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Content
June 2009, Volume 93, Issue 2
- 205-220 Loss prediction in a linear model under a linear constraint
by Kathrin Kloberdanz & Klaus Schmidt - 221-233 Marginal-sum and maximum-likelihood estimation in a multiplicative tariff
by Klaus Hess
March 2009, Volume 93, Issue 1
- 1-3 Recent developments in life and social science applications of capture–recapture methods
by Dankmar Böhning & Peter Heijden - 5-21 Structurally missing data problems in multiple list capture–recapture data
by Peter Heijden & Eugene Zwane & David Hessen - 23-47 Estimators in capture–recapture studies with two sources
by Sarah Brittain & Dankmar Böhning - 49-60 Integrated methodology for multiple systems estimation and record linkage using a missing data formulation
by Stephen Fienberg & Daniel Manrique-Vallier - 61-71 CAMCR: Computer-Assisted Mixture model analysis for Capture–Recapture count data
by Ronny Kuhnert & Dankmar Böhning - 73-88 Calculation of the Prokhorov distance by optimal quantization and maximum flow
by Bernard Garel & Jean-Claude Massé - 89-107 The largest SNR distribution
by Saralees Nadarajah - 109-110 Jayanta K. Ghosh, Mohan Delampady and Tapas Samanta: An introduction to Bayesian analysis—theory and methods
by Björn Bornkamp - 111-113 Peter X.-K. Song: Correlated data analysis: modeling, analytics, and applications
by Götz Uebe - 115-116 Dennis V. Lindley: Understanding uncertainty
by Peter Kischka - 117-118 Yves Tillé: Sampling algorithms
by Götz Uebe - 119-120 Jérôme Dedecker, Paul Doukhan, Gabriel Lang, José Rafael León R., Sana Louhichi and Clémentine Prieur: Weak dependence: with examples and applications. (Lecture notes in statistics)
by Harry Haupt - 121-122 C. Radhakrishna Rao, Helge Toutenburg, Shalabh and Christian Heumann. Linear Models and Generalizations, Least Squares and Alternatives, 3rd edition
by Götz Uebe
August 2008, Volume 92, Issue 3
- 235-253 A note on simplicial depth function
by Mario Romanazzi - 255-269 Orthogonal decomposition of point-symmetry for multiway tables
by Kouji Tahata & Sadao Tomizawa - 271-296 Forecasting data revisions of GDP: a mixed frequency approach
by Jens Hogrefe - 297-318 Assessing the impact of initial nonresponse and attrition in the analysis of unemployment duration with panel surveys
by Marjo Pyy-Martikainen & Ulrich Rendtel - 319-341 Thinning operations for modeling time series of counts—a survey
by Christian Weiß - 343-344 J.E. Gentle: Matrix Algebra—Theory, Computations, and Applications in Statistics
by Götz Uebe - 345-347 B. Thompson: The Nature of Statistical Evidence
by Götz Uebe - 349-350 Rolf-Dieter Reiss and Michael Thomas: Statistical Analysis of Extreme Values. With Applications to Insurance, Finance, Hydrology and Other Fields
by Eugenia Stoimenova
May 2008, Volume 92, Issue 2
- 117-134 Robust nonparametric estimation of the intensity function of point data
by Carlo Grillenzoni - 135-152 An investigation of the spatial correlations for relative purchasing power in Baden–Württemberg
by S. Eckel & F. Fleischer & P. Grabarnik & V. Schmidt - 153-178 A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time
by Michael Kohler - 179-195 Generalized Gauss–Hermite filtering
by Hermann Singer - 197-206 An extension of the Blinder–Oaxaca decomposition to nonlinear models
by Thomas Bauer & Mathias Sinning - 207-215 Prediction in the linear model under a linear constraint
by Kathrin Kloberdanz & Klaus Schmidt - 217-227 Comparison of measuring devices
by Josef Bukac - 229-232 A note on “Data depths satisfying the projection property”
by Li Qiang & Wu Yi - 233-234 Robert H. Shumway and David S. Stoffer: Time series analysis and its applications with R examples, 2nd edn
by Rainer Schlittgen
February 2008, Volume 92, Issue 1
- 1-28 On composite marginal likelihoods
by Cristiano Varin - 29-34 On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio
by Wolfgang Schmid & Taras Zabolotskyy - 35-56 Examining heterogeneity in implied equity risk premium using penalized splines
by Michael Wegener & Göran Kauermann - 57-69 A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU
by Hajo Holzmann & Sebastian Vollmer - 71-89 Measuring serial dependence in categorical time series
by Christian Weiß & Rainer Göb - 91-99 Bias correction for the regression-based LM fractional integration test
by Matei Demetrescu & Adina Tarcolea - 101-114 A Markov chain Monte Carlo algorithm for multiple imputation in large surveys
by Daniel Schunk - 115-115 Forrest W. Young, Pedro M. Valero-Mora and Michael Friendly: Visual statistics: seeing data with dynamic interactive graphics
by Rainer Schlittgen
December 2007, Volume 91, Issue 4
- 343-347 Statistical consulting
by Göran Kauermann & Claus Weihs - 349-359 Statistical consulting interactions: a personal view
by Antony Unwin - 361-365 Interdisciplinary research: the importance of learning other people’s language
by Adrian Bowman - 367-378 Statistical consulting at German universities: Results of a survey
by Michael Windmann & Göran Kauermann - 379-389 Policy evaluation and economic policy advice
by Christoph Schmidt - 391-397 Figures, statistics and the journalist: an affair between love and fear
by Holger Wormer - 399-406 Medical laboratory diagnostics and statistics
by Christoph Berding & Wilhelm Kleider - 407-411 Seeking useful contribution
by Christian Ritter - 413-427 Statistics development: statistical methods meeting the user’s needs
by Jan Engel & Henriette (Jettie) C.M. Hoonhout - 429-440 Quality assurance for statistical consulting
by Claus Weihs - 441-448 Moments of a product Pearson type VII density distribution
by Saralees Nadarajah & Samuel Kotz - 449-450 David Lemmon and Joseph Schafer: Developing Statistical Software in Fortran 95
by Rainer Schlittgen - 451-452 Sam C. Saunders: Reliability, Life Testing and the Prediction of Service Lives for Engineers and Scientists
by Goetz Uebe
October 2007, Volume 91, Issue 3
- 225-244 Semiparametric multinomial logit models for analysing consumer choice behaviour
by Thomas Kneib & Bernhard Baumgartner & Winfried Steiner - 245-268 A structured variational learning approach for switching latent factor models
by Mohamed Saidane & Christian Lavergne - 269-278 Diagonal uniform association symmetry modelsfor cumulative probabilities in square tables
by Sadao Tomizawa & Nobuko Miyamoto - 279-290 On the inefficiency of propensity score matching
by Markus Frölich - 291-310 Analysis of short-term systematic measurement error variance for the difference of paired data without repetition of measurement
by Klaus Martin & Annette Böckenhoff - 311-334 Assessing the bias due to non-coverage of residential movers in the German Microcensus Panel: an evaluation using data from the Socio-Economic Panel
by Edin Basic & Ulrich Rendtel - 335-337 van der Hoek, J. and Elliott, R.J.: Binomial Models in Finance
by Götz Uebe - 339-341 StatSoft, Inc., Tulsa, OK.: STATISTICA, Version 8
by Christian Weiß
August 2007, Volume 91, Issue 2
- 109-127 Comparison of different estimation techniques for portfolio selection
by Yarema Okhrin & Wolfgang Schmid - 129-139 Testing for linearity in simple regression models
by Stefan Niermann - 141-158 Inflation and the Divergence of Relative Prices: Evidence from a Cointegration Analysis
by Juliane Scharff - 159-180 An application of cartographic area interpolation to German administrative data
by Melanie Arntz & Ralf A. Wilke - 181-196 A new approach to the measurement of polarization for grouped data
by Eckart Bomsdorf & Clemens Otto - 197-219 Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale
by Martin Bachmaier - 221-222 Wilkinson, L.: The Grammar of Graphics
by Götz Uebe - 223-224 G. Molenberghs and G. Verbeke: Models for Discrete Longitudinal Data
by Karsten Webel
March 2007, Volume 91, Issue 1
- 1-2 Editorial
by Wilfried Seidel - 3-21 A Hausman test for Brownian motion
by Martin Becker & Ralph Friedmann & Stefan Klößner & Walter Sanddorf-Köhle - 23-37 Asymmetric monitoring of multivariate data with nonlinear dynamics
by Alessandro Fass‘o & Samuele Locatelli - 39-55 Sequential monitoring of minimum variance portfolio
by Vasyl Golosnoy - 57-76 Multivariate Lorenz dominance based on zonoids
by Gleb A. Koshevoy & Karl Mosler - 77-92 Bootstrapping a hedonic price index: experience from used cars data
by Michael Beer - 93-106 Proportions, sums and ratios
by Saralees Nadarajah & Samuel Kotz - 107-108 Pascal Ardilly, Yves Tillé: Sampling Methods: Exercises and Solutions
by Götz Uebe
December 2006, Volume 90, Issue 4
- 493-499 The 2005 Plenary Meeting on ‘‘Missing Data and Measurement Error’’
by Ulrich Rendtel - 501-513 Conceptual, computational and inferential benefits of the missing data perspective in applied and theoretical statistical problems
by Donald Rubin - 515-526 Combining information from multiple surveys for assessing health disparities
by Trivellore Raghunathan - 577-593 Missing data methods in official statistics in the United Kingdom: Some recent developments
by Gabriele Durrant - 627-628 Pascal Ardilly, Yves Tillé: Sampling Methods: Exercises and Solutions
by Götz Uebe - 631-632 Zivot Eric and Jiahui Wang, Modeling Financial Time Series with S-PLUS
by Matthias Fischer
September 2006, Volume 90, Issue 3
- 365-384 Analysis of variance of paired data without repetition of measurement
by Klaus Martin & Annette Böckenhoff - 385-393 A note on an IPPS sampling scheme
by L. Sahoo & G. Singh & B. Das - 395-401 Power kurtosis transformations: Definition, properties and ordering
by Ingo Klein & Matthias Fischer - 403-418 Extreme value models with application to drought data
by Saralees Nadarjah - 419-438 Estimation of a linear model under microaggregation by individual ranking
by Matthias Schmid - 439-456 Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
by Christoph Rothe & Philipp Sibbertsen - 465-482 First German register based census in 2011
by Helmut Eppmann & Sonja Krügener & Josef Schäfer - 483-490 Book reviews
by Götz Uebe & Norman Fickel & Karsten Webel & Rainer Schlittgen & Joachim Merz
June 2006, Volume 90, Issue 2
- 233-251 The operating characteristic of double sampling plans by variables when the standard deviation is unknown
by Wolf Krumbholz & Andreas Rohr - 253-271 University student enrollment forecasts by analysis structural ratios using ARIMA-methods
by Stephan Boes & Peter Pflaumer - 273-297 On the appropriateness of inappropriate VaR models
by Wolfgang Härdle & Zdeněk Hlávka & Gerhard Stahl - 299-321 The effects of vocational training programmes on the duration of unemployment in Eastern Germany
by Reinhard Hujer & Stephan Thomsen & Christopher Zeiss - 357-363 Book reviews
by Norman Fickel & Götz Uebe & Karsten Webel & Benedikt Köhler
March 2006, Volume 90, Issue 1
- 1-7 Developments and new dimensions in econometrics
by Olaf Hübler & Joachim Frohn - 9-25 On the specification and estimation of large scale simultaneous structural macroeconometric models
by Pu Chen & Joachim Frohn - 27-42 Dynamic factor models
by Jörg Breitung & Sandra Eickmeier - 43-58 Unit root testing
by Jürgen Wolters & Uwe Hassler - 59-74 Autoregressive distributed lag models and cointegration
by Uwe Hassler & Jürgen Wolters - 75-88 Structural vector autoregressive analysis for cointegrated variables
by Helmut Lütkepohl - 89-104 Econometric analysis of high frequency data
by Helmut Herwartz - 105-120 Using quantile regression for duration analysis
by Bernd Fitzenberger & Ralf Wilke - 121-136 Multilevel and nonlinear panel data models
by Olaf Hübler - 137-152 Nonparametric models and their estimation
by Göran Kauermann - 153-166 Microeconometric models and anonymized micro data
by Gerd Ronning - 167-181 Ordered response models
by Stefan Boes & Rainer Winkelmann - 183-197 Some recent advances in measurement error models and methods
by Hans Schneeweiss & Thomas Augustin - 199-215 The microeconometric estimation of treatment effects—An overview
by Marco Caliendo & Reinhard Hujer - 217-232 Survey item nonresponse and its treatment
by Susanne Rässler & Regina Riphahn
November 2005, Volume 89, Issue 4
- 403-418 Using Analysis of Variance and Factor Analysis for the Reduction of High Dimensional Variation in Time Series of Energy Consumption
by Carsten Schneider & Gerhard Arminger & Alexandra Schwarz - 419-434 Time Series Properties of the German Production Index
by Gebhard Flaig* - 435-449 On the Product and Ratio of Gamma and Beta Random Variables
by Saralees Nadarajah & Samuel Kotz*
August 2005, Volume 89, Issue 3
- 241-261 A Class of Two-Stage Selection Procedures Using L-Statistics
by Narinder Kumar & Gobind Mehta & Virender Kumar* - 263-280 Linear Combinations, Products and Ratios of t Random Variables
by Saralees Nadarajah & Samuel Kotz - 281-301 The Effects of Ignoring Level Shifts on Systems Cointegration Tests
by Carsten Trenkler* - 303-320 Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations
by Mark Meyer & Peter Winker* - 321-337 Panel Seasonal Unit Root Test: Further Simulation Results and An Application to Unemployment Data
by Christian Dreger* & Hans-Eggert Reimers
June 2005, Volume 89, Issue 2
- 121-139 Microdata Access and Labor Market Research: The U. S. Experience
by Katharine Abraham* - 183-207 Job Creation and Destruction over the Business Cycles and the Impact on Individual Job Flows in Denmark 1980-2001
by Rikke Ibsen & Niels Westergaard-Nielsen - 209-236 Unemployment duration and the length of entitlement periods for unemployment benefits: do the IAB employment subsample and the German Socio-Economic Panel yield the same results?
by Martin Biewen & Ralf Wilke