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August 2003, Volume 57, Issue 3
- 305-320 Latent Markov Modelling of Recidivism Data
by Catrien C.J.H. Bijleveld & Ab Mooijaart - 321-346 Econom(etr)ics of crime and litigation
by F. P. van Tulder & B. C. J. van Velthoven - 347-367 Analysing neighbourhood influence in criminology
by Henk Elffers - 368-389 Statistical aspects of interpreting DNA profiling in legal cases
by M. Sjerps & A. D. Kloosterman
May 2003, Volume 57, Issue 2
- 159-176 On Conditional Density Estimation
by Jan G. De Gooijer & Dawit Zerom - 177-206 The Candy model: properties and inference
by M. N. M. Van Lieshout & R. S. Stoica - 207-244 Some Methodological Aspects of Validation of Models in Nonparametric Regression
by Holger Dette & Axel Munk - 245-257 Estimating the Derivative of a Convex Density
by Dragi Anevski - 258-284 Determination of Discrete Spectrum in a Random Field
by Debasis Kundu & Swagata Nandi
February 2003, Volume 57, Issue 1
- 1-2 Editorial
by Stef Van Buuren & Rob Eisinga - 3-18 Nested multiple imputation of NMES via partially incompatible MCMC
by Donald B. Rubin - 19-35 Multiple Imputation in Multivariate Problems When the Imputation and Analysis Models Differ
by Joseph L. Schafer - 36-45 A toolkit in SAS for the evaluation of multiple imputation methods
by Jaap P.L. Brand & Stef van Buuren & Karin Groothuis‐Oudshoorn & Edzard S. Gelsema - 46-57 List augmentation with model based multiple imputation: a case study using a mixed‐outcome factor model
by Wagner A. Kamakura & Michel Wedel - 58-74 A Non‐Iterative Bayesian Approach to Statistical Matching
by Susanne Rässler - 75-99 Methods for Handling Dropouts in Longitudinal Clinical Trials
by Garrett M. Fitzmaurice - 100-111 A Random Effects Transition Model For Longitudinal Binary Data With Informative Missingness
by Paul S. Albert & Dean A. Follmann - 112-135 Sensitivity Analysis of Continuous Incomplete Longitudinal Outcomes
by Geert Molenberghs & Herbert Thijs & Michael G. Kenward & Geert Verbeke - 136-157 Density estimation in the uniform deconvolution model
by P. Groeneboom & G. Jongbloed
November 2002, Volume 56, Issue 4
- 387-399 Test of Bernoulli success probability in inverse sampling for nearer alternatives using adaptive allocation
by Uttam Bandyopadhyay & Atanu Biswas - 400-414 A Bayesian adaptive design in clinical trials for continuous responses
by Atanu Biswas & Jean–François Angers - 415-433 A two–stage approach to additive time series models
by Zongwu Cai - 434-453 Wavelet thresholding for some classes of non–Gaussian noise
by A. Antoniadis & D. Leporini & J.–C. Pesquet - 453-478 Adaptive estimation with soft thresholding penalties
by Jean–Michel Loubes & Sara Van De Geer - 479-495 overview of OR techniques for airline revenue management
by Kevin Pak & Nanda Piersma - 496-509 From first submission to citation: an empirical analysis
by Philip Hans Franses
August 2002, Volume 56, Issue 3
- 253-269 Some problems in actuarial finance involving sums of dependent risks
by M. J. Goovaerts & R. Kaas - 270-284 Two–step sequential sampling
by J. J. A. Moors & L. W. G. Strijbosch - 285-294 Bayesian inference in time series models using kernel quasi likelihoods
by Efthymios G. Tsionas - 295-300 Mixture representations for discrete Linnik laws
by Nadjib Bouzar - 301-313 Generalized piecewise linear histograms
by A. Berlinet & T. Hobza & I. Vajda - 314-329 A new approximation of the posterior distribution of the log–odds ratio
by Marc Fredette & Jean–François Angers - 330-345 ML– and semiparametric estimation in logistic models with incomplete covariate data
by Vanessa Didelez - 346-361 An improved empirical Bayes test for positive exponential families
by Tachen Liang - 362-375 Concomitant variables in finite mixture models
by Michel Wedel - 376-385 On convex quadratic approximation
by Dick Den Hertog & Etienne De Klerk & Kees Roos
May 2002, Volume 56, Issue 2
- 129-131 Guest editorial
by John Einmahl & Axel Munk - 132-142 The smoothing dichotomy in nonparametric regression under long‐memory errors
by Sándor Csörgő - 143-151 Almost sure local limit theorems
by Manfred Denker & Susanne Koch - 152-164 On statistics at level crossings by a stationary process
by M. R. Leadbetter & G. V. Spaniolo - 165-178 A minimum chi‐squared method for indirect parameter estimation from Poisson data
by B. A. Mair & Murali Rao & J. M. M. Anderson - 179-194 Weighted rank statistics in factorial designs with fixed effects
by Edgar Brunner & Sebastian Domhof & Madan L. Puri - 195-205 Large balls left empty by a critical branching Wiener field
by P. Révész - 206-213 Fourier inversion and the Hausdorff distance
by Arnoud Van Rooij - 214-232 Quantile functions for multivariate analysis: approaches and applications
by Robert Serfling - 233-242 Nonparametric estimation of a discontinuity in regression
by Astrid Dempfle & Winfried Stute - 243-251 Statistics for the contact process
by Marta Fiocco & Willem R. Van Zwet
February 2002, Volume 56, Issue 1
- 1-1 Editorial
by Philip Hans Franses - 2-22 What are the advantages of MCMC based inference in latent variable models?
by Richard Paap - 23-33 Bayesian estimation of transition probabilities from repeated cross sections
by Ben Pelzer & Rob Eisinga - 34-40 Discussion of ‘MCMC‐based inference’ by R. Paap
by S. J. Koopman - 41-57 The identification of outliers in exponential samples
by V. Schultze & J. Pawlitschko - 58-76 Multinomial distributions applied to random sampling of particulate materials
by B. Geelhoed & H. J. Glass - 77-100 Monitoring the mean and the variance of a stationary process
by S. Knoth & W. Schmid - 101-109 Computing the covariance of two Brownian area integrals
by J. A. Wellner & R. T. Smythe - 110-127 Nonparametric Bayes inference for concave distribution functions
by Martin B. Hansen & Steffen L. Lauritzen
November 2001, Volume 55, Issue 3
- 263-269 Obituary: Henri Theil, 1924–2000
by Teun Kloek - 270-300 A Jump‐diffusion Model for Exchange Rates in a Target Zone
by F. De Jong & F. C. Drost & B. J. M. Werker - 301-318 Efficiencies of Rounded Optimal Approximate Designs for Small Samples
by L. Imhof & J. Lopez‐Fidalgo & W. K. Wong - 319-345 Multivariate Clustered Data Analysis in Developmental Toxicity Studies
by G. Molenberghs & H. Geys - 346-357 How To Assign Probabilities If You Must
by C. J. Albers & W. Schaafsma - 358-366 Downdating: Interdisciplinary Research Between Statistics and Computing
by B. J. A. Mertens - 367-376 Efficiency Considerations in the Additive Hazards Model with Current Status Data
by D. Ghosh
July 2001, Volume 55, Issue 2
- 111-133 Time‐series–cross‐section Data
by Nathaniel Beck - 134-156 Bayesian and Frequentist Inference for Ecological Inference: The R×C Case
by Ori Rosen & Wenxin Jiang & Gary King & Martin A. Tanner - 157-181 Distance Association Models for the Analysis of Repeated Transition Frequency Tables
by Mark De Rooij - 182-199 Time Series Analysis of Repeated Surveys: The State–space Approach
by Moshe Feder - 200-220 Quasi‐longitudinal Designs in SEM state Space Modeling
by Johan H. L. Oud - 221-238 Rotation Patterns and Trend Estimation for Repeated Surveys Using Rotation Group Estimates
by C. H. McLaren & D. G. Steel - 239-248 A Note on Dynamic Modelling from Short and Heterogeneous Pseudo Panels
by Sourafel Girma - 249-262 Estimating Transition Probabilities from a Time Series of Independent Cross Sections
by Ben Pelzer & Rob Eisinga & Philip Hans Franses
March 2001, Volume 55, Issue 1
- 1-1 Editorial
by Philip Hans Franses - 3-16 Measuring Diagnostic Accuracy of Statistical Prediction Rules
by D. J. Hand - 17-34 Shrinkage and Penalized Likelihood as Methods to Improve Predictive Accuracy
by J. C. Van Houwelingen - 35-52 Cross Validation Calibration Based Shrinkage – Revisited for the Construction of Prognostic Indices
by W. Vach - 53-75 Variable Selection and Shrinkage: Comparison of Some Approaches
by K. Vach & W. Sauerbrei & M. Schumacher - 76-88 Application of Shrinkage Techniques in Logistic Regression Analysis: A Case Study
by E. W. Steyerberg & M. J. C. Eijkemans & J. D. F. Habbema - 89-104 The Lognormal Distribution as a Model for Survival Time in Cancer, With an Emphasis on Prognostic Factors
by P. Royston
November 2000, Volume 54, Issue 3
- 265-292 Some aspects of modeling and statistical inference for financial models
by K. Dzhaparidze & P. J. C. Spreij & J. H. Van Zanten - 293-314 Heavy tails versus long‐range dependence in self‐similar network traffic
by A. Stegeman - 315-328 Estimating the J function without edge correction
by A. J. Baddeley & M. Kerscher & K. Schladitz & B. T. Scott - 329-350 Non‐ and semi‐parametric estimation of interaction in inhomogeneous point patterns
by A. J. Baddeley & J. Møller & R. Waagepetersen - 351-365 Local minimax pointwise estimation of a multivariate density
by E. Belitser - 366-373 Inequalities relating maximal moments to other measures of dispersion
by P. C. Allaart - 374-376 On the generalized Poisson distribution
by H. J. H. Tuenter
July 2000, Volume 54, Issue 2
- 116-126 Jaap wessels – his life with stochastic processes
by J. A. E. E. Van Nunen & J. Van Der Wal - 127-147 On the relationship between cost and service models for general inventory systems
by G. J. Van Houtum & W. H. M. Zijm - 148-159 Optimal static customer routing in a closed queuing network
by A. Hordijk & J. A. Loeve - 160-174 Forward recursion for markov decision processes with skip‐free‐to‐the‐right transitions part ii: non‐standard applications
by J. Wijngaard & S. Stidham - 175-189 Push and pull strategies in multi‐stage assembly systems
by N. P. Dellaert & A. G. De Kok & Wang Wei - 190-201 The M/G/∞ Queueing Model for Optimistic Concurrency Control
by S. A. E. Sassen & J. Van Der Wal - 202-220 Multi‐server Batch‐service Systems
by I. J. B. F. Adan & J. A C. Resing - 221-236 The M/M\1 queue in a heavy‐tailed random environment
by O. J. Boxma & I. A. Kurkova - 237-255 Analysis of discrete‐time stochastic petri nets
by W. M. P. Van Der Aalst & K. M. Van Hee & H. A. Reijers - 256-264 A neural network unification
by E. H. L. Aarts & H. M. M. Ten Eikelder
November 1999, Volume 53, Issue 3
- 257-276 Recent advances in multiple‐objective design strategies
by Weng Kee Wong - 277-286 Nonparametric methods for paired samples
by U. Munzel - 287-308 On piecewise linear density estimators
by J. Beirlant & A. Berlinet & L. Györfi - 309-326 Direct density estimation as an ill‐posed inverse estimation problem
by A. K. Dey & F. H. Ruymgaart - 327-341 Robust estimation of scale of an exponential distribution
by U. Gather & V. Schultze - 342-360 On Bayesian selection of the best normal population using theKullback–Leibler divergence measure
by L. Thabane & M. Safiul Haq - 361-374 Stepwise Bayes distributional inference for a finite population
by B. V. Roussanov
July 1999, Volume 53, Issue 2
- 129-130 Introducing the paper by Aardal and van Hoesel
by Leen Stougie - 131-177 Polyhedral techniques in combinatorial optimization II: applications and computations
by K. Aardal & C. P. M. Van Hoesel - 178-196 Jackknife estimators of a relative risk in 2×2 and 2×2×K contingency tables
by U. Gather & S. Köhne & I. Pigeot - 197-221 Statistical disclosure in general three‐dimensional tables
by N. P. Dellaert & W. A. Luijten - 222-246 Generalized densities of order statistics
by Charles M. Goldie & Ross A. Maller - 247-250 Convolutions of α‐unimodal discrete distributions
by F. Wu & S. Dharmadhikari
March 1999, Volume 53, Issue 1
- 1-4 Introducing EURANDOM
by W. J. M. Senden & W. R. Van Zwet - 5-20 On modelling overdispersion of counts
by K. Poortema - 21-35 Description of purchase incidence by multivariate heterogeneous Poisson processes
by A. W. Hoogendoorn & D. Sikkel - 36-54 A variety of criteria for setting test limits
by W. Albers & W. C. M. Kallenberg & G. R. J. Arts - 55-67 Statistical methods for some simple disclosure limitation rules
by J. Pannekoek - 68-75 Effective writing in mathematical statistics
by J. S. Marron - 76-95 Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations
by N. R. Swanson - 96-110 On the convergence of moments of geometric and harmonic means
by A. G. Pakes - 111-121 On a local uniform bootstrap validity
by T. Bednarski & W. Florczak
November 1998, Volume 52, Issue 3
- 255-257 Large data sets in finance and marketing: introduction by the special issue editor
by Philip Hans Franses - 258-272 Extracting information from mega‐panels and high‐frequency data
by C. W. J. Granger - 273-302 Towards a unified framework for high and low frequency return volatility modeling
by T. G. Andersen & T. Bollerslev - 303-323 Modeling large data sets in marketing
by S. Balasubramanian & S. Gupta & W. Kamakura & M. Wedel - 324-335 Abnormal returns, risk, and options in large data sets
by S. Caserta & J. DanÃÂÃÂelsson & C. G. De Vries - 336-355 Structural analysis of portfolio risk using beta impulse response functions
by C. M. Hafner & H. Herwartz - 356-359 Mean, median, mode IV
by B. Abdous & R. Theodorescu - 360-380 Exact sampling from anti‐monotone systems
by O. Häggström & K. Nelander
June 1998, Volume 52, Issue 2
- 129-140 Sampling with probabilities proportional to the variable of interest
by J. J. A. Moors & R. Smeets & F. W. M. Boekema - 141-152 Stochastic labelling of biological images
by G. Ayala & A. Simó - 153-161 Monotone missing data and pattern‐mixture models
by G. Molenberghs & B. Michiels & M. G. Kenward & P. J. Diggle - 162-184 A nonlinear approach to a class of combinatorial optimization problems
by J. P. Warners - 185-199 Reweighted loglikelihood method in robust estimation in a mixed unbalanced model
by B. Krug - 200-225 Semiparametric econometric estimators for a truncated regression model: a review with an extension
by M.‐J. Lee & H. Kim - 226-238 Consistent estimation of percolation quantities
by R. Meester & J. E. Steif - 239-246 Estimators of distance distributions for spatial patterns
by S. N. Chiu & D. Stoyan
March 1998, Volume 52, Issue 1
- 1-5 The improper use of social security: an estimation problem
by W. P. Van Den Brink - 6-17 Exponential deconvolution: two asymptotically equivalent estimators
by G. Jongbloed - 18-41 Analysis of space–time variability in agriculture and the environment with geostatistics
by A. Stein - 42-59 A general framework for approximate sampling with an application to generating points on the boundary of bounded convex regions
by H. E. Romeijn - 60-70 Comparison of tail index estimators
by L. De Haan & L. Peng - 71-89 Asymptotic distributions of φ‐divergences of hypothetical and observed frequencies on refined partitions
by M. L. Menéndez & D. Morales & L. Pardo & I. Vajda - 90-111 Goodness of fit tests for “Chimeric” alternatives
by E. V. Khmaladze - 112-124 Estimation of the intensity of a Poisson point process by means of nearest neighbor distances
by V. Granville
November 1997, Volume 51, Issue 3
- 257-268 Qualitative Robustness of S*‐estimators of Multivariate Location and Dispersion
by X. He & G. Wang - 269-286 The emperor's new clothes: a critique of the multivariate t regression model
by T. S. Breusch & J. C. Robertson & A. H. Welsh - 287-317 Conditioning as disintegration
by J. T. Chang & D. Pollard - 318-344 Blackjack in Holland Casino's: basic, optimal and winning strategies
by B. B. Van Der Genugten - 345-355 Kantorovich inequalities and efficiency comparisons for several classes of estimators in linear models
by S. Liu & H. Neudecker - 356-365 On the stopping boundary for sequential selection of the normal population with the largest mean
by F. P. A. Coolen - 366-372 A note on invariance of multiple tests
by U. Gather & J. Pawlitschko & I. Pigeot
July 1997, Volume 51, Issue 2
- 129-144 Analysis of a mixed model for ordinal data by iterative re‐weighted REML
by A. Keen & B. Engel - 145-145 In memoriam Bertus Keen 1945–1996
by Bas Engel - 146-154 Signed Central Moments of Integer Random Variables with Decreasing Density
by J. H. Ahrens & U. Rösler - 155-163 A statistical and probabilistic analysis of popular lottery tickets
by N. Henze - 164-177 Tail index estimation based on linear combinations of intermediate order statistics
by L. Viharos - 178-200 Nonparametric estimators of the bivariate survival function under random censoring
by M. J. Van Der Laan - 201-219 Asymptotically optimal estimation of smooth functionals for interval censoring, part 2
by R. B. Geskus & P. Groeneboom - 220-237 Asymptotic expansion of S‐estimators of location and covariance
by H. P. Lopuhaä - 238-251 How did the cookie crumble? identifying fragmentation procedures
by M. F. Neuts & D. E. Rauschenberg & Jian‐Min Li
March 1997, Volume 51, Issue 1
- 1-22 Limiting distribution of the collision resolution interval
by P. Feldman & S. T. Rachev & L. Rüschendorf - 23-34 A central limit theorem for sums of correlated products
by G. Hooghiemstra & M. Keane - 35-54 Nonparametric Estimation under Censoring and Passive Registration
by R. D. Gill - 55-71 Fast movement strategies for a step‐and‐scan wafer stepper
by C. M. H. Kuijpers & C. A. J. Hurkens & J. B. M. Melissen - 72-89 A new approach to maximum likelihood estimation of sum‐constrained linear models in case of undersized samples
by P. M. C. De Boer & R. Harkema - 90-106 Optimal transformations for categorical autoregressive time series
by S. Van Buuren - 107-121 A heuristic rule for routing customers to parallel servers
by S. A. E. Sassen & H. C. Tijms & R. D. Nobel
November 1996, Volume 50, Issue 3
- 333-336 The van Dantzig Award 1995
by Richard D. Gill - 337-338 Thank you Richard Gill
by Hans C. van Houwelingen, Editor of Statistica Neerlandica - 339-343 On the lack of invariance of some Bayesian outlier models
by W. K. Fung - 344-361 A nonparametric measure of spatial interaction in point patterns
by M. N. M. van Lieshout & A. J. Baddeley - 362-366 A simple measure of skewness
by I. H. Tajuddin - 367-389 On the asymptotic behaviour of the Stringer bound1
by G. Pap & M. C. A. van Zuijlen - 390-393 A new conditional specification of the bivariate Poisson conditionals distribution1
by J. Wesolowski - 394-403 A weighted Kuiper statistic for goodness of fit
by J. A. Koziol - 404-416 Two‐stage stochastic integer programming: a survey
by R. Schultz & L. Stougie & M. H. van der Vlerk - 417-430 Characterizing systems of distributions by quantile measures
by J. J. A. Moors & R. Th. A. Wagemakers & V. M. J. Coenen & R. M. J. Heuts & M. J. B. T. Janssens
July 1996, Volume 50, Issue 2
- 231-241 The Research of Wim Vervaat
by G. L. O'Brien - 242-260 Large deviation principles and loglog laws for observation processes
by G. L. O'Brien & W. Vervaat - 261-280 Functional laws of the iterated logarithm for small increments of empirical processes
by P. Deheuvels - 281-294 Sanov meets Cramér again
by B. Gerritse - 295-305 Stability and self‐decomposability of semi‐group valued random variables
by B. G. Hansen - 306-324 Lattices of capacities, and related topologies1
by H. Holwerda & W. Vervaat
March 1996, Volume 50, Issue 1
- 1-2 Statistica Neerlandica Golden Jubilee Editor's Preface
by R.D. Gill - 3-26 Polyhedral techniques in combinatorial optimization I: Theory
by K. Aardal & C. P. M. van Hoesel - 27-51 Industrial statistics and its recent contributions to total quality in the Netherlands
by R. J. M. M. Does & K. C. B. Roes - 52-68 Options and earnings announcements: an empirical study for the European Options Exchange
by M. W. M. Donders & A. C. F. Vorst - 69-88 Asymptotically optimal estimation of smooth functionals for interval censoring, part 1
by R. B. Geskus & P. Groeneboorn - 89-110 The concept of Ro in epidemic theory
by J. A. P. Heesterbeek & K. Dietz - 111-135 Fifty years of measurement and scaling in the Dutch social sciences
by P. G. M. van der Heijden & K. Sijtsma - 136-145 Random polymers
by F. den Hollander - 146-170 Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
by B. Jansen & C. Roos & T. Terlaky - 171-192 Measuring the costs of children: parametric and semiparametric estimators1
by B. Melenberg & A. H. O. van Soest - 193-211 Variance components models for survival data
by J. H. Petersen & P. K. Andersen & R.D. Gill - 212-214 Recent Ph.D. Theses in the Netherlands
by R. H. Koning - 225-230 Remembering Wim Vervaat
by H. Maassen & F. W. Steutel
November 1995, Volume 49, Issue 3
- 267-268 Special Issue on Longitudinal Models
by Hans van Houwelingen & Dirk Sikkel & Tom Wansbeek - 269-281 Constructive identification of the mixed proportional hazards model
by R. A. Kortram & A. C. M. van Rooij & A. J. Lenstra & G. Ridder - 282-293 Durations in Panel Data Subject to Attrition: A Note on Estimation in the Case of a Stock Sample1
by G. J. van den Berg & M. Lindeboom - 294-309 The transition from school to work in 1979–1987 in the Netherlands
by R. van Opstal & F. J. R. van de Pol - 310-323 Prediction of the next hypercalcemia free period: application of random effect models with selection on first event
by A. H. Zwinderman & J. C. van Houwelingen & D. Schweitzer