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November 2015, Volume 56, Issue 4
- 1137-1161 Robust estimation for spatial semiparametric varying coefficient partially linear regression
by Tang Qingguo - 1163-1173 Estimation and inference in multivariate Markov chains
by João Nicolau & Flavio Riedlinger - 1175-1190 Some results for the comparison of generalized order statistics in the total time on test and excess wealth orders
by Félix Belzunce & Carolina Martínez-Riquelme - 1191-1203 The distributions of sum, minima and maxima of generalized geometric random variables
by Fatih Tank & Serkan Eryilmaz - 1205-1234 The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns
by Luca Bagnato & Valerio Potì & Maria Zoia - 1235-1247 Further remarks on the connection between fixed linear model and mixed linear model
by B. Arendacká & S. Puntanen - 1249-1250 D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition)
by Walter Krämer - 1251-1252 Miller, S. J. (ed.): Benford’s law. Theory and applications
by Walter Krämer
August 2015, Volume 56, Issue 3
- 585-596 Complete consistency of the estimator of nonparametric regression model under ND sequence
by Xuejun Wang & Zeyu Si - 597-617 Two-sample tests based on empirical Hankel transforms
by L. Baringhaus & D. Kolbe - 619-637 Characterizations based on measure of inaccuracy for truncated random variables
by Chanchal Kundu & Asok Nanda - 639-660 Inference in step-stress models based on failure rates
by Maria Kateri & Udo Kamps - 661-676 On estimation of a density function in multiplicative censoring
by R. Zamini & V. Fakoor & M. Sarmad - 677-688 On empirical cumulative residual entropy and a goodness-of-fit test for exponentiality
by V. Zardasht & S. Parsi & M. Mousazadeh - 689-699 A sequential triangular test of a correlation coefficient’s null-hypothesis: $$0 > \rho \le \rho _{0}$$ 0 > ρ ≤ ρ 0
by Berthold Schneider & Dieter Rasch & Klaus Kubinger & Takuya Yanagida - 701-721 Clustering of time series via non-parametric tail dependence estimation
by Fabrizio Durante & Roberta Pappadà & Nicola Torelli - 723-748 Estimating doubly stochastic Poisson process with affine intensities by Kalman filter
by Alan Genaro & Adilson Simonis - 749-771 On longitudinal moving average model for prediction of subpopulation total
by Tomasz Ża̧dło - 773-817 Reliability sampling plans for a lognormal distribution under progressive first-failure censoring with cost constraint
by Sukhdev Singh & Yogesh Tripathi - 819-828 Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models
by Lichun Wang & Yuan You & Heng Lian - 829-847 Uncertainty intervals for regression parameters with non-ignorable missingness in the outcome
by Minna Genbäck & Elena Stanghellini & Xavier Luna - 849-861 The link between the mixed and fixed linear models revisited
by S. Haslett & S. Puntanen & B. Arendacká - 863-885 Quality surveillance with EWMA control charts based on exact control limits
by Manuel Morais & Yarema Okhrin & Wolfgang Schmid - 887-910 A kernel mode estimate under random left truncation and time series model: asymptotic normality
by Ouafae Benrabah & Elias Ould Saïd & Abdelkader Tatachak - 911-932 A wavelet-based hybrid approach to estimate variance function in heteroscedastic regression models
by T. Palanisamy & J. Ravichandran
May 2015, Volume 56, Issue 2
- 273-290 Experimental designs in triangular simultaneous equations models
by Víctor Casero-Alonso & Jesús López-Fidalgo - 291-310 The distribution of the quotient of two triangularly distributed random variables
by Selim Gündüz & Ali Genç - 311-331 A new class of designs for mixture-of-mixture experiments
by Hanen Hanna & Walter Tinsson - 333-351 Generalized inferences of $$R$$ R = $$\Pr (X>Y)$$ Pr ( X > Y ) for Pareto distribution
by Sumith Gunasekera - 353-378 Variance-mean mixture of the multivariate skew normal distribution
by Olcay Arslan - 379-390 MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated
by Akio Namba - 391-410 Highly resistant gradient descent algorithm for computing intrinsic mean shape on similarity shape spaces
by H. Fotouhi & M. Golalizadeh - 411-430 Empirical likelihood based modal regression
by Weihua Zhao & Riquan Zhang & Yukun Liu & Jicai Liu - 431-451 Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
by Jan Beran & Yuanhua Feng & Sucharita Ghosh - 453-477 Improved estimators of the distribution function based on lower record values
by R. Arabi Belaghi & M. Arashi & S. Tabatabaey - 479-494 Inference in a structural heteroskedastic calibration model
by Mário Castro & Manuel Galea - 495-517 A new Liu-type estimator
by Fatma Kurnaz & Kadri Akay - 519-529 Relative behavior of a coherent system with respect to another coherent system
by Serkan Eryilmaz & G. Tutuncu - 531-567 Predictive performance of linear regression models
by M. Özkale - 569-582 Discordancy tests for two-parameter exponential samples
by Chien-Tai Lin & Shih-Chun Wang - 583-584 Wladyslaw Welfe: Macroeconomic models, Springer, 2013, xxvii+425pp., €181,85, $229.00, $${\pounds }$$ £ 153.00, ISBN: 978-3-642-34467-1
by Peter Hackl
February 2015, Volume 56, Issue 1
- 1-21 Start-up demonstration tests with three-level classification
by Athanasios Rakitzis & Demetrios Antzoulakos - 23-60 Functional CLT of eigenvectors for large sample covariance matrices
by Ningning Xia & Zhidong Bai - 61-82 Two-sample Kolmogorov–Smirnov fuzzy test for fuzzy random variables
by Gholamreza Hesamian & Jalal Chachi - 83-103 Efficient classes of estimators in stratified random sampling
by Ramkrishna Solanki & Housila Singh - 105-119 Optimum mixture designs in a restricted region
by Nripes Mandal & Manisha Pal & Bikas Sinha & Premadhis Das - 121-145 Analyzing supersaturated designs for discrete responses via generalized linear models
by N. Balakrishnan & C. Koukouvinos & C. Parpoula - 147-156 Combining the Liu-type estimator and the principal component regression estimator
by Deniz Inan - 157-165 The estimation and inference on the equal ratios of means to standard deviations of normal populations
by Shuyou Li & Xu Lu & Ying Mi & Wei Liu - 167-189 Using prior information in privacy-protecting survey designs for categorical sensitive variables
by Heiko Groenitz - 191-204 A general pattern of asymptotic behavior of the R/S statistics for linear processes
by Fa-mei Zheng & Qing-pei Zang - 205-215 A note on the asymptotic distribution of the estimation of the mean past lifetime
by Afshin Parvardeh - 217-230 On a principal component two-parameter estimator in linear model with autocorrelated errors
by Jiewu Huang & Hu Yang - 231-246 Performance of Kibria’s methods in partial linear ridge regression model
by M. Arashi & T. Valizadeh - 247-256 On censored cumulative residual Kullback–Leibler information and goodness-of-fit test with type II censored data
by Sangun Park & Johan Lim - 257-268 Parameter estimation for the non-stationary Ornstein–Uhlenbeck process with linear drift
by Hui Jiang & Xing Dong - 269-270 Edward F. Vonesh: Generalized linear and nonlinear models for correlated data, theory and applications using SAS $$^\circledR $$ ®
by Sylvia Lenz - 271-271 Simon Rogers and Mark Girolami: A first course in machine learning
by Thoralf Mildenberger
November 2014, Volume 55, Issue 4
- 919-931 An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series
by Alexander Schnurr - 933-950 The variable parameters T $$^{2}$$ 2 chart with run rules
by Alireza Faraz & Giovanni Celano & Erwin Saniga & C. Heuchenne & S. Fichera - 951-965 A unified method for constructing expectation tolerance intervals
by Christopher Withers & Saralees Nadarajah - 967-981 An extension of the generalized half-normal distribution
by Neveka Olmos & Héctor Varela & Heleno Bolfarine & Héctor Gómez - 983-1000 Distributions for spherical data based on nonnegative trigonometric sums
by J. Fernández-Durán & M. Gregorio-Domínguez - 1001-1018 Sufficient jackknife-after-bootstrap method for detection of influential observations in linear regression models
by Ufuk Beyaztas & Aylin Alin - 1019-1034 Non-parametric prediction intervals for the lifetime of coherent systems
by M. Chahkandi & Jafar Ahmadi & S. Baratpour - 1035-1045 On the central limit theorem along subsequences of sums of i.i.d. random variables
by Deli Li & Oleg Klesov & George Stoica - 1047-1058 On the asymptotic normality of finite population $$L$$ L -statistics
by Andrius Čiginas - 1059-1077 Divergence-based tests of homogeneity for spatial data
by Tomáš Hobza & Domingo Morales & Leandro Pardo - 1079-1105 Depth functions as measures of representativeness
by Ye Dong & Stephen Lee - 1107-1119 On tests of radial symmetry for bivariate copulas
by Christian Genest & Johanna Nešlehová - 1121-1143 Asymptotic results for hybrids of empirical and partial sums processes
by Sergio Alvarez-Andrade & Salim Bouzebda - 1145-1158 Wavelet estimation of the memory parameter for long range dependent random fields
by Lihong Wang & Jinde Wang - 1159-1178 An ANOVA-type test for multiple change points
by Noriah Al-Kandari & Emad-Eldin Aly - 1179-1206 On the joint distribution of success runs of several lengths in the sequence of MBT and its applications
by Kirtee Kamalja - 1207-1223 Selection of tuning parameters in bridge regression models via Bayesian information criterion
by Shuichi Kawano - 1225-1226 Max D. Morris: Design of experiments: an introduction based on linear models
by Ricardo Maronna - 1227-1228 Jean Dickinson Gibbons, Subhabrata Chakraborti: Nonparametric statistical inferences
by Michael Bücker - 1229-1230 Mulaik, S. A.: Foundations of factor analysis
by Helmut Lütkepohl - 1231-1232 Erratum to: Model selection by LASSO methods in a change-point model
by Gabriela Ciuperca - 1233-1236 Erratum to: Multivariate normal distribution approaches for dependently truncated data
by Takeshi Emura & Yoshihiko Konno
August 2014, Volume 55, Issue 3
- 585-602 Estimation of the Renyi’s residual entropy of order $$\alpha $$ with dependent data
by R. Maya & E. Abdul-Sathar & G. Rajesh & K. Muraleedharan Nair - 603-614 Structured orthogonal families of one and two strata prime basis factorial models
by Paulo Rodrigues & Elsa Moreira & Vera Jesus & João Mexia - 615-625 Pitman closeness of the class of isotonic estimators for ordered scale parameters of two Gamma distributions
by Tie Ma & Shuangzhe Liu - 627-642 Finite mixture modeling of censored regression models
by Maria Karlsson & Thomas Laitila - 643-652 Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models
by Gauss Cordeiro & Denise Botter & Alexsandro Cavalcanti & Lúcia Barroso - 653-670 Spatial robust small area estimation
by Timo Schmid & Ralf Münnich - 671-690 Influence diagnostics for Grubbs’s model with asymmetric heavy-tailed distributions
by Camila Zeller & Victor Lachos & Filidor Labra - 691-714 Tests of non-monotonic stochastic aging notions in reliability theory
by M. Anis - 715-726 Bayesian analysis for step-stress accelerated life testing using weibull proportional hazard model
by Naijun Sha & Rong Pan - 727-750 Penalized estimation in additive varying coefficient models using grouped regularization
by A. Antoniadis & I. Gijbels & S. Lambert-Lacroix - 751-783 Classical and Bayesian estimation of $$P(X>Y)$$ P ( X > Y ) using upper record values from Kumaraswamy’s distribution
by Mustafa Nadar & Fatih Kızılaslan - 785-803 Distribution of product and quotient of bivariate generalized exponential distribution
by Ali Genç - 805-826 Estimation, prediction and interpretation of NGG random effects models: an application to Kevlar fibre failure times
by Raffaele Argiento & Alessandra Guglielmi & Antonio Pievatolo - 827-839 Adjusted empirical likelihood for right censored lifetime data
by Jiayin Zheng & Junshan Shen & Shuyuan He - 841-852 Life behavior of $$\delta $$ δ -shock models for uniformly distributed interarrival times
by Serkan Eryilmaz & Konul Bayramoglu - 853-870 Principal points for an allometric extension model
by Shun Matsuura & Hiroshi Kurata - 871-911 Order selection in finite mixtures of linear regressions
by Nicolas Depraetere & Martina Vandebroek - 913-914 Wendy Martnínez, Angel R. Martínez, Jeffrey L. Solka: Exploratory data analysis with MATLAB $$^{\textregistered }$$ , second edition
by Ricardo Maronna - 915-915 Kahneman, D. (2011): Thinking, Fast and Slow
by Walter Krämer - 917-918 Erratum to: Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
by N. Neykov & P. Filzmoser & P. Neytchev
May 2014, Volume 55, Issue 2
- 253-274 Replicated measurement error model under exact linear restrictions
by Sukhbir Singh & Kanchan Jain & Suresh Sharma - 275-284 On the relationship between the reversed hazard rate and elasticity
by Ernesto Veres-Ferrer & Jose Pavía - 285-299 On Bahadur representation for sample quantiles under α-mixing sequence
by Qinchi Zhang & Wenzhi Yang & Shuhe Hu - 301-310 A note on Cochran test for homogeneity in one-way ANOVA and meta-analysis
by Zhongxue Chen & Hon Ng & Saralees Nadarajah - 311-325 Maximum likelihood estimation under a finite mixture of generalized exponential distributions based on censored data
by Saieed Ateya - 327-347 Variable selection in high-dimensional double generalized linear models
by Dengke Xu & Zhongzhan Zhang & Liucang Wu - 349-374 Model selection by LASSO methods in a change-point model
by Gabriela Ciuperca - 375-392 On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model
by Guang Jing Song & Qing Wen Wang - 393-407 r − k Class estimator in the linear regression model with correlated errors
by Gülesen Üstündagˇ Şiray & Selahattin Kaçıranlar & Sadullah Sakallıoğlu - 409-429 A generalized skew two-piece skew-elliptical distribution
by Mahdi Salehi & Ahad Jamalizadeh & Mahdi Doostparast - 431-454 Local influence for functional comparative calibration models with replicated data
by Patricia Giménez & María Patat - 455-476 Non nested model selection for spatial count regression models with application to health insurance
by Claudia Czado & Holger Schabenberger & Vinzenz Erhardt - 477-486 Testing for spatial lag and spatial error dependence using double length artificial regressions
by Badi Baltagi & Long Liu - 487-496 Detecting fuzzy periodic patterns in futures spreads
by Erhard Reschenhofer & Werner Ploberger & Georg Lehecka - 497-511 A discrete version of the half-normal distribution and its generalization with applications
by E. Gómez-Déniz & F. Vázquez-Polo & V. García-García - 513-523 Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities
by Shelton Peiris - 525-542 Derivatives and Fisher information of bivariate copulas
by Ulf Schepsmeier & Jakob Stöber - 543-561 Equalities between OLSE, BLUE and BLUP in the linear model
by Stephen Haslett & Jarkko Isotalo & Yonghui Liu & Simo Puntanen - 563-573 Local expectations of the population spectral distribution of a high-dimensional covariance matrix
by Weiming Li - 575-576 Stephen Marsland: Machine learning. An algorithmic perspective
by Thoralf Mildenberger - 577-577 D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R
by Walter Krämer - 579-580 Yuedong Wang: Smoothing splines: methods and applications
by Ricardo Maronna - 581-582 K. Webel and D. Wied: Stochastische Prozesse – Verständliche Einführung für Statistiker und Datenwissenschaftler
by Rafael Weißbach - 583-583 Erratum to: Global and multiple test procedures using ordered p-values – a review
by Gudrun Bernhard & Markus Klein & Gerhard Hommel
February 2014, Volume 55, Issue 1
- 1-2 Preface
by Roland Fried & Sonja Kuhnt & Christine Müller - 3-13 Consistency of the likelihood depth estimator for the correlation coefficient
by Liesa Denecke & Christine Müller - 15-28 Shape bias of robust covariance estimators: an empirical study
by M. Hubert & P. Rousseeuw & K. Vakili - 29-47 Identification of local multivariate outliers
by Peter Filzmoser & Anne Ruiz-Gazen & Christine Thomas-Agnan - 49-69 Fast nonparametric classification based on data depth
by Tatjana Lange & Karl Mosler & Pavlo Mozharovskyi - 71-92 Inference on the marginal distribution of clustered data with informative cluster size
by Jaakko Nevalainen & Somnath Datta & Hannu Oja - 93-123 Robust Kalman tracking and smoothing with propagating and non-propagating outliers
by Peter Ruckdeschel & Bernhard Spangl & Daria Pupashenko - 125-140 Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes
by Christoph Kustosz & Christine Müller - 141-156 On robustifying some second order blind source separation methods for nonstationary time series
by Klaus Nordhausen - 157-167 Qualitative robustness of von Mises statistics based on strongly mixing data
by Henryk Zähle - 169-186 Robust estimation of dynamic fixed-effects panel data models
by Michele Aquaro & Pavel Čížek - 187-207 Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
by N. Neykov & P. Filzmoser & P. Neytchev - 209-220 Sliced inverse regression for survival data
by Maya Shevlyakova & Stephan Morgenthaler - 221-231 On robust causality nonresponse testing in duration studies under the Cox model
by Tadeusz Bednarski - 233-252 Robust confirmatory factor analysis based on the forward search algorithm
by Aleš Toman
November 2013, Volume 54, Issue 4
- 907-909 Editors’ introduction
by Philipp Sibbertsen & Rafael Weißbach - 911-930 When bubbles burst: econometric tests based on structural breaks
by Jörg Breitung & Robinson Kruse - 931-954 A toolbox of permutation tests for structural change
by Achim Zeileis & Torsten Hothorn - 955-975 On the application of new tests for structural changes on global minimum-variance portfolios
by Dominik Wied & Daniel Ziggel & Tobias Berens - 977-991 Fractional integration versus level shifts: the case of realized asset correlations
by Philip Bertram & Robinson Kruse & Philipp Sibbertsen - 993-1007 Consistent estimation for discretely observed Markov jump processes with an absorbing state
by Alexander Kremer & Rafael Weißbach - 1009-1041 Rate-optimal tests for jumps in diffusion processes
by Taesuk Lee & Mico Loretan & Werner Ploberger - 1043-1066 Nonlinear IV panel unit root testing under structural breaks in the error variance
by Matei Demetrescu & Christoph Hanck - 1067-1094 Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test
by Badi Baltagi & Chihwa Kao & Sanggon Na - 1095-1107 EEG in the diagnostics of Alzheimer’s disease
by M. Waser & M. Deistler & H. Garn & T. Benke & P. Dal-Bianco & G. Ransmayr & D. Grossegger & R. Schmidt - 1109-1119 Let us do the twist again
by Oskar Baksalary & Götz Trenkler & Erkki Liski - 1121-1130 On moment indeterminacy of the Benini income distribution
by Christian Kleiber - 1131-1145 Reducing confidence bands for simulated impulse responses
by Helmut Lütkepohl - 1147-1149 Julio Angel Pardo Llorente, 1960–2013 (Associate Editor of Statistical Papers)
by Leandro Pardo & María Carmen Pardo
August 2013, Volume 54, Issue 3
- 547-562 Group sequential methods based on ranked set samples
by A. Hussein & H. Muttlak & E. Al-Sawi - 563-590 Parameter estimation for binomial AR(1) models with applications in finance and industry
by Christian Weiß & Hee-Young Kim - 591-603 Large and moderate deviations in testing Rayleigh diffusion model
by Nenghui Kuang & Huantian Xie - 605-617 Testing base load with non-sample prior information on process load
by Shahjahan Khan & Budi Pratikno - 619-643 Inference on unknown parameters of a Burr distribution under hybrid censoring
by Manoj Rastogi & Yogesh Tripathi - 645-683 Random rounded integer-valued autoregressive conditional heteroskedastic process
by Tianqing Liu & Xiaohui Yuan - 685-693 A three-parameter generalized von Mises distribution
by Sungsu Kim & Ashis SenGupta - 695-708 Linear models that allow perfect estimation
by Ronald Christensen & Yong Lin - 709-726 Measures of tail asymmetry for bivariate copulas
by J. Rosco & Harry Joe - 727-739 Maximum likelihood estimation for ordered expectations of correlated binary variables
by Wojciech Gamrot - 741-764 Moments of truncated normal/independent distributions
by Ali Genç - 765-772 On almost sure convergence for weighted sums of pairwise negatively quadrant dependent random variables
by H. Jabbari - 773-781 On the strong convergence for weighted sums of ρ * -mixing random variables
by Soo Sung - 783-806 Exact distributions of constrained (k, ℓ) strings of failures between subsequent successes
by Frosso Makri & Zaharias Psillakis - 807-826 A copula-based approach to account for dependence in stress-strength models
by Filippo Domma & Sabrina Giordano - 827-837 On a new interpretation of the sample variance
by Nitis Mukhopadhyay & Bhargab Chattopadhyay - 839-877 The exponentiated Weibull distribution: a survey
by Saralees Nadarajah & Gauss Cordeiro & Edwin Ortega - 879-897 On multivariate truncated generalized Cauchy distribution
by Saieed Ateya & Elham Madhagi - 899-899 Tao Li, Mitsunori Ogihara, George Tzanetakis (eds.). Music data mining
by Ricardo Maronna - 901-902 Peter D. Congdon: Applied Bayesian hierarchical methods
by Wolfgang Polasek
May 2013, Volume 54, Issue 2
- 255-270 A new rank correlation measure
by Claudio Borroni - 271-286 Measures of radial asymmetry for bivariate random vectors
by Azam Dehgani & Ali Dolati & Manuel Úbeda-Flores - 287-307 One- and two-sample Bayesian prediction intervals based on progressively Type-II censored data
by M. El-Din & A. Shafay - 309-323 On the existence of a normal approximation to the distribution of the ratio of two independent normal random variables
by Eloísa Díaz-Francés & Francisco Rubio - 325-332 On the exact joint distribution of a linear combination of order statistics and their concomitants in an exchangeable multivariate normal distribution
by Ayyub Sheikhi & Yaser Mehrali & Mahbanoo Tata - 333-353 On the Marshall–Olkin extended Weibull distribution
by Gauss Cordeiro & Artur Lemonte - 355-369 Statistical analysis for Kumaraswamy’s distribution based on record data
by Mustafa Nadar & Alexander Papadopoulos & Fatih Kızılaslan - 371-379 Calibration with low bias
by Christopher Withers & Saralees Nadarajah - 381-390 On characterizations of the generalized Pareto distributions based on progressively censored order statistics
by Mahdi Tavangar & Marzieh Hashemi - 391-411 Approximate MLEs for the location and scale parameters of the skew logistic distribution
by A. Asgharzadeh & L. Esmaily & S. Nadarajah - 413-425 Simultaneous choice of time points and the block design in the growth curve model
by Anna Szczepańska - 427-442 A skew extension of the slash distribution via beta-normal distribution
by Ali Genç - 443-456 Correlation is first order independent of transformation
by Christopher Withers & Saralees Nadarajah - 457-470 A generalization of the Wilcoxon signed-rank test and its applications
by S. Taheri & G. Hesamian - 471-478 A procedure for testing suspected observations
by Nirpeksh Kumar - 479-497 A new procedure for variance estimation in simple random sampling using auxiliary information
by Housila Singh & Ramkrishna Solanki - 499-522 The simplicity of likelihood based inferences for P(X > Y) and for the ratio of means in the exponential model
by Eloísa Díaz-Francés & José Montoya - 523-539 Using p values to design statistical process control charts
by Zhonghua Li & Peihua Qiu & Snigdhansu Chatterjee & Zhaojun Wang - 541-542 Raquel Prado and Mike West: Time series: modelling, computation and inference
by Wolfgang Polasek - 543-544 Dale L. Zimmerman, Vicente A. Núñez-Antón: Antedependence models for longitudinal data
by P. Hackl - 545-546 O. Jones, R. Maillardet, and A. Robinson: Introduction to scientific programming and simulation using R
by Christian Kleiber
February 2013, Volume 54, Issue 1
- 1-19 The ARL of modified Shewhart control charts for conditionally heteroskedastic models
by Esmeralda Gonçalves & Joana Leite & Nazaré Mendes-Lopes - 21-46 Concomitants of k-record values arising from Morgenstern family of distributions and their applications in parameter estimation
by Manoj Chacko & M. Shy Mary - 47-69 Alternative estimator for the parameters of a mixture of two binomial distributions
by Roberto Quinino & Linda Ho & Emílio Suyama - 71-84 Testing normality in mixed models using a transformation method
by Wangli Xu & Yanwen Li & Dawo Song