Printed from https://ideas.repec.org/s/spr/alstar.html
Content
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 - 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