 77-96 Multi‐sample simple step‐stress experiment under time constraints
by M. Kateri & U. Kamps & N. Balakrishnan - 97-111 A general asymptotic theory for time‐series models
by Shiqing Ling & Michael McAleer - 112-124 A new bivariate generalized Poisson distribution
by Felix Famoye - 125-128 On the number of categories in an ordered regression model
by Philip Hans Franses & J.S. Cramer
August 2009, Volume 63, Issue 3
- 245-257 Regression analysis on serial dilution data from virus validation robustness studies
by Nan Van Geloven & Eric A. Cator & Hendrik P. Lopuhaä & Mart P. Janssen - 258-268 A composite indicator dimension reduction procedure with application to university student satisfaction
by Marco Marozzi - 269-293 General framework for the rotation of units in repeated survey sampling
by Desislava Nedyalkova & Lionel Qualité & Yves Tillé - 294-323 Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity
by Christian M. Hafner & Helmut Herwartz - 324-333 Towards a better understanding of correlation
by J. C. W. Rayner & Eric J. Beh - 334-346 Expert opinion versus expertise in forecasting
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - 347-352 Change point detection in scale family distributions
by Reza Habibi - 353-367 Response adaptive procedures with dual optimality
by Uttam Bandyopadhyay & Rahul Bhattacharya - 368-384 Testing non‐nested demand relations: linear expenditure system versus indirect addilog
by Paul De Boer & Richard Paap
May 2009, Volume 63, Issue 2
- 125-130 Why is GDP typically revised upwards?
by Philip Hans Franses - 131-132 Reaction to Philip Hans Franses’ Note ‘Why is GDP typically revised upwards?’
by Peter Van De Ven - 133-134 Reaction to Philip Hans Franses’ Note ‘Why is GDP typically revised upwards?’
by Henk Kranendonk & Johan Verbruggen - 135-148 Optimal designs for Cox regression
by J. López‐Fidalgo & M. J. Rivas‐López & R. Del Campo - 149-182 Class‐specific tests of spatial segregation based on nearest neighbor contingency tables
by Elvan Ceyhan - 183-212 Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters
by Eugen Ursu & Pierre Duchesne - 213-226 Estimating structural equation models with non‐normal variables by using transformations
by Kees van Montfort & Ab Mooijaart & Frits Meijerink - 227-244 New Model‐assisted Estimators for the Distribution Function Using the Pseudo Empirical Likelihood Method
by M. Rueda & J.F. Muñoz
February 2009, Volume 63, Issue 1
- 1-12 Statistics, ethics and probiotica
by Richard D. Gill - 13-23 Robust normal reference bandwidth for kernel density estimation
by Jin Zhang & Xueren Wang