# Springer

# Statistical Papers

**Order information:**

Web: http://www.springer.com/statistics/business/journal/362

**Download restrictions:**Access to the full text of the articles in this series is restricted.

**Editor:**

**Editor:**

**Editor:**

Additional information is available for the following
registered editor(s): Walter Krämer
Werner G. Müller
Liqun Wang
**For corrections or technical questions regarding this series, please contact
(Sonal Shukla) or (Rebekah McClure)**

**Series handle:**repec:spr:stpapr

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### 2016, Volume 57, Issue 2

**271-301 Statistical inference for a step-stress partially-accelerated life test model with an adaptive Type-I progressively hybrid censored data from Weibull distribution***by*Ali A. Ismail**303-317 The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR( $$p$$ p ) errors***by*Joakim Westerlund**319-327 Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach***by*A. C. M. Wong**329-344 A moment closed form estimator for the autoregressive conditional duration model***by*Wanbo Lu & Rui Ke & Jingwen Liang**345-364 On decompositions of BLUEs under a partitioned linear model with restrictions***by*Xuan Zhang & Yongge Tian**365-379 Sharp bounds on the bias of trimean***by*Mariusz Bieniek**381-405 On two simple and effective procedures for high dimensional classification of general populations***by*Zhaoyuan Li & Jianfeng Yao**407-418 Linearity tests under the null hypothesis of a random walk with drift***by*Rongguo Yan & Lingxiang Zhang**419-428 Recurrence relations between moments of progressive type-II right censored order statistics from doubly truncated Weibull distribution***by*Haseeb Athar & Zuber Akhter**429-449 A restricted $$r{-}k$$ r - k class estimator in the mixed regression model with autocorrelated disturbances***by*Shalini Chandra & Nityananda Sarkar**451-469 The consistency for the estimator of nonparametric regression model based on martingale difference errors***by*Zhiyong Chen & Haibin Wang & Xuejun Wang**471-498 On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output***by*Patrícia Ferreira Ramos & Manuel Cabral Morais & António Pacheco & Wolfgang Schmid**499-516 Testing homogeneity in a scale mixture of normal distributions***by*Xiaoqing Niu & Pengfei Li & Peng Zhang**517-538 A bivariate INAR(1) model with different thinning parameters***by*Predrag M. Popović**539-562 On phase II monitoring of the probability distributions of univariate continuous processes***by*Partha Sarathi Mukherjee**563-564 James Wu and Stephen Coggeshall (2012): Foundations of predictive analytics***by*Ricardo Maronna**565-566 Charu C. Aggarwal and Chandan K. Reddy (eds.): Data clustering: algorithms and applications***by*Ricardo Maronna

### 2016, Volume 57, Issue 1

**1-20 Asymptotic normality of conditional density estimation with left-truncated and dependent data***by*Han-Ying Liang & Jong-Il Baek**21-30 Characterizations based on the numbers of near-order statistics***by*M. Akbari & M. Fashandi & Jafar Ahmadi**31-42 More on the unbiased ridge regression estimation***by*Jibo Wu & Hu Yang**43-53 Mean driven balance and uniformly best linear unbiased estimators***by*Roman Zmyślony & João T. Mexia & Francisco Carvalho & Inês J. Sequeira**55-68 Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation***by*Mario Hasler**69-88 Penalized weighted composite quantile estimators with missing covariates***by*Hu Yang & Huilan Liu**89-98 Improved bootstrap prediction intervals for SETAR models***by*Anna Staszewska-Bystrova & Peter Winker**99-113 The focused information criterion for varying-coefficient partially linear measurement error models***by*Hai Wang & Xinjie Chen & Nancy Flournoy**99-113 The focused information criterion for varying-coefficient partially linear measurement error models***by*Hai Ying Wang & Xinjie Chen & Nancy Flournoy**115-132 Variable selection for generalized varying coefficient models with longitudinal data***by*Hu Yang & Chaohui Guo & Jing Lv**133-159 The Poisson–Inverse-Gaussian regression model with cure rate: a Bayesian approach and its case influence diagnostics***by*Adriano K. Suzuki & Vicente G. Cancho & Francisco Louzada**161-183 New multiple testing method under no dependency assumption, with application to multiple comparisons problem***by*Li Wang & Xingzhong Xu & Yong A**185-203 Single-index composite quantile regression with heteroscedasticity and general error distributions***by*Rong Jiang & Wei-Min Qian & Zhan-Gong Zhou**205-234 Robust estimation of location and concentration parameters for the von Mises–Fisher distribution***by*Shogo Kato & Shinto Eguchi**235-247 Testing exponentiality using mean residual quantile function***by*P. G. Sankaran & N. N. Midhu**249-265 On the oracle property of adaptive group Lasso in high-dimensional linear models***by*Caiya Zhang & Yanbiao Xiang**267-269 Book reviews***by*Sylvia Tamara Lenz**89-98 Improved bootstrap prediction intervals for SETAR models***by*Anna Staszewska-Bystrova & Peter Winker**69-88 Penalized weighted composite quantile estimators with missing covariates***by*Hu Yang & Huilan Liu**55-68 Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation***by*Mario Hasler**43-53 Mean driven balance and uniformly best linear unbiased estimators***by*Roman Zmyślony & João Mexia & Francisco Carvalho & Inês Sequeira**31-42 More on the unbiased ridge regression estimation***by*Jibo Wu & Hu Yang**267-269 Book reviews***by*Sylvia Lenz**249-265 On the oracle property of adaptive group Lasso in high-dimensional linear models***by*Caiya Zhang & Yanbiao Xiang**235-247 Testing exponentiality using mean residual quantile function***by*P. Sankaran & N. Midhu**21-30 Characterizations based on the numbers of near-order statistics***by*M. Akbari & M. Fashandi & Jafar Ahmadi**205-234 Robust estimation of location and concentration parameters for the von Mises–Fisher distribution***by*Shogo Kato & Shinto Eguchi**185-203 Single-index composite quantile regression with heteroscedasticity and general error distributions***by*Rong Jiang & Wei-Min Qian & Zhan-Gong Zhou**161-183 New multiple testing method under no dependency assumption, with application to multiple comparisons problem***by*Li Wang & Xingzhong Xu & Yong A**133-159 The Poisson–Inverse-Gaussian regression model with cure rate: a Bayesian approach and its case influence diagnostics***by*Adriano Suzuki & Vicente Cancho & Francisco Louzada**115-132 Variable selection for generalized varying coefficient models with longitudinal data***by*Hu Yang & Chaohui Guo & Jing Lv**1-20 Asymptotic normality of conditional density estimation with left-truncated and dependent data***by*Han-Ying Liang & Jong-Il Baek

### 2015, Volume 56, Issue 4

**933-946 A novel extension of randomly weighted averages***by*Hazhir Homei**947-967 A general permutation approach for analyzing repeated measures ANOVA and mixed-model designs***by*Sara Kherad-Pajouh & Olivier Renaud**969-979 Some lower bounds of centered $$L_2$$ L 2 -discrepancy of $$2^{s-k}$$ 2 s - k designs and their complementary designs***by*Zujun Ou & Hong Qin & Hongyi Li**981-997 On the optimal choice of the number of empirical Fourier coefficients for comparison of regression curves***by*Viatcheslav Melas & Andrey Pepelyshev & Petr Shpilev & Luigi Salmaso & Livio Corain & Rosa Arboretti**999-1013 On proportional reversed failure rate class***by*Paulo Oliveira & Nuria Torrado**1015-1031 Efficient estimation for the generalized exponential distribution***by*M. Alizadeh & S. Rezaei & S. Bagheri & S. Nadarajah**1033-1039 Almost opposite regression dependence in bivariate distributions***by*Karl Siburg & Pavel Stoimenov**1041-1053 A diagnostic tool for regression analysis of complex survey data***by*Zilin Wang & David Bellhouse**1055-1069 Respondent privacy and estimation efficiency in randomized response surveys for discrete-valued sensitive variables***by*Mausumi Bose**1071-1098 Inference and further probabilistic properties of the $$ SUN_{n,2}$$ S U N n , 2 -distribution***by*Mehdi Amiri & Ahad Jamalizadeh & Mina Towhidi**1099-1113 Simultaneous inferences: new method of maximum combination***by*A. Martín Andrés & M. Álvarez Hernández**1115-1135 M-estimator based unit root tests in the ESTAR framework***by*Rickard Sandberg**1137-1161 Robust estimation for spatial semiparametric varying coefficient partially linear regression***by*Tang Qingguo**1163-1173 Estimation and inference in multivariate Markov chains***by*João Nicolau & Flavio Riedlinger**1175-1190 Some results for the comparison of generalized order statistics in the total time on test and excess wealth orders***by*Félix Belzunce & Carolina Martínez-Riquelme**1191-1203 The distributions of sum, minima and maxima of generalized geometric random variables***by*Fatih Tank & Serkan Eryilmaz**1205-1234 The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns***by*Luca Bagnato & Valerio Potì & Maria Zoia**1235-1247 Further remarks on the connection between fixed linear model and mixed linear model***by*B. Arendacká & S. Puntanen**1249-1250 D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition)***by*Walter Krämer**1251-1252 Miller, S. J. (ed.): Benford’s law. Theory and applications***by*Walter Krämer

### 2015, Volume 56, Issue 3

**585-596 Complete consistency of the estimator of nonparametric regression model under ND sequence***by*Xuejun Wang & Zeyu Si**597-617 Two-sample tests based on empirical Hankel transforms***by*L. Baringhaus & D. Kolbe**619-637 Characterizations based on measure of inaccuracy for truncated random variables***by*Chanchal Kundu & Asok Nanda**639-660 Inference in step-stress models based on failure rates***by*Maria Kateri & Udo Kamps**661-676 On estimation of a density function in multiplicative censoring***by*R. Zamini & V. Fakoor & M. Sarmad**677-688 On empirical cumulative residual entropy and a goodness-of-fit test for exponentiality***by*V. Zardasht & S. Parsi & M. Mousazadeh**689-699 A sequential triangular test of a correlation coefficient’s null-hypothesis: $$0 > \rho \le \rho _{0}$$ 0 > ρ ≤ ρ 0***by*Berthold Schneider & Dieter Rasch & Klaus Kubinger & Takuya Yanagida**701-721 Clustering of time series via non-parametric tail dependence estimation***by*Fabrizio Durante & Roberta Pappadà & Nicola Torelli**723-748 Estimating doubly stochastic Poisson process with affine intensities by Kalman filter***by*Alan Genaro & Adilson Simonis**749-771 On longitudinal moving average model for prediction of subpopulation total***by*Tomasz Ża̧dło**773-817 Reliability sampling plans for a lognormal distribution under progressive first-failure censoring with cost constraint***by*Sukhdev Singh & Yogesh Tripathi**819-828 Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models***by*Lichun Wang & Yuan You & Heng Lian**829-847 Uncertainty intervals for regression parameters with non-ignorable missingness in the outcome***by*Minna Genbäck & Elena Stanghellini & Xavier Luna**849-861 The link between the mixed and fixed linear models revisited***by*S. Haslett & S. Puntanen & B. Arendacká**863-885 Quality surveillance with EWMA control charts based on exact control limits***by*Manuel Morais & Yarema Okhrin & Wolfgang Schmid**887-910 A kernel mode estimate under random left truncation and time series model: asymptotic normality***by*Ouafae Benrabah & Elias Ould Saïd & Abdelkader Tatachak**911-932 A wavelet-based hybrid approach to estimate variance function in heteroscedastic regression models***by*T. Palanisamy & J. Ravichandran

### 2015, Volume 56, Issue 2

**273-290 Experimental designs in triangular simultaneous equations models***by*Víctor Casero-Alonso & Jesús López-Fidalgo**291-310 The distribution of the quotient of two triangularly distributed random variables***by*Selim Gündüz & Ali Genç**311-331 A new class of designs for mixture-of-mixture experiments***by*Hanen Hanna & Walter Tinsson**333-351 Generalized inferences of $$R$$ R = $$\Pr (X>Y)$$ Pr ( X > Y ) for Pareto distribution***by*Sumith Gunasekera**353-378 Variance-mean mixture of the multivariate skew normal distribution***by*Olcay Arslan**379-390 MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated***by*Akio Namba**391-410 Highly resistant gradient descent algorithm for computing intrinsic mean shape on similarity shape spaces***by*H. Fotouhi & M. Golalizadeh**411-430 Empirical likelihood based modal regression***by*Weihua Zhao & Riquan Zhang & Yukun Liu & Jicai Liu**431-451 Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models***by*Jan Beran & Yuanhua Feng & Sucharita Ghosh**453-477 Improved estimators of the distribution function based on lower record values***by*R. Arabi Belaghi & M. Arashi & S. Tabatabaey**479-494 Inference in a structural heteroskedastic calibration model***by*Mário Castro & Manuel Galea**495-517 A new Liu-type estimator***by*Fatma Kurnaz & Kadri Akay**519-529 Relative behavior of a coherent system with respect to another coherent system***by*Serkan Eryilmaz & G. Tutuncu**531-567 Predictive performance of linear regression models***by*M. Özkale**569-582 Discordancy tests for two-parameter exponential samples***by*Chien-Tai Lin & Shih-Chun Wang**583-584 Wladyslaw Welfe: Macroeconomic models, Springer, 2013, xxvii+425pp., €181,85, $229.00, $${\pounds }$$ £ 153.00, ISBN: 978-3-642-34467-1***by*Peter Hackl

### 2015, Volume 56, Issue 1

**1-21 Start-up demonstration tests with three-level classification***by*Athanasios Rakitzis & Demetrios Antzoulakos**23-60 Functional CLT of eigenvectors for large sample covariance matrices***by*Ningning Xia & Zhidong Bai**61-82 Two-sample Kolmogorov–Smirnov fuzzy test for fuzzy random variables***by*Gholamreza Hesamian & Jalal Chachi**83-103 Efficient classes of estimators in stratified random sampling***by*Ramkrishna Solanki & Housila Singh**105-119 Optimum mixture designs in a restricted region***by*Nripes Mandal & Manisha Pal & Bikas Sinha & Premadhis Das**121-145 Analyzing supersaturated designs for discrete responses via generalized linear models***by*N. Balakrishnan & C. Koukouvinos & C. Parpoula**147-156 Combining the Liu-type estimator and the principal component regression estimator***by*Deniz Inan**157-165 The estimation and inference on the equal ratios of means to standard deviations of normal populations***by*Shuyou Li & Xu Lu & Ying Mi & Wei Liu**167-189 Using prior information in privacy-protecting survey designs for categorical sensitive variables***by*Heiko Groenitz**191-204 A general pattern of asymptotic behavior of the R/S statistics for linear processes***by*Fa-mei Zheng & Qing-pei Zang**205-215 A note on the asymptotic distribution of the estimation of the mean past lifetime***by*Afshin Parvardeh**217-230 On a principal component two-parameter estimator in linear model with autocorrelated errors***by*Jiewu Huang & Hu Yang**231-246 Performance of Kibria’s methods in partial linear ridge regression model***by*M. Arashi & T. Valizadeh**247-256 On censored cumulative residual Kullback–Leibler information and goodness-of-fit test with type II censored data***by*Sangun Park & Johan Lim**257-268 Parameter estimation for the non-stationary Ornstein–Uhlenbeck process with linear drift***by*Hui Jiang & Xing Dong**269-270 Edward F. Vonesh: Generalized linear and nonlinear models for correlated data, theory and applications using SAS $$^\circledR $$ ®***by*Sylvia Lenz**271-271 Simon Rogers and Mark Girolami: A first course in machine learning***by*Thoralf Mildenberger

### 2014, Volume 55, Issue 4

**919-931 An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series***by*Alexander Schnurr**933-950 The variable parameters T $$^{2}$$ 2 chart with run rules***by*Alireza Faraz & Giovanni Celano & Erwin Saniga & C. Heuchenne & S. Fichera**951-965 A unified method for constructing expectation tolerance intervals***by*Christopher Withers & Saralees Nadarajah**967-981 An extension of the generalized half-normal distribution***by*Neveka Olmos & Héctor Varela & Heleno Bolfarine & Héctor Gómez**983-1000 Distributions for spherical data based on nonnegative trigonometric sums***by*J. Fernández-Durán & M. Gregorio-Domínguez**1001-1018 Sufficient jackknife-after-bootstrap method for detection of influential observations in linear regression models***by*Ufuk Beyaztas & Aylin Alin**1019-1034 Non-parametric prediction intervals for the lifetime of coherent systems***by*M. Chahkandi & Jafar Ahmadi & S. Baratpour**1035-1045 On the central limit theorem along subsequences of sums of i.i.d. random variables***by*Deli Li & Oleg Klesov & George Stoica**1047-1058 On the asymptotic normality of finite population $$L$$ L -statistics***by*Andrius Čiginas**1059-1077 Divergence-based tests of homogeneity for spatial data***by*Tomáš Hobza & Domingo Morales & Leandro Pardo**1079-1105 Depth functions as measures of representativeness***by*Ye Dong & Stephen Lee**1107-1119 On tests of radial symmetry for bivariate copulas***by*Christian Genest & Johanna Nešlehová**1121-1143 Asymptotic results for hybrids of empirical and partial sums processes***by*Sergio Alvarez-Andrade & Salim Bouzebda**1145-1158 Wavelet estimation of the memory parameter for long range dependent random fields***by*Lihong Wang & Jinde Wang**1159-1178 An ANOVA-type test for multiple change points***by*Noriah Al-Kandari & Emad-Eldin Aly**1179-1206 On the joint distribution of success runs of several lengths in the sequence of MBT and its applications***by*Kirtee Kamalja**1207-1223 Selection of tuning parameters in bridge regression models via Bayesian information criterion***by*Shuichi Kawano**1225-1226 Max D. Morris: Design of experiments: an introduction based on linear models***by*Ricardo Maronna**1227-1228 Jean Dickinson Gibbons, Subhabrata Chakraborti: Nonparametric statistical inferences***by*Michael Bücker**1229-1230 Mulaik, S. A.: Foundations of factor analysis***by*Helmut Lütkepohl**1231-1232 Erratum to: Model selection by LASSO methods in a change-point model***by*Gabriela Ciuperca**1233-1236 Erratum to: Multivariate normal distribution approaches for dependently truncated data***by*Takeshi Emura & Yoshihiko Konno

### 2014, Volume 55, Issue 3

**585-602 Estimation of the Renyi’s residual entropy of order $$\alpha $$ with dependent data***by*R. Maya & E. Abdul-Sathar & G. Rajesh & K. Muraleedharan Nair**603-614 Structured orthogonal families of one and two strata prime basis factorial models***by*Paulo Rodrigues & Elsa Moreira & Vera Jesus & João Mexia**615-625 Pitman closeness of the class of isotonic estimators for ordered scale parameters of two Gamma distributions***by*Tie Ma & Shuangzhe Liu**627-642 Finite mixture modeling of censored regression models***by*Maria Karlsson & Thomas Laitila**643-652 Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models***by*Gauss Cordeiro & Denise Botter & Alexsandro Cavalcanti & Lúcia Barroso**653-670 Spatial robust small area estimation***by*Timo Schmid & Ralf Münnich**671-690 Influence diagnostics for Grubbs’s model with asymmetric heavy-tailed distributions***by*Camila Zeller & Victor Lachos & Filidor Labra**691-714 Tests of non-monotonic stochastic aging notions in reliability theory***by*M. Anis**715-726 Bayesian analysis for step-stress accelerated life testing using weibull proportional hazard model***by*Naijun Sha & Rong Pan**727-750 Penalized estimation in additive varying coefficient models using grouped regularization***by*A. Antoniadis & I. Gijbels & S. Lambert-Lacroix**751-783 Classical and Bayesian estimation of $$P(X>Y)$$ P ( X > Y ) using upper record values from Kumaraswamy’s distribution***by*Mustafa Nadar & Fatih Kızılaslan**785-803 Distribution of product and quotient of bivariate generalized exponential distribution***by*Ali Genç**805-826 Estimation, prediction and interpretation of NGG random effects models: an application to Kevlar fibre failure times***by*Raffaele Argiento & Alessandra Guglielmi & Antonio Pievatolo**827-839 Adjusted empirical likelihood for right censored lifetime data***by*Jiayin Zheng & Junshan Shen & Shuyuan He**841-852 Life behavior of $$\delta $$ δ -shock models for uniformly distributed interarrival times***by*Serkan Eryilmaz & Konul Bayramoglu**853-870 Principal points for an allometric extension model***by*Shun Matsuura & Hiroshi Kurata**871-911 Order selection in finite mixtures of linear regressions***by*Nicolas Depraetere & Martina Vandebroek**913-914 Wendy Martnínez, Angel R. Martínez, Jeffrey L. Solka: Exploratory data analysis with MATLAB $$^{\textregistered }$$ , second edition***by*Ricardo Maronna**915-915 Kahneman, D. (2011): Thinking, Fast and Slow***by*Walter Krämer**917-918 Erratum to: Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator***by*N. Neykov & P. Filzmoser & P. Neytchev

### 2014, Volume 55, Issue 2

**253-274 Replicated measurement error model under exact linear restrictions***by*Sukhbir Singh & Kanchan Jain & Suresh Sharma**275-284 On the relationship between the reversed hazard rate and elasticity***by*Ernesto Veres-Ferrer & Jose Pavía**285-299 On Bahadur representation for sample quantiles under α-mixing sequence***by*Qinchi Zhang & Wenzhi Yang & Shuhe Hu**301-310 A note on Cochran test for homogeneity in one-way ANOVA and meta-analysis***by*Zhongxue Chen & Hon Ng & Saralees Nadarajah**311-325 Maximum likelihood estimation under a finite mixture of generalized exponential distributions based on censored data***by*Saieed Ateya**327-347 Variable selection in high-dimensional double generalized linear models***by*Dengke Xu & Zhongzhan Zhang & Liucang Wu**349-374 Model selection by LASSO methods in a change-point model***by*Gabriela Ciuperca**375-392 On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model***by*Guang Jing Song & Qing Wen Wang**393-407 r − k Class estimator in the linear regression model with correlated errors***by*Gülesen Üstündagˇ Şiray & Selahattin Kaçıranlar & Sadullah Sakallıoğlu**409-429 A generalized skew two-piece skew-elliptical distribution***by*Mahdi Salehi & Ahad Jamalizadeh & Mahdi Doostparast**431-454 Local influence for functional comparative calibration models with replicated data***by*Patricia Giménez & María Patat**455-476 Non nested model selection for spatial count regression models with application to health insurance***by*Claudia Czado & Holger Schabenberger & Vinzenz Erhardt**477-486 Testing for spatial lag and spatial error dependence using double length artificial regressions***by*Badi Baltagi & Long Liu**487-496 Detecting fuzzy periodic patterns in futures spreads***by*Erhard Reschenhofer & Werner Ploberger & Georg Lehecka**497-511 A discrete version of the half-normal distribution and its generalization with applications***by*E. Gómez-Déniz & F. Vázquez-Polo & V. García-García**513-523 Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities***by*Shelton Peiris**525-542 Derivatives and Fisher information of bivariate copulas***by*Ulf Schepsmeier & Jakob Stöber**543-561 Equalities between OLSE, BLUE and BLUP in the linear model***by*Stephen Haslett & Jarkko Isotalo & Yonghui Liu & Simo Puntanen**563-573 Local expectations of the population spectral distribution of a high-dimensional covariance matrix***by*Weiming Li**575-576 Stephen Marsland: Machine learning. An algorithmic perspective***by*Thoralf Mildenberger**577-577 D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R***by*Walter Krämer**579-580 Yuedong Wang: Smoothing splines: methods and applications***by*Ricardo Maronna**581-582 K. Webel and D. Wied: Stochastische Prozesse – Verständliche Einführung für Statistiker und Datenwissenschaftler***by*Rafael Weißbach**583-583 Erratum to: Global and multiple test procedures using ordered p-values – a review***by*Gudrun Bernhard & Markus Klein & Gerhard Hommel

### 2014, Volume 55, Issue 1

**1-2 Preface***by*Roland Fried & Sonja Kuhnt & Christine Müller**3-13 Consistency of the likelihood depth estimator for the correlation coefficient***by*Liesa Denecke & Christine Müller**15-28 Shape bias of robust covariance estimators: an empirical study***by*M. Hubert & P. Rousseeuw & K. Vakili**29-47 Identification of local multivariate outliers***by*Peter Filzmoser & Anne Ruiz-Gazen & Christine Thomas-Agnan**49-69 Fast nonparametric classification based on data depth***by*Tatjana Lange & Karl Mosler & Pavlo Mozharovskyi**71-92 Inference on the marginal distribution of clustered data with informative cluster size***by*Jaakko Nevalainen & Somnath Datta & Hannu Oja**93-123 Robust Kalman tracking and smoothing with propagating and non-propagating outliers***by*Peter Ruckdeschel & Bernhard Spangl & Daria Pupashenko**125-140 Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes***by*Christoph Kustosz & Christine Müller**141-156 On robustifying some second order blind source separation methods for nonstationary time series***by*Klaus Nordhausen**157-167 Qualitative robustness of von Mises statistics based on strongly mixing data***by*Henryk Zähle**169-186 Robust estimation of dynamic fixed-effects panel data models***by*Michele Aquaro & Pavel Čížek**187-207 Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator***by*N. Neykov & P. Filzmoser & P. Neytchev**209-220 Sliced inverse regression for survival data***by*Maya Shevlyakova & Stephan Morgenthaler**221-231 On robust causality nonresponse testing in duration studies under the Cox model***by*Tadeusz Bednarski**233-252 Robust confirmatory factor analysis based on the forward search algorithm***by*Aleš Toman