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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
- 239-257 Modelling of count data using nonparametric mixtures
by Chew-Seng Chee - 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
- 133-159 Estimation of voter transitions based on ecological inference: an empirical assessment of different approaches
by André Klima & Paul W. Thurner & Christoph Molnar & Thomas Schlesinger & Helmut Küchenhoff - 161-187 Discriminant analysis with Gaussian graphical tree models
by Gonzalo Perez-de-la-Cruz & Guillermina Eslava-Gomez - 189-205 Resampling-based simultaneous confidence intervals for location shift using medians
by Scott J. Richter & Melinda H. McCann - 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 - 1-20 Preservation of failure rate function shape in weighted distributions
by Ramesh C. Gupta & Barry C. 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 - 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 - 43-78 Discrete dispersion models and their Tweedie asymptotics
by Bent Jørgensen & Célestin C. Kokonendji - 79-97 Small-sample one-sided testing in extreme value regression models
by Silvia Ferrari & Eliane Pinheiro - 79-97 Small-sample one-sided testing in extreme value regression models
by Silvia L. P. Ferrari & Eliane C. Pinheiro - 99-131 The logarithmic super divergence and asymptotic inference properties
by Avijit Maji & Abhik Ghosh & Ayanendranath Basu - 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 - 187-204 Asymptotic normal tests for integration in panels with cross-dependent units
by Uwe Hassler & Matei Demetrescu & Adina Tarcolea - 205-217 A weighted least-squares approach to clusterwise regression
by Rainer Schlittgen
March 2011, Volume 95, Issue 1
- 1-26 Multiple imputation in practice—a case study using a complex German establishment survey
by Jörg Drechsler - 27-58 The effect of infrequent trading on detecting price jumps
by Frowin Schulz & Karl Mosler - 59-91 Useful models for time series of counts or simply wrong ones?
by Robert Jung & A. Tremayne - 93-111 A robust test for non-nested hypotheses
by Hsin-Yi Lin
December 2010, Volume 94, Issue 4
- 307-309 Design and analysis of computer experiments
by Sonja Kuhnt & David Steinberg - 311-324 Computer experiments: a review
by Sigal Levy & David Steinberg - 325-339 Latin hypercube sampling with inequality constraints
by Matthieu Petelet & Bertrand Iooss & Olivier Asserin & Alexandre Loredo - 341-351 Optimal Latin hypercube designs for the Kullback–Leibler criterion
by A. Jourdan & J. Franco - 353-366 Comparing and generating Latin Hypercube designs in Kriging models
by Giovanni Pistone & Grazia Vicario - 367-388 Using recursive algorithms for the efficient identification of smoothing spline ANOVA models
by Marco Ratto & Andrea Pagano - 389-404 Modelling of a thermomechanically coupled forming process based on functional outputs from a finite element analysis and from experimental measurements
by Tobias Wagner & Christoph Bröcker & Nicolas Saba & Dirk Biermann & Anton Matzenmiller & Kurt Steinhoff - 405-422 Metamodeling of aircraft infrared signature dispersion
by Sidonie Lefebvre & Antoine Roblin & Suzanne Varet & Gérard Durand
September 2010, Volume 94, Issue 3
- 217-229 True integer value time series
by R. Freeland - 231-246 Distribution properties and estimation of the ratio of independent Weibull random variables
by Saralees Nadarajah - 247-271 Symmetric and asymmetric rounding: a review and some new results
by H. Schneeweiss & J. Komlos & A. Ahmad - 273-305 Cointegration analysis with state space models
by Martin Wagner
June 2010, Volume 94, Issue 2
- 113-116 Advances in structural equation modeling—the 2009 meeting of the working group SEM
by Jörg Betzin & Dirk Temme - 117-127 Using restricted factor analysis with latent moderated structures to detect uniform and nonuniform measurement bias; a simulation study
by M. Barendse & F. Oort & G. Garst - 129-137 Measurement bias and multidimensionality; an illustration of bias detection in multidimensional measurement models
by Suzanne Jak & Frans Oort & Conor Dolan - 139-156 Using structural equation modelling to detect measurement bias and response shift in longitudinal data
by B. King-Kallimanis & F. Oort & G. Garst - 157-166 Introduction of a new measure for detecting poor fit due to omitted nonlinear terms in SEM
by Andreas Klein & Karin Schermelleh-Engel - 167-184 Nonlinear structural equation modeling: is partial least squares an alternative?
by Karin Schermelleh-Engel & Christina Werner & Andreas Klein & Helfried Moosbrugger - 185-201 Multitrait-multimethod change modelling
by Christian Geiser & Michael Eid & Fridtjof Nussbeck & Delphine Courvoisier & David Cole - 203-215 Second-order stochastic differential equation model as an alternative for the ALT and CALT models
by J. Oud
March 2010, Volume 94, Issue 1
- 1-31 De copulis non est disputandum
by Wolfgang Härdle & Ostap Okhrin - 33-51 Estimating German overqualification with stochastic earnings frontiers
by Uwe Jensen & Hermann Gartner & Susanne Rässler - 53-74 Median split, k-group split, and optimality in continuous populations
by Lothar Knüppel & Oliver Hermsen - 75-87 A modified signed likelihood ratio test in elliptical structural models
by Tatiane Melo & Silvia Ferrari - 89-103 Asymptotic properties for LS estimators in EV regression model with dependent errors
by Guo-Liang Fan & Han-Ying Liang & Jiang-Feng Wang & Hong-Xia Xu - 105-109 A management consulting view on the statistical consulting process
by Dietmar Fink & Oded Löwenbein - 111-111 Obituary Oded Löwenbein (1953–2009)
by Dietmar Fink & Marc Ant
December 2009, Volume 93, Issue 4
- 371-386 Multi-sample tests for axial data from Watson distributions
by Adelaide Figueiredo - 387-402 Dynamic semiparametric factor models in risk neutral density estimation
by Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer - 403-425 Estimating models based on Markov jump processes given fragmented observation series
by Markus Hahn & Sylvia Frühwirth-Schnatter & Jörn Sass - 427-447 GEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany
by Markus Pannenberg & Martin Spiess
September 2009, Volume 93, Issue 3
- 235-236 Editorial
by Goeran Kauermann & Stefan Lang - 237-261 Anisotropy analysis of pressed point processes
by Claudia Redenbach & Aila Särkkä & Johannes Freitag & Katja Schladitz - 263-279 Multivariate CUSUM chart: properties and enhancements
by Vasyl Golosnoy & Sergiy Ragulin & Wolfgang Schmid - 281-294 Double ASN Minimax sampling plans by variables when the standard deviation is unknown
by Wolf Krumbholz & Andreas Rohr - 295-306 Statistical inference procedure for the mean–variance efficient frontier with estimated parameters
by Olha Bodnar & Taras Bodnar - 307-333 A Bayesian latent variable approach to functional principal components analysis with binary and count data
by Angelika Linde - 335-343 Estimation of symmetric disagreement using a uniform association model for ordinal agreement data
by Serpil Aktaş & Tülay Saraçbaşı - 345-369 Laplace random variables with application to price indices
by Saralees Nadarajah
June 2009, Volume 93, Issue 2
- 123-149 Purchase timing models in marketing: a review
by Kai Kopperschmidt & Winfried Stute - 151-158 A comparison of robust estimators based on two types of trimming
by Subhra Dhar & Probal Chaudhuri - 159-174 Comparison of performance measures for multivariate discrete models
by Nina Meinel - 175-186 Semiparametric predictive mean matching
by Marco Di Zio & Ugo Guarnera - 187-203 The skew logistic distribution
by Saralees Nadarajah - 205-220 Loss prediction in a linear model under a linear constraint
by Kathrin Kloberdanz & Klaus Schmidt - 221-233 Marginal-sum and maximum-likelihood estimation in a multiplicative tariff
by Klaus Hess
March 2009, Volume 93, Issue 1
- 1-3 Recent developments in life and social science applications of capture–recapture methods
by Dankmar Böhning & Peter Heijden - 5-21 Structurally missing data problems in multiple list capture–recapture data
by Peter Heijden & Eugene Zwane & David Hessen - 23-47 Estimators in capture–recapture studies with two sources
by Sarah Brittain & Dankmar Böhning - 49-60 Integrated methodology for multiple systems estimation and record linkage using a missing data formulation
by Stephen Fienberg & Daniel Manrique-Vallier - 61-71 CAMCR: Computer-Assisted Mixture model analysis for Capture–Recapture count data
by Ronny Kuhnert & Dankmar Böhning - 73-88 Calculation of the Prokhorov distance by optimal quantization and maximum flow
by Bernard Garel & Jean-Claude Massé - 89-107 The largest SNR distribution
by Saralees Nadarajah - 109-110 Jayanta K. Ghosh, Mohan Delampady and Tapas Samanta: An introduction to Bayesian analysis—theory and methods
by Björn Bornkamp - 111-113 Peter X.-K. Song: Correlated data analysis: modeling, analytics, and applications
by Götz Uebe - 115-116 Dennis V. Lindley: Understanding uncertainty
by Peter Kischka - 117-118 Yves Tillé: Sampling algorithms
by Götz Uebe - 119-120 Jérôme Dedecker, Paul Doukhan, Gabriel Lang, José Rafael León R., Sana Louhichi and Clémentine Prieur: Weak dependence: with examples and applications. (Lecture notes in statistics)
by Harry Haupt - 121-122 C. Radhakrishna Rao, Helge Toutenburg, Shalabh and Christian Heumann. Linear Models and Generalizations, Least Squares and Alternatives, 3rd edition
by Götz Uebe
August 2008, Volume 92, Issue 3
- 235-253 A note on simplicial depth function
by Mario Romanazzi - 255-269 Orthogonal decomposition of point-symmetry for multiway tables
by Kouji Tahata & Sadao Tomizawa - 271-296 Forecasting data revisions of GDP: a mixed frequency approach
by Jens Hogrefe