Printed from https://ideas.repec.org/s/spr/alstar.html
Content
Undated material is presented at the end, although it may be more recent than other items
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 - 537-563 A modified generalized lasso algorithm to detect local spatial clusters for count data
by Hosik Choi & Eunjung Song & Seung-sik Hwang & Woojoo Lee - 565-588 Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
by Hong-Xia Xu & Guo-Liang Fan & Zhen-Long Chen & Jiang-Feng Wang - 589-610 Varying levels of anomie in Europe: a multilevel analysis based on multidimensional IRT models
by Lara Fontanella & Annalina Sarra & Pasquale Valentini & Simone Zio & Sara Fontanella - 611-631 Weak identification in probit models with endogenous covariates
by Jean-Marie Dufour & Joachim Wilde
July 2018, Volume 102, Issue 3
- 305-331 First-order random coefficients integer-valued threshold autoregressive processes
by Han Li & Kai Yang & Shishun Zhao & Dehui Wang - 333-357 A penalized likelihood method for nonseparable space–time generalized additive models
by Ali M. Mosammam & Jorge Mateu - 359-380 Uniqueness of characterization of absolutely continuous distributions by regressions of generalized order statistics
by Mariusz Bieniek & Krystyna Macia̧g - 381-411 Minimum phi-divergence estimators for multinomial logistic regression with complex sample design
by Elena Castilla & Nirian Martín & Leandro Pardo - 413-429 An exact method for the multiple comparison of several polynomial regression models with applications in dose-response study
by Sanyu Zhou - 431-454 The estimations under power normalization for the tail index, with comparison
by H. M. Barakat & E. M. Nigm & O. M. Khaled & H. A. Alaswed - 455-478 Advances in estimation by the item sum technique using auxiliary information in complex surveys
by María del Mar García Rueda & Pier Francesco Perri & Beatriz Rodríguez Cobo
April 2018, Volume 102, Issue 2
- 145-166 A penalized spline estimator for fixed effects panel data models
by Peter Pütz & Thomas Kneib - 167-178 Closure properties of classes of multiple testing procedures
by Georg Hahn - 179-210 Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects
by Abhik Ghosh & Magne Thoresen - 211-227 On composite likelihood in bivariate meta-analysis of diagnostic test accuracy studies
by Aristidis K. Nikoloulopoulos - 229-244 Estimation of structural impulse responses: short-run versus long-run identifying restrictions
by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker - 245-262 Bayesian conditional inference for Rasch models
by Clemens Draxler - 263-288 A distance-based model for spatial prediction using radial basis functions
by Carlos E. Melo & Oscar O. Melo & Jorge Mateu - 289-304 Estimating the hazard functions of two alternating recurrent events in the presence of covariates
by Moumita Chatterjee & Sugata Sen Roy
January 2018, Volume 102, Issue 1
- 1-20 Assessment of vague and noninformative priors for Bayesian estimation of the realized random effects in random-effects meta-analysis
by Olha Bodnar & Clemens Elster - 21-39 Mantel test for spatial functional data
by Ramón Giraldo & William Caballero & Jesús Camacho-Tamayo - 41-65 Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
by Xuejun Wang & Yi Wu & Shuhe Hu - 67-93 A formal framework for hedonic elementary price indices
by Hans Wolfgang Brachinger & Michael Beer & Olivier Schöni - 95-115 A mixture latent variable model for modeling mixed data in heterogeneous populations and its applications
by Leila Amiri & Mojtaba Khazaei & Mojtaba Ganjali - 117-143 Impact of measurement errors on the performance and distributional properties of the multivariate capability index $$\mathbf{NMC }_\mathbf{pm }$$ NMC pm
by Daniela F. Dianda & Marta B. Quaglino & José A. Pagura
October 2017, Volume 101, Issue 4
- 345-347 Guest editors’ introduction to the special issue on “Ecological Statistics”
by Roland Langrock & David L. Borchers - 349-379 Some applications of genetics in statistical ecology
by R. M. Fewster - 381-398 Species occupancy estimation and imperfect detection: shall surveys continue after the first detection?
by Gurutzeta Guillera-Arroita & José J. Lahoz-Monfort - 399-438 Statistical modelling of individual animal movement: an overview of key methods and a discussion of practical challenges
by Toby A. Patterson & Alison Parton & Roland Langrock & Paul G. Blackwell & Len Thomas & Ruth King - 439-460 Variance estimation for integrated population models
by Panagiotis Besbeas & Byron J. T. Morgan - 461-474 Measuring temporal trends in biodiversity
by S. T. Buckland & Y. Yuan & E. Marcon - 475-494 From distance sampling to spatial capture–recapture
by David L. Borchers & Tiago A. Marques - 495-520 Improving the usability of spatial point process methodology: an interdisciplinary dialogue between statistics and ecology
by Janine B. Illian & David F. R. P. Burslem
July 2017, Volume 101, Issue 3
- 227-252 Flexible clustering via extended mixtures of common t-factor analyzers
by Wan-Lun Wang & Tsung-I Lin - 253-265 A test for the global minimum variance portfolio for small sample and singular covariance
by Taras Bodnar & Stepan Mazur & Krzysztof Podgórski - 267-288 Prediction model-based kernel density estimation when group membership is subject to missing
by Hua He & Wenjuan Wang & Wan Tang - 289-308 Fourier methods for analyzing piecewise constant volatilities
by Max Wornowizki & Roland Fried & Simos G. Meintanis - 309-320 Minimum volume confidence sets for parameters of normal distributions
by Jin Zhang - 321-344 Box–Cox symmetric distributions and applications to nutritional data
by Silvia L. P. Ferrari & Giovana Fumes
April 2017, Volume 101, Issue 2
- 117-149 Information content of partially rank-ordered set samples
by Armin Hatefi & Mohammad Jafari Jozani - 151-176 Quantile regression in heteroscedastic varying coefficient models
by Y. Andriyana & I. Gijbels - 177-197 A defence of subjective fiducial inference
by Russell J. Bowater - 199-226 Empirical phi-divergence test statistics for the difference of means of two populations
by N. Balakrishnan & N. Martín & L. Pardo
January 2017, Volume 101, Issue 1
- 1-28 How risky is the optimal portfolio which maximizes the Sharpe ratio?
by Taras Bodnar & Taras Zabolotskyy - 29-50 Nonlinear surface regression with dimension reduction method
by Takuma Yoshida - 51-65 Estimates for cell counts and common odds ratio in three-way contingency tables by homogeneous log-linear models with missing data
by Haresh D. Rochani & Robert L. Vogel & Hani M. Samawi & Daniel F. Linder - 67-94 Control charts for multivariate spatial autoregressive models
by Robert Garthoff & Philipp Otto - 95-116 Smoothed empirical likelihood for quantile regression models with response data missing at random
by Shuanghua Luo & Changlin Mei & Cheng-yi Zhang
October 2016, Volume 100, Issue 4
- 369-400 Self-exciting threshold binomial autoregressive processes
by Tobias A. Möller & Maria Eduarda Silva & Christian H. Weiß & Manuel G. Scotto & Isabel Pereira - 401-420 The effect of additive outliers on a fractional unit root test
by Christian M. Hafner & Arie Preminger - 421-441 Likelihood-based inference for multivariate skew scale mixtures of normal distributions
by Clécio S. Ferreira & Víctor H. Lachos & Heleno Bolfarine - 443-473 Multivariate Wishart stochastic volatility and changes in regime
by Bastian Gribisch - 475-494 Data generation processes and statistical management of interval data
by Angela Blanco-Fernández & Peter Winker
July 2016, Volume 100, Issue 3
- 259-287 Parameter estimation and inference in dynamic systems described by linear partial differential equations
by Gianluca Frasso & Jonathan Jaeger & Philippe Lambert - 289-311 Modeling body height in prehistory using a spatio-temporal Bayesian errors-in variables model
by Marcus Groß - 313-331 Local influence analysis in general spatial models
by Xiaowen Dai & Libin Jin & Lei Shi & Cuiping Yang & Shuangzhe Liu - 333-354 Multinomial choice models based on Archimedean copulas
by Jörg Schwiebert - 355-368 All-pairs multiple comparisons based on the Cucconi test
by Hidetoshi Murakami
April 2016, Volume 100, Issue 2
- 207-222 Analysis on $$s^{n-m}$$ s n - m designs with general minimum lower-order confounding
by Zhiming Li & Zhidong Teng & Tianfang Zhang & Runchu Zhang - 223-237 Pairwise likelihood estimation for the normal ogive model with binary data
by M.-L. Feddag
January 2016, Volume 100, Issue 1
- 1-20 Preservation of failure rate function shape in weighted distributions
by Ramesh Gupta & Barry Arnold - 21-41 Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part
by Guo-Liang Fan & Hong-Xia Xu & Zhen-Sheng Huang - 43-78 Discrete dispersion models and their Tweedie asymptotics
by Bent Jørgensen & Célestin Kokonendji - 79-97 Small-sample one-sided testing in extreme value regression models
by Silvia Ferrari & Eliane Pinheiro - 99-131 The logarithmic super divergence and asymptotic inference properties
by Avijit Maji & Abhik Ghosh & Ayanendranath Basu
October 2015, Volume 99, Issue 4
- 403-432 A Lévy-driven rainfall model with applications to futures pricing
by Ragnhild Noven & Almut Veraart & Axel Gandy - 433-465 Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative
by Anne Brix & Asger Lunde - 467-492 On the performance of two clustering methods for spatial functional data
by Elvira Romano & Jorge Mateu & Ramon Giraldo
July 2015, Volume 99, Issue 3
- 259-280 Bayesian accelerated failure time models based on penalized mixtures of Gaussians: regularization and variable selection
by Susanne Konrath & Ludwig Fahrmeir & Thomas Kneib - 281-310 Uncertainty quantification for the family-wise error rate in multivariate copula models
by Jens Stange & Taras Bodnar & Thorsten Dickhaus - 311-335 Influence diagnostics in log-linear integer-valued GARCH models
by Fukang Zhu & Lei Shi & Shuangzhe Liu - 337-365 Coherent forecasting for stationary time series of discrete data
by Raju Maiti & Atanu Biswas - 367-378 The power function of conditional tests of the Rasch model
by Clemens Draxler & Johannes Zessin
April 2015, Volume 99, Issue 2
- 131-160 Asymptotic properties of the kernel estimate of spatial conditional mode when the regressor is functional
by Sophie Dabo-Niang & Zoulikha Kaid & Ali Laksaci - 161-187 Nonstationary-volatility robust panel unit root tests and the great moderation
by Christoph Hanck & Robert Czudaj - 189-208 A skew INAR(1) process on $${\mathbb {Z}}$$ Z
by Wagner Barreto-Souza & Marcelo Bourguignon - 209-227 Extended ordered paired comparison models with application to football data from German Bundesliga
by Gerhard Tutz & Gunther Schauberger - 229-236 Cumulants of a random variable distributed uniformly on the first $$n$$ n integers
by Christopher Withers & Saralees Nadarajah - 237-257 Markov models of dependence in longitudinal paired comparisons: an application to course design
by Alexandra Grand & Regina Dittrich & Brian Francis
January 2015, Volume 99, Issue 1
- 1-30 Exact extreme value, product, and ratio distributions under non-standard assumptions
by Klaus Müller & Wolf-Dieter Richter - 31-43 A zero-inflated logarithmic series distribution of order k and its applications
by C. Satheesh Kumar & A. Riyaz - 45-62 Gini index estimation in randomized response surveys
by Lucio Barabesi & Giancarlo Diana & Pier Perri - 63-82 Efficiency of the pMST and RDELA location and scatter estimators
by Steffen Liebscher & Thomas Kirschstein - 83-106 Distance-based beta regression for prediction of mutual funds
by Oscar Melo & Carlos Melo & Jorge Mateu - 107-130 Nonparametric estimates for conditional quantiles of time series
by Jürgen Franke & Peter Mwita & Weining Wang
October 2014, Volume 98, Issue 4
- 305-326 Testing monotonicity of pricing kernels
by Yuri Golubev & Wolfgang Härdle & Roman Timofeev - 327-343 Analysis of discrete data by Conway–Maxwell Poisson distribution
by Ramesh Gupta & S. Sim & S. Ong - 345-369 Importance sampling for Kolmogorov backward equations
by Hermann Singer - 371-387 EWMA charts: ARL considerations in case of changes in location and scale
by Sebastian Steinmetz
July 2014, Volume 98, Issue 3
- 197-224 Conditional correlation in asset return and GARCH intensity model
by Geon Choe & Kyungsub Lee - 225-255 Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series
by Robert Garthoff & Iryna Okhrin & Wolfgang Schmid - 257-286 Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data
by Said Attaoui - 287-303 Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
by Ali Karimnezhad & Ahmad Parsian
April 2014, Volume 98, Issue 2
- 103-120 Some overall properties of seemingly unrelated regression models
by Yuqin Sun & Rong Ke & Yongge Tian - 121-142 A survey of functional principal component analysis
by Han Shang - 143-163 Bayesian variable selection for correlated covariates via colored cliques
by Stefano Monni - 165-195 Asymptotic normality of estimators in heteroscedastic errors-in-variables model
by Jing-Jing Zhang & Han-Ying Liang & Amei Amei
January 2014, Volume 98, Issue 1
- 1-20 A factor mixture model for analyzing heterogeneity and cognitive structure of dementia
by Silvia Cagnone & Cinzia Viroli - 21-34 Gaussian pseudo-likelihood estimation for stationary processes on a lattice
by Chrysoula Dimitriou-Fakalou - 35-61 Detecting serial dependencies with the reproducibility probability autodependogram
by Luca Bagnato & Lucio De Capitani & Antonio Punzo - 63-85 Robust, distribution-free inference for income share ratios under complex sampling
by Beat Hulliger & Tobias Schoch - 87-101 On exact and optimal single-sampling plans by variables
by Wolf Krumbholz & Detlef Steuer
October 2013, Volume 97, Issue 4
- 317-347 Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
by Xiaofeng Lv & Rui Li - 349-385 Penalized likelihood and Bayesian function selection in regression models
by Fabian Scheipl & Thomas Kneib & Ludwig Fahrmeir - 387-402 On likelihood ratio testing for penalized splines
by Sonja Greven & Ciprian Crainiceanu - 403-433 Bandwidth selection for kernel density estimation: a review of fully automatic selectors
by Nils-Bastian Heidenreich & Anja Schindler & Stefan Sperlich
July 2013, Volume 97, Issue 3
- 215-238 Change point detection in SCOMDY models
by Okyoung Na & Jiyeon Lee & Sangyeol Lee - 239-270 Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices
by Joanna Janczura & Rafał Weron - 271-285 Performance of unit root tests in unbalanced panels: experimental evidence
by Verena Werkmann - 287-295 Codependent VAR models and the pseudo-structural form
by Carsten Trenkler & Enzo Weber - 297-315 Approaches for event history analysis based on complex longitudinal survey data
by Marjo Pyy-Martikainen
April 2013, Volume 97, Issue 2
- 89-91 Spatial statistics for environmental studies
by Alessandro Fassò & Alessio Pollice & Barbara Cafarelli - 93-108 A practical approach for assessing the effect of grouping in hierarchical spatio-temporal models
by Francesca Bruno & Daniela Cocchi & Lucia Paci - 109-131 Spatio-temporal modeling of particulate matter concentration through the SPDE approach
by Michela Cameletti & Finn Lindgren & Daniel Simpson & Håvard Rue - 133-150 Prediction of particle pollution through spatio-temporal multivariate geostatistical analysis: spatial special issue
by S. De Iaco & M. Palma & D. Posa - 151-171 Bayesian space-time modeling of malaria incidence in Sucre state, Venezuela
by Desirée Villalta & Lelys Guenni & Yasmin Rubio-Palis & Raúl Ramírez Arbeláez - 173-179 Estimation of spatial processes using local scoring rules
by A. Dawid & Monica Musio - 181-193 Geoadditive modeling for extreme rainfall data
by Chiara Bocci & Enrica Caporali & Alessandra Petrucci - 195-213 Multivariate geostatistical mapping of radioactive contamination in the Maddalena Archipelago (Sardinia, Italy): spatial special issue
by Marco Minozzo & Clarissa Ferrari
January 2013, Volume 97, Issue 1
- 1-10 Critical values of Mandel’s h and k, the Grubbs and the Cochran test statistic
by Peter-T. Wilrich - 11-31 The forecasting performance of mortality models
by Hendrik Hansen - 33-47 Nearest neighbor hazard estimation with left-truncated duration data
by Rafael Weißbach & Wladislaw Poniatowski & Walter Krämer - 49-76 Illuminate the unknown: evaluation of imputation procedures based on the SAVE survey
by Michael Ziegelmeyer - 77-87 Simultaneous estimation of quantile curves using quantile sheets
by Sabine Schnabel & Paul Eilers
October 2012, Volume 96, Issue 4
- 451-465 Regression operator estimation by delta-sequences method for functional data and its applications
by Idir Ouassou & Mustapha Rachdi - 467-492 Evaluation strategies for case series: is Cox regression an alternative to the self controlled case series method for terminal events?
by Ronny Kuhnert & Martin Schlaud & Hartmut Hecker - 493-515 Tests for structural break in quantile regressions
by Marilena Furno - 517-541 Simultaneous confidence bands for expectile functions
by Mengmeng Guo & Wolfgang Härdle
July 2012, Volume 96, Issue 3
- 327-342 Supermigrative copulas and positive dependence
by Fabrizio Durante & Roberto Ghiselli-Ricci - 343-383 Multiple tests for the performance of different investment strategies
by Gabriel Frahm & Tobias Wickern & Christof Wiechers - 385-407 Efficient estimation of Markov regime-switching models: An application to electricity spot prices
by Joanna Janczura & Rafał Weron - 409-433 The McDonald extended distribution: properties and applications
by Gauss Cordeiro & Elizabeth Hashimoto & Edwin Ortega & Marcelino Pascoa - 435-450 Numerical solution of optimal allocation problems in stratified sampling under box constraints
by Ralf Münnich & Ekkehard Sachs & Matthias Wagner
June 2012, Volume 96, Issue 2
- 123-125 Special issue on Actuarial Statistics
by Michel Denuit - 127-153 Life tables in actuarial models: from the deterministic setting to a Bayesian approach
by Annamaria Olivieri & Ermanno Pitacco - 155-186 Multistate models in health insurance
by Marcus Christiansen - 187-224 Statistical concepts of a priori and a posteriori risk classification in insurance
by Katrien Antonio & Emiliano Valdez - 225-264 Extreme value analysis of actuarial risks: estimation and model validation
by Holger Drees - 265-310 Loss prediction based on run-off triangles
by Klaus Schmidt - 311-326 Maximum-likelihood and marginal-sum estimation in some particular collective models
by Klaus Hess
January 2012, Volume 96, Issue 1
- 1-23 Principal component analysis with interval imputed missing values
by Paola Zuccolotto - 25-46 Adaptive wavelet estimation of a function in an indirect regression model
by Christophe Chesneau & Jalal Fadili - 47-68 Additive mixed models with Dirichlet process mixture and P-spline priors
by Felix Heinzl & Ludwig Fahrmeir & Thomas Kneib - 69-98 Inference on finite population categorical response: nonparametric regression-based predictive approach
by Sumanta Adhya & Tathagata Banerjee & Gaurangadeb Chattopadhyay - 99-122 Boosting techniques for nonlinear time series models
by Nikolay Robinzonov & Gerhard Tutz & Torsten Hothorn
December 2011, Volume 95, Issue 4
- 325-327 Introduction to the special issue: interdisciplinary aspects of panel data analysis
by Harry Haupt & Cheng Hsiao - 329-350 Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary
by Badi Baltagi & Chihwa Kao & Sanggon Na - 351-373 Efficient ways to impute incomplete panel data
by Kristian Kleinke & Mark Stemmler & Jost Reinecke & Friedrich Lösel - 375-413 Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
by Hermann Singer - 415-434 Growth mixture models in longitudinal research
by Jost Reinecke & Daniel Seddig - 435-452 Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity
by Georges Bresson & Cheng Hsiao & Alain Pirotte - 453-480 Longitudinal dynamic analyses of cognition in the health and retirement study panel
by John McArdle - 481-500 Level and change of group-focused enmity in Germany: unconditional and conditional latent growth curve models with four panel waves
by Eldad Davidov & Stefan Thörner & Peter Schmidt & Stefanie Gosen & Carina Wolf - 501-529 A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris
by Georges Bresson & Cheng Hsiao
September 2011, Volume 95, Issue 3
- 219-251 The exponentiated exponential distribution: a survey
by Saralees Nadarajah - 253-291 How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
by Almut Veraart - 293-311 Testing lumpability for marginal discrete hidden Markov models
by Roberto Colombi & Sabrina Giordano - 313-323 Inferences for the ratio: Fieller’s interval, log ratio, and large sample based confidence intervals
by Michael Sherman & Arnab Maity & Suojin Wang
June 2011, Volume 95, Issue 2
- 113-128 Multivariate process capability using principal component analysis in the presence of measurement errors
by Michele Scagliarini - 129-146 A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
by Francisco Cribari-Neto & Wilton Silva - 147-168 Specific-to-general predictor selection in approximate autoregressions—Monte Carlo evidence and a large scale performance assessment with real data
by Helmut Herwartz - 169-185 Absolute continuous bivariate generalized exponential distribution
by Debasis Kundu & Rameshwar Gupta