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June 2025, Volume 109, Issue 2
- 217-239 Hidden-Markov models for ordinal time series
by Christian H. Weiß & Osama Swidan - 241-279 Goodness-of-fit testing in bivariate count time series based on a bivariate dispersion index
by Huiqiao Wang & Christian H. Weiß & Mingming Zhang - 281-311 On random coefficient INAR processes with long memory
by Jan Beran & Frieder Droullier - 313-336 Wasserstein barycenter regression: application to the joint dynamics of regional GDP and life expectancy in Italy
by Susanna Levantesi & Andrea Nigri & Paolo Pagnottoni & Alessandro Spelta - 337-361 Robust corrected empirical likelihood for partially linear measurement error models
by Huihui Sun & Qiang Liu & Yuying Jiang - 363-386 Beyond catastrophic payments: modeling household health expenditure shares with endogenous selection
by Antonello Maruotti & Pierfrancesco Alaimo Di Loro & Cathleen Johnson - 387-411 On the equivalence of two mixture models for rating data
by Matteo Ventura & Ambra Macis & Marica Manisera & Paola Zuccolotto
March 2025, Volume 109, Issue 1
- 1-24 Nowcasting GDP using machine learning methods
by Dennis Kant & Andreas Pick & Jasper de Winter - 25-52 Ridge regularization for spatial autoregressive models with multicollinearity issues
by Cristina O. Chavez-Chong & Cécile Hardouin & Ana-Karina Fermin - 53-84 Change point detection in high dimensional covariance matrix using Pillai’s statistics
by Seonghun Cho & Minsup Shin & Young Hyun Cho & Johan Lim - 85-116 Bayesian joint relatively quantile regression of latent ordinal multivariate linear models with application to multirater agreement analysis
by YuZhu Tian & ChunHo Wu & ManLai Tang & MaoZai Tian - 117-147 Markov switching stereotype logit models for longitudinal ordinal data affected by unobserved heterogeneity in responding behavior
by Roberto Colombi & Sabrina Giordano - 149-195 A Finite-sample bias correction method for general linear model in the presence of differential measurement errors
by Ali Al-Sharadqah & Karine Bagdasaryan & Ola Nusierat - 197-216 Classes of probability measures built on the properties of Benford’s law
by Roy Cerqueti & Mario Maggi
December 2024, Volume 108, Issue 4
- 705-731 Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training
by Jan Beran & Jeremy Näscher & Fabian Pietsch & Stephan Walterspacher - 733-753 A note on sufficient dimension reduction with post dimension reduction statistical inference
by Kyongwon Kim - 755-775 Mixtures of generalized normal distributions and EGARCH models to analyse returns and volatility of ESG and traditional investments
by Pierdomenico Duttilo & Stefano Antonio Gattone & Barbara Iannone - 777-799 Robust Bayesian small area estimation using the sub-Gaussian $$\alpha$$ α -stable distribution for measurement error in covariates
by Serena Arima & Shaho Zarei - 801-821 Measures of interrater agreement for quantitative data
by Daniela Marella & Giuseppe Bove - 823-851 A spatio-temporal model for binary data and its application in analyzing the direction of COVID-19 spread
by Anagh Chattopadhyay & Soudeep Deb - 853-888 Weighted likelihood methods for robust fitting of wrapped models for p-torus data
by Claudio Agostinelli & Luca Greco & Giovanni Saraceno - 889-913 Artwork pricing model integrating the popularity and ability of artists
by Jinsu Park & Yoonjin Lee & Daewon Yang & Jongho Park & Hohyun Jung - 915-915 Publisher Correction: Deducing neighborhoods of classes from a fitted model
by Alexander Gerharz & Andreas Groll & Gunther Schauberger
September 2024, Volume 108, Issue 3
- 477-499 GPS data on tourists: a spatial analysis on road networks
by Nicoletta D’Angelo & Antonino Abbruzzo & Mauro Ferrante & Giada Adelfio & Marcello Chiodi - 501-543 Conditional sum of squares estimation of k-factor GARMA models
by Paul M. Beaumont & Aaron D. Smallwood - 545-576 Calibrated imputation for multivariate categorical data
by Ton Waal & Jacco Daalmans - 577-609 Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions
by Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape - 611-637 Zero-modified count time series modeling with an application to influenza cases
by Marinho G. Andrade & Katiane S. Conceição & Nalini Ravishanker - 639-668 Bayesian generalized additive model selection including a fast variational option
by Virginia X. He & Matt P. Wand - 669-701 Testing distributional assumptions in CUB models for the analysis of rating data
by Francesca Iorio & Riccardo Lucchetti & Rosaria Simone - 703-703 Correction: Bayesian ridge regression for survival data based on a vine copula-based prior
by Hirofumi Michimae & Takeshi Emura
June 2024, Volume 108, Issue 2
- 225-229 Editorial special issue: Bridging the gap between AI and Statistics
by Benjamin Säfken & David Rügamer - 231-258 Statistical guarantees for sparse deep learning
by Johannes Lederer - 259-278 Conditional feature importance for mixed data
by Kristin Blesch & David S. Watson & Marvin N. Wright - 279-331 Variational inference: uncertainty quantification in additive models
by Jens Lichter & Paul F V Wiemann & Thomas Kneib - 333-349 A Bayesian approach to modeling topic-metadata relationships
by Patrick Schulze & Simon Wiegrebe & Paul W. Thurner & Christian Heumann & Matthias Aßenmacher - 351-373 Mixture of experts distributional regression: implementation using robust estimation with adaptive first-order methods
by David Rügamer & Florian Pfisterer & Bernd Bischl & Bettina Grün - 375-394 Bernstein flows for flexible posteriors in variational Bayes
by Oliver Dürr & Stefan Hörtling & Danil Dold & Ivonne Kovylov & Beate Sick - 395-425 Deducing neighborhoods of classes from a fitted model
by Alexander Gerharz & Andreas Groll & Gunther Schauberger - 427-440 Debiasing SHAP scores in random forests
by Markus Loecher - 441-460 Using sequential statistical tests for efficient hyperparameter tuning
by Philip Buczak & Andreas Groll & Markus Pauly & Jakob Rehof & Daniel Horn - 461-476 Markov-switching decision trees
by Timo Adam & Marius Ötting & Rouven Michels
March 2024, Volume 108, Issue 1
- 1-30 A dynamic causal modeling of the second outbreak of COVID-19 in Italy
by Massimo Bilancia & Domenico Vitale & Fabio Manca & Paola Perchinunno & Luigi Santacroce - 31-68 Left-truncated health insurance claims data: theoretical review and empirical application
by Rafael Weißbach & Achim Dörre & Dominik Wied & Gabriele Doblhammer & Anne Fink - 69-99 Lasso-based variable selection methods in text regression: the case of short texts
by Marzia Freo & Alessandra Luati - 101-125 Clustering of extreme values: estimation and application
by Marta Ferreira - 127-157 Robust estimation of fixed effect parameters and variances of linear mixed models: the minimum density power divergence approach
by Giovanni Saraceno & Abhik Ghosh & Ayanendranath Basu & Claudio Agostinelli - 159-183 A spatial semiparametric M-quantile regression for hedonic price modelling
by Francesco Schirripa Spagnolo & Riccardo Borgoni & Antonella Carcagnì & Alessandra Michelangeli & Nicola Salvati - 185-207 Correlation-type goodness-of-fit tests based on independence characterizations
by Katarina Halaj & Bojana Milošević & Marko Obradović & M. Dolores Jiménez-Gamero - 209-223 A family of consistent normally distributed tests for Poissonity
by Antonio Di Noia & Marzia Marcheselli & Caterina Pisani & Luca Pratelli
December 2023, Volume 107, Issue 4
- 621-640 A new price index for multi-period and multilateral comparisons
by Mario Faliva & Consuelo Rubina Nava & Maria Grazia Zoia - 641-669 Testing for the presence of treatment effect under selection on observables
by Pier Luigi Conti & Livia Giovanni - 671-692 Multiple imputation of ordinal missing not at random data
by Angelina Hammon - 693-712 Control charts for measurement error models
by Vasyl Golosnoy & Benno Hildebrandt & Steffen Köhler & Wolfgang Schmid & Miriam Isabel Seifert - 713-731 Estimating the Impact of Medical Care Usage on Work Absenteeism by a Trivariate Probit Model with Two Binary Endogenous Explanatory Variables
by Panagiota Filippou & Giampiero Marra & Rosalba Radice & David Zimmer - 733-753 Hedonic pricing modelling with unstructured predictors: an application to Italian Fashion Industry
by Federico Crescenzi - 755-784 Bayesian ridge regression for survival data based on a vine copula-based prior
by Hirofumi Michimae & Takeshi Emura - 785-813 Addressing non-normality in multivariate analysis using the t-distribution
by Felipe Osorio & Manuel Galea & Claudio Henríquez & Reinaldo Arellano-Valle - 815-819 Correction to: Local spatial log-Gaussian Cox processes for seismic data
by Nicoletta D’Angelo & Marianna Siino & Antonino D’Alessandro & Giada Adelfio
September 2023, Volume 107, Issue 3
- 393-396 Editorial
by Harry Haupt & Thomas Kneib & Yarema Okhrin - 397-419 Distributional properties of continuous time processes: from CIR to bates
by Ostap Okhrin & Michael Rockinger & Manuel Schmid - 421-441 Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series
by Han Lin Shang - 443-467 Tests of stochastic dominance with repeated measurements data
by Angel G. Angelov & Magnus Ekström - 469-507 Group sparse recovery via group square-root elastic net and the iterative multivariate thresholding-based algorithm
by Wanling Xie & Hu Yang - 509-535 On dealing with the unknown population minimum in parametric inference
by Matheus Henrique Junqueira Saldanha & Adriano Kamimura Suzuki - 537-574 Hierarchical disjoint principal component analysis
by Carlo Cavicchia & Maurizio Vichi & Giorgia Zaccaria - 575-620 Hierarchical clustering and matrix completion for the reconstruction of world input–output tables
by Rodolfo Metulini & Giorgio Gnecco & Francesco Biancalani & Massimo Riccaboni
March 2023, Volume 107, Issue 1
- 1-7 Editorial special issue: Statistics in sports
by Andreas Groll & Dominik Liebl - 9-27 A copula-based multivariate hidden Markov model for modelling momentum in football
by Marius Ötting & Roland Langrock & Antonello Maruotti - 29-49 Action rate models for predicting actions in soccer
by Uwe Dick & Ulf Brefeld - 51-72 Contextual movement models based on normalizing flows
by Samuel G. Fadel & Sebastian Mair & Ricardo da Silva Torres & Ulf Brefeld - 73-100 Decompositions by sources and by subpopulations of the Pietra index: two applications to professional football teams in Italy
by Francesco Porro & Mariangela Zenga - 101-126 Prediction of sports injuries in football: a recurrent time-to-event approach using regularized Cox models
by Lore Zumeta-Olaskoaga & Maximilian Weigert & Jon Larruskain & Eder Bikandi & Igor Setuain & Josean Lekue & Helmut Küchenhoff & Dae-Jin Lee - 127-151 Introducing LASSO-type penalisation to generalised joint regression modelling for count data
by Hendrik van der Wurp & Andreas Groll - 153-175 The role of passing network indicators in modeling football outcomes: an application using Bayesian hierarchical models
by Riccardo Ievoli & Aldo Gardini & Lucio Palazzo - 177-204 Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players
by Christoph Hanck & Martin C. Arnold - 205-232 Estimating the change in soccer’s home advantage during the Covid-19 pandemic using bivariate Poisson regression
by Luke S. Benz & Michael J. Lopez - 233-250 Estimation of final standings in football competitions with a premature ending: the case of COVID-19
by P. Gorgi & S. J. Koopman & R. Lit - 251-269 The Probabilistic Final Standing Calculator: a fair stochastic tool to handle abruptly stopped football seasons
by Hans Eetvelde & Lars Magnus Hvattum & Christophe Ley - 271-293 Integration of model-based recursive partitioning with bias reduction estimation: a case study assessing the impact of Oliver’s four factors on the probability of winning a basketball game
by Manlio Migliorati & Marica Manisera & Paola Zuccolotto - 295-311 Having a ball: evaluating scoring streaks and game excitement using in-match trend estimation
by Claus Thorn Ekstrøm & Andreas Kryger Jensen - 313-326 Continuous-time state-space modelling of the hot hand in basketball
by Sina Mews & Marius Ötting - 327-342 Quarterback evaluation in the national football league using tracking data
by Matthew Reyers & Tim B. Swartz - 343-367 Component-based structural equation modeling for the assessment of psycho-social aspects and performance of athletes
by Rosa Fabbricatore & Maria Iannario & Rosaria Romano & Domenico Vistocco - 369-392 Simultaneous inference for functional data in sports biomechanics
by Todd Colin Pataky & Konrad Abramowicz & Dominik Liebl & Alessia Pini & Sara Sjöstedt Luna & Lina Schelin
December 2022, Volume 106, Issue 4
- 527-544 Scoring predictions at extreme quantiles
by Axel Gandy & Kaushik Jana & Almut E. D. Veraart - 545-571 A quantile regression perspective on external preference mapping
by Cristina Davino & Tormod Næs & Rosaria Romano & Domenico Vistocco - 573-607 Some measures of kurtosis and their inference on large datasets
by Claudio Giovanni Borroni & Lucio De Capitani - 609-632 On the Gaussian representation of the Riesz probability distribution on symmetric matrices
by Abdelhamid Hassairi & Fatma Ktari & Raoudha Zine - 633-671 Local spatial log-Gaussian Cox processes for seismic data
by Nicoletta D’Angelo & Marianna Siino & Antonino D’Alessandro & Giada Adelfio - 673-703 Assessment of agricultural sustainability in European Union countries: a group-based multivariate trajectory approach
by Alessandro Magrini - 705-722 Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses
by Xiaoshuang Zhou & Peixin Zhao & Yujie Gai
September 2022, Volume 106, Issue 3
- 349-382 On the role of data, statistics and decisions in a pandemic
by Beate Jahn & Sarah Friedrich & Joachim Behnke & Joachim Engel & Ursula Garczarek & Ralf Münnich & Markus Pauly & Adalbert Wilhelm & Olaf Wolkenhauer & Markus Zwick & Uwe Siebert & Tim Friede - 383-386 Comment “On the role of data, statistics and decisions in a pandemic” by Jahn et al
by Michael Höhle - 387-390 Discussion on On the role of data, statistics and decisions in a pandemic
by Ursula Berger & Göran Kauermann & Helmut Küchenhoff - 391-397 Comment on: On the role of data, statistics and decisions in a pandemic statistics for climate protection and health—dare (more) progress!
by Walter J. Radermacher - 399-402 Describing a landscape we are yet discovering
by Sebastian Contreras & Jonas Dehning & Viola Priesemann - 403-405 Authors’ response: on the role of data, statistics and decisions in a pandemic
by Beate Jahn & Sarah Friedrich & Joachim Behnke & Joachim Engel & Ursula Garczarek & Ralf Münnich & Markus Pauly & Adalbert Wilhelm & Olaf Wolkenhauer & Markus Zwick & Uwe Siebert & Tim Friede - 407-426 Regional now- and forecasting for data reported with delay: toward surveillance of COVID-19 infections
by Giacomo De Nicola & Marc Schneble & Göran Kauermann & Ursula Berger - 427-454 Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials
by Ryan A. Peterson & Joseph E. Cavanaugh - 455-471 Improving the causal treatment effect estimation with propensity scores by the bootstrap
by Maeregu W. Arisido & Fulvia Mecatti & Paola Rebora - 473-497 Flexible models for non-equidispersed count data: comparative performance of parametric models to deal with underdispersion
by Douglas Toledo & Cristiane Akemi Umetsu & Antonio Fernando Monteiro Camargo & Idemauro Antonio Rodrigues Lara - 499-524 A spatial randomness test based on the box-counting dimension
by Yolanda Caballero & Ramón Giraldo & Jorge Mateu - 525-526 Correction to: Assessment of agricultural sustainability in European Union countries: a group-based multivariate trajectory approach
by Alessandro Magrini
June 2022, Volume 106, Issue 2
- 175-197 An integrated local depth measure
by Lucas Fernandez-Piana & Marcela Svarc - 199-216 Density estimation via Bayesian inference engines
by M. P. Wand & J. C. F. Yu - 217-242 A Bayesian nonparametric multi-sample test in any dimension
by Luai Al-Labadi & Forough Fazeli Asl & Zahra Saberi - 243-270 A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
by Huaping Chen & Qi Li & Fukang Zhu - 271-286 Diagnostic checking of multiple imputation models
by Yang Zhao - 287-314 Small area estimation of socioeconomic indicators for sampled and unsampled domains
by Jan Pablo Burgard & Domingo Morales & Anna-Lena Wölwer - 315-347 Model-based clustering via new parsimonious mixtures of heavy-tailed distributions
by Salvatore D. Tomarchio & Luca Bagnato & Antonio Punzo
March 2022, Volume 106, Issue 1
- 1-23 Local influence analysis for GMM estimation
by Jun Lu & Wen Gan & Lei Shi - 25-48 Robust fitting of mixtures of GLMs by weighted likelihood
by Luca Greco - 49-78 A harmonically weighted filter for cyclical long memory processes
by Federico Maddanu - 79-96 Variable selection and collinearity processing for multivariate data via row-elastic-net regularization
by Bingzhen Chen & Wenjuan Zhai & Lingchen Kong - 97-116 A smooth dynamic network model for patent collaboration data
by Verena Bauer & Dietmar Harhoff & Göran Kauermann - 117-143 Measuring spatial price differentials at the basic heading level: a comparison of stochastic index number methods
by Sebastian Weinand - 145-173 Modeling random and non-random decision uncertainty in ratings data: a fuzzy beta model
by Antonio Calcagnì & Luigi Lombardi
December 2021, Volume 105, Issue 4
- 533-557 Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
by Kai Yang & Han Li & Dehui Wang & Chenhui Zhang - 559-580 A new mixed first-order integer-valued autoregressive process with Poisson innovations
by Daniel L. R. Orozco & Lucas O. F. Sales & Luz M. Z. Fernández & André L. S. Pinho - 581-599 Optimal classification scores based on multivariate marker transformations
by Pablo Martínez-Camblor & Sonia Pérez-Fernández & Susana Díaz-Coto - 601-627 Positive-definite modification of a covariance matrix by minimizing the matrix $$\ell_{\infty}$$ ℓ ∞ norm with applications to portfolio optimization
by Seonghun Cho & Shota Katayama & Johan Lim & Young-Geun Choi - 629-647 Is EM really necessary here? Examples where it seems simpler not to use EM
by Iain L. MacDonald - 649-673 Simultaneous monitoring of origin and scale in left-bounded processes via depth
by Ignacio Cascos - 675-693 RR-classifier: a nonparametric classification procedure in multidimensional space based on relative ranks
by Ondrej Vencalek & Olusola Samuel Makinde
September 2021, Volume 105, Issue 3
- 385-403 The exact equivalence of distance and kernel methods in hypothesis testing
by Cencheng Shen & Joshua T. Vogelstein - 405-429 Confidence regions and other tools for an extension of correspondence analysis based on cumulative frequencies
by Antonello D’Ambra & Pietro Amenta & Eric J. Beh - 431-449 OLS Estimation of Markov switching VAR models: asymptotics and application to energy use
by Maddalena Cavicchioli - 451-467 Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions
by Akram Hoseinzadeh & Mohsen Maleki & Zahra Khodadadi - 469-484 Cyber risk ordering with rank-based statistical models
by Paolo Giudici & Emanuela Raffinetti - 485-501 Optimal designs for homoscedastic functional polynomial measurement error models
by Min-Jue Zhang & Rong-Xian Yue - 503-532 Bayesian random projection-based signal detection for Gaussian scale space random fields
by Yasser Al Zaim & Mohammad Reza Faridrohani
June 2021, Volume 105, Issue 2
- 197-228 Marginalized random-effects models for clustered binomial data through innovative link functions
by Iraj Kazemi & Fatemeh Hassanzadeh - 229-246 Emergence of the wrapped Cauchy distribution in mixed directional data
by Joseph D. Bailey & Edward A. Codling - 247-271 A variable selection procedure for depth measures
by Agustín Alvarez & Marcela Svarc - 273-305 Uniformly implementable small sample integrated likelihood ratio test for one-way and two-way ANOVA under heteroscedasticity and normality
by H. V. Kulkarni & S. M. Patil - 307-334 Inducing a desired value of correlation between two point-scale variables: a two-step procedure using copulas
by Alessandro Barbiero - 335-352 Predicting the popularity of tweets using internal and external knowledge: an empirical Bayes type approach
by Wai Hong Tan & Feng Chen - 353-383 Structural equation modeling with time dependence: an application comparing Brazilian energy distributors
by Vinícius Diniz Mayrink & Renato Valladares Panaro & Marcelo Azevedo Costa
March 2021, Volume 105, Issue 1
- 1-23 On Poisson-exponential-Tweedie models for ultra-overdispersed count data
by Rahma Abid & Célestin C. Kokonendji & Afif Masmoudi - 25-73 Empirical likelihood inference for rank regression with doubly truncated data
by Xiaohui Yuan & Huixian Li & Tianqing Liu - 75-85 Count outcome meta-analysis for comparing treatments by fusing mixed data sources: comparing interventions using across report information
by Dankmar Böhning & Patarawan Sangnawakij - 87-101 Unified approach for regression models with nonmonotone missing at random data
by Yang Zhao & Meng Liu - 103-134 Additive models for extremal quantile regression with Pareto-type distributions
by Takuma Yoshida - 135-161 Visualizing the decision rules behind the ROC curves: understanding the classification process
by Sonia Pérez-Fernández & Pablo Martínez-Camblor & Peter Filzmoser & Norberto Corral - 163-196 Goodness of fit test for general linear model with nonignorable missing on response variable
by Fayyaz Bahari & Safar Parsi & Mojtaba Ganjali
December 2020, Volume 104, Issue 4
- 529-575 Model selection in linear mixed-effect models
by Simona Buscemi & Antonella Plaia - 577-596 Bayesian sensitivity analysis to unmeasured confounding for misclassified data
by Qi Zhou & Yoo-Mi Chin & James D. Stamey & Joon Jin Song - 597-623 Penalized empirical likelihood for partially linear errors-in-variables models
by Xia Chen & Liyue Mao - 625-647 Biomarker assessment in ROC curve analysis using the length of the curve as an index of diagnostic accuracy: the binormal model framework
by Alba M. Franco-Pereira & Christos T. Nakas & M. Carmen Pardo - 649-665 Bayesian analysis of multivariate ordered probit model with individual heterogeneity
by Lei Shi - 667-685 Variance formulas for estimated mean response and predicted response with external intervention based on the back-door criterion in linear structural equation models
by Manabu Kuroki & Hisayoshi Nanmo - 687-717 Improved testing inferences for beta regressions with parametric mean link function
by Cristine Rauber & Francisco Cribari-Neto & Fábio M. Bayer
September 2020, Volume 104, Issue 3
- 325-361 Testing the dispersion structure of count time series using Pearson residuals
by Boris Aleksandrov & Christian H. Weiß - 363-383 Whittle-type estimation under long memory and nonstationarity
by Ying Lun Cheung & Uwe Hassler - 385-415 Self-excited hysteretic negative binomial autoregression
by Mengya Liu & Qi Li & Fukang Zhu - 417-457 On variance estimation under shifts in the mean
by Ieva Axt & Roland Fried - 459-484 Mallows’ models for imperfect ranking in ranked set sampling
by Nikolay I. Nikolov & Eugenia Stoimenova - 485-502 Efficient estimation of cumulative distribution function using moving extreme ranked set sampling with application to reliability
by Ehsan Zamanzade & M. Mahdizadeh & Hani M. Samawi - 503-527 A non-homogeneous Poisson process geostatistical model with spatial deformation
by Fidel Ernesto Castro Morales & Lorena Vicini
June 2020, Volume 104, Issue 2
- 141-167 Vine copula regression for observational studies
by Roger M. Cooke & Harry Joe & Bo Chang - 169-223 A transition model for analyzing multivariate longitudinal data using Gaussian copula approach
by Taban Baghfalaki & Mojtaba Ganjali - 225-260 Directional bivariate quantiles: a robust approach based on the cumulative distribution function
by Nadja Klein & Thomas Kneib - 261-283 A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes
by Jayabrata Biswas & Pulak Ghosh & Kiranmoy Das - 285-307 Relative variation indexes for multivariate continuous distributions on $$[0,\infty )^k$$[0,∞)k and extensions
by Célestin C. Kokonendji & Aboubacar Y. Touré & Amadou Sawadogo - 309-323 Nonparametric Archimedean generator estimation with implications for multiple testing
by André Neumann & Thorsten Dickhaus
March 2020, Volume 104, Issue 1
- 1-3 Editorial
by Göran Kauermann & Thomas Kneib & Yarema Okhrin - 5-32 Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
by Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker - 33-58 Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon
by Rahma Abid & Célestin C. Kokonendji & Afif Masmoudi - 59-80 A risk perspective of estimating portfolio weights of the global minimum-variance portfolio
by Thomas Holgersson & Peter Karlsson & Andreas Stephan - 81-99 A simple approach to construct confidence bands for a regression function with incomplete data
by Ali Al-Sharadqah & Majid Mojirsheibani - 101-115 KOALA: a new paradigm for election coverage
by Alexander Bauer & Andreas Bender & André Klima & Helmut Küchenhoff - 117-139 A note on repeated measures analysis for functional data
by Łukasz Smaga
December 2019, Volume 103, Issue 4
- 453-473 A joint quantile regression model for multiple longitudinal outcomes
by Hemant Kulkarni & Jayabrata Biswas & Kiranmoy Das - 475-501 Estimation and variable selection for partial functional linear regression
by Qingguo Tang & Peng Jin - 503-526 A new approach to truncated regression for count data
by Ana María Martínez-Rodríguez & Antonio Conde-Sánchez & María José Olmo-Jiménez - 527-561 MDCgo takes up the association/correlation challenge for grouped ordinal data
by Emanuela Raffinetti & Fabio Aimar - 563-592 Neyman-type sample allocation for domains-efficient estimation in multistage sampling
by M. G. M. Khan & Jacek Wesołowski - 593-618 A unified approach to testing mean vectors with large dimensions
by M. Rauf Ahmad
September 2019, Volume 103, Issue 3
- 305-331 Surveillance of non-stationary processes
by Taras Lazariv & Wolfgang Schmid - 333-355 Approximate large-scale Bayesian spatial modeling with application to quantitative magnetic resonance imaging
by Selma Metzner & Gerd Wübbeler & Clemens Elster - 357-386 Inferential procedures based on the integrated empirical characteristic function
by Sangyeol Lee & Simos G. Meintanis & Minyoung Jo - 387-410 A model specification test for the variance function in nonparametric regression
by Juan Carlos Pardo-Fernández & M. Dolores Jiménez-Gamero - 411-436 A comparison of testing methods in scalar-on-function regression
by Merve Yasemin Tekbudak & Marcela Alfaro-Córdoba & Arnab Maity & Ana-Maria Staicu - 437-452 Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution
by Wolfgang Kössler & Janine Ott
June 2019, Volume 103, Issue 2
- 163-185 Influence measures in beta regression models through distance between distributions
by J. M. Muñoz-Pichardo & J. L. Moreno-Rebollo & R. Pino-Mejías & M. D. Cubiles Vega - 187-216 Order selection for possibly infinite-order non-stationary time series
by Chor-yiu Sin & Shu-Hui Yu - 217-236 Maximum likelihood estimation for survey data with informative interval censoring
by Angel G. Angelov & Magnus Ekström - 237-256 Change-in-mean tests in long-memory time series: a review of recent developments
by Kai Wenger & Christian Leschinski & Philipp Sibbertsen - 257-287 Comparison of joint control schemes for multivariate normal i.i.d. output
by Manuel Cabral Morais & Wolfgang Schmid & Patrícia Ferreira Ramos & Taras Lazariv & António Pacheco - 289-303 Correction to: Comparison of joint control schemes for multivariate normal i.i.d. output
by Manuel Cabral Morais & Wolfgang Schmid & Patrícia Ferreira Ramos & Taras Lazariv & António Pacheco & Ivan Semeniuk
March 2019, Volume 103, Issue 1
- 1-35 Estimation of the finite population distribution function using a global penalized calibration method
by J. A. Mayor-Gallego & J. L. Moreno-Rebollo & M. D. Jiménez-Gamero - 37-67 Study of the bivariate survival data using frailty models based on Lévy processes
by Alexander Begun & Anatoli Yashin - 69-98 Expectation–maximization algorithm for system-based lifetime data with unknown system structure
by Yandan Yang & Hon Keung Tony Ng & Narayanaswamy Balakrishnan - 99-121 A longitudinal model for shapes through triangulation
by Meisam Moghimbeygi & Mousa Golalizadeh - 123-135 Multivariate partially linear regression in the presence of measurement error
by Seçil Yalaz - 137-161 SIMEX estimation for single-index model with covariate measurement error
by Yiping Yang & Tiejun Tong & Gaorong Li
October 2018, Volume 102, Issue 4
- 479-503 Optimal designs for treatment comparisons represented by graphs
by Samuel Rosa - 505-535 Test for model selection using Cramér–von Mises distance in a fixed design regression setting
by Hong Chen & Maik Döring & Uwe Jensen