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Content
September 2018, Volume 59, Issue 3
June 2018, Volume 59, Issue 2
March 2018, Volume 59, Issue 1
- 1-20 Distributional expansions on extremes from skew-normal distribution under power normalization
by Sha Jiang & Tingting Li & Xin Liao
- 21-56 Estimating the parameters of an inverse Weibull distribution under progressive type-I interval censoring
by Sukhdev Singh & Yogesh Mani Tripathi
- 57-73 Characterizations of the geometric distribution via residual lifetime
by Nan-Cheng Su & Wan-Ping Hung
- 75-97 SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution
by Vinicius Q. S. Maior & Francisco José A. Cysneiros
- 99-126 The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
by Yuebao Wang & Hui Xu & Dongya Cheng & Changjun Yu
- 127-152 The selection of the number of terms in an orthogonal series cumulative function estimator
by Nora Saadi & Smail Adjabi & Ali Gannoun
- 153-182 Selected statistical methods of data analysis for multivariate functional data
by Tomasz Górecki & Mirosław Krzyśko & Łukasz Waszak & Waldemar Wołyński
- 183-198 Estimating moments of a selected Pareto population under asymmetric scale invariant loss function
by Riyadh Rustam Al-Mosawi & Shahjahan Khan
- 199-213 On stochastic comparisons for population age and remaining lifetime
by Ji Hwan Cha & Maxim Finkelstein
- 215-247 Bias-corrected quantile regression estimation of censored regression models
by P. Čížek & S. Sadikoglu
- 249-269 Joint distributions of numbers of runs of specified lengths on directed trees
by Kiyoshi Inoue & Sigeo Aki
- 271-289 Linear mixed model with Laplace distribution (LLMM)
by Fulya Gokalp Yavuz & Olcay Arslan
- 291-306 Randomized response techniques for a multi-level attribute using a single sensitive question
by Shu-Hui Hsieh & Shen-Ming Lee & Su-Hao Tu
- 307-340 Estimation of reliability in a multicomponent stress–strength model based on a bivariate Kumaraswamy distribution
by Fatih Kızılaslan & Mustafa Nadar
- 341-360 Multinomial interpoint distances
by Reza Modarres
- 361-386 Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
by Matieyendou Lamboni
- 387-413 Monitoring the ratio of population means of a bivariate normal distribution using CUSUM type control charts
by Kim Phuc Tran & Philippe Castagliola & Giovanni Celano
- 415-416 Claus Weihs, Dietmar Jannach, Igor Vatolkin and Günter Rudolph (eds.), Music Data Analysis: Foundations and Applications, Chapman & Hall/CRC, 2016, 676 pp., $89.95, ISBN 9781498719568
by Ricardo Maronna
- 417-418 Wayne A. Woodward, Henry L. Gray and Alan C. Elliott (2017): Applied Time Series Analysis with R, Second Edition, Chapman & Hall/CRC, 618 pp., $109.95, ISBN 9781498734226
by Uwe Hassler
- 419-420 Jelke Bethlehem (2017): Understanding Public Opinion Polls, Chapman and Hall/CRC, 286 pp. + xii, $59.95, ISBN: 978-1498769747
by Peter Hackl
- 421-422 Christophe Ley and Thomas Verdebout (2017): Modern Directional Statistics, Chapman and Hall/CRC, 176 pp.+ xiv, $99.95, ISBN: 978-1498706643
by Shuangzhe Liu
December 2017, Volume 58, Issue 4
- 957-986 Application of the delta method to functions of the sample mean when observations are dependent
by Michael Weba & Nora Dörmann
- 987-1008 Nonparametric relative error regression for spatial random variables
by Mohammed Attouch & Ali Laksaci & Nafissa Messabihi
- 1009-1033 Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
by Chaohui Guo & Hu Yang & Jing Lv
- 1035-1053 Bayesian analysis of penalized quantile regression for longitudinal data
by A. Aghamohammadi & S. Mohammadi
- 1055-1089 Fast DD-classification of functional data
by Karl Mosler & Pavlo Mozharovskyi
- 1091-1113 Semiparametric Bayesian inference on generalized linear measurement error models
by Nian-Sheng Tang & De-Wang Li & An-Min Tang
- 1115-1124 Decreasing renewal dichotomous Markov noise shock model with hypothesis testing applications
by Mohammad Sepehrifar & Shantia Yarahmadian
- 1125-1148 A mixed stationary autoregressive model with exponential marginals
by Božidar V. Popović & Miroslav M. Ristić & Narayana Balakrishna
- 1149-1163 Efficiency comparisons for partially rank-ordered set sampling
by Jesse Frey & Timothy G. Feeman
- 1165-1187 Copula-based measures of reflection and permutation asymmetry and statistical tests
by Pavel Krupskii
- 1189-1216 Wild bootstrap tests for autocorrelation in vector autoregressive models
by Niklas Ahlgren & Paul Catani
- 1217-1246 Regression discontinuity: review with extensions
by Jin-young Choi & Myoung-jae Lee
- 1247-1266 A comparison of the $$L_2$$ L 2 minimum distance estimator and the EM-algorithm when fitting $${\varvec{{k}}}$$ k -component univariate normal mixtures
by Brenton R. Clarke & Thomas Davidson & Robert Hammarstrand
- 1267-1278 Periodically correlated modeling by means of the periodograms asymptotic distributions
by A. R. Nematollahi & A. R. Soltani & M. R. Mahmoudi
- 1279-1280 John M. Chambers (2016): Extending R. Chapman and Hall/CRC Press, 364 pp., ISBN 9781498775717, GBP 44.99 (print), GBP 31.49 (eBook)
by Christian Kleiber
- 1281-1282 Claus Thorn Ekstrøm (2017): The R Primer, Second Edition, Chapman & Hall/CRC, The R Series, xvii + 408 pp., £39.99, ISBN 9781138631977
by Peter Hackl
- 1283-1284 Ernesto Estrada and Philip A. Knight (2015): A First Course in Network Theory, Oxford University Press, 272 pp., £29.99, ISBN 9780198726463
by Karl Mosler
September 2017, Volume 58, Issue 3
- 557-576 Forecasting in nonlinear univariate time series using penalized splines
by Michael Wegener & Göran Kauermann
- 577-606 Testing epidemic change in nearly nonstationary process with statistics based on residuals
by Jurgita Markevičiūtė & Alfredas Račkauskas & Charles Suquet
- 607-626 Characterizations based on higher order and partial moments of inactivity time
by Chanchal Kundu & Kshirod Sarkar
- 627-639 Multivariate tests of uniformity
by Mengta Yang & Reza Modarres
- 641-657 Dynamic tail dependence clustering of financial time series
by Giovanni De Luca & Paola Zuccolotto
- 659-672 The balanced credibility estimators with correlation risk and inflation factor
by Qiang Zhang & Lijun Wu & Qianqian Cui
- 673-690 A Legendre multiwavelets approach to copula density estimation
by O. Chatrabgoun & G. Parham & R. Chinipardaz
- 691-706 B spline variable selection for the single index models
by Jianbo Li & Yuan Li & Riquan Zhang
- 707-728 Cumulative sum estimator for change-point in panel data
by Zhuoheng Chen & Yijun Hu
- 729-747 The generalized preliminary test estimator when different sets of stochastic restrictions are available
by Sivarajah Arumairajan & Pushpakanthie Wijekoon
- 749-773 A regression model for overdispersed data without too many zeros
by José Rodríguez-Avi & María José Olmo-Jiménez
- 775-789 On the Simes test under dependence
by H. Finner & M. Roters & K. Strassburger
- 791-809 Regression modeling of one-inflated positive count data
by Fatemeh Hassanzadeh & Iraj Kazemi
- 811-829 D-optimal designs for full and reduced Fourier regression models
by Xiaojian Xu & Xiaoli Shang
- 831-853 Markov binomial distribution of order k and its applications
by K. K. Kamalja
- 855-875 Perfect ranking test in moving extreme ranked set sampling
by Hamid Rahmani & Mostafa Razmkhah
- 877-909 Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation
by Takeshi Emura & Ya-Hsuan Hu & Yoshihiko Konno
- 911-928 Moment inequalities for m-negatively associated random variables and their applications
by Aiting Shen & Yu Zhang & Benqiong Xiao & Andrei Volodin
- 929-945 A note about the corrected VIF
by R. Salmerón & J. García & C. B. García & M. M. López Martín
- 947-949 Belzunce, F., Martínez-Riquelme, C. and J. Mulero: An Introduction to Stochastic Orders. Academic Press, New York, 2016, 174 pp., EUR 53.95 (print), ISBN 978-0128037683
by Christian Kleiber
- 951-952 Benjamin S. Baumer, Daniel T. Kaplan, Nicholas J. Horton (2017): modern data science with R, Chapman and Hall/CRC, 556 pp., $$\pounds $$ £ 51.19, ISBN 978-1498724487
by Julie Zhou
- 953-954 Martin Bland (2015): An introduction to medical statistics
by Zheng Xu
- 955-956 Edward P. Herbst, Frank Schorfheide, Bayesian Estimation of DSGE Models
by Peter Hackl
June 2017, Volume 58, Issue 2
- 287-301 Some results on the relative ordering of two frailty models
by M. Kayid & S. Izadkhah & Ming J. Zuo
- 303-318 The consistency for the estimators of semiparametric regression model based on weakly dependent errors
by Xuejun Wang & Xin Deng & Fengxi Xia & Shuhe Hu
- 319-339 Admissible and minimax estimation of the parameter of the selected Pareto population under squared log error loss function
by Nader Nematollahi
- 341-372 The minimum S-divergence estimator under continuous models: the Basu–Lindsay approach
by Abhik Ghosh & Ayanendranath Basu
- 373-392 A comprehensive extension of the FGM copula
by Werner Hürlimann
- 393-416 Modeling time series of counts with a new class of INAR(1) model
by Wooi Chen Khoo & Seng Huat Ong & Atanu Biswas
- 417-431 Assessing white noise assumption with semi-parametric additive partial linear models
by Tianyong Zhang & Demei Yuan & Jiali Ma & Xuemei Hu
- 433-465 On a mixed model analysis of multi-environment variety trials: a reconsideration of the one-stage and the two-stage models and analyses
by T. Caliński & S. Czajka & Z. Kaczmarek & P. Krajewski & W. Pilarczyk & I. Siatkowski & M. Siatkowski
- 467-484 Some equalities and inequalities for covariance matrices of estimators under linear model
by Y. Tian
- 485-504 A conditional count model for repeated count data and its application to GEE approach
by Rajib Dey & M. Ataharul Islam
- 505-525 Nonparametric robust regression estimation for censored data
by Mohamed Lemdani & Elias Ould Saïd
- 527-548 On linear regression models in infinite dimensional spaces with scalar response
by Andrea Ghiglietti & Francesca Ieva & Anna Maria Paganoni & Giacomo Aletti
- 549-551 Unwin, A., Graphical Data Analysis with R, Chapman and Hall/CRC, 2015, 310 pp., £49.99, ISBN 978-1498715232
by Jasmin Wachter
- 553-554 Andy Hector (2015): the new statistics with R: an introduction for biologists. Oxford University Press, 224 pp., $125.00 (hardcover), $49.95 (paper), ISBN 978-0-19-872906-8
by Zheng Xu
- 555-556 Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca and A. Alexandre Trindade (2016): State-space methods for time series analysis: theory, applications and software
by Patrick de Matos Ribeiro & Lukas Matuschek & Martin Wagner
March 2017, Volume 58, Issue 1
December 2016, Volume 57, Issue 4
September 2016, Volume 57, Issue 3
- 567-587 Asymptotic normality of DHD estimators in a partially linear model
by Hongchang Hu & Yu Zhang & Xiong Pan
- 589-603 A Bayesian approach for the estimation of probability distributions under finite sample space
by Haydar Demirhan & Kamil Demirhan
- 605-621 Estimation after selection from exponential populations with unequal scale parameters
by Mohd. Arshad & Neeraj Misra
- 623-640 The transmuted log-logistic regression model: a new model for time up to first calving of cows
by Francisco Louzada & Daniele C. T. Granzotto
- 641-664 Nonparametric $$M$$ M -type regression estimation under missing response data
by Shuanghua Luo & Cheng-yi Zhang
- 665-688 A new approach for testing fuzzy hypotheses based on likelihood ratio statistic
by Shima Yosefi & Mohsen Arefi & Mohammad Ghasem Akbari
- 689-703 A new method to build spatio-temporal covariance functions: analysis of ozone data
by Mehdi Omidi & Mohsen Mohammadzadeh
- 705-720 Weak VARMA representations of regime-switching state-space models
by Maddalena Cavicchioli
- 721-730 A note on D-optimal chemical balance weighing designs with autocorrelated observations
by Łukasz Smaga
- 731-753 A geometric bivariate time series with different marginal parameters
by Predrag M. Popović & Miroslav M. Ristić & Aleksandar S. Nastić
- 755-779 The principal correlation components estimator and its optimality
by Wenxing Guo & Xiaohui Liu & Shangli Zhang
- 781-793 Expansions on extremes from logarithmic general error distribution under power normalization
by Geng Yang & Tingting Li
- 795-825 Partially linear models with first-order autoregressive symmetric errors
by Carlos Eduardo M. Relvas & Gilberto A. Paula
- 827-841 Varying coefficient partially functional linear regression models
by Qing-Yan Peng & Jian-Jun Zhou & Nian-Sheng Tang
- 843-843 Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics
by Walter Krämer
- 845-845 J. Bleymüller and R. Weißbach: Statistik für Wirtschaftswissenschaftler (17th edition)
by Dominik Wied
- 847-848 Sabina Alkire, James Foster, Suman Seth, Maria Emma Santos, José Manuel Roche and Paola Ballon: Multidimensional poverty measurement and analysis
by Walter Krämer
- 849-850 Alan Agresti (2013): Categorical data analysis
by Sylvia Tamara Lenz
- 851-851 Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics
by Walter Krämer
- 853-853 D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler
by Walter Krämer
- 855-856 C. Hennig, M. Meila, F. Murtagh and R. Rocci (eds.): Handbook of cluster analysis. Handbooks of modern statistical methods
by Rainer Schlittgen
- 857-858 Fieller, N.: Basics of Matrix Algebra for Statistics with R
by Shuangzhe Liu
- 859-860 M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £ , ISBN: 9780198736912
by Uwe Hassler
- 861-862 Giovanni Cerulli: Econometric evaluation of socio-economic programs: theory and applications
by Peter Hackl
March 2016, Volume 57, Issue 1
November 2015, Volume 56, Issue 4