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Content
December 2021, Volume 30, Issue 5
- 1399-1423 Learning social networks from text data using covariate information
by Xiaoyi Yang & Nynke M. D. Niezink & Rebecca Nugent - 1425-1444 Multiplexity analysis of networks using multigraph representations
by Termeh Shafie & David Schoch - 1445-1464 A network analysis of student mobility patterns from high school to master’s
by Vincenzo G. Genova & Michele Tumminello & Fabio Aiello & Massimo Attanasio - 1465-1483 Bayesian dynamic network actor models with application to South Korean COVID-19 patient movement data
by Antonio Mario Arrizza & Alberto Caimo - 1485-1505 On the interpretation of inflated correlation path weights in concentration graphs
by Alberto Roverato - 1507-1533 A clustering procedure for mixed-type data to explore ego network typologies: an application to elderly people living alone in Italy
by Elvira Pelle & Roberta Pappadà
October 2021, Volume 30, Issue 4
- 1109-1133 A multiple inflated negative binomial hurdle regression model: analysis of the Italians’ tourism behaviour during the Great Recession
by Chiara Bocci & Laura Grassini & Emilia Rocco - 1135-1155 The variation of the posterior variance and Bayesian sample size determination
by Jörg Martin & Clemens Elster - 1157-1174 The sufficiency of the evidence, the relevancy of the evidence, and quantifying both with a single number
by David R. Bickel - 1175-1195 Bootstrap confidence intervals for correlation between continuous repeated measures
by Guogen Shan & Hua Zhang & Jim Barbour - 1197-1217 Population size estimation based upon zero-truncated, one-inflated and sparse count data
by Dankmar Böhning & Herwig Friedl - 1219-1236 A split questionnaire survey design in the context of statistical matching
by Mehboob Ali & Göran Kauermann - 1237-1258 Parametric modeling of quantile regression coefficient functions with count data
by Paolo Frumento & Nicola Salvati - 1259-1283 Transition models for count data: a flexible alternative to fixed distribution models
by Moritz Berger & Gerhard Tutz
September 2021, Volume 30, Issue 3
- 767-778 Forum on Benford’s law and statistical methods for the detection of frauds
by Lucio Barabesi & Andrea Cerioli & Domenico Perrotta - 779-795 The mathematics of Benford’s law: a primer
by Arno Berger & Theodore P. Hill - 797-817 Recurrence relations and Benford’s law
by Madeleine Farris & Noah Luntzlara & Steven J. Miller & Lily Shao & Mengxi Wang - 819-840 A multivariate test for detecting fraud based on Benford’s law, with application to music streaming data
by Nermina Mumic & Peter Filzmoser - 841-861 robROSE: A robust approach for dealing with imbalanced data in fraud detection
by Bart Baesens & Sebastiaan Höppner & Irene Ortner & Tim Verdonck - 863-894 Semiautomatic robust regression clustering of international trade data
by Francesca Torti & Marco Riani & Gianluca Morelli - 895-926 Confronting collinearity in environmental regression models: evidence from world data
by Claudia García-García & Catalina B. García-García & Román Salmerón - 927-945 A measure of interrater absolute agreement for ordinal categorical data
by Giuseppe Bove & Pier Luigi Conti & Daniela Marella - 947-971 Including covariates in a space-time point process with application to seismicity
by Giada Adelfio & Marcello Chiodi - 973-1005 Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators
by Ayanendranath Basu & Abhik Ghosh & Abhijit Mandal & Nirian Martin & Leandro Pardo - 1007-1031 An empirical comparison of two approaches for CDPCA in high-dimensional data
by Adelaide Freitas & Eloísa Macedo & Maurizio Vichi - 1033-1052 A unified approach to permutation testing for equivalence
by Rosa Arboretti & Fortunato Pesarin & Luigi Salmaso - 1053-1078 Bayesian inference of multiple structural change models with asymmetric GARCH errors
by Cathy W. S. Chen & Bonny Lee - 1079-1107 Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
by Marco Bottone & Lea Petrella & Mauro Bernardi
June 2021, Volume 30, Issue 2
- 375-407 Counterdiagonal/nonpositive tail dependence in Vine copula constructions: application to portfolio management
by Yuri Salazar Flores & Adán Díaz-Hernández - 409-436 Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model
by Khalifa Es-Sebaiy & Mohammed Es.Sebaiy - 437-459 Improved wrong-model inference for generalized linear models for binary responses in the presence of link misspecification
by Xianzheng Huang - 461-475 Semiparametric model for regression analysis with nonmonotone missing data
by Yang Zhao - 477-514 Asymptotic properties of QMLE for seasonal threshold GARCH model with periodic coefficients
by Abdelouahab Bibi - 515-542 On CUSUM test for dynamic panel models
by Minyoung Jo & Sangyeol Lee - 543-571 A spatial mixed-effects regression model for electoral data
by Agnese Maria Di Brisco & Sonia Migliorati - 573-604 Bayesian isotonic logistic regression via constrained splines: an application to estimating the serve advantage in professional tennis
by Silvia Montagna & Vanessa Orani & Raffaele Argiento - 605-635 Yule–Simpson’s paradox: the probabilistic versus the empirical conundrum
by Aris Spanos - 637-663 Efficacy and toxicity monitoring via Bayesian predictive probabilities in phase II clinical trials
by Valeria Sambucini - 665-688 Financial contagion through space-time point processes
by Giada Adelfio & Arianna Agosto & Marcello Chiodi & Paolo Giudici - 689-709 On the predictive performance of a non-optimal action in hypothesis testing
by Fulvio De Santis & Stefania Gubbiotti - 711-746 Weighted likelihood latent class linear regression
by Luca Greco & Antonio Lucadamo & Claudio Agostinelli - 747-765 A Bayesian approach for zero-modified Skellam model with Hamiltonian MCMC
by Katiane S. Conceição & Adriano K. Suzuki & Marinho G. Andrade
March 2021, Volume 30, Issue 1
- 1-48 Penalised robust estimators for sparse and high-dimensional linear models
by Umberto Amato & Anestis Antoniadis & Italia De Feis & Irene Gijbels - 49-77 Improving reproducibility probability estimation and preserving RP-testing
by Lucio De Capitani & Daniele De Martini - 79-108 Small area estimation under a measurement error bivariate Fay–Herriot model
by Jan Pablo Burgard & María Dolores Esteban & Domingo Morales & Agustín Pérez - 109-137 An empirical study on the parsimony and descriptive power of TARMA models
by Greta Goracci - 139-155 A new time-varying model for forecasting long-memory series
by Luisa Bisaglia & Matteo Grigoletto - 157-173 Regression models for exceedance data: a new approach
by Marcelo Bourguignon & Fernando Ferraz Nascimento - 175-194 Bayesian analysis of ranking data with the Extended Plackett–Luce model
by Cristina Mollica & Luca Tardella - 195-222 Small area estimation under a temporal bivariate area-level linear mixed model with independent time effects
by Roberto Benavent & Domingo Morales - 223-233 Bayesian optimal designs for multi-factor nonlinear models
by Lei He - 235-268 Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression
by Giuliano Galimberti & Lorenzo Nuzzi & Gabriele Soffritti - 269-293 Interaction among three substitute products: an extended innovation diffusion model
by Claudia Furlan & Cinzia Mortarino & Mohammad Salim Zahangir - 295-315 Symbolic interval-valued data analysis for time series based on auto-interval-regressive models
by Liang-Ching Lin & Hsiang-Lin Chien & Sangyeol Lee - 317-330 A note on simultaneous calibrated prediction intervals for time series
by Giovanni Fonseca & Federica Giummolè & Paolo Vidoni - 331-357 Outlier robust small domain estimation via bias correction and robust bootstrapping
by G. Bertarelli & R. Chambers & N. Salvati - 359-373 Can Bayesian, confidence distribution and frequentist inference agree?
by Erlis Ruli & Laura Ventura
December 2020, Volume 29, Issue 4
- 669-708 An alternative semiparametric model for spatial panel data
by Román Mínguez & Roberto Basile & María Durbán - 709-725 Nearest neighbors estimation for long memory functional data
by Lihong Wang - 727-744 Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies
by Piotr Kokoszka & Hieu Nguyen & Haonan Wang & Liuqing Yang - 745-765 PC priors for residual correlation parameters in one-factor mixed models
by Massimo Ventrucci & Daniela Cocchi & Gemma Burgazzi & Alex Laini - 767-786 Context-specific independencies in hierarchical multinomial marginal models
by Federica Nicolussi & Manuela Cazzaro - 787-812 Monitoring rare categories in sentiment and opinion analysis: a Milan mega event on Twitter platform
by Anna Calissano & Simone Vantini & Marika Arena - 813-843 A general piecewise multi-state survival model: application to breast cancer
by Juan Eloy Ruiz-Castro & Mariangela Zenga - 845-869 Modified LASSO estimators for time series regression models with dependent disturbances
by Yujie Xue & Masanobu Taniguchi - 871-897 A copula-based method of classifying individuals into binary disease categories using dependent biomarkers
by Shofiqul Islam & Sonia Anand & Jemila Hamid & Lehana Thabane & Joseph Beyene - 899-912 A weighted $$\chi ^2$$ χ 2 test to detect the presence of a major change point in non-stationary Markov chains
by Alessandra Micheletti & Giacomo Aletti & Giulia Ferrandi & Danilo Bertoni & Daniele Cavicchioli & Roberto Pretolani - 913-936 Regression for compositions based on a generalization of the Dirichlet distribution
by Monique Graf - 937-954 Sliced inverse median difference regression
by Stephen Babos & Andreas Artemiou - 955-982 Multivariate power series interpoint distances
by Reza Modarres & Yu Song
September 2020, Volume 29, Issue 3
- 427-446 Influence function-based empirical likelihood and generalized confidence intervals for the Lorenz curve
by Yuyin Shi & Bing Liu & Gengsheng Qin - 447-482 On firm size distribution: statistical models, mechanisms, and empirical evidence
by Anna Maria Fiori - 483-514 A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models
by Francesco Giordano & Pietro Coretto - 515-525 Exact confidence limits for proportion difference in clinical trials with bilateral outcome
by Guogen Shan - 527-552 A generalized mixture integer-valued GARCH model
by Huiyu Mao & Fukang Zhu & Yan Cui - 553-580 Variable selection techniques after multiple imputation in high-dimensional data
by Faisal Maqbool Zahid & Shahla Faisal & Christian Heumann - 581-596 Combining permutation tests to rank systemically important banks
by Lorenzo Frattarolo & Francesca Parpinel & Claudio Pizzi - 597-617 Beliefs and needs of academic teachers: a latent class analysis
by Silvia Bacci & Bruno Bertaccini & Alessandra Petrucci - 619-649 Identifying atypically expressed chromosome regions using RNA-Seq data
by Vinícius Diniz Mayrink & Flávio B. Gonçalves - 651-668 Distributions of powers of the central beta matrix variates and applications
by Thu Pham-Gia & Duong Thanh Phong & Dinh Ngoc Thanh
June 2020, Volume 29, Issue 2
- 211-236 One or more rates of ageing? The extended gamma-Gompertz model (EGG)
by Giambattista Salinari & Gustavo De Santis - 237-263 What finite-additivity can add to decision theory
by Mark J. Schervish & Teddy Seidenfeld & Rafael B. Stern & Joseph B. Kadane - 265-288 Planning step-stress test plans under Type-I hybrid censoring for the log-location-scale distribution
by Chien-Tai Lin & Cheng-Chieh Chou & N. Balakrishnan - 289-307 Testing the equality of matrix distributions
by Lingzhe Guo & Reza Modarres - 309-333 Loss-based approach to two-piece location-scale distributions with applications to dependent data
by Fabrizio Leisen & Luca Rossini & Cristiano Villa - 335-355 Bayesian propensity score analysis for clustered observational data
by Qi Zhou & Catherine McNeal & Laurel A. Copeland & Justin P. Zachariah & Joon Jin Song - 357-371 Testing for boundary conditions in case of fractionally integrated processes
by Margherita Gerolimetto & Stefano Magrini - 373-395 Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach
by F. Marta L. Di Lascio & Andrea Menapace & Maurizio Righetti - 397-397 Correction to: Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach
by F. Marta L. Di Lascio & Andrea Menapace & Maurizio Righetti - 399-425 Analysing the course of public trust via hidden Markov models: a focus on the Polish society
by Fulvia Pennoni & Ewa Genge
March 2020, Volume 29, Issue 1
- 1-24 On the estimation of the Lorenz curve under complex sampling designs
by Pier Luigi Conti & Alberto Iorio & Alessio Guandalini & Daniela Marella & Paola Vicard & Vincenzina Vitale - 25-48 Nonparametric imputation method for nonresponse in surveys
by Caren Hasler & Radu V. Craiu - 49-78 Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models
by Roberto Mari & Roberto Rocci & Stefano Antonio Gattone - 79-99 Covariance matrix estimation in a seemingly unrelated regression model under Stein’s loss
by Shun Matsuura & Hiroshi Kurata - 101-128 Spatial prediction and spatial dependence monitoring on georeferenced data streams
by Antonio Balzanella & Antonio Irpino - 129-139 A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process
by Maddalena Cavicchioli - 141-171 Prediction of risks of sequence of events using multistage proportional hazards model: a marginal-conditional modelling approach
by Rafiqul I. Chowdhury & M. Ataharul Islam - 173-185 Cyber risk measurement with ordinal data
by Silvia Facchinetti & Paolo Giudici & Silvia Angela Osmetti - 187-207 Decomposition by subpopulations of the Zenga-84 inequality curve and the related index $$\zeta $$ζ: an application to 2014 Bank of Italy survey
by Francesco Porro & Michele Zenga
December 2019, Volume 28, Issue 4
- 571-591 Mutual association measures
by Claudio G. Borroni - 593-623 Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions
by Dariush Najarzadeh - 625-653 BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices
by Yuvraj Sunecher & Naushad Mamode Khan & Miroslav M. Ristić & Vandna Jowaheer - 655-678 Single index quantile regression for censored data
by Eliana Christou & Michael G. Akritas - 679-693 Dynamic partially functional linear regression model
by Jiang Du & Hui Zhao & Zhongzhan Zhang - 695-722 Estimation of the volume under the ROC surface in presence of nonignorable verification bias
by Khanh To Duc & Monica Chiogna & Gianfranco Adimari - 723-747 Modelling of lung cancer survival data for critical illness insurances
by Joanna Dȩbicka & Beata Zmyślona - 749-767 Zero-one augmented beta and zero-inflated discrete models with heterogeneous dispersion for the analysis of student academic performance
by Hildete P. Pinheiro & Rafael P. Maia & Eufrásio A. Lima Neto & Mariana Rodrigues-Motta
September 2019, Volume 28, Issue 3
- 385-387 Editorial
by Tommaso Proietti - 389-435 The class of cub models: statistical foundations, inferential issues and empirical evidence
by Domenico Piccolo & Rosaria Simone - 437-439 Comment on: The class of CUB models: statistical foundations, inferential issues and empirical evidence
by Francesco Bartolucci & Fulvia Pennoni - 441-444 Discussion of “The class of CUB models: statistical foundations, inferential issues and empirical evidence”
by Roberto Colombi & Sabrina Giordano & Anna Gottard - 445-449 The class of CUB models: statistical foundations, inferential issues and empirical evidence
by Alan Agresti & Maria Kateri - 451-456 Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence
by Tommaso Proietti - 457-458 A review of: The class of CUB models: statistical foundations, inferential issues and empirical evidence by Domenico Piccolo and Rosaria Simone
by Ron Kenett - 459-463 Discussion of ‘The class of CUB models: statistical foundations, inferential issues and empirical evidence’ by Domenico Piccolo and Rosaria Simone
by Leonardo Grilli & Carla Rampichini - 465-470 Discussion of “The class of cub models: statistical foundations, inferential issues and empirical evidence” by Domenico Piccolo and Rosaria Simone
by Marica Manisera & Paola Zuccolotto - 471-475 Comments on The class of cub models: statistical foundations, inferential issues and empirical evidence by D. Piccolo and R. Simone
by Gerhard Tutz - 477-493 Rejoinder to the discussion of “The class of cub models: statistical foundations, inferential issues and empirical evidence”
by Domenico Piccolo & Rosaria Simone - 495-506 The multiple Cantelli inequalities
by Haruhiko Ogasawara - 507-539 Multivariate ordinal regression models: an analysis of corporate credit ratings
by Rainer Hirk & Kurt Hornik & Laura Vana - 541-569 Real and financial cycles: estimates using unobserved component models for the Italian economy
by Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini
June 2019, Volume 28, Issue 2
- 187-215 A model-based fuzzy analysis of questionnaires
by E. Nardo & R. Simone - 217-240 Functional data analysis: local linear estimation of the $$L_1$$ L 1 -conditional quantiles
by Fahimah A. Al-Awadhi & Zoulikha Kaid & Ali Laksaci & Idir Ouassou & Mustapha Rachdi - 241-257 The B-exponential divergence and its generalizations with applications to parametric estimation
by Taranga Mukherjee & Abhijit Mandal & Ayanendranath Basu - 259-280 A rate of consistency for nonparametric estimators of the distribution function based on censored dependent data
by Nour El Houda Rouabah & Nahima Nemouchi & Fatiha Messaci - 281-299 Modeling of the ARMA random effects covariance matrix in logistic random effects models
by Keunbaik Lee & Hoimin Jung & Jae Keun Yoo - 301-322 A k-means procedure based on a Mahalanobis type distance for clustering multivariate functional data
by Andrea Martino & Andrea Ghiglietti & Francesca Ieva & Anna Maria Paganoni - 323-358 Bayesian variable selection in linear regression models with non-normal errors
by Saverio Ranciati & Giuliano Galimberti & Gabriele Soffritti - 359-383 Reconstructing missing data sequences in multivariate time series: an application to environmental data
by Maria Lucia Parrella & Giuseppina Albano & Michele La Rocca & Cira Perna
March 2019, Volume 28, Issue 1
- 1-25 Sample selection when a multivariate set of size measures is available
by R. Benedetti & M. S. Andreano & F. Piersimoni - 27-56 Sample selection models for discrete and other non-Gaussian response variables
by Adelchi Azzalini & Hyoung-Moon Kim & Hea-Jung Kim - 57-76 Mantel–Haenszel estimators of a common odds ratio for multiple response data
by Thomas Suesse & Ivy Liu - 77-99 Nonparametric series density estimation and testing
by Patrick Marsh - 101-101 Correction to: Nonparametric series density estimation and testing
by Patrick Marsh - 103-118 On Wald tests for differential item functioning detection
by Michela Battauz - 119-142 Backtesting VaR and expectiles with realized scores
by Fabio Bellini & Ilia Negri & Mariya Pyatkova - 143-155 Modeling right-censored medical cost data in regression and the effects of covariates
by Lu Deng & Wendy Lou & Nicholas Mitsakakis - 157-185 Random forest-based approach for physiological functional variable selection for driver’s stress level classification
by Neska Haouij & Jean-Michel Poggi & Raja Ghozi & Sylvie Sevestre-Ghalila & Mériem Jaïdane
December 2018, Volume 27, Issue 4
- 559-587 The power of monitoring: how to make the most of a contaminated multivariate sample
by Andrea Cerioli & Marco Riani & Anthony C. Atkinson & Aldo Corbellini - 589-594 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”
by Jakob Raymaekers & Peter J. Rousseeuw & Iwein Vranckx - 595-602 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
by Stephane Heritier & Maria-Pia Victoria-Feser - 603-604 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
by Ricardo A. Maronna & Víctor J. Yohai - 605-608 Comments on “The power of monitoring: how to make the most of a contaminated multivariate sample”
by L. A. García-Escudero & A. Gordaliza & C. Matrán & A. Mayo-Iscar - 609-619 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
by Claudio Agostinelli & Luca Greco - 621-623 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
by Christophe Croux - 625-629 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”
by Simon J. Sheather & Joseph W. McKean - 631-639 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
by Valentin Todorov - 641-649 Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”
by Domenico Perrotta & Francesca Torti - 651-660 The power of (extended) monitoring in robust clustering
by Alessio Farcomeni & Francesco Dotto - 661-666 Rejoinder to the discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”
by Andrea Cerioli & Marco Riani & Anthony C. Atkinson & Aldo Corbellini - 667-688 Wavelet regression estimations with strong mixing data
by Junke Kou & Youming Liu - 689-714 Testing for an excessive number of zeros in time series of bounded counts
by Hee-Young Kim & Christian H. Weiß & Tobias A. Möller - 715-734 Box–Cox t random intercept model for estimating usual nutrient intake distributions
by Giovana Fumes-Ghantous & Silvia L. P. Ferrari & José Eduardo Corrente
August 2018, Volume 27, Issue 3
- 365-384 On multivariate quantile regression analysis
by Jean-Paul Chavas - 385-406 On score vector- and residual-based CUSUM tests in ARMA–GARCH models
by Haejune Oh & Sangyeol Lee - 407-435 Modelling of low count heavy tailed time series data consisting large number of zeros and ones
by Raju Maiti & Atanu Biswas & Bibhas Chakraborty - 437-454 Most stable sample size determination in clinical trials
by Ali Karimnezhad & Ahmad Parsian - 455-477 A note on variable selection in functional regression via random subspace method
by Łukasz Smaga & Hidetoshi Matsui - 479-490 Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals
by Ruidong Han & Xinghui Wang & Shuhe Hu - 491-513 Clustering of financial instruments using jump tail dependence coefficient
by Chen Yang & Wenjun Jiang & Jiang Wu & Xin Liu & Zhichuan Li - 515-543 Quis custiodet ipsos custodes? How to detect and correct teacher cheating in Italian student data
by Sergio Longobardi & Patrizia Falzetti & Margherita Maria Pagliuca - 545-557 Prognostic assessment of repeatedly measured time-dependent biomarkers, with application to dilated cardiomyopathy
by Giulia Barbati & Alessio Farcomeni
June 2018, Volume 27, Issue 2
- 175-206 Nonparametric Bayesian inference in applications
by Peter Müeller & Fernando A. Quintana & Garritt Page - 207-218 Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics
by Jim Griffin & Maria Kalli & Mark Steel - 219-225 Discussion of paper “nonparametric Bayesian inference in applications” by Peter Müller, Fernando A. Quintana and Garritt L. Page
by Athanasios Kottas - 227-230 Discussion on the paper by Peter Müller, Fernando A. Quintana, and Garritt L. Page
by Seongil Jo & Jaeyong Lee - 231-238 Computational challenges and temporal dependence in Bayesian nonparametric models
by Raffaele Argiento & Matteo Ruggiero - 239-251 More nonparametric Bayesian inference in applications
by Michele Guindani & Wesley O. Johnson - 253-276 Multiplicative bias correction for discrete kernels
by Lynda Harfouche & Smail Adjabi & Nabil Zougab & Benedikt Funke - 277-295 Objective Bayesian analysis for the multivariate skew-t model
by Antonio Parisi & B. Liseo - 297-318 Decomposition of cumulative chi-squared statistics, with some new tools for their interpretation
by Luigi D’Ambra & Pietro Amenta & Antonello D’Ambra - 319-332 Adjusted blockwise empirical likelihood for long memory time series models
by Feifan Jiang & Lihong Wang - 333-362 Bayes and maximum likelihood for $$L^1$$ L 1 -Wasserstein deconvolution of Laplace mixtures
by Catia Scricciolo - 363-364 Correction to: A genealogy of Florence Nightingale, Charles Darwin, Francis Galton and Francis Ysidro Edgeworth with special reference to their Italian connections and an annexe on Beatrice Webb and Charles Booth
by Richard William Farebrother
March 2018, Volume 27, Issue 1
- 1-24 Two-scale spatial models for binary data
by Cécile Hardouin & Noel Cressie - 25-44 Testing for sub-models of the skew t-distribution
by Thomas J. DiCiccio & Anna Clara Monti - 45-68 The Tempered Discrete Linnik distribution
by Lucio Barabesi & Carolina Becatti & Marzia Marcheselli - 69-89 Likelihood-based risk estimation for variance-gamma models
by Marco Bee & Maria Michela Dickson & Flavio Santi - 91-108 Bayesian analysis of dynamic panel data by penalized quantile regression
by Ali Aghamohammadi - 109-130 Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness
by Víctor M. Guerrero & Daniela Cortés Toto & Hortensia J. Reyes Cervantes - 131-150 Dynamic factor analysis for short panels: estimating performance trajectories for water utilities
by Nikolaos Zirogiannis & Yorghos Tripodis - 151-173 Evaluation of long-term health care services through a latent Markov model with covariates
by Giorgio E. Montanari & Silvia Pandolfi
November 2017, Volume 26, Issue 4
- 507-529 Empirical likelihood ratio in penalty form and the convex hull problem
by Roberto Baragona & Francesco Battaglia & Domenico Cucina - 531-555 Small area estimation based on M-quantile models in presence of outliers in auxiliary variables
by Stefano Marchetti & Caterina Giusti & Nicola Salvati & Monica Pratesi - 557-581 Benchmarking techniques for reconciling Bayesian small area models at distinct geographic levels
by Ryan Janicki & Andrew Vesper - 583-608 Transformation approaches of linear random-effects models
by Yongge Tian - 609-628 Multiple treatment comparisons in analysis of covariance with interaction
by Frank Schaarschmidt - 629-648 Distribution-dependent and distribution-free confidence intervals for the variance
by Brent D. Burch - 649-672 Robust skew-t factor analysis models for handling missing data
by Wan-Lun Wang & Min Liu & Tsung-I Lin
August 2017, Volume 26, Issue 3
- 333-359 Random-intercept misspecification in generalized linear mixed models for binary responses
by Shun Yu & Xianzheng Huang - 361-382 Multivariate posterior singular spectrum analysis
by Ilkka Launonen & Lasse Holmström - 383-401 Modeling data with a truncated and inflated Poisson distribution
by Min-Hsiao Tsai & Ting Hsiang Lin - 403-418 $$D_s$$ D s -optimality in copula models
by Elisa Perrone & Andreas Rappold & Werner G. Müller - 419-435 On the effect of dependency in information properties of series and parallel systems
by Abdolsaeed Toomaj - 437-452 Estimation and asymptotic covariance matrix for stochastic volatility models
by Maddalena Cavicchioli - 453-483 Term structure forecasting in affine framework with time-varying volatility
by Wali Ullah - 485-505 Statistical matching and uncertainty analysis in combining household income and expenditure data
by Pier Luigi Conti & Daniela Marella & Andrea Neri