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Content
February 2019, Volume 60, Issue 1
- 223-237 On the unimodality of the likelihood ratio with applications
by Félix Belzunce & Carolina Martínez-Riquelme - 239-271 Chi-square processes for gene mapping in a population with family structure
by Charles-Elie Rabier & Jean-Marc Azaïs & Jean-Michel Elsen & Céline Delmas - 273-292 On the equality of estimators under a general partitioned linear model with parameter restrictions
by Bo Jiang & Yuqin Sun - 293-312 Local influence diagnostics for the test of mean–variance efficiency and systematic risks in the capital asset pricing model
by Manuel Galea & Patricia Giménez - 313-347 Estimation methods for the LRD parameter under a change in the mean
by Aeneas Rooch & Ieva Zelo & Roland Fried - 349-350 Dieter Rasch and Dieter Schott, Mathematical statistics
by Miroslav M. Ristić
December 2018, Volume 59, Issue 4
- 1271-1282 Upper bounds on the rate of convergence for constant retrial rate queueing model with two servers
by Yacov Satin & Evsey Morozov & Ruslana Nekrasova & Alexander Zeifman & Ksenia Kiseleva & Anna Sinitcina & Alexander Sipin & Galina Shilova & Irina Gudkova - 1283-1305 Block tensor train decomposition for missing data estimation
by Namgil Lee & Jong-Min Kim - 1307-1324 A web-based tool for designing experimental studies to detect hormesis and estimate the threshold dose
by Víctor Casero-Alonso & Andrey Pepelyshev & Weng K. Wong - 1325-1337 Approximations of the boundary crossing probabilities for the maximum of moving weighted sums
by Jack Noonan & Anatoly Zhigljavsky - 1339-1350 Effective coefficients in the electromagnetic logging problem with log-normal distribution, multiscale conductivity and permittivity
by Olga N. Soboleva & Mikhail I. Epov & Ekaterina P. Kurochkina - 1351-1377 Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval
by Aleksey S. Polunchenko & Andrey Pepelyshev - 1379-1410 Testing for serial independence in vector autoregressive models
by Simos G. Meintanis & Joseph Ngatchou-Wandji & James Allison - 1411-1423 Simulated variogram-based error inspection of manufactured parts
by Grazia Vicario & Giovanni Pistone - 1425-1439 Excess of locally D-optimal designs for Cobb–Douglas model
by Yu. D. Grigoriev & V. B. Melas & P. V. Shpilev - 1441-1462 Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance
by Ansgar Steland - 1463-1470 Analysis of loss systems with overlapping resource requirements
by Konstantin Samouylov & Yuliya Gaidamaka - 1471-1481 Monte Carlo simulation of the joint non-Gaussian periodically correlated time-series of air temperature and relative humidity
by Nina Kargapolova & Elena Khlebnikova & Vasily Ogorodnikov - 1483-1503 Multivariate small sample tests for two-way designs with applications to industrial statistics
by Rosa Arboretti & Riccardo Ceccato & Livio Corain & Fabrizio Ronchi & Luigi Salmaso - 1505-1519 Stochastic models for forward systems of nonlinear parabolic equations
by Yana Belopolskaya - 1521-1532 Stochastic models of atmospheric clouds structure
by Vasily A. Ogorodnikov & Evgeniya G. Kablukova & Sergei M. Prigarin - 1533-1540 On Markovian modelling of arrival processes
by Gely Basharin & Valeriy Naumov & Konstantin Samouylov - 1541-1557 On the evaluation of spatial–angular distributions of polarization characteristics of scattered radiation
by Natalya Tracheva & Sergey Ukhinov - 1559-1575 Nonparametric estimators of probability characteristics using unbiased prior conditions
by Yury G. Dmitriev & Gennady M. Koshkin - 1577-1588 On steady state probabilities of renewable system with Marshal–Olkin failure model
by V. Rykov - 1589-1621 Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
by Y. Andriyana & I. Gijbels & A. Verhasselt - 1623-1648 Minimax test for fuzzy hypotheses
by Abbas Parchami & S. Mahmoud Taheri & Reinhard Viertl & Mashaallah Mashinchi - 1649-1655 A variance bound for unbiased estimation in inverse sampling without replacement
by Mohammad Mohammadi
September 2018, Volume 59, Issue 3
- 851-860 Exact test of goodness of fit for binomial distribution
by Benchong Li & Liya Fu - 861-891 A new reliability measure in ranked set sampling
by M. Mahdizadeh & Ehsan Zamanzade - 893-912 Least squares estimator for $$\alpha $$ α -sub-fractional bridges
by Nenghui Kuang & Bingquan Liu - 913-931 Applications of hyperellipsoidal prediction regions
by David J. Olive - 933-955 Control charts for the coefficient of variation
by Baocai Guo & Bing Xing Wang - 957-983 Two step estimations for a single-index varying-coefficient model with longitudinal data
by Chaohui Guo & Hu Yang & Jing Lv - 985-1008 A flexible shrinkage operator for fussy grouped variable selection
by Xiaoli Gao - 1009-1030 A note on estimating the conditional expectation under censoring and association: strong uniform consistency
by Nassira Menni & Abdelkader Tatachak - 1031-1042 The impact of estimation uncertainty on covariate effects in nonlinear models
by Ivan Jeliazkov & Angela Vossmeyer - 1043-1060 Fourier inference for stochastic volatility models with heavy-tailed innovations
by Bruno Ebner & Bernhard Klar & Simos G. Meintanis - 1061-1083 Chernoff distance for conditionally specified models
by Amit Ghosh & Chanchal Kundu - 1085-1100 Some nonparametric tests of perfect judgment ranking for judgment post stratification
by Ehsan Zamanzade & Michael Vock - 1101-1115 Two competing linear random-effects models and their connections
by Changli Lu & Yuqin Sun & Yongge Tian - 1117-1130 A note on the consistency for the estimators of semiparametric regression model
by Yi Wu & Xuejun Wang - 1131-1160 An integer-valued threshold autoregressive process based on negative binomial thinning
by Kai Yang & Dehui Wang & Boting Jia & Han Li - 1161-1192 Classical and Bayesian estimation of reliability in a multicomponent stress–strength model based on a general class of inverse exponentiated distributions
by Fatih Kızılaslan - 1193-1204 The best linear unbiased estimator in a singular linear regression model
by Jibo Wu & Chaolin Liu - 1205-1253 Towards a better understanding of the dual representation of phi divergences
by Diaa Al Mohamad - 1255-1268 Optimal designs with string property under asymmetric errors and SLS estimation
by S. Huda & Rahul Mukerjee - 1269-1270 Arup Bose (2018): patterned random matrices, Chapman & Hall/CRC, 291 pp. + XXI, Hardcover, $129.95, ISBN: 978-1138591462
by Jiang Hu
June 2018, Volume 59, Issue 2
- 423-447 Partitioning estimation of local variance based on nearest neighbors under censoring
by Paola Gloria Ferrario - 449-465 Complete consistency of estimators for regression models based on extended negatively dependent errors
by Wenzhi Yang & Haiyun Xu & Ling Chen & Shuhe Hu - 467-485 Likelihood and Bayesian estimation of $$P(Y{
by Francesca Condino & Filippo Domma & Giovanni Latorre - 487-511 Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition
by Jianhong Shi & Fanrong Zhao - 513-528 k-Boxplots for mixture data
by Najla M. Qarmalah & Jochen Einbeck & Frank P. A. Coolen - 529-544 Local influence for Liu estimators in semiparametric linear models
by Hadi Emami - 545-579 Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation
by S. Aerts & G. Haesbroeck & C. Ruwet - 581-604 Generalized p value tests for variance components in a class of linear mixed models
by Liwen Xu & Hongxia Guo & Shenghua Yu - 605-631 Prediction of future generalized order statistics based on exponential distribution with random sample size
by H. M. Barakat & E. M. Nigm & Magdy E. El-Adll & M. Yusuf - 633-662 Sparse factor regression via penalized maximum likelihood estimation
by Kei Hirose & Miyuki Imada - 663-684 Sequential monitoring of portfolio betas
by Vasyl Golosnoy - 685-707 Quantile regression and its empirical likelihood with missing response at random
by Yu Shen & Han-Ying Liang - 709-723 The weighted ridge estimator in stochastic restricted linear measurement error models
by F. Ghapani & A. R. Rasekh & B. Babadi - 725-757 Estimation of parameters of Weibull–Gamma distribution based on progressively censored data
by Rashad M. EL-Sagheer - 759-779 Statistical inference based on Lindley record data
by A. Asgharzadeh & A. Fallah & M. Z. Raqab & R. Valiollahi - 781-800 Distribution-free comparisons of residual lifetimes of coherent systems based on copula properties
by Jorge Navarro - 801-811 Incoherent dose-escalation in phase I trials using the escalation with overdose control approach
by Graham M. Wheeler - 813-843 Regression estimation by local polynomial fitting for multivariate data streams
by Aboubacar Amiri & Baba Thiam - 845-846 Lyle D. Broemeling: Bayesian inference for stochastic processes
by Miroslav M. Ristić - 847-848 Thomas Rahlf: Data Visualisation with R
by Marc Hüsch - 849-850 Roger Koenker, Victor Chernozhukov, Huming He and Limin Peng (2017): Handbook of Quantile Regression
by David E. Giles
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
- 1-17 Some notes on linear sufficiency
by Radosław Kala & Simo Puntanen & Yongge Tian - 19-33 Detecting over- and under-dispersion in zero inflated data with the hyper-Poisson regression model
by Antonio J. Sáez-Castillo & Antonio Conde-Sánchez - 35-51 Confidence intervals for population means of partially paired observations
by Nicole Fuchs & Werner Pölz & Arne C. Bathke - 53-75 Hypothesis test on response mean with inequality constraints under data missing when covariables are present
by Hong-Xia Xu & Guo-Liang Fan & Han-Ying Liang - 77-94 D-optimal designs based on the second-order least squares estimator
by Lucy L. Gao & Julie Zhou - 95-122 Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
by Ai-Ai Liu & Han-Ying Liang - 123-146 A comparison of different synchronized permutation approaches to testing effects in two-level two-factor unbalanced ANOVA designs
by Sonja Hahn & Luigi Salmaso - 147-160 Principal component selection via adaptive regularization method and generalized information criterion
by Heewon Park & Sadanori Konishi - 161-184 On the determination of the number of factors using information criteria with data-driven penalty
by Joakim Westerlund & Sagarika Mishra - 185-209 Kernel regression estimation for incomplete data with applications
by Majid Mojirsheibani & Timothy Reese - 211-225 A kernel PLS based classification method with missing data handling
by Thuy Tuong Nguyen & Yury Tsoy - 227-245 Robust functional sliced inverse regression
by Guochang Wang & Jianjun Zhou & Wuqing Wu & Min Chen - 247-278 Linear censored regression models with scale mixtures of normal distributions
by Aldo M. Garay & Victor H. Lachos & Heleno Bolfarine & Celso R. B. Cabral - 279-280 Alex Bottle, Paul Aylin: Statistical methods for healthcare performance monitoring
by Peter Hackl - 281-282 Moss, C. B.: Mathematical statistics for applied econometrics
by Shuangzhe Liu - 283-284 Palma, W.: Time series analysis
by Uwe Hassler - 285-286 Nigel C. Smeeton, Dental Statistics Made Easy, Third Edition. Chapman and Hall/CRC Textbook, 2016, xiv + 198 pp., BP 38.00, ISBN 978-1-4987-7505-2
by Peter Hackl
December 2016, Volume 57, Issue 4
- 871-873 Editorial for the Special Issue PROBASTAT 2015
by Radoslav Harman & Werner G. Müller - 875-891 Optimal designs for model discrimination and fitting for the flow of particles
by Mariano Amo-Salas & Elvira Delgado-Márquez & Lenka Filová & Jesús López-Fidalgo - 893-910 Optimal design of experiments via linear programming
by Katarína Burclová & Andrej Pázman - 911-928 Liu estimation in generalized linear models: application on gamma distributed response variable
by Fikriye Kurtoğlu & M. Revan Özkale - 929-938 Inverse prediction for multivariate mixed models with standard software
by Lynn R. LaMotte & Jeffrey D. Wells - 939-955 Regularization techniques in joinpoint regression
by Matúš Maciak & Ivan Mizera - 957-976 Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
by Simos G. Meintanis & James Allison & Leonard Santana - 977-990 New class of exponentiality tests based on U-empirical Laplace transform
by Bojana Milošević & Marko Obradović - 991-1016 Iterative algorithms of biased estimation methods in binary logistic regression
by M. Revan Özkale - 1017-1040 Projective shape analysis of contours and finite 3D configurations from digital camera images
by Victor Patrangenaru & Robert Paige & K. David Yao & Mingfei Qiu & David Lester - 1041-1057 Unitarily invariant errors-in-variables estimation
by Michal Pešta - 1059-1075 Extremal measures maximizing functionals based on simplicial volumes
by Luc Pronzato & Henry P. Wynn & Anatoly Zhigljavsky - 1077-1106 Optimal approximate designs for estimating treatment contrasts resistant to nuisance effects
by Samuel Rosa & Radoslav Harman - 1107-1119 A multiple optimal stopping rule for a buying–selling problem with a deterministic trend
by Georgy Yu. Sofronov - 1121-1140 Estimability in Cox models
by Korakot Wichitsa-nguan & Henning Läuter & Hannelore Liero
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