Printed from https://ideas.repec.org/s/spr/stpapr3.html
Content
February 2024, Volume 65, Issue 1
- 335-356 A Monte Carlo permutation procedure for testing variance components using robust estimation methods
by Yahia S. El-Horbaty & Eman M. Hanafy - 357-379 Several new classes of space-filling designs
by Wenlong Li & Min-Qian Liu & Jian-Feng Yang - 381-413 Generalised score distribution: underdispersed continuation of the beta-binomial distribution
by Bogdan Ćmiel & Jakub Nawała & Lucjan Janowski & Krzysztof Rusek - 415-433 Centre-free kurtosis orderings for asymmetric distributions
by Andreas Eberl & Bernhard Klar - 435-465 Testing normality of a large number of populations
by M. D. Jiménez-Gamero
December 2023, Volume 64, Issue 6
- 1805-1832 Polynomial spline estimation of panel count data model with an unknown link function
by Yijun Wang & Weiwei Wang & Xiaobing Zhao - 1833-1859 Nonparametric classification of high dimensional observations
by Reza Modarres - 1861-1889 A test for normality and independence based on characteristic function
by Wiktor Ejsmont & Bojana Milošević & Marko Obradović - 1891-1912 Improved shrinkage estimators in the beta regression model with application in econometric and educational data
by Reza Arabi Belaghi & Yasin Asar & Rolf Larsson - 1913-1941 Testing for ordered alternatives in heteroscedastic ANOVA under normality
by Anjana Mondal & Markus Pauly & Somesh Kumar - 1943-1968 Optimal subsampling for functional quantile regression
by Qian Yan & Hanyu Li & Chengmei Niu - 1969-1996 New results for adaptive false discovery rate control with p-value weighting
by Aniket Biswas & Gaurangadeb Chattopadhyay - 1997-2013 Bayesian and maximin optimal designs for heteroscedastic multi-factor regression models
by Lei He & Daojiang He - 2015-2055 Multivariate copulas with given values at two arbitrary points
by Erich Peter Klement & Damjana Kokol Bukovšek & Matjaž Omladič & Susanne Saminger-Platz & Nik Stopar - 2057-2080 Sequential design of multi-fidelity computer experiments with effect sparsity
by Hui Chen & Linhan Ouyang & Lijun Liu & Yizhong Ma - 2081-2100 Bounds for Gini’s mean difference based on first four moments, with some applications
by Xuehua Yin & Narayanaswamy Balakrishnan & Chuancun Yin - 2101-2117 Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses
by Marwan Al-Momani & M. Riaz & M. F. Saleh - 2119-2135 New closed-form efficient estimators for the negative binomial distribution
by Jun Zhao & Hyoung-Moon Kim - 2137-2160 A class of estimators based on overlapping sample spacings
by Rahul Singh & Neeraj Misra - 2161-2182 Structural multilevel models for longitudinal mediation analysis: a definition variable approach
by Chiara Maria - 2183-2205 The zonoid region parameter depth
by Ignacio Cascos & Giuseppe Pandolfo & Beatriz Sinova - 2207-2224 Variable selection for nonparametric quantile regression via measurement error model
by Peng Lai & Xi Yan & Xin Sun & Haozhe Pang & Yanqiu Zhou - 2225-2244 Robustness of a truncated estimator for the smaller of two ordered means
by Yasuyuki Hamura & Tatsuya Kubokawa
October 2023, Volume 64, Issue 5
- 1373-1390 Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots ,k_{l})$$ ( k 1 , k 2 , … , k l ) pattern
by Stathis Chadjiconstantinidis & Serkan Eryilmaz - 1391-1438 Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean
by Antonio Di Crescenzo & Paola Paraggio & Patricia Román-Román & Francisco Torres-Ruiz - 1439-1463 Divergence-based tests for the bivariate gamma distribution applied to polarimetric synthetic aperture radar
by Abraão Nascimento & Jodavid Ferreira & Alisson Silva - 1465-1481 Non-asymptotic analysis and inference for an outlyingness induced winsorized mean
by Yijun Zuo - 1483-1506 Assessing the effectiveness of indirect questioning techniques by detecting liars
by Pier Francesco Perri & Eleni Manoli & Tasos C. Christofides - 1507-1525 Optimal equivalence testing in exponential families
by Renren Zhao & Robert L. Paige - 1527-1628 Simultaneous prediction using target function based on principal components estimator with correlated errors
by Gülesen Üstündağ Şiray - 1629-1667 Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation
by Karel Hron & Jitka Machalová & Alessandra Menafoglio - 1669-1697 Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances
by Alessandro Barbiero & Asmerilda Hitaj - 1699-1720 Projection uniformity of nearly balanced designs
by Siyu Pan & Jie Li & Zujun Ou & Peng Zhu - 1721-1747 A general framework for spatial GARCH models
by Philipp Otto & Wolfgang Schmid - 1749-1774 Bayesian inference of multivariate-GARCH-BEKK models
by G. C. Livingston & Darfiana Nur - 1775-1804 Point and Interval Estimation of Powers of Scale Parameters for Two Normal Populations with a Common Mean
by Pravash Jena & Manas Ranjan Tripathy & Somesh Kumar
August 2023, Volume 64, Issue 4
- 1015-1019 Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design
by David C. Woods & Stefanie Biedermann & Chiara Tommasi - 1021-1040 D-optimal and nearly D-optimal exact designs for binary response on the ball
by Martin Radloff & Rainer Schwabe - 1041-1056 An equivalence theorem for design optimality with respect to a multi-objective criterion
by Chiara Tommasi & Juan M. Rodríguez-Díaz & Jesús F. López-Fidalgo - 1057-1068 Optimal designs for prediction in random coefficient regression with one observation per individual
by Maryna Prus - 1069-1093 Information-based optimal subdata selection for non-linear models
by Jun Yu & Jiaqi Liu & HaiYing Wang - 1095-1117 Optimal subsampling design for polynomial regression in one covariate
by Torsten Reuter & Rainer Schwabe - 1119-1135 Accounting for outliers in optimal subsampling methods
by Laura Deldossi & Elena Pesce & Chiara Tommasi - 1137-1157 A model robust subsampling approach for Generalised Linear Models in big data settings
by Amalan Mahendran & Helen Thompson & James M. McGree - 1159-1186 A-optimal designs for state estimation in networks
by Christine H. Müller & Kirsten Schorning - 1187-1208 BLUE against OLSE in the location model: energy minimization and asymptotic considerations
by Luc Pronzato & Anatoly Zhigljavsky - 1209-1231 Adaptive and robust experimental design for linear dynamical models using Kalman filter
by Arno Strouwen & Bart M. Nicolaï & Peter Goos - 1233-1249 Sparse polynomial prediction
by Hugo Maruri-Aguilar & Henry Wynn - 1251-1274 Design of experiments and machine learning with application to industrial experiments
by Roberto Fontana & Alberto Molena & Luca Pegoraro & Luigi Salmaso - 1275-1304 Discrimination between Gaussian process models: active learning and static constructions
by Elham Yousefi & Luc Pronzato & Markus Hainy & Werner G. Müller & Henry P. Wynn - 1305-1328 New insights into adaptive enrichment designs
by Alessandro Baldi Antognini & Rosamarie Frieri & Maroussa Zagoraiou - 1329-1341 Posterior alternatives with informative early stopping
by Nancy Flournoy & Sergey Tarima - 1343-1360 Longitudinal model for a dose-finding study for a rare disease treatment
by Younan Chen & Michael Fries & Sergei Leonov - 1361-1372 Group sequential tests: beyond exponential family models
by Sergey Tarima & Nancy Flournoy
June 2023, Volume 64, Issue 3
- 739-752 On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
by Bruno Ebner & Norbert Henze - 753-778 A weighted U-statistic based change point test for multivariate time series
by Junwei Hu & Lihong Wang - 779-805 Local inhomogeneous second-order characteristics for spatio-temporal point processes occurring on linear networks
by Nicoletta D’Angelo & Giada Adelfio & Jorge Mateu - 807-834 Conditional characteristic feature screening for massive imbalanced data
by Ping Wang & Lu Lin - 835-855 Accelerated failure time vs Cox proportional hazards mixture cure models: David vs Goliath?
by Motahareh Parsa & Ingrid Van Keilegom - 857-882 Simple powerful robust tests based on sign depth
by Kevin Leckey & Dennis Malcherczyk & Melanie Horn & Christine H. Müller - 883-921 Seemingly unrelated clusterwise linear regression for contaminated data
by Gabriele Perrone & Gabriele Soffritti - 923-954 Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
by Mingyue Hu & Yongcheng Qi - 955-985 Compositional cubes: a new concept for multi-factorial compositions
by Kamila Fačevicová & Peter Filzmoser & Karel Hron - 987-1014 Construction of orthogonal general sliced Latin hypercube designs
by Bing Guo & Xiao-Rong Li & Min-Qian Liu & Xue Yang
April 2023, Volume 64, Issue 2
- 367-393 A robust factor analysis model based on the canonical fundamental skew-t distribution
by Tsung-I Lin & I-An Chen & Wan-Lun Wang - 395-420 A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering
by Brenton R. Clarke & Andrew Grose - 421-447 Strong uniform consistency of the local linear relative error regression estimator under left truncation
by Feriel Bouhadjera & Mohamed Lemdani & Elias Ould Saïd - 449-475 Pearson's correlation and background subtraction (BGS) based approach for object's motion detection in infrared video frame sequences
by Mritunjay Rai & Tanmoy Maity & Agha Asim Husain & R. K. Yadav - 477-496 Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments
by Hong-Jiang Wu & Ying-Ying Zhang & Han-Yu Li - 497-507 The modality of skew t-distribution
by Bader Alruwaili - 509-527 Stochastic orders and measures of skewness and dispersion based on expectiles
by Andreas Eberl & Bernhard Klar - 529-556 Measuring and testing homogeneity of distributions by characteristic distance
by Xu Li & Wenjuan Hu & Baoxue Zhang - 557-585 Copula-based link functions in binary regression models
by M. Mesfioui & T. Bouezmarni & M. Belalia - 587-615 Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests
by Belmiro P. M. Duarte & Anthony C. Atkinson & Satya P. Singh & Marco S. Reis - 617-642 On efficiency of some restricted estimators in a multivariate regression model
by Sévérien Nkurunziza - 643-675 On the circular correlation coefficients for bivariate von Mises distributions on a torus
by Saptarshi Chakraborty & Samuel W. K. Wong - 677-704 Testing independence under a block compound symmetry covariance structure
by Katarzyna Filipiak & Mateusz John & Daniel Klein - 705-735 Weighted U-statistics for likelihood-ratio ordering of bivariate data
by Sangita Kulathinal & Isha Dewan - 737-737 RETRACTED ARTICLE: Empirical likelihood inference for the calibration regression model with lifetime medical cost
by Yichuan Zhao & Min Lu
February 2023, Volume 64, Issue 1
- 1-15 Replacement model with random replacement time
by Kanchan Jain & Sudheesh K. Kattumannil & Anjana Rajagopal - 17-39 Epidemic changepoint detection in the presence of nuisance changes
by Julius Juodakis & Stephen Marsland - 41-72 Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection
by Małgorzata Łazȩcka & Jan Mielniczuk - 73-92 Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function
by Buatikan Mirezi & Selahattin Kaçıranlar - 93-116 Degree of isomorphism: a novel criterion for identifying and classifying orthogonal designs
by Lin-Chen Weng & Kai-Tai Fang & A. M. Elsawah - 117-137 Convergence of estimative density: criterion for model complexity and sample size
by Yo Sheena - 139-160 Predictive inference of dual generalized order statistics from the inverse Weibull distribution
by Amany E. Aly - 161-177 A ranked-based estimator of the mean past lifetime with an application
by Elham Zamanzade & Majid Asadi & Afshin Parvardeh & Ehsan Zamanzade - 179-204 Inference about the arithmetic average of log transformed data
by José Dias Curto - 205-226 Constructing K-optimal designs for regression models
by Zongzhi Yue & Xiaoqing Zhang & P. van den Driessche & Julie Zhou - 227-253 Group linear algorithm with sparse principal decomposition: a variable selection and clustering method for generalized linear models
by Juan C. Laria & M. Carmen Aguilera-Morillo & Rosa E. Lillo - 255-283 Testing for diagonal symmetry based on center-outward ranking
by Sakineh Dehghan & Mohammad Reza Faridrohani & Zahra Barzegar - 285-319 Forecasting highly persistent time series with bounded spectrum processes
by Federico Maddanu - 321-353 Robust estimation in beta regression via maximum L $$_q$$ q -likelihood
by Terezinha K. A. Ribeiro & Silvia L. P. Ferrari - 355-364 Applying generalized funnel plots to help design statistical analyses
by Janet Aisbett & Eric J. Drinkwater & Kenneth L. Quarrie & Stephen Woodcock - 365-365 Correction to: On efficiency of some restricted estimators in a multivariate regression model
by Sévérien Nkurunziza
December 2022, Volume 63, Issue 6
- 1707-1741 Estimation methods for stationary Gegenbauer processes
by Richard Hunt & Shelton Peiris & Neville Weber - 1743-1755 Optimality of circular equineighbored block designs under correlated observations
by Razieh Khodsiani & Saeid Pooladsaz - 1757-1775 Sequential support points
by Zikang Xiong & Wenjie Liu & Jianhui Ning & Hong Qin - 1777-1799 New insights on goodness-of-fit tests for ranked set samples
by M. Mahdizadeh & Ehsan Zamanzade - 1801-1827 Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size
by H. M. Barakat & Haidy A. Newer - 1829-1881 Variable selection in Propensity Score Adjustment to mitigate selection bias in online surveys
by Ramón Ferri-García & María del Mar Rueda - 1883-1906 Subdata selection algorithm for linear model discrimination
by Jun Yu & HaiYing Wang - 1907-1929 Copula-based measures of asymmetry between the lower and upper tail probabilities
by Shogo Kato & Toshinao Yoshiba & Shinto Eguchi - 1931-1951 A measure of evidence based on the likelihood-ratio statistics
by Alexandre Galvão Patriota - 1953-1978 Generalized log-gamma additive partial linear models with P-spline smoothing
by Carlos A. Cardozo & Gilberto A. Paula & Luiz H. Vanegas - 1979-2040 Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
by M. Revan Özkale & Atif Abbasi - 2041-2063 Estimation for partially linear additive regression with spatial data
by Tang Qingguo & Chen Wenyu - 2065-2072 The shortest confidence interval for Poisson mean
by Wojciech Zieliński
October 2022, Volume 63, Issue 5
- 1369-1385 A goodness-of-fit test for copulas based on the collision test
by Yiran Chen & Giray Ökten - 1387-1414 Information criteria bias correction for group selection
by Bastien Marquis & Maarten Jansen - 1415-1475 Unified smoothed jackknife empirical likelihood tests for comparing income inequality indices
by Yang Wei & Zhouping Li & Yunqiu Dai - 1477-1497 Local influence diagnostics with forward search in regression analysis
by Reiko Aoki & Juan P. M. Bustamante & Gilberto A. Paula - 1499-1509 An alternative look at the linear regression model
by Oskar Maria Baksalary & Götz Trenkler - 1511-1536 Statistical inference based on weighted divergence measures with simulations and applications
by Thomas Gkelsinis & Alex Karagrigoriou & Vlad Stefan Barbu - 1537-1560 Circuits for robust designs
by Roberto Fontana & Fabio Rapallo & Henry P. Wynn - 1561-1576 Robust modified classical spherical tests in the presence of outliers
by Laíla Luana Campos & Daniel Furtado Ferreira - 1577-1583 Replication study design: confidence intervals and commentary
by Lawrence L. Kupper & Sandra L. Martin - 1585-1614 The evaluation of bivariate normal probabilities for failure of parallel systems
by Yuge Dong & Qingtong Xie & Shuguang Ding & Liangguo He & Hu Wang - 1615-1648 Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
by Christophe Chesneau & Salima El Kolei & Fabien Navarro - 1649-1676 Optimal subsampling for composite quantile regression in big data
by Xiaohui Yuan & Yong Li & Xiaogang Dong & Tianqing Liu - 1677-1705 On the maximal deviation of kernel regression estimators with NMAR response variables
by Majid Mojirsheibani
August 2022, Volume 63, Issue 4
- 995-1012 Asymptotic analysis of reliability measures for an imperfect dichotomous test
by Alla Slynko - 1013-1049 Tests for heteroskedasticity in transformation models
by Marie Hušková & Simos G. Meintanis & Charl Pretorius - 1051-1073 Hypothesis testing in sparse weighted stochastic block model
by Mingao Yuan & Fan Yang & Zuofeng Shang - 1075-1104 Quantile correlation coefficient: a new tail dependence measure
by Ji-Eun Choi & Dong Wan Shin - 1105-1137 Testing high-dimensional mean vector with applications
by Jin-Ting Zhang & Bu Zhou & Jia Guo - 1139-1161 Optimal subsampling for composite quantile regression model in massive data
by Yujing Shao & Lei Wang - 1163-1185 Portmanteau tests for generalized integer-valued autoregressive time series models
by Masoomeh Forughi & Zohreh Shishebor & Atefeh Zamani - 1187-1220 Confidence intervals with higher accuracy for short and long-memory linear processes
by Masoud M. Nasari & Mohamedou Ould-Haye - 1221-1245 Properties of individual differences scaling and its interpretation
by John C. Gower & Niël J. Le Roux & Sugnet Gardner-Lubbe - 1247-1270 Truncating the exponential with a uniform distribution
by Rafael Weißbach & Dominik Wied - 1271-1289 Testing convexity of the generalised hazard function
by Tommaso Lando - 1291-1293 Correction to: Testing convexity of the generalised hazard function
by Tommaso Lando - 1295-1321 A generalized information criterion for high-dimensional PCA rank selection
by Hung Hung & Su-Yun Huang & Ching-Kang Ing - 1323-1367 Real-time detection of a change-point in a linear expectile model
by Gabriela Ciuperca
June 2022, Volume 63, Issue 3
- 693-721 On the density for sums of independent exponential, Erlang and gamma variates
by Edmond Levy - 723-754 Change point detection and estimation methods under gamma series of observations
by Stergios B. Fotopoulos & Alex Paparas & Venkata K. Jandhyala - 755-793 Portmanteau test for the asymmetric power GARCH model when the power is unknown
by Yacouba Boubacar Maïnassara & Othman Kadmiri & Bruno Saussereau - 795-820 Confidence intervals, prediction intervals and tolerance intervals for negative binomial distributions
by Bao-Anh Dang & K. Krishnamoorthy - 821-848 A simple and useful regression model for underdispersed count data based on Bernoulli–Poisson convolution
by Marcelo Bourguignon & Diego I. Gallardo & Rodrigo M. R. Medeiros - 849-883 Halfspace depth for general measures: the ray basis theorem and its consequences
by Petra Laketa & Stanislav Nagy - 885-918 Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models
by Jun Zhang & Bingqing Lin & Yiping Yang - 919-942 Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications
by Jorge I. Figueroa-Zúñiga & Cristian L. Bayes & Víctor Leiva & Shuangzhe Liu - 943-963 Inversion-free subsampling Newton’s method for large sample logistic regression
by J. Lars Kirkby & Dang H. Nguyen & Duy Nguyen & Nhu N. Nguyen - 965-982 Non-parametric test for decreasing renewal dichotomous Markov noise shock model
by Renjith Mohan & Sreelakshmi N & Sudheesh K. Kattumannil - 983-988 Bessel representation for amplitude distribution of noisy sinusoidal signals
by Mikhail Trifonov - 989-990 Skyler J. Cranmer, Bruce A. Desmarais, Jason W. Morgan: Inferential network analysis
by Alexander Kreiß - 991-993 Paola Zuccolotto and Marica Manisera (2020): Basketball Data Science: With Applications in R, CRC Press, 243 pp., £80.50 (Hardcover), ISBN: 978-1-138-60079-9
by Andreas Groll & Carsten Jentsch
April 2022, Volume 63, Issue 2
- 343-365 Kronecker delta method for testing independence between two vectors in high-dimension
by Ivair R. Silva & Yan Zhuang & Julio C. A. da Silva Junior - 367-395 Affiliation weighted networks with a differentially private degree sequence
by Jing Luo & Tour Liu & Qiuping Wang - 397-419 Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models
by Nan Cheng & Chao Lu & Jibing Qi & Xuejun Wang - 421-439 Regularization and variable selection in Heckman selection model
by Emmanuel O. Ogundimu - 441-460 Level-augmented uniform designs
by Yan-Ping Gao & Si-Yu Yi & Yong-Dao Zhou - 461-487 Some properties of the unified skew-normal distribution
by Reinaldo B. Arellano-Valle & Adelchi Azzalini - 489-514 Local linear estimation of the regression function for twice censored data
by Ouafae Benrabah & Feriel Bouhadjera & Elias Ould Saïd - 515-530 Construction of column-orthogonal strong orthogonal arrays
by Wenlong Li & Min-Qian Liu & Jian-Feng Yang - 531-541 On multistage experiments with restrictions in the randomization of treatments
by T. I. Katsaounis - 543-569 Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models
by Pavel Krupskii & Harry Joe - 571-603 The polar-generalized normal distribution: properties, Bayesian estimation and applications
by Masoud Faridi & Majid Jafari Khaledi - 605-664 CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
by Tingting Zou & Shurong Zheng & Zhidong Bai & Jianfeng Yao & Hongtu Zhu - 665-692 Missing responses at random in functional single index model for time series data
by Nengxiang Ling & Lilei Cheng & Philippe Vieu & Hui Ding
February 2022, Volume 63, Issue 1
- 1-28 Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
by Jun Zhao & Guan’ao Yan & Yi Zhang - 29-52 On nonparametric regression for bivariate circular long-memory time series
by Jan Beran & Britta Steffens & Sucharita Ghosh - 53-95 Penalized and constrained LAD estimation in fixed and high dimension
by Xiaofei Wu & Rongmei Liang & Hu Yang - 97-121 Bayesian empirical likelihood inference and order shrinkage for autoregressive models
by Kai Yang & Xue Ding & Xiaohui Yuan - 123-141 Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression
by Shun Matsuura & Hiroshi Kurata - 143-155 Quantifying the data-dredging bias in structural break tests
by Yannick Hoga - 157-180 A simple solution to the inadequacy of asymptotic likelihood-based inference for response-adaptive clinical trials
by Alessandro Baldi Antognini & Marco Novelli & Maroussa Zagoraiou - 181-195 Understanding nonsense correlation between (independent) random walks in finite samples
by Uwe Hassler & Mehdi Hosseinkouchack - 197-223 Properties and generation of representative points of the exponential distribution
by Long-Hao Xu & Kai-Tai Fang & Ping He - 225-242 Testing for equality of distributions using the concept of (niche) overlap
by Judith H. Parkinson-Schwarz & Arne C. Bathke - 243-285 Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters
by Tizheng Li & Xiaojuan Kang - 287-316 On change-points tests based on two-samples U-Statistics for weakly dependent observations
by Joseph Ngatchou-Wandji & Echarif Elharfaoui & Michel Harel - 317-342 A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse
by Zhan Liu & Chun Yip Yau
December 2021, Volume 62, Issue 6
- 2509-2528 On properties of Toeplitz-type covariance matrices in models with nested random effects
by Yuli Liang & Dietrich Rosen & Tatjana Rosen - 2529-2556 Estimation and clustering for partially heterogeneous single index model
by Fangfang Wang & Lu Lin & Lei Liu & Kangning Wang - 2557-2571 Limit theorems for locally stationary processes
by Rafael Kawka - 2573-2602 Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing
by Li Cai & Suojin Wang - 2603-2626 Characterization of continuous symmetric distributions using information measures of records
by Jafar Ahmadi - 2627-2659 Model pursuit and variable selection in the additive accelerated failure time model
by Li Liu & Hao Wang & Yanyan Liu & Jian Huang - 2661-2689 Model averaging marginal regression for high dimensional conditional quantile prediction
by Jingwen Tu & Hu Yang & Chaohui Guo & Jing Lv - 2691-2709 Semifoldover plans for three-level orthogonal arrays with quantitative factors
by Wenlong Li & Bing Guo & Hengzhen Huang & Min-Qian Liu - 2711-2738 Model-free feature screening via distance correlation for ultrahigh dimensional survival data
by Jing Zhang & Yanyan Liu & Hengjian Cui - 2739-2761 Bounds for monetary-unit sampling in auditing: an adjusted empirical likelihood approach
by Yves G. Berger & Paola M. Chiodini & Mariangela Zenga - 2763-2797 Estimation of reliability for multi-component stress–strength model based on modified Weibull distribution
by M. S. Kotb & M. Z. Raqab - 2799-2823 Estimation for functional linear semiparametric model
by Tang Qingguo & Bian Minjie - 2825-2856 Tests for the explanatory power of latent factors
by Mingjing Chen - 2857-2883 The generalized equivalence of regularization and min–max robustification in linear mixed models
by Jan Pablo Burgard & Joscha Krause & Dennis Kreber & Domingo Morales - 2885-2905 Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
by Xiaochao Xia - 2907-2921 A novel method for constructing mixed two- and three-level uniform factorials with large run sizes
by Hongyi Li & Xingyou Huang & Huili Xue & Hong Qin - 2923-2967 Multiple doubling: a simple effective construction technique for optimal two-level experimental designs
by A. M. Elsawah - 2969-2990 Flexible models for overdispersed and underdispersed count data
by Dexter Cahoy & Elvira Di Nardo & Federico Polito - 2991-3013 Extremal behaviour of a periodically controlled sequence with imputed values
by Helena Ferreira & Ana Paula Martins & Maria Graça Temido - 3015-3045 Exact and asymptotic tests of exponentiality against nonmonotonic mean time to failure type alternatives
by Ruhul Ali Khan & Dhrubasish Bhattacharyya & Murari Mitra
October 2021, Volume 62, Issue 5
- 2067-2082 Optimal $$2^K$$ 2 K paired comparison designs for third-order interactions
by Eric Nyarko - 2083-2108 New fat-tail normality test based on conditional second moments with applications to finance
by Damian Jelito & Marcin Pitera - 2109-2118 Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
by Roman Zmyślony & Arkadiusz Kozioł - 2119-2145 Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables
by Wan-Lun Wang & Luis M. Castro & Wan-Chen Hsieh & Tsung-I Lin