# Springer

# Statistical Papers

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

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Werner G. Müller
Liqun Wang
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**Series handle:**repec:spr:stpapr

**ISSN:**0932-5026

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### 2014, Volume 55, Issue 2

**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

### 2012, Volume 53, Issue 4

**811-819 Maximum modulus confidence bands***by*Christopher Withers & Saralees Nadarajah**821-832 Bayesian nonparametric inference for unimodal skew-symmetric distributions***by*A. Ghalamfarsa Mostofi & M. Kharrati-Kopaei**833-848 A general threshold stress hybrid hazard model for lifetime data***by*Cynthia Tojeiro & Francisco Louzada**849-863 Estimation of variance components in linear mixed measurement error models***by*Karim Zare & Abdolrahman Rasekh & Ali Rasekhi**865-874 Distribution of linear functions from ordered bivariate log-normal distribution***by*Ali Genç**875-886 An extension of the half-normal distribution***by*Neveka Olmos & Héctor Varela & Héctor Gómez & Heleno Bolfarine**887-894 Estimation of finite population kurtosis under two-phase sampling for nonresponse***by*Wojciech Gamrot**895-914 Analysis of rounded data in mixture normal model***by*Ningning Zhao & Zhidong Bai**915-934 Simultaneous estimation of restricted location parameters based on permutation and sign-change***by*Hisayuki Tsukuma**935-949 Additive outliers in INAR(1) models***by*Mátyás Barczy & Márton Ispány & Gyula Pap & Manuel Scotto & Maria Silva**951-970 Diagnostic checks for integer-valued autoregressive models using expected residuals***by*Yousung Park & Hee-Young Kim**971-985 A measure of asymmetry***by*P. Patil & P. Patil & D. Bagkavos**987-999 Efficiency comparison of unrelated question models based on same privacy protection degree***by*Sabrina Giordano & Pier Perri**1001-1014 A fast robust method for fitting gamma distributions***by*Brenton Clarke & Peter McKinnon & Geoff Riley**1015-1034 Shrinkage averaging estimation***by*Michael Schomaker**1035-1044 Uniformly most powerful unbiased test for shoulder condition in point transect sampling***by*Riccardo Borgoni & Piero Quatto**1045-1064 A generalized multivariate beta distribution: control charting when the measurements are from an exponential distribution***by*K. Adamski & S. Human & A. Bekker**1065-1066 Alan Julian Izenman: Modern statistical techniques: regression, classification, and manifold learning***by*Michael Bücker**1067-1068 Günther Sawitzki: Computational statistics. An introduction to R***by*Thoralf Mildenberger**1069-1069 Shirley Coleman, Tony Greenfield, Dave Stewardson, Douglas C. Montgomery: Statistical practice in business and industry***by*Peter Hackl**1071-1071 George Fernandez: Statistical data mining using SAS applications (second edition)***by*J. Pardo**1073-1074 Glenn A. Walker, Jack Shostak: Common statistical methods for clinical research with SAS examples 3rd edition***by*Sylvia Lenz**1075-1075 Jane M. Horgan: Probability with R, an introduction with computer science applications***by*Ricardo Maronna

### 2012, Volume 53, Issue 3

**507-519 Monitoring the conforming fraction of high-quality processes using a control chart p under a small sample size and an alternative estimator***by*Linda Ho & Roberto Costa Quinino & Emílio Suyama & Ruth Lourenço**521-530 Matrix Euclidean norm Wielandt inequalities and their applications to statistics***by*Litong Wang & Hu Yang**531-547 A review of preliminary test-based statistical methods for the benefit of Six Sigma quality practitioners***by*J. Ravichandran**549-562 Combining two-parameter and principal component regression estimators***by*Xinfeng Chang & Hu Yang**563-575 Discrete approximations of continuous and mixed measures on a compact interval***by*Antonio Punzo & Alessandro Zini**577-615 Instrumental variable estimation of heteroskedasticity adaptive error component models***by*Eduardo Fé**617-628 An estimation procedure for the Linnik distribution***by*Dexter Cahoy**629-652 Componentwise B-spline estimation for varying coefficient models with longitudinal data***by*Tang Qingguo & Cheng Longsheng**653-664 The exponential COM-Poisson distribution***by*Gauss Cordeiro & Josemar Rodrigues & Mário Castro**665-683 On diagnostics in multivariate measurement error models under asymmetric heavy-tailed distributions***by*Camila Zeller & Rignaldo Carvalho & Victor Lachos**685-696 A family of skew-symmetric-Laplace distributions***by*V. Nekoukhou & M. Alamatsaz**697-701 A note on the representation of $${E\left({\textit{\textbf {x}}}\otimes {\textit{\textbf {xx}}}^{\prime}\right) }$$ and $${E\left({\textit{\textbf {xx}}}^{\prime }\otimes {\textit{\textbf {xx}}}^{\prime }\right)}$$ for the random vector x***by*Johan Lyhagen**703-718 A randomized response procedure for multiple-sensitive questions***by*Lucio Barabesi & Sara Franceschi & Marzia Marcheselli**719-737 Unbiased and almost unbiased ratio estimators of the population mean in ranked set sampling***by*Mohammad Jafari Jozani & Saeed Majidi & François Perron**739-752 Identifying the determinants of foreign direct investment: a data-specific model selection approach***by*Erhard Reschenhofer & Michael Schilde & Eva Oberecker & Ellen Payr & Hasan Tandogan & Lea Wakolbinger**753-766 Approximate tests in unbalanced two-way random models without interaction***by*Bilgehan Güven**767-774 Multiple unit root tests under uncertainty over the initial condition: some powerful modifications***by*Christoph Hanck**775-788 Inference for comparing a multinomial distribution with a known standard***by*Chu-In Lee & Wei Liu & Chul Park & Jianan Peng**789-802 Outer and inner prediction intervals for order statistics intervals based on current records***by*Jafar Ahmadi & N. Balakrishnan**803-804 Panik, M. (2009): Regression Modeling - Methods, Theory, and Computation with SAS***by*Karsten Webel**805-806 Annette J. Dobson and Adrian G. Barnett: An introduction to generalized linear models***by*Christian Kleiber**807-808 Tomohiro Ando: Bayesian model selection and statistical modeling***by*Thoralf Mildenberger**809-810 André I. Khuri: Linear model methodology***by*Thoralf Mildenberger

### 2012, Volume 53, Issue 2

**251-251 Letter to the Editor***by*M. Jones**253-254 Reply to the “Letter to the Editor” of M. C. Jones***by*F. de Gusmão & E. Ortega & G. Cordeiro**255-263 Comparing aggregate and disaggregate forecasts of first order moving average models***by*Giacomo Sbrana & Andrea Silvestrini**265-280 Efficiency of the modified jackknifed Liu-type estimator***by*Esra Akdeniz Duran & Fikri Akdeniz**281-298 Errors of misclassification in discrimination with data from truncated t populations***by*Apostolos Batsidis**299-304 A bound for the Euclidean distance between restricted and unrestricted estimators of parametric functions in the general linear model***by*Pawel Pordzik**305-309 The uniformly minimum variance unbiased estimator of odds ratio in case–control studies under inverse sampling***by*Piero Quatto & Antonella Zambon**311-321 Minimax versions of the two-stage t test***by*Wolf Krumbholz & Andreas Rohr & Eno Vangjeli**323-344 Distributions of patterns of two successes separated by a string of k-2 failures***by*Spiros Dafnis & Andreas Philippou & Demetrios Antzoulakos**345-355 How to improve the fit of Archimedean copulas by means of transforms***by*Frederik Michiels & Ann De Schepper**357-370 Testing for a break in persistence under long-range dependencies and mean shifts***by*Philipp Sibbertsen & Juliane Willert**371-386 Robust second-order least-squares estimator for regression models***by*Xin Chen & Min Tsao & Julie Zhou**387-400 Pseudolikelihood ratio test with biased observations***by*X. Hu & Bin Zhang**401-408 Likelihood ratio inference for mean residual life***by*Junshan Shen & Wei Liang & Shuyuan He**409-426 Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates***by*Qian Chen & David Giles**427-437 A new Liu-type estimator in linear regression model***by*Yalian Li & Hu Yang**439-455 Rounded data analysis based on ranked set sample***by*Weiming Li & Tianqing Liu & Zhidong Bai**457-467 SB-robust estimator for the concentration parameter of circular normal distribution***by*Arnab Laha & K. Mahesh**469-484 Testing fuzzy hypotheses based on vague observations: a p-value approach***by*Abbas Parchami & S. Taheri & Mashaallah Mashinchi**485-496 Empirical likelihood for partially linear additive errors-in-variables models***by*Chuanhua Wei & Yubo Luo & Xizhi Wu**497-503 Some comments on: Özkale, M.R., Kaciranlar, K. (2008): Comparisons of the r–k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion. Statistical Papers, 49:503–512***by*Wenxue Li & Hu Yang & Jibo Wu**505-505 Erratum to: Comparisons of the r − k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion***by*M. Özkale & Selahattin Kaçıranlar

### 2012, Volume 53, Issue 1

**1-21 Consistency of the kernel density estimator: a survey***by*Dominik Wied & Rafael Weißbach**23-31 On residual lifetimes in sequential (n − k + 1)-out-of-n systems***by*S. Gurler**33-49 When does Heckman’s two-step procedure for censored data work and when does it not?***by*Robert Jonsson**51-60 Bayesian and Robust Bayesian analysis under a general class of balanced loss functions***by*Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian**61-72 A combined test for differences in scale based on the interquantile range***by*Marco Marozzi**73-82 Complete convergence for weighted sums of negatively dependent random variables***by*Soo Sung**83-93 Two-sample empirical likelihood method for difference between coefficients in linear regression model***by*Xuemin Zi & Changliang Zou & Yukun Liu**95-106 Comparing two sampling schemes based on entropy of record statistics***by*M. Razmkhah & H. Morabbi & J. Ahmadi**107-115 A convergent algorithm for a generalized multivariate isotonic regression problem***by*Jürgen Hansohm & Xiaomi Hu**117-131 Moments of order statistics of Topp–Leone distribution***by*Ali Genç**133-149 Multivariate normal distribution approaches for dependently truncated data***by*Takeshi Emura & Yoshihiko Konno**151-164 Minimax prediction in the linear model with a relative squared error***by*Maciej Wilczyński**165-176 A Bayesian analysis of the Conway–Maxwell–Poisson cure rate model***by*Vicente Cancho & Mário Castro & Josemar Rodrigues**177-193 The doubly truncated function of indices on discrete distributions***by*Milenko Bernadic & José Candel**195-203 Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences***by*N. Hosseinioun & H. Doosti & H. Nirumand**205-218 Bayesian spatial regression models with closed skew normal correlated errors and missing observations***by*Omid Karimi & Mohsen Mohammadzadeh**219-228 A new generalized Balakrishnan skew-normal distribution***by*P. Hasanalipour & M. Sharafi**229-238 ASN-minimax double sampling plans by variables for two-sided specification limits when the standard deviation is known***by*Eno Vangjeli**239-240 Thomas P. Ryan, Modern regression methods (2nd edn)***by*Ricardo Maronna**241-242 Alex Dmitrienko, Ajit C. Tamhane, Frank Bretz (eds.): Multiple testing problems in pharmaceutical statistics***by*Sylvia Lenz**243-244 Stephen T. Ziliak and Deirdre N. McCloskey, The cult of statistical significance: how the standard error costs us jobs. justice and lives***by*Walter Krämer**245-246 S. J. Morrison: Statistics for Engineers: an introduction***by*Editha Lockow**247-248 David W. Hosmer, Stanley Lemeshow, Susanne May: Applied survival analysis: regression modeling of time-to-event data***by*Holger Schwender**249-249 Erratum to: Small sample properties of a ridge regression estimator when there exist omitted variables***by*Ryo Uemukai

### 2011, Volume 52, Issue 4

**751-771 Automatic estimation procedure in partial linear model with functional data***by*Germán Aneiros-Pérez & Philippe Vieu**773-788 Robust inference for the stress–strength reliability***by*Luca Greco & Laura Ventura**789-798 Marshall–Olkin bivariate Weibull distributions and processes***by*K. Jose & Miroslav Ristić & Ancy Joseph**799-811 A unification and some corrections to Markov chain approaches to develop variable ratio sampling scheme control charts***by*Alireza Faraz & Erwin Saniga**813-833 Bias-variance trade-off for prequential model list selection***by*Ernest Fokoue & Bertrand Clarke**835-845 Finite mixture of Burr type XII distribution and its reciprocal: properties and applications***by*Khalaf Ahmad & Zeinhum Jaheen & Heba Mohammed**847-870 Detecting changes from short to long memory***by*Uwe Hassler & Jan Scheithauer**871-883 Epsilon Birnbaum–Saunders distribution family: properties and inference***by*Nabor Castillo & Héctor Gómez & Heleno Bolfarine**885-892 Regression analysis using order statistics***by*Ayyub Sheikhi & Ahad Jamalizadeh**893-909 Chernoff distance for truncated distributions***by*K. Nair & P. Sankaran & S. Smitha**911-920 Some equalities for estimations of partial coefficients under a general linear regression model***by*Yongge Tian & Jieping Zhang**921-936 A new bivariate distribution with weighted exponential marginals and its multivariate generalization***by*D. Al-Mutairi & M. Ghitany & D. Kundu**937-952 Spatial analysis of auto-multivariate lattice data***by*Amir Kavousi & Mohammad Meshkani & Mohsen Mohammadzadeh**953-969 Small sample properties of a ridge regression estimator when there exist omitted variables***by*Ryo Uemukai**971-977 Expectation of a uniform random variable with uniform observation errors after selection of the highest observations***by*Cornelis Van Bochove