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Content
August 2013, Volume 54, Issue 3
- 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 - 85-112 Empirical likelihood for heteroscedastic partially linear errors-in-variables model with α-mixing errors
by Guo-Liang Fan & Han-Ying Liang & Jiang-Feng Wang - 113-132 The log-beta Weibull regression model with application to predict recurrence of prostate cancer
by Edwin Ortega & Gauss Cordeiro & Michael Kattan - 133-161 The beta generalized Rayleigh distribution with applications to lifetime data
by Gauss Cordeiro & Cláudio Cristino & Elizabeth Hashimoto & Edwin Ortega - 163-175 Updating a nonlinear discriminant function estimated from a mixture of two inverse Weibull distributions
by K. Sultan & A. Al-Moisheer - 177-192 The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation
by Pablo Mitnik & Sunyoung Baek - 193-206 Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
by Yu Miao & Fangfang Zhao & Ke Wang & Yanping Chen - 207-225 Estimation of the shape and scale parameters of Pareto distribution using ranked set sampling
by Walid Abu-Dayyeh & Aissa Assrhani & Kamarulzaman Ibrahim - 227-241 Identification of power distribution mixtures through regression of exponentials
by Wen-Jang Huang & Nan-Cheng Su - 243-250 On residual lifetime of coherent systems after the rth failure
by Serkan Eryılmaz - 251-254 Erratum
by I. Barranco-Chamorro & B. Kibria & A. Saleh
November 2012, Volume 53, Issue 4
- 811-819 Maximum modulus confidence bands
by Christopher Withers & Saralees Nadarajah - 821-832 Bayesian nonparametric inference for unimodal skew-symmetric distributions
by A. Ghalamfarsa Mostofi & M. Kharrati-Kopaei - 833-848 A general threshold stress hybrid hazard model for lifetime data
by Cynthia Tojeiro & Francisco Louzada - 849-863 Estimation of variance components in linear mixed measurement error models
by Karim Zare & Abdolrahman Rasekh & Ali Rasekhi - 865-874 Distribution of linear functions from ordered bivariate log-normal distribution
by Ali Genç - 875-886 An extension of the half-normal distribution
by Neveka Olmos & Héctor Varela & Héctor Gómez & Heleno Bolfarine - 887-894 Estimation of finite population kurtosis under two-phase sampling for nonresponse
by Wojciech Gamrot - 895-914 Analysis of rounded data in mixture normal model
by Ningning Zhao & Zhidong Bai - 915-934 Simultaneous estimation of restricted location parameters based on permutation and sign-change
by Hisayuki Tsukuma - 935-949 Additive outliers in INAR(1) models
by Mátyás Barczy & Márton Ispány & Gyula Pap & Manuel Scotto & Maria Silva - 951-970 Diagnostic checks for integer-valued autoregressive models using expected residuals
by Yousung Park & Hee-Young Kim - 971-985 A measure of asymmetry
by P. Patil & P. Patil & D. Bagkavos - 987-999 Efficiency comparison of unrelated question models based on same privacy protection degree
by Sabrina Giordano & Pier Perri - 1001-1014 A fast robust method for fitting gamma distributions
by Brenton Clarke & Peter McKinnon & Geoff Riley - 1015-1034 Shrinkage averaging estimation
by Michael Schomaker - 1035-1044 Uniformly most powerful unbiased test for shoulder condition in point transect sampling
by Riccardo Borgoni & Piero Quatto - 1045-1064 A generalized multivariate beta distribution: control charting when the measurements are from an exponential distribution
by K. Adamski & S. Human & A. Bekker - 1065-1066 Alan Julian Izenman: Modern statistical techniques: regression, classification, and manifold learning
by Michael Bücker - 1067-1068 Günther Sawitzki: Computational statistics. An introduction to R
by Thoralf Mildenberger - 1069-1069 Shirley Coleman, Tony Greenfield, Dave Stewardson, Douglas C. Montgomery: Statistical practice in business and industry
by Peter Hackl - 1071-1071 George Fernandez: Statistical data mining using SAS applications (second edition)
by J. Pardo - 1073-1074 Glenn A. Walker, Jack Shostak: Common statistical methods for clinical research with SAS examples 3rd edition
by Sylvia Lenz - 1075-1075 Jane M. Horgan: Probability with R, an introduction with computer science applications
by Ricardo Maronna
August 2012, Volume 53, Issue 3
- 507-519 Monitoring the conforming fraction of high-quality processes using a control chart p under a small sample size and an alternative estimator
by Linda Ho & Roberto Costa Quinino & Emílio Suyama & Ruth Lourenço - 521-530 Matrix Euclidean norm Wielandt inequalities and their applications to statistics
by Litong Wang & Hu Yang - 531-547 A review of preliminary test-based statistical methods for the benefit of Six Sigma quality practitioners
by J. Ravichandran - 549-562 Combining two-parameter and principal component regression estimators
by Xinfeng Chang & Hu Yang - 563-575 Discrete approximations of continuous and mixed measures on a compact interval
by Antonio Punzo & Alessandro Zini - 577-615 Instrumental variable estimation of heteroskedasticity adaptive error component models
by Eduardo Fé - 617-628 An estimation procedure for the Linnik distribution
by Dexter Cahoy - 629-652 Componentwise B-spline estimation for varying coefficient models with longitudinal data
by Tang Qingguo & Cheng Longsheng - 653-664 The exponential COM-Poisson distribution
by Gauss Cordeiro & Josemar Rodrigues & Mário Castro - 665-683 On diagnostics in multivariate measurement error models under asymmetric heavy-tailed distributions
by Camila Zeller & Rignaldo Carvalho & Victor Lachos - 685-696 A family of skew-symmetric-Laplace distributions
by V. Nekoukhou & M. Alamatsaz - 697-701 A note on the representation of $${E\left({\textit{\textbf {x}}}\otimes {\textit{\textbf {xx}}}^{\prime}\right) }$$ and $${E\left({\textit{\textbf {xx}}}^{\prime }\otimes {\textit{\textbf {xx}}}^{\prime }\right)}$$ for the random vector x
by Johan Lyhagen - 703-718 A randomized response procedure for multiple-sensitive questions
by Lucio Barabesi & Sara Franceschi & Marzia Marcheselli - 719-737 Unbiased and almost unbiased ratio estimators of the population mean in ranked set sampling
by Mohammad Jafari Jozani & Saeed Majidi & François Perron - 739-752 Identifying the determinants of foreign direct investment: a data-specific model selection approach
by Erhard Reschenhofer & Michael Schilde & Eva Oberecker & Ellen Payr & Hasan Tandogan & Lea Wakolbinger - 753-766 Approximate tests in unbalanced two-way random models without interaction
by Bilgehan Güven - 767-774 Multiple unit root tests under uncertainty over the initial condition: some powerful modifications
by Christoph Hanck - 775-788 Inference for comparing a multinomial distribution with a known standard
by Chu-In Lee & Wei Liu & Chul Park & Jianan Peng - 789-802 Outer and inner prediction intervals for order statistics intervals based on current records
by Jafar Ahmadi & N. Balakrishnan - 803-804 Panik, M. (2009): Regression Modeling - Methods, Theory, and Computation with SAS
by Karsten Webel - 805-806 Annette J. Dobson and Adrian G. Barnett: An introduction to generalized linear models
by Christian Kleiber - 807-808 Tomohiro Ando: Bayesian model selection and statistical modeling
by Thoralf Mildenberger - 809-810 André I. Khuri: Linear model methodology
by Thoralf Mildenberger
May 2012, Volume 53, Issue 2
- 251-251 Letter to the Editor
by M. Jones - 253-254 Reply to the “Letter to the Editor” of M. C. Jones
by F. de Gusmão & E. Ortega & G. Cordeiro - 255-263 Comparing aggregate and disaggregate forecasts of first order moving average models
by Giacomo Sbrana & Andrea Silvestrini - 265-280 Efficiency of the modified jackknifed Liu-type estimator
by Esra Akdeniz Duran & Fikri Akdeniz - 281-298 Errors of misclassification in discrimination with data from truncated t populations
by Apostolos Batsidis - 299-304 A bound for the Euclidean distance between restricted and unrestricted estimators of parametric functions in the general linear model
by Pawel Pordzik - 305-309 The uniformly minimum variance unbiased estimator of odds ratio in case–control studies under inverse sampling
by Piero Quatto & Antonella Zambon - 311-321 Minimax versions of the two-stage t test
by Wolf Krumbholz & Andreas Rohr & Eno Vangjeli - 323-344 Distributions of patterns of two successes separated by a string of k-2 failures
by Spiros Dafnis & Andreas Philippou & Demetrios Antzoulakos - 345-355 How to improve the fit of Archimedean copulas by means of transforms
by Frederik Michiels & Ann De Schepper - 357-370 Testing for a break in persistence under long-range dependencies and mean shifts
by Philipp Sibbertsen & Juliane Willert - 371-386 Robust second-order least-squares estimator for regression models
by Xin Chen & Min Tsao & Julie Zhou - 387-400 Pseudolikelihood ratio test with biased observations
by X. Hu & Bin Zhang - 401-408 Likelihood ratio inference for mean residual life
by Junshan Shen & Wei Liang & Shuyuan He - 409-426 Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates
by Qian Chen & David Giles - 427-437 A new Liu-type estimator in linear regression model
by Yalian Li & Hu Yang - 439-455 Rounded data analysis based on ranked set sample
by Weiming Li & Tianqing Liu & Zhidong Bai - 457-467 SB-robust estimator for the concentration parameter of circular normal distribution
by Arnab Laha & K. Mahesh - 469-484 Testing fuzzy hypotheses based on vague observations: a p-value approach
by Abbas Parchami & S. Taheri & Mashaallah Mashinchi - 485-496 Empirical likelihood for partially linear additive errors-in-variables models
by Chuanhua Wei & Yubo Luo & Xizhi Wu - 497-503 Some comments on: Özkale, M.R., Kaciranlar, K. (2008): Comparisons of the r–k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion. Statistical Papers, 49:503–512
by Wenxue Li & Hu Yang & Jibo Wu - 505-505 Erratum to: Comparisons of the r − k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion
by M. Özkale & Selahattin Kaçıranlar
February 2012, Volume 53, Issue 1
- 1-21 Consistency of the kernel density estimator: a survey
by Dominik Wied & Rafael Weißbach - 23-31 On residual lifetimes in sequential (n − k + 1)-out-of-n systems
by S. Gurler - 33-49 When does Heckman’s two-step procedure for censored data work and when does it not?
by Robert Jonsson - 51-60 Bayesian and Robust Bayesian analysis under a general class of balanced loss functions
by Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian - 61-72 A combined test for differences in scale based on the interquantile range
by Marco Marozzi - 73-82 Complete convergence for weighted sums of negatively dependent random variables
by Soo Sung - 83-93 Two-sample empirical likelihood method for difference between coefficients in linear regression model
by Xuemin Zi & Changliang Zou & Yukun Liu - 95-106 Comparing two sampling schemes based on entropy of record statistics
by M. Razmkhah & H. Morabbi & J. Ahmadi - 107-115 A convergent algorithm for a generalized multivariate isotonic regression problem
by Jürgen Hansohm & Xiaomi Hu - 117-131 Moments of order statistics of Topp–Leone distribution
by Ali Genç - 133-149 Multivariate normal distribution approaches for dependently truncated data
by Takeshi Emura & Yoshihiko Konno - 151-164 Minimax prediction in the linear model with a relative squared error
by Maciej Wilczyński - 165-176 A Bayesian analysis of the Conway–Maxwell–Poisson cure rate model
by Vicente Cancho & Mário Castro & Josemar Rodrigues - 177-193 The doubly truncated function of indices on discrete distributions
by Milenko Bernadic & José Candel - 195-203 Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences
by N. Hosseinioun & H. Doosti & H. Nirumand - 205-218 Bayesian spatial regression models with closed skew normal correlated errors and missing observations
by Omid Karimi & Mohsen Mohammadzadeh - 219-228 A new generalized Balakrishnan skew-normal distribution
by P. Hasanalipour & M. Sharafi - 229-238 ASN-minimax double sampling plans by variables for two-sided specification limits when the standard deviation is known
by Eno Vangjeli - 239-240 Thomas P. Ryan, Modern regression methods (2nd edn)
by Ricardo Maronna - 241-242 Alex Dmitrienko, Ajit C. Tamhane, Frank Bretz (eds.): Multiple testing problems in pharmaceutical statistics
by Sylvia Lenz - 243-244 Stephen T. Ziliak and Deirdre N. McCloskey, The cult of statistical significance: how the standard error costs us jobs. justice and lives
by Walter Krämer - 245-246 S. J. Morrison: Statistics for Engineers: an introduction
by Editha Lockow - 247-248 David W. Hosmer, Stanley Lemeshow, Susanne May: Applied survival analysis: regression modeling of time-to-event data
by Holger Schwender - 249-249 Erratum to: Small sample properties of a ridge regression estimator when there exist omitted variables
by Ryo Uemukai
November 2011, Volume 52, Issue 4
- 751-771 Automatic estimation procedure in partial linear model with functional data
by Germán Aneiros-Pérez & Philippe Vieu - 773-788 Robust inference for the stress–strength reliability
by Luca Greco & Laura Ventura - 789-798 Marshall–Olkin bivariate Weibull distributions and processes
by K. Jose & Miroslav Ristić & Ancy Joseph - 799-811 A unification and some corrections to Markov chain approaches to develop variable ratio sampling scheme control charts
by Alireza Faraz & Erwin Saniga - 813-833 Bias-variance trade-off for prequential model list selection
by Ernest Fokoue & Bertrand Clarke - 835-845 Finite mixture of Burr type XII distribution and its reciprocal: properties and applications
by Khalaf Ahmad & Zeinhum Jaheen & Heba Mohammed - 847-870 Detecting changes from short to long memory
by Uwe Hassler & Jan Scheithauer - 871-883 Epsilon Birnbaum–Saunders distribution family: properties and inference
by Nabor Castillo & Héctor Gómez & Heleno Bolfarine - 885-892 Regression analysis using order statistics
by Ayyub Sheikhi & Ahad Jamalizadeh - 893-909 Chernoff distance for truncated distributions
by K. Nair & P. Sankaran & S. Smitha - 911-920 Some equalities for estimations of partial coefficients under a general linear regression model
by Yongge Tian & Jieping Zhang - 921-936 A new bivariate distribution with weighted exponential marginals and its multivariate generalization
by D. Al-Mutairi & M. Ghitany & D. Kundu - 937-952 Spatial analysis of auto-multivariate lattice data
by Amir Kavousi & Mohammad Meshkani & Mohsen Mohammadzadeh - 953-969 Small sample properties of a ridge regression estimator when there exist omitted variables
by Ryo Uemukai - 971-977 Expectation of a uniform random variable with uniform observation errors after selection of the highest observations
by Cornelis Van Bochove - 979-980 Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data
by Walter Krämer - 981-982 Richard Berk: Statistical learning from a regression perspective
by Ricardo Maronna - 983-984 Greene, W. H., Econometric analysis
by Karsten Webel - 985-986 G. Parmigiani and L. Inoue: Decision theory–principles and approaches
by Björn Bornkamp - 987-988 New publications on R
by Wolfgang Polasek - 989-990 Peter Winker: Empirische Wirtschaftsforschung und Ökonometrie
by Peter Hackl - 991-991 Erratum to: Problem “4/SP08”
by S. Puntanen
August 2011, Volume 52, Issue 3
- 511-522 Generalized Mahalanobis depth in the reproducing kernel Hilbert space
by Yonggang Hu & Yong Wang & Yi Wu & Qiang Li & Chenping Hou - 523-529 Preservation properties of the moment generating function ordering of residual lives
by M. Kayid - 531-551 On runs of length exceeding a threshold: normal approximation
by Frosso Makri & Zaharias Psillakis - 553-565 Hypotheses testing for structural calibration model
by Filidor Vilca-Labra & Reiko Aoki & Camila Zeller - 567-590 On estimation and local influence analysis for measurement errors models under heavy-tailed distributions
by V. Lachos & T. Angolini & C. Abanto-Valle - 591-619 The generalized inverse Weibull distribution
by Felipe Gusmão & Edwin Ortega & Gauss Cordeiro - 621-632 Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models
by Shuangzhe Liu & Chris Heyde & Wing-Keung Wong - 633-650 A class of estimators for quantitative sensitive data
by Giancarlo Diana & Pier Perri - 651-655 A characterization of geometric distribution based on weak records
by Mohammad Ahsanullah & Fazil Aliev - 657-675 Characterization of the mixtures of Rayleigh distributions by conditional expectation of order statistics
by Wen-Chuan Lee & Jong-Wuu Wu & Chun-Te Li - 677-682 A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break
by Mauro Costantini & Stephan Popp - 683-707 Sine-skewed circular distributions
by Toshihiro Abe & Arthur Pewsey - 709-731 Comparing point and interval estimates in the bivariate t-copula model with application to financial data
by Rada Dakovic & Claudia Czado - 733-734 Alan Julian Izenman (2008): Modern Multivariate Statistical Techniques: Regression, Classification and Manifold Learning
by Ricardo Maronna - 735-736 Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction
by Dominik Wied - 737-738 Philippe Jorion, Value at Risk, 3rd Ed: The New Benchmark for Managing Financial Risk
by Pavel Stoimenov - 739-740 Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition)
by J. Pardo - 741-742 Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models
by Walter Krämer - 743-747 Comments on “Testing for NBUL using goodness of fit approach with applications” (Statistical Papers (2010) 51: 27–40, DOI 10.1007/s00362-007-0113-0)
by M. Anis - 749-749 Erratum to: Exact expression of the density of the sample generalized variance and applications
by T. Pham-Gia & N. Turkkan
May 2011, Volume 52, Issue 2
- 263-286 Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors
by Jinhong You & Xian Zhou & Lixing Zhu & Bin Zhou - 287-307 Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion
by Luis Firinguetti & Gladys Bobadilla - 309-325 Gamma distribution and extensions by using pathway idea
by Dhannya Joseph - 327-342 Life test sampling plans for Weibull distributed lifetimes under accelerated hybrid censoring
by Min Kim & Bong-Jin Yum - 343-354 Estimation of a sensitive proportion by Warner’s randomized response data through inverse sampling
by Arijit Chaudhuri & Mausumi Bose & Kajal Dihidar - 355-370 Convex transformation on survival functions and related dependence concepts
by Mehmet Yilmaz - 371-390 Penalized least absolute deviations estimation for nonlinear model with change-points
by Gabriela Ciuperca - 391-412 Empirical likelihood for density-weighted average derivatives
by Wanrong Liu & Xuewen Lu - 413-418 Complete convergence of weighted sums under negative dependence
by H. Zarei & H. Jabbari - 419-429 Exponentially weighted moving average control charts for three-level products
by Tzong-Ru Tsai & Wen-Pin Yen - 431-446 A generalized skew two-piece skew-normal distribution
by A. Jamalizadeh & A. Arabpour & N. Balakrishnan - 447-454 On the strong convergence for weighted sums of random variables
by Soo Sung - 455-467 Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
by Alexandre Patriota & Artur Lemonte & Heleno Bolfarine - 469-489 An appropriate empirical version of skew-normal density
by A. Abtahi & M. Towhidi & J. Behboodian - 491-492 O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics
by Walter Krämer - 493-494 James Le Sage, Robert K. Pace: Introduction to spatial econometrics
by Matthias Arnold - 495-496 Bernhard Pfaff (2006): Analysis of Integrated and Cointegrated Time Series with R
by Helmut Lütkepohl - 497-499 I Gusti Ngurah Agung (2009): Time Series Data Analysis Using EViews
by Helmut Lütkepohl - 501-502 Michael J. Daniels, Joseph W. Hogan: Missing data in longitudinal studies
by Michael Bücker - 503-504 Joshua D. Angrist and Jörn-Steffen Pischke (2009): Mostly Harmless Econometrics: An Empiricist’s Companion
by Christoph Hanck - 509-510 Solution to problem 4/SP08 in statistical paper (problem proposed by Götz Trenkler and Dietrich Trenkler)
by Simo Puntanen
February 2011, Volume 52, Issue 1
- 1-15 Symmetry of functions and exchangeability of random variables
by Karl Siburg & Pavel Stoimenov - 17-31 Mutual information and redundancy for categorical data
by Chong Hong & Beom Kim