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# Statistical Papers

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### 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

### 2013, Volume 54, Issue 4

**907-909 Editors’ introduction***by*Philipp Sibbertsen & Rafael Weißbach**911-930 When bubbles burst: econometric tests based on structural breaks***by*Jörg Breitung & Robinson Kruse**931-954 A toolbox of permutation tests for structural change***by*Achim Zeileis & Torsten Hothorn**955-975 On the application of new tests for structural changes on global minimum-variance portfolios***by*Dominik Wied & Daniel Ziggel & Tobias Berens**977-991 Fractional integration versus level shifts: the case of realized asset correlations***by*Philip Bertram & Robinson Kruse & Philipp Sibbertsen**993-1007 Consistent estimation for discretely observed Markov jump processes with an absorbing state***by*Alexander Kremer & Rafael Weißbach**1009-1041 Rate-optimal tests for jumps in diffusion processes***by*Taesuk Lee & Mico Loretan & Werner Ploberger**1043-1066 Nonlinear IV panel unit root testing under structural breaks in the error variance***by*Matei Demetrescu & Christoph Hanck**1067-1094 Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test***by*Badi Baltagi & Chihwa Kao & Sanggon Na**1095-1107 EEG in the diagnostics of Alzheimer’s disease***by*M. Waser & M. Deistler & H. Garn & T. Benke & P. Dal-Bianco & G. Ransmayr & D. Grossegger & R. Schmidt**1109-1119 Let us do the twist again***by*Oskar Baksalary & Götz Trenkler & Erkki Liski**1121-1130 On moment indeterminacy of the Benini income distribution***by*Christian Kleiber**1131-1145 Reducing confidence bands for simulated impulse responses***by*Helmut Lütkepohl**1147-1149 Julio Angel Pardo Llorente, 1960–2013 (Associate Editor of Statistical Papers)***by*Leandro Pardo & María Carmen Pardo

### 2013, Volume 54, Issue 3

**547-562 Group sequential methods based on ranked set samples***by*A. Hussein & H. Muttlak & E. Al-Sawi**563-590 Parameter estimation for binomial AR(1) models with applications in finance and industry***by*Christian Weiß & Hee-Young Kim**591-603 Large and moderate deviations in testing Rayleigh diffusion model***by*Nenghui Kuang & Huantian Xie**605-617 Testing base load with non-sample prior information on process load***by*Shahjahan Khan & Budi Pratikno**619-643 Inference on unknown parameters of a Burr distribution under hybrid censoring***by*Manoj Rastogi & Yogesh Tripathi**645-683 Random rounded integer-valued autoregressive conditional heteroskedastic process***by*Tianqing Liu & Xiaohui Yuan**685-693 A three-parameter generalized von Mises distribution***by*Sungsu Kim & Ashis SenGupta**695-708 Linear models that allow perfect estimation***by*Ronald Christensen & Yong Lin**709-726 Measures of tail asymmetry for bivariate copulas***by*J. Rosco & Harry Joe**727-739 Maximum likelihood estimation for ordered expectations of correlated binary variables***by*Wojciech Gamrot**741-764 Moments of truncated normal/independent distributions***by*Ali Genç**765-772 On almost sure convergence for weighted sums of pairwise negatively quadrant dependent random variables***by*H. Jabbari**773-781 On the strong convergence for weighted sums of ρ * -mixing random variables***by*Soo Sung**783-806 Exact distributions of constrained (k, ℓ) strings of failures between subsequent successes***by*Frosso Makri & Zaharias Psillakis**807-826 A copula-based approach to account for dependence in stress-strength models***by*Filippo Domma & Sabrina Giordano**827-837 On a new interpretation of the sample variance***by*Nitis Mukhopadhyay & Bhargab Chattopadhyay**839-877 The exponentiated Weibull distribution: a survey***by*Saralees Nadarajah & Gauss Cordeiro & Edwin Ortega**879-897 On multivariate truncated generalized Cauchy distribution***by*Saieed Ateya & Elham Madhagi**899-899 Tao Li, Mitsunori Ogihara, George Tzanetakis (eds.). Music data mining***by*Ricardo Maronna**901-902 Peter D. Congdon: Applied Bayesian hierarchical methods***by*Wolfgang Polasek

### 2013, Volume 54, Issue 2

**255-270 A new rank correlation measure***by*Claudio Borroni**271-286 Measures of radial asymmetry for bivariate random vectors***by*Azam Dehgani & Ali Dolati & Manuel Úbeda-Flores**287-307 One- and two-sample Bayesian prediction intervals based on progressively Type-II censored data***by*M. El-Din & A. Shafay**309-323 On the existence of a normal approximation to the distribution of the ratio of two independent normal random variables***by*Eloísa Díaz-Francés & Francisco Rubio**325-332 On the exact joint distribution of a linear combination of order statistics and their concomitants in an exchangeable multivariate normal distribution***by*Ayyub Sheikhi & Yaser Mehrali & Mahbanoo Tata**333-353 On the Marshall–Olkin extended Weibull distribution***by*Gauss Cordeiro & Artur Lemonte**355-369 Statistical analysis for Kumaraswamy’s distribution based on record data***by*Mustafa Nadar & Alexander Papadopoulos & Fatih Kızılaslan**371-379 Calibration with low bias***by*Christopher Withers & Saralees Nadarajah**381-390 On characterizations of the generalized Pareto distributions based on progressively censored order statistics***by*Mahdi Tavangar & Marzieh Hashemi**391-411 Approximate MLEs for the location and scale parameters of the skew logistic distribution***by*A. Asgharzadeh & L. Esmaily & S. Nadarajah**413-425 Simultaneous choice of time points and the block design in the growth curve model***by*Anna Szczepańska**427-442 A skew extension of the slash distribution via beta-normal distribution***by*Ali Genç**443-456 Correlation is first order independent of transformation***by*Christopher Withers & Saralees Nadarajah**457-470 A generalization of the Wilcoxon signed-rank test and its applications***by*S. Taheri & G. Hesamian**471-478 A procedure for testing suspected observations***by*Nirpeksh Kumar**479-497 A new procedure for variance estimation in simple random sampling using auxiliary information***by*Housila Singh & Ramkrishna Solanki**499-522 The simplicity of likelihood based inferences for P(X > Y) and for the ratio of means in the exponential model***by*Eloísa Díaz-Francés & José Montoya**523-539 Using p values to design statistical process control charts***by*Zhonghua Li & Peihua Qiu & Snigdhansu Chatterjee & Zhaojun Wang**541-542 Raquel Prado and Mike West: Time series: modelling, computation and inference***by*Wolfgang Polasek**543-544 Dale L. Zimmerman, Vicente A. Núñez-Antón: Antedependence models for longitudinal data***by*P. Hackl**545-546 O. Jones, R. Maillardet, and A. Robinson: Introduction to scientific programming and simulation using R***by*Christian Kleiber

### 2013, Volume 54, Issue 1

**1-19 The ARL of modified Shewhart control charts for conditionally heteroskedastic models***by*Esmeralda Gonçalves & Joana Leite & Nazaré Mendes-Lopes**21-46 Concomitants of k-record values arising from Morgenstern family of distributions and their applications in parameter estimation***by*Manoj Chacko & M. Shy Mary**47-69 Alternative estimator for the parameters of a mixture of two binomial distributions***by*Roberto Quinino & Linda Ho & Emílio Suyama**71-84 Testing normality in mixed models using a transformation method***by*Wangli Xu & Yanwen Li & Dawo Song**85-112 Empirical likelihood for heteroscedastic partially linear errors-in-variables model with α-mixing errors***by*Guo-Liang Fan & Han-Ying Liang & Jiang-Feng Wang**113-132 The log-beta Weibull regression model with application to predict recurrence of prostate cancer***by*Edwin Ortega & Gauss Cordeiro & Michael Kattan**133-161 The beta generalized Rayleigh distribution with applications to lifetime data***by*Gauss Cordeiro & Cláudio Cristino & Elizabeth Hashimoto & Edwin Ortega**163-175 Updating a nonlinear discriminant function estimated from a mixture of two inverse Weibull distributions***by*K. Sultan & A. Al-Moisheer**177-192 The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation***by*Pablo Mitnik & Sunyoung Baek**193-206 Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors***by*Yu Miao & Fangfang Zhao & Ke Wang & Yanping Chen**207-225 Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling***by*Walid Abu-Dayyeh & Aissa Assrhani & Kamarulzaman Ibrahim**227-241 Identification of power distribution mixtures through regression of exponentials***by*Wen-Jang Huang & Nan-Cheng Su**243-250 On residual lifetime of coherent systems after the rth failure***by*Serkan Eryılmaz**251-254 Erratum***by*I. Barranco-Chamorro & B. Kibria & A. Saleh